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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
M icon
251
Macy's
M
$6.61B
$658K 0.08%
41,992
+4,728
+13% +$83.7K
NVR icon
252
NVR
NVR
$16.9B
$658K 0.08%
165
+108
+189% +$460K
CEG icon
253
Constellation Energy
CEG
$93.2B
$649K 0.08%
7,803
+1,279
+20% +$94.3K
ES icon
254
Eversource Energy
ES
$27.1B
$648K 0.08%
8,307
+1,373
+20% +$121K
OTIS icon
255
Otis Worldwide
OTIS
$28.1B
$643K 0.08%
10,086
+1,704
+20% +$125K
FAST icon
256
Fastenal
FAST
$58.3B
$641K 0.08%
27,842
+4,508
+19% +$114K
PPG icon
257
PPG Industries
PPG
$26B
$639K 0.08%
5,777
+947
+20% +$117K
AME icon
258
Ametek
AME
$57.6B
$635K 0.08%
5,598
+922
+20% +$111K
WDC icon
259
Western Digital
WDC
$156B
$624K 0.07%
25,345
+17,173
+210% +$570K
MTB icon
260
M&T Bank
MTB
$36.1B
$621K 0.07%
3,521
+715
+25% +$127K
MTD icon
261
Mettler-Toledo International
MTD
$28.5B
$619K 0.07%
571
+94
+20% +$117K
X
262
DELISTED
US Steel
X
$618K 0.07%
34,101
+20,323
+148% +$435K
AAWW
263
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$618K 0.07%
6,470
+47
+0.7% +$4.14K
WBD icon
264
Warner Bros
WBD
$66.2B
$614K 0.07%
53,420
+9,404
+21% +$128K
ROK icon
265
Rockwell Automation
ROK
$49.2B
$611K 0.07%
2,840
+468
+20% +$109K
PHM icon
266
Pultegroup
PHM
$24.7B
$609K 0.07%
16,247
+221
+1% +$9.29K
ANET icon
267
Arista Networks
ANET
$242B
$588K 0.07%
20,836
+3,792
+22% +$109K
CLF icon
268
Cleveland-Cliffs
CLF
$6.98B
$586K 0.07%
43,475
+3,975
+10% +$66.1K
TROW icon
269
T. Rowe Price
TROW
$24.2B
$584K 0.07%
5,559
+918
+20% +$110K
ENPH icon
270
Enphase Energy
ENPH
$5.24B
$580K 0.07%
2,090
+539
+35% +$145K
TPR icon
271
Tapestry
TPR
$32.7B
$579K 0.07%
20,382
+1,164
+6% +$38.9K
AWK icon
272
American Water Works
AWK
$26.8B
$575K 0.07%
4,416
+724
+20% +$109K
IT icon
273
Gartner
IT
$11.7B
$573K 0.07%
2,070
+320
+18% +$89.7K
EBAY icon
274
eBay
EBAY
$48.9B
$572K 0.07%
15,535
+2,177
+16% +$97K
PARA
275
DELISTED
Paramount Global Class B
PARA
$565K 0.07%
29,658
-9,550
-24% -$229K
9 10
11
12 13

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AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return
BWC
Blue Whale Capital London, United Kingdom $2.1B AUM 97.03% 1-Year Est. Return

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.