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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
AN icon
326
AutoNation
AN
$7.08B
$455K 0.05%
3,894
-1,207
-24% -$145K
ZBH icon
327
Zimmer Biomet
ZBH
$19B
$452K 0.05%
3,664
+989
+37% +$129K
DOV icon
328
Dover
DOV
$28.6B
$450K 0.05%
2,478
+651
+36% +$110K
SWKS icon
329
Skyworks Solutions
SWKS
$10B
$445K 0.05%
2,869
+751
+35% +$120K
URBN icon
330
Urban Outfitters
URBN
$6.67B
$443K 0.05%
15,085
-4,694
-24% -$149K
FTV icon
331
Fortive
FTV
$18.4B
$442K 0.05%
7,693
+2,218
+41% +$125K
CDW icon
332
CDW
CDW
$17.8B
$437K 0.05%
2,135
+662
+45% +$126K
EIX icon
333
Edison International
EIX
$26.4B
$437K 0.05%
6,397
+1,727
+37% +$109K
HLF icon
334
Herbalife
HLF
$1.32B
$437K 0.05%
10,683
-8,935
-46% -$372K
AGCO icon
335
AGCO
AGCO
$7.33B
$433K 0.05%
3,734
-1,162
-24% -$141K
LIN icon
336
Linde
LIN
$226B
$433K 0.05%
+1,251
New +$405K
CHD icon
337
Church & Dwight Co
CHD
$24.4B
$432K 0.05%
4,211
+1,123
+36% +$102K
FL
338
DELISTED
Foot Locker
FL
$432K 0.05%
9,912
-3,034
-23% -$144K
PII icon
339
Polaris
PII
$4.22B
$431K 0.05%
3,920
-1,219
-24% -$144K
NTRS icon
340
Northern Trust
NTRS
$33.6B
$429K 0.05%
3,583
+932
+35% +$112K
CHKP icon
341
Check Point Software Technologies
CHKP
$12.7B
$427K 0.05%
3,663
-3,432
-48% -$398K
EXPE icon
342
Expedia Group
EXPE
$37.8B
$426K 0.05%
2,359
+662
+39% +$113K
HIG icon
343
Hartford Financial Services
HIG
$39.1B
$420K 0.05%
6,080
+1,583
+35% +$112K
NDAQ icon
344
Nasdaq
NDAQ
$53.1B
$416K 0.05%
5,937
+1,605
+37% +$109K
ANF icon
345
Abercrombie & Fitch
ANF
$4.88B
$411K 0.05%
11,789
-3,668
-24% -$143K
MKC icon
346
McCormick & Company Non-Voting
MKC
$14.1B
$410K 0.05%
4,247
+1,142
+37% +$97.3K
LAD icon
347
Lithia Motors
LAD
$8.11B
$407K 0.05%
1,372
-426
-24% -$132K
VFC icon
348
VF Corp
VFC
$6.01B
$404K 0.05%
5,515
+1,463
+36% +$107K
ALB icon
349
Albemarle
ALB
$14.2B
$401K 0.05%
1,717
+333
+24% +$82.4K
KHC icon
350
Kraft Heinz
KHC
$30.3B
$401K 0.05%
11,172
+3,116
+39% +$112K
12 13
14
15 16

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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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CF
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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.