Empirical Finance as of March 31, 2020
Portfolio Holdings for Empirical Finance
Empirical Finance holds 209 positions in its portfolio as reported in the March 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 7.0 | $23M | 260k | 86.67 | |
| Alpha Architect Etf Tr momntm intl quan (IMOM) | 6.5 | $21M | 1.0M | 20.70 | |
| Alpha Architect Etf Tr mometumshs etf (QMOM) | 6.4 | $21M | 793k | 25.97 | |
| Alpha Architect Etf Tr vlsh intl quan (IVAL) | 6.2 | $20M | 956k | 20.78 | |
| Alpha Architect Etf Tr us quant etf (QVAL) | 5.3 | $17M | 945k | 18.11 | |
| Alpha Architect Etf Tr vmot (AAVM) | 5.1 | $16M | 791k | 20.65 | |
| Apple (AAPL) | 2.0 | $6.6M | 26k | 254.29 | |
| Schwab Strategic Tr intrm trm (SCHR) | 2.0 | $6.3M | 108k | 58.78 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 1.8 | $5.6M | 46k | 121.47 | |
| Microsoft Corporation (MSFT) | 1.7 | $5.6M | 36k | 157.72 | |
| Spdr Ser Tr 1 3 hgh yield (BIL) | 1.6 | $5.1M | 55k | 91.63 | |
| Amazon (AMZN) | 1.4 | $4.6M | 2.3k | 1949.55 | |
| Invesco Qqq Trust Series 1 (QQQ) | 1.4 | $4.6M | 24k | 190.40 | |
| Vanguard Total Stock Market ETF (VTI) | 1.3 | $4.3M | 34k | 128.91 | |
| Biogen Idec (BIIB) | 0.9 | $3.0M | 9.5k | 316.39 | |
| Anthem (ELV) | 0.8 | $2.5M | 11k | 227.04 | |
| United Therapeutics Corporation (UTHR) | 0.8 | $2.4M | 26k | 94.84 | |
| Facebook Inc cl a (META) | 0.7 | $2.3M | 14k | 166.82 | |
| Cummins (CMI) | 0.7 | $2.2M | 16k | 135.30 | |
| Reliance Steel & Aluminum (RS) | 0.7 | $2.1M | 24k | 87.60 | |
| Berkshire Hathaway (BRK.B) | 0.6 | $2.1M | 11k | 182.83 | |
| NetApp (NTAP) | 0.6 | $2.1M | 49k | 41.69 | |
| Johnson & Johnson (JNJ) | 0.6 | $2.0M | 15k | 131.14 | |
| Alphabet Inc Class C cs (GOOG) | 0.6 | $2.0M | 1.7k | 1163.04 | |
| Alphabet Inc Class A cs (GOOGL) | 0.6 | $2.0M | 1.7k | 1161.72 | |
| Omni (OMC) | 0.6 | $2.0M | 36k | 54.91 | |
| Southwest Airlines (LUV) | 0.6 | $2.0M | 56k | 35.60 | |
| Allison Transmission Hldngs I (ALSN) | 0.6 | $1.9M | 59k | 32.62 | |
| Brunswick Corporation (BC) | 0.6 | $1.9M | 54k | 35.38 | |
| Abbvie (ABBV) | 0.6 | $1.9M | 25k | 76.18 | |
| Pulte (PHM) | 0.6 | $1.9M | 83k | 22.31 | |
| BorgWarner (BWA) | 0.6 | $1.9M | 77k | 24.38 | |
| SPDR Gold Trust (GLD) | 0.6 | $1.8M | 12k | 148.05 | |
| Manpower (MAN) | 0.6 | $1.8M | 34k | 53.00 | |
| Hanesbrands (HBI) | 0.5 | $1.7M | 219k | 7.87 | |
| Foot Locker | 0.5 | $1.7M | 79k | 22.05 | |
| Gilead Sciences (GILD) | 0.5 | $1.7M | 23k | 74.76 | |
| Tapestry (TPR) | 0.5 | $1.7M | 135k | 12.95 | |
| JPMorgan Chase & Co. (JPM) | 0.5 | $1.7M | 19k | 90.05 | |
