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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
SGOV icon
326
iShares 0-3 Month Treasury Bond ETF
SGOV
$100B
$510K 0.05%
+5,094
New +$510K
RJF icon
327
Raymond James Financial
RJF
$34.4B
$508K 0.05%
4,750
+427
+10% +$47.9K
UTHR icon
328
United Therapeutics
UTHR
$22.1B
$503K 0.05%
1,808
+12
+0.7% +$3.03K
VRSN icon
329
VeriSign
VRSN
$26.5B
$500K 0.05%
2,435
+181
+8% +$34.7K
IR icon
330
Ingersoll Rand
IR
$34.8B
$499K 0.05%
9,547
+873
+10% +$44.6K
PARA
331
DELISTED
Paramount Global Class B
PARA
$495K 0.05%
29,350
-308
-1% -$5.67K
CAG icon
332
Conagra Brands
CAG
$7.16B
$488K 0.05%
12,609
+934
+8% +$33.9K
NTRS icon
333
Northern Trust
NTRS
$33.8B
$487K 0.05%
5,503
+438
+9% +$38.4K
KNX icon
334
Knight Transportation
KNX
$11.5B
$486K 0.05%
9,273
+84
+0.9% +$4.34K
AA icon
335
Alcoa
AA
$12.7B
$484K 0.05%
10,654
+74
+0.7% +$3.22K
CMS icon
336
CMS Energy
CMS
$22.3B
$481K 0.05%
7,601
+581
+8% +$34.3K
HBAN icon
337
Huntington Bancshares
HBAN
$35.4B
$477K 0.05%
33,803
+3,095
+10% +$44.8K
CC icon
338
Chemours
CC
$2.29B
$476K 0.05%
15,548
+108
+0.7% +$3.24K
K
339
DELISTED
Kellanova
K
$476K 0.05%
7,109
+556
+8% +$37.7K
CFG icon
340
Citizens Financial Group
CFG
$30.7B
$473K 0.05%
12,015
+1,112
+10% +$43.4K
GPI icon
341
Group 1 Automotive
GPI
$3.26B
$471K 0.05%
2,613
+23
+0.9% +$4.05K
BLDR icon
342
Builders FirstSource
BLDR
$7.82B
$470K 0.05%
7,243
+66
+0.9% +$4.12K
WMB icon
343
Williams Companies
WMB
$88.2B
$468K 0.05%
14,233
+2,938
+26% +$95.6K
BBY icon
344
Best Buy
BBY
$17.2B
$467K 0.05%
5,828
+395
+7% +$29.1K
DRI icon
345
Darden Restaurants
DRI
$23.7B
$464K 0.05%
3,355
+230
+7% +$32.1K
WAB icon
346
Wabtec
WAB
$49.8B
$464K 0.05%
4,644
+350
+8% +$33.5K
IEFA icon
347
iShares Core MSCI EAFE ETF
IEFA
$194B
$463K 0.05%
7,514
+42
+0.6% +$2.47K
DDS icon
348
Dillards
DDS
$9.63B
$462K 0.05%
1,429
+9
+0.6% +$2.93K
CLX icon
349
Clorox
CLX
$12.9B
$459K 0.05%
3,269
+246
+8% +$34.9K
SYF icon
350
Synchrony
SYF
$25.7B
$459K 0.05%
13,958
+758
+6% +$26K
12 13
14
15 16

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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.