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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
HSIC icon
451
Henry Schein
HSIC
$10.2B
$221K 0.03%
2,877
+398
+16% +$33.4K
IPG
452
DELISTED
Interpublic Group of Companies
IPG
$219K 0.03%
7,938
+429
+6% +$13.6K
TFX icon
453
Teleflex
TFX
$6.2B
$218K 0.03%
885
+51
+6% +$14.9K
VTRS icon
454
Viatris
VTRS
$20.6B
$218K 0.03%
20,800
+1,316
+7% +$14.4K
MGM icon
455
MGM Resorts International
MGM
$11.7B
$217K 0.03%
7,484
-350
-4% -$12.6K
UAL icon
456
United Airlines
UAL
$43B
$217K 0.03%
6,113
+347
+6% +$15.2K
AMT icon
457
American Tower
AMT
$81.7B
$216K 0.03%
844
– –
FOXA icon
458
Fox Class A
FOXA
$24.8B
$214K 0.03%
6,656
+343
+5% +$12.1K
WRK
459
DELISTED
WestRock Company
WRK
$211K 0.03%
5,302
+514
+11% +$24.2K
HAS icon
460
Hasbro
HAS
$12.9B
$210K 0.03%
+2,565
New +$222K
TAP icon
461
Molson Coors Class B
TAP
$7.93B
$209K 0.03%
+3,825
New +$205K
LYV icon
462
Live Nation Entertainment
LYV
$42.8B
$208K 0.03%
2,518
+146
+6% +$14K
CMA
463
DELISTED
Comerica
CMA
$206K 0.03%
2,803
+145
+5% +$11.7K
AIZ icon
464
Assurant
AIZ
$13.9B
$204K 0.03%
1,183
+61
+5% +$11K
ANF icon
465
Abercrombie & Fitch
ANF
$4.9B
$201K 0.03%
11,861
+72
+0.6% +$1.99K
AAL icon
466
American Airlines Group
AAL
$11B
$148K 0.02%
11,703
+692
+6% +$11.5K
ACI icon
467
Albertsons Companies
ACI
$5.86B
– –
-24,333
Closed -$809K
ASO icon
468
Academy Sports + Outdoors
ASO
$3.02B
– –
-15,853
Closed -$625K
BIO icon
469
Bio-Rad Laboratories Class A
BIO
$8.91B
– –
-358
Closed -$202K
BJ icon
470
BJs Wholesale Club
BJ
$12.3B
– –
-11,121
Closed -$752K
BPMC
471
DELISTED
Blueprint Medicines
BPMC
– –
-5,708
Closed -$365K
CHKP icon
472
Check Point Software Technologies
CHKP
$12.7B
– –
-3,676
Closed -$508K
CWH icon
473
Camping World
CWH
$676M
– –
-11,916
Closed -$333K
DVA icon
474
DaVita
DVA
$14.6B
– –
-5,660
Closed -$640K
EBS icon
475
Emergent Biosolutions
EBS
$391M
– –
-7,545
Closed -$310K
17 18
19
20 21

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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.