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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
TFC icon
126
Truist Financial
TFC
$64.7B
$1.42M 0.17%
32,576
+5,298
+19% +$255K
DG icon
127
Dollar General
DG
$28.1B
$1.39M 0.17%
5,810
+907
+18% +$224K
D icon
128
Dominion Energy
D
$60.1B
$1.36M 0.16%
19,738
+3,280
+20% +$265K
USB icon
129
US Bancorp
USB
$100B
$1.34M 0.16%
33,212
+5,375
+19% +$249K
BSX icon
130
Boston Scientific
BSX
$69.8B
$1.33M 0.16%
34,460
+5,706
+20% +$229K
FISV
131
Fiserv Inc
FISV
$29.8B
$1.32M 0.16%
14,118
+2,423
+21% +$247K
MCK icon
132
McKesson
MCK
$99.6B
$1.29M 0.15%
3,787
+568
+18% +$197K
NSC icon
133
Norfolk Southern
NSC
$76.2B
$1.27M 0.15%
6,046
+945
+19% +$227K
LRCX icon
134
Lam Research
LRCX
$402B
$1.26M 0.15%
34,560
+5,590
+19% +$249K
ITW icon
135
Illinois Tool Works
ITW
$85.2B
$1.26M 0.15%
6,992
+1,130
+19% +$223K
FCX icon
136
Freeport-McMoran
FCX
$100B
$1.26M 0.15%
46,097
-8,321
-15% -$244K
APD icon
137
Air Products & Chemicals
APD
$65.8B
$1.25M 0.15%
5,389
+895
+20% +$222K
EW icon
138
Edwards Lifesciences
EW
$52.2B
$1.25M 0.15%
15,067
+2,497
+20% +$240K
SHW icon
139
Sherwin-Williams
SHW
$88.7B
$1.22M 0.14%
5,941
+953
+19% +$226K
EL icon
140
Estee Lauder
EL
$31.5B
$1.2M 0.14%
5,571
+933
+20% +$238K
GD icon
141
General Dynamics
GD
$104B
$1.2M 0.14%
5,660
+908
+19% +$205K
ORLY icon
142
O'Reilly Automotive
ORLY
$75.7B
$1.18M 0.14%
25,230
+3,810
+18% +$178K
DVN icon
143
Devon Energy
DVN
$49.4B
$1.18M 0.14%
19,561
+8,689
+80% +$540K
TSN icon
144
Tyson Foods
TSN
$20.6B
$1.15M 0.14%
17,437
+590
+4% +$46.7K
VT icon
145
Vanguard Total World Stock ETF
VT
$79.8B
$1.13M 0.13%
14,304
– –
GIS icon
146
General Mills
GIS
$19.2B
$1.12M 0.13%
14,678
+2,322
+19% +$177K
KLAC icon
147
KLA
KLAC
$262B
$1.12M 0.13%
37,090
+5,980
+19% +$207K
AZO icon
148
AutoZone
AZO
$49.5B
$1.12M 0.13%
523
+76
+17% +$166K
SRE icon
149
Sempra
SRE
$56B
$1.12M 0.13%
14,902
+2,480
+20% +$201K
EXPD icon
150
Expeditors International
EXPD
$24.2B
$1.11M 0.13%
12,586
+4,834
+62% +$484K
4 5
6
7 8

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BCM
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SC
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NAAA
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IVAV
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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.