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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
ATVI
151
DELISTED
Activision Blizzard
ATVI
$997K 0.13%
12,809
– –
KLAC icon
152
KLA
KLAC
$239B
$993K 0.13%
31,110
+1,680
+6% +$56.5K
CNC icon
153
Centene
CNC
$30.7B
$977K 0.12%
11,546
+624
+6% +$51.8K
AEP icon
154
American Electric Power
AEP
$69.6B
$974K 0.12%
10,150
+554
+6% +$54.9K
EMR icon
155
Emerson Electric
EMR
$83.9B
$970K 0.12%
12,192
+647
+6% +$57K
PARA
156
DELISTED
Paramount Global Class B
PARA
$968K 0.12%
39,208
+3,061
+8% +$93.3K
AZO icon
157
AutoZone
AZO
$49.2B
$961K 0.12%
447
+22
+5% +$45.2K
MET icon
158
MetLife
MET
$61.9B
$959K 0.12%
15,267
+757
+5% +$50.1K
NEM icon
159
Newmont
NEM
$98.7B
$947K 0.12%
15,866
+870
+6% +$61.6K
COF icon
160
Capital One
COF
$128B
$942K 0.12%
9,037
+446
+5% +$54.5K
KMB icon
161
Kimberly-Clark
KMB
$36.3B
$934K 0.12%
6,913
+367
+6% +$48.3K
SRE icon
162
Sempra
SRE
$57.9B
$933K 0.12%
12,422
+702
+6% +$56.4K
VXUS icon
163
Vanguard Total International Stock ETF
VXUS
$155B
$933K 0.12%
18,080
+50
+0.3% +$2.77K
GIS icon
164
General Mills
GIS
$19.1B
$932K 0.12%
12,356
+659
+6% +$46.2K
PXD
165
DELISTED
Pioneer Natural Resource Co.
PXD
$906K 0.12%
4,061
+246
+6% +$62.4K
ORLY icon
166
O'Reilly Automotive
ORLY
$72.9B
$902K 0.12%
21,420
+1,080
+5% +$46.5K
EXC icon
167
Exelon
EXC
$47.2B
$898K 0.11%
19,805
+1,055
+6% +$49.6K
MCO icon
168
Moody's
MCO
$82.8B
$896K 0.11%
3,295
+178
+6% +$53.3K
MO icon
169
Altria Group
MO
$114B
$892K 0.11%
21,361
– –
VLO icon
170
Valero Energy
VLO
$90.1B
$890K 0.11%
8,378
+451
+6% +$53.4K
ARW icon
171
Arrow Electronics
ARW
$11.1B
$886K 0.11%
7,903
+3,743
+90% +$437K
F icon
172
Ford
F
$58.5B
$883K 0.11%
79,374
+4,433
+6% +$60.7K
AIG icon
173
American International
AIG
$41.7B
$882K 0.11%
17,248
+892
+5% +$51.8K
ADM icon
174
Archer Daniels Midland
ADM
$38.2B
$880K 0.11%
11,340
+590
+5% +$51.6K
SYY icon
175
Sysco
SYY
$40.8B
$867K 0.11%
10,230
+528
+5% +$44.2K
5 6
7
8 9

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AAP
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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.