Empirical Finance, LLC Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$663.4B

Holdings

418

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (418 positions)

#StockSharesValue% PortfolioType
1
IVALALPHA ARCHITECT ETF TR
1,194,420$32.3B4.86%
2
QVALALPHA ARCHITECT ETF TR
936,289$32.0B4.83%
3
IMOMALPHA ARCHITECT ETF TR
886,327$30.2B4.55%
4
AAPLAPPLE INC
206,229$29.2B4.40%
5
MSFTMICROSOFT CORP
87,290$24.6B3.71%
6
QMOMALPHA ARCHITECT ETF TR
444,489$21.9B3.30%
7
AMZNAMAZON COM INC
5,329$17.5B2.64%
8
VTIVANGUARD INDEX FDS
69,635$15.5B2.33%
9
AAVMALPHA ARCHITECT ETF TR
501,826$13.4B2.02%
10
NDQINVESCO QQQ TR
31,314$11.2B1.69%
11
METAFACEBOOK INC
30,316$10.3B1.55%
12
GOOGLALPHABET INC
3,780$10.1B1.52%
13
GOOGALPHABET INC
3,673$9.8B1.48%
14
PDBCINVESCO ACTIVLY MANGD ETC FD
364,919$7.7B1.16%
15
BRK/BBERKSHIRE HATHAWAY INC DEL
24,194$6.6B1.00%
16
JPMJPMORGAN CHASE & CO
39,000$6.4B0.96%
17
NVDANVIDIA CORPORATION
29,694$6.2B0.93%
18
UNHUNITEDHEALTH GROUP INC
14,294$5.6B0.84%
19
JNJJOHNSON & JOHNSON
33,271$5.4B0.81%
20
VEAVANGUARD TAX-MANAGED INTL FD
103,746$5.2B0.79%
21
VWOVANGUARD INTL EQUITY INDEX F
94,362$4.7B0.71%
22
HDHOME DEPOT INC
13,765$4.5B0.68%
23
PGPROCTER AND GAMBLE CO
31,090$4.3B0.66%
24
BACBK OF AMERICA CORP
99,628$4.2B0.64%
25
DISDISNEY WALT CO
23,024$3.9B0.59%
26
MAMASTERCARD INCORPORATED
11,116$3.9B0.58%
27
PYPLPAYPAL HLDGS INC
14,667$3.8B0.58%
28
ADBEADOBE SYSTEMS INCORPORATED
6,052$3.5B0.53%
29
XOMEXXON MOBIL CORP
58,439$3.4B0.52%
30
NFLXNETFLIX INC
5,537$3.4B0.51%
31
CMCSACOMCAST CORP NEW
57,763$3.2B0.49%
32
VXFVANGUARD INDEX FDS
17,312$3.2B0.48%
33
CRMSALESFORCE COM INC
11,197$3.0B0.46%
34
PFEPFIZER INC
70,591$3.0B0.46%
35
CSCOCISCO SYS INC
53,910$2.9B0.44%
36
TMOTHERMO FISHER SCIENTIFIC INC
4,975$2.8B0.43%
37
INTCINTEL CORP
52,862$2.8B0.42%
38
BACVERIZON COMMUNICATIONS INC
52,047$2.8B0.42%
39
ABTABBOTT LABS
22,210$2.6B0.40%
40
PEPPEPSICO INC
17,418$2.6B0.39%
41
KOCOCA COLA CO
48,652$2.6B0.38%
42
COSTCOSTCO WHSL CORP NEW
5,604$2.5B0.38%
43
WMTWALMART INC
17,593$2.5B0.37%
44
CVXCHEVRON CORP NEW
24,061$2.4B0.37%
45
DHRDANAHER CORPORATION
7,982$2.4B0.37%
46
TAT&T INC
89,698$2.4B0.37%
47
VNQVANGUARD INDEX FDS
23,717$2.4B0.36%
48
