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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
DUDE
226
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
$720K 0.09%
32,705
– –
CARR icon
227
Carrier Global
CARR
$52.7B
$719K 0.09%
20,224
+3,389
+20% +$133K
ED icon
228
Consolidated Edison
ED
$40.2B
$718K 0.09%
8,376
+1,403
+20% +$135K
AMP icon
229
Ameriprise Financial
AMP
$49.5B
$707K 0.08%
2,807
+438
+18% +$115K
PCAR icon
230
PACCAR
PCAR
$69.5B
$701K 0.08%
12,570
+2,064
+20% +$120K
PVH icon
231
PVH
PVH
$3.99B
$698K 0.08%
15,589
+8,279
+113% +$492K
RSG icon
232
Republic Services
RSG
$64.5B
$697K 0.08%
5,124
+831
+19% +$116K
ILMN icon
233
Illumina
ILMN
$29.3B
$694K 0.08%
3,740
+618
+20% +$122K
DXCM icon
234
DexCom
DXCM
$31.3B
$693K 0.08%
8,608
+1,587
+23% +$134K
PEG icon
235
Public Service Enterprise Group
PEG
$37.4B
$692K 0.08%
12,308
+2,016
+20% +$130K
DD icon
236
DuPont de Nemours
DD
$19.5B
$689K 0.08%
10,889
+1,632
+18% +$116K
MATX icon
237
Matsons
MATX
$6.17B
$689K 0.08%
11,206
+6,110
+120% +$469K
WEC icon
238
WEC Energy
WEC
$35.2B
$687K 0.08%
7,679
+1,256
+20% +$128K
WLK icon
239
Westlake Corp
WLK
$9.93B
$685K 0.08%
7,888
-821
-9% -$78.7K
BOB
240
DELISTED
Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
$684K 0.08%
33,921
– –
TDG icon
241
TransDigm Group
TDG
$69.8B
$672K 0.08%
1,280
+212
+20% +$126K
APA icon
242
APA Corp
APA
$12.9B
$669K 0.08%
19,556
-9,642
-33% -$345K
IDXX icon
243
Idexx Laboratories
IDXX
$46.5B
$669K 0.08%
2,054
+335
+19% +$123K
KEYS icon
244
Keysight
KEYS
$57.6B
$668K 0.08%
4,248
+731
+21% +$117K
VRSK icon
245
Verisk Analytics
VRSK
$24.7B
$668K 0.08%
3,916
+633
+19% +$118K
ARCH
246
DELISTED
Arch Resources, Inc.
ARCH
$664K 0.08%
5,597
+3,071
+122% +$425K
DFS
247
DELISTED
Discover Financial Services
DFS
$661K 0.08%
7,267
+1,091
+18% +$110K
STZ icon
248
Constellation Brands
STZ
$22.6B
$660K 0.08%
2,873
+58
+2% +$14.1K
BAX icon
249
Baxter International
BAX
$14B
$659K 0.08%
12,242
+2,009
+20% +$121K
VSXY
250
Victoria's Secret
VSXY
$7.43B
$659K 0.08%
22,640
+12,685
+127% +$428K
8 9
10
11 12

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BCM
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NAAA
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IVAV
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GA
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HJGA
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BWC
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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.