| Wyndham Worldwide Corporation | 0.5 | $1.7M | 76k | 21.70 | |
| Vanguard Total Bond Market ETF (BND) | 0.5 | $1.6M | 19k | 85.36 | |
| Procter & Gamble Company (PG) | 0.5 | $1.6M | 15k | 109.97 | |
| Vanguard Sht Term Govt Bond ETF (VGSH) | 0.5 | $1.6M | 25k | 62.32 | |
| Centene Corporation (CNC) | 0.5 | $1.5M | 26k | 59.43 | |
| Humana (HUM) | 0.5 | $1.5M | 4.7k | 314.13 | |
| Intel Corporation (INTC) | 0.4 | $1.4M | 26k | 54.13 | |
| UnitedHealth (UNH) | 0.4 | $1.4M | 5.6k | 249.46 | |
| Alpha Architect Etf Tr merlyn ai bull | 0.4 | $1.4M | 63k | 22.21 | |
| Caterpillar (CAT) | 0.4 | $1.4M | 12k | 116.06 | |
| McKesson Corporation (MCK) | 0.4 | $1.3M | 9.7k | 135.31 | |
| General Motors Company (GM) | 0.4 | $1.3M | 64k | 20.79 | |
| Cognizant Technology Solutions (CTSH) | 0.4 | $1.3M | 28k | 46.49 | |
| Verizon Communications (VZ) | 0.4 | $1.3M | 24k | 53.73 | |
| MasterCard Incorporated (MA) | 0.4 | $1.3M | 5.2k | 241.58 | |
| United Rentals (URI) | 0.4 | $1.2M | 12k | 102.92 | |
| Delta Air Lines (DAL) | 0.4 | $1.2M | 44k | 28.54 | |
| Home Depot (HD) | 0.4 | $1.2M | 6.5k | 186.71 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.4 | $1.2M | 70k | 17.19 | |
| At&t (T) | 0.4 | $1.2M | 41k | 29.16 | |
| Polaris Industries (PII) | 0.4 | $1.2M | 25k | 48.13 | |
| Whirlpool Corporation (WHR) | 0.4 | $1.2M | 14k | 85.80 | |
| Eastman Chemical Company (EMN) | 0.4 | $1.2M | 26k | 46.56 | |
| AGCO Corporation (AGCO) | 0.4 | $1.2M | 25k | 47.27 | |
| NCR Corporation (VYX) | 0.4 | $1.2M | 67k | 17.70 | |
| D.R. Horton (DHI) | 0.4 | $1.2M | 35k | 34.00 | |
| W.R. Grace & Co. | 0.4 | $1.2M | 33k | 35.61 | |
| Flowserve Corporation (FLS) | 0.4 | $1.2M | 50k | 23.89 | |
| Xerox Corp (XRX) | 0.4 | $1.2M | 63k | 18.94 | |
| Arrow Electronics (ARW) | 0.4 | $1.2M | 22k | 51.88 | |
| Herbalife Ltd Com Stk (HLF) | 0.4 | $1.2M | 40k | 29.16 | |
| Acuity Brands (AYI) | 0.4 | $1.2M | 14k | 85.68 | |
| Ralph Lauren Corp (RL) | 0.4 | $1.2M | 17k | 66.82 | |
| Itt (ITT) | 0.4 | $1.2M | 26k | 45.37 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $1.1M | 30k | 37.98 | |
| Autoliv (ALV) | 0.3 | $1.1M | 25k | 46.02 | |
| Taro Pharmaceutical Industries (TARO) | 0.3 | $1.1M | 18k | 61.21 | |
| Merck & Co (MRK) | 0.3 | $1.1M | 15k | 76.95 | |
| Robert Half International (RHI) | 0.3 | $1.1M | 30k | 37.74 | |
| Hp (HPQ) | 0.3 | $1.1M | 65k | 17.36 | |
| Bank of America Corporation (BAC) | 0.3 | $1.1M | 51k | 21.22 | |
| Vanguard REIT ETF (VNQ) | 0.3 | $1.1M | 16k | 69.82 | |
| Pfizer (PFE) | 0.3 | $1.1M | 33k | 32.64 | |
| Walt Disney Company (DIS) | 0.3 | $1.0M | 11k | 96.61 | |
