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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
PCAR icon
176
PACCAR
PCAR
$69.8B
$1.35M 0.1%
16,184
+1,830
+13% +$135K
CTAS icon
177
Cintas
CTAS
$81.9B
$1.35M 0.1%
10,852
+1,240
+13% +$145K
BIIB icon
178
Biogen
BIIB
$30B
$1.34M 0.1%
4,714
+531
+13% +$158K
AEP icon
179
American Electric Power
AEP
$69.6B
$1.34M 0.1%
15,913
+1,859
+13% +$164K
D icon
180
Dominion Energy
D
$60.8B
$1.33M 0.1%
25,752
+3,057
+13% +$166K
ATVI
181
DELISTED
Activision Blizzard
ATVI
$1.33M 0.1%
15,808
+4,923
+45% +$398K
IDXX icon
182
Idexx Laboratories
IDXX
$44.1B
$1.32M 0.1%
2,630
+295
+13% +$141K
ADM icon
183
Archer Daniels Midland
ADM
$38.2B
$1.32M 0.1%
17,464
+2,030
+13% +$154K
TRV icon
184
Travelers Companies
TRV
$78.1B
$1.32M 0.1%
7,581
+776
+11% +$137K
AFL icon
185
Aflac
AFL
$64.9B
$1.32M 0.1%
18,853
+1,788
+10% +$120K
CTVA icon
186
Corteva
CTVA
$52.6B
$1.31M 0.1%
22,910
+2,598
+13% +$152K
IQV icon
187
IQVIA
IQV
$38.7B
$1.3M 0.1%
5,778
+667
+13% +$134K
CARR icon
188
Carrier Global
CARR
$51B
$1.29M 0.1%
25,999
+2,902
+13% +$128K
TOL icon
189
Toll Brothers
TOL
$13.6B
$1.27M 0.1%
16,107
+7,155
+80% +$480K
EXC icon
190
Exelon
EXC
$47.2B
$1.26M 0.1%
30,908
+3,666
+13% +$152K
TFC icon
191
Truist Financial
TFC
$63.3B
$1.26M 0.1%
41,452
+4,299
+12% +$134K
DG icon
192
Dollar General
DG
$28B
$1.24M 0.1%
7,320
+734
+11% +$145K
MET icon
193
MetLife
MET
$61.9B
$1.24M 0.1%
21,971
+2,062
+10% +$114K
ROST icon
194
Ross Stores
ROST
$80.5B
$1.24M 0.1%
11,026
+1,197
+12% +$126K
LHX icon
195
L3Harris
LHX
$51.6B
$1.23M 0.1%
6,308
+650
+11% +$124K
DHI icon
196
D.R. Horton
DHI
$40B
$1.22M 0.09%
10,021
+1,039
+12% +$114K
ACWI icon
197
iShares MSCI ACWI ETF
ACWI
$32.9B
$1.2M 0.09%
12,489
– –
ROK icon
198
Rockwell Automation
ROK
$53.4B
$1.19M 0.09%
3,623
+399
+12% +$115K
CNC icon
199
Centene
CNC
$30.7B
$1.19M 0.09%
17,643
+1,854
+12% +$124K
MSCI icon
200
MSCI
MSCI
$41.6B
$1.18M 0.09%
2,514
+282
+13% +$138K
6 7
8
9 10

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BCM
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GS
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SC
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NAAA
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IVAV
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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.