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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
EXPE icon
401
Expedia Group
EXPE
$36.8B
$324K 0.04%
3,457
+625
+22% +$63.8K
WMB icon
402
Williams Companies
WMB
$87.8B
$323K 0.04%
+11,295
New +$368K
SCCO icon
403
Southern Copper
SCCO
$161B
$322K 0.04%
7,743
-8,843
-53% -$391K
STLA icon
404
Stellantis
STLA
$20.9B
$320K 0.04%
27,066
+511
+2% +$6.86K
AKAM icon
405
Akamai
AKAM
$17.2B
$319K 0.04%
3,973
+661
+20% +$60.2K
EVRG icon
406
Evergy
EVRG
$19.1B
$319K 0.04%
5,364
+909
+20% +$61.2K
JBHT icon
407
JB Hunt Transport Services
JBHT
$25.1B
$319K 0.04%
2,042
+335
+20% +$58.5K
LNT icon
408
Alliant Energy
LNT
$18B
$319K 0.04%
6,015
+994
+20% +$60K
TXT icon
409
Textron
TXT
$15.1B
$319K 0.04%
5,474
+862
+19% +$54.7K
MCD icon
410
McDonald's
MCD
$196B
$318K 0.04%
1,379
– –
LKQ icon
411
LKQ Corp
LKQ
$6.19B
$317K 0.04%
6,713
+1,073
+19% +$56.1K
VSTO
412
DELISTED
Vista Outdoor Inc.
VSTO
$317K 0.04%
13,047
+93
+0.7% +$2.65K
COO icon
413
Cooper Companies
COO
$14.3B
$315K 0.04%
4,772
+788
+20% +$60.4K
ZBRA icon
414
Zebra Technologies
ZBRA
$17.2B
$314K 0.04%
1,200
+213
+22% +$65.9K
JKHY icon
415
Jack Henry & Associates
JKHY
$11.2B
$313K 0.04%
1,716
+292
+21% +$57.3K
HRL icon
416
Hormel Foods
HRL
$13.8B
$310K 0.04%
6,833
+1,148
+20% +$55.5K
CHRW icon
417
C.H. Robinson
CHRW
$17.1B
$309K 0.04%
3,212
+514
+19% +$55.2K
TYL icon
418
Tyler Technologies
TYL
$12.5B
$309K 0.04%
889
+166
+23% +$61.7K
CBOE icon
419
Cboe Global Markets
CBOE
$30.2B
$306K 0.04%
2,611
+421
+19% +$50.7K
ATO icon
420
Atmos Energy
ATO
$28.7B
$305K 0.04%
2,995
+561
+23% +$64.3K
WRB icon
421
W.R. Berkley
WRB
$26.8B
$303K 0.04%
7,047
+1,237
+21% +$53.7K
TROX icon
422
Tronox
TROX
$1.11B
$302K 0.04%
24,660
+181
+0.7% +$2.69K
IP icon
423
International Paper
IP
$21.5B
$301K 0.04%
9,484
+1,512
+19% +$61.8K
ACN icon
424
Accenture
ACN
$105B
$300K 0.04%
1,165
– –
CNP icon
425
CenterPoint Energy
CNP
$26.8B
$299K 0.04%
10,627
+2,515
+31% +$78.5K
15 16
17
18 19

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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.