| Coca-Cola Company (KO) | 0.3 | $984k | 22k | 44.27 | |
| Cisco Systems (CSCO) | 0.3 | $1.0M | 26k | 39.31 | |
| Packaging Corporation of America (PKG) | 0.3 | $962k | 11k | 86.82 | |
| Pepsi (PEP) | 0.3 | $974k | 8.1k | 120.14 | |
| Vanguard Star Fd Intl Stk Idxf (VXUS) | 0.3 | $967k | 23k | 41.98 | |
| Comcast Corporation (CMCSA) | 0.3 | $922k | 27k | 34.37 | |
| Wal-Mart Stores (WMT) | 0.3 | $941k | 8.3k | 113.65 | |
| Best Buy (BBY) | 0.3 | $940k | 17k | 57.00 | |
| Netflix (NFLX) | 0.3 | $946k | 2.5k | 375.40 | |
| Adobe Systems Incorporated (ADBE) | 0.3 | $890k | 2.8k | 318.20 | |
| International Paper Company (IP) | 0.3 | $898k | 29k | 31.11 | |
| Regal-beloit Corporation (RRX) | 0.3 | $895k | 14k | 62.98 | |
| NVIDIA Corporation (NVDA) | 0.3 | $830k | 3.1k | 263.58 | |
| Steel Dynamics (STLD) | 0.3 | $830k | 37k | 22.53 | |
| Vanguard S&p 500 Etf idx (VOO) | 0.3 | $851k | 3.6k | 236.92 | |
| Abbott Laboratories (ABT) | 0.2 | $806k | 10k | 78.90 | |
| Nucor Corporation (NUE) | 0.2 | $814k | 23k | 36.02 | |
| ConocoPhillips (COP) | 0.2 | $792k | 26k | 30.78 | |
| Chevron Corporation (CVX) | 0.2 | $778k | 11k | 72.45 | |
| Costco Wholesale Corporation (COST) | 0.2 | $742k | 2.6k | 285.27 | |
| Amgen (AMGN) | 0.2 | $737k | 3.6k | 202.75 | |
| Eli Lilly & Co. (LLY) | 0.2 | $713k | 5.1k | 138.69 | |
| Bristol Myers Squibb (BMY) | 0.2 | $695k | 13k | 55.72 | |
| Wells Fargo & Company (WFC) | 0.2 | $676k | 24k | 28.70 | |
| Thermo Fisher Scientific (TMO) | 0.2 | $660k | 2.3k | 283.51 | |
| Nextera Energy (NEE) | 0.2 | $672k | 2.8k | 240.69 | |
| salesforce (CRM) | 0.2 | $682k | 4.7k | 144.03 | |
| Philip Morris International (PM) | 0.2 | $656k | 9.0k | 72.98 | |
| Paypal Holdings (PYPL) | 0.2 | $645k | 6.7k | 95.74 | |
| Avnet (AVT) | 0.2 | $603k | 24k | 25.08 | |
| Nike (NKE) | 0.2 | $604k | 7.3k | 82.79 | |
| Urban Outfitters (URBN) | 0.2 | $608k | 43k | 14.24 | |
| Union Pacific Corporation (UNP) | 0.2 | $591k | 4.2k | 141.02 | |
| Honeywell International (HON) | 0.2 | $567k | 4.2k | 133.85 | |
| International Business Machines (IBM) | 0.2 | $567k | 5.1k | 110.87 | |
| Citigroup (C) | 0.2 | $572k | 14k | 42.09 | |
| Nu Skin Enterprises (NUS) | 0.2 | $543k | 25k | 21.84 | |
| Texas Instruments Incorporated (TXN) | 0.2 | $548k | 5.5k | 99.91 | |
| Hollyfrontier Corp | 0.2 | $534k | 22k | 24.53 | |
| Danaher Corporation (DHR) | 0.2 | $514k | 3.7k | 138.36 | |
| Amc Networks Inc Cl A (AMCX) | 0.2 | $527k | 22k | 24.31 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $492k | 1.5k | 339.08 | |
