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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
ADP icon
76
Automatic Data Processing
ADP
$108B
$2.34M 0.28%
10,357
+1,686
+19% +$398K
LMT icon
77
Lockheed Martin
LMT
$136B
$2.29M 0.27%
5,932
+936
+19% +$391K
CI icon
78
Cigna
CI
$72.4B
$2.27M 0.27%
8,169
+1,225
+18% +$345K
CAT icon
79
Caterpillar
CAT
$404B
$2.17M 0.26%
13,195
+2,146
+19% +$392K
SPGI icon
80
S&P Global
SPGI
$122B
$2.11M 0.25%
6,907
+1,383
+25% +$495K
AXP icon
81
American Express
AXP
$234B
$2.1M 0.25%
15,545
+2,464
+19% +$373K
C icon
82
Citigroup
C
$230B
$2.07M 0.25%
49,759
+7,662
+18% +$379K
BLK icon
83
Blackrock
BLK
$175B
$1.91M 0.23%
3,464
+586
+20% +$384K
VWO icon
84
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$1.9M 0.23%
52,034
-4,269
-8% -$173K
GILD icon
85
Gilead Sciences
GILD
$168B
$1.89M 0.22%
30,611
+4,952
+19% +$312K
QCOM icon
86
Qualcomm
QCOM
$171B
$1.88M 0.22%
16,674
+4,525
+37% +$622K
MDLZ icon
87
Mondelez International
MDLZ
$79.2B
$1.88M 0.22%
34,227
+5,490
+19% +$341K
MPC icon
88
Marathon Petroleum
MPC
$91.3B
$1.86M 0.22%
18,764
+5,846
+45% +$547K
VEA icon
89
Vanguard FTSE Developed Markets ETF
VEA
$234B
$1.84M 0.22%
50,728
– –
AMAT icon
90
Applied Materials
AMAT
$434B
$1.84M 0.22%
22,435
+3,543
+19% +$342K
MRSH
91
Marsh
MRSH
$91.4B
$1.84M 0.22%
12,302
+2,006
+19% +$322K
VOE icon
92
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$1.83M 0.22%
15,000
– –
VRTX icon
93
Vertex Pharmaceuticals
VRTX
$122B
$1.82M 0.22%
6,277
+1,032
+20% +$297K
TJX icon
94
TJX Companies
TJX
$174B
$1.8M 0.21%
29,050
+4,579
+19% +$288K
ORCL icon
95
Oracle
ORCL
$420B
$1.8M 0.21%
29,415
+6,321
+27% +$463K
ADI icon
96
Analog Devices
ADI
$185B
$1.78M 0.21%
12,797
+2,113
+20% +$334K
TGT icon
97
Target
TGT
$67.3B
$1.76M 0.21%
11,845
+1,814
+18% +$290K
TMUS icon
98
T-Mobile US
TMUS
$190B
$1.76M 0.21%
13,103
+2,426
+23% +$341K
SO icon
99
Southern Company
SO
$107B
$1.75M 0.21%
25,729
+4,230
+20% +$320K
MU icon
100
Micron Technology
MU
$1.01T
$1.74M 0.21%
34,689
+11,976
+53% +$695K
2 3
4
5 6

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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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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.