Empirical Finance, LLC Q1 2020 Filing
Filed April 16, 2020
Portfolio Value
$321.7B
Holdings
209
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (209 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SHYISHARES TR | 259,926 | $22.5B | 7.00% | |
| 2 | IMOMALPHA ARCHITECT ETF TR | 1,001,725 | $20.7B | 6.45% | |
| 3 | QMOMALPHA ARCHITECT ETF TR | 792,554 | $20.6B | 6.40% | |
| 4 | IVALALPHA ARCHITECT ETF TR | 956,420 | $19.9B | 6.18% | |
| 5 | QVALALPHA ARCHITECT ETF TR | 945,355 | $17.1B | 5.32% | |
| 6 | AAVMALPHA ARCHITECT ETF TR | 790,703 | $16.3B | 5.08% | |
| 7 | AAPLAPPLE INC | 25,962 | $6.6B | 2.05% | |
| 8 | SCHRSCHWAB STRATEGIC TR | 107,500 | $6.3B | 1.96% | |
| 9 | IEFISHARES TR | 46,332 | $5.6B | 1.75% | |
| 10 | MSFTMICROSOFT CORP | 35,488 | $5.6B | 1.74% | |
| 11 | BILSPDR SER TR | 55,166 | $5.1B | 1.57% | |
| 12 | NDQINVESCO QQQ TR | 24,050 | $4.6B | 1.42% | |
| 13 | AMZNAMAZON COM INC | 2,339 | $4.6B | 1.42% | |
| 14 | VTIVANGUARD INDEX FDS | 33,474 | $4.3B | 1.34% | |
| 15 | BIIBBIOGEN INC | 9,523 | $3.0B | 0.94% | |
| 16 | ELVANTHEM INC | 10,963 | $2.5B | 0.77% | |
| 17 | UTHUNITED THERAPEUTICS CORP DEL | 25,685 | $2.4B | 0.76% | |
| 18 | METAFACEBOOK INC | 13,901 | $2.3B | 0.72% | |
| 19 | CMICUMMINS INC | 16,105 | $2.2B | 0.68% | |
| 20 | RSRELIANCE STEEL & ALUMINUM CO | 23,973 | $2.1B | 0.65% | |
| 21 | NTAPNETAPP INC | 49,436 | $2.1B | 0.64% | |
| 22 | BRK/BBERKSHIRE HATHAWAY INC DEL | 11,262 | $2.1B | 0.64% | |
| 23 | GOOGALPHABET INC | 1,748 | $2.0B | 0.63% | |
| 24 | JNJJOHNSON & JOHNSON | 15,441 | $2.0B | 0.63% | |
| 25 | GOOGLALPHABET INC | 1,719 | $2.0B | 0.62% | |
| 26 | LUVSOUTHWEST AIRLS CO | 55,475 | $2.0B | 0.61% | |
| 27 | OMCOMNICOM GROUP INC | 35,802 | $2.0B | 0.61% | |
| 28 | ALSNALLISON TRANSMISSION HLDGS I | 58,744 | $1.9B | 0.60% | |
| 29 | BCBRUNSWICK CORP | 53,794 | $1.9B | 0.59% | |
| 30 | ABBVABBVIE INC | 24,758 | $1.9B | 0.59% | |
| 31 | BWABORGWARNER INC | 76,554 | $1.9B | 0.58% | |
| 32 | PHMPULTE GROUP INC | 83,444 | $1.9B | 0.58% | |
| 33 | GQ9SPDR GOLD TRUST | 12,435 | $1.8B | 0.57% | |
| 34 | MANMANPOWERGROUP INC | 33,833 | $1.8B | 0.56% | |
| 35 | TPRTAPESTRY INC | 134,558 | $1.7B | 0.54% | |
| 36 | WOOFOOT LOCKER INC | 78,827 | $1.7B | 0.54% | |
| 37 | GILDGILEAD SCIENCES INC | 23,115 | $1.7B | 0.54% | |
| 38 | HN9HANESBRANDS INC | 219,187 | $1.7B | 0.54% | |
| 39 | JPMJPMORGAN CHASE & CO | 18,846 | $1.7B | 0.53% | |
| 40 | WYNEURWYNDHAM DESTINATIONS INC | 76,083 | $1.7B | 0.51% | |
| 41 | BNDVANGUARD BD INDEX FDS | 19,202 | $1.6B | 0.51% | |
| 42 | PGPROCTER & GAMBLE CO | 14,486 | $1.6B | 0.50% | |
| 43 | VGSHVANGUARD SCOTTSDALE FDS | 25,303 | $1.6B | 0.49% | |
| 44 | CNCCENTENE CORP DEL | 25,948 | $1.5B | 0.48% | |
| 45 | HUMHUMANA INC | 4,651 | $1.5B | 0.45% | |
| 46 | INTCINTEL CORP | 26,122 | $1.4B | 0.44% | |
| 47 | —ALPHA ARCHITECT ETF TR | 62,893 | $1.4B | 0.43% | |
| 48 | UNHUNITEDHEALTH GROUP INC | 5,556 | $1.4B | 0.43% | |
