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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
LPX icon
376
Louisiana-Pacific
LPX
$5.3B
$354K 0.04%
6,915
-7,496
-52% -$426K
ASO icon
377
Academy Sports + Outdoors
ASO
$2.94B
$353K 0.04%
+8,372
New +$367K
LYB icon
378
LyondellBasell Industries
LYB
$19.8B
$353K 0.04%
4,684
-4,937
-51% -$417K
WIZ
379
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$353K 0.04%
12,442
-634
-5% -$19.1K
SHOO icon
380
Steven Madden
SHOO
$3.53B
$352K 0.04%
+13,212
New +$416K
WAB icon
381
Wabtec
WAB
$49.9B
$349K 0.04%
4,294
+745
+21% +$65.8K
ARW icon
382
Arrow Electronics
ARW
$11.4B
$348K 0.04%
3,775
-4,128
-52% -$451K
SWKS icon
383
Skyworks Solutions
SWKS
$10.1B
$345K 0.04%
4,043
+654
+19% +$66.9K
BBY icon
384
Best Buy
BBY
$16.9B
$344K 0.04%
5,433
-3,600
-40% -$267K
RVTY icon
385
Revvity
RVTY
$12.7B
$344K 0.04%
2,860
+503
+21% +$70.9K
TDY icon
386
Teledyne Technologies
TDY
$31.9B
$340K 0.04%
1,008
+185
+22% +$70.6K
IEX icon
387
IDEX
IEX
$17.2B
$339K 0.04%
1,698
+296
+21% +$59.8K
NTAP icon
388
NetApp
NTAP
$37.6B
$339K 0.04%
5,473
+897
+20% +$62.4K
TPH
389
DELISTED
Tri Pointe Homes
TPH
$339K 0.04%
22,446
+164
+0.7% +$2.9K
CPAY icon
390
Corpay
CPAY
$26B
$339K 0.04%
1,922
+306
+19% +$65.6K
LIN icon
391
Linde
LIN
$226B
$337K 0.04%
1,251
– –
KFY icon
392
Korn Ferry
KFY
$4.2B
$336K 0.04%
7,155
+52
+0.7% +$3.07K
CRI icon
393
Carter's
CRI
$1.48B
$334K 0.04%
5,102
+37
+0.7% +$2.83K
LAD icon
394
Lithia Motors
LAD
$8.26B
$334K 0.04%
1,555
-1,369
-47% -$358K
TTWO icon
395
Take-Two Interactive
TTWO
$43.5B
$334K 0.04%
3,060
+692
+29% +$85.9K
J icon
396
Jacobs Solutions
J
$16.9B
$331K 0.04%
3,687
+513
+16% +$53.2K
AVY icon
397
Avery Dennison
AVY
$13.2B
$329K 0.04%
2,022
+330
+20% +$59.9K
FMC icon
398
FMC
FMC
$1.32B
$329K 0.04%
3,116
+510
+20% +$55.1K
OMC icon
399
Omnicom Group
OMC
$22.6B
$328K 0.04%
5,202
-5,596
-52% -$379K
CINF icon
400
Cincinnati Financial
CINF
$27.5B
$327K 0.04%
3,650
+616
+20% +$63.5K
14 15
16
17 18

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AAP
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BCM
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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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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.