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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
HCA icon
151
HCA Healthcare
HCA
$86.3B
$1.11M 0.13%
6,018
+870
+17% +$173K
ADM icon
152
Archer Daniels Midland
ADM
$38.5B
$1.09M 0.13%
13,593
+2,253
+20% +$185K
FIS icon
153
Fidelity National Information Services
FIS
$22.3B
$1.09M 0.13%
14,458
+2,473
+21% +$230K
MET icon
154
MetLife
MET
$61.8B
$1.09M 0.13%
17,967
+2,700
+18% +$172K
CDNS icon
155
Cadence Design Systems
CDNS
$94B
$1.08M 0.13%
6,634
+1,110
+20% +$191K
CNC icon
156
Centene
CNC
$31.9B
$1.08M 0.13%
13,895
+2,349
+20% +$210K
EMR icon
157
Emerson Electric
EMR
$86.4B
$1.07M 0.13%
14,603
+2,411
+20% +$200K
GM icon
158
General Motors
GM
$77.7B
$1.07M 0.13%
33,247
-3,134
-9% -$115K
F icon
159
Ford
F
$57B
$1.06M 0.13%
95,017
+15,643
+20% +$219K
AEP icon
160
American Electric Power
AEP
$69.9B
$1.06M 0.13%
12,210
+2,060
+20% +$204K
LHX icon
161
L3Harris
LHX
$53.1B
$1.04M 0.12%
5,028
+769
+18% +$177K
CTVA icon
162
Corteva
CTVA
$51.7B
$1.02M 0.12%
17,914
+2,938
+20% +$171K
PDBC icon
163
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.19B
$1.01M 0.12%
62,303
-17,644
-22% -$303K
CMG icon
164
Chipotle Mexican Grill
CMG
$44.2B
$1.01M 0.12%
33,500
+5,750
+21% +$178K
BIIB icon
165
Biogen
BIIB
$30.7B
$996K 0.12%
3,730
+578
+18% +$123K
CHTR icon
166
Charter Communications
CHTR
$18B
$986K 0.12%
3,251
+473
+17% +$202K
ADSK icon
167
Autodesk
ADSK
$49.8B
$977K 0.12%
5,230
+885
+20% +$179K
COF icon
168
Capital One
COF
$136B
$973K 0.12%
10,554
+1,517
+17% +$162K
APH icon
169
Amphenol
APH
$212B
$970K 0.12%
28,970
+4,762
+20% +$173K
AIG icon
170
American International
AIG
$42B
$964K 0.11%
20,297
+3,049
+18% +$160K
MCO icon
171
Moody's
MCO
$83.6B
$955K 0.11%
3,928
+633
+19% +$184K
ATVI
172
DELISTED
Activision Blizzard
ATVI
$952K 0.11%
12,809
– –
KMB icon
173
Kimberly-Clark
KMB
$36.9B
$929K 0.11%
8,251
+1,338
+19% +$174K
MAR icon
174
Marriott International
MAR
$89.7B
$929K 0.11%
6,630
+1,138
+21% +$174K
TRV icon
175
Travelers Companies
TRV
$78.7B
$929K 0.11%
6,066
+959
+19% +$156K
5 6
7
8 9

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AAP
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BCM
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SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
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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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.