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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
QLD icon
426
ProShares Ultra QQQ
QLD
$13.2B
$264K 0.03%
+12,742
New +$333K
SWAN icon
427
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$159M
$264K 0.03%
9,778
-9,779
-50% -$277K
WRB icon
428
W.R. Berkley
WRB
$26.9B
$264K 0.03%
5,810
+924
+19% +$42K
GEN icon
429
Gen Digital
GEN
$16.4B
$259K 0.03%
11,808
+624
+6% +$15.3K
PKG icon
430
Packaging Corp of America
PKG
$21.9B
$258K 0.03%
1,876
+274
+17% +$42.3K
JKHY icon
431
Jack Henry & Associates
JKHY
$10.9B
$256K 0.03%
1,424
+212
+17% +$39.7K
IEX icon
432
IDEX
IEX
$17B
$255K 0.03%
1,402
+84
+6% +$15.8K
LDOS icon
433
Leidos
LDOS
$14.5B
$254K 0.03%
2,521
+401
+19% +$41.6K
CE icon
434
Celanese
CE
$4.9B
$253K 0.03%
2,150
+118
+6% +$16.9K
FL
435
DELISTED
Foot Locker
FL
$251K 0.03%
9,936
+60
+0.6% +$1.79K
TER icon
436
Teradyne
TER
$57.6B
$250K 0.03%
2,796
+199
+8% +$20.7K
CBOE icon
437
Cboe Global Markets
CBOE
$32.5B
$248K 0.03%
2,190
+117
+6% +$13.1K
HWM icon
438
Howmet Aerospace
HWM
$113B
$247K 0.03%
7,839
+409
+6% +$14K
PAYC icon
439
Paycom
PAYC
$7.64B
$247K 0.03%
880
+52
+6% +$15.3K
X
440
DELISTED
US Steel
X
$247K 0.03%
+13,778
New +$377K
AES icon
441
AES
AES
$10.5B
$246K 0.03%
11,685
+26
+0.2% +$567
EMN icon
442
Eastman Chemical
EMN
$8B
$246K 0.03%
2,736
+375
+16% +$38.8K
CNP icon
443
CenterPoint Energy
CNP
$27.7B
$240K 0.03%
8,112
+769
+10% +$23.7K
TYL icon
444
Tyler Technologies
TYL
$12.7B
$240K 0.03%
723
+42
+6% +$15.4K
AZN icon
445
AstraZeneca
AZN
$263B
$239K 0.03%
1,809
– –
BF.B icon
446
Brown-Forman Class B
BF.B
$13.2B
$239K 0.03%
3,409
+197
+6% +$13.2K
AAP icon
447
Advance Auto Parts
AAP
$3.35B
$233K 0.03%
1,345
+66
+5% +$13.1K
NI icon
448
NiSource
NI
$21.3B
$230K 0.03%
7,786
+1,156
+17% +$35K
NVR icon
449
NVR
NVR
$16.5B
$228K 0.03%
57
+1
+2% +$4.26K
MDT icon
450
Medtronic
MDT
$109B
$225K 0.03%
2,512
– –
16 17
18
19 20

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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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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.