Empirical Finance, LLC Q4 2019 Filing

Filed January 27, 2020

Portfolio Value

$411.2M

Holdings

202

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (202 positions)

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

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