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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
MU icon
126
Micron Technology
MU
$930B
$1.26M 0.16%
22,713
+1,243
+6% +$84.4K
LRCX icon
127
Lam Research
LRCX
$367B
$1.24M 0.16%
28,970
+1,500
+5% +$71.4K
HUM icon
128
Humana
HUM
$43.7B
$1.23M 0.16%
2,637
-977
-27% -$435K
VT icon
129
Vanguard Total World Stock ETF
VT
$77.1B
$1.22M 0.16%
14,304
– –
WM icon
130
Waste Management
WM
$90.6B
$1.21M 0.15%
7,900
+420
+6% +$65.8K
DG icon
131
Dollar General
DG
$28B
$1.2M 0.15%
4,903
+251
+5% +$58.6K
EW icon
132
Edwards Lifesciences
EW
$49.6B
$1.2M 0.15%
12,570
+688
+6% +$71.2K
EL icon
133
Estee Lauder
EL
$30.4B
$1.18M 0.15%
4,638
+242
+6% +$61.4K
NSC icon
134
Norfolk Southern
NSC
$75.4B
$1.16M 0.15%
5,101
+262
+5% +$64.3K
GM icon
135
General Motors
GM
$80.4B
$1.16M 0.15%
36,381
+1,707
+5% +$64K
SHW icon
136
Sherwin-Williams
SHW
$82.7B
$1.12M 0.14%
4,988
+263
+6% +$67.5K
FDX icon
137
FedEx
FDX
$72.7B
$1.12M 0.14%
4,923
+261
+6% +$55.7K
DOW icon
138
Dow Inc
DOW
$21.9B
$1.11M 0.14%
21,595
+7,367
+52% +$472K
REGN icon
139
Regeneron Pharmaceuticals
REGN
$78.5B
$1.11M 0.14%
1,877
+776
+70% +$504K
FIS icon
140
Fidelity National Information Services
FIS
$23.1B
$1.1M 0.14%
11,985
+662
+6% +$65.8K
APD icon
141
Air Products & Chemicals
APD
$65.7B
$1.08M 0.14%
4,494
+240
+6% +$58.4K
BSX icon
142
Boston Scientific
BSX
$69.5B
$1.07M 0.14%
28,754
+1,536
+6% +$62.5K
ITW icon
143
Illinois Tool Works
ITW
$82.6B
$1.07M 0.14%
5,862
+314
+6% +$62.8K
MPC icon
144
Marathon Petroleum
MPC
$92.4B
$1.06M 0.14%
12,918
+606
+5% +$56.7K
GD icon
145
General Dynamics
GD
$104B
$1.05M 0.13%
4,752
+243
+5% +$55.9K
MCK icon
146
McKesson
MCK
$100B
$1.05M 0.13%
3,219
+158
+5% +$50.6K
FISV
147
Fiserv Inc
FISV
$28.8B
$1.04M 0.13%
11,695
+644
+6% +$62.5K
OXY icon
148
Occidental Petroleum
OXY
$56.8B
$1.03M 0.13%
17,565
+960
+6% +$59K
LHX icon
149
L3Harris
LHX
$51.6B
$1.03M 0.13%
4,259
+212
+5% +$51.2K
APA icon
150
APA Corp
APA
$13.2B
$1.02M 0.13%
29,198
+505
+2% +$21.5K
4 5
6
7 8

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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.