Empirical Finance as of Sept. 30, 2020
Portfolio Holdings for Empirical Finance
Empirical Finance holds 159 positions in its portfolio as reported in the September 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) | 10.5 | $38M | 1.5M | 25.62 | |
| Alpha Architect Etf Tr Intl Quan Value (IVAL) | 10.3 | $37M | 1.4M | 26.90 | |
| Alpha Architect Etf Tr Us Quan Value (QVAL) | 10.3 | $37M | 1.3M | 27.86 | |
| Alpha Architect Etf Tr Us Quan Momentum (QMOM) | 9.8 | $35M | 1.2M | 30.02 | |
| Alpha Architect Etf Tr Val Momtm Trnd (VMOT) | 6.9 | $25M | 1.0M | 23.51 | |
| Vanguard Index Fds Total Stk Mkt (VTI) | 2.5 | $9.1M | 60k | 150.99 | |
| Ishares Tr Core S&p500 Etf (IVV) | 1.9 | $7.0M | 23k | 298.50 | |
| Ishares Tr Barclays 7 10 Yr (IEF) | 1.7 | $5.9M | 53k | 112.46 | |
| Spdr Ser Tr Spdr Bloomberg (BIL) | 1.3 | $4.6M | 50k | 91.59 | |
| Invesco Qqq Tr Unit Ser 1 (QQQ) | 1.3 | $4.5M | 24k | 188.81 | |
| Vanguard Intl Equity Index F Allwrld Ex Us (VEU) | 1.0 | $3.4M | 69k | 49.91 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.9 | $3.1M | 34k | 93.24 | |
| Pulte (PHM) | 0.8 | $2.8M | 75k | 36.54 | |
| Apple (AAPL) | 0.7 | $2.6M | 12k | 223.94 | |
| Best Buy (BBY) | 0.7 | $2.5M | 36k | 68.99 | |
| Cummins (CMI) | 0.7 | $2.5M | 15k | 162.66 | |
| Urban Outfitters (URBN) | 0.7 | $2.4M | 86k | 28.09 | |
| Hollyfrontier Corp | 0.7 | $2.4M | 45k | 53.64 | |
| Gilead Sciences (GILD) | 0.7 | $2.4M | 37k | 63.38 | |
| Wyndham Worldwide Corporation | 0.7 | $2.3M | 51k | 46.02 | |
| Manpower (MAN) | 0.7 | $2.3M | 28k | 84.24 | |
| International Paper Company (IP) | 0.7 | $2.3M | 56k | 41.82 | |
| Allison Transmission Hldngs I (ALSN) | 0.6 | $2.3M | 49k | 47.05 | |
| BorgWarner (BWA) | 0.6 | $2.3M | 63k | 36.68 | |
| Hp (HPQ) | 0.6 | $2.2M | 117k | 18.92 | |
| Invesco Exchange Traded Fd T S&p500 Eql Wgt (RSP) | 0.6 | $2.2M | 21k | 108.08 | |
| Foot Locker (FL) | 0.6 | $2.2M | 50k | 43.16 | |
| Amc Networks Cl A (AMCX) | 0.6 | $2.1M | 43k | 49.16 | |
| Kohl's Corporation (KSS) | 0.6 | $2.1M | 42k | 49.67 | |
| United Therapeutics Corporation (UTHR) | 0.6 | $2.0M | 25k | 79.74 | |
| Abbvie (ABBV) | 0.5 | $1.8M | 24k | 75.72 | |
| Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) | 0.5 | $1.6M | 41k | 40.27 | |
| Amazon (AMZN) | 0.5 | $1.6M | 949.00 | 1735.51 | |
| Etf Ser Solutions Aptus Drawdown (ADME) | 0.5 | $1.6M | 54k | 30.48 | |
| Vanguard Bd Index Fds Total Bnd Mrkt (BND) | 0.5 | $1.6M | 19k | 84.42 | |
| Vanguard Scottsdale Fds Short Term Treas (VGSH) | 0.5 | $1.6M | 27k | 60.93 | |
