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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
-14.59%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$785M
AUM Growth
-$108M
(-12%)
Cap. Flow
+$38.7M
Cap. Flow
% of AUM
4.93%
Top 10 Holdings %
Top 10 Hldgs %
31.27%
Holding
509
New
30
Increased
397
Reduced
29
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$7.57M |
| 2 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$6.56M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$6.5M |
| 4 |
Relative Sentiment Tactical Allocation ETF
MOOD
|
+$2.74M |
| 5 |
Apple
AAPL
|
+$2.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$4.58M |
| 2 |
Vanguard Extended Market ETF
VXF
|
+$2.55M |
| 3 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$2.34M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$2.08M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$1.41M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.33% |
| 2 | Healthcare | 12.41% |
| 3 | Financials | 9.57% |
| 4 | Consumer Discretionary | 8.57% |
| 5 | Communication Services | 7.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Constellation Brands
STZ
$22.4B
| $656K | 0.08% |
2,815
+179
| +7% | +$43.6K |
|
227
Public Service Enterprise Group
PEG
$38.2B
| $651K | 0.08% |
10,292
+553
| +6% | +$37.6K |
|
228
DuPont de Nemours
DD
$19.1B
| $646K | 0.08% |
9,257
+448
| +5% | +$36.7K |
|
229
Parker-Hannifin
PH
$126B
| $646K | 0.08% |
2,625
+141
| +6% | +$37.7K |
|
230
WEC Energy
WEC
$35.6B
| $646K | 0.08% |
6,423
+342
| +6% | +$34.7K |
|
231
Biogen
BIIB
$29.8B
| $643K | 0.08% |
3,152
+157
| +5% | +$32.1K |
|
232
Hershey
HSY
$35.7B
| $638K | 0.08% |
2,965
+156
| +6% | +$34K |
|
233
Pultegroup
PHM
$24.6B
| $635K | 0.08% |
16,026
+10,631
| +197% | +$448K |
|
234
Microchip Technology
MCHP
$40.8B
| $627K | 0.08% |
10,787
+624
| +6% | +$41.3K |
|
235
Vanguard Real Estate ETF
VNQ
$39.3B
| $616K | 0.08% |
6,760
-32
| -0.5% | -$3.19K |
|
236
Dick's Sporting Goods
DKS
$18B
| $613K | 0.08% |
8,128
-1,473
| -15% | -$131K |
|
237
Cleveland-Cliffs
CLF
$6.4B
| $607K | 0.08% |
39,500
+16,236
| +70% | +$388K |
|
238
Idexx Laboratories
IDXX
$44.8B
| $603K | 0.08% |
1,719
+84
| +5% | +$34.3K |
|
239
ResMed
RMD
$31.2B
| $603K | 0.08% |
2,877
+157
| +6% | +$33.4K |
|
240
Carrier Global
CARR
$52.1B
| $600K | 0.08% |
16,835
+869
| +5% | +$34.1K |
|
241
Devon Energy
DVN
$51.4B
| $599K | 0.08% |
10,872
+680
| +7% | +$44.4K |
|
242
Kohl's
KSS
$2.28B
| $597K | 0.08% |
16,737
+7,479
| +81% | +$367K |
|
243
Otis Worldwide
OTIS
$27.5B
| $592K | 0.08% |
8,382
+464
| +6% | +$34.2K |
|
244
Warner Bros
WBD
$65.4B
| $591K | 0.08% |
+44,016
| New | +$816K |
|
245
Best Buy
BBY
$18B
| $589K | 0.08% |
9,033
+257
| +3% | +$21.4K |
|
246
Tapestry
TPR
$31.4B
| $587K | 0.07% |
+19,218
| New | +$629K |
|
247
Eversource Energy
ES
$27.1B
| $586K | 0.07% |
6,934
+375
| +6% | +$33.3K |
|
|
HES
248
DELISTED
Hess
HES
| $586K | 0.07% |
5,528
+301
| +6% | +$34K |
|
|
DFS
249
DELISTED
Discover Financial Services
DFS
| $584K | 0.07% |
6,176
+311
| +5% | +$33.3K |
|
250
Fastenal
FAST
$55.2B
| $582K | 0.07% |
23,334
+1,266
| +6% | +$34.1K |
|
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Empirical Finance's Q2 2022 Portfolio in Review
As of Q2 2022, Empirical Finance held 509 positions worth $785M, down 12% from $893M the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Empirical Finance deployed $38.7M of net new capital in Q2 2022, opening 30 new positions and adding to 397 existing holdings. Its largest new stake was iShares 0-1 Year Treasury Bond ETF: 59,017 shares worth $6.5M.
By sector, the portfolio is most concentrated in Technology at 19% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $4.58M trimmed.
- Empirical Finance's largest Q2 2022 buy was iShares 0-1 Year Treasury Bond ETF: 59,017 shares worth $6.5M.
- Empirical Finance added most to Alpha Architect US Quantitative Value ETF in Q2 2022, an estimated $7.57M increase.
- Empirical Finance's biggest Q2 2022 reduction was Invesco QQQ Trust, cutting an estimated $4.58M.
- Empirical Finance fully exited Vanguard Extended Market ETF in Q2 2022, selling an estimated $2.55M.
- Empirical Finance's ten largest holdings make up 31% of its $785M portfolio in Q2 2022.
- Empirical Finance opened 30 new positions and closed 43 in Q2 2022.
- Empirical Finance's portfolio value fell 12% quarter-over-quarter to $785M.
Based on Empirical Finance's 13F filing for Q2 2022, filed 1 Aug 2022.