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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
NOC icon
101
Northrop Grumman
NOC
$78.5B
$1.74M 0.21%
3,694
+580
+19% +$276K
DUK icon
102
Duke Energy
DUK
$96.8B
$1.73M 0.2%
18,541
+3,089
+20% +$332K
ZTS icon
103
Zoetis
ZTS
$31.8B
$1.7M 0.2%
11,475
+1,869
+19% +$312K
NOW icon
104
ServiceNow
NOW
$120B
$1.68M 0.2%
22,245
+4,200
+23% +$378K
PGR icon
105
Progressive
PGR
$122B
$1.67M 0.2%
14,408
+2,353
+20% +$283K
OXY icon
106
Occidental Petroleum
OXY
$54.9B
$1.67M 0.2%
27,123
+9,558
+54% +$612K
BKNG icon
107
Booking.com
BKNG
$148B
$1.66M 0.2%
25,175
+4,325
+21% +$325K
GE icon
108
GE Aerospace
GE
$391B
$1.65M 0.2%
42,880
+7,162
+20% +$315K
SYK icon
109
Stryker
SYK
$129B
$1.63M 0.19%
8,063
+1,350
+20% +$284K
BA icon
110
Boeing
BA
$188B
$1.62M 0.19%
13,414
+2,303
+21% +$353K
ISRG icon
111
Intuitive Surgical
ISRG
$129B
$1.62M 0.19%
8,649
+1,453
+20% +$312K
REGN icon
112
Regeneron Pharmaceuticals
REGN
$78.2B
$1.6M 0.19%
2,318
+441
+23% +$278K
EOG icon
113
EOG Resources
EOG
$76.7B
$1.58M 0.19%
14,177
+2,359
+20% +$265K
BDX icon
114
Becton Dickinson
BDX
$46.9B
$1.56M 0.18%
6,989
+1,141
+20% +$284K
MMM icon
115
3M
MMM
$93B
$1.55M 0.18%
16,786
+2,691
+19% +$295K
PNC icon
116
PNC Financial Services
PNC
$102B
$1.54M 0.18%
10,329
+1,650
+19% +$267K
CME icon
117
CME Group
CME
$94.7B
$1.54M 0.18%
8,696
+1,422
+20% +$281K
HUM icon
118
Humana
HUM
$43.9B
$1.51M 0.18%
3,119
+482
+18% +$234K
WM icon
119
Waste Management
WM
$89.9B
$1.51M 0.18%
9,418
+1,518
+19% +$251K
CSX icon
120
CSX Corp
CSX
$93.5B
$1.46M 0.17%
54,958
+8,636
+19% +$268K
PXD
121
DELISTED
Pioneer Natural Resource Co.
PXD
$1.46M 0.17%
6,737
+2,676
+66% +$611K
DOW icon
122
Dow Inc
DOW
$21.7B
$1.45M 0.17%
33,029
+11,434
+53% +$580K
CL icon
123
Colgate-Palmolive
CL
$73B
$1.45M 0.17%
20,590
+3,330
+19% +$261K
VLO icon
124
Valero Energy
VLO
$88.6B
$1.45M 0.17%
13,532
+5,154
+62% +$567K
NUE icon
125
Nucor
NUE
$62.2B
$1.43M 0.17%
13,355
-42
-0.3% -$5.27K
3 4
5
6 7

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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.