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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
+11.75%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$1.43B
AUM Growth
+$72.6M
Cap. Flow
-$67.2M
Cap. Flow %
-4.68%
Top 10 Hldgs %
30.02%
Holding
534
New
24
Increased
339
Reduced
115
Closed
21

Top Buys

Rank Stock Value
1
BOXX icon
Alpha Architect 1-3 Month Box ETF
BOXX
+$1.66M
2
MSFT icon
Microsoft
MSFT
+$629K
3
VLTO icon
Veralto
VLTO
+$565K
4
PHM icon
Pultegroup
PHM
+$563K
5
DHI icon
D.R. Horton
DHI
+$536K

Top Sells

Rank Stock Value
1
SGOV icon
iShares 0-3 Month Treasury Bond ETF
SGOV
+$26.9M
2
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$10.1M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$8.98M
4
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$8.6M
5
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$8.25M

Sector Composition

Rank Sector Weight
1 Technology 27.37%
2 Healthcare 12.03%
3 Financials 10.77%
4 Consumer Discretionary 10.06%
5 Communication Services 8.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VMC icon
251
Vulcan Materials
VMC
$36.5B
$1.05M 0.07%
4,645
+33
+0.7% +$6.99K
EFX icon
252
Equifax
EFX
$20.7B
$1.05M 0.07%
4,241
+31
+0.7% +$6.29K
BKR icon
253
Baker Hughes
BKR
$62.1B
$1.05M 0.07%
30,681
+408
+1% +$13.9K
ATKR icon
254
Atkore
ATKR
$3.16B
$1.04M 0.07%
6,528
– –
HPQ icon
255
HP
HPQ
$26.4B
$1.04M 0.07%
34,700
-26
-0.1% -$728
CBRE icon
256
CBRE Group
CBRE
$43.1B
$1.04M 0.07%
11,140
+41
+0.4% +$3.19K
CDW icon
257
CDW
CDW
$17.8B
$1.02M 0.07%
4,509
+31
+0.7% +$6.57K
GEHC icon
258
GE HealthCare
GEHC
$31.7B
$1.01M 0.07%
13,121
+191
+1% +$13.4K
IR icon
259
Ingersoll Rand
IR
$35.3B
$1.01M 0.07%
13,068
+124
+1% +$8.48K
RS icon
260
Reliance Steel & Aluminium
RS
$21.4B
$1.01M 0.07%
3,608
-397
-10% -$105K
OVV icon
261
Ovintiv
OVV
$16.3B
$1.01M 0.07%
22,923
+263
+1% +$12K
EYLD icon
262
Cambria Emerging Shareholder Yield ETF
EYLD
$873M
$999K 0.07%
31,873
-3,467
-10% -$101K
KEYS icon
263
Keysight
KEYS
$57.5B
$969K 0.07%
6,091
+44
+0.7% +$5.98K
MTD icon
264
Mettler-Toledo International
MTD
$28.2B
$962K 0.07%
793
+2
+0.3% +$2.16K
HSY icon
265
Hershey
HSY
$36.3B
$955K 0.07%
5,121
+44
+0.9% +$8.34K
KHC icon
266
Kraft Heinz
KHC
$29.7B
$949K 0.07%
25,649
+233
+0.9% +$7.92K
EIX icon
267
Edison International
EIX
$26.2B
$946K 0.07%
13,232
+108
+0.8% +$7.1K
PBF icon
268
PBF Energy
PBF
$7.18B
$946K 0.07%
21,514
-2,521
-10% -$114K
CAH icon
269
Cardinal Health
CAH
$56.4B
$940K 0.07%
9,324
-8
-0.1% -$794
STT icon
270
State Street
STT
$51.5B
$930K 0.06%
12,000
-70
-0.6% -$4.88K
WEC icon
271
WEC Energy
WEC
$35.3B
$926K 0.06%
11,005
+79
+0.7% +$6.51K
ICE icon
272
Intercontinental Exchange
ICE
$84.3B
$916K 0.06%
7,134
+427
+6% +$48.4K
WMB icon
273
Williams Companies
WMB
$89.3B
$911K 0.06%
26,152
+763
+3% +$26.8K
BTU icon
274
Peabody Energy
BTU
$2.84B
$908K 0.06%
37,355
– –
HIG icon
275
Hartford Financial Services
HIG
$39.4B
$906K 0.06%
11,267
-18
-0.2% -$1.36K
9 10
11
12 13

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SC
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NAAA
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IVAV
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HJGA
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Empirical Finance's Q4 2023 Portfolio in Review

As of Q4 2023, Empirical Finance held 534 positions worth $1.43B, up 5.3% from $1.36B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Empirical Finance withdrew a net $67.2M in Q4 2023, closing 21 positions and reducing 115 holdings. Its most notable exit was iShares 0-3 Month Treasury Bond ETF, an estimated $26.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 27% of assets, up from 25% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Empirical Finance opened a new position in Veralto worth $622K.

  • Empirical Finance's largest Q4 2023 buy was Veralto: 7,563 shares worth $622K.
  • Empirical Finance added most to Alpha Architect 1-3 Month Box ETF in Q4 2023, an estimated $1.66M increase.
  • Empirical Finance's biggest Q4 2023 reduction was Alpha Architect International Quantitative Momentum ETF, cutting an estimated $10.1M.
  • Empirical Finance fully exited iShares 0-3 Month Treasury Bond ETF in Q4 2023, selling an estimated $26.9M.
  • Empirical Finance's ten largest holdings make up 30% of its $1.43B portfolio in Q4 2023.
  • Empirical Finance opened 24 new positions and closed 21 in Q4 2023.
  • Empirical Finance's portfolio value rose 5.3% quarter-over-quarter to $1.43B.

Based on Empirical Finance's 13F filing for Q4 2023, filed 14 Feb 2024.