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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
OMC icon
351
Omnicom Group
OMC
$22.6B
$457K 0.05%
5,605
+403
+8% +$29.9K
WU icon
352
Western Union
WU
$2.23B
$457K 0.05%
33,180
-59
-0.2% -$815
SJM icon
353
J.M. Smucker
SJM
$12.7B
$456K 0.05%
2,878
+224
+8% +$33.4K
MGY icon
354
Magnolia Oil & Gas
MGY
$5.86B
$454K 0.05%
19,371
+176
+0.9% +$4.29K
PBF icon
355
PBF Energy
PBF
$7.26B
$450K 0.05%
11,029
+76
+0.7% +$3.16K
TOL icon
356
Toll Brothers
TOL
$14.1B
$447K 0.05%
8,952
+62
+0.7% +$2.85K
PAG icon
357
Penske Automotive Group
PAG
$14.2B
$446K 0.05%
3,877
+27
+0.7% +$3.08K
LIN icon
358
Linde
LIN
$226B
$444K 0.05%
1,361
+110
+9% +$34.5K
ASO icon
359
Academy Sports + Outdoors
ASO
$2.94B
$443K 0.05%
8,430
+58
+0.7% +$2.77K
TDY icon
360
Teledyne Technologies
TDY
$31.9B
$442K 0.05%
1,106
+98
+10% +$38.2K
WIRE
361
DELISTED
Encore Wire Corp
WIRE
$441K 0.05%
3,208
+22
+0.7% +$3.04K
RVTY icon
362
Revvity
RVTY
$12.7B
$441K 0.05%
3,147
+287
+10% +$38.6K
BALL icon
363
Ball Corp
BALL
$16.7B
$439K 0.05%
8,584
+602
+8% +$31.2K
KEY icon
364
KeyCorp
KEY
$24.3B
$438K 0.05%
25,166
+1,936
+8% +$34K
SCCO icon
365
Southern Copper
SCCO
$161B
$437K 0.05%
7,814
+71
+0.9% +$3.62K
RS icon
366
Reliance Steel & Aluminium
RS
$21.3B
$437K 0.05%
2,157
+15
+0.7% +$2.99K
COO icon
367
Cooper Companies
COO
$14.3B
$427K 0.04%
5,168
+396
+8% +$29.2K
SHOO icon
368
Steven Madden
SHOO
$3.53B
$425K 0.04%
13,304
+92
+0.7% +$2.88K
IEX icon
369
IDEX
IEX
$17.2B
$424K 0.04%
1,855
+157
+9% +$35.1K
WST icon
370
West Pharmaceutical
WST
$24.5B
$422K 0.04%
1,794
+157
+10% +$37.2K
FMC icon
371
FMC
FMC
$1.32B
$422K 0.04%
3,380
+264
+8% +$32.4K
TPH
372
DELISTED
Tri Pointe Homes
TPH
$421K 0.04%
22,652
+206
+0.9% +$3.58K
HUN icon
373
Huntsman Corp
HUN
$1.78B
$421K 0.04%
15,320
+106
+0.7% +$2.88K
OVV icon
374
Ovintiv
OVV
$16.6B
$420K 0.04%
8,287
+30
+0.4% +$1.57K
OC icon
375
Owens Corning
OC
$11.9B
$419K 0.04%
4,913
+44
+0.9% +$3.86K
13 14
15
16 17

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AAP
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BCM
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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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BWC
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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.