Empirical Finance as of Sept. 30, 2018
Portfolio Holdings for Empirical Finance
Empirical Finance holds 152 positions in its portfolio as reported in the September 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 12.5 | $50M | 1.5M | 34.00 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 11.2 | $45M | 1.5M | 31.01 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 10.8 | $43M | 1.5M | 28.52 | |
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 10.4 | $42M | 1.4M | 30.72 | |
| Alpha Architect Etf Tr vmot (VMOT) | 10.1 | $41M | 1.4M | 28.97 | |
| Sch Us Mid-cap Etf etf (SCHM) | 1.5 | $6.0M | 104k | 57.84 | |
| Apple (AAPL) | 1.1 | $4.5M | 20k | 225.73 | |
| Invesco Actively Managd Etf optimum yield (PDBC) | 1.0 | $4.1M | 221k | 18.77 | |
| Spdr Ser Tr 1 3 hgh yield (BIL) | 1.0 | $4.1M | 45k | 91.58 | |
| Vanguard REIT ETF (VNQ) | 1.0 | $3.9M | 48k | 80.67 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 0.9 | $3.7M | 37k | 101.16 | |
| Invesco Qqq Trust Series 1 (QQQ) | 0.8 | $3.3M | 18k | 185.80 | |
| Kohl's Corporation (KSS) | 0.8 | $3.2M | 43k | 74.55 | |
| Hp (HPQ) | 0.8 | $3.1M | 119k | 25.77 | |
| Best Buy (BBY) | 0.7 | $2.9M | 37k | 79.36 | |
| H&R Block (HRB) | 0.7 | $2.8M | 111k | 25.75 | |
| Gilead Sciences (GILD) | 0.7 | $2.8M | 37k | 77.21 | |
| InterDigital (IDCC) | 0.7 | $2.8M | 35k | 80.01 | |
| United Therapeutics Corporation (UTHR) | 0.7 | $2.7M | 21k | 127.86 | |
| Dick's Sporting Goods (DKS) | 0.6 | $2.6M | 73k | 35.48 | |
| Gap (GAP) | 0.6 | $2.5M | 87k | 28.84 | |
| Lam Research Corporation (LRCX) | 0.6 | $2.5M | 17k | 151.71 | |
| Spdr S&p 500 Etf (SPY) | 0.6 | $2.5M | 8.6k | 290.72 | |
| Lear Corporation (LEA) | 0.6 | $2.4M | 17k | 145.01 | |
| Deluxe Corporation (DLX) | 0.6 | $2.4M | 42k | 56.93 | |
| Industries N shs - a - (LYB) | 0.6 | $2.4M | 23k | 102.53 | |
| Bed Bath & Beyond | 0.5 | $2.0M | 136k | 15.00 | |
| Cleveland-cliffs (CLF) | 0.5 | $2.1M | 163k | 12.66 | |
| American Eagle Outfitters (AEO) | 0.5 | $2.0M | 81k | 24.84 | |
| Thor Industries (THO) | 0.5 | $1.9M | 23k | 83.68 | |
| Herbalife Ltd Com Stk (HLF) | 0.5 | $1.9M | 35k | 54.55 | |
| Amgen (AMGN) | 0.5 | $1.8M | 8.8k | 207.26 | |
| CIGNA Corporation | 0.5 | $1.8M | 8.7k | 208.29 | |
| Via | 0.4 | $1.8M | 53k | 33.76 | |
| Williams-Sonoma (WSM) | 0.4 | $1.8M | 27k | 65.72 | |
| Urban Outfitters (URBN) | 0.4 | $1.8M | 44k | 40.89 | |
| Discovery Communications | 0.4 | $1.7M | 55k | 31.99 | |
| EnerSys (ENS) | 0.4 | $1.7M | 19k | 87.13 | |
| Express Scripts Holding | 0.4 | $1.6M | 17k | 95.00 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.4 | $1.7M | 47k | 35.18 | |
| Cummins (CMI) | 0.4 | $1.6M | 11k | 146.03 | |
| Foot Locker (FL) | 0.4 | $1.6M | 31k | 50.97 | |
| Ssga Active Etf Tr blkstn gsosrln (SRLN) | 0.4 | $1.6M | 34k | 47.35 | |
| Western Union Company (WU) | 0.4 | $1.6M | 82k | 19.05 | |
| Amazon (AMZN) | 0.4 | $1.6M | 791.00 | 2002.53 | |
| Allison Transmission Hldngs I (ALSN) | 0.4 | $1.6M | 30k | 52.01 | |
| Ingredion Incorporated (INGR) | 0.4 | $1.6M | 15k | 104.94 | |
| Alliance Data Systems Corporation (BFH) | 0.4 | $1.5M | 6.4k | 236.15 | |
| Paccar (PCAR) | 0.4 | $1.5M | 23k | 68.19 | |
