Empirical Finance as of June 30, 2017
Portfolio Holdings for Empirical Finance
Empirical Finance holds 122 positions in its portfolio as reported in the June 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 11.4 | $30M | 990k | 30.04 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 10.0 | $26M | 1.0M | 25.53 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 9.9 | $26M | 994k | 25.96 | |
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 7.8 | $20M | 817k | 24.77 | |
| Alpha Architect Etf Tr vmot (VMOT) | 7.3 | $19M | 755k | 25.21 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 2.3 | $6.0M | 56k | 106.61 | |
| Vanguard REIT ETF (VNQ) | 1.5 | $3.9M | 47k | 83.24 | |
| SPDR Barclays Capital 1-3 Month T- | 1.2 | $3.0M | 67k | 45.75 | |
| Best Buy (BBY) | 1.2 | $3.0M | 53k | 57.33 | |
| Spdr S&p 500 Etf (SPY) | 1.1 | $2.8M | 12k | 241.83 | |
| H&R Block (HRB) | 1.0 | $2.6M | 85k | 30.92 | |
| Aetna | 1.0 | $2.6M | 17k | 151.88 | |
| Humana (HUM) | 1.0 | $2.6M | 11k | 240.64 | |
| Apple (AAPL) | 0.9 | $2.3M | 16k | 144.05 | |
| Cisco Systems (CSCO) | 0.9 | $2.3M | 74k | 31.31 | |
| Alaska Air (ALK) | 0.9 | $2.2M | 25k | 89.79 | |
| Ca | 0.8 | $2.1M | 61k | 34.48 | |
| Lear Corporation (LEA) | 0.8 | $2.0M | 14k | 142.12 | |
| Gilead Sciences (GILD) | 0.8 | $2.0M | 28k | 70.81 | |
| Gentex Corporation (GNTX) | 0.8 | $2.0M | 106k | 18.97 | |
| Dollar General (DG) | 0.8 | $2.0M | 28k | 72.10 | |
| Vanguard FTSE All-World ex-US ETF (VEU) | 0.8 | $2.0M | 40k | 50.05 | |
| Williams-Sonoma (WSM) | 0.8 | $1.9M | 40k | 48.52 | |
| InterDigital (IDCC) | 0.8 | $2.0M | 25k | 77.32 | |
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 0.7 | $1.9M | 23k | 84.49 | |
| Big Lots (BIG) | 0.7 | $1.9M | 39k | 48.32 | |
| iShares Barclays 20+ Yr Treas.Bond (TLT) | 0.7 | $1.9M | 15k | 125.13 | |
| United Therapeutics Corporation (UTHR) | 0.7 | $1.9M | 14k | 129.79 | |
| SPDR Gold Trust (GLD) | 0.7 | $1.9M | 16k | 118.06 | |
| PowerShares QQQ Trust, Series 1 | 0.7 | $1.9M | 14k | 137.71 | |
| Grand Canyon Education (LOPE) | 0.7 | $1.8M | 23k | 78.43 | |
| Allegiant Travel Company (ALGT) | 0.7 | $1.8M | 13k | 135.62 | |
| Pimco Etf Tr 0-5 high yield (HYS) | 0.7 | $1.8M | 17k | 101.41 | |
| GameStop (GME) | 0.6 | $1.6M | 75k | 21.62 | |
| Dril-Quip (DRQ) | 0.6 | $1.6M | 32k | 48.82 | |
| Ultrapar Participacoes SA (UGP) | 0.6 | $1.5M | 89k | 17.48 | |
| Gap (GPS) | 0.6 | $1.6M | 71k | 22.00 | |
| Maui Land & Pineapple (MLP) | 0.6 | $1.6M | 13k | 116.42 | |
| Foot Locker (FL) | 0.6 | $1.5M | 31k | 49.30 | |
| Global X Fds ftse greec | 0.6 | $1.5M | 148k | 10.11 | |
| Ishares Inc core msci emkt (IEMG) | 0.6 | $1.4M | 29k | 50.07 | |
| NVR (NVR) | 0.5 | $1.4M | 572.00 | 2410.84 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.5 | $1.4M | 33k | 41.53 | |
| Bed Bath & Beyond | 0.5 | $1.3M | 44k | 30.41 | |
| Wal-Mart Stores (WMT) | 0.5 | $1.3M | 18k | 75.69 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.5 | $1.3M | 19k | 67.81 | |
| Hp (HPQ) | 0.5 | $1.3M | 76k | 17.48 | |
| Westlake Chemical Corporation (WLK) | 0.5 | $1.3M | 20k | 66.25 | |
| Reynolds American | 0.5 | $1.3M | 20k | 65.06 | |
| Wyndham Worldwide Corporation | 0.5 | $1.3M | 13k | 100.49 | |
| Tupperware Brands Corporation (TUP) | 0.5 | $1.2M | 18k | 70.23 | |
| Healthsouth | 0.5 | $1.2M | 26k | 48.42 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.5 | $1.2M | 51k | 24.30 | |
| Manpower (MAN) | 0.5 | $1.2M | 11k | 111.67 | |
| Tesoro Corporation | 0.5 | $1.2M | 13k | 93.61 | |
| Urban Outfitters (URBN) | 0.5 | $1.2M | 67k | 18.55 | |
| Brocade Communications Systems | 0.5 | $1.2M | 97k | 12.62 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.5 | $1.2M | 53k | 23.44 | |
| Ishr Msci Singapore (EWS) | 0.5 | $1.2M | 52k | 23.63 | |
| Ishares Msci Japan (EWJ) | 0.5 | $1.2M | 23k | 53.68 | |