| ConocoPhillips (COP) | 0.4 | $1.5M | 27k | 56.99 | |
| Kla Corp Com New (KLAC) | 0.4 | $1.5M | 9.6k | 159.46 | |
| Caterpillar (CAT) | 0.4 | $1.5M | 12k | 126.34 | |
| Biogen Idec (BIIB) | 0.4 | $1.5M | 6.3k | 232.77 | |
| Tapestry (TPR) | 0.4 | $1.5M | 56k | 26.05 | |
| Anthem (ELV) | 0.4 | $1.4M | 6.0k | 240.15 | |
| Southwest Airlines (LUV) | 0.4 | $1.4M | 27k | 54.02 | |
| Packaging Corporation of America (PKG) | 0.4 | $1.4M | 14k | 106.08 | |
| Occidental Petroleum Corporation (OXY) | 0.4 | $1.4M | 32k | 44.48 | |
| NVR (NVR) | 0.4 | $1.4M | 376.00 | 3718.09 | |
| Steel Dynamics (STLD) | 0.4 | $1.4M | 47k | 29.80 | |
| Omni (OMC) | 0.4 | $1.4M | 18k | 78.30 | |
| Hanesbrands (HBI) | 0.4 | $1.4M | 90k | 15.32 | |
| Nucor Corporation (NUE) | 0.4 | $1.4M | 27k | 50.93 | |
| Lam Research Corporation (LRCX) | 0.4 | $1.4M | 5.9k | 231.08 | |
| Applied Materials (AMAT) | 0.4 | $1.4M | 27k | 49.90 | |
| Brunswick Corporation (BC) | 0.4 | $1.4M | 26k | 52.13 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $1.4M | 19k | 70.63 | |
| Avnet (AVT) | 0.4 | $1.4M | 30k | 44.48 | |
| Pvh Corporation (PVH) | 0.4 | $1.3M | 15k | 88.20 | |
| Nu Skin Enterprises Cl A (NUS) | 0.4 | $1.3M | 32k | 42.54 | |
| Reliance Steel & Aluminum (RS) | 0.4 | $1.3M | 13k | 99.68 | |
| Humana (HUM) | 0.4 | $1.3M | 5.2k | 255.66 | |
| Spirit Aerosystems Hldgs Com Cl A (SPR) | 0.4 | $1.3M | 16k | 82.23 | |
| NetApp (NTAP) | 0.4 | $1.3M | 25k | 52.51 | |
| Regal-beloit Corporation (RRX) | 0.4 | $1.3M | 18k | 72.86 | |
| Centene Corporation (CNC) | 0.4 | $1.3M | 30k | 43.26 | |
| Microsoft Corporation (MSFT) | 0.4 | $1.3M | 9.3k | 139.06 | |
| Emcor (EME) | 0.4 | $1.3M | 15k | 86.13 | |
| Western Union Company (WU) | 0.4 | $1.3M | 55k | 23.17 | |
| Coherent | 0.3 | $1.2M | 8.1k | 153.69 | |
| Wisdomtree Tr Yield Enhancd Us (AGGY) | 0.3 | $1.2M | 24k | 52.29 | |
| KAR Auction Services (KAR) | 0.3 | $1.2M | 49k | 24.56 | |
| Micron Technology (MU) | 0.3 | $1.2M | 28k | 42.85 | |
| Seagate Technology SHS | 0.3 | $1.2M | 22k | 53.81 | |
| Dick's Sporting Goods (DKS) | 0.3 | $1.1M | 28k | 40.80 | |
| Spdr Gold Tr Gold Shs (GLD) | 0.3 | $1.1M | 7.8k | 138.81 | |
| Lyondellbasell Industries N Shs - A - (LYB) | 0.3 | $1.0M | 12k | 89.45 | |
| Tech Data Corporation | 0.3 | $1.0M | 9.8k | 104.24 | |
| Facebook Cl A (META) | 0.3 | $1.0M | 5.7k | 178.09 | |
| Vanguard Intl Equity Index F Ftse Pacific Etf (VPL) | 0.3 | $1.0M | 15k | 66.03 | |
| Ishares Tr Core S&p Mcp Etf (IJH) | 0.3 | $1.0M | 5.2k | 193.28 | |
