We are live on ! Find out more
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
DTE icon
276
DTE Energy
DTE
$29.5B
$496K 0.06%
3,917
+210
+6% +$27.4K
NXST icon
277
Nexstar Media Group
NXST
$5.88B
$494K 0.06%
3,034
-3,253
-52% -$549K
GLW icon
278
Corning
GLW
$126B
$493K 0.06%
15,658
+807
+5% +$27.8K
KEYS icon
279
Keysight
KEYS
$55B
$485K 0.06%
3,517
+199
+6% +$28.3K
EIX icon
280
Edison International
EIX
$27.5B
$482K 0.06%
7,622
+421
+6% +$28.5K
ALB icon
281
Albemarle
ALB
$14B
$481K 0.06%
2,302
+133
+6% +$29.7K
FRC
282
DELISTED
First Republic Bank
FRC
$479K 0.06%
3,322
+193
+6% +$28.9K
UHS icon
283
Universal Health Services
UHS
$10.2B
$476K 0.06%
4,728
-3,290
-41% -$412K
FITB
284
Fifth Third Bancorp
FITB
$51.6B
$475K 0.06%
14,142
+746
+6% +$28K
TGNA
285
DELISTED
TEGNA Inc
TGNA
$474K 0.06%
22,596
-23,680
-51% -$513K
ROK icon
286
Rockwell Automation
ROK
$53.5B
$473K 0.06%
2,372
+121
+5% +$27.3K
MRNA icon
287
Moderna
MRNA
$22B
$471K 0.06%
3,299
+358
+12% +$51.2K
HIG icon
288
Hartford Financial Services
HIG
$39.2B
$467K 0.06%
7,138
+361
+5% +$25.3K
AEE icon
289
Ameren
AEE
$30.3B
$463K 0.06%
5,127
+281
+6% +$26K
CHD icon
290
Church & Dwight Co
CHD
$23.7B
$462K 0.06%
4,991
+265
+6% +$25K
ETR icon
291
Entergy
ETR
$50.4B
$457K 0.06%
8,118
+440
+6% +$25.9K
NSIT icon
292
Insight Enterprises
NSIT
$3.98B
$457K 0.06%
5,293
+32
+0.6% +$3.13K
TSCO icon
293
Tractor Supply
TSCO
$16.8B
$457K 0.06%
11,800
+630
+6% +$25.6K
IFF icon
294
International Flavors & Fragrances
IFF
$20.6B
$456K 0.06%
3,832
+271
+8% +$33.9K
BALL icon
295
Ball Corp
BALL
$17.3B
$453K 0.06%
6,589
+256
+4% +$19.4K
EFX icon
296
Equifax
EFX
$20.5B
$450K 0.06%
2,463
+127
+5% +$25.4K
MTB icon
297
M&T Bank
MTB
$36.2B
$447K 0.06%
2,806
+310
+12% +$52.1K
STT icon
298
State Street
STT
$50.5B
$447K 0.06%
7,258
+381
+6% +$27K
ODFL icon
299
Old Dominion Freight Line
ODFL
$44B
$445K 0.06%
3,472
+188
+6% +$24.6K
ZBH icon
300
Zimmer Biomet
ZBH
$18.8B
$443K 0.06%
4,217
+228
+6% +$27.1K
10 11
12
13 14

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return

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.