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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
DE icon
76
Deere & Co
DE
$160B
$3.61M 0.28%
8,916
+893
+11% +$341K
T icon
77
AT&T
T
$159B
$3.58M 0.28%
224,189
+25,600
+13% +$436K
PTNQ icon
78
Pacer Trendpilot 100 ETF
PTNQ
$1.2B
$3.46M 0.27%
55,734
-641
-1% -$36.8K
LMT icon
79
Lockheed Martin
LMT
$134B
$3.41M 0.26%
7,414
+738
+11% +$343K
GS icon
80
Goldman Sachs
GS
$300B
$3.41M 0.26%
10,582
+1,144
+12% +$376K
AXP icon
81
American Express
AXP
$227B
$3.38M 0.26%
19,379
+2,007
+12% +$324K
ELV icon
82
Elevance Health
ELV
$81.5B
$3.36M 0.26%
7,572
+817
+12% +$377K
BKNG icon
83
Booking.com
BKNG
$149B
$3.36M 0.26%
31,075
+3,225
+12% +$341K
NOW icon
84
ServiceNow
NOW
$115B
$3.25M 0.25%
28,935
+3,270
+13% +$327K
SYK icon
85
Stryker
SYK
$125B
$3.19M 0.25%
10,448
+1,179
+13% +$341K
MDLZ icon
86
Mondelez International
MDLZ
$79.5B
$3.18M 0.25%
43,582
+4,718
+12% +$349K
ADI icon
87
Analog Devices
ADI
$179B
$3.16M 0.24%
16,205
+1,666
+11% +$309K
BLK icon
88
Blackrock
BLK
$169B
$3.15M 0.24%
4,559
+508
+13% +$340K
TJX icon
89
TJX Companies
TJX
$174B
$3.14M 0.24%
36,980
+4,015
+12% +$317K
QCOM icon
90
Qualcomm
QCOM
$155B
$3.05M 0.24%
25,654
+4,003
+18% +$460K
GILD icon
91
Gilead Sciences
GILD
$162B
$3.03M 0.23%
39,299
+4,297
+12% +$343K
MRSH
92
Marsh
MRSH
$90.5B
$2.96M 0.23%
15,739
+1,762
+13% +$313K
ADP icon
93
Automatic Data Processing
ADP
$106B
$2.9M 0.22%
13,175
+1,450
+12% +$313K
C icon
94
Citigroup
C
$222B
$2.88M 0.22%
62,575
+6,473
+12% +$303K
MOOD icon
95
Relative Sentiment Tactical Allocation ETF
MOOD
$131M
$2.88M 0.22%
110,117
– –
MPC icon
96
Marathon Petroleum
MPC
$92.4B
$2.86M 0.22%
24,548
+5,027
+26% +$584K
VRTX icon
97
Vertex Pharmaceuticals
VRTX
$121B
$2.85M 0.22%
8,105
+938
+13% +$316K
CVS icon
98
CVS Health
CVS
$133B
$2.82M 0.22%
40,747
+4,196
+11% +$299K
CI icon
99
Cigna
CI
$73.7B
$2.81M 0.22%
10,000
+947
+10% +$247K
LRCX icon
100
Lam Research
LRCX
$367B
$2.78M 0.22%
43,260
+4,250
+11% +$240K
2 3
4
5 6

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 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
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HJGA
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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.