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
+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
SYF icon
351
Synchrony
SYF
$25.7B
$530K 0.04%
15,612
+1,370
+10% +$41.8K
RF icon
352
Regions Financial
RF
$27.3B
$528K 0.04%
29,618
+2,994
+11% +$52.9K
CSGP icon
353
CoStar Group
CSGP
$12.1B
$526K 0.04%
5,915
+1,443
+32% +$111K
KBH icon
354
KB Home
KBH
$3.56B
$525K 0.04%
+10,159
New +$458K
UAL icon
355
United Airlines
UAL
$43B
$525K 0.04%
9,568
+1,101
+13% +$52K
AMR icon
356
Alpha Metallurgical Resources
AMR
$1.78B
$522K 0.04%
+3,177
New +$486K
HCC icon
357
Warrior Met Coal
HCC
$4.3B
$521K 0.04%
+13,381
New +$485K
TPH
358
DELISTED
Tri Pointe Homes
TPH
$519K 0.04%
15,802
-6,850
-30% -$201K
ENPH icon
359
Enphase Energy
ENPH
$5.52B
$517K 0.04%
3,084
+522
+20% +$93.3K
TMHC
360
DELISTED
Taylor Morrison
TMHC
$515K 0.04%
+10,557
New +$455K
NEX
361
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$511K 0.04%
+57,170
New +$471K
X
362
DELISTED
US Steel
X
$510K 0.04%
20,395
-13,833
-40% -$322K
GPI icon
363
Group 1 Automotive
GPI
$3.41B
$507K 0.04%
1,966
-647
-25% -$149K
DINO icon
364
HF Sinclair
DINO
$15.7B
$505K 0.04%
+11,329
New +$494K
CAG icon
365
Conagra Brands
CAG
$7.18B
$503K 0.04%
14,925
+1,613
+12% +$58.2K
SJM icon
366
J.M. Smucker
SJM
$12.7B
$502K 0.04%
3,399
+363
+12% +$55.4K
WAT icon
367
Waters Corp
WAT
$38.9B
$499K 0.04%
1,874
+231
+14% +$64.3K
TER icon
368
Teradyne
TER
$63.1B
$498K 0.04%
4,477
+533
+14% +$53.4K
LW icon
369
Lamb Weston
LW
$7.31B
$498K 0.04%
4,332
+477
+12% +$53.2K
MGM icon
370
MGM Resorts International
MGM
$11.7B
$497K 0.04%
11,324
+1,046
+10% +$44.7K
LCII icon
371
LCI Industries
LCII
$2.6B
$493K 0.04%
+3,901
New +$447K
TYL icon
372
Tyler Technologies
TYL
$12.8B
$493K 0.04%
1,183
+135
+13% +$52K
LKQ icon
373
LKQ Corp
LKQ
$6.2B
$489K 0.04%
8,389
+880
+12% +$49K
SNA icon
374
Snap-on
SNA
$21.6B
$486K 0.04%
1,688
+191
+13% +$49.5K
EXPE icon
375
Expedia Group
EXPE
$37.5B
$486K 0.04%
4,446
+503
+13% +$49.3K
13 14
15
16 17

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 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.