Empirical Finance as of June 30, 2020
Portfolio Holdings for Empirical Finance
Empirical Finance holds 148 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) | 8.3 | $28M | 1.1M | 26.43 | |
| Alpha Architect Etf Tr Us Quan Momentum (QMOM) | 7.2 | $24M | 681k | 35.84 | |
| Alpha Architect Etf Tr Intl Quan Value (IVAL) | 6.9 | $23M | 962k | 24.33 | |
| Alpha Architect Etf Tr Us Quan Value (QVAL) | 6.1 | $21M | 922k | 22.53 | |
| Alpha Architect Etf Tr Val Momtm Trnd (AAVM) | 5.1 | $17M | 766k | 22.41 | |
| Ishares Tr 1 3 Yr Treas Bd (SHY) | 3.8 | $13M | 144k | 89.59 | |
| Apple (AAPL) | 3.2 | $11M | 25k | 438.23 | |
| Microsoft Corporation (MSFT) | 2.5 | $8.5M | 37k | 230.93 | |
| Ishares Tr Barclays 7 10 Yr (IEF) | 1.5 | $5.3M | 38k | 137.66 | |
| Vanguard Index Fds Total Stk Mkt (VTI) | 1.4 | $4.8M | 26k | 186.43 | |
| Invesco Qqq Tr Unit Ser 1 (QQQ) | 1.1 | $3.7M | 10k | 368.73 | |
| Spdr Gold Tr Gold Shs (GLD) | 1.1 | $3.7M | 17k | 216.46 | |
| Facebook Cl A (META) | 1.1 | $3.6M | 11k | 329.98 | |
| Brunswick Corporation (BC) | 1.0 | $3.5M | 50k | 70.31 | |
| United Therapeutics Corporation (UTHR) | 0.9 | $3.1M | 21k | 149.59 | |
| Anthem (ELV) | 0.9 | $3.0M | 6.5k | 463.17 | |
| Pulte (PHM) | 0.9 | $2.9M | 81k | 36.12 | |
| Cummins (CMI) | 0.8 | $2.9M | 12k | 246.60 | |
| BorgWarner (BWA) | 0.8 | $2.8M | 73k | 37.70 | |
| Biogen Idec (BIIB) | 0.8 | $2.6M | 4.8k | 543.67 | |
| Abbvie (ABBV) | 0.8 | $2.6M | 22k | 120.70 | |
| Hanesbrands (HBI) | 0.7 | $2.5M | 220k | 11.54 | |
| Johnson & Johnson (JNJ) | 0.7 | $2.5M | 13k | 195.59 | |
| Foot Locker | 0.7 | $2.4M | 76k | 31.06 | |
| Manpower (MAN) | 0.7 | $2.3M | 29k | 80.44 | |
| Reliance Steel & Aluminum (RS) | 0.7 | $2.3M | 19k | 119.10 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.7 | $2.3M | 7.9k | 290.44 | |
| Polaris Industries (PII) | 0.7 | $2.3M | 20k | 115.66 | |
| NetApp (NTAP) | 0.7 | $2.2M | 45k | 49.24 | |
| Wyndham Worldwide Corporation | 0.6 | $2.2M | 73k | 30.09 | |
| Allison Transmission Hldngs I (ALSN) | 0.6 | $2.2M | 54k | 40.13 | |
| D.R. Horton (DHI) | 0.6 | $2.0M | 32k | 64.03 | |
| Omni (OMC) | 0.6 | $2.0M | 32k | 63.05 | |
| JPMorgan Chase & Co. (JPM) | 0.6 | $2.0M | 17k | 122.36 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.6 | $2.0M | 21k | 96.23 | |
| Procter & Gamble Company (PG) | 0.6 | $2.0M | 12k | 170.68 | |
| Southwest Airlines (LUV) | 0.6 | $2.0M | 53k | 37.40 | |
| Gilead Sciences (GILD) | 0.6 | $1.9M | 20k | 96.30 | |
| Whirlpool Corporation (WHR) | 0.6 | $1.9M | 9.6k | 196.22 | |
| UnitedHealth (UNH) | 0.5 | $1.9M | 1.4k | 1351.92 | |
| Home Depot (HD) | 0.5 | $1.9M | 2.5k | 748.29 | |
| Tapestry (TPR) | 0.5 | $1.9M | 135k | 13.77 | |
| United Rentals (URI) | 0.5 | $1.9M | 7.5k | 247.76 | |
| Eastman Chemical Company (EMN) | 0.5 | $1.8M | 21k | 85.81 | |
| Herbalife Nutrition Com Shs (HLF) | 0.5 | $1.8M | 36k | 51.25 | |
| Alpha Architect Etf Tr Merlyn Ai Bull | 0.5 | $1.8M | 58k | 30.96 | |
| Intel Corporation (INTC) | 0.5 | $1.8M | 25k | 71.79 | |
| Mastercard Incorporated Cl A (MA) | 0.5 | $1.8M | 1.0k | 1748.76 | |
| Schwab Strategic Tr Intrm Trm Tres (SCHR) | 0.5 | $1.7M | 25k | 70.64 | |