WFCWELLS FARGO CO NEW
51,860$2.4B0.36%
49
MRKMERCK & CO INC
32,022$2.4B0.36%
50
LLYLILLY ELI & CO
10,334$2.4B0.36%
51
CVSCVS HEALTH CORP
28,136$2.4B0.36%
52
AVGOBROADCOM INC
4,893$2.4B0.36%
53
ABBVABBVIE INC
21,727$2.3B0.35%
54
NKENIKE INC
15,848$2.3B0.35%
55
TXNTEXAS INSTRS INC
11,670$2.2B0.34%
56
IEFISHARES TR
19,332$2.2B0.34%
57
VOEVANGUARD INDEX FDS
15,694$2.2B0.33%
58
ELVANTHEM INC
5,546$2.1B0.31%
59
TSLATESLA INC
2,647$2.1B0.31%
60
LABORATORY CORP AMER HLDGS
6,977$2.0B0.30%
61
NEENEXTERA ENERGY INC
24,514$1.9B0.29%
62
LOWLOWES COS INC
9,380$1.9B0.29%
63
DKSDICKS SPORTING GOODS INC
15,866$1.9B0.29%
64
DGXQUEST DIAGNOSTICS INC
13,077$1.9B0.29%
65
TRVCCITIGROUP INC
27,031$1.9B0.29%
66
HONHONEYWELL INTL INC
8,849$1.9B0.28%
67
4I1PHILIP MORRIS INTL INC
19,587$1.9B0.28%
68
0VVBVIACOMCBS INC
46,933$1.9B0.28%
69
INTUINTUIT
3,333$1.8B0.27%
70
DISHDISH NETWORK CORPORATION
41,140$1.8B0.27%
71
DWDMORGAN STANLEY
18,363$1.8B0.27%
72
HOLXHOLOGIC INC
24,164$1.8B0.27%
73
ATKRATKORE INC
19,406$1.7B0.25%
74
UNPUNION PAC CORP
8,590$1.7B0.25%
75
SBUXSTARBUCKS CORP
15,151$1.7B0.25%
76
BMYBRISTOL-MYERS SQUIBB CO
28,111$1.7B0.25%
77
BBWIBATH & BODY WORKS INC
26,332$1.7B0.25%
78
UPSUNITED PARCEL SERVICE INC
8,934$1.6B0.25%
79
GSGOLDMAN SACHS GROUP INC
4,277$1.6B0.24%
80
RTXRAYTHEON TECHNOLOGIES CORP
18,743$1.6B0.24%
81
UHSUNIVERSAL HLTH SVCS INC
11,633$1.6B0.24%
82
CICIGNA CORP NEW
8,005$1.6B0.24%
83
AMKRAMKOR TECHNOLOGY INC
63,851$1.6B0.24%
84
AMGNAMGEN INC
7,428$1.6B0.24%
85
PHMPULTE GROUP INC
34,114$1.6B0.24%
86
IBMINTERNATIONAL BUSINESS MACHS
11,235$1.6B0.24%
87
AMATAPPLIED MATLS INC
12,003$1.5B0.23%
88
WSMWILLIAMS SONOMA INC
8,654$1.5B0.23%
89
NXSTNEXSTAR MEDIA GROUP INC
10,058$1.5B0.23%
90
LPXLOUISIANA PAC CORP
24,662$1.5B0.23%
91
BABOEING CO
6,859$1.5B0.23%
92
ARWARROW ELECTRS INC
13,329$1.5B0.23%
93
BLKCHFBLACKROCK INC
1,770$1.5B0.22%
94
AMDADVANCED MICRO DEVICES INC
14,379$1.5B0.22%
95
ISRGINTUITIVE SURGICAL INC
1,483$1.5B0.22%
96
BCBRUNSWICK CORP
15,370$1.5B0.22%
97
GMGENERAL MTRS CO
27,720$1.5B0.22%
98
DYHTARGET CORP
6,350$1.5B0.22%
99
TGNATEGNA INC
73,584$1.5B0.22%
100
HUMHUMANA INC
3,728$1.5B0.22%
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