Empirical Finance as of Dec. 31, 2018
Portfolio Holdings for Empirical Finance
Empirical Finance holds 142 positions in its portfolio as reported in the December 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alpha Architect Etf Tr us quant etf (QVAL) | 10.5 | $36M | 1.4M | 25.04 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 10.2 | $35M | 1.5M | 23.20 | |
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 10.0 | $34M | 1.3M | 24.98 | |
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 9.7 | $33M | 1.3M | 25.23 | |
| Alpha Architect Etf Tr vmot (AAVM) | 8.5 | $29M | 1.2M | 24.26 | |
| Spdr Ser Tr 1 3 hgh yield (BIL) | 2.5 | $8.3M | 91k | 91.46 | |
| Vanguard Total Stock Market ETF (VTI) | 2.0 | $6.8M | 53k | 127.62 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 1.2 | $4.0M | 39k | 104.20 | |
| Schwab Strategic Tr us lrg cap etf (SCHX) | 1.2 | $3.9M | 66k | 59.70 | |
| Vanguard REIT ETF (VNQ) | 1.1 | $3.8M | 51k | 74.57 | |
| Invesco Qqq Trust Series 1 (QQQ) | 1.1 | $3.7M | 24k | 154.27 | |
| Kohl's Corporation (KSS) | 0.8 | $2.9M | 43k | 66.35 | |
| Vanguard FTSE All-World ex-US ETF (VEU) | 0.8 | $2.9M | 63k | 45.58 | |
| H&R Block (HRB) | 0.8 | $2.8M | 111k | 25.37 | |
| Apple (AAPL) | 0.8 | $2.8M | 18k | 157.75 | |
| Spdr S&p 500 Etf (SPY) | 0.8 | $2.6M | 10k | 249.93 | |
| Foot Locker | 0.8 | $2.6M | 49k | 53.20 | |
| Hp (HPQ) | 0.7 | $2.4M | 119k | 20.46 | |
| Cigna Corp (CI) | 0.7 | $2.4M | 13k | 189.95 | |
| InterDigital (IDCC) | 0.7 | $2.3M | 35k | 66.43 | |
| Dick's Sporting Goods (DKS) | 0.7 | $2.3M | 73k | 31.20 | |
| Cummins (CMI) | 0.7 | $2.3M | 17k | 133.65 | |
| Gilead Sciences (GILD) | 0.7 | $2.3M | 36k | 62.55 | |
| Gap (GAP) | 0.7 | $2.2M | 87k | 25.76 | |
| KLA-Tencor Corporation (KLAC) | 0.6 | $2.1M | 24k | 89.48 | |
| Herbalife Ltd Com Stk (HLF) | 0.6 | $2.1M | 35k | 58.95 | |
| Macy's (M) | 0.6 | $2.0M | 68k | 29.78 | |
| iShares S&P 500 Index (IVV) | 0.6 | $2.0M | 8.1k | 251.67 | |
| Sally Beauty Holdings (SBH) | 0.6 | $2.0M | 117k | 17.05 | |
| Best Buy (BBY) | 0.6 | $2.0M | 37k | 52.96 | |
| Seagate Technology Com Stk | 0.6 | $1.9M | 50k | 38.60 | |
| Invesco S&p 500 Equal Weight Etf (RSP) | 0.6 | $1.9M | 21k | 91.42 | |
| Amgen (AMGN) | 0.5 | $1.7M | 8.7k | 194.63 | |
| American Eagle Outfitters (AEO) | 0.5 | $1.6M | 84k | 19.33 | |
| Vanguard Sht Term Govt Bond ETF (VGSH) | 0.5 | $1.6M | 27k | 60.13 | |
| Vanguard Emerging Markets ETF (VWO) | 0.5 | $1.6M | 41k | 38.10 | |
| EnerSys (ENS) | 0.5 | $1.5M | 19k | 77.61 | |
| Vanguard Total Bond Market ETF (BND) | 0.5 | $1.5M | 19k | 79.19 | |
| Etf Ser Solutions aptu beha mome (ADME) | 0.5 | $1.5M | 54k | 28.25 | |
| Caterpillar (CAT) | 0.4 | $1.5M | 11k | 127.05 | |
| Urban Outfitters (URBN) | 0.4 | $1.4M | 44k | 33.20 | |
| Tech Data Corporation | 0.4 | $1.5M | 18k | 81.80 | |
| Ishares Msci Russia Capped E ishrmscirub | 0.4 | $1.4M | 47k | 30.80 | |
| J P Morgan Exchange Traded F ultra shrt (JPST) | 0.4 | $1.5M | 29k | 50.11 | |