| Vanguard Scottsdale Fds cmn (VONE) | 0.1 | $497k | 4.2k | 117.13 | |
| Broadcom (AVGO) | 0.1 | $493k | 2.1k | 237.13 | |
| 3M Company (MMM) | 0.1 | $457k | 3.4k | 136.42 | |
| Boeing Company (BA) | 0.1 | $459k | 3.1k | 149.17 | |
| United Technologies Corporation | 0.1 | $439k | 4.7k | 94.25 | |
| Starbucks Corporation (SBUX) | 0.1 | $465k | 7.1k | 65.76 | |
| KAR Auction Services (KAR) | 0.1 | $465k | 39k | 12.00 | |
| Pvh Corporation (PVH) | 0.1 | $466k | 12k | 37.61 | |
| CVS Caremark Corporation (CVS) | 0.1 | $428k | 7.2k | 59.30 | |
| Mondelez Int (MDLZ) | 0.1 | $421k | 8.4k | 50.02 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.1 | $429k | 983.00 | 436.42 | |
| General Electric Company | 0.1 | $401k | 51k | 7.93 | |
| United Parcel Service (UPS) | 0.1 | $377k | 4.0k | 93.46 | |
| Lowe's Companies (LOW) | 0.1 | $393k | 4.6k | 86.11 | |
| Vanguard Utilities ETF (VPU) | 0.1 | $399k | 3.3k | 121.83 | |
| Schwab Strategic Tr sht tm us tres (SCHO) | 0.1 | $391k | 7.6k | 51.75 | |
| Cme (CME) | 0.1 | $353k | 2.0k | 172.70 | |
| American Express Company (AXP) | 0.1 | $344k | 4.0k | 85.55 | |
| Fidelity National Information Services (FIS) | 0.1 | $356k | 2.9k | 121.67 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $353k | 1.5k | 238.19 | |
| Automatic Data Processing (ADP) | 0.1 | $345k | 2.5k | 136.53 | |
| Becton, Dickinson and (BDX) | 0.1 | $353k | 1.5k | 229.67 | |
| TJX Companies (TJX) | 0.1 | $340k | 7.1k | 47.77 | |
| Intuit (INTU) | 0.1 | $339k | 1.5k | 229.67 | |
| S&p Global (SPGI) | 0.1 | $354k | 1.4k | 245.32 | |
| Booking Holdings (BKNG) | 0.1 | $347k | 258.00 | 1344.96 | |
| Cigna Corp (CI) | 0.1 | $362k | 2.0k | 177.19 | |
| Dominion Resources (D) | 0.1 | $330k | 4.6k | 72.18 | |
| Kohl's Corporation (KSS) | 0.1 | $312k | 21k | 14.58 | |
| Colgate-Palmolive Company (CL) | 0.1 | $331k | 5.0k | 66.43 | |
| Intuitive Surgical (ISRG) | 0.1 | $330k | 666.00 | 495.50 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $331k | 29k | 11.57 | |
| Stryker Corporation (SYK) | 0.1 | $306k | 1.8k | 166.58 | |
| Southern Company (SO) | 0.1 | $324k | 6.0k | 54.16 | |
| Spirit AeroSystems Holdings (SPR) | 0.1 | $307k | 13k | 23.94 | |
| Duke Energy (DUK) | 0.1 | $337k | 4.2k | 80.95 | |
| Zoetis Inc Cl A (ZTS) | 0.1 | $328k | 2.8k | 117.73 | |
| BlackRock | 0.1 | $303k | 688.00 | 440.41 | |
| Goldman Sachs (GS) | 0.1 | $298k | 1.9k | 154.56 | |
| U.S. Bancorp (USB) | 0.1 | $294k | 8.5k | 34.42 | |
| Northrop Grumman Corporation (NOC) | 0.1 | $288k | 951.00 | 302.84 | |
| Target Corporation (TGT) | 0.1 | $279k | 3.0k | 92.94 | |
