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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
Cap. Flow
+$38.7M
Cap. Flow %
4.93%
Top 10 Hldgs %
31.27%
Holding
509
New
30
Increased
397
Reduced
29
Closed
43

Top Buys

Rank Stock Value
1
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$7.57M
2
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$6.56M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.5M
4
MOOD icon
Relative Sentiment Tactical Allocation ETF
MOOD
+$2.74M
5
AAPL icon
Apple
AAPL
+$2.53M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$4.58M
2
VXF icon
Vanguard Extended Market ETF
VXF
+$2.55M
3
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$2.34M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$2.08M
5
VWO icon
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
WIZ
326
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$401K 0.05%
13,076
+96
+0.7% +$3.09K
MGY icon
327
Magnolia Oil & Gas
MGY
$5.96B
$400K 0.05%
+19,055
New +$476K
ANET icon
328
Arista Networks
ANET
$233B
$399K 0.05%
17,044
+964
+6% +$26.4K
ARCB icon
329
ArcBest
ARCB
$3.07B
$399K 0.05%
+5,675
New +$417K
WAT icon
330
Waters Corp
WAT
$36.8B
$399K 0.05%
1,206
+66
+6% +$20.9K
CMS icon
331
CMS Energy
CMS
$22.5B
$396K 0.05%
5,864
+318
+6% +$22K
AAWW
332
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$396K 0.05%
+6,423
New +$439K
KLIC icon
333
Kulicke & Soffa
KLIC
$4.72B
$395K 0.05%
+9,216
New +$456K
FANG icon
334
Diamondback Energy
FANG
$55.9B
$392K 0.05%
3,232
+189
+6% +$25.9K
PII icon
335
Polaris
PII
$4.02B
$392K 0.05%
3,944
+24
+0.6% +$2.49K
GPC icon
336
Genuine Parts
GPC
$17.7B
$388K 0.05%
2,917
+156
+6% +$20.8K
BLDR icon
337
Builders FirstSource
BLDR
$7.8B
$383K 0.05%
+7,125
New +$437K
OLN icon
338
Olin
OLN
$2.12B
$383K 0.05%
+8,272
New +$478K
VMC icon
339
Vulcan Materials
VMC
$36.7B
$382K 0.05%
2,689
+145
+6% +$23.9K
FTV icon
340
Fortive
FTV
$18B
$378K 0.05%
9,212
+517
+6% +$22.9K
MLM icon
341
Martin Marietta Materials
MLM
$32.6B
$378K 0.05%
1,262
+68
+6% +$23.2K
THC icon
342
Tenet Healthcare
THC
$20.1B
$377K 0.05%
7,174
+44
+0.6% +$3.06K
TPH
343
DELISTED
Tri Pointe Homes
TPH
$376K 0.05%
+22,282
New +$437K
CEG icon
344
Constellation Energy
CEG
$97.7B
$374K 0.05%
6,524
+351
+6% +$21.1K
LEA icon
345
Lear
LEA
$6.17B
$374K 0.05%
2,969
+18
+0.6% +$2.37K
CF icon
346
CF Industries
CF
$18.2B
$373K 0.05%
4,347
+230
+6% +$22.4K
DAL icon
347
Delta Air Lines
DAL
$60.2B
$372K 0.05%
12,850
+687
+6% +$26.2K
AGCO icon
348
AGCO
AGCO
$7.28B
$371K 0.05%
3,757
+23
+0.6% +$2.86K
MATX icon
349
Matsons
MATX
$6.28B
$371K 0.05%
+5,096
New +$438K
K
350
DELISTED
Kellanova
K
$368K 0.05%
5,500
+295
+6% +$19.2K
12 13
14
15 16

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BCM
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SC
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NAAA
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IVAV
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HJGA
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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.