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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
SPGI icon
76
S&P Global
SPGI
$121B
$1.86M 0.24%
5,524
+395
+8% +$141K
SBUX icon
77
Starbucks
SBUX
$120B
$1.84M 0.23%
24,032
+1,133
+5% +$87K
CI icon
78
Cigna
CI
$73.7B
$1.83M 0.23%
6,944
-1,597
-19% -$411K
ADP icon
79
Automatic Data Processing
ADP
$106B
$1.82M 0.23%
8,671
+456
+6% +$99.9K
AXP icon
80
American Express
AXP
$227B
$1.81M 0.23%
13,081
+668
+5% +$110K
DE icon
81
Deere & Co
DE
$160B
$1.81M 0.23%
6,037
+300
+5% +$110K
SCHW
82
Charles Schwab
SCHW
$183B
$1.79M 0.23%
28,275
+1,619
+6% +$112K
MDLZ icon
83
Mondelez International
MDLZ
$79.5B
$1.78M 0.23%
28,737
+1,510
+6% +$95.4K
BLK icon
84
Blackrock
BLK
$169B
$1.75M 0.22%
2,878
+152
+6% +$99K
AMAT icon
85
Applied Materials
AMAT
$403B
$1.72M 0.22%
18,892
+943
+5% +$103K
NOW icon
86
ServiceNow
NOW
$115B
$1.72M 0.22%
18,045
+1,085
+6% +$103K
DUK icon
87
Duke Energy
DUK
$97.8B
$1.66M 0.21%
15,452
+839
+6% +$92.3K
PYPL icon
88
PayPal
PYPL
$48.9B
$1.66M 0.21%
23,697
+1,238
+6% +$107K
ZTS icon
89
Zoetis
ZTS
$32.4B
$1.65M 0.21%
9,606
+513
+6% +$88.7K
ORCL icon
90
Oracle
ORCL
$374B
$1.61M 0.21%
23,094
+1,706
+8% +$125K
MRSH
91
Marsh
MRSH
$90.5B
$1.6M 0.2%
10,296
+536
+5% +$85.9K
FCX icon
92
Freeport-McMoran
FCX
$90B
$1.59M 0.2%
54,418
+12,534
+30% +$502K
GILD icon
93
Gilead Sciences
GILD
$162B
$1.59M 0.2%
25,659
+1,367
+6% +$84.6K
NFLX icon
94
Netflix
NFLX
$299B
$1.56M 0.2%
89,400
+4,860
+6% +$108K
ADI icon
95
Analog Devices
ADI
$179B
$1.56M 0.2%
10,684
+562
+6% +$88.5K
QCOM icon
96
Qualcomm
QCOM
$155B
$1.55M 0.2%
12,149
+1,214
+11% +$165K
SO icon
97
Southern Company
SO
$109B
$1.53M 0.2%
21,499
+1,159
+6% +$85.1K
MMM icon
98
3M
MMM
$90.9B
$1.52M 0.19%
14,095
+749
+6% +$90.5K
BA icon
99
Boeing
BA
$171B
$1.52M 0.19%
11,111
+609
+6% +$89.8K
NOC icon
100
Northrop Grumman
NOC
$77.1B
$1.49M 0.19%
3,114
+155
+5% +$71.2K
2 3
4
5 6

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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.