Empirical Finance as of March 31, 2018
Portfolio Holdings for Empirical Finance
Empirical Finance holds 161 positions in its portfolio as reported in the March 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 10.9 | $43M | 1.5M | 29.48 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 10.6 | $42M | 1.5M | 28.69 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 10.1 | $40M | 1.5M | 25.80 | |
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 9.8 | $39M | 1.4M | 28.07 | |
| Alpha Architect Etf Tr vmot (VMOT) | 7.8 | $31M | 1.2M | 24.77 | |
| Vanguard Total Stock Market ETF (VTI) | 2.0 | $7.9M | 55k | 144.70 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 1.8 | $7.1M | 66k | 106.66 | |
| iShares S&P 500 Index (IVV) | 1.4 | $5.7M | 20k | 284.54 | |
| Spdr Ser Tr 1 3 hgh yield (BIL) | 1.1 | $4.5M | 49k | 91.59 | |
| Invesco Qqq Trust Series 1 (QQQ) | 1.1 | $4.3M | 24k | 179.67 | |
| Vanguard REIT ETF (VNQ) | 1.1 | $4.2M | 48k | 86.91 | |
| Schwab Strategic Tr intrm trm (SCHR) | 1.0 | $4.0M | 75k | 53.78 | |
| Vanguard FTSE All-World ex-US ETF (VEU) | 0.8 | $3.2M | 64k | 50.15 | |
| Foot Locker (FL) | 0.8 | $2.9M | 48k | 60.59 | |
| KLA-Tencor Corporation (KLAC) | 0.7 | $2.8M | 24k | 119.43 | |
| Tech Data Corporation | 0.7 | $2.8M | 28k | 102.40 | |
| Cummins (CMI) | 0.7 | $2.8M | 18k | 157.87 | |
| Best Buy (BBY) | 0.7 | $2.6M | 36k | 71.06 | |
| Pulte (PHM) | 0.7 | $2.5M | 91k | 27.96 | |
| Western Union Company (WU) | 0.6 | $2.5M | 136k | 18.47 | |
| Seagate Technology Com Stk | 0.6 | $2.5M | 53k | 47.89 | |
| Gilead Sciences (GILD) | 0.6 | $2.5M | 38k | 65.01 | |
| Dick's Sporting Goods (DKS) | 0.6 | $2.4M | 66k | 36.81 | |
| Via | 0.6 | $2.4M | 86k | 28.08 | |
| Manpower (MAN) | 0.6 | $2.4M | 29k | 82.70 | |
| H&R Block (HRB) | 0.6 | $2.4M | 99k | 23.94 | |
| Kohl's Corporation (KSS) | 0.6 | $2.4M | 34k | 68.76 | |
| Gap (GPS) | 0.6 | $2.4M | 90k | 26.18 | |
| Sally Beauty Holdings (SBH) | 0.6 | $2.3M | 125k | 18.41 | |
| BorgWarner (BWA) | 0.6 | $2.3M | 59k | 38.41 | |
| Apple (AAPL) | 0.6 | $2.2M | 12k | 189.91 | |
| Lear Corporation (LEA) | 0.6 | $2.2M | 16k | 135.74 | |
| Invesco S&p 500 Equal Weight Etf (RSP) | 0.6 | $2.1M | 21k | 104.45 | |
| InterDigital (IDCC) | 0.5 | $2.1M | 32k | 65.97 | |
| Industries N shs - a - (LYB) | 0.5 | $2.1M | 25k | 84.08 | |
| Amc Networks Inc Cl A (AMCX) | 0.5 | $2.1M | 38k | 56.76 | |
| Hp (HPQ) | 0.5 | $2.1M | 108k | 19.43 | |
| International Business Machines (IBM) | 0.5 | $1.8M | 13k | 141.08 | |
| Amazon (AMZN) | 0.5 | $1.8M | 1.0k | 1780.54 | |
| Skechers USA (SKX) | 0.5 | $1.8M | 53k | 33.62 | |
| Vanguard Emerging Markets ETF (VWO) | 0.5 | $1.8M | 41k | 42.51 | |
| Tyson Foods (TSN) | 0.4 | $1.7M | 25k | 69.45 | |
| Caterpillar (CAT) | 0.4 | $1.6M | 12k | 135.45 | |
| Vanguard Sht Term Govt Bond ETF (VGSH) | 0.4 | $1.6M | 27k | 60.41 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.4 | $1.6M | 47k | 34.48 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.4 | $1.6M | 60k | 26.21 | |
| Vanguard Total Bond Market ETF (BND) | 0.4 | $1.6M | 19k | 81.19 | |
| Etf Ser Solutions aptu beha mome (ADME) | 0.4 | $1.6M | 54k | 29.21 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $1.5M | 19k | 80.79 | |
| General Motors Company (GM) | 0.4 | $1.5M | 40k | 37.09 | |
| Xerox | 0.4 | $1.5M | 47k | 31.99 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.4 | $1.5M | 113k | 12.89 | |
