Empirical Finance, LLC Q2 2020 Filing
Filed July 20, 2020
Portfolio Value
$339.6B
Holdings
148
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (148 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IMOMALPHA ARCHITECT ETF TR | 1,066,192 | $28.2B | 8.30% | |
| 2 | QMOMALPHA ARCHITECT ETF TR | 681,363 | $24.4B | 7.19% | |
| 3 | IVALALPHA ARCHITECT ETF TR | 962,106 | $23.4B | 6.89% | |
| 4 | QVALALPHA ARCHITECT ETF TR | 922,152 | $20.8B | 6.12% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 765,547 | $17.2B | 5.05% | |
| 6 | SHYISHARES TR | 143,762 | $12.9B | 3.79% | |
| 7 | AAPLAPPLE INC | 24,590 | $10.8B | 3.17% | |
| 8 | MSFTMICROSOFT CORP | 36,712 | $8.5B | 2.50% | |
| 9 | IEFISHARES TR | 38,217 | $5.3B | 1.55% | |
| 10 | VTIVANGUARD INDEX FDS | 25,902 | $4.8B | 1.42% | |
| 11 | NDQINVESCO QQQ TR | 10,113 | $3.7B | 1.10% | |
| 12 | GQ9SPDR GOLD TR | 16,876 | $3.7B | 1.08% | |
| 13 | METAFACEBOOK INC | 10,925 | $3.6B | 1.06% | |
| 14 | BCBRUNSWICK CORP | 50,305 | $3.5B | 1.04% | |
| 15 | UTHUNITED THERAPEUTICS CORP DEL | 20,957 | $3.1B | 0.92% | |
| 16 | ELVANTHEM INC | 6,503 | $3.0B | 0.89% | |
| 17 | PHMPULTE GROUP INC | 80,659 | $2.9B | 0.86% | |
| 18 | CMICUMMINS INC | 11,695 | $2.9B | 0.85% | |
| 19 | BWABORGWARNER INC | 73,085 | $2.8B | 0.81% | |
| 20 | BIIBBIOGEN INC | 4,797 | $2.6B | 0.77% | |
| 21 | ABBVABBVIE INC | 21,558 | $2.6B | 0.77% | |
| 22 | HN9HANESBRANDS INC | 220,238 | $2.5B | 0.75% | |
| 23 | JNJJOHNSON & JOHNSON | 12,659 | $2.5B | 0.73% | |
| 24 | WOOFOOT LOCKER INC | 76,013 | $2.4B | 0.70% | |
| 25 | MANMANPOWERGROUP INC | 29,090 | $2.3B | 0.69% | |
| 26 | RSRELIANCE STEEL & ALUMINUM CO | 19,420 | $2.3B | 0.68% | |
| 27 | BRK/BBERKSHIRE HATHAWAY INC DEL | 7,895 | $2.3B | 0.68% | |
| 28 | PIIPOLARIS INC | 19,816 | $2.3B | 0.67% | |
| 29 | NTAPNETAPP INC | 45,066 | $2.2B | 0.65% | |
| 30 | WYNEURWYNDHAM DESTINATIONS INC | 73,010 | $2.2B | 0.65% | |
| 31 | ALSNALLISON TRANSMISSION HLDGS I | 54,171 | $2.2B | 0.64% | |
| 32 | DHID R HORTON INC | 32,001 | $2.0B | 0.60% | |
| 33 | OMCOMNICOM GROUP INC | 32,024 | $2.0B | 0.59% | |
| 34 | JPMJPMORGAN CHASE & CO | 16,452 | $2.0B | 0.59% | |
| 35 | VWOBVANGUARD WHITEHALL FDS | 20,857 | $2.0B | 0.59% | |
| 36 | PGPROCTER AND GAMBLE CO | 11,577 | $2.0B | 0.58% | |
| 37 | LUVSOUTHWEST AIRLS CO | 52,627 | $2.0B | 0.58% | |
| 38 | GILDGILEAD SCIENCES INC | 19,647 | $1.9B | 0.56% | |
| 39 | WHRWHIRLPOOL CORP | 9,617 | $1.9B | 0.56% | |
| 40 | UNHUNITEDHEALTH GROUP INC | 1,381 | $1.9B | 0.55% | |
| 41 | HDHOME DEPOT INC | 2,491 | $1.9B | 0.55% | |
| 42 | TPRTAPESTRY INC | 134,936 | $1.9B | 0.55% | |
| 43 | URIUNITED RENTALS INC | 7,475 | $1.9B | 0.55% | |
| 44 | EMNEASTMAN CHEM CO | 21,302 | $1.8B | 0.54% | |
| 45 | HLFHERBALIFE NUTRITION LTD | 35,551 | $1.8B | 0.54% | |
| 46 | —ALPHA ARCHITECT ETF TR | 57,944 | $1.8B | 0.53% | |
| 47 | INTCINTEL CORP | 24,754 | $1.8B | 0.52% | |
| 48 | MAMASTERCARD INCORPORATED | 1,007 | $1.8B | 0.52% | |
