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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
(-12%)
Cap. Flow
+$38.7M
Cap. Flow
% of AUM
4.93%
Top 10 Holdings %
Top 10 Hldgs %
31.27%
Holding
509
New
30
Increased
397
Reduced
29
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$7.57M |
| 2 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$6.56M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$6.5M |
| 4 |
Relative Sentiment Tactical Allocation ETF
MOOD
|
+$2.74M |
| 5 |
Apple
AAPL
|
+$2.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$4.58M |
| 2 |
Vanguard Extended Market ETF
VXF
|
+$2.55M |
| 3 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$2.34M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$2.08M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
201
Phillips 66
PSX
$84.9B
| $747K | 0.1% |
9,113
+609
| +7% | +$56.3K |
|
202
Fortinet
FTNT
$119B
| $740K | 0.09% |
13,077
+722
| +6% | +$42.9K |
|
203
Paychex
PAYX
$41.6B
| $739K | 0.09% |
6,493
+358
| +6% | +$45K |
|
|
BOB
204
DELISTED
Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
| $736K | 0.09% |
33,921
+131
| +0.4% | +$3.09K |
|
205
Agilent Technologies
A
$39.1B
| $735K | 0.09% |
6,189
+324
| +6% | +$39.8K |
|
206
Dollar Tree
DLTR
$24.4B
| $735K | 0.09% |
4,719
+245
| +5% | +$38.8K |
|
207
Cognizant
CTSH
$24.9B
| $732K | 0.09% |
10,851
+575
| +6% | +$44K |
|
208
Chipotle Mexican Grill
CMG
$47.2B
| $726K | 0.09% |
27,750
+1,400
| +5% | +$39K |
|
209
Aflac
AFL
$64.9B
| $722K | 0.09% |
13,042
+646
| +5% | +$38.1K |
|
210
Motorola Solutions
MSI
$72.3B
| $716K | 0.09% |
3,416
+184
| +6% | +$40.1K |
|
211
Electronic Arts
EA
$53B
| $709K | 0.09% |
5,826
+307
| +6% | +$39.1K |
|
212
Monster Beverage
MNST
$94.3B
| $705K | 0.09% |
15,208
+816
| +6% | +$35.5K |
|
213
Kroger
KR
$35.4B
| $703K | 0.09% |
14,846
+723
| +5% | +$38.5K |
|
214
Amkor Technology
AMKR
$12.4B
| $701K | 0.09% |
41,375
+1,660
| +4% | +$31.5K |
|
215
Omnicom Group
OMC
$21.6B
| $687K | 0.09% |
10,798
+269
| +3% | +$19.9K |
|
216
Macy's
M
$6.53B
| $683K | 0.09% |
37,264
+17,656
| +90% | +$399K |
|
217
MSCI
MSCI
$41.6B
| $673K | 0.09% |
1,634
+81
| +5% | +$35.3K |
|
|
BNY
218
Bank of New York Mellon
BNY
$106B
| $671K | 0.09% |
16,096
+681
| +4% | +$30.3K |
|
219
Lumen
LUMN
$6.57B
| $671K | 0.09% |
61,517
+43,003
| +232% | +$483K |
|
220
Consolidated Edison
ED
$40.1B
| $663K | 0.08% |
6,973
+386
| +6% | +$36.8K |
|
221
Kinder Morgan
KMI
$71.7B
| $662K | 0.08% |
39,519
+2,091
| +6% | +$39.2K |
|
222
Cintas
CTAS
$81.9B
| $661K | 0.08% |
7,080
+384
| +6% | +$37.4K |
|
223
Global Payments
GPN
$23B
| $660K | 0.08% |
5,965
+309
| +5% | +$39.1K |
|
224
Snap-on
SNA
$21.2B
| $658K | 0.08% |
3,339
+74
| +2% | +$15.8K |
|
225
Baxter International
BAX
$13.5B
| $657K | 0.08% |
10,233
+546
| +6% | +$39.6K |
|
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HJGA
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.