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
+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 | |
|---|---|---|---|---|---|---|
151
Camping World
CWH
$393M
| $912K | 0.15% |
+22,239
| New | +$920K |
|
|
DUDE
152
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
| $908K | 0.15% |
+32,583
| New | +$882K |
|
153
Nexstar Media Group
NXST
$5.82B
| $903K | 0.15% |
+6,104
| New | +$908K |
|
154
LGI Homes
LGIH
$1.27B
| $902K | 0.15% |
+5,568
| New | +$921K |
|
155
Arrow Electronics
ARW
$11.1B
| $901K | 0.15% |
7,915
-15,111
| -66% | -$1.77M |
|
156
CME Group
CME
$96.3B
| $901K | 0.15% |
4,235
+634
| +18% | +$134K |
|
157
Brunswick
BC
$5.13B
| $897K | 0.15% |
9,008
-25,599
| -74% | -$2.61M |
|
158
Louisiana-Pacific
LPX
$5.06B
| $894K | 0.15% |
+14,829
| New | +$948K |
|
159
Albertsons Companies
ACI
$5.62B
| $893K | 0.15% |
+45,418
| New | +$881K |
|
160
General Motors
GM
$80.4B
| $893K | 0.15% |
15,088
-56,131
| -79% | -$3.3M |
|
161
Truist Financial
TFC
$63.3B
| $892K | 0.15% |
16,066
+2,336
| +17% | +$137K |
|
162
Knight Transportation
KNX
$11.3B
| $888K | 0.14% |
+19,532
| New | +$933K |
|
163
Emergent Biosolutions
EBS
$373M
| $887K | 0.14% |
+14,083
| New | +$905K |
|
164
CSX Corp
CSX
$93.4B
| $885K | 0.14% |
27,597
+3,765
| +16% | +$124K |
|
165
Murphy USA
MUSA
$11.2B
| $883K | 0.14% |
+6,617
| New | +$914K |
|
166
Comfort Systems
FIX
$60.9B
| $879K | 0.14% |
11,152
-8,457
| -43% | -$689K |
|
167
MDU Resources
MDU
$4.17B
| $879K | 0.14% |
+73,747
| New | +$924K |
|
|
BPMC
168
DELISTED
Blueprint Medicines
BPMC
| $875K | 0.14% |
+9,951
| New | +$912K |
|
169
Duke Energy
DUK
$97.8B
| $874K | 0.14% |
8,850
+1,462
| +20% | +$147K |
|
|
ATVI
170
DELISTED
Activision Blizzard
ATVI
| $870K | 0.14% |
9,112
+1,313
| +17% | +$124K |
|
|
BOB
171
DELISTED
Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
| $869K | 0.14% |
+33,787
| New | +$872K |
|
172
Williams-Sonoma
WSM
$26.9B
| $861K | 0.14% |
+10,788
| New | +$918K |
|
173
FedEx
FDX
$72.7B
| $858K | 0.14% |
2,875
+421
| +17% | +$125K |
|
174
BorgWarner
BWA
$13.1B
| $853K | 0.14% |
19,970
-65,939
| -77% | -$2.9M |
|
175
Estee Lauder
EL
$30.4B
| $853K | 0.14% |
2,682
+408
| +18% | +$124K |
|
Similar funds
AAP
BCM
GS
SC
NAAA
IVAV
GA
HJGA
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.