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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
(+7.5%)
Cap. Flow
+$108M
Cap. Flow
% of AUM
12.76%
Top 10 Holdings %
Top 10 Hldgs %
28.69%
Holding
502
New
36
Increased
390
Reduced
35
Closed
22
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$9.65M |
| 2 |
Microsoft
MSFT
|
+$7.99M |
| 3 |
Amazon
AMZN
|
+$4.53M |
| 4 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$3.17M |
| 5 |
Tesla
TSLA
|
+$2.89M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$7.39M |
| 2 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$4.66M |
| 3 |
Alpha Architect International Quantitative Value ETF
IVAL
|
+$4.22M |
| 4 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$3.94M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
476
Medtronic
MDT
$112B
| $203K | 0.02% |
2,512
| – | – |
|
477
ON Semiconductor
ON
$31.6B
| $203K | 0.02% |
+3,262
| New | +$210K |
|
478
Qorvo
QRVO
$8.74B
| $201K | 0.02% |
+2,534
| New | +$245K |
|
479
Zions Bancorporation
ZION
$10.3B
| $200K | 0.02% |
+3,939
| New | +$215K |
|
480
American Airlines Group
AAL
$10.6B
| $173K | 0.02% |
14,352
+2,649
| +23% | +$36.9K |
|
481
AGCO
AGCO
$7.2B
| – | – |
-3,757
| Closed | -$371K |
|
482
American Tower
AMT
$80.4B
| – | – |
-844
| Closed | -$216K |
|
483
Abercrombie & Fitch
ANF
$5B
| – | – |
-11,861
| Closed | -$201K |
|
484
AstraZeneca
AZN
$250B
| – | – |
-1,809
| Closed | -$239K |
|
485
Brunswick
BC
$5.28B
| – | – |
-4,882
| Closed | -$319K |
|
486
BorgWarner
BWA
$13.9B
| – | – |
-17,146
| Closed | -$504K |
|
|
FL
487
DELISTED
Foot Locker
FL
| – | – |
-9,936
| Closed | -$251K |
|
488
Kohl's
KSS
$2.19B
| – | – |
-16,737
| Closed | -$597K |
|
489
Lear
LEA
$8.18B
| – | – |
-2,969
| Closed | -$374K |
|
490
Insight Enterprises
NSIT
$4.38B
| – | – |
-5,293
| Closed | -$457K |
|
491
Nexstar Media Group
NXST
$5.97B
| – | – |
-3,034
| Closed | -$494K |
|
492
Polaris
PII
$4.07B
| – | – |
-3,944
| Closed | -$392K |
|
493
Signet Jewelers
SIG
$3.76B
| – | – |
-5,701
| Closed | -$305K |
|
|
TGNA
494
DELISTED
TEGNA Inc
TGNA
| – | – |
-22,596
| Closed | -$474K |
|
495
Tenet Healthcare
THC
$21.1B
| – | – |
-7,174
| Closed | -$377K |
|
496
Universal Health Services
UHS
$10.5B
| – | – |
-4,728
| Closed | -$476K |
|
497
Urban Outfitters
URBN
$6.59B
| – | – |
-15,178
| Closed | -$283K |
|
|
498
Vanguard Real Estate ETF
VNQ
$39B
| – | – |
-6,760
| Closed | -$616K |
|
499
Whirlpool
WHR
$2.82B
| – | – |
-3,452
| Closed | -$535K |
|
500
Williams-Sonoma
WSM
$29.6B
| – | – |
-5,004
| Closed | -$278K |
|
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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.