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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
CME icon
101
CME Group
CME
$96.3B
$1.49M 0.19%
7,274
+396
+6% +$83.9K
VRTX icon
102
Vertex Pharmaceuticals
VRTX
$121B
$1.48M 0.19%
5,245
+273
+5% +$73.1K
BKNG icon
103
Booking.com
BKNG
$149B
$1.46M 0.19%
20,850
+1,075
+5% +$91.7K
TSN icon
104
Tyson Foods
TSN
$20.4B
$1.45M 0.18%
16,847
+4,989
+42% +$447K
ISRG icon
105
Intuitive Surgical
ISRG
$127B
$1.44M 0.18%
7,196
+379
+6% +$88.9K
BDX icon
106
Becton Dickinson
BDX
$45.6B
$1.44M 0.18%
5,848
+168
+3% +$42.7K
PDBC icon
107
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
$1.44M 0.18%
79,947
-719
-0.9% -$13.7K
TMUS icon
108
T-Mobile US
TMUS
$185B
$1.44M 0.18%
10,677
+633
+6% +$82.6K
GE icon
109
GE Aerospace
GE
$374B
$1.42M 0.18%
35,718
+1,966
+6% +$95.3K
TGT icon
110
Target
TGT
$65.6B
$1.42M 0.18%
10,031
+457
+5% +$87.6K
PGR icon
111
Progressive
PGR
$123B
$1.4M 0.18%
12,055
+633
+6% +$71.8K
NUE icon
112
Nucor
NUE
$58.6B
$1.4M 0.18%
13,397
+3,115
+30% +$422K
CL icon
113
Colgate-Palmolive
CL
$73.1B
$1.38M 0.18%
17,260
+914
+6% +$71.5K
HPQ icon
114
HP
HPQ
$24.9B
$1.38M 0.18%
42,018
+1,288
+3% +$47.3K
PNC icon
115
PNC Financial Services
PNC
$99.7B
$1.37M 0.17%
8,679
+458
+6% +$76.8K
TJX icon
116
TJX Companies
TJX
$174B
$1.37M 0.17%
24,471
+1,331
+6% +$80.6K
CSX icon
117
CSX Corp
CSX
$93.4B
$1.35M 0.17%
46,322
+2,408
+5% +$78.5K
SYK icon
118
Stryker
SYK
$125B
$1.33M 0.17%
6,713
+369
+6% +$86.7K
D icon
119
Dominion Energy
D
$60.8B
$1.31M 0.17%
16,458
+890
+6% +$73.5K
EOG icon
120
EOG Resources
EOG
$79.2B
$1.3M 0.17%
11,818
+637
+6% +$79.1K
CHTR icon
121
Charter Communications
CHTR
$17.3B
$1.3M 0.17%
2,778
+128
+5% +$62.4K
TFC icon
122
Truist Financial
TFC
$63.3B
$1.29M 0.16%
27,278
+1,431
+6% +$70.6K
LH icon
123
Labcorp
LH
$25B
$1.29M 0.16%
6,419
+79
+1% +$16.8K
USB icon
124
US Bancorp
USB
$98.2B
$1.28M 0.16%
27,837
+1,468
+6% +$73.3K
HOLX
125
DELISTED
Hologic
HOLX
$1.26M 0.16%
18,149
+53
+0.3% +$3.93K
3 4
5
6 7

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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.