13F-HR filed by Empirical Finance, LLC
Empirical Finance, LLC filed this 13F-HR for the quarter ended 2018-09-30, filed 2018-10-18, with 152 holding rows worth $401,870,000.
- Accession
- 0001572838-18-000006
- Filer
- CIK 1572838
- Filed
- 2018-10-18
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2018
A holdings report, 152 entries on the cover page, a total value of $401,870,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $401,870,000 with VALUE read as thousands by filing date, 13F file number 028-17745. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 1,472,827 | $50,076,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF | 02072L102 | ETF | 1,453,334 | $45,068,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET | 02072L300 | ETF | 1,518,910 | $43,324,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF | 02072L201 | ETF | 1,363,837 | $41,892,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L508 | ALPHA ARCHITECT | 1,406,580 | $40,749,000 | thousands by filing date | |
| Schwab US Mid-Cap ETF | 808524508 | SHS | 103,475 | $5,985,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 20,015 | $4,518,000 | thousands by filing date | |
| INVESCO ACTVELY MNGD ETC FD | 46090F100 | OPTIMUM YIELD | 220,734 | $4,143,000 | thousands by filing date | |
| SPDR Bloomberg 1-3 Month T-Bill ETF | 78468R663 | SHS | 44,542 | $4,079,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 48,059 | $3,877,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 36,664 | $3,709,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 17,976 | $3,340,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 42,507 | $3,169,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 119,396 | $3,077,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 37,085 | $2,943,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 110,554 | $2,847,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 36,562 | $2,823,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 35,121 | $2,810,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 20,867 | $2,668,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 72,628 | $2,577,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 16,650 | $2,526,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 87,123 | $2,513,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 8,558 | $2,488,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 16,523 | $2,396,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 41,979 | $2,390,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 23,194 | $2,378,000 | thousands by filing date | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 163,107 | $2,065,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 135,494 | $2,032,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 81,334 | $2,020,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 23,302 | $1,950,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 34,812 | $1,899,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 8,810 | $1,826,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 8,733 | $1,819,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 43,704 | $1,787,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 52,518 | $1,773,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 26,811 | $1,762,000 | thousands by filing date | |
| DISCOVERY INC | 25470F104 | COM SER A | 54,515 | $1,744,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 19,431 | $1,693,000 | thousands by filing date | |
| iShares MSCI Russia ETF Special | 46434G798 | Exchange Traded Fund | 47,039 | $1,655,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 17,211 | $1,635,000 | thousands by filing date | |
| SSGA ACTIVE ETF TR | 78467V608 | BLACKSTONE SENR | 34,362 | $1,627,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 11,018 | $1,609,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 31,214 | $1,591,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 791 | $1,584,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 82,447 | $1,571,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 30,187 | $1,570,000 | thousands by filing date | |
| INGREDION INC COM | 457187102 | Stock | 14,866 | $1,560,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 22,495 | $1,534,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 6,445 | $1,522,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 25,207 | $1,518,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 43,214 | $1,501,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 49,697 | $1,489,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 32,901 | $1,488,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 24,982 | $1,487,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 53,156 | $1,485,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 17,441 | $1,483,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 81,772 | $1,479,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 17,324 | $1,478,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 32,587 | $1,473,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 37,993 | $1,468,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 30,890 | $1,463,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 15,484 | $1,460,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 34,449 | $1,453,000 | thousands by filing date | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 60,558 | $1,445,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 20,671 | $1,445,000 | thousands by filing date | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 60,084 | $1,437,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 574 | $1,418,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 20,402 | $1,393,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 23,103 | $1,382,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 51,767 | $1,371,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 50,265 | $1,369,000 | thousands by filing date | |
| ISHARES INC | 46434G780 | MSCI SINGPOR ETF | 56,307 | $1,367,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 16,376 | $1,361,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 13,774 | $1,354,000 | thousands by filing date | |
| MKS INC. COM | 55306N104 | Stock | 16,469 | $1,320,000 | thousands by filing date | |
| GLOBAL X FDS | 37950E689 | MSCI PAKISTAN | 119,597 | $1,269,000 | thousands by filing date | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 45,013 | $1,245,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 57,096 | $1,225,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 67,640 | $1,180,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 17,622 | $1,032,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 1,331 | $1,032,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138E875 | DORSEY WRGT DVLP | 36,686 | $1,007,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 33,604 | $955,000 | thousands by filing date | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 39,474 | $940,000 | thousands by filing date | |
| CIRRUS LOGIC INC COM | 172755100 | Stock | 23,511 | $908,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,928 | $841,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 4,675 | $769,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 6,797 | $767,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 5,209 | $720,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 592 | $707,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 16,808 | $702,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 563 | $680,000 | thousands by filing date | |
| TUPPERWARE BRANDS CORP | 899896104 | COM | 20,185 | $675,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 22,125 | $670,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 5,375 | $615,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 2,176 | $581,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 18,943 | $558,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 11,586 | $511,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,861 | $495,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 2,355 | $488,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 8,857 | $466,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 9,520 | $463,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 13,243 | $445,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 9,153 | $433,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 1,153 | $429,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 1,901 | $423,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 7,886 | $421,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 3,404 | $416,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 4,948 | $412,000 | thousands by filing date | |
| Vanguard Utilities ETF | 92204A876 | SHS | 3,275 | $386,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 5,311 | $377,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 5,246 | $376,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 1,642 | $373,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 7,608 | $351,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 2,971 | $347,000 | thousands by filing date | |
| iShares MSCI USA Momentum Factor ETF | 46432F396 | SHS | 2,840 | $338,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 2,009 | $337,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 3,591 | $337,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 6,416 | $331,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 9,238 | $327,000 | thousands by filing date | |
| S&P Global,Inc. | 78409V104 | COM | 1,624 | $317,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 2,771 | $310,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 822 | $308,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 3,308 | $288,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 3,034 | $287,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 4,433 | $285,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 3,371 | $278,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 1,652 | $276,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 885 | $262,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 1,728 | $261,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 813 | $260,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 951 | $257,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 1,573 | $256,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 2,812 | $254,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 2,522 | $249,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 6,911 | $249,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,172 | $247,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 3,351 | $246,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 1,464 | $244,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 2,991 | $244,000 | thousands by filing date | |
| STERIS PLC | G84720104 | SHS USD | 2,057 | $235,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 2,711 | $230,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 3,711 | $224,000 | thousands by filing date | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 2,087 | $223,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 1,508 | $211,000 | thousands by filing date | |
| NOMAD FOODS LTD USD ORD SHS | G6564A105 | Stock | 10,388 | $210,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 1,950 | $209,000 | thousands by filing date | |
| FIRSTSERVICE CORP NEW | 33767E103 | COM | 2,450 | $207,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 1,921 | $206,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 1,283 | $204,000 | thousands by filing date | |
| Schwab Short Term US Treasury ETF | 808524862 | SHS | 4,039 | $200,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 17,117 | $193,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001572838-18-000006 | this filing | 2018-10-18 | acceptance time not in the bulk data set |