| Cigna Corp (CI) | 0.4 | $1.4M | 9.0k | 160.78 | |
| Southwest Airlines (LUV) | 0.4 | $1.4M | 27k | 51.90 | |
| Ingredion Incorporated (INGR) | 0.4 | $1.4M | 15k | 94.71 | |
| iShares MSCI Thailand Index Fund (THD) | 0.3 | $1.4M | 16k | 88.35 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.3 | $1.4M | 61k | 22.89 | |
| Ishares Msci Japan (EWJ) | 0.3 | $1.4M | 25k | 54.71 | |
| Delta Air Lines (DAL) | 0.3 | $1.3M | 26k | 51.66 | |
| Ishr Msci Singapore (EWS) | 0.3 | $1.3M | 56k | 23.73 | |
| Nucor Corporation (NUE) | 0.3 | $1.3M | 22k | 58.36 | |
| Vishay Intertechnology (VSH) | 0.3 | $1.3M | 70k | 18.46 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.3 | $1.2M | 20k | 60.97 | |
| Autoliv (ALV) | 0.3 | $1.1M | 16k | 73.55 | |
| Coherent | 0.3 | $1.1M | 8.1k | 141.78 | |
| Micron Technology (MU) | 0.3 | $1.2M | 28k | 41.31 | |
| Steel Dynamics (STLD) | 0.3 | $1.1M | 33k | 35.26 | |
| L Brands | 0.3 | $1.1M | 39k | 27.58 | |
| Emcor (EME) | 0.3 | $1.1M | 15k | 73.08 | |
| Bed Bath & Beyond | 0.3 | $1.1M | 63k | 16.99 | |
| Applied Materials (AMAT) | 0.3 | $1.1M | 27k | 39.67 | |
| Southwestern Energy Company (SWN) | 0.3 | $1.1M | 230k | 4.69 | |
| Lam Research Corporation (LRCX) | 0.3 | $1.1M | 5.9k | 178.95 | |
| International Paper Company (IP) | 0.3 | $1.0M | 22k | 46.29 | |
| Taro Pharmaceutical Industries (TARO) | 0.3 | $1.0M | 9.5k | 108.09 | |
| Macy's (M) | 0.3 | $1.0M | 43k | 24.04 | |
| NVR (NVR) | 0.3 | $1.0M | 374.00 | 2767.38 | |
| Vanguard Pacific ETF (VPL) | 0.3 | $1.0M | 15k | 65.87 | |
| Vanguard European ETF (VGK) | 0.3 | $1.0M | 19k | 53.60 | |
| Global X Fds msci pakistan | 0.3 | $1.0M | 120k | 8.58 | |
| Microsoft Corporation (MSFT) | 0.2 | $992k | 8.4k | 117.93 | |
| Thor Industries (THO) | 0.2 | $963k | 15k | 62.34 | |
| Cal-Maine Foods (CALM) | 0.2 | $990k | 22k | 44.62 | |
| United Therapeutics Corporation (UTHR) | 0.2 | $973k | 8.3k | 117.37 | |
| iShares S&P MidCap 400 Index (IJH) | 0.2 | $988k | 5.2k | 189.31 | |
| Vanguard FTSE All Wld Ex USSml Cap (VSS) | 0.2 | $964k | 9.3k | 104.18 | |
| Interpublic Group of Companies (IPG) | 0.2 | $939k | 45k | 21.01 | |
| SPDR Gold Trust (GLD) | 0.2 | $950k | 7.8k | 122.03 | |
| Urban Outfitters (URBN) | 0.2 | $933k | 32k | 29.63 | |
| Facebook Inc cl a (META) | 0.2 | $931k | 5.6k | 166.64 | |
| Berkshire Hathaway (BRK.B) | 0.2 | $907k | 4.5k | 200.93 | |
| Wyndham Worldwide Corporation | 0.2 | $900k | 22k | 40.51 | |
| Korn/Ferry International (KFY) | 0.2 | $917k | 21k | 44.76 | |
| Allison Transmission Hldngs I (ALSN) | 0.2 | $919k | 21k | 44.90 | |
| Johnson & Johnson (JNJ) | 0.2 | $876k | 6.3k | 139.82 | |
| Deluxe Corporation (DLX) | 0.2 | $860k | 20k | 43.70 | |
| Westlake Chemical Corporation (WLK) | 0.2 | $880k | 13k | 67.85 | |
| Hollyfrontier Corp | 0.2 | $873k | 18k | 49.27 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $810k | 8.0k | 101.20 | |
| DSW | 0.2 | $815k | 37k | 22.23 | |
| Alphabet Inc Class A cs (GOOGL) | 0.2 | $818k | 695.00 | 1176.98 | |
| Alphabet Inc Class C cs (GOOG) | 0.2 | $830k | 707.00 | 1173.97 | |
| Cleveland-cliffs (CLF) | 0.2 | $824k | 83k | 9.99 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.2 | $726k | 2.8k | 259.38 | |
| Tenne | 0.2 | $656k | 30k | 22.17 | |
| Invesco Dwa Developed Markets Momentum Etf etf (PIZ) | 0.2 | $680k | 26k | 25.86 | |
