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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
PSX icon
151
Phillips 66
PSX
$82B
$1.26M 0.13%
12,080
+981
+9% +$100K
SRE icon
152
Sempra
SRE
$56.5B
$1.25M 0.13%
16,204
+1,302
+9% +$101K
CNC icon
153
Centene
CNC
$31.6B
$1.23M 0.13%
15,040
+1,145
+8% +$93.5K
GM icon
154
General Motors
GM
$76.1B
$1.23M 0.13%
36,639
+3,392
+10% +$125K
EW icon
155
Edwards Lifesciences
EW
$51.1B
$1.22M 0.13%
16,385
+1,318
+9% +$102K
TRV icon
156
Travelers Companies
TRV
$78.6B
$1.22M 0.13%
6,514
+448
+7% +$80.6K
F icon
157
Ford
F
$55.9B
$1.22M 0.13%
104,639
+9,622
+10% +$124K
KMB icon
158
Kimberly-Clark
KMB
$35.8B
$1.22M 0.13%
8,952
+701
+8% +$89.1K
ROP icon
159
Roper Technologies
ROP
$38.4B
$1.2M 0.12%
2,788
+225
+9% +$92.7K
A icon
160
Agilent Technologies
A
$38.9B
$1.2M 0.12%
8,041
+647
+9% +$92.4K
APH icon
161
Amphenol
APH
$206B
$1.2M 0.12%
31,528
+2,558
+9% +$96.8K
MCO icon
162
Moody's
MCO
$84B
$1.19M 0.12%
4,258
+330
+8% +$90.3K
AFL icon
163
Aflac
AFL
$63.6B
$1.18M 0.12%
16,358
+973
+6% +$65.1K
CHTR icon
164
Charter Communications
CHTR
$17.7B
$1.17M 0.12%
3,448
+197
+6% +$69.2K
CDNS icon
165
Cadence Design Systems
CDNS
$94.1B
$1.16M 0.12%
7,226
+592
+9% +$94.6K
LEN icon
166
Lennar Class A
LEN
$20.6B
$1.16M 0.12%
13,248
+603
+5% +$48.8K
MSI icon
167
Motorola Solutions
MSI
$73.5B
$1.14M 0.12%
4,429
+338
+8% +$84.5K
CTVA icon
168
Corteva
CTVA
$50.8B
$1.14M 0.12%
19,406
+1,492
+8% +$94.4K
TSN icon
169
Tyson Foods
TSN
$20.5B
$1.13M 0.12%
18,116
+679
+4% +$44.2K
LHX icon
170
L3Harris
LHX
$52.4B
$1.12M 0.12%
5,400
+372
+7% +$83.9K
EXC icon
171
Exelon
EXC
$46.6B
$1.12M 0.12%
25,832
+2,101
+9% +$83K
BIIB icon
172
Biogen
BIIB
$29.8B
$1.11M 0.12%
4,019
+289
+8% +$81.6K
BIL icon
173
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
$1.11M 0.12%
12,144
-22,461
-65% -$2.06M
FDX icon
174
FedEx
FDX
$73.8B
$1.11M 0.11%
6,404
+394
+7% +$65.5K
PVH icon
175
PVH
PVH
$4.11B
$1.1M 0.11%
15,634
+45
+0.3% +$2.68K
5 6
7
8 9

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AAP
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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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CF
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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.