Empirical Finance, LLC Q4 2020 Filing

Filed February 2, 2021

Portfolio Value

$568.6B

Holdings

325

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (325 positions)

#StockSharesValue% PortfolioType
1
IMOMALPHA ARCHITECT ETF TR
945,765$32.6B5.74%
2
IVALALPHA ARCHITECT ETF TR
958,899$26.3B4.62%
3
QMOMALPHA ARCHITECT ETF TR
490,478$25.7B4.52%
4
QVALALPHA ARCHITECT ETF TR
850,866$23.8B4.19%
5
AAPLAPPLE INC
170,560$22.6B3.98%
6
MSFTMICROSOFT CORP
68,507$15.2B2.68%
7
AAVMALPHA ARCHITECT ETF TR
565,276$14.8B2.59%
8
AMZNAMAZON COM INC
4,251$13.8B2.43%
9
VTIVANGUARD INDEX FDS
70,336$13.7B2.41%
10
GQ9SPDR GOLD TR
44,575$8.0B1.40%
11
METAFACEBOOK INC
24,445$6.7B1.17%
12
NDQINVESCO QQQ TR
17,160$5.4B0.95%
13
GOOGLALPHABET INC
3,048$5.3B0.94%
14
GOOGALPHABET INC
3,015$5.3B0.93%
15
VEAVANGUARD TAX-MANAGED INTL FD
108,838$5.1B0.90%
16
VWOVANGUARD INTL EQUITY INDEX F
100,913$5.1B0.89%
17
BRK/BBERKSHIRE HATHAWAY INC DEL
20,046$4.6B0.82%
18
URIUNITED RENTALS INC
18,450$4.3B0.75%
19
JNJJOHNSON & JOHNSON
26,992$4.2B0.75%
20
IEFISHARES TR
34,062$4.1B0.72%
21
JPMJPMORGAN CHASE & CO
31,629$4.0B0.71%
22
ELVANTHEM INC
11,964$3.8B0.68%
23
DHID R HORTON INC
52,421$3.6B0.64%
24
PGPROCTER AND GAMBLE CO
25,300$3.5B0.62%
25
UNHUNITEDHEALTH GROUP INC
9,729$3.4B0.60%
26
PHMPULTE GROUP INC
78,923$3.4B0.60%
27
DISDISNEY WALT CO
18,641$3.4B0.59%
28
UTHUNITED THERAPEUTICS CORP DEL
22,111$3.4B0.59%
29
MANMANPOWERGROUP INC
36,266$3.3B0.58%
30
HN9HANESBRANDS INC
220,862$3.2B0.57%
31
MAMASTERCARD INCORPORATED
9,019$3.2B0.57%
32
INTCINTEL CORP
64,560$3.2B0.57%
33
RHIROBERT HALF INTL INC
50,848$3.2B0.56%
34
VXFVANGUARD INDEX FDS
19,088$3.1B0.55%
35
CSCOCISCO SYS INC
69,560$3.1B0.55%
36
NVDANVIDIA CORPORATION
5,833$3.0B0.54%
37
TPRTAPESTRY INC
97,164$3.0B0.53%
38
HDHOME DEPOT INC
11,192$3.0B0.52%
39
GMGENERAL MTRS CO
71,219$3.0B0.52%
40
HLFHERBALIFE NUTRITION LTD
61,673$3.0B0.52%
41
BWABORGWARNER INC
75,624$2.9B0.51%
42
ALSNALLISON TRANSMISSION HLDGS I
66,424$2.9B0.50%
43
AYIACUITY BRANDS INC
23,493$2.8B0.50%
44
RSRELIANCE STEEL & ALUMINUM CO
23,233$2.8B0.49%
45
PYPLPAYPAL HLDGS INC
11,816$2.8B0.49%
46
EMNEASTMAN CHEM CO
26,954$2.7B0.48%
47
WHRWHIRLPOOL CORP
14,908$2.7B0.47%
