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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
GL icon
451
Globe Life
GL
$14.4B
$391K 0.03%
3,210
+13
+0.4% +$1.53K
EVRG icon
452
Evergy
EVRG
$19.1B
$390K 0.03%
7,480
-280
-4% -$14.1K
INCY icon
453
Incyte
INCY
$24B
$387K 0.03%
6,165
-254
-4% -$14.4K
TFX icon
454
Teleflex
TFX
$6.15B
$376K 0.03%
1,506
+15
+1% +$3.21K
FFIV icon
455
F5
FFIV
$23.5B
$372K 0.03%
2,081
+105
+5% +$17.1K
AOS icon
456
A.O. Smith
AOS
$8.56B
$368K 0.03%
4,469
+202
+5% +$14.9K
NI icon
457
NiSource
NI
$20.8B
$366K 0.03%
13,801
+113
+0.8% +$2.9K
UHS icon
458
Universal Health Services
UHS
$10.3B
$363K 0.03%
2,382
-1
-0% -$135
WRK
459
DELISTED
WestRock Company
WRK
$362K 0.03%
8,714
-178
-2% -$6.85K
HII icon
460
Huntington Ingalls Industries
HII
$12.7B
$358K 0.02%
1,378
+11
+0.8% +$2.57K
CHRW icon
461
C.H. Robinson
CHRW
$17.1B
$357K 0.02%
4,131
-178
-4% -$14.9K
MKTX icon
462
MarketAxess Holdings
MKTX
$5.72B
$350K 0.02%
1,196
+11
+0.9% +$2.66K
HSIC icon
463
Henry Schein
HSIC
$9.83B
$349K 0.02%
4,604
-194
-4% -$13.6K
BF.B icon
464
Brown-Forman Class B
BF.B
$13B
$348K 0.02%
6,100
-230
-4% -$13.2K
ROL icon
465
Rollins
ROL
$17.7B
$342K 0.02%
7,841
+212
+3% +$8.25K
RHI icon
466
Robert Half
RHI
$4.16B
$341K 0.02%
3,874
+15
+0.4% +$1.19K
BBWI icon
467
Bath & Body Works
BBWI
$4.06B
$337K 0.02%
7,819
+56
+0.7% +$1.89K
STLA icon
468
Stellantis
STLA
$20.9B
$337K 0.02%
14,441
-3,000
-17% -$61.9K
TRMB icon
469
Trimble
TRMB
$13.6B
$336K 0.02%
6,317
-226
-3% -$10.8K
AES icon
470
AES
AES
$10.5B
$334K 0.02%
17,362
-886
-5% -$14.4K
ACN icon
471
Accenture
ACN
$105B
$334K 0.02%
952
-25
-3% -$8.06K
TRGP icon
472
Targa Resources
TRGP
$57.6B
$330K 0.02%
3,797
+137
+4% +$11.8K
NWSA icon
473
News Corp Class A
NWSA
$16.1B
$330K 0.02%
13,433
+92
+0.7% +$2K
MCD icon
474
McDonald's
MCD
$196B
$326K 0.02%
1,100
-22
-2% -$5.99K
AIZ icon
475
Assurant
AIZ
$14.7B
$323K 0.02%
1,916
+92
+5% +$14.6K
17 18
19
20 21

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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.