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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
INCY icon
426
Incyte
INCY
$24B
$298K 0.04%
4,466
+750
+20% +$55.4K
HWM icon
427
Howmet Aerospace
HWM
$116B
$290K 0.03%
9,379
+1,540
+20% +$54K
VOO icon
428
Vanguard S&P 500 ETF
VOO
$1.01T
$290K 0.03%
884
+13
+1% +$4.75K
MAS icon
429
Masco
MAS
$14.8B
$287K 0.03%
6,139
+928
+18% +$48.3K
SWK icon
430
Stanley Black & Decker
SWK
$15.2B
$287K 0.03%
3,820
+586
+18% +$56.4K
GEN icon
431
Gen Digital
GEN
$16.6B
$284K 0.03%
14,116
+2,308
+20% +$53.4K
BF.B icon
432
Brown-Forman Class B
BF.B
$12.9B
$276K 0.03%
4,139
+730
+21% +$53.1K
LDOS icon
433
Leidos
LDOS
$16.9B
$270K 0.03%
3,085
+564
+22% +$55.1K
SNA icon
434
Snap-on
SNA
$21.4B
$265K 0.03%
1,318
-2,021
-61% -$436K
AES icon
435
AES
AES
$10.5B
$264K 0.03%
11,685
– –
CTLT
436
DELISTED
CATALENT, INC.
CTLT
$264K 0.03%
3,644
+728
+25% +$72.3K
KMX icon
437
CarMax
KMX
$8.28B
$263K 0.03%
3,984
+647
+19% +$59.1K
MGM icon
438
MGM Resorts International
MGM
$11.4B
$263K 0.03%
8,855
+1,371
+18% +$44.6K
L icon
439
Loews
L
$23.7B
$261K 0.03%
5,246
+776
+17% +$43.5K
TER icon
440
Teradyne
TER
$60.6B
$259K 0.03%
3,443
+647
+23% +$59K
LVS icon
441
Las Vegas Sands
LVS
$29.9B
$258K 0.03%
+6,868
New +$256K
PKG icon
442
Packaging Corp of America
PKG
$22.4B
$254K 0.03%
2,263
+387
+21% +$52.4K
AAP icon
443
Advance Auto Parts
AAP
$3.5B
$249K 0.03%
1,591
+246
+18% +$44.9K
MPWR icon
444
Monolithic Power Systems
MPWR
$67.6B
$245K 0.03%
+674
New +$300K
FOXA icon
445
Fox Class A
FOXA
$26B
$243K 0.03%
7,926
+1,270
+19% +$43K
IPG
446
DELISTED
Interpublic Group of Companies
IPG
$243K 0.03%
9,503
+1,565
+20% +$44.4K
SWAN icon
447
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$161M
$243K 0.03%
9,778
– –
UAL icon
448
United Airlines
UAL
$42B
$242K 0.03%
7,424
+1,311
+21% +$48.8K
ETSY icon
449
Etsy
ETSY
$7.87B
$240K 0.03%
+2,396
New +$245K
ABMD
450
DELISTED
Abiomed Inc
ABMD
$239K 0.03%
+974
New +$263K
16 17
18
19 20

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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.