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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
EA icon
201
Electronic Arts
EA
$52.9B
$802K 0.1%
6,932
+1,106
+19% +$140K
NEM icon
202
Newmont
NEM
$103B
$800K 0.09%
19,025
+3,159
+20% +$148K
CTRA
203
DELISTED
Coterra Energy
CTRA
$799K 0.09%
30,573
+17,751
+138% +$508K
TWTR
204
DELISTED
Twitter, Inc.
TWTR
$799K 0.09%
18,228
+3,501
+24% +$143K
MCHP icon
205
Microchip Technology
MCHP
$43.8B
$794K 0.09%
13,011
+2,224
+21% +$146K
MNST icon
206
Monster Beverage
MNST
$92.1B
$793K 0.09%
18,232
+3,024
+20% +$139K
MRO
207
DELISTED
Marathon Oil Corporation
MRO
$793K 0.09%
35,115
+19,115
+119% +$453K
KMI icon
208
Kinder Morgan
KMI
$69.9B
$790K 0.09%
47,464
+7,945
+20% +$141K
MOS icon
209
The Mosaic Company
MOS
$7.22B
$790K 0.09%
16,346
+9,193
+129% +$475K
HSY icon
210
Hershey
HSY
$36B
$781K 0.09%
3,543
+578
+19% +$130K
FTNT icon
211
Fortinet
FTNT
$123B
$775K 0.09%
15,767
+2,690
+21% +$146K
GPN icon
212
Global Payments
GPN
$24.1B
$767K 0.09%
7,095
+1,130
+19% +$139K
KR icon
213
Kroger
KR
$35.4B
$763K 0.09%
17,448
+2,602
+18% +$124K
DLTR icon
214
Dollar Tree
DLTR
$25.1B
$761K 0.09%
5,593
+874
+19% +$136K
PH icon
215
Parker-Hannifin
PH
$125B
$759K 0.09%
3,134
+509
+19% +$138K
RMD icon
216
ResMed
RMD
$32.4B
$756K 0.09%
3,461
+584
+20% +$133K
CTSH icon
217
Cognizant
CTSH
$25.3B
$744K 0.09%
12,958
+2,107
+19% +$138K
OLN icon
218
Olin
OLN
$2.17B
$737K 0.09%
17,181
+8,909
+108% +$451K
ALB icon
219
Albemarle
ALB
$14.2B
$734K 0.09%
2,775
+473
+21% +$120K
HPQ icon
220
HP
HPQ
$26.4B
$734K 0.09%
29,454
-12,564
-30% -$386K
BNY
221
Bank of New York Mellon
BNY
$106B
$733K 0.09%
19,040
+2,944
+18% +$126K
STLD icon
222
Steel Dynamics
STLD
$38B
$731K 0.09%
10,299
-2,489
-19% -$188K
ROST icon
223
Ross Stores
ROST
$80.5B
$727K 0.09%
8,623
+1,382
+19% +$117K
HES
224
DELISTED
Hess
HES
$725K 0.09%
6,654
+1,126
+20% +$125K
CMI icon
225
Cummins
CMI
$87.8B
$720K 0.09%
3,538
+569
+19% +$121K
7 8
9
10 11

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BCM
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SC
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NAAA
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IVAV
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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.