Empirical Finance, LLC Q3 2019 Filing
Filed October 30, 2019
Portfolio Value
$358.1B
Holdings
159
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (159 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IMOMALPHA ARCHITECT ETF TR | 1,462,057 | $37.5B | 10.46% | |
| 2 | IVALALPHA ARCHITECT ETF TR | 1,377,338 | $37.0B | 10.35% | |
| 3 | QVALALPHA ARCHITECT ETF TR | 1,322,622 | $36.8B | 10.29% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 1,168,327 | $35.1B | 9.80% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 1,044,716 | $24.6B | 6.86% | |
| 6 | VTIVANGUARD INDEX FDS | 60,228 | $9.1B | 2.54% | |
| 7 | IVVISHARES TR | 23,320 | $7.0B | 1.94% | |
| 8 | IEFISHARES TR | 52,888 | $5.9B | 1.66% | |
| 9 | BILSPDR SERIES TRUST | 50,016 | $4.6B | 1.28% | |
| 10 | NDQINVESCO QQQ TR | 24,050 | $4.5B | 1.27% | |
| 11 | VEUVANGUARD INTL EQUITY INDEX F | 68,810 | $3.4B | 0.96% | |
| 12 | VNQVANGUARD INDEX FDS | 33,548 | $3.1B | 0.87% | |
| 13 | PHMPULTE GROUP INC | 75,334 | $2.8B | 0.77% | |
| 14 | AAPLAPPLE INC | 11,704 | $2.6B | 0.73% | |
| 15 | BBYBEST BUY INC | 36,380 | $2.5B | 0.70% | |
| 16 | CMICUMMINS INC | 15,130 | $2.5B | 0.69% | |
| 17 | URBNURBAN OUTFITTERS INC | 85,755 | $2.4B | 0.67% | |
| 18 | HFCUSDHOLLYFRONTIER CORP | 44,521 | $2.4B | 0.67% | |
| 19 | GILDGILEAD SCIENCES INC | 37,411 | $2.4B | 0.66% | |
| 20 | WYNEURWYNDHAM DESTINATIONS INC | 50,994 | $2.3B | 0.66% | |
| 21 | MANMANPOWERGROUP INC | 27,718 | $2.3B | 0.65% | |
| 22 | IPINTL PAPER CO | 55,764 | $2.3B | 0.65% | |
| 23 | ALSNALLISON TRANSMISSION HLDGS I | 49,391 | $2.3B | 0.65% | |
| 24 | BWABORGWARNER INC | 62,488 | $2.3B | 0.64% | |
| 25 | 7HPHP INC | 117,319 | $2.2B | 0.62% | |
| 26 | RSPINVESCO EXCHANGE TRADED FD T | 20,504 | $2.2B | 0.62% | |
| 27 | WOOFOOT LOCKER INC | 50,370 | $2.2B | 0.61% | |
| 28 | AMCXAMC NETWORKS INC | 43,148 | $2.1B | 0.59% | |
| 29 | KSSKOHLS CORP | 41,636 | $2.1B | 0.58% | |
| 30 | UTHUNITED THERAPEUTICS CORP DEL | 25,143 | $2.0B | 0.56% | |
| 31 | ABBVABBVIE INC | 23,812 | $1.8B | 0.50% | |
| 32 | AMZNAMAZON COM INC | 949 | $1.6B | 0.46% | |
| 33 | VWOVANGUARD INTL EQUITY INDEX F | 40,903 | $1.6B | 0.46% | |
| 34 | ADMEETF SER SOLUTIONS | 53,471 | $1.6B | 0.46% | |
| 35 | BNDVANGUARD BD INDEX FD INC | 19,202 | $1.6B | 0.45% | |
| 36 | VGSHVANGUARD SCOTTSDALE FDS | 26,571 | $1.6B | 0.45% | |
| 37 | COPCONOCOPHILLIPS | 27,110 | $1.5B | 0.43% | |
| 38 | KLACKLA CORPORATION | 9,576 | $1.5B | 0.43% | |
| 39 | CATCATERPILLAR INC DEL | 11,976 | $1.5B | 0.42% | |
| 40 | BIIBBIOGEN INC | 6,341 | $1.5B | 0.41% | |
| 41 | TPRTAPESTRY INC | 56,088 | $1.5B | 0.41% | |
| 42 | ELVANTHEM INC | 6,038 | $1.4B | 0.40% | |
| 43 | LUVSOUTHWEST AIRLS CO | 26,658 | $1.4B | 0.40% | |
| 44 | PKGPACKAGING CORP AMER | 13,565 | $1.4B | 0.40% | |
| 45 | OXYOCCIDENTAL PETE CORP | 31,967 | $1.4B | 0.40% | |
| 46 | NVRNVR INC | 376 | $1.4B | 0.39% | |
| 47 | STLDSTEEL DYNAMICS INC | 46,477 | $1.4B | 0.39% | |
| 48 | OMCOMNICOM GROUP INC | 17,688 | $1.4B | 0.39% | |
| 49 | HN9HANESBRANDS INC | 90,276 | $1.4B | 0.39% | |
