Empirical Finance, LLC Q4 2018 Filing

Filed January 22, 2019

Portfolio Value

$337.4B

Holdings

142

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (142 positions)

#StockSharesValue% PortfolioType
1
QVALALPHA ARCHITECT ETF TR
1,418,793$35.5B10.53%
2
IMOMALPHA ARCHITECT ETF TR
1,485,359$34.5B10.22%
3
IVALALPHA ARCHITECT ETF TR
1,346,272$33.6B9.97%
4
QMOMALPHA ARCHITECT ETF TR
1,298,075$32.8B9.71%
5
AAVMALPHA ARCHITECT ETF TR
1,187,032$28.8B8.53%
6
BILSPDR SER TR
91,233$8.3B2.47%
7
VTIVANGUARD INDEX FDS
53,446$6.8B2.02%
8
IEFISHARES TR
38,598$4.0B1.19%
9
SCHXSCHWAB STRATEGIC TR
66,018$3.9B1.17%
10
VNQVANGUARD INDEX FDS
50,798$3.8B1.12%
11
NDQINVESCO QQQ TR
24,068$3.7B1.10%
12
VEUVANGUARD INTL EQUITY INDEX F
62,994$2.9B0.85%
13
KSSKOHLS CORP
43,255$2.9B0.85%
14
HRBBLOCK H & R INC
110,497$2.8B0.83%
15
AAPLAPPLE INC
17,636$2.8B0.82%
16
WOOFOOT LOCKER INC
48,494$2.6B0.76%
17
SPYSPDR S&P 500 ETF TR
10,203$2.5B0.76%
18
7HPHP INC
119,052$2.4B0.72%
19
CICIGNA CORP NEW
12,793$2.4B0.72%
20
IDIINTERDIGITAL INC
35,121$2.3B0.69%
21
CMICUMMINS INC
17,007$2.3B0.67%
22
GILDGILEAD SCIENCES INC
36,292$2.3B0.67%
23
DKSDICKS SPORTING GOODS INC
72,628$2.3B0.67%
24
GAPGAP INC DEL
86,994$2.2B0.66%
25
KLACKLA-TENCOR CORP
23,591$2.1B0.63%
26
HLFHERBALIFE NUTRITION LTD
34,812$2.1B0.61%
27
FDO.FMACYS INC
68,336$2.0B0.60%
28
IVVISHARES TR
8,078$2.0B0.60%
29
S7VSALLY BEAUTY HLDGS INC
117,043$2.0B0.59%
30
BBYBEST BUY INC
37,008$2.0B0.58%
31
STXSEAGATE TECHNOLOGY PLC
50,135$1.9B0.57%
32
RSPINVESCO EXCHANGE TRADED FD T
20,565$1.9B0.56%
33
AMGNAMGEN INC
8,678$1.7B0.50%
34
AEOAMERICAN EAGLE OUTFITTERS NE
83,902$1.6B0.48%
35
VGSHVANGUARD SCOTTSDALE FDS
26,610$1.6B0.47%
36
VWOVANGUARD INTL EQUITY INDEX F
41,025$1.6B0.46%
37
BNDVANGUARD BD INDEX FD INC
19,258$1.5B0.45%
38
ADMEETF SER SOLUTIONS
53,630$1.5B0.45%
39
ENSENERSYS
19,431$1.5B0.45%
40
JPSTJP MORGAN EXCHANGE TRADED FD
29,213$1.5B0.43%
41
CATCATERPILLAR INC DEL
11,436$1.5B0.43%
42
TECH DATA CORP
17,738$1.5B0.43%
43
ERUSISHARES INC
47,039$1.4B0.43%
44
URBNURBAN OUTFITTERS INC
43,640$1.4B0.43%
45
IBMINTERNATIONAL BUSINESS MACHS
12,464$1.4B0.42%
46
PHMPULTE GROUP INC
54,391$1.4B0.42%
47
W3UWESTERN UN CO
82,353$1.4B0.42%
48
EPOLISHARES TR