| Fiserv (FI) | 0.1 | $292k | 3.1k | 94.99 | |
| Oracle Corporation (ORCL) | 0.1 | $296k | 6.1k | 48.30 | |
| Progressive Corporation (PGR) | 0.1 | $262k | 3.6k | 73.78 | |
| PNC Financial Services (PNC) | 0.1 | $251k | 2.6k | 95.66 | |
| CSX Corporation (CSX) | 0.1 | $270k | 4.7k | 57.22 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $256k | 2.0k | 127.94 | |
| Global Payments (GPN) | 0.1 | $246k | 1.7k | 144.45 | |
| Boston Scientific Corporation (BSX) | 0.1 | $262k | 8.0k | 32.68 | |
| Morgan Stanley (MS) | 0.1 | $253k | 7.4k | 34.04 | |
| Air Products & Chemicals (APD) | 0.1 | $254k | 1.3k | 199.69 | |
| Altria (MO) | 0.1 | $260k | 6.7k | 38.60 | |
| Deere & Company (DE) | 0.1 | $251k | 1.8k | 138.06 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $254k | 2.9k | 86.42 | |
| Illinois Tool Works (ITW) | 0.1 | $245k | 1.7k | 142.28 | |
| Applied Materials (AMAT) | 0.1 | $269k | 5.9k | 45.76 | |
| Advanced Micro Devices (AMD) | 0.1 | $270k | 5.9k | 45.43 | |
| Micron Technology (MU) | 0.1 | $261k | 6.2k | 42.10 | |
| Activision Blizzard | 0.1 | $262k | 4.4k | 59.45 | |
| L3harris Technologies (LHX) | 0.1 | $249k | 1.4k | 179.91 | |
| Truist Financial Corp equities (TFC) | 0.1 | $244k | 7.9k | 30.87 | |
| Charles Schwab Corporation (SCHW) | 0.1 | $229k | 6.8k | 33.63 | |
| Ecolab (ECL) | 0.1 | $230k | 1.5k | 156.14 | |
| Waste Management (WM) | 0.1 | $212k | 2.3k | 92.66 | |
| Baxter International (BAX) | 0.1 | $236k | 2.9k | 81.04 | |
| Norfolk Southern (NSC) | 0.1 | $227k | 1.6k | 145.79 | |
| Edwards Lifesciences (EW) | 0.1 | $228k | 1.2k | 188.90 | |
| Sherwin-Williams Company (SHW) | 0.1 | $229k | 498.00 | 459.84 | |
| Raytheon Company | 0.1 | $214k | 1.6k | 130.97 | |
| American Electric Power Company (AEP) | 0.1 | $227k | 2.8k | 79.82 | |
| Illumina (ILMN) | 0.1 | $231k | 846.00 | 273.05 | |
| Lam Research Corporation | 0.1 | $210k | 877.00 | 239.45 | |
| Dollar General (DG) | 0.1 | $225k | 1.5k | 151.31 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $234k | 3.3k | 70.74 | |
| Moody's Corporation (MCO) | 0.1 | $201k | 950.00 | 211.58 | |
| Exelon Corporation (EXC) | 0.1 | $205k | 5.6k | 36.77 | |
| Estee Lauder Companies (EL) | 0.1 | $206k | 1.3k | 159.44 | |
| Korn/Ferry International (KFY) | 0.1 | $209k | 8.6k | 24.37 | |
| Walgreen Boots Alliance | 0.1 | $209k | 4.6k | 45.80 | |
| Kinder Morgan (KMI) | 0.1 | $151k | 11k | 13.90 | |
| Invesco Actively Managd Etf optimum yield (PDBC) | 0.1 | $149k | 13k | 11.79 | |
| Ford Motor Company (F) | 0.0 | $109k | 23k | 4.82 | |
| Iheartmedia (IHRT) | 0.0 | $75k | 10k | 7.36 |