| Vanguard Intl Equity Index F Ftse Europe Etf (VGK) | 0.3 | $1.0M | 19k | 53.63 | |
| H&R Block (HRB) | 0.3 | $976k | 41k | 23.63 | |
| Deluxe Corporation (DLX) | 0.3 | $973k | 20k | 49.18 | |
| Vanguard Star Fds Vg Tl Intl Stk F (VXUS) | 0.3 | $970k | 19k | 51.69 | |
| Interpublic Group of Companies (IPG) | 0.3 | $969k | 45k | 21.56 | |
| Vanguard Intl Equity Index F Ftse Smcap Etf (VSS) | 0.3 | $941k | 9.2k | 101.95 | |
| JPMorgan Chase & Co. (JPM) | 0.3 | $940k | 8.0k | 117.74 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.3 | $940k | 4.5k | 207.96 | |
| Cal Maine Foods Com New (CALM) | 0.2 | $891k | 22k | 39.95 | |
| Alphabet Cap Stk Cl C (GOOG) | 0.2 | $886k | 727.00 | 1218.71 | |
| Thor Industries (THO) | 0.2 | $880k | 16k | 56.67 | |
| Alphabet Cap Stk Cl A (GOOGL) | 0.2 | $857k | 702.00 | 1220.80 | |
| Westlake Chemical Corporation (WLK) | 0.2 | $854k | 13k | 65.50 | |
| Viacomcbs CL B (PARA) | 0.2 | $827k | 34k | 24.02 | |
| Johnson & Johnson (JNJ) | 0.2 | $823k | 6.4k | 129.42 | |
| Sally Beauty Holdings (SBH) | 0.2 | $807k | 54k | 14.89 | |
| Korn Ferry Com New (KFY) | 0.2 | $796k | 21k | 38.65 | |
| Lear Corp Com New (LEA) | 0.2 | $770k | 6.5k | 117.97 | |
| Vanguard Index Fds S&p 500 Etf Shs (VOO) | 0.2 | $763k | 2.8k | 272.60 | |
| Procter & Gamble Company (PG) | 0.2 | $731k | 5.9k | 124.40 | |
| Taro Pharmaceutical Inds SHS (TARO) | 0.2 | $721k | 9.6k | 75.41 | |
| InterDigital (IDCC) | 0.2 | $703k | 13k | 52.50 | |
| Gap (GPS) | 0.2 | $695k | 40k | 17.37 | |
| Bed Bath & Beyond | 0.2 | $674k | 63k | 10.63 | |
| Bank of America Corporation (BAC) | 0.2 | $667k | 23k | 29.15 | |
| Home Depot (HD) | 0.2 | $653k | 2.8k | 232.05 | |
| Ishares Tr Core S&p Scp Etf (IJR) | 0.2 | $646k | 8.3k | 77.88 | |
| Designer Brands Cl A (DBI) | 0.2 | $631k | 37k | 17.12 | |
| At&t (T) | 0.2 | $614k | 16k | 37.85 | |
| Cleveland-cliffs (CLF) | 0.2 | $599k | 83k | 7.22 | |
| Disney Walt Com Disney (DIS) | 0.2 | $592k | 4.5k | 130.43 | |
| Mastercard Incorporated Cl A (MA) | 0.2 | $585k | 2.2k | 271.71 | |
| Verizon Communications (VZ) | 0.2 | $580k | 9.6k | 60.40 | |
| Intel Corporation (INTC) | 0.2 | $572k | 11k | 51.49 | |
| Cisco Systems (CSCO) | 0.2 | $546k | 11k | 49.45 | |
| Global X Fds Msci Pakistan | 0.2 | $544k | 88k | 6.21 | |
| Merck & Co (MRK) | 0.1 | $527k | 6.3k | 84.23 | |
| Schwab Strategic Tr Sht Tm Us Tres (SCHO) | 0.1 | $513k | 10k | 50.57 | |
| Wells Fargo & Company (WFC) | 0.1 | $513k | 10k | 50.47 | |
| Pfizer (PFE) | 0.1 | $508k | 14k | 35.92 | |
| Comcast Corp Cl A (CMCSA) | 0.1 | $504k | 11k | 45.09 | |
