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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
ADBE icon
51
Adobe
ADBE
$99.5B
$3.25M 0.39%
11,802
+2,094
+22% +$792K
LOW icon
52
Lowe's Companies
LOW
$117B
$3.24M 0.38%
17,253
+2,575
+18% +$502K
BIL icon
53
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
$3.17M 0.38%
+34,605
New +$3.17M
PM icon
54
Philip Morris
PM
$297B
$3.13M 0.37%
37,670
+6,066
+19% +$579K
AMGN icon
55
Amgen
AMGN
$208B
$3.12M 0.37%
13,837
+2,077
+18% +$503K
UNP icon
56
Union Pacific
UNP
$174B
$3.11M 0.37%
15,968
+2,470
+18% +$547K
CVS icon
57
CVS Health
CVS
$133B
$3.02M 0.36%
31,633
+5,189
+20% +$514K
RTX icon
58
RTX Corp
RTX
$290B
$2.97M 0.35%
36,263
+5,971
+20% +$540K
UPS icon
59
United Parcel Service
UPS
$88.6B
$2.85M 0.34%
17,621
+3,037
+21% +$575K
HON icon
60
Honeywell
HON
$77B
$2.82M 0.33%
17,916
+2,890
+19% +$503K
MS icon
61
Morgan Stanley
MS
$331B
$2.74M 0.33%
34,673
+5,385
+18% +$454K
ELV icon
62
Elevance Health
ELV
$81.5B
$2.71M 0.32%
5,959
+963
+19% +$461K
T icon
63
AT&T
T
$159B
$2.67M 0.32%
173,843
+29,047
+20% +$528K
INTC icon
64
Intel
INTC
$455B
$2.6M 0.31%
100,897
+16,632
+20% +$567K
IBM icon
65
IBM
IBM
$211B
$2.59M 0.31%
21,826
+3,606
+20% +$473K
INTU icon
66
Intuit
INTU
$86.5B
$2.58M 0.31%
6,662
+1,148
+21% +$496K
NKE icon
67
Nike
NKE
$61.9B
$2.56M 0.3%
30,751
+5,104
+20% +$549K
NFLX icon
68
Netflix
NFLX
$299B
$2.5M 0.3%
106,380
+16,980
+19% +$377K
AMD icon
69
Advanced Micro Devices
AMD
$776B
$2.49M 0.3%
39,359
+6,768
+21% +$576K
SCHW
70
Charles Schwab
SCHW
$183B
$2.47M 0.29%
34,358
+6,083
+22% +$422K
MOOD icon
71
Relative Sentiment Tactical Allocation ETF
MOOD
$131M
$2.46M 0.29%
110,117
– –
PYPL icon
72
PayPal
PYPL
$48.9B
$2.44M 0.29%
28,367
+4,670
+20% +$414K
GS icon
73
Goldman Sachs
GS
$300B
$2.42M 0.29%
8,263
+1,375
+20% +$445K
SBUX icon
74
Starbucks
SBUX
$120B
$2.41M 0.29%
28,622
+4,590
+19% +$390K
DE icon
75
Deere & Co
DE
$160B
$2.39M 0.28%
7,158
+1,121
+19% +$384K
1 2
3
4 5

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 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

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.