Empirical Finance Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$11.7M |
| 2 |
Alpha Architect International Quantitative Value ETF
IVAL
|
+$7.68M |
| 3 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$4.77M |
| 4 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$4.13M |
| 5 |
Vanguard Total Stock Market ETF
VTI
|
+$3.52M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$2.53M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$1.64M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.09M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$684K |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$545K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 13.14% |
| 2 | Technology | 6.06% |
| 3 | Healthcare | 4.95% |
| 4 | Consumer Staples | 4.09% |
| 5 | Industrials | 3.6% |
Similar funds
Empirical Finance's Q1 2017 Portfolio in Review
As of Q1 2017, Empirical Finance held 706 positions worth $214M, up 44% from $148M the previous quarter. Its ten largest holdings account for 59% of the portfolio.
Empirical Finance deployed $57.6M of net new capital in Q1 2017, opening 17 new positions and adding to 46 existing holdings. Its largest new stake was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036: 63,262 shares worth $1.49M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 12% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $190K trimmed.
- Empirical Finance's largest Q1 2017 buy was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036: 63,262 shares worth $1.49M.
- Empirical Finance added most to Alpha Architect International Quantitative Momentum ETF in Q1 2017, an estimated $11.7M increase.
- Empirical Finance's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $190K.
- Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2017, selling an estimated $2.53M.
- Empirical Finance's ten largest holdings make up 59% of its $214M portfolio in Q1 2017.
- Empirical Finance opened 17 new positions and closed 620 in Q1 2017.
- Empirical Finance's portfolio value rose 44% quarter-over-quarter to $214M.
Based on Empirical Finance's 13F filing for Q1 2017, filed 11 May 2017.