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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
ETSY icon
476
Etsy
ETSY
$7.81B
– –
-1,970
Closed -$245K
FFIV icon
477
F5
FFIV
$23.5B
– –
-1,163
Closed -$243K
HLF icon
478
Herbalife
HLF
$1.19B
– –
-10,683
Closed -$324K
ITOT icon
479
iShares Core S&P Total US Stock Market ETF
ITOT
$97.1B
– –
-2,249
Closed -$227K
IXUS icon
480
iShares Core MSCI Total International Stock ETF
IXUS
$59.5B
– –
-3,312
Closed -$221K
JNPR
481
DELISTED
Juniper Networks
JNPR
– –
-6,325
Closed -$235K
KBH icon
482
KB Home
KBH
$3.49B
– –
-10,487
Closed -$340K
LGIH icon
483
LGI Homes
LGIH
$1.38B
– –
-2,984
Closed -$291K
LNC icon
484
Lincoln National
LNC
$8.93B
– –
-3,482
Closed -$228K
MDU icon
485
MDU Resources
MDU
$4.34B
– –
-40,258
Closed -$408K
MKTX icon
486
MarketAxess Holdings
MKTX
$5.72B
– –
-592
Closed -$201K
MPWR icon
487
Monolithic Power Systems
MPWR
$66.8B
– –
-444
Closed -$216K
MTCH icon
488
Match Group
MTCH
$8.54B
– –
-2,298
Closed -$250K
MTH icon
489
Meritage Homes
MTH
$4.71B
– –
-10,492
Closed -$416K
MUSA icon
490
Murphy USA
MUSA
$9.9B
– –
-4,262
Closed -$852K
O icon
491
Realty Income
O
$58.2B
– –
-18,459
Closed -$1.28M
PLD icon
492
Prologis
PLD
$130B
– –
-1,370
Closed -$221K
POOL icon
493
Pool Corp
POOL
$7.31B
– –
-493
Closed -$208K
QRVO icon
494
Qorvo
QRVO
$8.41B
– –
-2,190
Closed -$272K
RHI icon
495
Robert Half
RHI
$4.16B
– –
-2,185
Closed -$249K
SAGE
496
DELISTED
Sage Therapeutics
SAGE
– –
-6,745
Closed -$223K
SCI icon
497
Service Corp International
SCI
$11.6B
– –
-9,518
Closed -$626K
SEE
498
DELISTED
Sealed Air
SEE
– –
-13,443
Closed -$900K
SFM icon
499
Sprouts Farmers Market
SFM
$8.13B
– –
-18,046
Closed -$577K
SNX icon
500
TD Synnex
SNX
$20.7B
– –
-3,994
Closed -$412K
17 18 19
20
21

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AAP
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BCM
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
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GA
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HJGA
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CF
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BWC
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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.