Empirical Finance as of June 30, 2020
Portfolio Holdings for Empirical Finance
Empirical Finance holds 235 positions in its portfolio as reported in the June 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alpha Architect Etf Tr Intl Quan Momntm (IMOM) | 7.2 | $28M | 1.1M | 26.31 | |
| Alpha Architect Etf Tr Us Quan Momentum (QMOM) | 6.2 | $24M | 686k | 35.58 | |
| Alpha Architect Etf Tr Intl Quan Value (IVAL) | 6.0 | $23M | 967k | 24.21 | |
| Alpha Architect Etf Tr Us Quan Value (QVAL) | 5.3 | $21M | 927k | 22.41 | |
| Alpha Architect Etf Tr Val Momtm Trnd (AAVM) | 4.4 | $17M | 771k | 22.26 | |
| Ishares Tr 1 3 Yr Treas Bd (SHY) | 3.3 | $13M | 149k | 86.61 | |
| Apple (AAPL) | 2.8 | $11M | 30k | 364.81 | |
| Microsoft Corporation (MSFT) | 2.2 | $8.5M | 42k | 203.50 | |
| Amazon (AMZN) | 1.9 | $7.5M | 2.7k | 2758.82 | |
| Ishares Tr Barclays 7 10 Yr (IEF) | 1.3 | $5.3M | 43k | 121.88 | |
| Vanguard Index Fds Total Stk Mkt (VTI) | 1.2 | $4.8M | 31k | 156.53 | |
| Invesco Qqq Tr Unit Ser 1 (QQQ) | 1.0 | $3.7M | 15k | 247.58 | |
| Spdr Gold Tr Gold Shs (GLD) | 0.9 | $3.7M | 22k | 167.38 | |
| Facebook Cl A (META) | 0.9 | $3.6M | 16k | 227.10 | |
| Brunswick Corporation (BC) | 0.9 | $3.5M | 55k | 64.01 | |
| United Therapeutics Corporation (UTHR) | 0.8 | $3.1M | 26k | 121.01 | |
| Anthem (ELV) | 0.8 | $3.0M | 12k | 263.01 | |
| Pulte (PHM) | 0.7 | $2.9M | 86k | 34.03 | |
| Cummins (CMI) | 0.7 | $2.9M | 17k | 173.28 | |
| Alphabet Cap Stk Cl C (GOOG) | 0.7 | $2.8M | 2.0k | 1413.47 | |
| Alphabet Cap Stk Cl A (GOOGL) | 0.7 | $2.8M | 2.0k | 1417.80 | |
| BorgWarner (BWA) | 0.7 | $2.8M | 78k | 35.31 | |
| Biogen Idec (BIIB) | 0.7 | $2.6M | 9.7k | 267.60 | |
| Abbvie (ABBV) | 0.7 | $2.6M | 27k | 98.16 | |
| Hanesbrands (HBI) | 0.7 | $2.5M | 225k | 11.29 | |
| Johnson & Johnson (JNJ) | 0.6 | $2.5M | 18k | 140.62 | |
| Foot Locker | 0.6 | $2.4M | 81k | 29.16 | |
| Manpower (MAN) | 0.6 | $2.3M | 34k | 68.74 | |
| Reliance Steel & Aluminum (RS) | 0.6 | $2.3M | 24k | 94.92 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.6 | $2.3M | 13k | 178.53 | |
| Polaris Industries (PII) | 0.6 | $2.3M | 25k | 92.55 | |
| NetApp (NTAP) | 0.6 | $2.2M | 50k | 44.37 | |
| Wyndham Worldwide Corporation | 0.6 | $2.2M | 78k | 28.18 | |
| Allison Transmission Hldngs I (ALSN) | 0.6 | $2.2M | 59k | 36.77 | |
| D.R. Horton (DHI) | 0.5 | $2.0M | 37k | 55.45 | |
| Omni (OMC) | 0.5 | $2.0M | 37k | 54.61 | |
