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Empirical Finance Portfolio holdings
AUM
$2.13B
1-Year Est. Return
29.56%
This Fund
S&P 500
This Quarter
Est. Return
+0.01%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$393M
AUM Growth
+$89.9M
(+30%)
Cap. Flow
+$128M
Cap. Flow
% of AUM
32.57%
Top 10 Holdings %
Top 10 Hldgs %
56.71%
Holding
204
New
108
Increased
34
Reduced
17
Closed
43
Top Buys
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Bond Market
BND
|
+$6.39M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$4.39M |
| 3 |
AutoZone
AZO
|
+$3.34M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.17M |
| 5 |
Warner Bros
WBD
|
+$3.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 10.74% |
| 2 | Technology | 6.24% |
| 3 | Industrials | 3.98% |
| 4 | Healthcare | 2.82% |
| 5 | Communication Services | 2.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Coca-Cola
KO
$377B
| $419K | 0.11% |
+8,940
| New | +$402K |
|
127
PepsiCo
PEP
$190B
| $404K | 0.1% |
+3,299
| New | +$375K |
|
128
Citigroup
C
$222B
| $377K | 0.1% |
+6,055
| New | +$455K |
|
129
Oracle
ORCL
$374B
| $361K | 0.09% |
+6,716
| New | +$334K |
|
130
Netflix
NFLX
$299B
| $360K | 0.09% |
+10,110
| New | +$275K |
|
131
Walmart Inc
WMT
$885B
| $331K | 0.08% |
10,194
-35,325
| -78% | -$1.14M |
|
132
Abbott
ABT
$183B
| $326K | 0.08% |
+4,074
| New | +$245K |
|
133
Invesco Russell 1000 Equal Weight ETF
EQAL
$815M
| $326K | 0.08% |
+10,130
| New | +$317K |
|
134
Philip Morris
PM
$297B
| $321K | 0.08% |
+3,633
| New | +$378K |
|
135
Adobe
ADBE
$99.5B
| $306K | 0.08% |
+1,147
| New | +$233K |
|
136
Amgen
AMGN
$208B
| $302K | 0.08% |
1,591
-5,014
| -76% | -$920K |
|
137
Union Pacific
UNP
$174B
| $302K | 0.08% |
+1,804
| New | +$243K |
|
138
AbbVie
ABBV
$443B
| $293K | 0.07% |
+3,633
| New | +$399K |
|
139
Eli Lilly
LLY
$1.02T
| $292K | 0.07% |
+2,248
| New | +$181K |
|
140
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
| $292K | 0.07% |
+2,599
| New | +$283K |
|
141
3M
MMM
$90.9B
| $288K | 0.07% |
+1,659
| New | +$329K |
|
142
DuPont de Nemours
DD
$18.5B
| $284K | 0.07% |
+2,104
| New | +$381K |
|
143
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
| $284K | 0.07% |
+10,136
| New | +$291K |
|
144
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $283K | 0.07% |
3,308
| – | – |
|
145
Honeywell
HON
$77B
| $280K | 0.07% |
+1,954
| New | +$270K |
|
146
PayPal
PYPL
$48.9B
| $277K | 0.07% |
+2,669
| New | +$212K |
|
147
Vanguard Total World Stock ETF
VT
$77.1B
| $266K | 0.07% |
+3,632
| New | +$275K |
|
148
iShares MSCI Italy ETF
EWI
$1.01B
| $265K | 0.07% |
+9,518
| New | +$309K |
|
149
Salesforce
CRM
$151B
| $264K | 0.07% |
+1,665
| New | +$191K |
|
150
Thermo Fisher Scientific
TMO
$213B
| $257K | 0.07% |
+938
| New | +$197K |
|
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Empirical Finance's Q1 2018 Portfolio in Review
As of Q1 2018, Empirical Finance held 204 positions worth $393M, up 30% from $303M the previous quarter. Its ten largest holdings account for 57% of the portfolio.
Empirical Finance deployed $128M of net new capital in Q1 2018, opening 108 new positions and adding to 34 existing holdings. Its largest new stake was Vanguard Morningstar Total Stock Market ETF: 54,526 shares worth $7.89M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 15% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was Vanguard Total Bond Market, an estimated $6.39M trimmed.
- Empirical Finance's largest Q1 2018 buy was Vanguard Morningstar Total Stock Market ETF: 54,526 shares worth $7.89M.
- Empirical Finance added most to Alpha Architect US Quantitative Momentum ETF in Q1 2018, an estimated $17.7M increase.
- Empirical Finance's biggest Q1 2018 reduction was Vanguard Total Bond Market, cutting an estimated $6.39M.
- Empirical Finance fully exited iShares MSCI Emerging Markets ETF in Q1 2018, selling an estimated $4.39M.
- Empirical Finance's ten largest holdings make up 57% of its $393M portfolio in Q1 2018.
- Empirical Finance opened 108 new positions and closed 43 in Q1 2018.
- Empirical Finance's portfolio value rose 30% quarter-over-quarter to $393M.
Based on Empirical Finance's 13F filing for Q1 2018, filed 25 Apr 2018.