We are live on ! Find out more
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
AMD icon
76
Advanced Micro Devices
AMD
$855B
$2.78M 0.29%
42,883
+3,524
+9% +$233K
BA icon
77
Boeing
BA
$187B
$2.77M 0.29%
14,552
+1,138
+8% +$186K
BLK icon
78
Blackrock
BLK
$176B
$2.72M 0.28%
3,840
+376
+11% +$251K
ADP icon
79
Automatic Data Processing
ADP
$106B
$2.67M 0.28%
11,189
+832
+8% +$204K
MOOD icon
80
Relative Sentiment Tactical Allocation ETF
MOOD
$132M
$2.64M 0.27%
110,117
– –
ORCL icon
81
Oracle
ORCL
$425B
$2.62M 0.27%
32,017
+2,602
+9% +$198K
SPGI icon
82
S&P Global
SPGI
$122B
$2.56M 0.26%
7,630
+723
+10% +$238K
TJX icon
83
TJX Companies
TJX
$175B
$2.5M 0.26%
31,426
+2,376
+8% +$175K
ISRG icon
84
Intuitive Surgical
ISRG
$130B
$2.49M 0.26%
9,378
+729
+8% +$178K
AXP icon
85
American Express
AXP
$235B
$2.47M 0.26%
16,706
+1,161
+7% +$172K
MDLZ icon
86
Mondelez International
MDLZ
$78.7B
$2.46M 0.26%
36,955
+2,728
+8% +$172K
C icon
87
Citigroup
C
$231B
$2.43M 0.25%
53,773
+4,014
+8% +$182K
GE icon
88
GE Aerospace
GE
$389B
$2.42M 0.25%
46,413
+3,533
+8% +$174K
AMAT icon
89
Applied Materials
AMAT
$433B
$2.37M 0.25%
24,316
+1,881
+8% +$180K
ADI icon
90
Analog Devices
ADI
$184B
$2.28M 0.24%
13,909
+1,112
+9% +$174K
MPC icon
91
Marathon Petroleum
MPC
$91.2B
$2.26M 0.23%
19,395
+631
+3% +$71.9K
PYPL icon
92
PayPal
PYPL
$49.8B
$2.21M 0.23%
30,968
+2,601
+9% +$208K
MRSH
93
Marsh
MRSH
$90.8B
$2.2M 0.23%
13,304
+1,002
+8% +$164K
BKNG icon
94
Booking.com
BKNG
$149B
$2.18M 0.23%
27,025
+1,850
+7% +$140K
NOC icon
95
Northrop Grumman
NOC
$78.4B
$2.16M 0.22%
3,968
+274
+7% +$143K
SYK icon
96
Stryker
SYK
$129B
$2.15M 0.22%
8,780
+717
+9% +$163K
QCOM icon
97
Qualcomm
QCOM
$170B
$2.13M 0.22%
19,387
+2,713
+16% +$317K
NTSX icon
98
WisdomTree US Efficient Core Fund
NTSX
$1.39B
$2.12M 0.22%
+65,236
New +$2.13M
DUK icon
99
Duke Energy
DUK
$96.7B
$2.07M 0.21%
20,110
+1,569
+8% +$151K
VOE icon
100
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$2.03M 0.21%
15,000
– –
2 3
4
5 6

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return

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.