| JPMorgan Chase & Co. (JPM) | 0.5 | $2.0M | 21k | 94.06 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.5 | $2.0M | 26k | 77.77 | |
| Procter & Gamble Company (PG) | 0.5 | $2.0M | 17k | 119.57 | |
| Southwest Airlines (LUV) | 0.5 | $2.0M | 58k | 34.18 | |
| Gilead Sciences (GILD) | 0.5 | $1.9M | 25k | 76.92 | |
| Whirlpool Corporation (WHR) | 0.5 | $1.9M | 15k | 129.55 | |
| Humana (HUM) | 0.5 | $1.9M | 4.8k | 387.74 | |
| UnitedHealth (UNH) | 0.5 | $1.9M | 6.3k | 294.94 | |
| Home Depot (HD) | 0.5 | $1.9M | 7.4k | 250.54 | |
| Tapestry (TPR) | 0.5 | $1.9M | 140k | 13.28 | |
| United Rentals (URI) | 0.5 | $1.9M | 12k | 149.07 | |
| Eastman Chemical Company (EMN) | 0.5 | $1.8M | 26k | 69.64 | |
| Herbalife Nutrition Com Shs (HLF) | 0.5 | $1.8M | 41k | 44.99 | |
| Alpha Architect Etf Tr Merlyn Ai Bull | 0.5 | $1.8M | 63k | 28.52 | |
| Intel Corporation (INTC) | 0.5 | $1.8M | 30k | 59.83 | |
| Mastercard Incorporated Cl A (MA) | 0.5 | $1.8M | 6.0k | 295.67 | |
| Schwab Strategic Tr Intrm Trm Tres (SCHR) | 0.4 | $1.7M | 30k | 58.77 | |
| Centene Corporation (CNC) | 0.4 | $1.7M | 27k | 63.56 | |
| W.R. Grace & Co. | 0.4 | $1.7M | 33k | 50.80 | |
| Vanguard Bd Index Fds Total Bnd Mrkt (BND) | 0.4 | $1.7M | 19k | 88.32 | |
| General Motors Company (GM) | 0.4 | $1.7M | 66k | 25.30 | |
| Robert Half International (RHI) | 0.4 | $1.6M | 31k | 52.82 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.4 | $1.6M | 29k | 56.83 | |
| Autoliv (ALV) | 0.4 | $1.6M | 25k | 64.50 | |
| Vanguard Scottsdale Fds Short Term Treas (VGSH) | 0.4 | $1.6M | 25k | 62.21 | |
| Arrow Electronics (ARW) | 0.4 | $1.6M | 23k | 68.69 | |
| Itt (ITT) | 0.4 | $1.6M | 27k | 58.72 | |
| Caterpillar (CAT) | 0.4 | $1.6M | 12k | 126.49 | |
| Ishares Tr 20 Yr Tr Bd Etf (TLT) | 0.4 | $1.5M | 9.3k | 163.94 | |
| McKesson Corporation (MCK) | 0.4 | $1.5M | 9.9k | 153.38 | |
| Verizon Communications (VZ) | 0.4 | $1.5M | 27k | 55.12 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $1.5M | 33k | 44.71 | |
| Best Buy (BBY) | 0.4 | $1.5M | 17k | 87.27 | |
| Flowserve Corporation (FLS) | 0.4 | $1.5M | 52k | 28.52 | |
| Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) | 0.4 | $1.4M | 36k | 39.60 | |
| At&t (T) | 0.4 | $1.4M | 47k | 30.22 | |
| Vanguard Tax-managed Fds Ftse Dev Mkt Etf (VEA) | 0.4 | $1.4M | 37k | 38.80 | |
| Vaneck Vectors Etf Tr Fallen Angel Hg (ANGL) | 0.4 | $1.4M | 49k | 28.70 | |
| Vanguard Index Fds Mcap Vl Idxvip (VOE) | 0.4 | $1.4M | 15k | 95.71 | |
