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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
MA icon
26
Mastercard
MA
$498B
$5.61M 0.72%
17,783
+931
+6% +$321K
ABBV icon
27
AbbVie
ABBV
$465B
$5.44M 0.69%
35,522
+1,920
+6% +$293K
LLY icon
28
Eli Lilly
LLY
$1.08T
$5.32M 0.68%
16,404
+864
+6% +$259K
KO icon
29
Coca-Cola
KO
$383B
$4.97M 0.63%
78,954
+4,233
+6% +$268K
BAC icon
30
Bank of America
BAC
$429B
$4.79M 0.61%
153,749
+7,794
+5% +$281K
PEP icon
31
PepsiCo
PEP
$196B
$4.7M 0.6%
28,217
+1,507
+6% +$254K
MRK icon
32
Merck
MRK
$322B
$4.7M 0.6%
51,523
+2,747
+6% +$244K
QQQ icon
33
Invesco QQQ Trust
QQQ
$436B
$4.55M 0.58%
16,243
-14,755
-48% -$4.58M
TMO icon
34
Thermo Fisher Scientific
TMO
$214B
$4.35M 0.55%
8,008
+429
+6% +$236K
COST icon
35
Costco
COST
$432B
$4.33M 0.55%
9,041
+482
+6% +$245K
VZ icon
36
Verizon
VZ
$197B
$4.29M 0.55%
84,426
+4,592
+6% +$232K
AVGO icon
37
Broadcom
AVGO
$1.76T
$3.92M 0.5%
80,790
+4,440
+6% +$249K
ABT icon
38
Abbott
ABT
$187B
$3.9M 0.5%
35,897
+1,923
+6% +$218K
V icon
39
Visa
V
$677B
$3.85M 0.49%
19,550
+1,790
+10% +$370K
CSCO icon
40
Cisco
CSCO
$443B
$3.68M 0.47%
86,392
+4,548
+6% +$218K
CMCSA icon
41
Comcast
CMCSA
$87.3B
$3.66M 0.47%
93,272
+4,866
+6% +$209K
ADBE icon
42
Adobe
ADBE
$105B
$3.55M 0.45%
9,708
+512
+6% +$208K
DIS icon
43
Walt Disney
DIS
$171B
$3.49M 0.44%
36,957
+1,600
+5% +$178K
WMT icon
44
Walmart Inc
WMT
$909B
$3.49M 0.44%
86,100
+4,629
+6% +$213K
BMY icon
45
Bristol-Myers Squibb
BMY
$129B
$3.48M 0.44%
45,136
+2,340
+5% +$178K
DHR icon
46
Danaher
DHR
$138B
$3.27M 0.42%
14,567
+794
+6% +$183K
WFC icon
47
Wells Fargo
WFC
$254B
$3.22M 0.41%
82,262
+4,115
+5% +$181K
INTC icon
48
Intel
INTC
$413B
$3.15M 0.4%
84,265
+4,401
+6% +$190K
PM icon
49
Philip Morris
PM
$309B
$3.12M 0.4%
31,604
+1,645
+5% +$168K
CRM icon
50
Salesforce
CRM
$154B
$3.12M 0.4%
18,892
+1,111
+6% +$196K
1
2
3 4 5

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BCM
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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.