| Ishares Msci Japan (EWJ) | 0.4 | $1.5M | 25k | 60.22 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $1.5M | 17k | 85.03 | |
| Tyson Foods (TSN) | 0.4 | $1.5M | 25k | 59.52 | |
| Macy's (M) | 0.4 | $1.5M | 43k | 34.73 | |
| Applied Materials (AMAT) | 0.4 | $1.5M | 38k | 38.64 | |
| Micron Technology (MU) | 0.4 | $1.5M | 33k | 45.23 | |
| Juniper Networks (JNPR) | 0.4 | $1.5M | 50k | 29.96 | |
| Steel Dynamics (STLD) | 0.4 | $1.5M | 33k | 45.20 | |
| Reliance Steel & Aluminum (RS) | 0.4 | $1.5M | 17k | 85.32 | |
| Skechers USA (SKX) | 0.4 | $1.5M | 53k | 27.94 | |
| Pilgrim's Pride Corporation (PPC) | 0.4 | $1.5M | 82k | 18.09 | |
| D.R. Horton (DHI) | 0.4 | $1.5M | 34k | 42.18 | |
| Seagate Technology Com Stk | 0.4 | $1.5M | 31k | 47.36 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.4 | $1.4M | 60k | 23.92 | |
| iShares MSCI Thailand Index Fund (THD) | 0.4 | $1.5M | 16k | 94.29 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.4 | $1.4M | 61k | 23.86 | |
| Hollyfrontier Corp | 0.4 | $1.4M | 21k | 69.90 | |
| NVR (NVR) | 0.3 | $1.4M | 574.00 | 2470.38 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.3 | $1.4M | 20k | 68.28 | |
| Nordstrom (JWN) | 0.3 | $1.4M | 23k | 59.82 | |
| Taro Pharmaceutical Industries (TARO) | 0.3 | $1.4M | 14k | 98.30 | |
| Louisiana-Pacific Corporation (LPX) | 0.3 | $1.4M | 52k | 26.48 | |
| Huntsman Corporation (HUN) | 0.3 | $1.4M | 50k | 27.24 | |
| Westlake Chemical Corporation (WLK) | 0.3 | $1.4M | 16k | 83.11 | |
| Ishr Msci Singapore (EWS) | 0.3 | $1.4M | 56k | 24.28 | |
| MKS Instruments (MKSI) | 0.3 | $1.3M | 17k | 80.15 | |
| Global X Fds msci pakistan | 0.3 | $1.3M | 120k | 10.61 | |
| Ishares Msci Italy Capped Et etp (EWI) | 0.3 | $1.2M | 45k | 27.66 | |
| Gentex Corporation (GNTX) | 0.3 | $1.2M | 57k | 21.46 | |
| American Axle & Manufact. Holdings (AXL) | 0.3 | $1.2M | 68k | 17.45 | |
| Western Digital (WDC) | 0.3 | $1.0M | 18k | 58.56 | |
| AutoZone (AZO) | 0.3 | $1.0M | 1.3k | 775.36 | |
| Invesco Dwa Developed Markets Momentum Etf etf (PIZ) | 0.2 | $1.0M | 37k | 27.45 | |
| NCR Corporation (VYX) | 0.2 | $955k | 34k | 28.42 | |
| Cirrus Logic (CRUS) | 0.2 | $908k | 24k | 38.62 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.2 | $940k | 40k | 23.81 | |
| Berkshire Hathaway (BRK.B) | 0.2 | $841k | 3.9k | 214.10 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $767k | 6.8k | 112.84 | |
| Facebook Inc cl a (META) | 0.2 | $769k | 4.7k | 164.49 | |
| Johnson & Johnson (JNJ) | 0.2 | $720k | 5.2k | 138.22 | |
| Alphabet Inc Class C cs (GOOG) | 0.2 | $707k | 592.00 | 1194.26 | |
| Tupperware Brands Corporation | 0.2 | $675k | 20k | 33.44 | |
| Big Lots (BIGGQ) | 0.2 | $702k | 17k | 41.77 | |
| L Brands | 0.2 | $670k | 22k | 30.28 | |
| Alphabet Inc Class A cs (GOOGL) | 0.2 | $680k | 563.00 | 1207.82 | |
| Microsoft Corporation (MSFT) | 0.1 | $615k | 5.4k | 114.42 | |
| Bank of America Corporation (BAC) | 0.1 | $558k | 19k | 29.46 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.1 | $581k | 2.2k | 267.00 | |
| Pfizer (PFE) | 0.1 | $511k | 12k | 44.10 | |
| Home Depot (HD) | 0.1 | $488k | 2.4k | 207.22 | |
