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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
PCAR icon
251
PACCAR
PCAR
$69.5B
$577K 0.07%
10,506
+568
+6% +$32K
CMI icon
252
Cummins
CMI
$89.5B
$575K 0.07%
2,969
+156
+6% +$31.2K
TDG icon
253
TransDigm Group
TDG
$71.9B
$573K 0.07%
1,068
+58
+6% +$34.2K
VRSK icon
254
Verisk Analytics
VRSK
$25.1B
$568K 0.07%
3,283
+177
+6% +$33K
HAL icon
255
Halliburton
HAL
$26.6B
$565K 0.07%
18,002
+928
+5% +$34.6K
AMP icon
256
Ameriprise Financial
AMP
$48.8B
$563K 0.07%
2,369
+122
+5% +$32.7K
RSG icon
257
Republic Services
RSG
$64.5B
$562K 0.07%
4,293
+230
+6% +$30.2K
ILMN icon
258
Illumina
ILMN
$29.9B
$560K 0.07%
3,122
+193
+7% +$49.3K
WBA
259
DELISTED
Walgreens Boots Alliance
WBA
$559K 0.07%
14,739
+766
+5% +$32.9K
EBAY icon
260
eBay
EBAY
$47.6B
$557K 0.07%
13,358
+663
+5% +$32.3K
RS icon
261
Reliance Steel & Aluminium
RS
$20.9B
$557K 0.07%
3,279
+20
+0.6% +$3.73K
PPG icon
262
PPG Industries
PPG
$25.3B
$552K 0.07%
4,830
+259
+6% +$32.4K
TWTR
263
DELISTED
Twitter, Inc.
TWTR
$551K 0.07%
14,727
+195
+1% +$8.37K
AWK icon
264
American Water Works
AWK
$26.1B
$549K 0.07%
3,692
+200
+6% +$30.5K
MTD icon
265
Mettler-Toledo International
MTD
$29B
$548K 0.07%
477
+25
+6% +$31.4K
WHR icon
266
Whirlpool
WHR
$2.54B
$535K 0.07%
3,452
+77
+2% +$13.4K
TROW icon
267
T. Rowe Price
TROW
$24.2B
$527K 0.07%
4,641
+251
+6% +$31.9K
BBWI icon
268
Bath & Body Works
BBWI
$4.23B
$526K 0.07%
19,557
+248
+1% +$10.8K
DXCM icon
269
DexCom
DXCM
$32.9B
$523K 0.07%
7,021
+433
+7% +$39.5K
DDS icon
270
Dillards
DDS
$9.57B
$521K 0.07%
2,362
+14
+0.6% +$4.04K
KHC icon
271
Kraft Heinz
KHC
$31.3B
$518K 0.07%
13,571
+820
+6% +$32.8K
AME icon
272
Ametek
AME
$55.9B
$514K 0.07%
4,676
+251
+6% +$30.5K
ROST icon
273
Ross Stores
ROST
$81.1B
$509K 0.06%
7,241
+369
+5% +$32.9K
BWA icon
274
BorgWarner
BWA
$13B
$504K 0.06%
17,146
+374
+2% +$12.3K
CBRE icon
275
CBRE Group
CBRE
$43B
$498K 0.06%
6,762
+366
+6% +$29.5K
9 10
11
12 13

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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.