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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 | |
|---|---|---|---|---|---|---|
351
VeriSign
VRSN
$26.5B
| $400K | 0.05% |
1,577
+469
| +42% | +$108K |
|
352
Synchrony
SYF
$25.7B
| $398K | 0.05% |
8,569
+1,509
| +21% | +$72.6K |
|
353
DTE Energy
DTE
$29B
| $394K | 0.05% |
3,297
+892
| +37% | +$102K |
|
|
PPL
354
PPL Corp
PPL
$26.1B
| $394K | 0.05% |
13,096
+3,558
| +37% | +$103K |
|
355
Ulta Beauty
ULTA
$23.1B
| $394K | 0.05% |
956
+247
| +35% | +$96K |
|
356
W.W. Grainger
GWW
$60.2B
| $393K | 0.05% |
758
+196
| +35% | +$92.4K |
|
357
Expeditors International
EXPD
$23B
| $392K | 0.05% |
2,919
+770
| +36% | +$96.4K |
|
358
Devon Energy
DVN
$49.9B
| $390K | 0.05% |
8,860
+3,025
| +52% | +$126K |
|
359
Revvity
RVTY
$12.6B
| $388K | 0.05% |
1,930
+537
| +39% | +$97.1K |
|
360
KeyCorp
KEY
$24.5B
| $386K | 0.05% |
16,700
+4,315
| +35% | +$100K |
|
361
Entergy
ETR
$49.5B
| $384K | 0.05% |
6,814
+1,852
| +37% | +$97.3K |
|
362
Occidental Petroleum
OXY
$56B
| $384K | 0.05% |
13,230
+2,573
| +24% | +$80.7K |
|
363
Ameren
AEE
$29.9B
| $382K | 0.05% |
4,295
+1,189
| +38% | +$101K |
|
364
FirstEnergy
FE
$27.6B
| $382K | 0.05% |
9,173
+2,499
| +37% | +$96.4K |
|
365
Southwest Airlines
LUV
$23.1B
| $380K | 0.04% |
8,879
+1,605
| +22% | +$75.3K |
|
366
Waters Corp
WAT
$38.7B
| $380K | 0.04% |
1,021
+293
| +40% | +$102K |
|
367
Delta Air Lines
DAL
$61B
| $378K | 0.04% |
9,672
+1,719
| +22% | +$68.8K |
|
368
Clorox
CLX
$12.9B
| $375K | 0.04% |
2,148
+561
| +35% | +$93.5K |
|
369
Vanguard S&P 500 ETF
VOO
$1.01T
| $373K | 0.04% |
854
+9
| +1% | +$3.8K |
|
370
United Rentals
URI
$71.9B
| $372K | 0.04% |
1,121
+192
| +21% | +$68.5K |
|
371
McDonald's
MCD
$195B
| $370K | 0.04% |
+1,379
| New | +$348K |
|
372
Teradyne
TER
$60.3B
| $369K | 0.04% |
+2,259
| New | +$318K |
|
373
NetApp
NTAP
$36.6B
| $358K | 0.04% |
3,890
+1,015
| +35% | +$91.5K |
|
374
Ingersoll Rand
IR
$34.7B
| $357K | 0.04% |
+5,767
| New | +$328K |
|
375
Hewlett Packard
HPE
$69.3B
| $356K | 0.04% |
22,580
+5,892
| +35% | +$88.8K |
|
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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.