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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
PH icon
201
Parker-Hannifin
PH
$125B
$990K 0.1%
3,403
+269
+9% +$77K
HOLX
202
DELISTED
Hologic
HOLX
$987K 0.1%
13,197
+588
+5% +$41.9K
MO icon
203
Altria Group
MO
$113B
$987K 0.1%
21,586
+225
+1% +$10.2K
MRO
204
DELISTED
Marathon Oil Corporation
MRO
$983K 0.1%
36,299
+1,184
+3% +$34.4K
NEM icon
205
Newmont
NEM
$103B
$977K 0.1%
20,689
+1,664
+9% +$74.3K
PAYX icon
206
Paychex
PAYX
$41.8B
$974K 0.1%
8,431
+659
+8% +$77.1K
MTDR icon
207
Matador Resources
MTDR
$6B
$960K 0.1%
16,766
+136
+0.8% +$8.58K
ECL icon
208
Ecolab
ECL
$78.9B
$959K 0.1%
6,585
+545
+9% +$80.1K
MRNA icon
209
Moderna
MRNA
$22.9B
$955K 0.1%
5,314
+633
+14% +$104K
APA icon
210
APA Corp
APA
$12.7B
$943K 0.1%
20,202
+646
+3% +$28.9K
VXUS icon
211
Vanguard Total International Stock ETF
VXUS
$158B
$940K 0.1%
18,183
+15
+0.1% +$751
KMI icon
212
Kinder Morgan
KMI
$69.6B
$938K 0.1%
51,866
+4,402
+9% +$79.2K
AMP icon
213
Ameriprise Financial
AMP
$49B
$937K 0.1%
3,010
+203
+7% +$61.9K
BNY
214
Bank of New York Mellon
BNY
$107B
$936K 0.1%
20,562
+1,522
+8% +$65.3K
HAL icon
215
Halliburton
HAL
$27B
$928K 0.1%
23,590
+1,905
+9% +$67.4K
CMI icon
216
Cummins
CMI
$86.1B
$925K 0.1%
3,818
+280
+8% +$66.6K
OLN icon
217
Olin
OLN
$2.14B
$917K 0.09%
17,319
+138
+0.8% +$7.33K
IDXX icon
218
Idexx Laboratories
IDXX
$47B
$914K 0.09%
2,240
+186
+9% +$72.2K
BTU icon
219
Peabody Energy
BTU
$2.7B
$912K 0.09%
34,531
+282
+0.8% +$7.75K
ATVI
220
DELISTED
Activision Blizzard
ATVI
$910K 0.09%
11,882
-927
-7% -$68.8K
CARR icon
221
Carrier Global
CARR
$54B
$908K 0.09%
22,024
+1,800
+9% +$73K
EA icon
222
Electronic Arts
EA
$53B
$904K 0.09%
7,402
+470
+7% +$59K
PCAR icon
223
PACCAR
PCAR
$70.6B
$899K 0.09%
13,629
+1,059
+8% +$69.2K
MTD icon
224
Mettler-Toledo International
MTD
$28.7B
$893K 0.09%
618
+47
+8% +$62.9K
HSY icon
225
Hershey
HSY
$35.7B
$892K 0.09%
3,852
+309
+9% +$71.2K
7 8
9
10 11

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AAP
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BCM
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SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
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.