48
BCBRUNSWICK CORP
34,607$2.6B0.46%
49
AGCOAGCO CORP
25,417$2.6B0.46%
50
VYXNCR CORP NEW
67,711$2.5B0.45%
51
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
30,813$2.5B0.44%
52
BACBK OF AMERICA CORP
82,307$2.5B0.44%
53
WYNEURWYNDHAM DESTINATIONS INC
55,213$2.5B0.44%
54
BACVERIZON COMMUNICATIONS INC
41,950$2.5B0.43%
55
ADBEADOBE SYSTEMS INCORPORATED
4,910$2.5B0.43%
56
CMCSACOMCAST CORP NEW
46,606$2.4B0.43%
57
CMICUMMINS INC
10,623$2.4B0.42%
58
NFLXNETFLIX INC
4,454$2.4B0.42%
59
PIIPOLARIS INC
24,982$2.4B0.42%
60
ALVAUTOLIV INC
25,225$2.3B0.41%
61
BIIBBIOGEN INC
9,282$2.3B0.40%
62
ARWARROW ELECTRS INC
23,026$2.2B0.39%
63
WOOFOOT LOCKER INC
54,925$2.2B0.39%
64
KOCOCA COLA CO
39,098$2.1B0.38%
65
MRKMERCK & CO. INC
25,947$2.1B0.37%
66
PFEPFIZER INC
57,352$2.1B0.37%
67
ALPHA ARCHITECT ETF TR
62,893$2.1B0.37%
68
CVSCVS HEALTH CORP
30,628$2.1B0.37%
69
PEPPEPSICO INC
14,103$2.1B0.37%
70
TAT&T INC
71,940$2.1B0.36%
71
NTAPNETAPP INC
31,216$2.1B0.36%
72
WMTWALMART INC
14,319$2.1B0.36%
73
ITTITT INC
26,730$2.1B0.36%
74
XOMEXXON MOBIL CORP
48,154$2.0B0.35%
75
ABTABBOTT LABS
18,017$2.0B0.35%
76
CRMSALESFORCE COM INC
8,771$2.0B0.34%
77
FLSFLOWSERVE CORP
52,754$1.9B0.34%
78
DALDELTA AIR LINES INC DEL
47,953$1.9B0.34%
79
RLRALPH LAUREN CORP
18,426$1.9B0.34%
80
VOEVANGUARD INDEX FDS
16,024$1.9B0.34%
81
TMOTHERMO FISHER SCIENTIFIC INC
4,061$1.9B0.33%
82
ABBVABBVIE INC
17,500$1.9B0.33%
83
LUVSOUTHWEST AIRLS CO
39,914$1.9B0.33%
84
GRA1EURGRACE W R & CO DEL NEW
33,678$1.8B0.32%
85
LMTLOCKHEED MARTIN CORP
5,113$1.8B0.32%
86
MCKMCKESSON CORP
10,417$1.8B0.32%
87
NKENIKE INC
12,728$1.8B0.32%
88
ALXNALEXION PHARMACEUTICALS INC
11,081$1.7B0.30%
89
COSTCOSTCO WHSL CORP NEW
4,535$1.7B0.30%
90
7HPHP INC
68,338$1.7B0.30%
91
HCAHCA HEALTHCARE INC
10,206$1.7B0.30%
92
AVGOBROADCOM INC
3,828$1.7B0.29%
93
GILDGILEAD SCIENCES INC
28,754$1.7B0.29%
94
CVXCHEVRON CORP NEW
19,384$1.6B0.29%
95
HUMHUMANA INC
3,945$1.6B0.28%
96
TXNTEXAS INSTRS INC
9,413$1.5B0.27%
97
HONHONEYWELL INTL INC
7,213$1.5B0.27%
98
NEENEXTERA ENERGY INC
19,681$1.5B0.27%
99
XRXXEROX HOLDINGS CORP
65,029$1.5B0.27%
100
OMCOMNICOM GROUP INC
24,066$1.5B0.26%
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