Empirical Finance, LLC Q4 2019 Filing
Filed January 27, 2020
Portfolio Value
$411.2B
Holdings
202
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (202 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVALALPHA ARCHITECT ETF TR | 1,341,368 | $39.5B | 9.62% | |
| 2 | IMOMALPHA ARCHITECT ETF TR | 1,445,369 | $39.2B | 9.53% | |
| 3 | QVALALPHA ARCHITECT ETF TR | 1,269,929 | $38.6B | 9.39% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 1,123,059 | $36.4B | 8.85% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 1,004,373 | $25.0B | 6.09% | |
| 6 | BILSPDR SERIES TRUST | 156,607 | $14.3B | 3.48% | |
| 7 | VTIVANGUARD INDEX FDS | 60,032 | $9.8B | 2.39% | |
| 8 | IEFISHARES TR | 51,364 | $5.7B | 1.38% | |
| 9 | AAPLAPPLE INC | 17,524 | $5.1B | 1.25% | |
| 10 | NDQINVESCO QQQ TR | 24,050 | $5.1B | 1.24% | |
| 11 | VEUVANGUARD INTL EQUITY INDEX F | 68,810 | $3.7B | 0.90% | |
| 12 | IVVISHARES TR | 10,341 | $3.3B | 0.81% | |
| 13 | MSFTMICROSOFT CORP | 19,857 | $3.1B | 0.76% | |
| 14 | VNQVANGUARD INDEX FDS | 32,600 | $3.0B | 0.74% | |
| 15 | BBYBEST BUY INC | 32,855 | $2.9B | 0.70% | |
| 16 | AMZNAMAZON COM INC | 1,521 | $2.8B | 0.68% | |
| 17 | PHMPULTE GROUP INC | 68,242 | $2.6B | 0.64% | |
| 18 | CMICUMMINS INC | 13,690 | $2.5B | 0.60% | |
| 19 | BWABORGWARNER INC | 55,498 | $2.4B | 0.59% | |
| 20 | MANMANPOWERGROUP INC | 24,641 | $2.4B | 0.58% | |
| 21 | RSPINVESCO EXCHANGE TRADED FD T | 20,504 | $2.4B | 0.58% | |
| 22 | WYNEURWYNDHAM DESTINATIONS INC | 45,381 | $2.3B | 0.57% | |
| 23 | GILDGILEAD SCIENCES INC | 35,160 | $2.3B | 0.56% | |
| 24 | IPINTL PAPER CO | 49,561 | $2.3B | 0.55% | |
| 25 | 7HPHP INC | 105,196 | $2.2B | 0.53% | |
| 26 | ALSNALLISON TRANSMISSION HLDGS I | 43,629 | $2.1B | 0.51% | |
| 27 | URBNURBAN OUTFITTERS INC | 74,738 | $2.1B | 0.50% | |
| 28 | HFCUSDHOLLYFRONTIER CORP | 39,310 | $2.0B | 0.48% | |
| 29 | ABBVABBVIE INC | 21,670 | $1.9B | 0.47% | |
| 30 | UTHUNITED THERAPEUTICS CORP DEL | 21,750 | $1.9B | 0.47% | |
| 31 | KSSKOHLS CORP | 36,460 | $1.9B | 0.45% | |
| 32 | METAFACEBOOK INC | 9,002 | $1.8B | 0.45% | |
| 33 | VWOVANGUARD INTL EQUITY INDEX F | 40,903 | $1.8B | 0.44% | |
| 34 | LRCXEURLAM RESEARCH CORP | 6,186 | $1.8B | 0.44% | |
| 35 | GQ9SPDR GOLD TRUST | 12,374 | $1.8B | 0.43% | |
| 36 | KLACKLA CORPORATION | 9,907 | $1.8B | 0.43% | |
| 37 | AMATAPPLIED MATLS INC | 28,860 | $1.8B | 0.43% | |
| 38 | XOMEXXON MOBIL CORP | 25,007 | $1.7B | 0.42% | |
| 39 | JPMJPMORGAN CHASE & CO | 12,377 | $1.7B | 0.42% | |
| 40 | WOOFOOT LOCKER INC | 43,701 | $1.7B | 0.41% | |
| 41 | BRK/BBERKSHIRE HATHAWAY INC DEL | 7,217 | $1.6B | 0.40% | |
| 42 | MUMICRON TECHNOLOGY INC | 30,017 | $1.6B | 0.39% | |
| 43 | BNDVANGUARD BD INDEX FD INC | 19,202 | $1.6B | 0.39% | |
| 44 | HUMHUMANA INC | 4,380 | $1.6B | 0.39% | |
| 45 | ELVANTHEM INC | 5,270 | $1.6B | 0.39% | |
| 46 | BIIBBIOGEN INC | 5,366 | $1.6B | 0.39% | |
| 47 | CATCATERPILLAR INC DEL | 10,554 | $1.6B | 0.38% | |
| 48 | CNCCENTENE CORP DEL | 24,594 | $1.5B | 0.38% | |
