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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
BLDR icon
326
Builders FirstSource
BLDR
$7.8B
$423K 0.05%
7,177
+52
+0.7% +$3.25K
ARCB icon
327
ArcBest
ARCB
$3.02B
$416K 0.05%
5,716
+41
+0.7% +$3.3K
CMS icon
328
CMS Energy
CMS
$22.3B
$409K 0.05%
7,020
+1,156
+20% +$77.8K
DOV icon
329
Dover
DOV
$28.4B
$407K 0.05%
3,492
+568
+19% +$72.5K
HBAN icon
330
Huntington Bancshares
HBAN
$35.1B
$405K 0.05%
30,708
+5,715
+23% +$76.4K
BKR icon
331
Baker Hughes
BKR
$62.3B
$404K 0.05%
19,252
+3,933
+26% +$98.5K
WST icon
332
West Pharmaceutical
WST
$24.5B
$403K 0.05%
1,637
+298
+22% +$90.8K
DRI icon
333
Darden Restaurants
DRI
$24.1B
$395K 0.05%
3,125
+498
+19% +$62.2K
AMKR icon
334
Amkor Technology
AMKR
$13.5B
$394K 0.05%
23,091
-18,284
-44% -$352K
IEFA icon
335
iShares Core MSCI EAFE ETF
IEFA
$194B
$394K 0.05%
7,472
+104
+1% +$6.12K
BR icon
336
Broadridge
BR
$18.8B
$393K 0.05%
2,721
+465
+21% +$75.5K
TEX icon
337
Terex
TEX
$7.47B
$393K 0.05%
13,206
+96
+0.7% +$3.14K
VRSN icon
338
VeriSign
VRSN
$26.4B
$392K 0.05%
2,254
+379
+20% +$70.1K
WAT icon
339
Waters Corp
WAT
$39.2B
$391K 0.05%
1,449
+243
+20% +$77.6K
CLX icon
340
Clorox
CLX
$12.8B
$388K 0.05%
3,023
+485
+19% +$70K
DDS icon
341
Dillards
DDS
$9.64B
$387K 0.05%
1,420
-942
-40% -$249K
BALL icon
342
Ball Corp
BALL
$16.7B
$386K 0.05%
7,982
+1,393
+21% +$85.7K
PBF icon
343
PBF Energy
PBF
$7.26B
$385K 0.05%
+10,953
New +$347K
OC icon
344
Owens Corning
OC
$12.1B
$383K 0.05%
4,869
-5,374
-52% -$452K
HPE icon
345
Hewlett Packard
HPE
$69.4B
$382K 0.05%
31,869
+5,210
+20% +$70.8K
XYL icon
346
Xylem
XYL
$28.2B
$382K 0.05%
4,372
+708
+19% +$64.3K
CAG icon
347
Conagra Brands
CAG
$7.11B
$381K 0.05%
11,675
+1,882
+19% +$64.6K
CC icon
348
Chemours
CC
$2.27B
$381K 0.05%
+15,440
New +$509K
DK icon
349
Delek US
DK
$3.6B
$381K 0.05%
+14,025
New +$370K
CVI icon
350
CVR Energy
CVI
$3.15B
$380K 0.05%
+13,114
New +$413K
12 13
14
15 16

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AAP
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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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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.