Empirical Finance as of March 31, 2018
Portfolio Holdings for Empirical Finance
Empirical Finance holds 133 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 momntm intl quan (IMOM) | 11.5 | $46M | 1.5M | 31.03 | |
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 10.8 | $44M | 1.3M | 32.65 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 10.8 | $43M | 1.4M | 30.20 | |
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 10.8 | $43M | 1.5M | 29.92 | |
| Alpha Architect Etf Tr vmot (AAVM) | 9.7 | $39M | 1.3M | 29.22 | |
| Vanguard Total Bond Market ETF (BND) | 2.0 | $8.0M | 100k | 79.93 | |
| Spdr Ser Tr 1 3 hgh yield (BIL) | 1.3 | $5.1M | 56k | 91.55 | |
| Urban Outfitters (URBN) | 1.1 | $4.4M | 119k | 36.96 | |
| Kohl's Corporation (KSS) | 1.1 | $4.2M | 65k | 65.51 | |
| Herbalife Ltd Com Stk (HLF) | 1.0 | $4.1M | 42k | 97.48 | |
| Powershares Act Mang Comm Fd db opt yld div | 1.0 | $3.9M | 220k | 17.77 | |
| Western Digital (WDC) | 0.9 | $3.7M | 40k | 92.26 | |
| Gentex Corporation (GNTX) | 0.9 | $3.5M | 154k | 23.02 | |
| Gap (GAP) | 0.9 | $3.5M | 112k | 31.20 | |
| Lear Corporation (LEA) | 0.9 | $3.5M | 19k | 186.09 | |
| Williams-Sonoma (WSM) | 0.9 | $3.5M | 66k | 52.76 | |
| Apple (AAPL) | 0.8 | $3.4M | 20k | 167.80 | |
| Best Buy (BBY) | 0.8 | $3.3M | 47k | 69.99 | |
| Amgen (AMGN) | 0.8 | $3.3M | 19k | 170.48 | |
| Express Scripts Holding | 0.8 | $3.2M | 46k | 69.07 | |
| Hp (HPQ) | 0.8 | $3.2M | 146k | 21.92 | |
| Industries N shs - a - (LYB) | 0.8 | $3.1M | 30k | 105.67 | |
| InterDigital (IDCC) | 0.8 | $3.1M | 42k | 73.61 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.8 | $3.1M | 63k | 48.29 | |
| Bed Bath & Beyond | 0.8 | $3.1M | 147k | 20.99 | |
| AutoZone (AZO) | 0.8 | $3.1M | 4.7k | 648.70 | |
| Nordstrom | 0.8 | $3.0M | 63k | 48.40 | |
| H&R Block (HRB) | 0.7 | $3.0M | 117k | 25.41 | |
| Discovery Communications | 0.7 | $3.0M | 140k | 21.43 | |
| NCR Corporation (VYX) | 0.7 | $2.9M | 94k | 31.52 | |
| Juniper Networks (JNPR) | 0.7 | $2.9M | 119k | 24.33 | |
| PowerShares QQQ Trust, Series 1 | 0.7 | $2.9M | 18k | 160.10 | |
| United Therapeutics Corporation (UTHR) | 0.7 | $2.7M | 24k | 112.38 | |
| Big Lots (BIGGQ) | 0.6 | $2.5M | 58k | 43.53 | |
| Lam Research Corporation | 0.6 | $2.3M | 11k | 203.18 | |
| American Eagle Outfitters (AEO) | 0.6 | $2.3M | 114k | 19.93 | |
| Dick's Sporting Goods (DKS) | 0.5 | $2.0M | 58k | 35.05 | |
| Intel Corporation (INTC) | 0.5 | $2.0M | 38k | 52.07 | |
| Deluxe Corporation (DLX) | 0.5 | $2.0M | 27k | 74.01 | |
| EnerSys (ENS) | 0.5 | $2.0M | 29k | 69.35 | |
| Taro Pharmaceutical Industries (TARO) | 0.5 | $2.0M | 20k | 98.73 | |
| Gilead Sciences (GILD) | 0.5 | $2.0M | 26k | 75.39 | |
| Spdr S&p 500 Etf (SPY) | 0.5 | $1.9M | 7.3k | 263.20 | |
