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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
-2.78%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$893M
AUM Growth
+$45.9M
(+5.4%)
Cap. Flow
+$83.7M
Cap. Flow
% of AUM
9.37%
Top 10 Holdings %
Top 10 Hldgs %
31.97%
Holding
484
New
21
Increased
384
Reduced
20
Closed
5
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$6.02M |
| 2 |
Apple
AAPL
|
+$5.27M |
| 3 |
Microsoft
MSFT
|
+$4.62M |
| 4 |
Amazon
AMZN
|
+$2.7M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$1.67M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$1.26M |
| 2 |
Vanguard Real Estate ETF
VNQ
|
+$1.06M |
| 3 |
XLNX
Xilinx Inc
XLNX
|
+$897K |
| 4 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$627K |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$496K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.39% |
| 2 | Healthcare | 11.6% |
| 3 | Consumer Discretionary | 9.76% |
| 4 | Financials | 9.75% |
| 5 | Communication Services | 8.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Baker Hughes
BKR
$62.3B
| $516K | 0.06% |
14,160
+1,942
| +16% | +$59K |
|
302
Southwest Airlines
LUV
$23B
| $512K | 0.06% |
11,183
+2,304
| +26% | +$101K |
|
303
Zimmer Biomet
ZBH
$18.5B
| $510K | 0.06% |
3,989
+325
| +9% | +$39.2K |
|
304
Check Point Software Technologies
CHKP
$12.8B
| $508K | 0.06% |
3,676
+13
| +0.4% | +$1.7K |
|
305
Moderna
MRNA
$21.5B
| $507K | 0.06% |
2,941
+749
| +34% | +$126K |
|
|
FRC
306
DELISTED
First Republic Bank
FRC
| $507K | 0.06% |
3,129
+367
| +13% | +$64K |
|
307
Edison International
EIX
$25.9B
| $505K | 0.06% |
7,201
+804
| +13% | +$51.3K |
|
308
Kraft Heinz
KHC
$29.6B
| $502K | 0.06% |
12,751
+1,579
| +14% | +$59.1K |
|
309
United Rentals
URI
$72.4B
| $495K | 0.06% |
1,393
+272
| +24% | +$88.8K |
|
310
Arrow Electronics
ARW
$11.4B
| $494K | 0.06% |
4,160
| – | – |
|
311
Gartner
IT
$11.7B
| $494K | 0.06% |
1,660
+169
| +11% | +$48.9K |
|
312
Owens Corning
OC
$11.9B
| $492K | 0.06% |
5,376
| – | – |
|
313
DTE Energy
DTE
$29.1B
| $490K | 0.05% |
3,707
+410
| +12% | +$50K |
|
314
Old Dominion Freight Line
ODFL
$43.8B
| $490K | 0.05% |
3,284
+392
| +14% | +$61K |
|
315
Hartford Financial Services
HIG
$39.6B
| $487K | 0.05% |
6,777
+697
| +11% | +$49.2K |
|
316
Delta Air Lines
DAL
$60.5B
| $481K | 0.05% |
12,163
+2,491
| +26% | +$97K |
|
317
Albemarle
ALB
$14.8B
| $480K | 0.05% |
2,169
+452
| +26% | +$95.5K |
|
318
Copart
CPRT
$26.9B
| $479K | 0.05% |
15,284
+1,748
| +13% | +$55.5K |
|
319
Macy's
M
$6.61B
| $478K | 0.05% |
19,608
-119
| -0.6% | -$3.05K |
|
320
McCormick & Company Non-Voting
MKC
$14.1B
| $476K | 0.05% |
4,771
+524
| +12% | +$51.2K |
|
321
FirstEnergy
FE
$27.4B
| $474K | 0.05% |
10,344
+1,171
| +13% | +$49.5K |
|
322
D.R. Horton
DHI
$40.8B
| $472K | 0.05% |
6,330
+666
| +12% | +$57.8K |
|
323
Church & Dwight Co
CHD
$24.5B
| $470K | 0.05% |
4,726
+515
| +12% | +$51.3K |
|
324
International Flavors & Fragrances
IFF
$21.6B
| $468K | 0.05% |
3,561
+537
| +18% | +$71.3K |
|
|
BERY
325
DELISTED
Berry Global Group, Inc.
BERY
| $468K | 0.05% |
8,787
| – | – |
|
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Empirical Finance's Q1 2022 Portfolio in Review
As of Q1 2022, Empirical Finance held 484 positions worth $893M, up 5.4% from $847M the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Empirical Finance deployed $83.7M of net new capital in Q1 2022, opening 21 new positions and adding to 384 existing holdings. Its largest new stake was Vanguard Short-Term Inflation-Protected Securities Index Fund: 117,309 shares worth $6.01M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was Vanguard Real Estate ETF, an estimated $1.06M trimmed.
- Empirical Finance's largest Q1 2022 buy was Vanguard Short-Term Inflation-Protected Securities Index Fund: 117,309 shares worth $6.01M.
- Empirical Finance added most to Apple in Q1 2022, an estimated $5.27M increase.
- Empirical Finance's biggest Q1 2022 reduction was Vanguard Real Estate ETF, cutting an estimated $1.06M.
- Empirical Finance fully exited iShares 7-10 Year Treasury Bond ETF in Q1 2022, selling an estimated $1.26M.
- Empirical Finance's ten largest holdings make up 32% of its $893M portfolio in Q1 2022.
- Empirical Finance opened 21 new positions and closed 5 in Q1 2022.
- Empirical Finance's portfolio value rose 5.4% quarter-over-quarter to $893M.
Based on Empirical Finance's 13F filing for Q1 2022, filed 21 Apr 2022.