Empirical Finance as of Sept. 30, 2017
Portfolio Holdings for Empirical Finance
Empirical Finance holds 147 positions in its portfolio as reported in the September 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) | 10.9 | $32M | 989k | 32.05 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 9.7 | $28M | 993k | 28.44 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 9.5 | $28M | 1.0M | 27.15 | |
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 7.7 | $22M | 817k | 27.18 | |
| Alpha Architect Etf Tr vmot (VMOT) | 7.4 | $21M | 790k | 27.13 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 1.4 | $4.2M | 39k | 106.53 | |
| Vanguard REIT ETF (VNQ) | 1.3 | $3.8M | 46k | 83.11 | |
| Spdr S&p 500 Etf (SPY) | 1.1 | $3.2M | 13k | 251.30 | |
| Pimco Etf Tr 0-5 high yield (HYS) | 1.0 | $2.9M | 29k | 101.56 | |
| PowerShares DB Com Indx Trckng Fund | 1.0 | $2.9M | 186k | 15.40 | |
| iShares Barclays TIPS Bond Fund (TIP) | 1.0 | $2.8M | 25k | 113.59 | |
| iShares Barclays 20+ Yr Treas.Bond (TLT) | 0.9 | $2.8M | 22k | 124.80 | |
| Gilead Sciences (GILD) | 0.9 | $2.7M | 33k | 81.03 | |
| SPDR Gold Trust (GLD) | 0.9 | $2.7M | 22k | 121.60 | |
| Lear Corporation (LEA) | 0.9 | $2.6M | 15k | 173.12 | |
| PowerShares QQQ Trust, Series 1 | 0.9 | $2.6M | 18k | 145.47 | |
| Cisco Systems (CSCO) | 0.9 | $2.6M | 76k | 33.63 | |
| General Motors Company (GM) | 0.9 | $2.5M | 62k | 40.39 | |
| Best Buy (BBY) | 0.8 | $2.4M | 43k | 56.98 | |
| Gap (GAP) | 0.8 | $2.4M | 83k | 29.54 | |
| Robert Half International (RHI) | 0.8 | $2.4M | 48k | 50.35 | |
| Humana (HUM) | 0.8 | $2.4M | 9.9k | 243.63 | |
| SPDR Barclays Capital 1-3 Month T- | 0.8 | $2.4M | 52k | 45.76 | |
| Williams-Sonoma (WSM) | 0.8 | $2.3M | 47k | 49.87 | |
| Apple (AAPL) | 0.8 | $2.4M | 15k | 154.17 | |
| Big Lots (BIGGQ) | 0.8 | $2.4M | 44k | 53.58 | |
| Taro Pharmaceutical Industries (TARO) | 0.8 | $2.3M | 21k | 112.73 | |
| Urban Outfitters (URBN) | 0.8 | $2.3M | 97k | 23.91 | |
| Gentex Corporation (GNTX) | 0.8 | $2.3M | 117k | 19.80 | |
| H&R Block (HRB) | 0.8 | $2.2M | 84k | 26.49 | |
| Target Corporation (TGT) | 0.8 | $2.2M | 38k | 59.03 | |
| Express Scripts Holding | 0.8 | $2.2M | 35k | 63.34 | |
| Powershares Act Mang Comm Fd db opt yld div | 0.7 | $2.1M | 125k | 16.85 | |
| InterDigital (IDCC) | 0.7 | $2.0M | 28k | 73.79 | |
| GameStop (GME) | 0.7 | $2.0M | 96k | 20.67 | |
| United Therapeutics Corporation (UTHR) | 0.6 | $1.8M | 16k | 117.20 | |
| Foot Locker (FL) | 0.6 | $1.7M | 49k | 35.23 | |
| Tegna (TGNA) | 0.6 | $1.6M | 124k | 13.33 | |
| Hp (HPQ) | 0.5 | $1.6M | 78k | 19.97 | |
| Sanderson Farms | 0.5 | $1.5M | 9.3k | 161.52 | |
| Intel Corporation (INTC) | 0.5 | $1.5M | 39k | 38.11 | |
| Aetna | 0.5 | $1.4M | 9.0k | 159.11 | |
| Kohl's Corporation (KSS) | 0.5 | $1.4M | 31k | 45.67 | |
| AutoZone (AZO) | 0.5 | $1.4M | 2.3k | 595.52 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.5 | $1.4M | 33k | 41.83 | |
| Global X Fds ftse greec | 0.5 | $1.4M | 148k | 9.46 | |
| Wal-Mart Stores (WMT) | 0.5 | $1.4M | 18k | 78.15 | |
