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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 | |
|---|---|---|---|---|---|---|
426
CF Industries
CF
$17.9B
| $261K | 0.03% |
+3,687
| New | +$231K |
|
427
Cincinnati Financial
CINF
$27.3B
| $260K | 0.03% |
2,281
+398
| +21% | +$47.1K |
|
428
Gen Digital
GEN
$16.7B
| $260K | 0.03% |
+9,999
| New | +$253K |
|
429
F5
FFIV
$23.4B
| $255K | 0.03% |
+1,041
| New | +$231K |
|
430
Eastman Chemical
EMN
$8.39B
| $253K | 0.03% |
+2,089
| New | +$232K |
|
431
Live Nation Entertainment
LYV
$42.8B
| $252K | 0.03% |
+2,107
| New | +$227K |
|
|
IPG
432
DELISTED
Interpublic Group of Companies
IPG
| $251K | 0.03% |
+6,697
| New | +$243K |
|
433
American Tower
AMT
$78.3B
| $247K | 0.03% |
+844
| New | +$231K |
|
434
iShares Core S&P Total US Stock Market ETF
ITOT
$97.3B
| $244K | 0.03% |
2,285
-1,193
| -34% | -$125K |
|
435
Cboe Global Markets
CBOE
$29.7B
| $242K | 0.03% |
+1,854
| New | +$239K |
|
436
Teleflex
TFX
$6.06B
| $242K | 0.03% |
+737
| New | +$251K |
|
437
Bio-Rad Laboratories Class A
BIO
$9.31B
| $236K | 0.03% |
+313
| New | +$234K |
|
438
iShares Core MSCI Total International Stock ETF
IXUS
$59.7B
| $234K | 0.03% |
3,293
-1,096
| -25% | -$78.8K |
|
439
The Mosaic Company
MOS
$7.44B
| $233K | 0.03% |
+5,927
| New | +$227K |
|
440
Pool Corp
POOL
$7.51B
| $233K | 0.03% |
+411
| New | +$215K |
|
441
Alliant Energy
LNT
$18.2B
| $232K | 0.03% |
+3,768
| New | +$216K |
|
442
Prologis
PLD
$131B
| $231K | 0.03% |
+1,370
| New | +$204K |
|
443
Cardinal Health
CAH
$56B
| $230K | 0.03% |
+4,473
| New | +$219K |
|
444
J.M. Smucker
SJM
$12.7B
| $230K | 0.03% |
+1,694
| New | +$216K |
|
445
Evergy
EVRG
$19.1B
| $228K | 0.03% |
+3,316
| New | +$216K |
|
446
Fortune Brands Innovations
FBIN
$6.24B
| $227K | 0.03% |
+2,490
| New | +$216K |
|
447
Loews
L
$23.7B
| $224K | 0.03% |
+3,885
| New | +$220K |
|
|
MRO
448
DELISTED
Marathon Oil Corporation
MRO
| $223K | 0.03% |
+13,583
| New | +$218K |
|
449
AstraZeneca
AZN
$250B
| $222K | 0.03% |
1,907
-114
| -6% | -$13.4K |
|
450
C.H. Robinson
CHRW
$17.9B
| $220K | 0.03% |
+2,048
| New | +$199K |
|
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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.