| AGCO Corporation (AGCO) | 0.4 | $1.4M | 25k | 55.45 | |
| Adobe Systems Incorporated (ADBE) | 0.4 | $1.4M | 3.2k | 435.26 | |
| NVIDIA Corporation (NVDA) | 0.4 | $1.4M | 3.7k | 380.03 | |
| Bank of America Corporation (BAC) | 0.4 | $1.4M | 58k | 23.76 | |
| Disney Walt Com Disney (DIS) | 0.3 | $1.4M | 12k | 111.53 | |
| Cisco Systems (CSCO) | 0.3 | $1.4M | 29k | 46.64 | |
| Paypal Holdings (PYPL) | 0.3 | $1.3M | 7.7k | 174.24 | |
| Merck & Co (MRK) | 0.3 | $1.3M | 17k | 77.34 | |
| Acuity Brands (AYI) | 0.3 | $1.3M | 14k | 95.75 | |
| Ralph Lauren Corp Cl A (RL) | 0.3 | $1.3M | 18k | 72.54 | |
| Netflix (NFLX) | 0.3 | $1.3M | 2.9k | 455.05 | |
| Delta Air Lines Inc Del Com New (DAL) | 0.3 | $1.3M | 45k | 28.06 | |
| Regal-beloit Corporation (RRX) | 0.3 | $1.3M | 14k | 87.35 | |
| Taro Pharmaceutical Inds SHS (TARO) | 0.3 | $1.2M | 19k | 66.51 | |
| Pepsi (PEP) | 0.3 | $1.2M | 9.3k | 132.31 | |
| Pfizer (PFE) | 0.3 | $1.2M | 37k | 32.71 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.3 | $1.2M | 70k | 17.17 | |
| Comcast Corp Cl A (CMCSA) | 0.3 | $1.2M | 31k | 38.99 | |
| NCR Corporation (VYX) | 0.3 | $1.2M | 67k | 17.33 | |
| Hp (HPQ) | 0.3 | $1.2M | 67k | 17.43 | |
| Coca-Cola Company (KO) | 0.3 | $1.1M | 25k | 44.68 | |
| ConocoPhillips (COP) | 0.3 | $1.1M | 27k | 42.01 | |
| Wal-Mart Stores (WMT) | 0.3 | $1.1M | 9.5k | 119.78 | |
| Packaging Corporation of America (PKG) | 0.3 | $1.1M | 11k | 99.79 | |
| Chevron Corporation (CVX) | 0.3 | $1.1M | 12k | 89.22 | |
| Abbott Laboratories (ABT) | 0.3 | $1.1M | 12k | 91.40 | |
| International Paper Company (IP) | 0.3 | $1.0M | 30k | 35.20 | |
| salesforce (CRM) | 0.3 | $1.0M | 5.5k | 187.42 | |
| Vanguard Index Fds S&p 500 Etf Shs (VOO) | 0.3 | $1.0M | 3.6k | 283.41 | |
| Steel Dynamics (STLD) | 0.2 | $977k | 37k | 26.09 | |
| Xerox Holdings Corp Com New (XRX) | 0.2 | $976k | 64k | 15.29 | |
| Amgen (AMGN) | 0.2 | $972k | 4.1k | 235.81 | |
| Nu Skin Enterprises Cl A (NUS) | 0.2 | $966k | 25k | 38.23 | |
| Thermo Fisher Scientific (TMO) | 0.2 | $963k | 2.7k | 362.17 | |
| Eli Lilly & Co. (LLY) | 0.2 | $961k | 5.9k | 164.25 | |
| Nucor Corporation (NUE) | 0.2 | $961k | 23k | 41.42 | |
| Costco Wholesale Corporation (COST) | 0.2 | $899k | 3.0k | 303.31 | |
| Bristol Myers Squibb (BMY) | 0.2 | $850k | 15k | 58.79 | |
| Vanguard Star Fds Vg Tl Intl Stk F (VXUS) | 0.2 | $839k | 17k | 49.20 | |
| Nike CL B (NKE) | 0.2 | $816k | 8.3k | 98.09 | |
