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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
FE icon
301
FirstEnergy
FE
$27.4B
$488K 0.06%
13,187
+2,208
+20% +$87.3K
FTV icon
302
Fortive
FTV
$18.4B
$488K 0.06%
11,096
+1,884
+20% +$88.1K
CDW icon
303
CDW
CDW
$18.1B
$486K 0.06%
3,112
+547
+21% +$93.8K
MLM icon
304
Martin Marietta Materials
MLM
$32.3B
$485K 0.06%
1,507
+245
+19% +$82.9K
LUMN icon
305
Lumen
LUMN
$6.09B
$477K 0.06%
65,483
+3,966
+6% +$40.4K
NDAQ icon
306
Nasdaq
NDAQ
$52.9B
$477K 0.06%
8,424
+1,377
+20% +$81K
URI icon
307
United Rentals
URI
$72.4B
$475K 0.06%
1,760
+288
+20% +$83.8K
PPL
308
PPL Corp
PPL
$26B
$469K 0.06%
18,493
+2,979
+19% +$85.3K
RF icon
309
Regions Financial
RF
$26.8B
$469K 0.06%
23,375
+3,754
+19% +$79.3K
DKS icon
310
Dick's Sporting Goods
DKS
$17.8B
$464K 0.06%
4,439
-3,689
-45% -$375K
CAH icon
311
Cardinal Health
CAH
$55.7B
$463K 0.05%
6,950
+1,089
+19% +$69K
KNX icon
312
Knight Transportation
KNX
$11.3B
$450K 0.05%
9,189
+67
+0.7% +$3.43K
WU icon
313
Western Union
WU
$2.23B
$449K 0.05%
+33,239
New +$521K
SIVB
314
DELISTED
SVB Financial Group
SIVB
$446K 0.05%
1,327
+236
+22% +$95K
BBWI icon
315
Bath & Body Works
BBWI
$4.06B
$442K 0.05%
13,545
-6,012
-31% -$212K
IFF icon
316
International Flavors & Fragrances
IFF
$21.6B
$442K 0.05%
4,863
+1,031
+27% +$118K
LUV icon
317
Southwest Airlines
LUV
$23B
$439K 0.05%
14,240
+2,428
+21% +$91K
PFG icon
318
Principal Financial Group
PFG
$24.7B
$436K 0.05%
6,044
+922
+18% +$66.2K
PWR icon
319
Quanta Services
PWR
$100B
$435K 0.05%
3,412
+570
+20% +$77.9K
DAL icon
320
Delta Air Lines
DAL
$60.5B
$433K 0.05%
15,444
+2,594
+20% +$82.4K
NTRS icon
321
Northern Trust
NTRS
$33.7B
$433K 0.05%
5,065
+828
+20% +$79.9K
MKC icon
322
McCormick & Company Non-Voting
MKC
$14.1B
$430K 0.05%
6,034
+991
+20% +$83.1K
K
323
DELISTED
Kellanova
K
$429K 0.05%
6,553
+1,053
+19% +$72.4K
RJF icon
324
Raymond James Financial
RJF
$34.4B
$427K 0.05%
4,323
+791
+22% +$80.1K
CHD icon
325
Church & Dwight Co
CHD
$24.5B
$426K 0.05%
5,961
+970
+19% +$83.7K
11 12
13
14 15

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BCM
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NAAA
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IVAV
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GA
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HJGA
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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.