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
BBY icon
151
Best Buy
BBY
$18B
$915K 0.14%
8,652
+5,879
+212% +$660K
BERY
152
DELISTED
Berry Global Group, Inc.
BERY
$890K 0.13%
15,918
– –
BDX icon
153
Becton Dickinson
BDX
$46.9B
$886K 0.13%
3,693
+226
+7% +$55.4K
WGO icon
154
Winnebago Industries
WGO
$885M
$883K 0.13%
12,181
– –
FIS icon
155
Fidelity National Information Services
FIS
$23.1B
$880K 0.13%
7,231
+491
+7% +$65.9K
EW icon
156
Edwards Lifesciences
EW
$51.1B
$879K 0.13%
7,768
+450
+6% +$51.4K
DUDE
157
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
$877K 0.13%
32,583
– –
SHW icon
158
Sherwin-Williams
SHW
$86B
$870K 0.13%
3,110
+166
+6% +$48.6K
CME icon
159
CME Group
CME
$95.7B
$869K 0.13%
4,494
+259
+6% +$52.5K
CSX icon
160
CSX Corp
CSX
$92.3B
$869K 0.13%
29,221
+1,624
+6% +$52K
CWH icon
161
Camping World
CWH
$694M
$864K 0.13%
22,239
– –
BOB
162
DELISTED
Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
$859K 0.13%
33,787
– –
EL icon
163
Estee Lauder
EL
$30.6B
$855K 0.13%
2,851
+169
+6% +$55.2K
MDU icon
164
MDU Resources
MDU
$4.2B
$832K 0.13%
73,747
– –
HLF icon
165
Herbalife
HLF
$1.32B
$831K 0.13%
19,618
-12,241
-38% -$605K
SO icon
166
Southern Company
SO
$107B
$818K 0.12%
13,198
+763
+6% +$49.1K
HCA icon
167
HCA Healthcare
HCA
$88B
$812K 0.12%
3,347
-4,129
-55% -$1.01M
UTHR icon
168
United Therapeutics
UTHR
$25.7B
$812K 0.12%
4,400
-5,387
-55% -$1.06M
CL icon
169
Colgate-Palmolive
CL
$71.9B
$810K 0.12%
10,716
+591
+6% +$46.9K
OMC icon
170
Omnicom Group
OMC
$21.7B
$804K 0.12%
11,100
+8,518
+330% +$633K
QVCGA
171
DELISTED
QVC Group Inc Series A
QVCGA
$804K 0.12%
1,579
– –
CHKP icon
172
Check Point Software Technologies
CHKP
$12.6B
$802K 0.12%
7,095
+101
+1% +$12.3K
LGIH icon
173
LGI Homes
LGIH
$1.3B
$790K 0.12%
5,568
– –
SFM icon
174
Sprouts Farmers Market
SFM
$8.28B
$780K 0.12%
33,683
-28,583
-46% -$696K
SNX icon
175
TD Synnex
SNX
$20.3B
$776K 0.12%
7,454
-4,461
-37% -$533K
5 6
7
8 9

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.