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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
LNT icon
401
Alliant Energy
LNT
$18.5B
$294K 0.04%
5,021
+720
+17% +$43.5K
EVRG icon
402
Evergy
EVRG
$19.2B
$291K 0.04%
4,455
+659
+17% +$44.7K
WAB icon
403
Wabtec
WAB
$50.1B
$291K 0.04%
3,549
+205
+6% +$18.3K
TTWO icon
404
Take-Two Interactive
TTWO
$45.8B
$290K 0.04%
2,368
+218
+10% +$27.7K
ZBRA icon
405
Zebra Technologies
ZBRA
$13.9B
$290K 0.04%
987
+58
+6% +$20.2K
VFC icon
406
VF Corp
VFC
$5.87B
$289K 0.04%
6,542
+355
+6% +$17.8K
XYL icon
407
Xylem
XYL
$27.8B
$286K 0.04%
3,664
+199
+6% +$16.4K
SJM icon
408
J.M. Smucker
SJM
$12.6B
$285K 0.04%
2,230
+306
+16% +$40.8K
URBN icon
409
Urban Outfitters
URBN
$6.65B
$283K 0.04%
15,178
+93
+0.6% +$2.11K
INCY icon
410
Incyte
INCY
$24B
$282K 0.04%
3,716
+535
+17% +$40.6K
TXT icon
411
Textron
TXT
$14.9B
$282K 0.04%
4,612
+237
+5% +$15.5K
FMC icon
412
FMC
FMC
$1.3B
$279K 0.04%
2,606
+367
+16% +$44.8K
VSXY
413
Victoria's Secret
VSXY
$7.08B
$278K 0.04%
+9,955
New +$431K
WSM icon
414
Williams-Sonoma
WSM
$28.2B
$278K 0.04%
5,004
-5,750
-53% -$372K
LKQ icon
415
LKQ Corp
LKQ
$5.91B
$277K 0.04%
5,640
+292
+5% +$14.4K
WDC icon
416
Western Digital
WDC
$182B
$277K 0.04%
8,172
+487
+6% +$19.6K
DISH
417
DELISTED
DISH Network Corp.
DISH
$277K 0.04%
15,455
-12,921
-46% -$313K
AVY icon
418
Avery Dennison
AVY
$13.2B
$274K 0.03%
1,692
+87
+5% +$14.9K
ATO icon
419
Atmos Energy
ATO
$28.9B
$273K 0.03%
2,434
+397
+19% +$45.5K
CHRW icon
420
C.H. Robinson
CHRW
$17.2B
$273K 0.03%
2,698
+374
+16% +$39K
EXPE icon
421
Expedia Group
EXPE
$35.8B
$269K 0.03%
2,832
+174
+7% +$24.6K
HRL icon
422
Hormel Foods
HRL
$13.9B
$269K 0.03%
5,685
+801
+16% +$40K
JBHT icon
423
JB Hunt Transport Services
JBHT
$25.1B
$269K 0.03%
1,707
+91
+6% +$15.4K
L icon
424
Loews
L
$23.8B
$265K 0.03%
4,470
+210
+5% +$13.2K
MAS icon
425
Masco
MAS
$14.7B
$264K 0.03%
5,211
-7,456
-59% -$394K
15 16
17
18 19

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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.