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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
LW icon
451
Lamb Weston
LW
$7.17B
$238K 0.03%
+3,074
New +$240K
NI icon
452
NiSource
NI
$20.6B
$238K 0.03%
9,437
+1,651
+21% +$48.6K
CMA
453
DELISTED
Comerica
CMA
$237K 0.03%
3,327
+524
+19% +$41.3K
LYV icon
454
Live Nation Entertainment
LYV
$42.7B
$235K 0.03%
3,093
+575
+23% +$51.5K
EPAM icon
455
EPAM Systems
EPAM
$5.02B
$234K 0.03%
+647
New +$248K
QLD icon
456
ProShares Ultra QQQ
QLD
$14B
$234K 0.03%
12,742
– –
VFC icon
457
VF Corp
VFC
$5.83B
$234K 0.03%
7,832
+1,290
+20% +$55.6K
CE icon
458
Celanese
CE
$4.89B
$233K 0.03%
2,578
+428
+20% +$47K
EMN icon
459
Eastman Chemical
EMN
$8.46B
$231K 0.03%
3,249
+513
+19% +$46.1K
NRG icon
460
NRG Energy
NRG
$25.8B
$231K 0.03%
+6,046
New +$241K
CPB icon
461
Campbell Soup
CPB
$6.82B
$230K 0.03%
+4,877
New +$239K
GL icon
462
Globe Life
GL
$14.2B
$229K 0.03%
+2,301
New +$231K
HSIC icon
463
Henry Schein
HSIC
$9.82B
$226K 0.03%
3,435
+558
+19% +$41.4K
POOL icon
464
Pool Corp
POOL
$7.51B
$222K 0.03%
+698
New +$249K
TAP icon
465
Molson Coors Class B
TAP
$8.11B
$219K 0.03%
4,573
+748
+20% +$40.6K
VTRS icon
466
Viatris
VTRS
$19.4B
$218K 0.03%
25,568
+4,768
+23% +$46.9K
TFX icon
467
Teleflex
TFX
$6.01B
$216K 0.03%
1,073
+188
+21% +$45K
HII icon
468
Huntington Ingalls Industries
HII
$12.7B
$214K 0.03%
+964
New +$216K
OKE icon
469
Oneok
OKE
$55.3B
$212K 0.03%
+4,144
New +$246K
TRMB icon
470
Trimble
TRMB
$13.7B
$212K 0.03%
+3,907
New +$247K
RHI icon
471
Robert Half
RHI
$4.4B
$209K 0.02%
+2,738
New +$214K
HAS icon
472
Hasbro
HAS
$13.1B
$208K 0.02%
3,082
+517
+20% +$40.8K
JNPR
473
DELISTED
Juniper Networks
JNPR
$208K 0.02%
+7,981
New +$225K
KDP icon
474
Keurig Dr Pepper
KDP
$40.8B
$208K 0.02%
+5,813
New +$220K
AIZ icon
475
Assurant
AIZ
$14.5B
$204K 0.02%
1,402
+219
+19% +$35.8K
17 18
19
20 21

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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.