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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
(+15%)
Cap. Flow
+$60.3M
Cap. Flow
% of AUM
6.24%
Top 10 Holdings %
Top 10 Hldgs %
26%
Holding
507
New
27
Increased
444
Reduced
17
Closed
14
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$6.37M |
| 2 |
Apple
AAPL
|
+$4.07M |
| 3 |
Microsoft
MSFT
|
+$3.76M |
| 4 |
Alpha Architect High Inflation and Deflation ETF
HIDE
|
+$3.62M |
| 5 |
WisdomTree US Efficient Core Fund
NTSX
|
+$2.13M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$5.46M |
| 2 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$2.06M |
| 3 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$1.9M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
476
Prologis
PLD
$133B
| $219K | 0.02% |
+1,944
| New | +$215K |
|
477
Live Nation Entertainment
LYV
$42.1B
| $218K | 0.02% |
3,128
+35
| +1% | +$2.59K |
|
478
VF Corp
VFC
$5.89B
| $217K | 0.02% |
7,859
+27
| +0.3% | +$794 |
|
479
Robert Half
RHI
$4.37B
| $216K | 0.02% |
2,920
+182
| +7% | +$13.9K |
|
480
American Tower
AMT
$80.4B
| $213K | 0.02% |
+1,006
| New | +$209K |
|
481
SolarEdge
SEDG
$1.95B
| $213K | 0.02% |
+752
| New | +$200K |
|
482
F5
FFIV
$22.7B
| $211K | 0.02% |
+1,469
| New | +$215K |
|
483
Whirlpool
WHR
$2.82B
| $209K | 0.02% |
+1,478
| New | +$210K |
|
484
Factset
FDS
$10.2B
| $209K | 0.02% |
+520
| New | +$221K |
|
485
Zions Bancorporation
ZION
$10.3B
| $208K | 0.02% |
4,240
+301
| +8% | +$15.1K |
|
486
AstraZeneca
AZN
$250B
| $208K | 0.02% |
+1,535
| New | +$193K |
|
487
NRG Energy
NRG
$24.8B
| $207K | 0.02% |
6,494
+448
| +7% | +$17.7K |
|
488
Freedom 100 Emerging Markets ETF
FRDM
$3.35B
| $206K | 0.02% |
+7,460
| New | +$204K |
|
489
Rollins
ROL
$18.2B
| $205K | 0.02% |
+5,610
| New | +$218K |
|
490
American Airlines Group
AAL
$10.6B
| $201K | 0.02% |
15,790
+1,438
| +10% | +$19.5K |
|
491
Kohl's
KSS
$2.19B
| $200K | 0.02% |
+7,935
| New | +$225K |
|
492
PG&E
PCG
$38.5B
| $199K | 0.02% |
+12,248
| New | +$185K |
|
493
News Corp Class A
NWSA
$15.4B
| $187K | 0.02% |
+10,259
| New | +$178K |
|
494
Assurant
AIZ
$14.3B
| – | – |
-1,402
| Closed | -$204K |
|
495
Hasbro
HAS
$13.2B
| – | – |
-3,082
| Closed | -$208K |
|
496
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
| – | – |
-62,303
| Closed | -$1.01M |
|
497
ProShares Ultra QQQ
QLD
$14.1B
| – | – |
-12,742
| Closed | -$234K |
|
498
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$161M
| – | – |
-9,778
| Closed | -$243K |
|
|
499
Vanguard FTSE Developed Markets ETF
VEA
$236B
| – | – |
-50,728
| Closed | -$1.84M |
|
500
Vanguard Total World Stock ETF
VT
$79.8B
| – | – |
-14,304
| Closed | -$1.13M |
|
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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.