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Empirical Finance Portfolio holdings
AUM
$2.41B
1-Year Est. Return
41.48%
This Fund
S&P 500
This Quarter
Est. Return
+12.01%
1 Year Est. Return
+41.48%
3 Year Est. Return
+124.48%
5 Year Est. Return
+157.81%
10 Year Est. Return
–
AUM
$393M
AUM Growth
+$55.6M
(+16%)
Cap. Flow
+$20.5M
Cap. Flow
% of AUM
5.2%
Top 10 Holdings %
Top 10 Hldgs %
56.71%
Holding
179
New
37
Increased
77
Reduced
25
Closed
18
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$4.34M |
| 2 |
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
|
+$3.99M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$3.24M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$2.9M |
| 5 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$1.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab US Large- Cap ETF
SCHX
|
+$3.94M |
| 2 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$3.89M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$2.55M |
| 4 |
Herbalife
HLF
|
+$2.05M |
| 5 |
American Eagle Outfitters
AEO
|
+$1.62M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 67.08% |
| 2 | Consumer Discretionary | 10.74% |
| 3 | Technology | 6.24% |
| 4 | Industrials | 3.98% |
| 5 | Healthcare | 2.82% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Coca-Cola
KO
$378B
| $419K | 0.11% |
8,940
+2,066
| +30% | +$96.6K |
|
127
PepsiCo
PEP
$183B
| $404K | 0.1% |
3,299
+761
| +30% | +$86.7K |
|
128
Citigroup
C
$223B
| $377K | 0.1% |
6,055
+1,360
| +29% | +$84.5K |
|
129
Oracle
ORCL
$433B
| $361K | 0.09% |
6,716
+1,379
| +26% | +$70.3K |
|
130
Netflix
NFLX
$318B
| $360K | 0.09% |
10,110
+2,330
| +30% | +$80.8K |
|
131
Walmart Inc
WMT
$853B
| $331K | 0.08% |
10,194
+2,331
| +30% | +$75.6K |
|
132
Abbott
ABT
$177B
| $326K | 0.08% |
4,074
+965
| +31% | +$71.8K |
|
133
Invesco Russell 1000 Equal Weight ETF
EQAL
$817M
| $326K | 0.08% |
10,130
| – | – |
|
134
Philip Morris
PM
$299B
| $321K | 0.08% |
+3,633
| New | +$293K |
|
135
Adobe
ADBE
$99.6B
| $306K | 0.08% |
+1,147
| New | +$289K |
|
136
Amgen
AMGN
$203B
| $302K | 0.08% |
1,591
-7,087
| -82% | -$1.35M |
|
137
Union Pacific
UNP
$167B
| $302K | 0.08% |
+1,804
| New | +$290K |
|
138
AbbVie
ABBV
$464B
| $293K | 0.07% |
3,633
+831
| +30% | +$68K |
|
139
Eli Lilly
LLY
$1.01T
| $292K | 0.07% |
+2,248
| New | +$273K |
|
140
iShares MSCI USA Momentum Factor ETF
MTUM
$24.1B
| $292K | 0.07% |
2,599
-241
| -8% | -$25.9K |
|
141
3M
MMM
$83.9B
| $288K | 0.07% |
1,659
+384
| +30% | +$64.6K |
|
142
DuPont de Nemours
DD
$17.2B
| $284K | 0.07% |
2,104
+483
| +30% | +$67K |
|
143
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.28B
| $284K | 0.07% |
+10,136
| New | +$277K |
|
144
Vanguard High Dividend Yield ETF
VYM
$81.1B
| $283K | 0.07% |
3,308
| – | – |
|
145
Honeywell
HON
$65.8B
| $280K | 0.07% |
+1,873
| New | +$262K |
|
146
PayPal
PYPL
$45.1B
| $277K | 0.07% |
+2,669
| New | +$253K |
|
147
Vanguard Total World Stock ETF
VT
$80.3B
| $266K | 0.07% |
3,632
| – | – |
|
148
iShares MSCI Italy ETF
EWI
$1.1B
| $265K | 0.07% |
9,518
| – | – |
|
149
Salesforce
CRM
$206B
| $264K | 0.07% |
+1,665
| New | +$258K |
|
150
Thermo Fisher Scientific
TMO
$240B
| $257K | 0.07% |
+938
| New | +$233K |
|
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Empirical Finance's Q1 2019 Portfolio in Review
As of Q1 2019, Empirical Finance held 179 positions worth $393M, up 16% from $337M the previous quarter. Its ten largest holdings account for 57% of the portfolio.
Empirical Finance deployed $20.5M of net new capital in Q1 2019, opening 37 new positions and adding to 77 existing holdings. Its largest new stake was Schwab Intermediately-Term US Treasury ETF: 150,266 shares worth $4.04M.
By sector, the portfolio is most concentrated in Miscellaneous at 67% of assets, down from 68% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, an estimated $3.89M trimmed.
- Empirical Finance's largest Q1 2019 buy was Schwab Intermediately-Term US Treasury ETF: 150,266 shares worth $4.04M.
- Empirical Finance added most to Alpha Architect US Quantitative Momentum ETF in Q1 2019, an estimated $4.34M increase.
- Empirical Finance's biggest Q1 2019 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $3.89M.
- Empirical Finance fully exited Schwab US Large- Cap ETF in Q1 2019, selling an estimated $3.94M.
- Empirical Finance's ten largest holdings make up 57% of its $393M portfolio in Q1 2019.
- Empirical Finance opened 37 new positions and closed 18 in Q1 2019.
- Empirical Finance's portfolio value rose 16% quarter-over-quarter to $393M.
Based on Empirical Finance's 13F filing for Q1 2019, filed 10 May 2019.