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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 | |
|---|---|---|---|---|---|---|
301
Baker Hughes
BKR
$60.4B
| $442K | 0.06% |
15,319
+1,159
| +8% | +$39.2K |
|
302
D.R. Horton
DHI
$41B
| $441K | 0.06% |
6,663
+333
| +5% | +$23.4K |
|
303
Copart
CPRT
$27.2B
| $440K | 0.06% |
16,208
+924
| +6% | +$26.3K |
|
304
AutoNation
AN
$7.12B
| $438K | 0.06% |
3,918
+24
| +0.6% | +$2.72K |
|
305
Group 1 Automotive
GPI
$3.48B
| $437K | 0.06% |
+2,571
| New | +$448K |
|
306
iShares Core MSCI EAFE ETF
IEFA
$191B
| $434K | 0.06% |
7,368
+669
| +10% | +$42.9K |
|
307
Ulta Beauty
ULTA
$23B
| $434K | 0.06% |
1,126
+60
| +6% | +$23.8K |
|
|
SIVB
308
DELISTED
SVB Financial Group
SIVB
| $431K | 0.05% |
1,091
+65
| +6% | +$30.6K |
|
309
Alcoa
AA
$11.8B
| $429K | 0.05% |
9,418
+57
| +0.6% | +$3.7K |
|
310
Cencora
COR
$60B
| $429K | 0.05% |
3,033
+161
| +6% | +$24.6K |
|
311
Southwest Airlines
LUV
$23B
| $427K | 0.05% |
11,812
+629
| +6% | +$27K |
|
312
Gartner
IT
$10.1B
| $423K | 0.05% |
1,750
+90
| +5% | +$23.9K |
|
313
Knight Transportation
KNX
$11.1B
| $422K | 0.05% |
9,122
-1,343
| -13% | -$63.5K |
|
314
FirstEnergy
FE
$28B
| $421K | 0.05% |
10,979
+635
| +6% | +$27.1K |
|
|
PPL
315
PPL Corp
PPL
$26.5B
| $421K | 0.05% |
15,514
+825
| +6% | +$23.7K |
|
316
McCormick & Company Non-Voting
MKC
$13.9B
| $420K | 0.05% |
5,043
+272
| +6% | +$25.8K |
|
317
Matador Resources
MTDR
$6.06B
| $418K | 0.05% |
+8,967
| New | +$487K |
|
318
PVH
PVH
$4.09B
| $416K | 0.05% |
+7,310
| New | +$505K |
|
319
Korn Ferry
KFY
$4.21B
| $412K | 0.05% |
+7,103
| New | +$431K |
|
320
Tronox
TROX
$909M
| $411K | 0.05% |
+24,479
| New | +$443K |
|
321
W.W. Grainger
GWW
$64.7B
| $409K | 0.05% |
899
+49
| +6% | +$23.8K |
|
322
Northern Trust
NTRS
$33.3B
| $409K | 0.05% |
4,237
+227
| +6% | +$24K |
|
323
West Pharmaceutical
WST
$24.5B
| $405K | 0.05% |
1,339
+75
| +6% | +$24.4K |
|
324
CDW
CDW
$18.9B
| $404K | 0.05% |
2,565
+150
| +6% | +$25.2K |
|
325
Peabody Energy
BTU
$2.65B
| $402K | 0.05% |
+18,865
| New | +$463K |
|
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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.