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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
SIG icon
326
Signet Jewelers
SIG
$3.74B
$696K 0.05%
+6,492
New +$532K
NDAQ icon
327
Nasdaq
NDAQ
$52.3B
$692K 0.05%
11,904
+80
+0.7% +$4.22K
EBAY icon
328
eBay
EBAY
$48.6B
$689K 0.05%
15,798
-315
-2% -$13K
FE icon
329
FirstEnergy
FE
$27.6B
$689K 0.05%
18,789
+91
+0.5% +$3.29K
ALGN icon
330
Align Technology
ALGN
$12.3B
$688K 0.05%
2,512
+17
+0.7% +$4.03K
GPC icon
331
Genuine Parts
GPC
$18.2B
$686K 0.05%
4,950
+31
+0.6% +$4.25K
WAT icon
332
Waters Corp
WAT
$38.7B
$683K 0.05%
2,076
+17
+0.8% +$4.7K
BAX icon
333
Baxter International
BAX
$14.4B
$683K 0.05%
17,668
+151
+0.9% +$5.34K
TDY icon
334
Teledyne Technologies
TDY
$31.7B
$681K 0.05%
1,527
+18
+1% +$7.22K
NTAP icon
335
NetApp
NTAP
$36.9B
$676K 0.05%
7,668
+35
+0.5% +$2.82K
MTH icon
336
Meritage Homes
MTH
$4.76B
$664K 0.05%
+7,618
New +$525K
CBOE icon
337
Cboe Global Markets
CBOE
$30.2B
$662K 0.05%
3,707
+26
+0.7% +$4.46K
CSGP icon
338
CoStar Group
CSGP
$12B
$661K 0.05%
7,564
+253
+3% +$20.5K
ASO icon
339
Academy Sports + Outdoors
ASO
$2.99B
$659K 0.05%
9,981
– –
WBA
340
DELISTED
Walgreens Boots Alliance
WBA
$658K 0.05%
25,205
+140
+0.6% +$3.13K
BLDR icon
341
Builders FirstSource
BLDR
$7.83B
$658K 0.05%
+3,940
New +$524K
VRSN icon
342
VeriSign
VRSN
$26.4B
$652K 0.05%
3,166
+16
+0.5% +$3.33K
AKAM icon
343
Akamai
AKAM
$17.4B
$651K 0.05%
5,500
+23
+0.4% +$2.56K
PFG icon
344
Principal Financial Group
PFG
$24.5B
$647K 0.05%
8,221
+13
+0.2% +$942
AEE icon
345
Ameren
AEE
$29.9B
$646K 0.05%
8,936
+67
+0.8% +$5.1K
COO icon
346
Cooper Companies
COO
$14.5B
$646K 0.05%
6,828
+40
+0.6% +$3.36K
BALL icon
347
Ball Corp
BALL
$16.8B
$642K 0.04%
11,164
+81
+0.7% +$4.18K
RF icon
348
Regions Financial
RF
$27B
$642K 0.04%
33,128
+187
+0.6% +$3.1K
SWKS icon
349
Skyworks Solutions
SWKS
$10.1B
$640K 0.04%
5,692
+30
+0.5% +$2.94K
SYF icon
350
Synchrony
SYF
$25.7B
$635K 0.04%
16,639
-108
-0.6% -$3.42K
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 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.