| Cisco Systems (CSCO) | 0.5 | $1.8M | 43k | 42.88 | |
| NetApp (NTAP) | 0.5 | $1.9M | 30k | 61.70 | |
| Tupperware Brands Corporation | 0.4 | $1.8M | 37k | 48.39 | |
| Thor Industries (THO) | 0.4 | $1.8M | 15k | 115.15 | |
| Cleveland-cliffs (CLF) | 0.4 | $1.8M | 253k | 6.95 | |
| American Axle & Manufact. Holdings (AXL) | 0.4 | $1.8M | 115k | 15.22 | |
| Cirrus Logic (CRUS) | 0.4 | $1.7M | 43k | 40.63 | |
| Pimco Etf Tr 0-5 high yield (HYS) | 0.4 | $1.7M | 17k | 99.65 | |
| Macy's (M) | 0.4 | $1.7M | 56k | 29.74 | |
| L Brands | 0.4 | $1.6M | 43k | 38.21 | |
| Vaneck Vectors Etf Tr Egypt Indx Etf | 0.4 | $1.7M | 43k | 39.03 | |
| Seagate Technology Com Stk | 0.4 | $1.6M | 28k | 58.51 | |
| Vaneck Vectors Etf Tr fallen angel hg (ANGL) | 0.4 | $1.6M | 55k | 29.05 | |
| Target Corporation (TGT) | 0.4 | $1.5M | 22k | 69.41 | |
| iShares MSCI Thailand Index Fund (THD) | 0.4 | $1.5M | 16k | 99.69 | |
| Robert Half International (RHI) | 0.4 | $1.5M | 26k | 57.90 | |
| Steel Dynamics (STLD) | 0.4 | $1.5M | 34k | 44.21 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.4 | $1.5M | 20k | 75.44 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.4 | $1.4M | 34k | 42.43 | |
| Global X Fds ftse greec | 0.4 | $1.5M | 150k | 9.70 | |
| F5 Networks (FFIV) | 0.3 | $1.4M | 9.9k | 144.56 | |
| Ishares Msci Japan (EWJ) | 0.3 | $1.4M | 24k | 60.68 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.3 | $1.4M | 54k | 25.30 | |
| Anthem (ELV) | 0.3 | $1.4M | 6.3k | 219.68 | |
| Ishr Msci Singapore (EWS) | 0.3 | $1.4M | 52k | 26.67 | |
| Tractor Supply Company (TSCO) | 0.3 | $1.4M | 22k | 63.01 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.3 | $1.3M | 52k | 25.10 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.3 | $1.3M | 37k | 36.45 | |
| Humana (HUM) | 0.3 | $1.3M | 4.8k | 268.81 | |
| General Motors Company (GM) | 0.3 | $1.2M | 34k | 36.34 | |
| Meredith Corporation | 0.3 | $1.1M | 21k | 53.81 | |
| Sanderson Farms | 0.3 | $1.1M | 9.1k | 118.97 | |
| Tegna (TGNA) | 0.3 | $1.0M | 91k | 11.39 | |
| PowerShares DWA Devld Markt Tech | 0.2 | $1.0M | 36k | 27.88 | |
| Pilgrim's Pride Corporation (PPC) | 0.2 | $988k | 40k | 24.61 | |
| Amazon (AMZN) | 0.2 | $706k | 488.00 | 1446.72 | |
| Boeing Company (BA) | 0.1 | $506k | 1.5k | 327.93 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.1 | $527k | 2.2k | 242.19 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $466k | 4.2k | 109.93 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $494k | 2.5k | 199.68 | |
| Facebook Inc cl a (META) | 0.1 | $460k | 2.9k | 159.67 | |
| Johnson & Johnson (JNJ) | 0.1 | $412k | 3.2k | 128.27 | |
