We are live on ! Find out more
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
CHTR icon
176
Charter Communications
CHTR
$17.7B
$1.54M 0.11%
3,954
-14
-0.4% -$5.71K
MNST icon
177
Monster Beverage
MNST
$91.2B
$1.52M 0.11%
26,307
+116
+0.4% +$6.2K
CTRA
178
DELISTED
Coterra Energy
CTRA
$1.51M 0.11%
59,325
+324
+0.5% +$8.68K
PHM icon
179
Pultegroup
PHM
$25.1B
$1.5M 0.1%
14,551
+6,622
+84% +$563K
IQV icon
180
IQVIA
IQV
$37.5B
$1.49M 0.1%
6,439
+32
+0.5% +$6.57K
A icon
181
Agilent Technologies
A
$39.1B
$1.46M 0.1%
10,506
+49
+0.5% +$5.83K
AEP icon
182
American Electric Power
AEP
$70B
$1.44M 0.1%
17,779
+148
+0.8% +$11.5K
LHX icon
183
L3Harris
LHX
$53.1B
$1.44M 0.1%
6,835
-76
-1% -$14.3K
AMP icon
184
Ameriprise Financial
AMP
$48.9B
$1.44M 0.1%
3,783
-4
-0.1% -$1.37K
KMB icon
185
Kimberly-Clark
KMB
$36.6B
$1.44M 0.1%
11,819
+85
+0.7% +$10.3K
CNC icon
186
Centene
CNC
$31.9B
$1.43M 0.1%
19,315
+58
+0.3% +$4.18K
FANG icon
187
Diamondback Energy
FANG
$54.2B
$1.43M 0.1%
9,195
-3,086
-25% -$484K
CPRT icon
188
Copart
CPRT
$27B
$1.41M 0.1%
28,741
+287
+1% +$13.6K
URI icon
189
United Rentals
URI
$71.5B
$1.4M 0.1%
2,447
+12
+0.5% +$5.66K
ADM icon
190
Archer Daniels Midland
ADM
$38.5B
$1.4M 0.1%
19,322
+97
+0.5% +$7.1K
TOL icon
191
Toll Brothers
TOL
$14.3B
$1.38M 0.1%
13,436
-2,725
-17% -$227K
HES
192
DELISTED
Hess
HES
$1.38M 0.1%
9,575
+62
+0.7% +$9.09K
DOW icon
193
Dow Inc
DOW
$21.7B
$1.37M 0.1%
24,939
-8,390
-25% -$429K
CTSH icon
194
Cognizant
CTSH
$24.5B
$1.37M 0.1%
18,086
+101
+0.6% +$6.97K
BNY
195
Bank of New York Mellon
BNY
$108B
$1.36M 0.09%
26,134
+192
+0.7% +$8.84K
DD icon
196
DuPont de Nemours
DD
$19B
$1.36M 0.09%
14,048
-12
-0.1% -$1.09K
D icon
197
Dominion Energy
D
$60.6B
$1.36M 0.09%
28,843
+210
+0.7% +$9.37K
PRU icon
198
Prudential Financial
PRU
$42.9B
$1.36M 0.09%
13,067
+51
+0.4% +$4.89K
GIS icon
199
General Mills
GIS
$19.3B
$1.35M 0.09%
20,796
+132
+0.6% +$8.52K
ALL icon
200
Allstate
ALL
$67.2B
$1.34M 0.09%
9,607
+15
+0.2% +$1.96K
6 7
8
9 10

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
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

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.