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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
-3.88%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$843M
AUM Growth
+$58.6M
Cap. Flow
+$108M
Cap. Flow %
12.76%
Top 10 Hldgs %
28.69%
Holding
502
New
36
Increased
390
Reduced
35
Closed
22

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$9.65M
2
MSFT icon
Microsoft
MSFT
+$7.99M
3
AMZN icon
Amazon
AMZN
+$4.53M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$3.17M
5
TSLA icon
Tesla
TSLA
+$2.89M

Top Sells

Rank Stock Value
1
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$7.39M
2
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$4.66M
3
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$4.22M
4
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$3.94M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$616K

Sector Composition

Rank Sector Weight
1 Technology 20.16%
2 Healthcare 12.79%
3 Financials 10.37%
4 Consumer Discretionary 9.41%
5 Industrials 7.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRNA icon
276
Moderna
MRNA
$21.5B
$554K 0.07%
4,681
+1,382
+42% +$210K
WBA
277
DELISTED
Walgreens Boots Alliance
WBA
$552K 0.07%
17,567
+2,828
+19% +$105K
KHC icon
278
Kraft Heinz
KHC
$29.6B
$551K 0.07%
16,509
+2,938
+22% +$109K
CBRE icon
279
CBRE Group
CBRE
$42.7B
$544K 0.06%
8,065
+1,303
+19% +$103K
GLW icon
280
Corning
GLW
$135B
$544K 0.06%
18,731
+3,073
+20% +$104K
DTE icon
281
DTE Energy
DTE
$29.1B
$539K 0.06%
4,688
+771
+20% +$99.6K
FITB
282
Fifth Third Bancorp
FITB
$51.7B
$539K 0.06%
16,858
+2,716
+19% +$93.6K
DHI icon
283
D.R. Horton
DHI
$40.8B
$534K 0.06%
7,926
+1,263
+19% +$92.9K
HAL icon
284
Halliburton
HAL
$27.1B
$534K 0.06%
21,685
+3,683
+20% +$105K
ULTA icon
285
Ulta Beauty
ULTA
$23.2B
$533K 0.06%
1,329
+203
+18% +$81.8K
STT icon
286
State Street
STT
$50.8B
$530K 0.06%
8,709
+1,451
+20% +$99.2K
FRC
287
DELISTED
First Republic Bank
FRC
$529K 0.06%
4,055
+733
+22% +$113K
ZBH icon
288
Zimmer Biomet
ZBH
$18.8B
$528K 0.06%
5,052
+835
+20% +$91.6K
GWW icon
289
W.W. Grainger
GWW
$60.4B
$526K 0.06%
1,076
+177
+20% +$93.1K
HIG icon
290
Hartford Financial Services
HIG
$39.6B
$524K 0.06%
8,452
+1,314
+18% +$85.5K
ODFL icon
291
Old Dominion Freight Line
ODFL
$44B
$524K 0.06%
4,216
+744
+21% +$103K
CPRT icon
292
Copart
CPRT
$26.9B
$522K 0.06%
19,624
+3,416
+21% +$102K
TSCO icon
293
Tractor Supply
TSCO
$17.9B
$521K 0.06%
14,025
+2,225
+19% +$86.6K
GPC icon
294
Genuine Parts
GPC
$18.3B
$519K 0.06%
3,479
+562
+19% +$84.9K
EIX icon
295
Edison International
EIX
$25.9B
$517K 0.06%
9,140
+1,518
+20% +$100K
VMC icon
296
Vulcan Materials
VMC
$36.5B
$506K 0.06%
3,211
+522
+19% +$84.8K
EFX icon
297
Equifax
EFX
$20.7B
$505K 0.06%
2,947
+484
+20% +$94.8K
AEE icon
298
Ameren
AEE
$30B
$495K 0.06%
6,151
+1,024
+20% +$93.5K
COR icon
299
Cencora
COR
$63.2B
$492K 0.06%
3,634
+601
+20% +$86.3K
ETR icon
300
Entergy
ETR
$49.7B
$491K 0.06%
9,752
+1,634
+20% +$93.7K
10 11
12
13 14

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AAP
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BCM
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
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BWC
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Empirical Finance's Q3 2022 Portfolio in Review

As of Q3 2022, Empirical Finance held 502 positions worth $843M, up 7.5% from $785M the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Empirical Finance deployed $108M of net new capital in Q3 2022, opening 36 new positions and adding to 390 existing holdings. Its largest new stake was State Street SPDR Bloomberg 1-3 Month T-Bill ETF: 34,605 shares worth $3.17M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 19% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was Alpha Architect US Quantitative Value ETF, an estimated $7.39M trimmed.

  • Empirical Finance's largest Q3 2022 buy was State Street SPDR Bloomberg 1-3 Month T-Bill ETF: 34,605 shares worth $3.17M.
  • Empirical Finance added most to Apple in Q3 2022, an estimated $9.65M increase.
  • Empirical Finance's biggest Q3 2022 reduction was Alpha Architect US Quantitative Value ETF, cutting an estimated $7.39M.
  • Empirical Finance fully exited Vanguard Real Estate ETF in Q3 2022, selling an estimated $616K.
  • Empirical Finance's ten largest holdings make up 29% of its $843M portfolio in Q3 2022.
  • Empirical Finance opened 36 new positions and closed 22 in Q3 2022.
  • Empirical Finance's portfolio value rose 7.5% quarter-over-quarter to $843M.

Based on Empirical Finance's 13F filing for Q3 2022, filed 4 Nov 2022.