We are live on ! Find out more
EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
-0.34%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$663M
AUM Growth
+$50M
Cap. Flow
+$57.2M
Cap. Flow %
8.62%
Top 10 Hldgs %
34.33%
Holding
439
New
36
Increased
317
Reduced
32
Closed
21

Top Buys

Rank Stock Value
1
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$8.43M
2
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$7.02M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$5.59M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$5.52M
5
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$4.86M

Top Sells

Rank Stock Value
1
ALXN
Alexion Pharmaceuticals
ALXN
+$1.25M
2
RHI icon
Robert Half
RHI
+$1.08M
3
UTHR icon
United Therapeutics
UTHR
+$1.06M
4
URI icon
United Rentals
URI
+$1.03M
5
AYI icon
Acuity Brands
AYI
+$1.03M

Sector Composition

Rank Sector Weight
1 Technology 16.36%
2 Consumer Discretionary 10.63%
3 Healthcare 10.55%
4 Communication Services 8.58%
5 Financials 8.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AKAM icon
401
Akamai
AKAM
$17.8B
$216K 0.03%
2,061
+119
+6% +$13.6K
ANET icon
402
Arista Networks
ANET
$248B
$216K 0.03%
10,048
+736
+8% +$16.9K
CINF icon
403
Cincinnati Financial
CINF
$27.3B
$215K 0.03%
1,883
+106
+6% +$12.6K
J icon
404
Jacobs Solutions
J
$17.1B
$215K 0.03%
1,966
+114
+6% +$12.6K
RJF icon
405
Raymond James Financial
RJF
$34.7B
$215K 0.03%
+2,332
New +$209K
CMS icon
406
CMS Energy
CMS
$22.4B
$214K 0.03%
+3,588
New +$224K
WDC icon
407
Western Digital
WDC
$179B
$214K 0.03%
5,018
+294
+6% +$14K
HBAN icon
408
Huntington Bancshares
HBAN
$35.6B
$211K 0.03%
13,650
+1,425
+12% +$21K
TTWO icon
409
Take-Two Interactive
TTWO
$43.9B
$211K 0.03%
1,371
+93
+7% +$15.1K
PFG icon
410
Principal Financial Group
PFG
$24.6B
$208K 0.03%
+3,228
New +$207K
DVN icon
411
Devon Energy
DVN
$48.5B
$207K 0.03%
+5,835
New +$165K
K
412
DELISTED
Kellanova
K
$204K 0.03%
+3,392
New +$203K
TXT icon
413
Textron
TXT
$15.2B
$204K 0.03%
+2,927
New +$206K
CTLT
414
DELISTED
CATALENT, INC.
CTLT
$203K 0.03%
+1,522
New +$190K
BKR icon
415
Baker Hughes
BKR
$61.2B
$202K 0.03%
+8,168
New +$182K
QCOM icon
416
Qualcomm
QCOM
$165B
$202K 0.03%
1,567
– –
VTRS icon
417
Viatris
VTRS
$20.6B
$153K 0.02%
11,301
+984
+10% +$14K
LUMN icon
418
Lumen
LUMN
$6.26B
$150K 0.02%
12,094
+759
+7% +$9.51K
AES icon
419
AES
AES
$10.5B
– –
-7,887
Closed -$206K
AFRM icon
420
Affirm
AFRM
$26.3B
– –
-7,501
Closed -$505K
ALSN icon
421
Allison Transmission
ALSN
$9.8B
– –
-17,232
Closed -$685K
AYI icon
422
Acuity Brands
AYI
$10.7B
– –
-5,500
Closed -$1.03M
CIEN icon
423
Ciena
CIEN
$57.9B
– –
-13,676
Closed -$778K
CNXC icon
424
Concentrix
CNXC
$1.59B
– –
-4,345
Closed -$699K
EME icon
425
Emcor
EME
$36.3B
– –
-8,276
Closed -$1.02M
14 15 16
17
18

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return

Empirical Finance's Q3 2021 Portfolio in Review

As of Q3 2021, Empirical Finance held 439 positions worth $663M, up 8.2% from $613M the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Empirical Finance deployed $57.2M of net new capital in Q3 2021, opening 36 new positions and adding to 317 existing holdings. Its largest new stake was iShares 7-10 Year Treasury Bond ETF: 19,332 shares worth $2.23M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was United Therapeutics, an estimated $1.06M trimmed.

  • Empirical Finance's largest Q3 2021 buy was iShares 7-10 Year Treasury Bond ETF: 19,332 shares worth $2.23M.
  • Empirical Finance added most to Alpha Architect International Quantitative Momentum ETF in Q3 2021, an estimated $8.43M increase.
  • Empirical Finance's biggest Q3 2021 reduction was United Therapeutics, cutting an estimated $1.06M.
  • Empirical Finance fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $1.25M.
  • Empirical Finance's ten largest holdings make up 34% of its $663M portfolio in Q3 2021.
  • Empirical Finance opened 36 new positions and closed 21 in Q3 2021.
  • Empirical Finance's portfolio value rose 8.2% quarter-over-quarter to $663M.

Based on Empirical Finance's 13F filing for Q3 2021, filed 12 Nov 2021.