Empirical Finance, LLC Q3 2020 Filing

Filed October 26, 2020

Portfolio Value

$358.1M

Holdings

159

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (159 positions)

#	Stock	Shares	Value	% Portfolio
1	IMOMALPHA ARCHITECT ETF TR	1,462,057	$37.5M	10.46%
2	IVALALPHA ARCHITECT ETF TR	1,377,338	$37.0M	10.35%
3	QVALALPHA ARCHITECT ETF TR	1,322,622	$36.8M	10.29%
4	QMOMALPHA ARCHITECT ETF TR	1,168,327	$35.1M	9.80%
5	AAVMALPHA ARCHITECT ETF TR	1,044,716	$24.6M	6.86%
6	VTIVANGUARD INDEX FDS	60,228	$9.1M	2.54%
7	IVVISHARES TR	23,320	$7.0M	1.94%
8	IEFISHARES TR	52,888	$5.9M	1.66%
9	BILSPDR SER TR	50,016	$4.6M	1.28%
10	NDQINVESCO QQQ TR	24,050	$4.5M	1.27%
11	VEUVANGUARD INTL EQUITY INDEX F	68,810	$3.4M	0.96%
12	VNQVANGUARD INDEX FDS	33,548	$3.1M	0.87%
13	PHMPULTE GROUP INC	75,334	$2.8M	0.77%
14	AAPLAPPLE INC	11,704	$2.6M	0.73%
15	BBYBEST BUY INC	36,380	$2.5M	0.70%
16	CMICUMMINS INC	15,130	$2.5M	0.69%
17	URBNURBAN OUTFITTERS INC	85,755	$2.4M	0.67%
18	HFCUSDHOLLYFRONTIER CORP	44,521	$2.4M	0.67%
19	GILDGILEAD SCIENCES INC	37,411	$2.4M	0.66%
20	WYNEURWYNDHAM DESTINATIONS INC	50,994	$2.3M	0.66%
21	MANMANPOWERGROUP INC	27,718	$2.3M	0.65%
22	IPINTERNATIONAL PAPER CO	55,764	$2.3M	0.65%
23	ALSNALLISON TRANSMISSION HLDGS I	49,391	$2.3M	0.65%
24	BWABORGWARNER INC	62,488	$2.3M	0.64%
25	7HPHP INC	117,319	$2.2M	0.62%
26	RSPINVESCO EXCHANGE TRADED FD T	20,504	$2.2M	0.62%
27	WOOFOOT LOCKER INC	50,370	$2.2M	0.61%
28	AMCXAMC NETWORKS INC	43,148	$2.1M	0.59%
29	KSSKOHLS CORP	41,636	$2.1M	0.58%
30	UTHUNITED THERAPEUTICS CORP DEL	25,143	$2.0M	0.56%
31	ABBVABBVIE INC	23,812	$1.8M	0.50%
32	VWOVANGUARD INTL EQUITY INDEX F	40,903	$1.6M	0.46%
33	AMZNAMAZON COM INC	949	$1.6M	0.46%
34	ADMEETF SER SOLUTIONS	53,471	$1.6M	0.46%
35	BNDVANGUARD BD INDEX FDS	19,202	$1.6M	0.45%
36	VGSHVANGUARD SCOTTSDALE FDS	26,571	$1.6M	0.45%
37	COPCONOCOPHILLIPS	27,110	$1.5M	0.43%
38	KLACKLA CORP	9,576	$1.5M	0.43%
39	CATCATERPILLAR INC DEL	11,976	$1.5M	0.42%
40	BIIBBIOGEN INC	6,341	$1.5M	0.41%
41	TPRTAPESTRY INC	56,088	$1.5M	0.41%
42	ELVANTHEM INC	6,038	$1.4M	0.40%
43	LUVSOUTHWEST AIRLS CO	26,658	$1.4M	0.40%
44	PKGPACKAGING CORP AMER	13,565	$1.4M	0.40%
45	OXYOCCIDENTAL PETE CORP	31,967	$1.4M	0.40%
46	NVRNVR INC	376	$1.4M	0.39%
47	STLDSTEEL DYNAMICS INC	46,477	$1.4M	0.39%
48	OMCOMNICOM GROUP INC	17,688	$1.4M	0.39%