| Bank of America Corporation (BAC) | 0.1 | $355k | 12k | 30.01 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $374k | 5.0k | 74.61 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $366k | 3.3k | 111.76 | |
| Alphabet Inc Class A cs (GOOGL) | 0.1 | $352k | 339.00 | 1038.35 | |
| Alphabet Inc Class C cs (GOOG) | 0.1 | $377k | 365.00 | 1032.88 | |
| Microsoft Corporation (MSFT) | 0.1 | $334k | 3.7k | 91.38 | |
| Arista Networks | 0.1 | $311k | 1.2k | 255.34 | |
| Advanced Accelerat spon ads each rep 2 ord | 0.1 | $319k | 3.9k | 81.50 | |
| Home Depot (HD) | 0.1 | $263k | 1.5k | 178.31 | |
| Wells Fargo & Company (WFC) | 0.1 | $291k | 5.5k | 52.46 | |
| Red Hat | 0.1 | $296k | 2.0k | 149.65 | |
| Nextera Energy (NEE) | 0.1 | $270k | 1.7k | 163.14 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $273k | 3.3k | 82.53 | |
| Sodastream International | 0.1 | $269k | 2.9k | 91.71 | |
| Ishares Tr Msci Usa Momentum Factor (MTUM) | 0.1 | $285k | 2.7k | 106.11 | |
| S&p Global (SPGI) | 0.1 | $274k | 1.4k | 191.21 | |
| Moody's Corporation (MCO) | 0.1 | $246k | 1.5k | 161.21 | |
| IAC/InterActive | 0.1 | $232k | 1.5k | 156.55 | |
| Pfizer (PFE) | 0.1 | $255k | 7.2k | 35.48 | |
| Chevron Corporation (CVX) | 0.1 | $253k | 2.2k | 113.86 | |
| At&t (T) | 0.1 | $257k | 7.2k | 35.66 | |
| Zebra Technologies (ZBRA) | 0.1 | $225k | 1.6k | 139.23 | |
| Verizon Communications (VZ) | 0.1 | $230k | 4.8k | 47.92 | |
| Procter & Gamble Company (PG) | 0.1 | $243k | 3.1k | 79.20 | |
| UnitedHealth (UNH) | 0.1 | $243k | 1.1k | 214.29 | |
| Roper Industries (ROP) | 0.1 | $227k | 808.00 | 280.94 | |
| Intuit (INTU) | 0.1 | $253k | 1.5k | 173.41 | |
| Ss&c Technologies Holding (SSNC) | 0.1 | $226k | 4.2k | 53.67 | |
| SPDR Barclays Capital High Yield B | 0.1 | $252k | 7.0k | 35.87 | |
| Citigroup (C) | 0.1 | $223k | 3.3k | 67.37 | |
| Globus Med Inc cl a (GMED) | 0.1 | $262k | 5.3k | 49.83 | |
| Siteone Landscape Supply (SITE) | 0.1 | $238k | 3.1k | 76.92 | |
| Stars Group | 0.1 | $233k | 8.5k | 27.54 | |
| Ansys (ANSS) | 0.1 | $215k | 1.4k | 156.93 | |
| MasterCard Incorporated (MA) | 0.1 | $211k | 1.2k | 174.81 | |
| Coca-Cola Company (KO) | 0.1 | $207k | 4.8k | 43.41 | |
| Wal-Mart Stores (WMT) | 0.1 | $222k | 2.5k | 88.91 | |
| Waste Management (WM) | 0.1 | $211k | 2.5k | 84.13 | |
| T. Rowe Price (TROW) | 0.1 | $215k | 2.0k | 108.20 | |
| Allstate Corporation (ALL) | 0.1 | $214k | 2.3k | 94.94 | |
| Fiserv (FI) | 0.1 | $218k | 3.1k | 71.34 | |
| Chemed Corp Com Stk (CHE) | 0.1 | $222k | 813.00 | 273.06 | |
| Tim Participacoes Sa- | 0.1 | $206k | 9.5k | 21.70 | |
| Axogen (AXGN) | 0.1 | $219k | 6.0k | 36.44 | |
| Qualys (QLYS) | 0.1 | $206k | 2.8k | 72.89 | |
| General Electric Company | 0.0 | $145k | 11k | 13.44 | |
| Enersis | 0.0 | $177k | 15k | 11.59 | |
| Nomad Foods (NOMD) | 0.0 | $164k | 10k | 15.79 |