| 50 | NUENUCOR CORP | 27,019 | $1.4B | 0.38% | |
| 51 | LRCXEURLAM RESEARCH CORP | 5,920 | $1.4B | 0.38% | |
| 52 | AMATAPPLIED MATLS INC | 27,292 | $1.4B | 0.38% | |
| 53 | BCBRUNSWICK CORP | 26,068 | $1.4B | 0.38% | |
| 54 | XOMEXXON MOBIL CORP | 19,185 | $1.4B | 0.38% | |
| 55 | AVTAVNET INC | 30,441 | $1.4B | 0.38% | |
| 56 | PVHPVH CORP | 15,283 | $1.3B | 0.38% | |
| 57 | NUSNU SKIN ENTERPRISES INC | 31,473 | $1.3B | 0.37% | |
| 58 | RSRELIANCE STEEL & ALUMINUM CO | 13,413 | $1.3B | 0.37% | |
| 59 | HUMHUMANA INC | 5,210 | $1.3B | 0.37% | |
| 60 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 16,162 | $1.3B | 0.37% | |
| 61 | NTAPNETAPP INC | 25,195 | $1.3B | 0.37% | |
| 62 | RRXREGAL BELOIT CORP | 17,967 | $1.3B | 0.37% | |
| 63 | CNCCENTENE CORP DEL | 30,003 | $1.3B | 0.36% | |
| 64 | MSFTMICROSOFT CORP | 9,298 | $1.3B | 0.36% | |
| 65 | EMEEMCOR GROUP INC | 14,815 | $1.3B | 0.36% | |
| 66 | W3UWESTERN UN CO | 54,643 | $1.3B | 0.35% | |
| 67 | COHREURCOHERENT INC | 8,133 | $1.3B | 0.35% | |
| 68 | AGGYWISDOMTREE TR | 23,696 | $1.2B | 0.35% | |
| 69 | OPLNKAR AUCTION SVCS INC | 49,229 | $1.2B | 0.34% | |
| 70 | MUMICRON TECHNOLOGY INC | 28,194 | $1.2B | 0.34% | |
| 71 | STXSEAGATE TECHNOLOGY PLC | 22,059 | $1.2B | 0.33% | |
| 72 | DKSDICKS SPORTING GOODS INC | 27,474 | $1.1B | 0.31% | |
| 73 | GQ9SPDR GOLD TRUST | 7,766 | $1.1B | 0.30% | |
| 74 | LYBLYONDELLBASELL INDUSTRIES N | 11,548 | $1.0B | 0.29% | |
| 75 | —TECH DATA CORP | 9,833 | $1.0B | 0.29% | |
| 76 | METAFACEBOOK INC | 5,705 | $1.0B | 0.28% | |
| 77 | VPLVANGUARD INTL EQUITY INDEX F | 15,372 | $1.0B | 0.28% | |
| 78 | IJHISHARES TR | 5,205 | $1.0B | 0.28% | |
| 79 | VGKVANGUARD INTL EQUITY INDEX F | 18,740 | $1.0B | 0.28% | |
| 80 | HRBBLOCK H & R INC | 41,302 | $976.0M | 0.27% | |
| 81 | DLXDELUXE CORP | 19,784 | $973.0M | 0.27% | |
| 82 | VXUSVANGUARD STAR FD | 18,767 | $970.0M | 0.27% | |
| 83 | IPGINTERPUBLIC GROUP COS INC | 44,936 | $969.0M | 0.27% | |
| 84 | VSSVANGUARD INTL EQUITY INDEX F | 9,230 | $941.0M | 0.26% | |
| 85 | BRK/BBERKSHIRE HATHAWAY INC DEL | 4,520 | $940.0M | 0.26% | |
| 86 | JPMJPMORGAN CHASE & CO | 7,984 | $940.0M | 0.26% | |
| 87 | CALMCAL MAINE FOODS INC | 22,304 | $891.0M | 0.25% | |
| 88 | GOOGALPHABET INC | 727 | $886.0M | 0.25% | |
| 89 | THOTHOR INDS INC | 15,529 | $880.0M | 0.25% | |
| 90 | GOOGLALPHABET INC | 702 | $857.0M | 0.24% | |
| 91 | UEOWESTLAKE CHEM CORP | 13,039 | $854.0M | 0.24% | |
| 92 | VIABVIACOM INC NEW | 34,433 | $827.0M | 0.23% | |
| 93 | JNJJOHNSON & JOHNSON | 6,359 | $823.0M | 0.23% | |
| 94 | S7VSALLY BEAUTY HLDGS INC | 54,187 | $807.0M | 0.23% | |
| 95 | KFYKORN FERRY | 20,596 | $796.0M | 0.22% | |
| 96 | LEALEAR CORP | 6,527 | $770.0M | 0.22% | |
| 97 | VOOVANGUARD INDEX FDS | 2,799 | $763.0M | 0.21% | |
| 98 | PGPROCTER & GAMBLE CO | 5,876 | $731.0M | 0.20% | |
| 99 | —TARO PHARMACEUTICAL INDS LTD | 9,561 | $721.0M | 0.20% | |
| 100 | IDIINTERDIGITAL INC | 13,390 | $703.0M | 0.20% |
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