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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 | |
|---|---|---|---|---|---|---|
201
Carrier Global
CARR
$52.1B
| $766K | 0.09% |
14,124
+4,048
| +40% | +$218K |
|
202
Whirlpool
WHR
$2.54B
| $762K | 0.09% |
3,246
-538
| -14% | -$118K |
|
203
American Electric Power
AEP
$69.9B
| $760K | 0.09% |
8,537
+2,305
| +37% | +$194K |
|
204
Paychex
PAYX
$41.9B
| $747K | 0.09% |
5,469
+1,451
| +36% | +$179K |
|
205
BJs Wholesale Club
BJ
$12.4B
| $745K | 0.09% |
11,121
-9,637
| -46% | -$602K |
|
206
Baxter International
BAX
$14.5B
| $740K | 0.09% |
8,617
+2,277
| +36% | +$183K |
|
207
Omnicom Group
OMC
$21.7B
| $739K | 0.09% |
10,090
-1,010
| -9% | -$71.8K |
|
208
Albertsons Companies
ACI
$5.58B
| $735K | 0.09% |
24,333
-21,085
| -46% | -$668K |
|
209
APA Corp
APA
$13B
| $733K | 0.09% |
27,269
-5,614
| -17% | -$149K |
|
210
Prudential Financial
PRU
$42.7B
| $732K | 0.09% |
6,763
+1,718
| +34% | +$187K |
|
211
Conagra Brands
CAG
$7.14B
| $724K | 0.09% |
21,192
-8,917
| -30% | -$292K |
|
212
Dow Inc
DOW
$21.6B
| $722K | 0.09% |
12,726
+3,329
| +35% | +$190K |
|
213
Marathon Petroleum
MPC
$89.6B
| $709K | 0.08% |
11,086
+2,915
| +36% | +$187K |
|
214
Parker-Hannifin
PH
$126B
| $704K | 0.08% |
2,214
+587
| +36% | +$182K |
|
215
PPG Industries
PPG
$25.3B
| $703K | 0.08% |
4,079
+1,082
| +36% | +$174K |
|
216
General Mills
GIS
$19.2B
| $702K | 0.08% |
10,417
+2,797
| +37% | +$178K |
|
217
Ross Stores
ROST
$81.1B
| $702K | 0.08% |
6,140
+1,620
| +36% | +$181K |
|
218
Rockwell Automation
ROK
$53.5B
| $699K | 0.08% |
2,004
+530
| +36% | +$175K |
|
219
Academy Sports + Outdoors
ASO
$3.01B
| $696K | 0.08% |
15,853
-13,410
| -46% | -$582K |
|
220
T. Rowe Price
TROW
$24.3B
| $690K | 0.08% |
3,510
+620
| +21% | +$126K |
|
221
McKesson
MCK
$96.8B
| $687K | 0.08% |
2,763
+689
| +33% | +$151K |
|
222
Mettler-Toledo International
MTD
$29.2B
| $687K | 0.08% |
405
+105
| +35% | +$159K |
|
223
eBay
EBAY
$47.6B
| $686K | 0.08% |
10,315
+1,658
| +19% | +$118K |
|
224
Sempra
SRE
$57.3B
| $686K | 0.08% |
10,370
+2,948
| +40% | +$187K |
|
225
Global Payments
GPN
$23.6B
| $684K | 0.08% |
5,060
+1,338
| +36% | +$184K |
|
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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.