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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 | |
|---|---|---|---|---|---|---|
451
AstraZeneca
AZN
$250B
| $240K | 0.03% |
1,809
-98
| -5% | -$11.8K |
|
|
CMA
452
DELISTED
Comerica
CMA
| $240K | 0.03% |
2,658
+255
| +11% | +$24.1K |
|
453
Jack Henry & Associates
JKHY
$11.1B
| $239K | 0.03% |
+1,212
| New | +$212K |
|
454
Cboe Global Markets
CBOE
$29.9B
| $237K | 0.03% |
2,073
+219
| +12% | +$25.9K |
|
|
JNPR
455
DELISTED
Juniper Networks
JNPR
| $235K | 0.03% |
6,325
+656
| +12% | +$22.5K |
|
456
Leidos
LDOS
$17.3B
| $229K | 0.03% |
+2,120
| New | +$204K |
|
457
Lincoln National
LNC
$8.81B
| $228K | 0.03% |
3,482
+324
| +10% | +$22.1K |
|
458
iShares Core S&P Total US Stock Market ETF
ITOT
$97.8B
| $227K | 0.03% |
2,249
-36
| -2% | -$3.59K |
|
459
Pultegroup
PHM
$25.3B
| $226K | 0.03% |
5,395
+525
| +11% | +$26.1K |
|
460
CenterPoint Energy
CNP
$26.8B
| $225K | 0.03% |
+7,343
| New | +$206K |
|
|
WRK
461
DELISTED
WestRock Company
WRK
| $225K | 0.03% |
+4,788
| New | +$219K |
|
|
SAGE
462
DELISTED
Sage Therapeutics
SAGE
| $223K | 0.03% |
6,745
| – | – |
|
463
iShares Core MSCI Total International Stock ETF
IXUS
$60.1B
| $221K | 0.02% |
3,312
+19
| +0.6% | +$1.29K |
|
464
Prologis
PLD
$133B
| $221K | 0.02% |
1,370
| – | – |
|
465
W.R. Berkley
WRB
$26.6B
| $217K | 0.02% |
+4,886
| New | +$195K |
|
466
Henry Schein
HSIC
$9.82B
| $216K | 0.02% |
+2,479
| New | +$202K |
|
467
Monolithic Power Systems
MPWR
$68.9B
| $216K | 0.02% |
+444
| New | +$193K |
|
468
Brown-Forman Class B
BF.B
$13.1B
| $215K | 0.02% |
3,212
+381
| +13% | +$25.4K |
|
469
American Tower
AMT
$80.4B
| $212K | 0.02% |
844
| – | – |
|
470
Viatris
VTRS
$19.1B
| $212K | 0.02% |
19,484
+4,764
| +32% | +$62.8K |
|
471
NiSource
NI
$20.4B
| $211K | 0.02% |
+6,630
| New | +$192K |
|
472
Lumen
LUMN
$6.44B
| $209K | 0.02% |
18,514
+3,819
| +26% | +$43.7K |
|
473
Pool Corp
POOL
$7.5B
| $208K | 0.02% |
493
+82
| +20% | +$38.3K |
|
474
Zions Bancorporation
ZION
$10.3B
| $208K | 0.02% |
+3,179
| New | +$217K |
|
475
Assurant
AIZ
$14.3B
| $204K | 0.02% |
+1,122
| New | +$184K |
|
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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.