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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
GILD icon
101
Gilead Sciences
GILD
$161B
$1.57M 0.19%
21,620
+5,737
+36% +$395K
TJX icon
102
TJX Companies
TJX
$172B
$1.57M 0.19%
20,634
+5,435
+36% +$377K
HUM icon
103
Humana
HUM
$44.4B
$1.55M 0.18%
3,349
-379
-10% -$168K
MRSH
104
Marsh
MRSH
$91.7B
$1.52M 0.18%
8,722
+2,320
+36% +$385K
SYK icon
105
Stryker
SYK
$130B
$1.51M 0.18%
5,634
+1,548
+38% +$406K
LMT icon
106
Lockheed Martin
LMT
$134B
$1.5M 0.18%
4,227
+1,120
+36% +$387K
SHW icon
107
Sherwin-Williams
SHW
$85B
$1.49M 0.18%
4,217
+1,107
+36% +$358K
CSX icon
108
CSX Corp
CSX
$92.2B
$1.48M 0.17%
39,318
+10,097
+35% +$356K
PNC icon
109
PNC Financial Services
PNC
$100B
$1.48M 0.17%
7,364
+1,933
+36% +$393K
PDBC icon
110
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.27B
$1.46M 0.17%
103,637
-261,282
-72% -$5.14M
HPQ icon
111
HP
HPQ
$24.9B
$1.45M 0.17%
38,540
+46
+0.1% +$1.5K
EL icon
112
Estee Lauder
EL
$30.5B
$1.45M 0.17%
3,913
+1,062
+37% +$360K
QCOM icon
113
Qualcomm
QCOM
$158B
$1.45M 0.17%
7,916
+6,349
+405% +$1.02M
CHTR icon
114
Charter Communications
CHTR
$17.2B
$1.43M 0.17%
2,190
+318
+17% +$217K
CME icon
115
CME Group
CME
$95.4B
$1.4M 0.17%
6,142
+1,648
+37% +$363K
F icon
116
Ford
F
$57.7B
$1.39M 0.16%
66,798
+17,820
+36% +$328K
EW icon
117
Edwards Lifesciences
EW
$51.1B
$1.37M 0.16%
10,609
+2,841
+37% +$331K
O icon
118
Realty Income
O
$58.9B
$1.36M 0.16%
19,042
+440
+2% +$30.3K
DUK icon
119
Duke Energy
DUK
$96.7B
$1.36M 0.16%
12,977
+3,564
+38% +$361K
ORCL icon
120
Oracle
ORCL
$405B
$1.35M 0.16%
15,495
+4,826
+45% +$453K
HOLX
121
DELISTED
Hologic
HOLX
$1.34M 0.16%
17,565
-6,599
-27% -$485K
ATKR icon
122
Atkore
ATKR
$3.16B
$1.33M 0.16%
11,984
-7,422
-38% -$754K
NSC icon
123
Norfolk Southern
NSC
$75.1B
$1.29M 0.15%
4,342
+1,109
+34% +$310K
BBWI icon
124
Bath & Body Works
BBWI
$4.12B
$1.28M 0.15%
18,288
-8,044
-31% -$571K
IEF icon
125
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.26M 0.15%
10,960
-8,372
-43% -$962K
3 4
5
6 7

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
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 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

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.