| Union Pacific Corporation (UNP) | 0.2 | $803k | 4.8k | 169.02 | |
| Texas Instruments Incorporated (TXN) | 0.2 | $794k | 6.3k | 127.00 | |
| Citigroup Com New (C) | 0.2 | $785k | 15k | 51.10 | |
| Nextera Energy (NEE) | 0.2 | $767k | 3.2k | 240.14 | |
| Broadcom (AVGO) | 0.2 | $759k | 2.4k | 315.46 | |
| Danaher Corporation (DHR) | 0.2 | $747k | 4.2k | 176.76 | |
| Philip Morris International (PM) | 0.2 | $719k | 10k | 70.06 | |
| International Business Machines (IBM) | 0.2 | $706k | 5.8k | 120.72 | |
| Lowe's Companies (LOW) | 0.2 | $701k | 5.2k | 135.09 | |
| Honeywell International (HON) | 0.2 | $696k | 4.8k | 144.49 | |
| Wells Fargo & Company (WFC) | 0.2 | $683k | 27k | 25.61 | |
| Avnet (AVT) | 0.2 | $682k | 24k | 27.90 | |
| Urban Outfitters (URBN) | 0.2 | $661k | 43k | 15.23 | |
| Boeing Company (BA) | 0.2 | $657k | 3.6k | 183.31 | |
| Hollyfrontier Corp | 0.2 | $650k | 22k | 29.22 | |
| Starbucks Corporation (SBUX) | 0.2 | $613k | 8.3k | 73.62 | |
| Pvh Corporation (PVH) | 0.2 | $607k | 13k | 48.01 | |
| Vanguard Scottsdale Fds Vng Rus1000idx (VONE) | 0.2 | $602k | 4.2k | 141.88 | |
| Lockheed Martin Corporation (LMT) | 0.2 | $601k | 1.6k | 364.91 | |
| 3M Company (MMM) | 0.2 | $596k | 3.8k | 155.98 | |
| Raytheon Technologies Corp (RTX) | 0.1 | $581k | 9.4k | 61.62 | |
| Charter Communications Inc N Cl A (CHTR) | 0.1 | $568k | 1.1k | 509.87 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $548k | 30k | 18.30 | |
| KAR Auction Services (KAR) | 0.1 | $542k | 39k | 13.76 | |
| S&p Global (SPGI) | 0.1 | $539k | 1.6k | 329.26 | |
| CVS Caremark Corporation (CVS) | 0.1 | $538k | 8.3k | 64.92 | |
| Amc Networks Cl A (AMCX) | 0.1 | $515k | 22k | 23.37 | |
| United Parcel Service CL B (UPS) | 0.1 | $513k | 4.6k | 111.26 | |
| Intuit (INTU) | 0.1 | $500k | 1.7k | 296.21 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $493k | 1.7k | 290.34 | |
| Mondelez Intl Cl A (MDLZ) | 0.1 | $491k | 9.6k | 51.10 | |
| Booking Holdings (BKNG) | 0.1 | $459k | 288.00 | 1593.75 | |
| Fidelity National Information Services (FIS) | 0.1 | $457k | 3.4k | 134.06 | |
| Kohl's Corporation (KSS) | 0.1 | $454k | 22k | 20.76 | |
| BlackRock | 0.1 | $446k | 820.00 | 543.90 | |
| Intuitive Surgical Com New (ISRG) | 0.1 | $444k | 780.00 | 569.23 | |
| Cigna Corp (CI) | 0.1 | $440k | 2.3k | 187.63 | |
| Zoetis Cl A (ZTS) | 0.1 | $437k | 3.2k | 136.90 | |
| American Express Company (AXP) | 0.1 | $435k | 4.6k | 95.23 | |
| Goldman Sachs (GS) | 0.1 | $434k | 2.2k | 197.45 | |
