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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
(+21%)
Cap. Flow
+$138M
Cap. Flow
% of AUM
10.66%
Top 10 Holdings %
Top 10 Hldgs %
29.72%
Holding
530
New
34
Increased
411
Reduced
50
Closed
21
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-3 Month Treasury Bond ETF
SGOV
|
+$26.4M |
| 2 |
Apple
AAPL
|
+$8.86M |
| 3 |
Microsoft
MSFT
|
+$8.07M |
| 4 |
Amazon
AMZN
|
+$3.55M |
| 5 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$3.47M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$2.14M |
| 2 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$1.9M |
| 3 |
Pultegroup
PHM
|
+$668K |
| 4 |
Terex
TEX
|
+$645K |
| 5 |
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 | |
|---|---|---|---|---|---|---|
476
iShares Core S&P 500 ETF
IVV
$897B
| $282K | 0.02% |
633
-10
| -2% | -$4.21K |
|
477
A.O. Smith
AOS
$8.56B
| $282K | 0.02% |
3,872
+438
| +13% | +$30K |
|
478
Freedom 100 Emerging Markets ETF
FRDM
$3.34B
| $281K | 0.02% |
8,955
+285
| +3% | +$8.64K |
|
479
Huntington Ingalls Industries
HII
$12.7B
| $279K | 0.02% |
1,227
+131
| +12% | +$27.2K |
|
480
MarketAxess Holdings
MKTX
$5.72B
| $277K | 0.02% |
1,059
+133
| +14% | +$39.7K |
|
481
KeyCorp
KEY
$24.3B
| $271K | 0.02% |
29,320
+2,947
| +11% | +$30.8K |
|
482
Robert Half
RHI
$4.16B
| $264K | 0.02% |
3,507
+390
| +13% | +$27.8K |
|
483
Bath & Body Works
BBWI
$4.06B
| $264K | 0.02% |
7,034
-7,393
| -51% | -$270K |
|
484
F5
FFIV
$23.5B
| $262K | 0.02% |
1,791
+211
| +13% | +$30K |
|
485
Whirlpool
WHR
$2.8B
| $261K | 0.02% |
1,754
+185
| +12% | +$25.4K |
|
486
Dentsply Sirona
XRAY
$2.64B
| $260K | 0.02% |
6,501
+802
| +14% | +$31.9K |
|
|
PARA
487
DELISTED
Paramount Global Class B
PARA
| $259K | 0.02% |
16,284
-13,883
| -46% | -$251K |
|
488
Bio-Techne
TECH
$11.2B
| $250K | 0.02% |
+3,066
| New | +$246K |
|
489
EPAM Systems
EPAM
$4.86B
| $249K | 0.02% |
1,107
+209
| +23% | +$52.6K |
|
490
Hasbro
HAS
$12.9B
| $245K | 0.02% |
+3,786
| New | +$221K |
|
491
News Corp Class A
NWSA
$16.1B
| $236K | 0.02% |
12,112
+1,327
| +12% | +$24.1K |
|
|
WRK
492
DELISTED
WestRock Company
WRK
| $236K | 0.02% |
8,108
+898
| +12% | +$26.1K |
|
|
VSXY
493
Victoria's Secret
VSXY
$7.43B
| $234K | 0.02% |
13,444
-9,218
| -41% | -$232K |
|
494
Match Group
MTCH
$8.54B
| $233K | 0.02% |
+5,576
| New | +$204K |
|
495
Nordson
NDSN
$17.2B
| $232K | 0.02% |
+933
| New | +$208K |
|
496
iShares Core S&P Total US Stock Market ETF
ITOT
$97.1B
| $228K | 0.02% |
2,327
-5
| -0.2% | -$462 |
|
497
Franklin Resources
BEN
$17.3B
| $222K | 0.02% |
+8,296
| New | +$214K |
|
498
Targa Resources
TRGP
$57.6B
| $218K | 0.02% |
+2,863
| New | +$208K |
|
499
Alpha Architect Tail Risk ETF
CAOS
$718M
| $217K | 0.02% |
2,679
| – | – |
|
500
WisdomTree International Efficient Core Fund
NTSI
$501M
| $216K | 0.02% |
6,271
| – | – |
|
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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.