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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
NEE icon
51
NextEra Energy
NEE
$181B
$3.09M 0.39%
39,949
+2,150
+6% +$164K
T icon
52
AT&T
T
$159B
$3.04M 0.39%
144,796
-36,616
-20% -$730K
RTX icon
53
RTX Corp
RTX
$290B
$2.91M 0.37%
30,292
+1,610
+6% +$155K
TXN icon
54
Texas Instruments
TXN
$252B
$2.88M 0.37%
18,767
+994
+6% +$167K
UNP icon
55
Union Pacific
UNP
$174B
$2.88M 0.37%
13,498
+696
+5% +$158K
AMGN icon
56
Amgen
AMGN
$208B
$2.86M 0.36%
11,760
+601
+5% +$147K
UPS icon
57
United Parcel Service
UPS
$88.6B
$2.66M 0.34%
14,584
+792
+6% +$144K
MOOD icon
58
Relative Sentiment Tactical Allocation ETF
MOOD
$131M
$2.66M 0.34%
+110,117
New +$2.74M
NKE icon
59
Nike
NKE
$61.9B
$2.62M 0.33%
25,647
+1,320
+5% +$156K
IBM icon
60
IBM
IBM
$211B
$2.57M 0.33%
18,220
+986
+6% +$133K
LOW icon
61
Lowe's Companies
LOW
$117B
$2.56M 0.33%
14,678
+727
+5% +$140K
AMD icon
62
Advanced Micro Devices
AMD
$776B
$2.49M 0.32%
32,591
+1,822
+6% +$171K
HON icon
63
Honeywell
HON
$77B
$2.46M 0.31%
15,026
+794
+6% +$143K
COP icon
64
ConocoPhillips
COP
$147B
$2.45M 0.31%
27,320
+1,386
+5% +$143K
CVS icon
65
CVS Health
CVS
$133B
$2.45M 0.31%
26,444
-4,994
-16% -$487K
ELV icon
66
Elevance Health
ELV
$81.5B
$2.41M 0.31%
4,996
-1,040
-17% -$514K
VWO icon
67
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$2.35M 0.3%
56,303
-32,628
-37% -$1.41M
MS icon
68
Morgan Stanley
MS
$331B
$2.23M 0.28%
29,288
+1,530
+6% +$125K
LMT icon
69
Lockheed Martin
LMT
$134B
$2.15M 0.27%
4,996
+254
+5% +$112K
INTU icon
70
Intuit
INTU
$86.5B
$2.13M 0.27%
5,514
+317
+6% +$131K
VEA icon
71
Vanguard FTSE Developed Markets ETF
VEA
$229B
$2.07M 0.26%
50,728
-46,805
-48% -$2.08M
GS icon
72
Goldman Sachs
GS
$300B
$2.05M 0.26%
6,888
+370
+6% +$115K
CAT icon
73
Caterpillar
CAT
$375B
$1.98M 0.25%
11,049
+587
+6% +$124K
VOE icon
74
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
$1.94M 0.25%
15,000
– –
C icon
75
Citigroup
C
$222B
$1.94M 0.25%
42,097
+2,166
+5% +$108K
1 2
3
4 5

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BCM
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GS
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SC
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NAAA
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IVAV
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HJGA
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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.