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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
HCA icon
176
HCA Healthcare
HCA
$87.2B
$865K 0.11%
5,148
+253
+5% +$54.4K
TRV icon
177
Travelers Companies
TRV
$78.1B
$864K 0.11%
5,107
+260
+5% +$45.2K
WLK icon
178
Westlake Corp
WLK
$9.03B
$854K 0.11%
8,709
+3,515
+68% +$430K
STLD icon
179
Steel Dynamics
STLD
$36B
$846K 0.11%
12,788
+5,074
+66% +$406K
ROP icon
180
Roper Technologies
ROP
$38.8B
$843K 0.11%
2,135
+116
+6% +$50.4K
LYB icon
181
LyondellBasell Industries
LYB
$20B
$841K 0.11%
9,621
+4,211
+78% +$439K
CDNS icon
182
Cadence Design Systems
CDNS
$93.6B
$829K 0.11%
5,524
+300
+6% +$45.3K
IQV icon
183
IQVIA
IQV
$38.7B
$813K 0.1%
3,746
+208
+6% +$45.2K
CTVA icon
184
Corteva
CTVA
$52.6B
$811K 0.1%
14,976
+787
+6% +$45.7K
LAD icon
185
Lithia Motors
LAD
$8.47B
$804K 0.1%
2,924
+1,552
+113% +$452K
ATKR icon
186
Atkore
ATKR
$2.46B
$798K 0.1%
9,609
-2,375
-20% -$236K
LEN icon
187
Lennar Class A
LEN
$19.8B
$789K 0.1%
11,546
+1,080
+10% +$79.1K
DGX icon
188
Quest Diagnostics
DGX
$25.7B
$783K 0.1%
5,889
-3,658
-38% -$498K
APH icon
189
Amphenol
APH
$198B
$779K 0.1%
24,208
+1,302
+6% +$45.3K
DUDE
190
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
$778K 0.1%
32,705
+119
+0.4% +$3.01K
ECL icon
191
Ecolab
ECL
$78.1B
$776K 0.1%
5,048
+260
+5% +$43.1K
ALL icon
192
Allstate
ALL
$68B
$775K 0.1%
6,116
+300
+5% +$39.3K
XEL icon
193
Xcel Energy
XEL
$48.8B
$767K 0.1%
10,836
+588
+6% +$42.8K
SCCO icon
194
Southern Copper
SCCO
$143B
$766K 0.1%
16,586
+7,741
+88% +$447K
OC icon
195
Owens Corning
OC
$11.2B
$761K 0.1%
10,243
+4,867
+91% +$430K
PRU icon
196
Prudential Financial
PRU
$42.4B
$759K 0.1%
7,933
+414
+6% +$43.8K
EXPD icon
197
Expeditors International
EXPD
$22B
$756K 0.1%
7,752
+4,482
+137% +$459K
LPX icon
198
Louisiana-Pacific
LPX
$5.06B
$755K 0.1%
14,411
-1,034
-7% -$66.3K
ADSK icon
199
Autodesk
ADSK
$49.5B
$747K 0.1%
4,345
+240
+6% +$46.2K
MAR icon
200
Marriott International
MAR
$98.3B
$747K 0.1%
5,492
+291
+6% +$48.1K
6 7
8
9 10

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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.