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EF
Empirical Finance Portfolio holdings
AUM
$2.13B
1-Year Est. Return
29.56%
This Fund
S&P 500
This Quarter
Est. Return
+7.3%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$613M
AUM Growth
+$44.8M
(+7.9%)
Cap. Flow
-$30.6M
Cap. Flow
% of AUM
-4.99%
Top 10 Holdings %
Top 10 Hldgs %
32.64%
Holding
423
New
98
Increased
241
Reduced
64
Closed
20
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$5.58M |
| 2 |
Microsoft
MSFT
|
+$3.23M |
| 3 |
Apple
AAPL
|
+$3.19M |
| 4 |
Amazon
AMZN
|
+$2.53M |
| 5 |
UnitedHealth
UNH
|
+$1.55M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$10.2M |
| 2 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$7.96M |
| 3 |
SPDR Gold Trust
GLD
|
+$7.95M |
| 4 |
United Rentals
URI
|
+$4.67M |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$4.09M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.92% |
| 2 | Healthcare | 11.66% |
| 3 | Consumer Discretionary | 9.86% |
| 4 | Financials | 8.78% |
| 5 | Communication Services | 8.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
VeriSign
VRSN
$27B
| $233K | 0.04% |
+1,025
| New | +$223K |
|
377
Old Dominion Freight Line
ODFL
$44B
| $232K | 0.04% |
+1,828
| New | +$234K |
|
378
Ulta Beauty
ULTA
$23B
| $232K | 0.04% |
+670
| New | +$220K |
|
379
Corpay
CPAY
$25.2B
| $232K | 0.04% |
905
+138
| +18% | +$38.2K |
|
380
Hewlett Packard
HPE
$66.5B
| $230K | 0.04% |
15,755
+2,191
| +16% | +$34.6K |
|
381
Cooper Companies
COO
$14.5B
| $229K | 0.04% |
+2,316
| New | +$227K |
|
382
M&T Bank
MTB
$36.2B
| $228K | 0.04% |
+1,568
| New | +$245K |
|
383
Akamai
AKAM
$17.1B
| $226K | 0.04% |
+1,942
| New | +$217K |
|
384
Take-Two Interactive
TTWO
$45.8B
| $226K | 0.04% |
1,278
+217
| +20% | +$38.5K |
|
385
Qualcomm
QCOM
$159B
| $224K | 0.04% |
1,567
-116
| -7% | -$15.7K |
|
386
Darden Restaurants
DRI
$23.6B
| $223K | 0.04% |
+1,530
| New | +$215K |
|
387
NetApp
NTAP
$35.9B
| $222K | 0.04% |
2,715
-28,501
| -91% | -$2.23M |
|
388
Albemarle
ALB
$14B
| $220K | 0.04% |
+1,304
| New | +$210K |
|
389
Genuine Parts
GPC
$17.7B
| $218K | 0.04% |
+1,721
| New | +$217K |
|
390
MGM Resorts International
MGM
$11.4B
| $212K | 0.03% |
+4,977
| New | +$206K |
|
391
Arista Networks
ANET
$233B
| $211K | 0.03% |
+9,312
| New | +$194K |
|
392
Avery Dennison
AVY
$13.2B
| $210K | 0.03% |
+997
| New | +$209K |
|
393
Cincinnati Financial
CINF
$27.3B
| $207K | 0.03% |
+1,777
| New | +$205K |
|
394
Omnicom Group
OMC
$21.7B
| $207K | 0.03% |
2,582
-21,484
| -89% | -$1.75M |
|
395
AES
AES
$10.5B
| $206K | 0.03% |
+7,887
| New | +$208K |
|
396
Etsy
ETSY
$7.89B
| $206K | 0.03% |
+1,000
| New | +$185K |
|
397
Cencora
COR
$60B
| $204K | 0.03% |
+1,781
| New | +$210K |
|
398
Jacobs Solutions
J
$16.4B
| $204K | 0.03% |
+1,852
| New | +$209K |
|
399
Revvity
RVTY
$12.9B
| $203K | 0.03% |
+1,315
| New | +$185K |
|
400
Broadridge
BR
$18.2B
| $200K | 0.03% |
+1,241
| New | +$198K |
|
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Empirical Finance's Q2 2021 Portfolio in Review
As of Q2 2021, Empirical Finance held 423 positions worth $613M, up 7.9% from $569M the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Empirical Finance withdrew a net $30.6M in Q2 2021, closing 20 positions and reducing 64 holdings. Its most notable exit was SPDR Gold Trust, an estimated $7.95M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 15% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Empirical Finance opened a new position in Tesla worth $1.4M.
- Empirical Finance's largest Q2 2021 buy was Tesla: 6,189 shares worth $1.4M.
- Empirical Finance added most to Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF in Q2 2021, an estimated $5.58M increase.
- Empirical Finance's biggest Q2 2021 reduction was Alpha Architect International Quantitative Momentum ETF, cutting an estimated $10.2M.
- Empirical Finance fully exited SPDR Gold Trust in Q2 2021, selling an estimated $7.95M.
- Empirical Finance's ten largest holdings make up 33% of its $613M portfolio in Q2 2021.
- Empirical Finance opened 98 new positions and closed 20 in Q2 2021.
- Empirical Finance's portfolio value rose 7.9% quarter-over-quarter to $613M.
Based on Empirical Finance's 13F filing for Q2 2021, filed 4 Aug 2021.