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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
CDNS icon
176
Cadence Design Systems
CDNS
$92.6B
$867K 0.1%
4,653
+1,257
+37% +$219K
ORLY icon
177
O'Reilly Automotive
ORLY
$73.3B
$865K 0.1%
18,375
+4,560
+33% +$197K
TGNA
178
DELISTED
TEGNA Inc
TGNA
$859K 0.1%
46,276
-27,308
-37% -$546K
MAS icon
179
Masco
MAS
$14.7B
$855K 0.1%
12,172
-5,567
-31% -$360K
MUSA icon
180
Murphy USA
MUSA
$10.9B
$849K 0.1%
4,262
-2,355
-36% -$421K
MSCI icon
181
MSCI
MSCI
$41.8B
$848K 0.1%
1,384
+373
+37% +$234K
GD icon
182
General Dynamics
GD
$103B
$843K 0.1%
4,045
+1,049
+35% +$212K
A icon
183
Agilent Technologies
A
$39.5B
$838K 0.1%
5,250
+1,374
+35% +$214K
AIG icon
184
American International
AIG
$41.8B
$835K 0.1%
14,693
+3,808
+35% +$217K
KMB icon
185
Kimberly-Clark
KMB
$35.7B
$833K 0.1%
5,830
+1,542
+36% +$208K
CMG icon
186
Chipotle Mexican Grill
CMG
$47.5B
$825K 0.1%
23,600
+6,350
+37% +$224K
NEM icon
187
Newmont
NEM
$100B
$825K 0.1%
13,307
+3,680
+38% +$209K
MET icon
188
MetLife
MET
$62B
$824K 0.1%
13,186
+3,264
+33% +$205K
DD icon
189
DuPont de Nemours
DD
$19.1B
$816K 0.1%
8,052
+1,841
+30% +$175K
CTSH icon
190
Cognizant
CTSH
$24.9B
$815K 0.1%
9,188
+2,354
+34% +$189K
ALGN icon
191
Align Technology
ALGN
$12.4B
$812K 0.1%
1,235
+333
+37% +$214K
BNY
192
Bank of New York Mellon
BNY
$106B
$809K 0.1%
13,926
+3,493
+33% +$201K
BBY icon
193
Best Buy
BBY
$18B
$802K 0.09%
7,893
-759
-9% -$86.4K
AZO icon
194
AutoZone
AZO
$48.8B
$799K 0.09%
381
+92
+32% +$171K
CNC icon
195
Centene
CNC
$31.5B
$798K 0.09%
9,688
+2,724
+39% +$200K
FTNT icon
196
Fortinet
FTNT
$120B
$789K 0.09%
10,980
+3,300
+43% +$217K
MCHP icon
197
Microchip Technology
MCHP
$40.8B
$784K 0.09%
9,004
+2,530
+39% +$205K
MSI icon
198
Motorola Solutions
MSI
$72.6B
$784K 0.09%
2,886
+772
+37% +$194K
LHX icon
199
L3Harris
LHX
$51.7B
$777K 0.09%
3,645
+906
+33% +$201K
MAR icon
200
Marriott International
MAR
$91.5B
$767K 0.09%
4,642
+1,246
+37% +$196K
6 7
8
9 10

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AAP
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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.