| Centene Corporation (CNC) | 0.5 | $1.7M | 22k | 77.92 | |
| Vanguard Bd Index Fds Total Bnd Mrkt (BND) | 0.5 | $1.7M | 14k | 118.99 | |
| W.R. Grace & Co. | 0.5 | $1.7M | 28k | 59.64 | |
| General Motors Company (GM) | 0.5 | $1.7M | 61k | 27.34 | |
| Robert Half International (RHI) | 0.5 | $1.6M | 26k | 62.83 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.5 | $1.6M | 24k | 68.67 | |
| Autoliv (ALV) | 0.5 | $1.6M | 20k | 80.42 | |
| Vanguard Scottsdale Fds Short Term Treas (VGSH) | 0.5 | $1.6M | 20k | 77.33 | |
| Arrow Electronics (ARW) | 0.5 | $1.6M | 18k | 87.71 | |
| Itt (ITT) | 0.5 | $1.6M | 22k | 72.21 | |
| Caterpillar (CAT) | 0.5 | $1.6M | 7.3k | 211.99 | |
| Ishares Tr 20 Yr Tr Bd Etf (TLT) | 0.5 | $1.5M | 4.4k | 348.50 | |
| McKesson Corporation (MCK) | 0.4 | $1.5M | 4.9k | 308.01 | |
| Verizon Communications (VZ) | 0.4 | $1.5M | 22k | 67.34 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $1.5M | 28k | 52.58 | |
| Best Buy (BBY) | 0.4 | $1.5M | 12k | 123.33 | |
| Flowserve Corporation (FLS) | 0.4 | $1.5M | 47k | 31.54 | |
| Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) | 0.4 | $1.4M | 31k | 45.85 | |
| At&t (T) | 0.4 | $1.4M | 42k | 33.75 | |
| Vanguard Tax-managed Fds Ftse Dev Mkt Etf (VEA) | 0.4 | $1.4M | 32k | 44.84 | |
| Vaneck Vectors Etf Tr Fallen Angel Hg (ANGL) | 0.4 | $1.4M | 44k | 31.90 | |
| Vanguard Index Fds Mcap Vl Idxvip (VOE) | 0.4 | $1.4M | 9.8k | 143.86 | |
| AGCO Corporation (AGCO) | 0.4 | $1.4M | 20k | 69.00 | |
| Bank of America Corporation (BAC) | 0.4 | $1.4M | 53k | 25.99 | |
| Disney Walt Com Disney (DIS) | 0.4 | $1.4M | 7.3k | 187.34 | |
| Cisco Systems (CSCO) | 0.4 | $1.4M | 24k | 56.18 | |
| Paypal Holdings (PYPL) | 0.4 | $1.3M | 2.8k | 487.47 | |
| Merck & Co (MRK) | 0.4 | $1.3M | 12k | 108.72 | |
| Ralph Lauren Corp Cl A (RL) | 0.4 | $1.3M | 13k | 99.84 | |
| Acuity Brands (AYI) | 0.4 | $1.3M | 8.8k | 149.82 | |
| Delta Air Lines Inc Del Com New (DAL) | 0.4 | $1.3M | 40k | 31.52 | |
| Regal-beloit Corporation (RRX) | 0.4 | $1.3M | 9.5k | 132.87 | |
| Taro Pharmaceutical Inds SHS (TARO) | 0.4 | $1.2M | 14k | 90.36 | |
| Pfizer (PFE) | 0.4 | $1.2M | 33k | 37.70 | |
| Pepsi (PEP) | 0.4 | $1.2M | 4.3k | 284.52 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.4 | $1.2M | 65k | 18.48 | |
| Comcast Corp Cl A (CMCSA) | 0.4 | $1.2M | 26k | 46.53 | |
| NCR Corporation (VYX) | 0.3 | $1.2M | 62k | 18.71 | |
| Hp (HPQ) | 0.3 | $1.2M | 62k | 18.83 | |
| Coca-Cola Company (KO) | 0.3 | $1.1M | 20k | 55.51 | |
| Wal-Mart Stores (WMT) | 0.3 | $1.1M | 4.5k | 251.44 | |
| ConocoPhillips (COP) | 0.3 | $1.1M | 22k | 51.47 | |
| Packaging Corporation of America (PKG) | 0.3 | $1.1M | 6.4k | 177.13 | |
| Chevron Corporation (CVX) | 0.3 | $1.1M | 7.3k | 149.51 | |
| Abbott Laboratories (ABT) | 0.3 | $1.1M | 6.7k | 158.66 | |
| International Paper Company (IP) | 0.3 | $1.0M | 25k | 42.26 | |
| salesforce (CRM) | 0.3 | $1.0M | 504.00 | 2027.78 | |
| Steel Dynamics (STLD) | 0.3 | $977k | 33k | 30.07 | |
| Xerox Holdings Corp Com New (XRX) | 0.3 | $976k | 59k | 16.57 | |
