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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 | |
|---|---|---|---|---|---|---|
401
Jacobs Solutions
J
$17.1B
| $309K | 0.04% |
2,679
+713
| +36% | +$82.4K |
|
|
HES
402
DELISTED
Hess
HES
| $308K | 0.04% |
4,154
+793
| +24% | +$64.3K |
|
403
Qorvo
QRVO
$8.4B
| $307K | 0.04% |
1,962
+501
| +34% | +$79.7K |
|
404
Celanese
CE
$4.73B
| $306K | 0.04% |
+1,819
| New | +$296K |
|
405
Textron
TXT
$15.2B
| $304K | 0.04% |
3,932
+1,005
| +34% | +$74.6K |
|
406
NVR
NVR
$17B
| $301K | 0.04% |
+51
| New | +$269K |
|
|
CTLT
407
DELISTED
CATALENT, INC.
CTLT
| $300K | 0.04% |
2,347
+825
| +54% | +$106K |
|
408
JB Hunt Transport Services
JBHT
$25.6B
| $295K | 0.03% |
+1,443
| New | +$277K |
|
409
Raymond James Financial
RJF
$34.7B
| $295K | 0.03% |
2,937
+605
| +26% | +$59.8K |
|
410
Baker Hughes
BKR
$61.2B
| $294K | 0.03% |
12,218
+4,050
| +50% | +$100K |
|
411
Teledyne Technologies
TDY
$31.7B
| $294K | 0.03% |
+673
| New | +$293K |
|
412
Diamondback Energy
FANG
$52.4B
| $290K | 0.03% |
+2,688
| New | +$291K |
|
413
LKQ Corp
LKQ
$6.1B
| $290K | 0.03% |
+4,825
| New | +$272K |
|
|
SAGE
414
DELISTED
Sage Therapeutics
SAGE
| $287K | 0.03% |
6,745
-5,844
| -46% | -$245K |
|
415
International Paper
IP
$22.4B
| $283K | 0.03% |
6,021
+764
| +15% | +$37.7K |
|
|
K
416
DELISTED
Kellanova
K
| $280K | 0.03% |
4,633
+1,241
| +37% | +$73.2K |
|
|
417
Pultegroup
PHM
$25.3B
| $278K | 0.03% |
4,870
-29,244
| -86% | -$1.5M |
|
418
Advance Auto Parts
AAP
$3.59B
| $276K | 0.03% |
+1,149
| New | +$262K |
|
419
AES
AES
$10.5B
| $276K | 0.03% |
+11,345
| New | +$276K |
|
420
IDEX
IEX
$17.5B
| $275K | 0.03% |
+1,163
| New | +$264K |
|
421
Quanta Services
PWR
$103B
| $273K | 0.03% |
+2,384
| New | +$275K |
|
422
Corpay
CPAY
$25.8B
| $270K | 0.03% |
1,205
+235
| +24% | +$56.1K |
|
423
Wabtec
WAB
$50B
| $269K | 0.03% |
+2,925
| New | +$268K |
|
424
Paycom
PAYC
$8.15B
| $267K | 0.03% |
642
+142
| +28% | +$67.2K |
|
|
ABMD
425
DELISTED
Abiomed Inc
ABMD
| $264K | 0.03% |
+734
| New | +$248K |
|
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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.