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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
J icon
376
Jacobs Solutions
J
$16.4B
$334K 0.04%
3,174
+171
+6% +$19.1K
IP icon
377
International Paper
IP
$21.9B
$333K 0.04%
7,972
+418
+6% +$19.4K
CTRA
378
DELISTED
Coterra Energy
CTRA
$331K 0.04%
12,822
+861
+7% +$26.1K
STLA icon
379
Stellantis
STLA
$21.3B
$328K 0.04%
+26,555
New +$375K
ACN icon
380
Accenture
ACN
$102B
$323K 0.04%
1,165
– –
BR icon
381
Broadridge
BR
$17.8B
$322K 0.04%
2,256
+128
+6% +$18.6K
BC icon
382
Brunswick
BC
$5.13B
$319K 0.04%
4,882
+30
+0.6% +$2.21K
CFG icon
383
Citizens Financial Group
CFG
$30.3B
$319K 0.04%
8,934
+689
+8% +$27.2K
RJF icon
384
Raymond James Financial
RJF
$34.1B
$316K 0.04%
3,532
+220
+7% +$21.6K
SWKS icon
385
Skyworks Solutions
SWKS
$9.22B
$314K 0.04%
3,389
+180
+6% +$19.4K
VRSN icon
386
VeriSign
VRSN
$27B
$314K 0.04%
1,875
+98
+6% +$18K
CTLT
387
DELISTED
CATALENT, INC.
CTLT
$313K 0.04%
2,916
+214
+8% +$21.8K
COO icon
388
Cooper Companies
COO
$14.1B
$312K 0.04%
3,984
+212
+6% +$18.8K
SYF icon
389
Synchrony
SYF
$25.3B
$311K 0.04%
11,259
+562
+5% +$19.5K
TDY icon
390
Teledyne Technologies
TDY
$31.1B
$309K 0.04%
823
+52
+7% +$21.7K
CAH icon
391
Cardinal Health
CAH
$53.9B
$306K 0.04%
5,861
+805
+16% +$45.8K
SIG icon
392
Signet Jewelers
SIG
$3.69B
$305K 0.04%
5,701
+35
+0.6% +$2.28K
ENPH icon
393
Enphase Energy
ENPH
$5.2B
$303K 0.04%
1,551
+167
+12% +$30.2K
AKAM icon
394
Akamai
AKAM
$16.7B
$302K 0.04%
3,312
+177
+6% +$18.4K
KMX icon
395
CarMax
KMX
$8.29B
$302K 0.04%
3,337
+175
+6% +$16.5K
VOO icon
396
Vanguard S&P 500 ETF
VOO
$993B
$302K 0.04%
871
+6
+0.7% +$2.26K
HBAN icon
397
Huntington Bancshares
HBAN
$35.1B
$301K 0.04%
24,993
+1,580
+7% +$21K
NTAP icon
398
NetApp
NTAP
$35.9B
$299K 0.04%
4,576
+240
+6% +$17.3K
DRI icon
399
Darden Restaurants
DRI
$23.3B
$297K 0.04%
2,627
+142
+6% +$17.7K
IR icon
400
Ingersoll Rand
IR
$34.4B
$297K 0.04%
7,058
+441
+7% +$20.1K
14 15
16
17 18

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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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CF
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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.