| Cisco Systems (CSCO) | 0.1 | $463k | 9.5k | 48.63 | |
| Wells Fargo & Company (WFC) | 0.1 | $466k | 8.9k | 52.61 | |
| UnitedHealth (UNH) | 0.1 | $495k | 1.9k | 265.99 | |
| MasterCard Incorporated (MA) | 0.1 | $423k | 1.9k | 222.51 | |
| At&t (T) | 0.1 | $445k | 13k | 33.60 | |
| Boeing Company (BA) | 0.1 | $429k | 1.2k | 372.07 | |
| Intel Corporation (INTC) | 0.1 | $433k | 9.2k | 47.31 | |
| Chevron Corporation (CVX) | 0.1 | $416k | 3.4k | 122.21 | |
| Verizon Communications (VZ) | 0.1 | $421k | 7.9k | 53.39 | |
| Procter & Gamble Company (PG) | 0.1 | $412k | 4.9k | 83.27 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $386k | 3.3k | 117.86 | |
| Coca-Cola Company (KO) | 0.1 | $351k | 7.6k | 46.14 | |
| Walt Disney Company (DIS) | 0.1 | $347k | 3.0k | 116.80 | |
| Merck & Co (MRK) | 0.1 | $377k | 5.3k | 70.98 | |
| Intuit (INTU) | 0.1 | $373k | 1.6k | 227.16 | |
| Citigroup (C) | 0.1 | $376k | 5.2k | 71.67 | |
| Comcast Corporation (CMCSA) | 0.1 | $327k | 9.2k | 35.40 | |
| Wal-Mart Stores (WMT) | 0.1 | $337k | 3.6k | 93.85 | |
| Nextera Energy (NEE) | 0.1 | $337k | 2.0k | 167.75 | |
| Pepsi (PEP) | 0.1 | $310k | 2.8k | 111.87 | |
| Oracle Corporation (ORCL) | 0.1 | $331k | 6.4k | 51.59 | |
| Netflix (NFLX) | 0.1 | $308k | 822.00 | 374.70 | |
| Ishares Tr Msci Usa Momentum Factor (MTUM) | 0.1 | $338k | 2.8k | 119.01 | |
| S&p Global (SPGI) | 0.1 | $317k | 1.6k | 195.20 | |
| Moody's Corporation (MCO) | 0.1 | $276k | 1.7k | 167.07 | |
| Fiserv (FI) | 0.1 | $278k | 3.4k | 82.47 | |
| Roper Industries (ROP) | 0.1 | $262k | 885.00 | 296.05 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $288k | 3.3k | 87.06 | |
| Abbvie (ABBV) | 0.1 | $287k | 3.0k | 94.59 | |
| Dowdupont | 0.1 | $285k | 4.4k | 64.29 | |
| Waste Management (WM) | 0.1 | $254k | 2.8k | 90.33 | |
| Abbott Laboratories (ABT) | 0.1 | $246k | 3.4k | 73.41 | |
| 3M Company (MMM) | 0.1 | $247k | 1.2k | 210.75 | |
| Union Pacific Corporation (UNP) | 0.1 | $256k | 1.6k | 162.75 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $257k | 951.00 | 270.24 | |
| Allstate Corporation (ALL) | 0.1 | $249k | 2.5k | 98.73 | |
| Altria (MO) | 0.1 | $224k | 3.7k | 60.36 | |
| Honeywell International (HON) | 0.1 | $244k | 1.5k | 166.67 | |
| International Business Machines (IBM) | 0.1 | $261k | 1.7k | 151.04 | |
| Nike (NKE) | 0.1 | $230k | 2.7k | 84.84 | |
| Philip Morris International (PM) | 0.1 | $244k | 3.0k | 81.58 | |
| Chemed Corp Com Stk (CHE) | 0.1 | $260k | 813.00 | 319.80 | |
| SPDR Barclays Capital High Yield B | 0.1 | $249k | 6.9k | 36.03 | |
| Steris | 0.1 | $235k | 2.1k | 114.24 | |
| Invesco S&p 500 Equal Weight Etf (RSP) | 0.1 | $223k | 2.1k | 106.85 | |
| Eli Lilly & Co. (LLY) | 0.1 | $206k | 1.9k | 107.24 | |
| General Electric Company | 0.1 | $193k | 17k | 11.28 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $209k | 2.0k | 107.18 | |
| United Technologies Corporation | 0.1 | $211k | 1.5k | 139.92 | |
| salesforce (CRM) | 0.1 | $204k | 1.3k | 159.00 | |
| Schwab Strategic Tr sht tm us tres (SCHO) | 0.1 | $200k | 4.0k | 49.52 | |
| Firstservice Corp New Sub Vtg | 0.1 | $207k | 2.5k | 84.49 | |
| Nomad Foods (NOMD) | 0.1 | $210k | 10k | 20.22 |