| 49 | CATCATERPILLAR INC DEL | 11,684 | $1.4B | 0.42% | |
| 50 | GMGENERAL MTRS CO | 63,555 | $1.3B | 0.41% | |
| 51 | MCKMCKESSON CORP | 9,726 | $1.3B | 0.41% | |
| 52 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 27,815 | $1.3B | 0.40% | |
| 53 | BACVERIZON COMMUNICATIONS INC | 23,861 | $1.3B | 0.40% | |
| 54 | MAMASTERCARD INC | 5,228 | $1.3B | 0.39% | |
| 55 | DALDELTA AIR LINES INC DEL | 43,770 | $1.2B | 0.39% | |
| 56 | URIUNITED RENTALS INC | 12,107 | $1.2B | 0.39% | |
| 57 | HDHOME DEPOT INC | 6,545 | $1.2B | 0.38% | |
| 58 | TAT&T INC | 41,362 | $1.2B | 0.37% | |
| 59 | DHID R HORTON INC | 35,441 | $1.2B | 0.37% | |
| 60 | WHRWHIRLPOOL CORP | 13,986 | $1.2B | 0.37% | |
| 61 | CTRACABOT OIL & GAS CORP | 69,595 | $1.2B | 0.37% | |
| 62 | PIIPOLARIS INC | 24,765 | $1.2B | 0.37% | |
| 63 | EMNEASTMAN CHEM CO | 25,579 | $1.2B | 0.37% | |
| 64 | AGCOAGCO CORP | 25,196 | $1.2B | 0.37% | |
| 65 | FLSFLOWSERVE CORP | 49,812 | $1.2B | 0.37% | |
| 66 | GRA1EURGRACE W R & CO DEL NEW | 33,385 | $1.2B | 0.37% | |
| 67 | VYXNCR CORP NEW | 67,121 | $1.2B | 0.37% | |
| 68 | XRXXEROX HOLDINGS CORP | 62,578 | $1.2B | 0.37% | |
| 69 | AYIACUITY BRANDS INC | 13,656 | $1.2B | 0.36% | |
| 70 | ITTITT INC | 25,653 | $1.2B | 0.36% | |
| 71 | ARWARROW ELECTRS INC | 22,396 | $1.2B | 0.36% | |
| 72 | RLRALPH LAUREN CORP | 17,331 | $1.2B | 0.36% | |
| 73 | HLFHERBALIFE NUTRITION LTD | 39,473 | $1.2B | 0.36% | |
| 74 | MRKMERCK & CO. INC | 14,841 | $1.1B | 0.35% | |
| 75 | RHIROBERT HALF INTL INC | 30,044 | $1.1B | 0.35% | |
| 76 | XOMEXXON MOBIL CORP | 29,645 | $1.1B | 0.35% | |
| 77 | ALVAUTOLIV INC | 24,467 | $1.1B | 0.35% | |
| 78 | 7HPHP INC | 64,450 | $1.1B | 0.35% | |
| 79 | —TARO PHARMACEUTICAL INDS LTD | 18,199 | $1.1B | 0.35% | |
| 80 | BACBK OF AMERICA CORP | 51,027 | $1.1B | 0.34% | |
| 81 | VNQVANGUARD INDEX FDS | 15,496 | $1.1B | 0.34% | |
| 82 | PFEPFIZER INC | 32,751 | $1.1B | 0.33% | |
| 83 | DISDISNEY WALT CO | 10,723 | $1.0B | 0.32% | |
| 84 | CSCOCISCO SYS INC | 25,620 | $1.0B | 0.31% | |
| 85 | KOCOCA COLA CO | 22,229 | $984.0M | 0.31% | |
| 86 | PEPPEPSICO INC | 8,107 | $974.0M | 0.30% | |
| 87 | VXUSVANGUARD STAR FDS | 23,035 | $967.0M | 0.30% | |
| 88 | PKGPACKAGING CORP AMER | 11,081 | $962.0M | 0.30% | |
| 89 | NFLXNETFLIX INC | 2,520 | $946.0M | 0.29% | |
| 90 | WMTWALMART INC | 8,280 | $941.0M | 0.29% | |
| 91 | BBYBEST BUY INC | 16,492 | $940.0M | 0.29% | |
| 92 | CMCSACOMCAST CORP NEW | 26,825 | $922.0M | 0.29% | |
| 93 | IPINTL PAPER CO | 28,861 | $898.0M | 0.28% | |
| 94 | RRXREGAL BELOIT CORP | 14,212 | $895.0M | 0.28% | |
| 95 | ADBEADOBE INC | 2,797 | $890.0M | 0.28% | |
| 96 | VOOVANGUARD INDEX FDS | 3,592 | $851.0M | 0.26% | |
| 97 | NVDANVIDIA CORP | 3,149 | $830.0M | 0.26% | |
| 98 | STLDSTEEL DYNAMICS INC | 36,841 | $830.0M | 0.26% | |
| 99 | NUENUCOR CORP | 22,600 | $814.0M | 0.25% | |
| 100 | ABTABBOTT LABS | 10,216 | $806.0M | 0.25% |
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