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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
+9.59%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$966M
AUM Growth
+$123M
Cap. Flow
+$60.3M
Cap. Flow %
6.24%
Top 10 Hldgs %
26%
Holding
507
New
27
Increased
444
Reduced
17
Closed
14

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.37M
2
AAPL icon
Apple
AAPL
+$4.07M
3
MSFT icon
Microsoft
MSFT
+$3.76M
4
HIDE icon
Alpha Architect High Inflation and Deflation ETF
HIDE
+$3.62M
5
NTSX icon
WisdomTree US Efficient Core Fund
NTSX
+$2.13M

Top Sells

Rank Stock Value
1
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$5.46M
2
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$2.06M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$1.9M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$1.84M
5
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$1.2M

Sector Composition

Rank Sector Weight
1 Technology 19.81%
2 Healthcare 13.66%
3 Financials 11.12%
4 Consumer Discretionary 8.39%
5 Industrials 7.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
M icon
226
Macy's
M
$6.71B
$872K 0.09%
42,238
+246
+0.6% +$5.04K
TDG icon
227
TransDigm Group
TDG
$69.4B
$871K 0.09%
1,383
+103
+8% +$60.7K
ED icon
228
Consolidated Edison
ED
$39.9B
$869K 0.09%
9,120
+744
+9% +$67.7K
OTIS icon
229
Otis Worldwide
OTIS
$27.8B
$858K 0.09%
10,958
+872
+9% +$64.4K
X
230
DELISTED
US Steel
X
$857K 0.09%
34,228
+127
+0.4% +$2.93K
AME icon
231
Ametek
AME
$58.4B
$849K 0.09%
6,076
+478
+9% +$63.4K
DLTR icon
232
Dollar Tree
DLTR
$24.7B
$843K 0.09%
5,962
+369
+7% +$54.9K
FTNT icon
233
Fortinet
FTNT
$120B
$837K 0.09%
17,118
+1,351
+9% +$70.4K
KR icon
234
Kroger
KR
$34.7B
$832K 0.09%
18,672
+1,224
+7% +$56.2K
PEG icon
235
Public Service Enterprise Group
PEG
$37.7B
$816K 0.08%
13,314
+1,006
+8% +$58.4K
HPQ icon
236
HP
HPQ
$26.1B
$815K 0.08%
30,343
+889
+3% +$24.6K
WLK icon
237
Westlake Corp
WLK
$10.1B
$815K 0.08%
7,950
+62
+0.8% +$6.25K
VSXY
238
Victoria's Secret
VSXY
$7.14B
$815K 0.08%
22,768
+128
+0.6% +$5.09K
ILMN icon
239
Illumina
ILMN
$30.2B
$811K 0.08%
4,124
+384
+10% +$79.6K
ARCH
240
DELISTED
Arch Resources, Inc.
ARCH
$805K 0.08%
5,641
+44
+0.8% +$6.44K
CF icon
241
CF Industries
CF
$17.9B
$804K 0.08%
9,431
+407
+5% +$41.3K
CTSH icon
242
Cognizant
CTSH
$25.1B
$802K 0.08%
14,026
+1,068
+8% +$62.6K
TPR icon
243
Tapestry
TPR
$32.2B
$800K 0.08%
21,000
+618
+3% +$21.2K
NVR icon
244
NVR
NVR
$17B
$798K 0.08%
173
+8
+5% +$35.2K
CTRA
245
DELISTED
Coterra Energy
CTRA
$795K 0.08%
32,355
+1,782
+6% +$49.1K
ROK icon
246
Rockwell Automation
ROK
$50.1B
$794K 0.08%
3,083
+243
+9% +$61K
KEYS icon
247
Keysight
KEYS
$57.4B
$791K 0.08%
4,625
+377
+9% +$64.3K
PPG icon
248
PPG Industries
PPG
$26.5B
$791K 0.08%
6,288
+511
+9% +$62.6K
RMD icon
249
ResMed
RMD
$32.4B
$786K 0.08%
3,776
+315
+9% +$69.2K
WEC icon
250
WEC Energy
WEC
$35.3B
$780K 0.08%
8,320
+641
+8% +$59.2K
8 9
10
11 12

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AAP
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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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CF
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Empirical Finance's Q4 2022 Portfolio in Review

As of Q4 2022, Empirical Finance held 507 positions worth $966M, up 15% from $843M the previous quarter. Its ten largest holdings account for 26% of the portfolio.

Empirical Finance deployed $60.3M of net new capital in Q4 2022, opening 27 new positions and adding to 444 existing holdings. Its largest new stake was Alpha Architect High Inflation and Deflation ETF: 146,138 shares worth $3.42M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, an estimated $2.06M trimmed.

  • Empirical Finance's largest Q4 2022 buy was Alpha Architect High Inflation and Deflation ETF: 146,138 shares worth $3.42M.
  • Empirical Finance added most to iShares 0-1 Year Treasury Bond ETF in Q4 2022, an estimated $6.37M increase.
  • Empirical Finance's biggest Q4 2022 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $2.06M.
  • Empirical Finance fully exited Vanguard Short-Term Inflation-Protected Securities Index Fund in Q4 2022, selling an estimated $5.46M.
  • Empirical Finance's ten largest holdings make up 26% of its $966M portfolio in Q4 2022.
  • Empirical Finance opened 27 new positions and closed 14 in Q4 2022.
  • Empirical Finance's portfolio value rose 15% quarter-over-quarter to $966M.

Based on Empirical Finance's 13F filing for Q4 2022, filed 24 Jan 2023.