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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
+8.9%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$1.29B
AUM Growth
+$223M
Cap. Flow
+$138M
Cap. Flow %
10.66%
Top 10 Hldgs %
29.72%
Holding
530
New
34
Increased
411
Reduced
50
Closed
21

Top Buys

Rank Stock Value
1
SGOV icon
iShares 0-3 Month Treasury Bond ETF
SGOV
+$26.4M
2
AAPL icon
Apple
AAPL
+$8.86M
3
MSFT icon
Microsoft
MSFT
+$8.07M
4
AMZN icon
Amazon
AMZN
+$3.55M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$3.47M

Top Sells

Rank Stock Value
1
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$2.14M
2
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$1.9M
3
PHM icon
Pultegroup
PHM
+$668K
4
TEX icon
Terex
TEX
+$645K
5
BLDR icon
Builders FirstSource
BLDR
+$643K

Sector Composition

Rank Sector Weight
1 Technology 24.97%
2 Healthcare 11.78%
3 Financials 9.68%
4 Consumer Discretionary 9.3%
5 Communication Services 7.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MKC icon
301
McCormick & Company Non-Voting
MKC
$13.9B
$681K 0.05%
7,805
+871
+13% +$77K
NTSX icon
302
WisdomTree US Efficient Core Fund
NTSX
$1.38B
$669K 0.05%
18,043
+1
+0% +$36
DTE icon
303
DTE Energy
DTE
$29.5B
$669K 0.05%
6,078
+729
+14% +$81.2K
LUV icon
304
Southwest Airlines
LUV
$23B
$660K 0.05%
18,229
+1,946
+12% +$61K
DOV icon
305
Dover
DOV
$27.7B
$658K 0.05%
4,458
+477
+12% +$68.2K
FE icon
306
FirstEnergy
FE
$28B
$657K 0.05%
16,892
+1,918
+13% +$75.3K
STZ icon
307
Constellation Brands
STZ
$22.4B
$654K 0.05%
2,657
-1
-0% -$234
AEE icon
308
Ameren
AEE
$30.3B
$652K 0.05%
7,985
+926
+13% +$79.3K
PAG icon
309
Penske Automotive Group
PAG
$14.3B
$652K 0.05%
3,910
+33
+0.9% +$4.79K
DRI icon
310
Darden Restaurants
DRI
$23.6B
$651K 0.05%
3,899
+394
+11% +$61.9K
VRSN icon
311
VeriSign
VRSN
$27B
$650K 0.05%
2,877
+324
+13% +$71.4K
HOLX
312
DELISTED
Hologic
HOLX
$646K 0.05%
7,981
-5,537
-41% -$452K
WBA
313
DELISTED
Walgreens Boots Alliance
WBA
$641K 0.05%
22,493
+2,456
+12% +$80K
XYL icon
314
Xylem
XYL
$27.8B
$641K 0.05%
5,689
+711
+14% +$75.2K
ON icon
315
ON Semiconductor
ON
$31.3B
$628K 0.05%
6,645
+1,357
+26% +$112K
OMC icon
316
Omnicom Group
OMC
$21.7B
$623K 0.05%
6,551
+666
+11% +$61.8K
AN icon
317
AutoNation
AN
$7.12B
$622K 0.05%
3,780
+32
+0.9% +$4.44K
PPL
318
PPL Corp
PPL
$26.5B
$621K 0.05%
23,484
+2,653
+13% +$73.2K
TTWO icon
319
Take-Two Interactive
TTWO
$45.8B
$619K 0.05%
4,207
+548
+15% +$71.7K
ETR icon
320
Entergy
ETR
$50.4B
$617K 0.05%
12,676
+1,508
+14% +$78.1K
CLX icon
321
Clorox
CLX
$11.9B
$616K 0.05%
3,871
+424
+12% +$68.4K
WAB icon
322
Wabtec
WAB
$50.1B
$607K 0.05%
5,532
+630
+13% +$62.5K
CPAY icon
323
Corpay
CPAY
$25.2B
$597K 0.05%
2,378
+242
+11% +$55.2K
BALL icon
324
Ball Corp
BALL
$17.3B
$589K 0.05%
10,117
+1,139
+13% +$61.8K
RJF icon
325
Raymond James Financial
RJF
$34.1B
$588K 0.05%
5,669
+656
+13% +$60.9K
11 12
13
14 15

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AAP
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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 Q2 2023 Portfolio in Review

As of Q2 2023, Empirical Finance held 530 positions worth $1.29B, up 21% from $1.07B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Empirical Finance deployed $138M of net new capital in Q2 2023, opening 34 new positions and adding to 411 existing holdings. Its largest new stake was EQT Corp: 18,578 shares worth $764K.

By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 23% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was Alpha Architect US Quantitative Momentum ETF, an estimated $2.14M trimmed.

  • Empirical Finance's largest Q2 2023 buy was EQT Corp: 18,578 shares worth $764K.
  • Empirical Finance added most to iShares 0-3 Month Treasury Bond ETF in Q2 2023, an estimated $26.4M increase.
  • Empirical Finance's biggest Q2 2023 reduction was Alpha Architect US Quantitative Momentum ETF, cutting an estimated $2.14M.
  • Empirical Finance fully exited Terex in Q2 2023, selling an estimated $645K.
  • Empirical Finance's ten largest holdings make up 30% of its $1.29B portfolio in Q2 2023.
  • Empirical Finance opened 34 new positions and closed 21 in Q2 2023.
  • Empirical Finance's portfolio value rose 21% quarter-over-quarter to $1.29B.

Based on Empirical Finance's 13F filing for Q2 2023, filed 27 Jul 2023.