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
ROST icon
176
Ross Stores
ROST
$80.7B
$1.09M 0.11%
9,362
+739
+9% +$75.3K
MAR icon
177
Marriott International
MAR
$90B
$1.07M 0.11%
7,209
+579
+9% +$89.1K
DXCM icon
178
DexCom
DXCM
$32.8B
$1.07M 0.11%
9,459
+851
+10% +$93.4K
ADSK icon
179
Autodesk
ADSK
$50.2B
$1.07M 0.11%
5,705
+475
+9% +$95.3K
FIS icon
180
Fidelity National Information Services
FIS
$22.6B
$1.07M 0.11%
15,711
+1,253
+9% +$89K
COF icon
181
Capital One
COF
$136B
$1.05M 0.11%
11,263
+709
+7% +$69.7K
ALL icon
182
Allstate
ALL
$67.7B
$1.04M 0.11%
7,666
+491
+7% +$64.2K
CTAS icon
183
Cintas
CTAS
$81.6B
$1.04M 0.11%
9,172
+700
+8% +$75.7K
LH icon
184
Labcorp
LH
$25.2B
$1.03M 0.11%
5,106
+221
+5% +$43.2K
HES
185
DELISTED
Hess
HES
$1.03M 0.11%
7,233
+579
+9% +$79.5K
ACWI icon
186
iShares MSCI ACWI ETF
ACWI
$33.4B
$1.02M 0.11%
+12,067
New +$1.02M
SYY icon
187
Sysco
SYY
$39.8B
$1.02M 0.11%
13,363
+1,077
+9% +$87K
FANG icon
188
Diamondback Energy
FANG
$54B
$1.02M 0.11%
7,437
+444
+6% +$64.9K
CMG icon
189
Chipotle Mexican Grill
CMG
$43.4B
$1.02M 0.11%
36,600
+3,100
+9% +$92.6K
STLD icon
190
Steel Dynamics
STLD
$38.1B
$1.01M 0.11%
10,381
+82
+0.8% +$7.89K
PRU icon
191
Prudential Financial
PRU
$42.9B
$1.01M 0.1%
10,174
+740
+8% +$74.9K
MNST icon
192
Monster Beverage
MNST
$92.1B
$1.01M 0.1%
19,922
+1,690
+9% +$81.8K
DUDE
193
DELISTED
Merlyn.AI SectorSurfer Momentum ETF
DUDE
$1.01M 0.1%
48,587
+15,882
+49% +$353K
GVAL icon
194
Cambria Global Value ETF
GVAL
$594M
$1.01M 0.1%
+50,174
New +$922K
IQV icon
195
IQVIA
IQV
$37.6B
$1M 0.1%
4,899
+390
+9% +$79.1K
MCHP icon
196
Microchip Technology
MCHP
$43.9B
$1M 0.1%
14,274
+1,263
+10% +$87K
DD icon
197
DuPont de Nemours
DD
$19.3B
$998K 0.1%
11,589
+700
+6% +$55.9K
MSCI icon
198
MSCI
MSCI
$41.8B
$997K 0.1%
2,143
+182
+9% +$84.7K
XEL icon
199
Xcel Energy
XEL
$48.6B
$993K 0.1%
14,158
+1,136
+9% +$75.6K
EYLD icon
200
Cambria Emerging Shareholder Yield ETF
EYLD
$873M
$991K 0.1%
+35,340
New +$953K
6 7
8
9 10

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.