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EF

Empirical Finance Portfolio holdings

AUM $2.41B
1-Year Est. Return 41.48%
This Fund
S&P 500
This Quarter Est. Return
-14.59%
1 Year Est. Return
+41.48%
3 Year Est. Return
+124.48%
5 Year Est. Return
+157.81%
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 Miscellaneous 20.93%
2 Technology 19.33%
3 Healthcare 12.41%
4 Financials 9.63%
5 Consumer Discretionary 8.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PSX icon
201
Phillips 66
PSX
$106B
$747K 0.1%
9,113
+609
+7% +$56.3K
FTNT icon
202
Fortinet
FTNT
$126B
$740K 0.09%
13,077
+722
+6% +$42.9K
PAYX icon
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
A icon
205
Agilent Technologies
A
$43.3B
$735K 0.09%
6,189
+324
+6% +$39.8K
DLTR icon
206
Dollar Tree
DLTR
$21.1B
$735K 0.09%
4,719
+245
+5% +$38.8K
CTSH icon
207
Cognizant
CTSH
$27.9B
$732K 0.09%
10,851
+575
+6% +$44K
CMG icon
208
Chipotle Mexican Grill
CMG
$42.6B
$726K 0.09%
27,750
+1,400
+5% +$39K
AFL icon
209
Aflac
AFL
$58.6B
$722K 0.09%
13,042
+646
+5% +$38.1K
MSI icon
210
Motorola Solutions
MSI
$76.2B
$716K 0.09%
3,416
+184
+6% +$40.1K
EA
211
DELISTED
Electronic Arts
EA
$709K 0.09%
5,826
+307
+6% +$39.1K
MNST icon
212
Monster Beverage
MNST
$87.3B
$705K 0.09%
30,416
+1,632
+6% +$35.5K
KR icon
213
Kroger
KR
$36.4B
$703K 0.09%
14,846
+723
+5% +$38.5K
AMKR icon
214
Amkor Technology
AMKR
$11.5B
$701K 0.09%
41,375
+1,660
+4% +$31.5K
OMC icon
215
Omnicom Group
OMC
$21.8B
$687K 0.09%
10,798
+269
+3% +$19.9K
M icon
216
Macy's
M
$5.7B
$683K 0.09%
37,264
+17,656
+90% +$399K
MSCI icon
217
MSCI
MSCI
$39.3B
$673K 0.09%
1,634
+81
+5% +$35.3K
BNY
218
Bank of New York Mellon
BNY
$104B
$671K 0.09%
16,096
+681
+4% +$30.3K
LUMN icon
219
Lumen
LUMN
$6.88B
$671K 0.09%
61,517
+43,003
+232% +$483K
ED icon
220
Consolidated Edison
ED
$39B
$663K 0.08%
6,973
+386
+6% +$36.8K
KMI icon
221
Kinder Morgan
KMI
$68.4B
$662K 0.08%
39,519
+2,091
+6% +$39.2K
CTAS icon
222
Cintas
CTAS
$79.8B
$661K 0.08%
7,080
+384
+6% +$37.4K
GPN icon
223
Global Payments
GPN
$22.9B
$660K 0.08%
5,965
+309
+5% +$39.1K
SNA icon
224
Snap-on
SNA
$19.3B
$658K 0.08%
3,339
+74
+2% +$15.8K
BAX icon
225
Baxter International
BAX
$12.2B
$657K 0.08%
10,233
+546
+6% +$39.6K
7 8
9
10 11

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CI
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RC
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DCM
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ACH
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LFM
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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 Miscellaneous at 21% of assets, up from 21% a quarter earlier, followed by Technology and Healthcare.

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.