| Tractor Supply Company (TSCO) | 0.5 | $1.4M | 22k | 63.34 | |
| NetApp (NTAP) | 0.5 | $1.3M | 31k | 43.77 | |
| Industries N shs - a - (LYB) | 0.5 | $1.4M | 14k | 99.06 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.5 | $1.4M | 51k | 26.53 | |
| CVS Caremark Corporation (CVS) | 0.5 | $1.3M | 16k | 81.35 | |
| Wyndham Worldwide Corporation | 0.5 | $1.3M | 13k | 105.42 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.5 | $1.3M | 19k | 69.10 | |
| Manpower (MAN) | 0.5 | $1.3M | 11k | 117.87 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.5 | $1.3M | 53k | 24.69 | |
| iShares MSCI Thailand Index Fund (THD) | 0.5 | $1.3M | 15k | 86.46 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.4 | $1.3M | 29k | 44.83 | |
| Ishares Inc core msci emkt (IEMG) | 0.4 | $1.3M | 24k | 54.06 | |
| Ishr Msci Singapore (EWS) | 0.4 | $1.3M | 52k | 24.44 | |
| Ishares Msci Japan (EWJ) | 0.4 | $1.3M | 23k | 55.73 | |
| Steven Madden (SHOO) | 0.4 | $1.2M | 29k | 43.30 | |
| Macy's (M) | 0.4 | $1.2M | 56k | 21.83 | |
| Juniper Networks (JNPR) | 0.4 | $1.2M | 44k | 27.84 | |
| F5 Networks (FFIV) | 0.4 | $1.2M | 10k | 120.58 | |
| Vaneck Vectors Etf Tr Egypt Indx Etf | 0.4 | $1.2M | 42k | 29.17 | |
| Biogen Idec (BIIB) | 0.4 | $1.2M | 3.8k | 313.18 | |
| Healthsouth | 0.4 | $1.2M | 26k | 46.35 | |
| Anthem (ELV) | 0.4 | $1.2M | 6.3k | 189.88 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.4 | $1.2M | 36k | 33.65 | |
| Meredith Corporation | 0.4 | $1.2M | 21k | 55.51 | |
| Steel Dynamics (STLD) | 0.4 | $1.2M | 34k | 34.50 | |
| Sally Beauty Holdings (SBH) | 0.4 | $1.2M | 60k | 19.58 | |
| Pilgrim's Pride Corporation (PPC) | 0.4 | $1.2M | 41k | 28.43 | |
| Dollar General (DG) | 0.4 | $1.2M | 15k | 81.08 | |
| Cirrus Logic (CRUS) | 0.4 | $1.1M | 21k | 53.35 | |
| Garmin (GRMN) | 0.4 | $1.1M | 21k | 54.00 | |
| Tupperware Brands Corporation | 0.4 | $1.1M | 18k | 61.83 | |
| Discovery Communications | 0.4 | $1.1M | 52k | 21.30 | |
| Cleveland-cliffs (CLF) | 0.4 | $1.1M | 153k | 7.15 | |
| Ca | 0.4 | $1.1M | 33k | 33.40 | |
| Skechers USA (SKX) | 0.3 | $1.0M | 41k | 25.11 | |
| American Eagle Outfitters (AEO) | 0.3 | $880k | 62k | 14.31 | |
| Alaska Air (ALK) | 0.3 | $810k | 11k | 76.35 | |
| Allegiant Travel Company (ALGT) | 0.3 | $756k | 5.7k | 131.78 | |
| Dril-Quip (DRQ) | 0.2 | $701k | 16k | 44.19 | |
| ProShares Ultra S&P500 (SSO) | 0.2 | $576k | 6.0k | 96.77 | |
| WisdomTree Emerging Mkts Small Cp Div (DGS) | 0.2 | $575k | 12k | 49.07 | |
| iShares S&P MidCap 400 Index (IJH) | 0.2 | $557k | 3.1k | 179.21 | |
| Johnson & Johnson (JNJ) | 0.2 | $527k | 4.1k | 130.09 | |
| Bed Bath & Beyond | 0.2 | $521k | 22k | 23.48 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.2 | $503k | 2.2k | 231.16 | |
| Amazon (AMZN) | 0.1 | $422k | 438.00 | 963.47 | |
| Facebook Inc cl a (META) | 0.1 | $439k | 2.6k | 171.22 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $407k | 2.2k | 183.50 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $365k | 4.4k | 82.06 | |
| Boeing Company (BA) | 0.1 | $375k | 1.5k | 254.76 | |