| Western Union Company (WU) | 0.4 | $1.4M | 82k | 17.06 | |
| Pulte (PHM) | 0.4 | $1.4M | 54k | 26.00 | |
| International Business Machines (IBM) | 0.4 | $1.4M | 13k | 113.69 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.4 | $1.4M | 61k | 23.04 | |
| Via | 0.4 | $1.3M | 52k | 25.71 | |
| Williams-Sonoma (WSM) | 0.4 | $1.4M | 27k | 50.46 | |
| Discovery Communications | 0.4 | $1.3M | 54k | 24.74 | |
| Juniper Networks (JNPR) | 0.4 | $1.3M | 50k | 26.90 | |
| iShares MSCI Hong Kong Index Fund (EWH) | 0.4 | $1.4M | 60k | 22.57 | |
| Ingredion Incorporated (INGR) | 0.4 | $1.4M | 15k | 91.42 | |
| Tyson Foods (TSN) | 0.4 | $1.3M | 25k | 53.40 | |
| General Motors Company (GM) | 0.4 | $1.3M | 39k | 33.44 | |
| Delta Air Lines (DAL) | 0.4 | $1.3M | 25k | 49.90 | |
| iShares MSCI Thailand Index Fund (THD) | 0.4 | $1.3M | 16k | 82.80 | |
| Ishares Msci Japan (EWJ) | 0.4 | $1.3M | 25k | 50.70 | |
| Vishay Intertechnology (VSH) | 0.4 | $1.3M | 70k | 18.00 | |
| Southwest Airlines (LUV) | 0.4 | $1.2M | 27k | 46.47 | |
| Ishr Msci Singapore (EWS) | 0.4 | $1.2M | 56k | 22.09 | |
| Cleveland-cliffs (CLF) | 0.4 | $1.3M | 163k | 7.69 | |
| Skechers USA | 0.4 | $1.2M | 53k | 22.89 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.4 | $1.2M | 20k | 58.87 | |
| Amc Networks Inc Cl A (AMCX) | 0.4 | $1.2M | 22k | 54.88 | |
| Lear Corporation (LEA) | 0.3 | $1.2M | 9.5k | 122.88 | |
| Taro Pharmaceutical Industries (TARO) | 0.3 | $1.2M | 14k | 84.65 | |
| BorgWarner (BWA) | 0.3 | $1.2M | 34k | 34.74 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $1.2M | 17k | 68.21 | |
| Nucor Corporation (NUE) | 0.3 | $1.1M | 22k | 51.83 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.3 | $1.2M | 112k | 10.31 | |
| Gentex Corporation (GNTX) | 0.3 | $1.2M | 57k | 20.21 | |
| Industries N shs - a - (LYB) | 0.3 | $1.1M | 14k | 83.18 | |
| Nordstrom | 0.3 | $1.1M | 24k | 46.60 | |
| Autoliv (ALV) | 0.3 | $1.1M | 16k | 70.22 | |
| AutoZone (AZO) | 0.3 | $1.1M | 1.3k | 838.37 | |
| Amazon (AMZN) | 0.3 | $1.1M | 752.00 | 1501.33 | |
| Manpower (MAN) | 0.3 | $1.1M | 17k | 64.79 | |
| L Brands | 0.3 | $1.0M | 39k | 25.67 | |
| Steel Dynamics (STLD) | 0.3 | $979k | 33k | 30.04 | |
| Global X Fds msci pakistan | 0.3 | $965k | 120k | 8.07 | |
| NVR (NVR) | 0.3 | $911k | 374.00 | 2435.83 | |
| Vanguard Charlotte Fds intl bd idx etf (BNDX) | 0.3 | $914k | 17k | 54.23 | |
| Xerox | 0.3 | $920k | 47k | 19.76 | |
| Applied Materials (AMAT) | 0.3 | $882k | 27k | 32.72 | |
| iShares S&P MidCap 400 Index (IJH) | 0.3 | $867k | 5.2k | 166.06 | |
| Allison Transmission Hldngs I (ALSN) | 0.2 | $828k | 19k | 43.92 | |
| Invesco Dwa Developed Markets Momentum Etf etf (PIZ) | 0.2 | $842k | 37k | 22.95 | |
| Oshkosh Corporation (OSK) | 0.2 | $801k | 13k | 61.33 | |
| Southwestern Energy Company | 0.2 | $785k | 230k | 3.41 | |
| DSW | 0.2 | $771k | 31k | 24.69 | |
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 0.2 | $761k | 9.1k | 83.60 | |
| MKS Instruments (MKSI) | 0.2 | $741k | 12k | 64.59 | |