| Automatic Data Processing (ADP) | 0.1 | $429k | 2.9k | 148.91 | |
| Dominion Resources (D) | 0.1 | $426k | 5.2k | 81.22 | |
| Becton, Dickinson and (BDX) | 0.1 | $425k | 1.8k | 239.17 | |
| Colgate-Palmolive Company (CL) | 0.1 | $416k | 5.7k | 73.17 | |
| Target Corporation (TGT) | 0.1 | $411k | 3.4k | 120.03 | |
| TJX Companies (TJX) | 0.1 | $410k | 8.1k | 50.62 | |
| Vanguard World Fds Utilities Etf (VPU) | 0.1 | $405k | 3.3k | 123.66 | |
| Morgan Stanley Com New (MS) | 0.1 | $405k | 8.4k | 48.36 | |
| Applied Materials (AMAT) | 0.1 | $401k | 6.6k | 60.38 | |
| General Electric Company | 0.1 | $395k | 58k | 6.84 | |
| Activision Blizzard | 0.1 | $383k | 5.0k | 75.98 | |
| Stryker Corporation (SYK) | 0.1 | $381k | 2.1k | 180.40 | |
| Cme (CME) | 0.1 | $381k | 2.3k | 162.61 | |
| Duke Energy Corp Com New (DUK) | 0.1 | $381k | 4.8k | 79.96 | |
| Micron Technology (MU) | 0.1 | $380k | 7.4k | 51.52 | |
| CSX Corporation (CSX) | 0.1 | $373k | 5.3k | 69.73 | |
| Advanced Micro Devices (AMD) | 0.1 | $363k | 6.9k | 52.57 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $361k | 3.4k | 107.44 | |
| Illumina (ILMN) | 0.1 | $359k | 970.00 | 370.10 | |
| Us Bancorp Del Com New (USB) | 0.1 | $357k | 9.7k | 36.84 | |
| Southern Company (SO) | 0.1 | $355k | 6.8k | 51.88 | |
| Oracle Corporation (ORCL) | 0.1 | $354k | 6.4k | 55.34 | |
| Air Products & Chemicals (APD) | 0.1 | $350k | 1.5k | 241.21 | |
| Ishares Gold Trust Ishares | 0.1 | $346k | 20k | 17.01 | |
| Illinois Tool Works (ITW) | 0.1 | $345k | 2.0k | 174.95 | |
| Fiserv (FI) | 0.1 | $344k | 3.5k | 97.62 | |
| Schwab Strategic Tr Sht Tm Us Tres (SCHO) | 0.1 | $340k | 6.6k | 51.61 | |
| Truist Financial Corp equities (TFC) | 0.1 | $338k | 9.0k | 37.60 | |
| Northrop Grumman Corporation (NOC) | 0.1 | $333k | 1.1k | 307.20 | |
| Ecolab (ECL) | 0.1 | $332k | 1.7k | 198.80 | |
| Global Payments (GPN) | 0.1 | $332k | 2.0k | 169.65 | |
| Deere & Company (DE) | 0.1 | $327k | 2.1k | 156.99 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $324k | 2.3k | 141.42 | |
| Sherwin-Williams Company (SHW) | 0.1 | $324k | 561.00 | 577.54 | |
| Ishares Tr Core Msci Total (IXUS) | 0.1 | $323k | 5.9k | 54.53 | |
| Progressive Corporation (PGR) | 0.1 | $323k | 4.0k | 80.15 | |
| Dollar General (DG) | 0.1 | $323k | 1.7k | 190.67 | |
| Lam Research Corporation | 0.1 | $322k | 997.00 | 322.97 | |
| Boston Scientific Corporation (BSX) | 0.1 | $322k | 9.2k | 35.15 | |