49	HN9HANESBRANDS INC	90,276	$1.4M	0.39%
50	NUENUCOR CORP	27,019	$1.4M	0.38%
51	LRCXEURLAM RESEARCH CORP	5,920	$1.4M	0.38%
52	AMATAPPLIED MATLS INC	27,292	$1.4M	0.38%
53	BCBRUNSWICK CORP	26,068	$1.4M	0.38%
54	XOMEXXON MOBIL CORP	19,185	$1.4M	0.38%
55	AVTAVNET INC	30,441	$1.4M	0.38%
56	PVHPVH CORPORATION	15,283	$1.3M	0.38%
57	NUSNU SKIN ENTERPRISES INC	31,473	$1.3M	0.37%
58	RSRELIANCE STEEL & ALUMINUM CO	13,413	$1.3M	0.37%
59	HUMHUMANA INC	5,210	$1.3M	0.37%
60	S9QSPIRIT AEROSYSTEMS HLDGS INC	16,162	$1.3M	0.37%
61	NTAPNETAPP INC	25,195	$1.3M	0.37%
62	RRXREGAL BELOIT CORP	17,967	$1.3M	0.37%
63	CNCCENTENE CORP DEL	30,003	$1.3M	0.36%
64	MSFTMICROSOFT CORP	9,298	$1.3M	0.36%
65	EMEEMCOR GROUP INC	14,815	$1.3M	0.36%
66	W3UWESTERN UN CO	54,643	$1.3M	0.35%
67	COHREURCOHERENT INC	8,133	$1.3M	0.35%
68	AGGYWISDOMTREE TR	23,696	$1.2M	0.35%
69	OPLNKAR AUCTION SVCS INC	49,229	$1.2M	0.34%
70	MUMICRON TECHNOLOGY INC	28,194	$1.2M	0.34%
71	STXSEAGATE TECHNOLOGY PLC	22,059	$1.2M	0.33%
72	DKSDICKS SPORTING GOODS INC	27,474	$1.1M	0.31%
73	GQ9SPDR GOLD TR	7,766	$1.1M	0.30%
74	LYBLYONDELLBASELL INDUSTRIES N	11,548	$1.0M	0.29%
75	—TECH DATA CORP	9,833	$1.0M	0.29%
76	METAFACEBOOK INC	5,705	$1.0M	0.28%
77	VPLVANGUARD INTL EQUITY INDEX F	15,372	$1.0M	0.28%
78	IJHISHARES TR	5,205	$1.0M	0.28%
79	VGKVANGUARD INTL EQUITY INDEX F	18,740	$1.0M	0.28%
80	HRBBLOCK H & R INC	41,302	$976K	0.27%
81	DLXDELUXE CORP	19,784	$973K	0.27%
82	VXUSVANGUARD STAR FDS	18,767	$970K	0.27%
83	IPG92556H206	44,936	$969K	0.27%
84	VSSVANGUARD INTL EQUITY INDEX F	9,230	$941K	0.26%
85	JPMJPMORGAN CHASE & CO	7,984	$940K	0.26%
86	BRK/BBERKSHIRE HATHAWAY INC DEL	4,520	$940K	0.26%
87	CALMCAL MAINE FOODS INC	22,304	$891K	0.25%
88	GOOGALPHABET INC	727	$886K	0.25%
89	THOTHOR INDS INC	15,529	$880K	0.25%
90	GOOGLALPHABET INC	702	$857K	0.24%
91	UEOWESTLAKE CHEM CORP	13,039	$854K	0.24%
92	0VVBVIACOMCBS INC	34,433	$827K	0.23%
93	JNJJOHNSON & JOHNSON	6,359	$823K	0.23%
94	S7VSALLY BEAUTY HLDGS INC	54,187	$807K	0.23%
95	KFYKORN FERRY	20,596	$796K	0.22%
96	LEALEAR CORP	6,527	$770K	0.22%
97	VOOVANGUARD INDEX FDS	2,799	$763K	0.21%
98	PGPROCTER AND GAMBLE CO	5,876	$731K	0.20%
99	—TARO PHARMACEUTICAL INDS LTD	9,561	$721K	0.20%
100	IDIINTERDIGITAL INC	13,390	$703K	0.20%

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