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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
AAPL icon
1
Apple
AAPL
$4.98T
$44.3M 5.65%
324,052
+16,712
+5% +$2.53M
MSFT icon
2
Microsoft
MSFT
$2.96T
$37.4M 4.76%
145,533
+8,064
+6% +$2.19M
QVAL icon
3
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$34.5M 4.39%
1,153,996
+218,064
+23% +$7.57M
IVAL icon
4
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$27.5M 3.51%
1,223,276
-19,870
-2% -$498K
QMOM icon
5
Alpha Architect US Quantitative Momentum ETF
QMOM
$410M
$25.1M 3.21%
591,679
+139,644
+31% +$6.56M
IMOM icon
6
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$20M 2.55%
814,051
-86,440
-10% -$2.34M
AMZN icon
7
Amazon
AMZN
$2.48T
$18.4M 2.35%
173,422
+9,302
+6% +$1.16M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$4.07T
$13.3M 1.69%
121,840
+6,420
+6% +$756K
GOOG icon
9
Alphabet (Google) Class C
GOOG
$4.07T
$12.7M 1.61%
115,720
+5,720
+5% +$676K
VTI icon
10
Vanguard Total Stock Market ETF
VTI
$656B
$12.2M 1.55%
64,484
-2,366
-4% -$486K
AAVM
11
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$11.8M 1.5%
492,744
+11,284
+2% +$283K
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.1T
$10.5M 1.33%
38,313
+1,977
+5% +$620K
UNH icon
13
UnitedHealth
UNH
$385B
$9.86M 1.26%
19,195
-229
-1% -$115K
JNJ icon
14
Johnson & Johnson
JNJ
$653B
$9.54M 1.22%
53,726
+2,803
+6% +$499K
TSLA icon
15
Tesla
TSLA
$1.21T
$7.89M 1.01%
35,154
+2,778
+9% +$758K
XOM icon
16
ExxonMobil
XOM
$638B
$7.88M 1%
92,000
+4,407
+5% +$398K
META icon
17
Meta Platforms (Facebook)
META
$1.51T
$7.79M 0.99%
48,303
+2,211
+5% +$427K
NVDA icon
18
NVIDIA
NVDA
$4.78T
$7.45M 0.95%
491,400
+29,530
+6% +$557K
PG icon
19
Procter & Gamble
PG
$354B
$7.16M 0.91%
49,784
+2,596
+6% +$390K
JPM icon
20
JPMorgan Chase
JPM
$947B
$6.93M 0.88%
61,575
+3,264
+6% +$404K
SHV icon
21
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$6.5M 0.83%
+59,017
New +$6.5M
HD icon
22
Home Depot
HD
$345B
$6.01M 0.77%
21,904
+1,132
+5% +$334K
PFE icon
23
Pfizer
PFE
$144B
$5.96M 0.76%
113,599
+6,058
+6% +$309K
VTIP icon
24
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$5.68M 0.72%
113,407
-3,902
-3% -$197K
CVX icon
25
Chevron
CVX
$376B
$5.68M 0.72%
39,234
+2,051
+6% +$339K
1
2 3 4 5

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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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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.