| Ishares Tr Core S&p Ttl Stk (ITOT) | 0.1 | $321k | 4.6k | 69.35 | |
| PNC Financial Services (PNC) | 0.1 | $314k | 3.0k | 105.33 | |
| Autodesk (ADSK) | 0.1 | $312k | 1.3k | 239.26 | |
| Spirit Aerosystems Hldgs Com Cl A (SPR) | 0.1 | $312k | 13k | 23.93 | |
| Norfolk Southern (NSC) | 0.1 | $311k | 1.8k | 175.71 | |
| Analog Devices (ADI) | 0.1 | $299k | 2.4k | 122.64 | |
| Moody's Corporation (MCO) | 0.1 | $298k | 1.1k | 274.91 | |
| Newmont Mining Corporation (NEM) | 0.1 | $297k | 4.8k | 61.76 | |
| Baxter International (BAX) | 0.1 | $288k | 3.3k | 86.20 | |
| eBay (EBAY) | 0.1 | $287k | 5.5k | 52.51 | |
| Spdr Ser Tr Spdr Bloomberg (BIL) | 0.1 | $286k | 3.1k | 91.40 | |
| Edwards Lifesciences (EW) | 0.1 | $281k | 4.1k | 69.04 | |
| Lauder Estee Cos Cl A (EL) | 0.1 | $277k | 1.5k | 188.44 | |
| Waste Management (WM) | 0.1 | $276k | 2.6k | 105.83 | |
| Altria (MO) | 0.1 | $274k | 7.0k | 39.23 | |
| Roper Industries (ROP) | 0.1 | $264k | 680.00 | 388.24 | |
| L3harris Technologies (LHX) | 0.1 | $264k | 1.6k | 169.45 | |
| Dupont De Nemours (DD) | 0.1 | $263k | 5.0k | 53.05 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $261k | 3.3k | 78.90 | |
| Charles Schwab Corporation (SCHW) | 0.1 | $261k | 7.7k | 33.74 | |
| American Electric Power Company (AEP) | 0.1 | $260k | 3.3k | 79.73 | |
| Electronic Arts (EA) | 0.1 | $259k | 2.0k | 132.28 | |
| Servicenow (NOW) | 0.1 | $254k | 627.00 | 405.10 | |
| Emerson Electric (EMR) | 0.1 | $253k | 4.1k | 62.12 | |
| General Dynamics Corporation (GD) | 0.1 | $248k | 1.7k | 149.58 | |
| General Mills (GIS) | 0.1 | $245k | 4.0k | 61.78 | |
| Exelon Corporation (EXC) | 0.1 | $231k | 6.4k | 36.25 | |
| Bank of New York Mellon Corporation (BK) | 0.1 | $228k | 5.9k | 38.66 | |
| FedEx Corporation (FDX) | 0.1 | $225k | 1.6k | 140.45 | |
| O'reilly Automotive (ORLY) | 0.1 | $221k | 523.00 | 422.56 | |
| Walgreen Boots Alliance | 0.1 | $220k | 5.2k | 42.45 | |
| Allstate Corporation (ALL) | 0.1 | $216k | 2.2k | 97.03 | |
| Xcel Energy (XEL) | 0.1 | $215k | 3.4k | 62.50 | |
| Sempra Energy (SRE) | 0.1 | $212k | 1.8k | 117.19 | |
| Ross Stores (ROST) | 0.1 | $209k | 2.4k | 85.38 | |
| MetLife (MET) | 0.1 | $209k | 5.7k | 36.44 | |
| Kla Corp Com New (KLAC) | 0.1 | $205k | 1.1k | 194.50 | |
| Phillips 66 (PSX) | 0.1 | $205k | 2.8k | 72.06 | |
| Dow (DOW) | 0.1 | $201k | 4.9k | 40.69 | |
| Kinder Morgan (KMI) | 0.0 | $189k | 13k | 15.17 | |
| Ford Motor Company (F) | 0.0 | $157k | 26k | 6.09 |