| Vanguard FTSE All-World ex-US ETF (VEU) | 0.1 | $389k | 7.4k | 52.80 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $383k | 3.3k | 116.95 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $361k | 3.8k | 95.65 | |
| Oracle Corporation (ORCL) | 0.1 | $351k | 7.2k | 48.47 | |
| PowerShares DWA Devld Markt Tech | 0.1 | $343k | 13k | 27.13 | |
| Philip Morris International (PM) | 0.1 | $330k | 3.0k | 111.15 | |
| Alphabet Inc Class C cs (GOOG) | 0.1 | $313k | 326.00 | 960.12 | |
| 3M Company (MMM) | 0.1 | $301k | 1.4k | 209.90 | |
| Honeywell International (HON) | 0.1 | $280k | 2.0k | 141.77 | |
| Abbvie (ABBV) | 0.1 | $302k | 3.4k | 89.14 | |
| Alphabet Inc Class A cs (GOOGL) | 0.1 | $295k | 302.00 | 976.82 | |
| Cars (CARS) | 0.1 | $294k | 11k | 26.65 | |
| Microsoft Corporation (MSFT) | 0.1 | $273k | 3.7k | 74.69 | |
| Bank of America Corporation (BAC) | 0.1 | $267k | 11k | 25.37 | |
| McDonald's Corporation (MCD) | 0.1 | $248k | 1.6k | 156.76 | |
| Abbott Laboratories (ABT) | 0.1 | $272k | 5.1k | 53.47 | |
| At&t (T) | 0.1 | $251k | 6.4k | 39.27 | |
| Wells Fargo & Company (WFC) | 0.1 | $274k | 5.0k | 55.28 | |
| Procter & Gamble Company (PG) | 0.1 | $249k | 2.7k | 91.21 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $269k | 3.3k | 81.32 | |
| Advanced Accelerat spon ads each rep 2 ord | 0.1 | $265k | 3.9k | 67.71 | |
| Pfizer (PFE) | 0.1 | $229k | 6.4k | 35.84 | |
| Chevron Corporation (CVX) | 0.1 | $232k | 2.0k | 117.71 | |
| General Electric Company | 0.1 | $234k | 9.6k | 24.26 | |
| Thermo Fisher Scientific (TMO) | 0.1 | $222k | 1.2k | 189.58 | |
| Nextera Energy (NEE) | 0.1 | $234k | 1.6k | 146.80 | |
| Cambria Etf Tr global value (GVAL) | 0.1 | $232k | 9.2k | 25.29 | |
| Arista Networks (ANET) | 0.1 | $231k | 1.2k | 189.66 | |
| S&p Global (SPGI) | 0.1 | $219k | 1.4k | 156.43 | |
| Grupo Supervielle S A (SUPV) | 0.1 | $240k | 9.7k | 24.78 | |
| Comcast Corporation (CMCSA) | 0.1 | $200k | 5.2k | 38.65 | |
| Moody's Corporation (MCO) | 0.1 | $210k | 1.5k | 139.53 | |
| Home Depot (HD) | 0.1 | $217k | 1.3k | 164.15 | |
| Baxter International (BAX) | 0.1 | $213k | 3.4k | 62.85 | |
| Verizon Communications (VZ) | 0.1 | $212k | 4.3k | 49.72 | |
| Red Hat | 0.1 | $217k | 2.0k | 110.94 | |
| Allstate Corporation (ALL) | 0.1 | $203k | 2.2k | 91.98 | |
| Stryker Corporation (SYK) | 0.1 | $210k | 1.5k | 142.08 | |
| Cognex Corporation (CGNX) | 0.1 | $209k | 1.9k | 110.41 | |
| Intuit (INTU) | 0.1 | $203k | 1.4k | 142.16 | |
| Citigroup (C) | 0.1 | $215k | 3.0k | 72.83 | |
| Jpm Em Local Currency Bond Etf | 0.1 | $212k | 11k | 19.27 | |
| PGT | 0.1 | $160k | 11k | 14.95 | |
| Compania de Minas Buenaventura SA (BVN) | 0.1 | $140k | 11k | 12.82 | |
| Banco Bradesco SA (BBD) | 0.1 | $144k | 13k | 11.08 | |
| Enersis | 0.1 | $157k | 15k | 10.28 | |
| NeoGenomics (NEO) | 0.1 | $159k | 14k | 11.14 | |
| Nomad Foods (NOMD) | 0.1 | $152k | 10k | 14.63 | |
| Alamos Gold Inc New Class A (AGI) | 0.1 | $138k | 20k | 6.77 | |
| Cision | 0.1 | $146k | 11k | 13.02 |
