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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
MGY icon
351
Magnolia Oil & Gas
MGY
$5.86B
$380K 0.05%
19,195
+140
+0.7% +$3.1K
OVV icon
352
Ovintiv
OVV
$16.6B
$380K 0.05%
+8,257
New +$394K
AN icon
353
AutoNation
AN
$6.99B
$379K 0.04%
3,722
-196
-5% -$23K
PAG icon
354
Penske Automotive Group
PAG
$14.2B
$379K 0.04%
+3,850
New +$429K
DGX icon
355
Quest Diagnostics
DGX
$26.3B
$376K 0.04%
3,064
-2,825
-48% -$372K
UTHR icon
356
United Therapeutics
UTHR
$22.9B
$376K 0.04%
+1,796
New +$402K
CFG icon
357
Citizens Financial Group
CFG
$30.5B
$375K 0.04%
10,903
+1,969
+22% +$72.8K
IR icon
358
Ingersoll Rand
IR
$34.2B
$375K 0.04%
8,674
+1,616
+23% +$76.1K
RS icon
359
Reliance Steel & Aluminium
RS
$21.3B
$374K 0.04%
2,142
-1,137
-35% -$209K
WGO icon
360
Winnebago Industries
WGO
$885M
$374K 0.04%
+7,024
New +$408K
HUN icon
361
Huntsman Corp
HUN
$1.78B
$373K 0.04%
+15,214
New +$428K
TOL icon
362
Toll Brothers
TOL
$14.1B
$373K 0.04%
+8,890
New +$412K
KEY icon
363
KeyCorp
KEY
$24.3B
$372K 0.04%
23,230
+3,701
+19% +$66.3K
SM icon
364
SM Energy
SM
$6.88B
$372K 0.04%
+9,886
New +$389K
SYF icon
365
Synchrony
SYF
$25.6B
$372K 0.04%
13,200
+1,941
+17% +$62.6K
GPI icon
366
Group 1 Automotive
GPI
$3.23B
$370K 0.04%
2,590
+19
+0.7% +$3.26K
WIRE
367
DELISTED
Encore Wire Corp
WIRE
$368K 0.04%
+3,186
New +$388K
HLT icon
368
Hilton Worldwide
HLT
$72.5B
$367K 0.04%
3,045
– –
SJM icon
369
J.M. Smucker
SJM
$12.7B
$365K 0.04%
2,654
+424
+19% +$57.8K
ALGN icon
370
Align Technology
ALGN
$12B
$363K 0.04%
1,752
+291
+20% +$74.9K
ATKR icon
371
Atkore
ATKR
$3.16B
$362K 0.04%
4,657
-4,952
-52% -$428K
KLIC icon
372
Kulicke & Soffa
KLIC
$4.74B
$358K 0.04%
9,284
+68
+0.7% +$3.01K
BCC icon
373
Boise Cascade
BCC
$2.94B
$357K 0.04%
6,004
+44
+0.7% +$2.83K
AA icon
374
Alcoa
AA
$12.5B
$356K 0.04%
10,580
+1,162
+12% +$54.2K
PAYC icon
375
Paycom
PAYC
$10.1B
$355K 0.04%
1,076
+196
+22% +$67.5K
13 14
15
16 17

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AAP
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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.