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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
SKY icon
426
Champion Homes
SKY
$5.05B
$451K 0.03%
6,079
– –
SJM icon
427
J.M. Smucker
SJM
$12.6B
$451K 0.03%
3,571
-154
-4% -$17.8K
KEY icon
428
KeyCorp
KEY
$24.4B
$450K 0.03%
31,283
-1,264
-4% -$15K
MOH icon
429
Molina Healthcare
MOH
$10B
$448K 0.03%
1,239
+36
+3% +$12.7K
RVTY icon
430
Revvity
RVTY
$12.6B
$445K 0.03%
4,074
-157
-4% -$15.1K
IPG
431
DELISTED
Interpublic Group of Companies
IPG
$443K 0.03%
13,575
+94
+0.7% +$2.83K
POOL icon
432
Pool Corp
POOL
$7.33B
$442K 0.03%
1,109
+1
+0.1% +$351
MUR icon
433
Murphy Oil
MUR
$4.7B
$440K 0.03%
+10,320
New +$452K
HIDE icon
434
Alpha Architect High Inflation and Deflation ETF
HIDE
$145M
$436K 0.03%
18,870
-136,716
-88% -$3.24M
LYV icon
435
Live Nation Entertainment
LYV
$42.3B
$435K 0.03%
4,645
+263
+6% +$22.6K
KMX icon
436
CarMax
KMX
$8.31B
$434K 0.03%
5,653
+258
+5% +$17.3K
NRG icon
437
NRG Energy
NRG
$25.4B
$431K 0.03%
8,336
+29
+0.3% +$1.31K
LNT icon
438
Alliant Energy
LNT
$18B
$426K 0.03%
8,308
-309
-4% -$15.4K
FDS icon
439
Factset
FDS
$9.76B
$425K 0.03%
891
+23
+3% +$10.3K
LIN icon
440
Linde
LIN
$227B
$424K 0.03%
1,033
-25
-2% -$9.86K
LKQ icon
441
LKQ Corp
LKQ
$6.15B
$422K 0.03%
8,822
-327
-4% -$15.3K
QRVO icon
442
Qorvo
QRVO
$8.4B
$411K 0.03%
3,651
+157
+4% +$15.2K
HP icon
443
Helmerich & Payne
HP
$3.72B
$404K 0.03%
+11,159
New +$431K
TAP icon
444
Molson Coors Class B
TAP
$7.9B
$401K 0.03%
6,546
+45
+0.7% +$2.71K
VTRS icon
445
Viatris
VTRS
$19.9B
$400K 0.03%
36,972
-1,640
-4% -$15.7K
TGNA
446
DELISTED
TEGNA Inc
TGNA
$399K 0.03%
26,107
– –
CIVI
447
DELISTED
Civitas Resources
CIVI
$394K 0.03%
+5,765
New +$413K
EPAM icon
448
EPAM Systems
EPAM
$4.97B
$394K 0.03%
1,325
+33
+3% +$8.38K
EMN icon
449
Eastman Chemical
EMN
$8.51B
$393K 0.03%
4,380
+8
+0.2% +$638
JKHY icon
450
Jack Henry & Associates
JKHY
$11.1B
$391K 0.03%
2,394
-93
-4% -$14.2K
16 17
18
19 20

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AAP
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BCM
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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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BWC
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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.