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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
ROP icon
176
Roper Technologies
ROP
$38.8B
$922K 0.11%
2,563
+428
+20% +$174K
MSI icon
177
Motorola Solutions
MSI
$73.5B
$916K 0.11%
4,091
+675
+20% +$159K
LEN icon
178
Lennar Class A
LEN
$21B
$913K 0.11%
12,645
+1,099
+10% +$85.4K
A icon
179
Agilent Technologies
A
$39.3B
$899K 0.11%
7,394
+1,205
+19% +$155K
PSX icon
180
Phillips 66
PSX
$82.5B
$896K 0.11%
11,099
+1,986
+22% +$169K
ALL icon
181
Allstate
ALL
$67.6B
$894K 0.11%
7,175
+1,059
+17% +$132K
FDX icon
182
FedEx
FDX
$74.1B
$892K 0.11%
6,010
+1,087
+22% +$229K
EXC icon
183
Exelon
EXC
$47.2B
$889K 0.11%
23,731
+3,926
+20% +$174K
ECL icon
184
Ecolab
ECL
$79.7B
$872K 0.1%
6,040
+992
+20% +$161K
PAYX icon
185
Paychex
PAYX
$42.2B
$872K 0.1%
7,772
+1,279
+20% +$159K
CF icon
186
CF Industries
CF
$18.1B
$869K 0.1%
9,024
+4,677
+108% +$456K
SYY icon
187
Sysco
SYY
$39.6B
$869K 0.1%
12,286
+2,056
+20% +$171K
AFL icon
188
Aflac
AFL
$63.7B
$865K 0.1%
15,385
+2,343
+18% +$138K
MO icon
189
Altria Group
MO
$114B
$863K 0.1%
21,361
– –
LH icon
190
Labcorp
LH
$25.3B
$860K 0.1%
4,885
-1,534
-24% -$314K
BTU icon
191
Peabody Energy
BTU
$2.72B
$850K 0.1%
34,249
+15,384
+82% +$345K
FANG icon
192
Diamondback Energy
FANG
$54B
$842K 0.1%
6,993
+3,761
+116% +$469K
XEL icon
193
Xcel Energy
XEL
$48.6B
$833K 0.1%
13,022
+2,186
+20% +$159K
VXUS icon
194
Vanguard Total International Stock ETF
VXUS
$158B
$832K 0.1%
18,168
+88
+0.5% +$4.5K
MSCI icon
195
MSCI
MSCI
$41.5B
$827K 0.1%
1,961
+327
+20% +$150K
CTAS icon
196
Cintas
CTAS
$81.5B
$822K 0.1%
8,472
+1,392
+20% +$142K
IQV icon
197
IQVIA
IQV
$37.6B
$817K 0.1%
4,509
+763
+20% +$167K
HOLX
198
DELISTED
Hologic
HOLX
$814K 0.1%
12,609
-5,540
-31% -$384K
MTDR icon
199
Matador Resources
MTDR
$6.06B
$814K 0.1%
16,630
+7,663
+85% +$414K
PRU icon
200
Prudential Financial
PRU
$42.9B
$809K 0.1%
9,434
+1,501
+19% +$144K
6 7
8
9 10

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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
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
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.