Empirical Finance, LLC Q2 2019 Filing

Filed July 9, 2019

Portfolio Value

$364.9B

Holdings

153

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (153 positions)

#StockSharesValue% PortfolioType
1
IMOMALPHA ARCHITECT ETF TR
1,471,879$38.6B10.58%
2
QVALALPHA ARCHITECT ETF TR
1,334,916$37.4B10.26%
3
IVALALPHA ARCHITECT ETF TR
1,388,608$37.4B10.25%
4
QMOMALPHA ARCHITECT ETF TR
1,188,997$37.3B10.22%
5
AAVMALPHA ARCHITECT ETF TR
1,048,712$25.0B6.86%
6
VTIVANGUARD INDEX FDS
60,010$9.0B2.47%
7
IEFISHARES TR
59,922$6.6B1.81%
8
IVVISHARES TR
20,152$5.9B1.63%
9
BILSPDR SERIES TRUST
54,714$5.0B1.37%
10
NDQINVESCO QQQ TR
24,050$4.5B1.23%
11
VNQVANGUARD INDEX FDS
42,370$3.7B1.01%
12
VEUVANGUARD INTL EQUITY INDEX F
68,810$3.5B0.96%
13
CMICUMMINS INC
17,726$3.0B0.83%
14
HRBBLOCK H & R INC
99,931$2.9B0.80%
15
TECH DATA CORP
27,770$2.9B0.80%
16
PHMPULTE GROUP INC
91,721$2.9B0.79%
17
MANMANPOWERGROUP INC
29,236$2.8B0.77%
18
KLACKLA-TENCOR CORP
23,839$2.8B0.77%
19
W3UWESTERN UN CO
137,050$2.7B0.75%
20
VIABVIACOM INC NEW
86,807$2.6B0.71%
21
GILDGILEAD SCIENCES INC
38,089$2.6B0.71%
22
BBYBEST BUY INC
36,727$2.6B0.70%
23
STXSEAGATE TECHNOLOGY PLC
53,296$2.5B0.69%
24
BWABORGWARNER INC
59,682$2.5B0.69%
25
DKSDICKS SPORTING GOODS INC
66,946$2.3B0.64%
26
AAPLAPPLE INC
11,538$2.3B0.63%
27
7HPHP INC
108,919$2.3B0.62%
28
LEALEAR CORP
16,172$2.3B0.62%
29
RSPINVESCO EXCHANGE TRADED FD T
20,504$2.2B0.61%
30
LYBLYONDELLBASELL INDUSTRIES N
25,358$2.2B0.60%
31
IDIINTERDIGITAL INC
32,220$2.1B0.57%
32
AMCXAMC NETWORKS INC
37,981$2.1B0.57%
33
WOOFOOT LOCKER INC
48,871$2.0B0.56%
34
TSNTYSON FOODS INC
25,346$2.0B0.56%
35
ANGLVANECK VECTORS ETF TR
66,235$1.9B0.53%
36
AGGYWISDOMTREE TR
37,448$1.9B0.53%
37
IBMINTERNATIONAL BUSINESS MACHS
13,040$1.8B0.49%
38
AMZNAMAZON COM INC
930$1.8B0.48%
39
VWOVANGUARD INTL EQUITY INDEX F
41,066$1.7B0.48%
40
SKAASKECHERS U S A INC
53,757$1.7B0.46%
41
S7VSALLY BEAUTY HLDGS INC
125,851$1.7B0.46%
42
XRXCHFXEROX CORP
47,186$1.7B0.46%
43
KSSKOHLS CORP
34,620$1.6B0.45%
44
GAPGAP INC
90,964$1.6B0.45%
45
ADMEETF SER SOLUTIONS
53,471$1.6B0.44%
46
VGSHVANGUARD SCOTTSDALE FDS
26,560$1.6B0.44%
47
CATCATERPILLAR INC DEL
11,858$1.6B0.44%
48
BNDVANGUARD BD INDEX FD INC
19,202$1.6B0.44%
49
GMGENERAL MTRS CO
40,229$1.6B0.42%
