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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
COF icon
151
Capital One
COF
$134B
$1.01M 0.12%
6,942
+1,150
+20% +$178K
MO icon
152
Altria Group
MO
$114B
$1.01M 0.12%
21,223
+8,986
+73% +$412K
ECL icon
153
Ecolab
ECL
$78.6B
$1M 0.12%
4,280
+1,137
+36% +$257K
DG icon
154
Dollar General
DG
$28.2B
$986K 0.12%
4,179
+1,064
+34% +$235K
AMKR icon
155
Amkor Technology
AMKR
$12.6B
$985K 0.12%
39,715
-24,136
-38% -$562K
TSN icon
156
Tyson Foods
TSN
$21B
$978K 0.12%
11,224
-573
-5% -$47.1K
FIS icon
157
Fidelity National Information Services
FIS
$23.1B
$975K 0.12%
8,933
+1,702
+24% +$192K
VRTX icon
158
Vertex Pharmaceuticals
VRTX
$119B
$975K 0.12%
4,442
+1,179
+36% +$229K
EXC icon
159
Exelon
EXC
$47B
$963K 0.11%
23,383
+6,293
+37% +$237K
IDXX icon
160
Idexx Laboratories
IDXX
$44.8B
$962K 0.11%
1,461
+387
+36% +$243K
EMR icon
161
Emerson Electric
EMR
$86.7B
$960K 0.11%
10,321
+2,728
+36% +$257K
ILMN icon
162
Illumina
ILMN
$30B
$956K 0.11%
2,584
+700
+37% +$265K
NXST icon
163
Nexstar Media Group
NXST
$5.88B
$949K 0.11%
6,287
-3,771
-37% -$585K
DUDE
164
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
$949K 0.11%
32,582
-1
-0% -$29
BOB
165
DELISTED
Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
$917K 0.11%
33,786
-1
-0% -$27
ADSK icon
166
Autodesk
ADSK
$49.6B
$913K 0.11%
3,246
+603
+23% +$176K
WSM icon
167
Williams-Sonoma
WSM
$28.2B
$909K 0.11%
10,754
-6,554
-38% -$611K
XLNX
168
DELISTED
Xilinx Inc
XLNX
$897K 0.11%
4,229
+1,118
+36% +$220K
APH icon
169
Amphenol
APH
$201B
$893K 0.11%
20,430
+5,396
+36% +$218K
DISH
170
DELISTED
DISH Network Corp.
DISH
$888K 0.1%
27,375
-13,765
-33% -$513K
SEE
171
DELISTED
Sealed Air
SEE
$887K 0.1%
13,140
-7,692
-37% -$478K
EOG icon
172
EOG Resources
EOG
$77.6B
$886K 0.1%
9,972
+2,753
+38% +$247K
IQV icon
173
IQVIA
IQV
$38.4B
$886K 0.1%
3,140
+883
+39% +$229K
ROP icon
174
Roper Technologies
ROP
$38.8B
$883K 0.1%
1,795
+485
+37% +$231K
ATVI
175
DELISTED
Activision Blizzard
ATVI
$881K 0.1%
13,248
+3,559
+37% +$243K
5 6
7
8 9

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BCM
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SC
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NAAA
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IVAV
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HJGA
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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.