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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
WRB icon
401
W.R. Berkley
WRB
$26.6B
$370K 0.04%
7,655
+608
+9% +$29.3K
ATO icon
402
Atmos Energy
ATO
$28.8B
$369K 0.04%
3,293
+298
+10% +$32.8K
EVRG icon
403
Evergy
EVRG
$19.2B
$368K 0.04%
5,842
+478
+9% +$28.7K
PAYC icon
404
Paycom
PAYC
$10.1B
$366K 0.04%
1,181
+105
+10% +$33.9K
KFY icon
405
Korn Ferry
KFY
$4.2B
$365K 0.04%
7,220
+65
+0.9% +$3.46K
HLT icon
406
Hilton Worldwide
HLT
$72.6B
$364K 0.04%
2,882
-163
-5% -$21.5K
ACN icon
407
Accenture
ACN
$103B
$363K 0.04%
1,360
+195
+17% +$53.9K
AKAM icon
408
Akamai
AKAM
$17.4B
$363K 0.04%
4,301
+328
+8% +$28.6K
CNP icon
409
CenterPoint Energy
CNP
$26.7B
$361K 0.04%
12,048
+1,421
+13% +$41.3K
LNT icon
410
Alliant Energy
LNT
$18.1B
$361K 0.04%
6,540
+525
+9% +$28K
NTAP icon
411
NetApp
NTAP
$36.9B
$358K 0.04%
5,954
+481
+9% +$31.9K
TTWO icon
412
Take-Two Interactive
TTWO
$43.8B
$355K 0.04%
3,413
+353
+12% +$38.2K
CBOE icon
413
Cboe Global Markets
CBOE
$30B
$355K 0.04%
2,831
+220
+8% +$27.1K
LDOS icon
414
Leidos
LDOS
$16.7B
$353K 0.04%
3,360
+275
+9% +$28.2K
IP icon
415
International Paper
IP
$21.8B
$351K 0.04%
10,133
+649
+7% +$22.4K
ETSY icon
416
Etsy
ETSY
$7.52B
$349K 0.04%
2,910
+514
+21% +$58.8K
SM icon
417
SM Energy
SM
$7.01B
$347K 0.04%
9,955
+69
+0.7% +$2.87K
IPG
418
DELISTED
Interpublic Group of Companies
IPG
$344K 0.04%
10,322
+819
+9% +$25.4K
LUMN icon
419
Lumen
LUMN
$6.39B
$343K 0.04%
65,766
+283
+0.4% +$1.74K
OKE icon
420
Oneok
OKE
$55B
$342K 0.04%
5,210
+1,066
+26% +$65.5K
TROX icon
421
Tronox
TROX
$1.08B
$341K 0.04%
24,887
+227
+0.9% +$3.02K
HRL icon
422
Hormel Foods
HRL
$13.8B
$341K 0.04%
7,484
+651
+10% +$30.3K
MGM icon
423
MGM Resorts International
MGM
$11.5B
$337K 0.03%
10,046
+1,191
+13% +$41.2K
ZBRA icon
424
Zebra Technologies
ZBRA
$17.4B
$336K 0.03%
1,309
+109
+9% +$28.2K
SIVB
425
DELISTED
SVB Financial Group
SIVB
$334K 0.03%
1,453
+126
+9% +$31.3K
15 16
17
18 19

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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.