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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
CBRE icon
276
CBRE Group
CBRE
$43.2B
$669K 0.07%
8,692
+627
+8% +$46.3K
STZ icon
277
Constellation Brands
STZ
$22.7B
$666K 0.07%
2,873
– –
COR icon
278
Cencora
COR
$61.8B
$663K 0.07%
4,002
+368
+10% +$58.1K
TROW icon
279
T. Rowe Price
TROW
$24.3B
$660K 0.07%
6,049
+490
+9% +$55.4K
ALB icon
280
Albemarle
ALB
$14.7B
$659K 0.07%
3,038
+263
+9% +$70.1K
AAWW
281
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$658K 0.07%
6,529
+59
+0.9% +$5.91K
GWW icon
282
W.W. Grainger
GWW
$60.2B
$656K 0.07%
1,180
+104
+10% +$58.7K
GPC icon
283
Genuine Parts
GPC
$18.2B
$655K 0.07%
3,776
+297
+9% +$51.7K
ODFL icon
284
Old Dominion Freight Line
ODFL
$44B
$653K 0.07%
4,604
+388
+9% +$55.1K
GLW icon
285
Corning
GLW
$139B
$651K 0.07%
20,369
+1,638
+9% +$53.1K
CPRT icon
286
Copart
CPRT
$26.6B
$650K 0.07%
21,342
+1,718
+9% +$51.4K
BKR icon
287
Baker Hughes
BKR
$62.1B
$646K 0.07%
21,872
+2,620
+14% +$72.3K
ENPH icon
288
Enphase Energy
ENPH
$5.17B
$633K 0.07%
2,388
+298
+14% +$86.7K
EIX icon
289
Edison International
EIX
$26.3B
$631K 0.07%
9,919
+779
+9% +$47.8K
STLA icon
290
Stellantis
STLA
$21.2B
$629K 0.07%
44,265
+17,199
+64% +$239K
EFX icon
291
Equifax
EFX
$20.7B
$626K 0.06%
3,220
+273
+9% +$49.9K
VMC icon
292
Vulcan Materials
VMC
$36.7B
$612K 0.06%
3,495
+284
+9% +$48.6K
WDC icon
293
Western Digital
WDC
$157B
$607K 0.06%
25,472
+127
+0.5% +$3.35K
CDW icon
294
CDW
CDW
$17.8B
$606K 0.06%
3,392
+280
+9% +$49.2K
FITB
295
Fifth Third Bancorp
FITB
$52.3B
$602K 0.06%
18,334
+1,476
+9% +$50.4K
DTE icon
296
DTE Energy
DTE
$29.1B
$597K 0.06%
5,082
+394
+8% +$44.7K
FE icon
297
FirstEnergy
FE
$27.6B
$597K 0.06%
14,229
+1,042
+8% +$40.7K
ETR icon
298
Entergy
ETR
$49.8B
$596K 0.06%
10,592
+840
+9% +$46.1K
AEE icon
299
Ameren
AEE
$30.1B
$594K 0.06%
6,681
+530
+9% +$44.5K
BBWI icon
300
Bath & Body Works
BBWI
$4.15B
$591K 0.06%
14,036
+491
+4% +$18.3K
10 11
12
13 14

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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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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.