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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
+10.24%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$847M
AUM Growth
+$183M
Cap. Flow
+$126M
Cap. Flow %
14.82%
Top 10 Hldgs %
33.1%
Holding
469
New
51
Increased
318
Reduced
88
Closed
6

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$11.3M
2
AAPL icon
Apple
AAPL
+$11M
3
AMZN icon
Amazon
AMZN
+$6.86M
4
TSLA icon
Tesla
TSLA
+$6.45M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$3.97M

Top Sells

Rank Stock Value
1
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$5.14M
2
PHM icon
Pultegroup
PHM
+$1.5M
3
ARW icon
Arrow Electronics
ARW
+$1.12M
4
NNN icon
NNN REIT
NNN
+$1.12M
5
BC icon
Brunswick
BC
+$1.03M

Sector Composition

Rank Sector Weight
1 Technology 20.41%
2 Healthcare 11.26%
3 Consumer Discretionary 10.4%
4 Financials 9.19%
5 Communication Services 8.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFX icon
251
Equifax
EFX
$20.5B
$612K 0.07%
2,090
+563
+37% +$157K
BPMC
252
DELISTED
Blueprint Medicines
BPMC
$611K 0.07%
5,708
-4,243
-43% -$444K
OTIS icon
253
Otis Worldwide
OTIS
$27.8B
$611K 0.07%
7,017
+1,980
+39% +$166K
DFS
254
DELISTED
Discover Financial Services
DFS
$609K 0.07%
5,274
+1,331
+34% +$157K
PXD
255
DELISTED
Pioneer Natural Resource Co.
PXD
$607K 0.07%
3,340
+1,052
+46% +$194K
KEYS icon
256
Keysight
KEYS
$57.9B
$606K 0.07%
2,936
+889
+43% +$166K
CTVA icon
257
Corteva
CTVA
$53.7B
$601K 0.07%
12,720
+3,336
+36% +$152K
BERY
258
DELISTED
Berry Global Group, Inc.
BERY
$595K 0.07%
8,787
-7,131
-45% -$442K
AWK icon
259
American Water Works
AWK
$26.4B
$587K 0.07%
3,107
+833
+37% +$146K
BIIB icon
260
Biogen
BIIB
$30.5B
$584K 0.07%
2,433
+395
+19% +$102K
THC icon
261
Tenet Healthcare
THC
$21.1B
$582K 0.07%
7,130
-2,217
-24% -$162K
KR icon
262
Kroger
KR
$34.7B
$581K 0.07%
12,846
+3,008
+31% +$126K
AME icon
263
Ametek
AME
$58.7B
$580K 0.07%
3,944
+1,057
+37% +$145K
PEG icon
264
Public Service Enterprise Group
PEG
$37.6B
$578K 0.07%
8,664
+2,323
+37% +$147K
TDG icon
265
TransDigm Group
TDG
$69.6B
$576K 0.07%
906
+237
+35% +$148K
DDS icon
266
Dillards
DDS
$9.65B
$575K 0.07%
2,348
-729
-24% -$192K
STZ icon
267
Constellation Brands
STZ
$22.3B
$575K 0.07%
2,292
+808
+54% +$184K
STT icon
268
State Street
STT
$51.7B
$570K 0.07%
6,133
+1,651
+37% +$156K
FRC
269
DELISTED
First Republic Bank
FRC
$570K 0.07%
2,762
+866
+46% +$183K
DLTR icon
270
Dollar Tree
DLTR
$24.7B
$563K 0.07%
4,006
+1,044
+35% +$127K
NSIT icon
271
Insight Enterprises
NSIT
$4.22B
$561K 0.07%
5,261
-1,636
-24% -$163K
ARW icon
272
Arrow Electronics
ARW
$11.8B
$559K 0.07%
4,160
-9,169
-69% -$1.12M
AA icon
273
Alcoa
AA
$12.6B
$558K 0.07%
9,361
-2,912
-24% -$146K
MRNA icon
274
Moderna
MRNA
$22.5B
$557K 0.07%
+2,192
New +$641K
REGN icon
275
Regeneron Pharmaceuticals
REGN
$78.9B
$556K 0.07%
881
+509
+137% +$313K
9 10
11
12 13

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BCM
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SC
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NAAA
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IVAV
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Empirical Finance's Q4 2021 Portfolio in Review

As of Q4 2021, Empirical Finance held 469 positions worth $847M, up 28% from $663M the previous quarter. Its ten largest holdings account for 33% of the portfolio.

Empirical Finance deployed $126M of net new capital in Q4 2021, opening 51 new positions and adding to 318 existing holdings. Its largest new stake was Moderna: 2,192 shares worth $557K.

By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 16% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF, an estimated $5.14M trimmed.

  • Empirical Finance's largest Q4 2021 buy was Moderna: 2,192 shares worth $557K.
  • Empirical Finance added most to Microsoft in Q4 2021, an estimated $11.3M increase.
  • Empirical Finance's biggest Q4 2021 reduction was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF, cutting an estimated $5.14M.
  • Empirical Finance fully exited NNN REIT in Q4 2021, selling an estimated $1.12M.
  • Empirical Finance's ten largest holdings make up 33% of its $847M portfolio in Q4 2021.
  • Empirical Finance opened 51 new positions and closed 6 in Q4 2021.
  • Empirical Finance's portfolio value rose 28% quarter-over-quarter to $847M.

Based on Empirical Finance's 13F filing for Q4 2021, filed 4 Feb 2022.