| 49 | VGSHVANGUARD SCOTTSDALE FDS | 25,343 | $1.5B | 0.37% | |
| 50 | GOOGALPHABET INC | 1,143 | $1.5B | 0.37% | |
| 51 | COPCONOCOPHILLIPS | 23,458 | $1.5B | 0.37% | |
| 52 | W3UWESTERN UN CO | 55,875 | $1.5B | 0.36% | |
| 53 | GOOGLALPHABET INC | 1,113 | $1.5B | 0.36% | |
| 54 | AMCXAMC NETWORKS INC | 37,628 | $1.5B | 0.36% | |
| 55 | NVRNVR INC | 385 | $1.5B | 0.36% | |
| 56 | JNJJOHNSON & JOHNSON | 9,992 | $1.5B | 0.35% | |
| 57 | —TECH DATA CORP | 9,952 | $1.4B | 0.35% | |
| 58 | VTVANGUARD INTL EQUITY INDEX F | 17,252 | $1.4B | 0.34% | |
| 59 | VSSVANGUARD INTL EQUITY INDEX F | 12,568 | $1.4B | 0.34% | |
| 60 | DKSDICKS SPORTING GOODS INC | 27,806 | $1.4B | 0.33% | |
| 61 | COHREURCOHERENT INC | 8,231 | $1.4B | 0.33% | |
| 62 | STXSEAGATE TECHNOLOGY PLC | 22,326 | $1.3B | 0.32% | |
| 63 | EMEEMCOR GROUP INC | 14,994 | $1.3B | 0.31% | |
| 64 | PVHPVH CORP | 12,232 | $1.3B | 0.31% | |
| 65 | RSRELIANCE STEEL & ALUMINUM CO | 10,639 | $1.3B | 0.31% | |
| 66 | NTAPNETAPP INC | 20,440 | $1.3B | 0.31% | |
| 67 | STLDSTEEL DYNAMICS INC | 36,841 | $1.3B | 0.30% | |
| 68 | NUENUCOR CORP | 21,976 | $1.2B | 0.30% | |
| 69 | BCBRUNSWICK CORP | 20,608 | $1.2B | 0.30% | |
| 70 | VOOVANGUARD INDEX FDS | 4,140 | $1.2B | 0.30% | |
| 71 | PKGPACKAGING CORP AMER | 10,884 | $1.2B | 0.30% | |
| 72 | RRXREGAL BELOIT CORP | 14,212 | $1.2B | 0.30% | |
| 73 | VGTVANGUARD WORLD FDS | 4,954 | $1.2B | 0.29% | |
| 74 | BACBANK AMER CORP | 34,391 | $1.2B | 0.29% | |
| 75 | TPRTAPESTRY INC | 44,874 | $1.2B | 0.29% | |
| 76 | LUVSOUTHWEST AIRLS CO | 22,043 | $1.2B | 0.29% | |
| 77 | OMCOMNICOM GROUP INC | 14,465 | $1.2B | 0.29% | |
| 78 | THOTHOR INDS INC | 15,716 | $1.2B | 0.28% | |
| 79 | XLBSELECT SECTOR SPDR TR | 18,954 | $1.2B | 0.28% | |
| 80 | PGPROCTER & GAMBLE CO | 9,319 | $1.2B | 0.28% | |
| 81 | XLYSELECT SECTOR SPDR TR | 9,262 | $1.2B | 0.28% | |
| 82 | XLISELECT SECTOR SPDR TR | 13,885 | $1.1B | 0.28% | |
| 83 | OXYOCCIDENTAL PETE CORP | 26,950 | $1.1B | 0.27% | |
| 84 | BBBYEURBED BATH & BEYOND INC | 64,148 | $1.1B | 0.27% | |
| 85 | LYBLYONDELLBASELL INDUSTRIES N | 11,687 | $1.1B | 0.27% | |
| 86 | VGKVANGUARD INTL EQUITY INDEX F | 18,740 | $1.1B | 0.27% | |
| 87 | IJHISHARES TR | 5,205 | $1.1B | 0.26% | |
| 88 | HN9HANESBRANDS INC | 72,149 | $1.1B | 0.26% | |
| 89 | VPLVANGUARD INTL EQUITY INDEX F | 15,372 | $1.1B | 0.26% | |
| 90 | IPGINTERPUBLIC GROUP COS INC | 45,967 | $1.1B | 0.26% | |
| 91 | UNHUNITEDHEALTH GROUP INC | 3,609 | $1.1B | 0.26% | |
| 92 | INTCINTEL CORP | 17,207 | $1.0B | 0.25% | |
| 93 | TAT&T INC | 26,280 | $1.0B | 0.25% | |
| 94 | AVTAVNET INC | 24,043 | $1.0B | 0.25% | |
| 95 | NUSNU SKIN ENTERPRISES INC | 24,861 | $1.0B | 0.25% | |
| 96 | VXUSVANGUARD STAR FD | 18,222 | $1.0B | 0.25% | |
| 97 | DISDISNEY WALT CO | 7,006 | $1.0B | 0.25% | |
| 98 | MAMASTERCARD INC | 3,379 | $1.0B | 0.25% | |
| 99 | S7VSALLY BEAUTY HLDGS INC | 54,840 | $1.0B | 0.24% | |
| 100 | DLXDELUXE CORP | 20,024 | $1.0B | 0.24% |
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