| 49 | SCHRSCHWAB STRATEGIC TR | 24,506 | $1.7B | 0.51% | |
| 50 | CNCCENTENE CORP DEL | 21,908 | $1.7B | 0.50% | |
| 51 | BNDVANGUARD BD INDEX FDS | 14,253 | $1.7B | 0.50% | |
| 52 | GRA1EURGRACE W R & CO DEL NEW | 28,436 | $1.7B | 0.50% | |
| 53 | GMGENERAL MTRS CO | 61,296 | $1.7B | 0.49% | |
| 54 | RHIROBERT HALF INTL INC | 26,136 | $1.6B | 0.48% | |
| 55 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 23,735 | $1.6B | 0.48% | |
| 56 | ALVAUTOLIV INC | 20,057 | $1.6B | 0.47% | |
| 57 | VGSHVANGUARD SCOTTSDALE FDS | 20,354 | $1.6B | 0.46% | |
| 58 | ARWARROW ELECTRS INC | 17,877 | $1.6B | 0.46% | |
| 59 | ITTITT INC | 21,549 | $1.6B | 0.46% | |
| 60 | CATCATERPILLAR INC DEL | 7,321 | $1.6B | 0.46% | |
| 61 | TLTISHARES TR | 4,396 | $1.5B | 0.45% | |
| 62 | MCKMCKESSON CORP | 4,909 | $1.5B | 0.45% | |
| 63 | BACVERIZON COMMUNICATIONS INC | 22,321 | $1.5B | 0.44% | |
| 64 | XOMEXXON MOBIL CORP | 28,128 | $1.5B | 0.44% | |
| 65 | BBYBEST BUY INC | 11,976 | $1.5B | 0.43% | |
| 66 | FLSFLOWSERVE CORP | 46,670 | $1.5B | 0.43% | |
| 67 | VWOVANGUARD INTL EQUITY INDEX F | 31,362 | $1.4B | 0.42% | |
| 68 | TAT&T INC | 42,368 | $1.4B | 0.42% | |
| 69 | VEAVANGUARD TAX-MANAGED FDS | 31,780 | $1.4B | 0.42% | |
| 70 | ANGLVANECK VECTORS ETF TR | 44,387 | $1.4B | 0.42% | |
| 71 | VOEVANGUARD INDEX FDS | 9,836 | $1.4B | 0.42% | |
| 72 | AGCOAGCO CORP | 20,247 | $1.4B | 0.41% | |
| 73 | BACBK OF AMERICA CORP | 52,673 | $1.4B | 0.40% | |
| 74 | DISDISNEY WALT CO | 7,281 | $1.4B | 0.40% | |
| 75 | CSCOCISCO SYS INC | 24,192 | $1.4B | 0.40% | |
| 76 | PYPLPAYPAL HLDGS INC | 2,753 | $1.3B | 0.40% | |
| 77 | MRKMERCK & CO. INC | 12,196 | $1.3B | 0.39% | |
| 78 | AYIACUITY BRANDS INC | 8,764 | $1.3B | 0.39% | |
| 79 | RLRALPH LAUREN CORP | 13,151 | $1.3B | 0.39% | |
| 80 | DALDELTA AIR LINES INC DEL | 40,203 | $1.3B | 0.37% | |
| 81 | RRXREGAL BELOIT CORP | 9,498 | $1.3B | 0.37% | |
| 82 | —TARO PHARMACEUTICAL INDS LTD | 13,800 | $1.2B | 0.37% | |
| 83 | PEPPEPSICO INC | 4,302 | $1.2B | 0.36% | |
| 84 | PFEPFIZER INC | 32,469 | $1.2B | 0.36% | |
| 85 | CTRACABOT OIL & GAS CORP | 64,980 | $1.2B | 0.35% | |
| 86 | CMCSACOMCAST CORP NEW | 25,595 | $1.2B | 0.35% | |
| 87 | VYXNCR CORP NEW | 62,172 | $1.2B | 0.34% | |
| 88 | 7HPHP INC | 61,652 | $1.2B | 0.34% | |
| 89 | KOCOCA COLA CO | 20,429 | $1.1B | 0.33% | |
| 90 | COPCONOCOPHILLIPS | 21,995 | $1.1B | 0.33% | |
| 91 | WMTWALMART INC | 4,502 | $1.1B | 0.33% | |
| 92 | PKGPACKAGING CORP AMER | 6,385 | $1.1B | 0.33% | |
| 93 | CVXCHEVRON CORP NEW | 7,324 | $1.1B | 0.32% | |
| 94 | ABTABBOTT LABS | 6,725 | $1.1B | 0.31% | |
| 95 | IPINTL PAPER CO | 24,678 | $1.0B | 0.31% | |
| 96 | CRMSALESFORCE COM INC | 504 | $1.0B | 0.30% | |
| 97 | STLDSTEEL DYNAMICS INC | 32,495 | $977.0M | 0.29% | |
| 98 | XRXXEROX HOLDINGS CORP | 58,892 | $976.0M | 0.29% | |
| 99 | NUSNU SKIN ENTERPRISES INC | 20,319 | $966.0M | 0.28% | |
| 100 | NUENUCOR CORP | 18,253 | $961.0M | 0.28% |
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