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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
ZION icon
501
Zions Bancorporation
ZION
$10.4B
$227K 0.02%
+5,164
New +$187K
DVA icon
502
DaVita
DVA
$11.8B
$224K 0.02%
+2,142
New +$198K
NTSI icon
503
WisdomTree International Efficient Core Fund
NTSI
$503M
$224K 0.02%
6,271
– –
AVES icon
504
Avantis Emerging Markets Value ETF
AVES
$1.48B
$223K 0.02%
+4,855
New +$214K
RL icon
505
Ralph Lauren
RL
$24.4B
$220K 0.02%
+1,529
New +$189K
GNRC icon
506
Generac Holdings
GNRC
$13B
$216K 0.02%
+1,673
New +$184K
HAS icon
507
Hasbro
HAS
$12.9B
$216K 0.02%
4,224
+31
+0.7% +$1.57K
AVUV icon
508
Avantis US Small Cap Value ETF
AVUV
$31.1B
$209K 0.01%
+2,328
New +$186K
VFC icon
509
VF Corp
VFC
$5.92B
$205K 0.01%
10,907
+79
+0.7% +$1.35K
PODD icon
510
Insulet
PODD
$9.14B
$202K 0.01%
+929
New +$159K
UBER icon
511
Uber
UBER
$142B
$200K 0.01%
+3,249
New +$170K
NWL icon
512
Newell Brands
NWL
$2.63B
$105K 0.01%
12,100
-444
-4% -$3.38K
LUMN icon
513
Lumen
LUMN
$6.2B
$35.3K ﹤0.01%
19,274
-839
-4% -$1.19K
AN icon
514
AutoNation
AN
$7.13B
– –
-3,780
Closed -$572K
BIL icon
515
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
– –
-7,326
Closed -$673K
CC icon
516
Chemours
CC
$2.25B
– –
-15,440
Closed -$433K
DK icon
517
Delek US
DK
$3.64B
– –
-14,244
Closed -$405K
FRDM icon
518
Freedom 100 Emerging Markets ETF
FRDM
$3.37B
– –
-8,963
Closed -$254K
IEFA icon
519
iShares Core MSCI EAFE ETF
IEFA
$194B
– –
-6,893
Closed -$444K
ITOT icon
520
iShares Core S&P Total US Stock Market ETF
ITOT
$97.5B
– –
-2,328
Closed -$219K
IVV icon
521
iShares Core S&P 500 ETF
IVV
$900B
– –
-638
Closed -$274K
JEPI icon
522
JPMorgan Equity Premium Income ETF
JEPI
$45.9B
– –
-4,805
Closed -$257K
MATX icon
523
Matsons
MATX
$6.13B
– –
-6,226
Closed -$552K
MTDR icon
524
Matador Resources
MTDR
$6.03B
– –
-7,715
Closed -$459K
OLN icon
525
Olin
OLN
$2.15B
– –
-8,848
Closed -$442K
18 19 20
21
22

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BCM
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SC
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NAAA
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IVAV
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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.