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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
(-12%)
Cap. Flow
+$38.7M
Cap. Flow
% of AUM
4.93%
Top 10 Holdings %
Top 10 Hldgs %
31.27%
Holding
509
New
30
Increased
397
Reduced
29
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$7.57M |
| 2 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$6.56M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$6.5M |
| 4 |
Relative Sentiment Tactical Allocation ETF
MOOD
|
+$2.74M |
| 5 |
Apple
AAPL
|
+$2.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$4.58M |
| 2 |
Vanguard Extended Market ETF
VXF
|
+$2.55M |
| 3 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$2.34M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$2.08M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
501
Valvoline
VVV
$4.95B
| – | – |
-17,387
| Closed | -$549K |
|
|
502
Vanguard Extended Market ETF
VXF
$30.8B
| – | – |
-15,393
| Closed | -$2.55M |
|
503
Winnebago Industries
WGO
$885M
| – | – |
-6,526
| Closed | -$353K |
|
504
Zions Bancorporation
ZION
$10.3B
| – | – |
-3,179
| Closed | -$208K |
|
|
QVCGA
505
DELISTED
QVC Group Inc Series A
QVCGA
| – | – |
-846
| Closed | -$201K |
|
|
BERY
506
DELISTED
Berry Global Group, Inc.
BERY
| – | – |
-8,787
| Closed | -$468K |
|
|
BIG
507
DELISTED
Big Lots, Inc.
BIG
| – | – |
-7,710
| Closed | -$267K |
|
|
ABMD
508
DELISTED
Abiomed Inc
ABMD
| – | – |
-827
| Closed | -$274K |
|
|
CERN
509
DELISTED
Cerner Corp
CERN
| – | – |
-4,819
| Closed | -$451K |
|
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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.