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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
DGX icon
376
Quest Diagnostics
DGX
$26.3B
$564K 0.04%
4,087
+6
+0.1% +$789
TPH
377
DELISTED
Tri Pointe Homes
TPH
$563K 0.04%
15,918
– –
TYL icon
378
Tyler Technologies
TYL
$12.5B
$561K 0.04%
1,341
+13
+1% +$5.2K
CINF icon
379
Cincinnati Financial
CINF
$27.5B
$560K 0.04%
5,410
+43
+0.8% +$4.36K
CALM icon
380
Cal-Maine
CALM
$3.98B
$553K 0.04%
9,632
– –
MAS icon
381
Masco
MAS
$14.9B
$548K 0.04%
8,189
+360
+5% +$20.9K
LVS icon
382
Las Vegas Sands
LVS
$29.9B
$546K 0.04%
11,087
+178
+2% +$8.41K
HUBG icon
383
HUB Group
HUBG
$2.83B
$544K 0.04%
11,832
– –
IEX icon
384
IDEX
IEX
$17.2B
$543K 0.04%
2,502
+24
+1% +$4.84K
SNA icon
385
Snap-on
SNA
$21.5B
$543K 0.04%
1,879
+14
+0.8% +$3.78K
TER icon
386
Teradyne
TER
$60.2B
$543K 0.04%
5,000
-6
-0.1% -$569
CE icon
387
Celanese
CE
$4.82B
$540K 0.04%
3,477
+168
+5% +$21.9K
BBY icon
388
Best Buy
BBY
$16.9B
$539K 0.04%
6,880
-310
-4% -$21.8K
CFG icon
389
Citizens Financial Group
CFG
$30.5B
$536K 0.04%
16,176
+117
+0.7% +$3.22K
ATO icon
390
Atmos Energy
ATO
$28.7B
$534K 0.04%
4,606
+57
+1% +$6.37K
SWK icon
391
Stanley Black & Decker
SWK
$15.3B
$526K 0.04%
5,360
+253
+5% +$22.3K
LW icon
392
Lamb Weston
LW
$7.16B
$525K 0.04%
4,857
+40
+0.8% +$3.85K
MGM icon
393
MGM Resorts International
MGM
$11.4B
$522K 0.04%
11,673
-112
-1% -$4.39K
TSN icon
394
Tyson Foods
TSN
$20.6B
$521K 0.04%
9,702
-382
-4% -$18.5K
PKG icon
395
Packaging Corp of America
PKG
$22.5B
$520K 0.04%
3,192
+21
+0.7% +$3.31K
CVCO icon
396
Cavco Industries
CVCO
$4.45B
$518K 0.04%
1,493
– –
CNP icon
397
CenterPoint Energy
CNP
$26.8B
$517K 0.04%
18,081
+231
+1% +$6.42K
INSW icon
398
International Seaways
INSW
$4.61B
$513K 0.04%
11,279
– –
ABG icon
399
Asbury Automotive
ABG
$3.88B
$511K 0.04%
2,272
– –
CVI icon
400
CVR Energy
CVI
$3.15B
$511K 0.04%
16,864
-13,359
-44% -$422K
14 15
16
17 18

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AAP
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BCM
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return
BWC
Blue Whale Capital London, United Kingdom $2.1B AUM 97.03% 1-Year Est. Return

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.