| Nu Skin Enterprises Cl A (NUS) | 0.3 | $966k | 20k | 47.54 | |
| Nucor Corporation (NUE) | 0.3 | $961k | 18k | 52.65 | |
| Eli Lilly & Co. (LLY) | 0.3 | $961k | 902.00 | 1065.41 | |
| Bristol Myers Squibb (BMY) | 0.3 | $850k | 9.5k | 89.39 | |
| Vanguard Star Fds Vg Tl Intl Stk F (VXUS) | 0.2 | $839k | 12k | 69.31 | |
| Nike CL B (NKE) | 0.2 | $816k | 3.4k | 242.14 | |
| Texas Instruments Incorporated (TXN) | 0.2 | $794k | 1.3k | 609.36 | |
| Citigroup Com New (C) | 0.2 | $785k | 10k | 75.38 | |
| Philip Morris International (PM) | 0.2 | $719k | 5.3k | 135.33 | |
| International Business Machines (IBM) | 0.2 | $706k | 899.00 | 785.32 | |
| Lowe's Companies (LOW) | 0.2 | $701k | 240.00 | 2920.83 | |
| Wells Fargo & Company (WFC) | 0.2 | $683k | 22k | 31.44 | |
| Avnet (AVT) | 0.2 | $682k | 20k | 34.99 | |
| Urban Outfitters (URBN) | 0.2 | $661k | 39k | 17.19 | |
| Hollyfrontier Corp | 0.2 | $650k | 17k | 37.58 | |
| Starbucks Corporation (SBUX) | 0.2 | $613k | 3.4k | 181.52 | |
| Pvh Corporation (PVH) | 0.2 | $607k | 7.7k | 78.90 | |
| Raytheon Technologies Corp (RTX) | 0.2 | $581k | 4.5k | 129.69 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $548k | 25k | 21.92 | |
| KAR Auction Services (KAR) | 0.2 | $542k | 35k | 15.73 | |
| CVS Caremark Corporation (CVS) | 0.2 | $538k | 3.3k | 161.17 | |
| Amc Networks Cl A (AMCX) | 0.2 | $515k | 17k | 30.14 | |
| Mondelez Intl Cl A (MDLZ) | 0.1 | $491k | 4.7k | 105.36 | |
| Kohl's Corporation (KSS) | 0.1 | $454k | 17k | 26.84 | |
| Dominion Resources (D) | 0.1 | $426k | 296.00 | 1439.19 | |
| Colgate-Palmolive Company (CL) | 0.1 | $416k | 736.00 | 565.22 | |
| TJX Companies (TJX) | 0.1 | $410k | 3.2k | 130.12 | |
| Morgan Stanley Com New (MS) | 0.1 | $405k | 3.4k | 118.21 | |
| Applied Materials (AMAT) | 0.1 | $401k | 1.7k | 237.00 | |
| General Electric Company | 0.1 | $395k | 53k | 7.48 | |
| Activision Blizzard | 0.1 | $383k | 92.00 | 4163.04 | |
| Micron Technology (MU) | 0.1 | $380k | 2.4k | 156.57 | |
| CSX Corporation (CSX) | 0.1 | $373k | 400.00 | 932.50 | |
| Advanced Micro Devices (AMD) | 0.1 | $363k | 2.0k | 185.58 | |
| Us Bancorp Del Com New (USB) | 0.1 | $357k | 4.7k | 75.28 | |
| Southern Company (SO) | 0.1 | $355k | 1.9k | 187.43 | |
| Oracle Corporation (ORCL) | 0.1 | $354k | 1.4k | 244.48 | |
| Ishares Gold Trust Ishares | 0.1 | $346k | 15k | 22.48 | |
| Schwab Strategic Tr Sht Tm Us Tres (SCHO) | 0.1 | $340k | 1.6k | 207.44 | |
| Truist Financial Corp equities (TFC) | 0.1 | $338k | 4.0k | 83.64 | |
| Ishares Tr Core Msci Total (IXUS) | 0.1 | $323k | 974.00 | 331.62 | |
| Boston Scientific Corporation (BSX) | 0.1 | $322k | 4.2k | 76.45 | |
| Spirit Aerosystems Hldgs Com Cl A (SPR) | 0.1 | $312k | 8.1k | 38.57 | |
| eBay (EBAY) | 0.1 | $287k | 517.00 | 555.13 | |
| Altria (MO) | 0.1 | $274k | 2.0k | 134.58 | |
| Charles Schwab Corporation (SCHW) | 0.1 | $261k | 2.8k | 93.68 | |
| Exelon Corporation (EXC) | 0.1 | $231k | 1.4k | 162.22 | |
| Bank of New York Mellon Corporation (BK) | 0.1 | $228k | 948.00 | 240.51 | |
| Walgreen Boots Alliance | 0.1 | $220k | 234.00 | 940.17 | |
| MetLife (MET) | 0.1 | $209k | 787.00 | 265.57 |