| Westlake Chemical Corporation (WLK) | 0.2 | $732k | 11k | 66.21 | |
| Hollyfrontier Corp | 0.2 | $731k | 14k | 51.13 | |
| Berkshire Hathaway (BRK.B) | 0.2 | $705k | 3.5k | 204.17 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.2 | $643k | 2.8k | 229.72 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $603k | 6.2k | 97.59 | |
| Johnson & Johnson (JNJ) | 0.2 | $621k | 4.8k | 129.05 | |
| iShares S&P SmallCap 600 Index (IJR) | 0.2 | $577k | 8.3k | 69.34 | |
| Facebook Inc cl a (META) | 0.2 | $562k | 4.3k | 131.03 | |
| Alphabet Inc Class C cs (GOOG) | 0.2 | $559k | 540.00 | 1035.19 | |
| Alphabet Inc Class A cs (GOOGL) | 0.2 | $556k | 532.00 | 1045.11 | |
| Pfizer (PFE) | 0.1 | $463k | 11k | 43.66 | |
| Microsoft Corporation (MSFT) | 0.1 | $428k | 4.2k | 101.69 | |
| Bank of America Corporation (BAC) | 0.1 | $424k | 17k | 24.64 | |
| UnitedHealth (UNH) | 0.1 | $431k | 1.7k | 249.28 | |
| Intel Corporation (INTC) | 0.1 | $395k | 8.4k | 46.97 | |
| Verizon Communications (VZ) | 0.1 | $414k | 7.4k | 56.23 | |
| Procter & Gamble Company (PG) | 0.1 | $417k | 4.5k | 91.97 | |
| Home Depot (HD) | 0.1 | $362k | 2.1k | 171.89 | |
| Cisco Systems (CSCO) | 0.1 | $376k | 8.7k | 43.29 | |
| Wells Fargo & Company (WFC) | 0.1 | $364k | 7.9k | 46.11 | |
| Merck & Co (MRK) | 0.1 | $370k | 4.8k | 76.41 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $386k | 3.3k | 117.86 | |
| Coca-Cola Company (KO) | 0.1 | $325k | 6.9k | 47.28 | |
| Chevron Corporation (CVX) | 0.1 | $345k | 3.2k | 108.80 | |
| At&t (T) | 0.1 | $349k | 12k | 28.57 | |
| Boeing Company (BA) | 0.1 | $322k | 997.00 | 322.97 | |
| Schwab Strategic Tr sht tm us tres (SCHO) | 0.1 | $331k | 6.6k | 49.86 | |
| Vanguard Whitehall Fds Inc emerg mkt bd etf (VWOB) | 0.1 | $323k | 4.3k | 74.53 | |
| MasterCard Incorporated (MA) | 0.1 | $314k | 1.7k | 188.93 | |
| Walt Disney Company (DIS) | 0.1 | $292k | 2.7k | 109.49 | |
| Comcast Corporation (CMCSA) | 0.1 | $285k | 8.4k | 34.09 | |
| Pepsi (PEP) | 0.1 | $280k | 2.5k | 110.32 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $258k | 3.3k | 77.99 | |
| SPDR Barclays Capital High Yield B | 0.1 | $268k | 8.0k | 33.61 | |
| Abbvie (ABBV) | 0.1 | $258k | 2.8k | 92.08 | |
| Ishares Tr Msci Usa Momentum Factor (MTUM) | 0.1 | $285k | 2.8k | 100.35 | |
| Invesco Exchng Traded Fd Tr rusel 1000 eql (EQAL) | 0.1 | $283k | 10k | 27.94 | |
| Wal-Mart Stores (WMT) | 0.1 | $244k | 2.6k | 93.09 | |
| Abbott Laboratories (ABT) | 0.1 | $225k | 3.1k | 72.37 | |
| Oracle Corporation (ORCL) | 0.1 | $241k | 5.3k | 45.16 | |
| Vanguard Total World Stock Idx (VT) | 0.1 | $238k | 3.6k | 65.53 | |
| Citigroup (C) | 0.1 | $244k | 4.7k | 51.97 | |
| Ishares Msci Italy Capped Et etp (EWI) | 0.1 | $230k | 9.5k | 24.16 | |
| 3M Company (MMM) | 0.1 | $203k | 1.1k | 190.43 | |
| Netflix (NFLX) | 0.1 | $208k | 778.00 | 267.35 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.1 | $205k | 8.3k | 24.59 | |
| Dowdupont | 0.1 | $219k | 4.1k | 53.36 | |
| General Electric Company | 0.0 | $116k | 15k | 7.54 |
