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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
FTV icon
301
Fortive
FTV
$18.4B
$586K 0.06%
12,110
+1,014
+9% +$49.1K
PPL
302
PPL Corp
PPL
$26B
$581K 0.06%
19,889
+1,396
+8% +$38.4K
CAH icon
303
Cardinal Health
CAH
$55.7B
$574K 0.06%
7,473
+523
+8% +$39.7K
TEX icon
304
Terex
TEX
$7.47B
$569K 0.06%
13,327
+121
+0.9% +$4.87K
IFF icon
305
International Flavors & Fragrances
IFF
$21.6B
$569K 0.06%
5,427
+564
+12% +$55.4K
MTB icon
306
M&T Bank
MTB
$36.1B
$566K 0.06%
3,901
+380
+11% +$62.5K
NDAQ icon
307
Nasdaq
NDAQ
$52.9B
$563K 0.06%
9,171
+747
+9% +$46.5K
AMKR icon
308
Amkor Technology
AMKR
$13.5B
$559K 0.06%
23,303
+212
+0.9% +$4.91K
MLM icon
309
Martin Marietta Materials
MLM
$32.3B
$555K 0.06%
1,642
+135
+9% +$46.1K
WBD icon
310
Warner Bros
WBD
$66.2B
$553K 0.06%
58,324
+4,904
+9% +$55.4K
HPE icon
311
Hewlett Packard
HPE
$69.4B
$553K 0.06%
34,618
+2,749
+9% +$40.5K
DAL icon
312
Delta Air Lines
DAL
$60.5B
$551K 0.06%
16,768
+1,324
+9% +$43.9K
RF icon
313
Regions Financial
RF
$26.8B
$547K 0.06%
25,392
+2,017
+9% +$43.7K
FRC
314
DELISTED
First Republic Bank
FRC
$546K 0.06%
4,477
+422
+10% +$51.5K
PFG icon
315
Principal Financial Group
PFG
$24.7B
$546K 0.06%
6,501
+457
+8% +$39.2K
MKC icon
316
McCormick & Company Non-Voting
MKC
$14.1B
$542K 0.06%
6,539
+505
+8% +$40.7K
WAT icon
317
Waters Corp
WAT
$39.2B
$539K 0.06%
1,573
+124
+9% +$39.2K
DKS icon
318
Dick's Sporting Goods
DKS
$17.8B
$539K 0.06%
4,479
+40
+0.9% +$4.51K
ATKR icon
319
Atkore
ATKR
$3.16B
$533K 0.06%
4,699
+42
+0.9% +$4.4K
PWR icon
320
Quanta Services
PWR
$100B
$527K 0.05%
3,699
+287
+8% +$40.8K
XYL icon
321
Xylem
XYL
$28.2B
$525K 0.05%
4,751
+379
+9% +$39.7K
LUV icon
322
Southwest Airlines
LUV
$23B
$521K 0.05%
15,469
+1,229
+9% +$44.3K
CHD icon
323
Church & Dwight Co
CHD
$24.5B
$520K 0.05%
6,449
+488
+8% +$37.4K
DOV icon
324
Dover
DOV
$28.4B
$514K 0.05%
3,797
+305
+9% +$40.5K
DGX icon
325
Quest Diagnostics
DGX
$26.3B
$514K 0.05%
3,286
+222
+7% +$31.9K
11 12
13
14 15

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BCM
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NAAA
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IVAV
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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.