| Bank of America Corporation (BAC) | 0.2 | $614k | 22k | 27.61 | |
| Procter & Gamble Company (PG) | 0.2 | $612k | 5.9k | 104.10 | |
| iShares S&P SmallCap 600 Index (IJR) | 0.2 | $642k | 8.3k | 77.19 | |
| Pfizer (PFE) | 0.1 | $587k | 14k | 42.47 | |
| Cisco Systems (CSCO) | 0.1 | $599k | 11k | 53.97 | |
| Intel Corporation (INTC) | 0.1 | $586k | 11k | 53.74 | |
| Verizon Communications (VZ) | 0.1 | $568k | 9.6k | 59.17 | |
| UnitedHealth (UNH) | 0.1 | $557k | 2.3k | 247.34 | |
| MasterCard Incorporated (MA) | 0.1 | $507k | 2.2k | 235.27 | |
| Home Depot (HD) | 0.1 | $522k | 2.7k | 191.91 | |
| Walt Disney Company (DIS) | 0.1 | $496k | 4.5k | 111.14 | |
| Chevron Corporation (CVX) | 0.1 | $518k | 4.2k | 123.22 | |
| At&t (T) | 0.1 | $506k | 16k | 31.33 | |
| Wells Fargo & Company (WFC) | 0.1 | $493k | 10k | 48.35 | |
| Boeing Company (BA) | 0.1 | $492k | 1.3k | 381.69 | |
| Merck & Co (MRK) | 0.1 | $521k | 6.3k | 83.11 | |
| Schwab Strategic Tr sht tm us tres (SCHO) | 0.1 | $454k | 9.1k | 50.15 | |
| Comcast Corporation (CMCSA) | 0.1 | $433k | 11k | 39.97 | |
| Coca-Cola Company (KO) | 0.1 | $419k | 8.9k | 46.87 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $424k | 3.3k | 129.47 | |
| Pepsi (PEP) | 0.1 | $404k | 3.3k | 122.46 | |
| Citigroup (C) | 0.1 | $377k | 6.1k | 62.26 | |
| Oracle Corporation (ORCL) | 0.1 | $361k | 6.7k | 53.75 | |
| Netflix (NFLX) | 0.1 | $360k | 1.0k | 356.08 | |
| Wal-Mart Stores (WMT) | 0.1 | $331k | 3.4k | 97.41 | |
| Abbott Laboratories (ABT) | 0.1 | $326k | 4.1k | 80.02 | |
| Union Pacific Corporation (UNP) | 0.1 | $302k | 1.8k | 167.41 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $306k | 1.1k | 266.78 | |
| Amgen (AMGN) | 0.1 | $302k | 1.6k | 189.82 | |
| Philip Morris International (PM) | 0.1 | $321k | 3.6k | 88.36 | |
| Invesco Exchng Traded Fd Tr rusel 1000 eql (EQAL) | 0.1 | $326k | 10k | 32.18 | |
| Eli Lilly & Co. (LLY) | 0.1 | $292k | 2.2k | 129.89 | |
| 3M Company (MMM) | 0.1 | $288k | 1.4k | 207.64 | |
| Thermo Fisher Scientific (TMO) | 0.1 | $257k | 938.00 | 273.99 | |
| Honeywell International (HON) | 0.1 | $280k | 1.8k | 158.64 | |
| salesforce (CRM) | 0.1 | $264k | 1.7k | 158.56 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $283k | 3.3k | 85.55 | |
| Vanguard Total World Stock Idx (VT) | 0.1 | $266k | 3.6k | 73.24 | |
| Abbvie (ABBV) | 0.1 | $293k | 3.6k | 80.65 | |
| Ishares Tr Msci Usa Momentum Factor (MTUM) | 0.1 | $292k | 2.6k | 112.35 | |
| Paypal Holdings (PYPL) | 0.1 | $277k | 2.7k | 103.78 | |
| Ishares Msci Italy Capped Et etp (EWI) | 0.1 | $265k | 9.5k | 27.84 | |
| Dowdupont | 0.1 | $284k | 5.3k | 53.31 | |
| Invesco Emerging Markets S etf (PCY) | 0.1 | $284k | 10k | 28.02 | |
| Costco Wholesale Corporation (COST) | 0.1 | $249k | 1.0k | 242.45 | |
| Altria (MO) | 0.1 | $253k | 4.4k | 57.42 | |
| Nike (NKE) | 0.1 | $254k | 3.0k | 84.27 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $245k | 2.3k | 106.11 | |
| United Technologies Corporation | 0.1 | $238k | 1.8k | 129.00 | |
| Starbucks Corporation (SBUX) | 0.1 | $238k | 3.2k | 74.42 | |
| General Electric Company | 0.1 | $204k | 21k | 9.97 | |
| Nextera Energy (NEE) | 0.1 | $213k | 1.1k | 193.64 | |
| Lowe's Companies (LOW) | 0.1 | $212k | 1.9k | 109.50 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.1 | $202k | 8.3k | 24.23 | |
| Broadcom (AVGO) | 0.1 | $204k | 677.00 | 301.33 |