50
DALDELTA AIR LINES INC DEL
26,185$1.5B0.41%
51
XOMEXXON MOBIL CORP
18,993$1.5B0.40%
52
CICIGNA CORP NEW
9,077$1.4B0.39%
53
LUVSOUTHWEST AIRLS CO
27,432$1.4B0.38%
54
FCXFREEPORT-MCMORAN INC
114,384$1.3B0.36%
55
EMEEMCOR GROUP INC
14,815$1.3B0.36%
56
NVRNVR INC
376$1.3B0.35%
57
INGRINGREDION INC
15,033$1.2B0.34%
58
NUENUCOR CORP
22,451$1.2B0.34%
59
AMATAPPLIED MATLS INC
27,253$1.2B0.34%
60
MSFTMICROSOFT CORP
8,707$1.2B0.32%
61
VSHVISHAY INTERTECHNOLOGY INC
70,326$1.2B0.32%
62
ALVAUTOLIV INC
15,798$1.1B0.31%
63
LRCXEURLAM RESEARCH CORP
5,913$1.1B0.30%
64
COHREURCOHERENT INC
8,133$1.1B0.30%
65
MUMICRON TECHNOLOGY INC
28,140$1.1B0.30%
66
METAFACEBOOK INC
5,595$1.1B0.30%
67
LBEURL BRANDS INC
39,800$1.0B0.28%
68
GQ9SPDR GOLD TRUST
7,766$1.0B0.28%
69
VGKVANGUARD INTL EQUITY INDEX F
18,740$1.0B0.28%
70
VPLVANGUARD INTL EQUITY INDEX F
15,372$1.0B0.28%
71
IPGINTERPUBLIC GROUP COS INC
44,918$1.0B0.28%
72
IJHISHARES TR
5,205$1.0B0.28%
73
STLDSTEEL DYNAMICS INC
32,950$995.0M0.27%
74
WYNEURWYNDHAM DESTINATIONS INC
22,331$980.0M0.27%
75
VSSVANGUARD INTL EQUITY INDEX F
9,230$972.0M0.27%
76
IPINTL PAPER CO
22,219$963.0M0.26%
77
VXUSVANGUARD STAR FD
18,153$958.0M0.26%
78
ALSNALLISON TRANSMISSION HLDGS I
20,578$954.0M0.26%
79
BRK/BBERKSHIRE HATHAWAY INC DEL
4,430$944.0M0.26%
80
FDO.FMACYS INC
43,771$939.0M0.26%
81
CALMCAL MAINE FOODS INC
22,304$931.0M0.26%
82
THOTHOR INDS INC
15,529$908.0M0.25%
83
UEOWESTLAKE CHEM CORP
13,039$906.0M0.25%
84
CLFCLEVELAND CLIFFS INC
82,950$885.0M0.24%
85
JPMJPMORGAN CHASE & CO
7,847$877.0M0.24%
86
JNJJOHNSON & JOHNSON
6,239$869.0M0.24%
87
KFYKORN FERRY
20,596$825.0M0.23%
88
HFCUSDHOLLYFRONTIER CORP
17,810$824.0M0.23%
89
TARO PHARMACEUTICAL INDS LTD
9,561$817.0M0.22%
90
DLXDELUXE CORP
19,784$804.0M0.22%
91
GLOBAL X FDS
119,597$789.0M0.22%
92
GOOGALPHABET INC
713$771.0M0.21%
93
VOOVANGUARD INDEX FDS
2,799$753.0M0.21%
94
GOOGLALPHABET INC
688$745.0M0.20%
95
BBBYEURBED BATH & BEYOND INC
63,384$737.0M0.20%
96
SWN1EURSOUTHWESTERN ENERGY CO
232,671$735.0M0.20%
97
URBNURBAN OUTFITTERS INC
31,660$720.0M0.20%
98
DBIDESIGNER BRANDS INC
36,855$707.0M0.19%
99
BACBANK AMER CORP
22,513$653.0M0.18%
100
UTHUNITED THERAPEUTICS CORP DEL
8,334$651.0M0.18%
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