| Juniper Networks (JNPR) | 0.5 | $1.2M | 43k | 27.89 | |
| Skechers USA (SKX) | 0.5 | $1.2M | 41k | 29.52 | |
| Taro Pharmaceutical Industries (TARO) | 0.5 | $1.2M | 10k | 112.08 | |
| iShares MSCI Thailand Index Fund (THD) | 0.5 | $1.2M | 15k | 77.96 | |
| Vaneck Vectors Etf Tr Egypt Indx Etf | 0.5 | $1.2M | 42k | 27.83 | |
| Steven Madden (SHOO) | 0.4 | $1.2M | 29k | 39.98 | |
| Robert Half International (RHI) | 0.4 | $1.1M | 22k | 47.93 | |
| Garmin (GRMN) | 0.4 | $1.1M | 21k | 51.05 | |
| Biogen Idec (BIIB) | 0.4 | $1.0M | 3.8k | 271.50 | |
| Cooper Tire & Rubber Company | 0.4 | $1.0M | 29k | 36.12 | |
| Scripps Networks Interactive | 0.4 | $1.0M | 15k | 68.31 | |
| Express Scripts Holding | 0.4 | $1.0M | 16k | 63.84 | |
| Tegna (TGNA) | 0.4 | $1.0M | 71k | 14.42 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.4 | $1.0M | 36k | 28.82 | |
| Deluxe Corporation (DLX) | 0.4 | $999k | 14k | 69.25 | |
| General Motors Company (GM) | 0.4 | $998k | 29k | 34.94 | |
| Ford Motor Company (F) | 0.4 | $929k | 83k | 11.19 | |
| Ever-Glory International (EVKG) | 0.3 | $903k | 32k | 27.99 | |
| Target Corporation (TGT) | 0.3 | $883k | 17k | 52.35 | |
| Cal-Maine Foods (CALM) | 0.3 | $884k | 22k | 39.61 | |
| Kohl's Corporation (KSS) | 0.3 | $860k | 22k | 38.69 | |
| Herman Miller (MLKN) | 0.3 | $864k | 28k | 30.43 | |
| Dillard's (DDS) | 0.3 | $817k | 14k | 57.71 | |
| Via | 0.3 | $776k | 23k | 33.58 | |
| American Eagle Outfitters (AEO) | 0.3 | $771k | 64k | 12.05 | |
| Cars (CARS) | 0.2 | $628k | 24k | 26.66 | |
| iShares S&P MidCap 400 Index (IJH) | 0.2 | $574k | 3.3k | 174.15 | |
| ProShares Ultra S&P500 (SSO) | 0.2 | $574k | 6.4k | 89.60 | |
| WisdomTree Emerging Mkts Small Cp Div (DGS) | 0.2 | $567k | 12k | 45.75 | |
| Johnson & Johnson (JNJ) | 0.2 | $491k | 3.7k | 132.35 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.2 | $484k | 2.2k | 222.43 | |
| Amazon (AMZN) | 0.2 | $424k | 438.00 | 968.04 | |
| Facebook Inc cl a (META) | 0.1 | $388k | 2.6k | 151.33 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $360k | 4.4k | 80.94 | |
| Syntel | 0.1 | $365k | 22k | 16.98 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $375k | 3.3k | 114.50 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $345k | 3.8k | 91.41 | |
| Philip Morris International (PM) | 0.1 | $304k | 2.6k | 117.65 | |
| Oracle Corporation (ORCL) | 0.1 | $314k | 6.3k | 50.18 | |
| PowerShares DWA Devld Markt Tech | 0.1 | $325k | 13k | 25.71 | |
| Wells Fargo & Company (WFC) | 0.1 | $275k | 5.0k | 55.48 | |
| Alphabet Inc Class A cs (GOOGL) | 0.1 | $281k | 302.00 | 930.46 | |
| Alphabet Inc Class C cs (GOOG) | 0.1 | $297k | 326.00 | 911.04 | |
| Microsoft Corporation (MSFT) | 0.1 | $252k | 3.7k | 68.95 | |
| Bank of America Corporation (BAC) | 0.1 | $256k | 11k | 24.32 | |
| General Electric Company | 0.1 | $261k | 9.6k | 27.06 | |
| 3M Company (MMM) | 0.1 | $251k | 1.2k | 208.30 | |
| Altria (MO) | 0.1 | $257k | 3.4k | 74.71 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $259k | 3.3k | 78.30 | |
| At&t (T) | 0.1 | $242k | 6.4k | 37.86 | |
| Boeing Company (BA) | 0.1 | $245k | 1.2k | 197.90 | |
| Procter & Gamble Company (PG) | 0.1 | $238k | 2.7k | 87.18 | |
| Comcast Corporation (CMCSA) | 0.1 | $202k | 5.2k | 39.04 | |
| Home Depot (HD) | 0.1 | $203k | 1.3k | 153.56 | |
| Abbott Laboratories (ABT) | 0.1 | $203k | 4.2k | 48.79 | |
| Pfizer (PFE) | 0.1 | $215k | 6.4k | 33.65 | |
| Chevron Corporation (CVX) | 0.1 | $206k | 2.0k | 104.52 | |
| Honeywell International (HON) | 0.1 | $219k | 1.6k | 133.62 | |
| Cambria Etf Tr global value (GVAL) | 0.1 | $217k | 9.2k | 23.66 | |
| Jpm Em Local Currency Bond Etf | 0.1 | $208k | 11k | 18.91 | |
| Advanced Semiconductor Engineering | 0.0 | $110k | 17k | 6.34 | |
| Enersis | 0.0 | $104k | 11k | 9.48 |
