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
RF icon
351
Regions Financial
RF
$27.3B
$368K 0.05%
19,621
+1,037
+6% +$21.4K
CINF icon
352
Cincinnati Financial
CINF
$27.5B
$361K 0.05%
3,034
+160
+6% +$20.3K
ARCH
353
DELISTED
Arch Resources, Inc.
ARCH
$361K 0.05%
+2,526
New +$402K
VSTO
354
DELISTED
Vista Outdoor Inc.
VSTO
$361K 0.05%
+12,954
New +$462K
LIN icon
355
Linde
LIN
$223B
$360K 0.05%
+1,251
New +$391K
MRO
356
DELISTED
Marathon Oil Corporation
MRO
$360K 0.05%
16,000
+797
+5% +$21.3K
TEX icon
357
Terex
TEX
$7.55B
$359K 0.05%
+13,110
New +$437K
CLX icon
358
Clorox
CLX
$12.7B
$358K 0.05%
2,538
+133
+6% +$19K
NDAQ icon
359
Nasdaq
NDAQ
$52.3B
$358K 0.05%
7,047
+375
+6% +$19.8K
URI icon
360
United Rentals
URI
$71.6B
$358K 0.05%
1,472
+79
+6% +$23.2K
CRI icon
361
Carter's
CRI
$1.46B
$357K 0.05%
+5,065
New +$408K
PWR icon
362
Quanta Services
PWR
$104B
$356K 0.05%
2,842
+167
+6% +$20.5K
BCC icon
363
Boise Cascade
BCC
$3.04B
$355K 0.05%
+5,960
New +$440K
DOV icon
364
Dover
DOV
$28.3B
$355K 0.05%
2,924
+151
+5% +$20.4K
HPE icon
365
Hewlett Packard
HPE
$69.4B
$353K 0.05%
26,659
+1,396
+6% +$21.2K
ALGN icon
366
Align Technology
ALGN
$12.4B
$346K 0.04%
1,461
+79
+6% +$24.3K
PFG icon
367
Principal Financial Group
PFG
$24.7B
$342K 0.04%
5,122
+260
+5% +$18.3K
MCD icon
368
McDonald's
MCD
$191B
$340K 0.04%
1,379
– –
CPAY icon
369
Corpay
CPAY
$25.9B
$340K 0.04%
1,616
+88
+6% +$21K
HLT icon
370
Hilton Worldwide
HLT
$70.2B
$339K 0.04%
3,045
– –
SWK icon
371
Stanley Black & Decker
SWK
$15.5B
$339K 0.04%
3,234
+153
+5% +$18.8K
MOS icon
372
The Mosaic Company
MOS
$7.22B
$338K 0.04%
7,153
+455
+7% +$27.9K
KEY icon
373
KeyCorp
KEY
$24.8B
$336K 0.04%
19,529
+1,012
+5% +$19.6K
CAG icon
374
Conagra Brands
CAG
$7.18B
$335K 0.04%
9,793
-12,397
-56% -$422K
RVTY icon
375
Revvity
RVTY
$12.4B
$335K 0.04%
2,357
+158
+7% +$23.7K
13 14
15
16 17

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.