60,558$1.4B0.41%
49
INGRINGREDION INC
14,866$1.4B0.40%
50
EWHISHARES INC
60,084$1.4B0.40%
51
WSMWILLIAMS SONOMA INC
26,811$1.4B0.40%
52
VIABVIACOM INC NEW
52,435$1.3B0.40%
53
DISCAUSDDISCOVERY INC
54,413$1.3B0.40%
54
JNPJUNIPER NETWORKS INC
49,584$1.3B0.40%
55
TSNTYSON FOODS INC
24,924$1.3B0.39%
56
GMGENERAL MTRS CO
39,139$1.3B0.39%
57
THD*ISHARES INC
15,484$1.3B0.38%
58
EWJISHARES INC
25,207$1.3B0.38%
59
DALDELTA AIR LINES INC DEL
25,390$1.3B0.38%
60
CLFCLEVELAND CLIFFS INC
163,107$1.3B0.37%
61
VSHVISHAY INTERTECHNOLOGY INC
69,544$1.3B0.37%
62
LUVSOUTHWEST AIRLS CO
26,878$1.2B0.37%
63
EWSISHARES INC
56,307$1.2B0.37%
64
SKAASKECHERS U S A INC
53,156$1.2B0.36%
65
AMCXAMC NETWORKS INC
21,974$1.2B0.36%
66
EWYISHARES INC
20,402$1.2B0.36%
67
BWABORGWARNER INC
33,910$1.2B0.35%
68
LEALEAR CORP
9,538$1.2B0.35%
69
TARO PHARMACEUTICAL INDS LTD
13,774$1.2B0.35%
70
FCXFREEPORT-MCMORAN INC
112,400$1.2B0.34%
71
GNTXGENTEX CORP
57,096$1.2B0.34%
72
XOMEXXON MOBIL CORP
16,875$1.2B0.34%
73
NUENUCOR CORP
22,053$1.1B0.34%
74
LYBLYONDELLBASELL INDUSTRIES N
13,657$1.1B0.34%
75
AMZNAMAZON COM INC
752$1.1B0.33%
76
JWNUSDNORDSTROM INC
24,058$1.1B0.33%
77
AZOAUTOZONE INC
1,324$1.1B0.33%
78
ALVAUTOLIV INC
15,623$1.1B0.33%
79
MANMANPOWERGROUP INC
16,885$1.1B0.32%
80
LBEURL BRANDS INC
39,234$1.0B0.30%
81
STLDSTEEL DYNAMICS INC
32,587$979.0M0.29%
82
GLOBAL X FDS
119,597$965.0M0.29%
83
XRXCHFXEROX CORP
46,547$920.0M0.27%
84
BNDXVANGUARD CHARLOTTE FDS
16,853$914.0M0.27%
85
NVRNVR INC
374$911.0M0.27%
86
AMATAPPLIED MATLS INC
26,954$882.0M0.26%
87
IJHISHARES TR
5,221$867.0M0.26%
88
PIZINVESCO EXCHNG TRADED FD TR
36,686$842.0M0.25%
89
ALSNALLISON TRANSMISSION HLDGS I
18,851$828.0M0.25%
90
OSKOSHKOSH CORP
13,060$801.0M0.24%
91
SWN1EURSOUTHWESTERN ENERGY CO
230,105$785.0M0.23%
92
DSW INC
31,229$771.0M0.23%
93
SHYISHARES TR
9,103$761.0M0.23%
94
MKSIMKS INSTRUMENT INC
11,473$741.0M0.22%
95
UEOWESTLAKE CHEM CORP
11,055$732.0M0.22%
96
HFCUSDHOLLYFRONTIER CORP
14,298$731.0M0.22%
97
BRK/BBERKSHIRE HATHAWAY INC DEL
3,453$705.0M0.21%
98
VOOVANGUARD INDEX FDS
2,799$643.0M0.19%
99
JNJJOHNSON & JOHNSON
4,812$621.0M0.18%
100
JPMJPMORGAN CHASE & CO
6,179$603.0M0.18%
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