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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
(+28%)
Cap. Flow
+$126M
Cap. Flow
% of AUM
14.82%
Top 10 Holdings %
Top 10 Hldgs %
33.1%
Holding
469
New
51
Increased
318
Reduced
88
Closed
6
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$11.3M |
| 2 |
Apple
AAPL
|
+$11M |
| 3 |
Amazon
AMZN
|
+$6.86M |
| 4 |
Tesla
TSLA
|
+$6.45M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$3.97M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$5.14M |
| 2 |
Pultegroup
PHM
|
+$1.5M |
| 3 |
Arrow Electronics
ARW
|
+$1.12M |
| 4 |
NNN REIT
NNN
|
+$1.12M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
Ball Corp
BALL
$16.8B
| $543K | 0.06% |
5,638
+1,489
| +36% | +$138K |
|
|
SIVB
277
DELISTED
SVB Financial Group
SIVB
| $541K | 0.06% |
798
+166
| +26% | +$117K |
|
278
Lear
LEA
$6.22B
| $540K | 0.06% |
2,951
-917
| -24% | -$161K |
|
279
Sprouts Farmers Market
SFM
$8.04B
| $536K | 0.06% |
18,046
-15,637
| -46% | -$391K |
|
280
Valero Energy
VLO
$87.6B
| $531K | 0.06% |
7,066
+1,920
| +37% | +$143K |
|
281
Eversource Energy
ES
$27.2B
| $530K | 0.06% |
5,820
+1,589
| +38% | +$137K |
|
282
Reliance Steel & Aluminium
RS
$21.2B
| $529K | 0.06% |
3,259
-1,014
| -24% | -$157K |
|
283
Kinder Morgan
KMI
$69.2B
| $528K | 0.06% |
33,306
+9,191
| +38% | +$153K |
|
|
FITB
284
Fifth Third Bancorp
FITB
$52.7B
| $525K | 0.06% |
12,051
+3,131
| +35% | +$137K |
|
285
WEC Energy
WEC
$35.2B
| $525K | 0.06% |
5,407
+1,455
| +37% | +$133K |
|
286
PACCAR
PCAR
$70.3B
| $522K | 0.06% |
8,868
+2,335
| +36% | +$135K |
|
287
West Pharmaceutical
WST
$24.8B
| $521K | 0.06% |
1,111
+358
| +48% | +$154K |
|
288
Old Dominion Freight Line
ODFL
$44.7B
| $518K | 0.06% |
2,892
+908
| +46% | +$153K |
|
289
Macy's
M
$6.87B
| $516K | 0.06% |
19,727
-5,999
| -23% | -$164K |
|
290
Stanley Black & Decker
SWK
$15.5B
| $516K | 0.06% |
2,738
+744
| +37% | +$137K |
|
291
Copart
CPRT
$26.7B
| $513K | 0.06% |
13,536
+4,000
| +42% | +$148K |
|
292
Arista Networks
ANET
$252B
| $511K | 0.06% |
14,232
+4,184
| +42% | +$125K |
|
293
Cleveland-Cliffs
CLF
$7.05B
| $506K | 0.06% |
23,264
-7,239
| -24% | -$156K |
|
294
Republic Services
RSG
$63.4B
| $506K | 0.06% |
3,628
+957
| +36% | +$127K |
|
295
Southern Copper
SCCO
$166B
| $506K | 0.06% |
8,845
-2,752
| -24% | -$154K |
|
296
Westlake Corp
WLK
$9.77B
| $504K | 0.06% |
5,194
-1,616
| -24% | -$158K |
|
297
LyondellBasell Industries
LYB
$19.2B
| $499K | 0.06% |
5,410
-1,062
| -16% | -$98.5K |
|
298
Gartner
IT
$12.7B
| $498K | 0.06% |
1,491
+378
| +34% | +$122K |
|
299
Consolidated Edison
ED
$39.5B
| $497K | 0.06% |
5,825
+1,616
| +38% | +$127K |
|
300
Corning
GLW
$136B
| $494K | 0.06% |
13,264
+3,485
| +36% | +$131K |
|
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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.