| UnitedHealth (UNH) | 0.1 | $503k | 2.3k | 217.47 | |
| Chevron Corporation (CVX) | 0.1 | $499k | 4.2k | 118.67 | |
| Boeing Company (BA) | 0.1 | $490k | 1.3k | 380.73 | |
| Coca-Cola Company (KO) | 0.1 | $487k | 8.9k | 54.49 | |
| Vanguard World Fds Utilities Etf (VPU) | 0.1 | $470k | 3.3k | 143.51 | |
| Pepsi (PEP) | 0.1 | $452k | 3.3k | 137.01 | |
| Citigroup Com New (C) | 0.1 | $416k | 6.0k | 69.01 | |
| Wal-Mart Stores (WMT) | 0.1 | $403k | 3.4k | 118.77 | |
| Tenneco Cl A Vtg Com Stk | 0.1 | $372k | 30k | 12.50 | |
| Oracle Corporation (ORCL) | 0.1 | $357k | 6.5k | 55.05 | |
| Abbott Laboratories (ABT) | 0.1 | $341k | 4.1k | 83.64 | |
| Invesco Exch Traded Fd Tr Ii Rusel 1000 Eql (EQAL) | 0.1 | $328k | 10k | 32.04 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $317k | 1.1k | 275.89 | |
| Costco Wholesale Corporation (COST) | 0.1 | $309k | 1.1k | 288.25 | |
| Amgen (AMGN) | 0.1 | $306k | 1.6k | 193.30 | |
| Nike CL B (NKE) | 0.1 | $301k | 3.2k | 94.03 | |
| International Business Machines (IBM) | 0.1 | $300k | 2.1k | 145.42 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $298k | 2.3k | 129.23 | |
| Honeywell International (HON) | 0.1 | $298k | 1.8k | 168.93 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $294k | 3.3k | 88.88 | |
| Starbucks Corporation (SBUX) | 0.1 | $292k | 3.3k | 88.51 | |
| Union Pacific Corporation (UNP) | 0.1 | $291k | 1.8k | 161.76 | |
| Vaneck Vectors Etf Tr Fallen Angel Hg (ANGL) | 0.1 | $286k | 9.8k | 29.31 | |
| Paypal Holdings (PYPL) | 0.1 | $277k | 2.7k | 103.63 | |
| Philip Morris International (PM) | 0.1 | $276k | 3.6k | 75.93 | |
| Thermo Fisher Scientific (TMO) | 0.1 | $274k | 941.00 | 291.18 | |
| Vanguard Intl Equity Index F Tt Wrld St Etf (VT) | 0.1 | $272k | 3.6k | 74.89 | |
| Netflix (NFLX) | 0.1 | $271k | 1.0k | 267.26 | |
| Nextera Energy (NEE) | 0.1 | $257k | 1.1k | 233.00 | |
| Raytheon Technologies Corp (RTX) | 0.1 | $252k | 1.8k | 136.29 | |
| Eli Lilly & Co. (LLY) | 0.1 | $251k | 2.2k | 111.95 | |
| salesforce (CRM) | 0.1 | $249k | 1.7k | 148.21 | |
| 3M Company (MMM) | 0.1 | $228k | 1.4k | 164.27 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $227k | 581.00 | 390.71 | |
| Booking Holdings (BKNG) | 0.1 | $226k | 115.00 | 1965.22 | |
| Danaher Corporation (DHR) | 0.1 | $218k | 1.5k | 144.28 | |
| Lowe's Companies (LOW) | 0.1 | $212k | 1.9k | 109.79 | |
| Us Bancorp Del Com New (USB) | 0.1 | $201k | 3.6k | 55.40 | |
| American Express Company (AXP) | 0.1 | $200k | 1.7k | 118.27 | |
| General Electric Company | 0.1 | $183k | 21k | 8.95 |
