13F-HR filed by Empirical Finance, LLC
Empirical Finance, LLC filed this 13F-HR for the quarter ended 2019-12-31, filed 2020-01-27, with 202 holding rows worth $411,227,000.
- Accession
- 0001572838-20-000001
- Filer
- CIK 1572838
- Filed
- 2020-01-27
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2019
A holdings report, 202 entries on the cover page, a total value of $411,227,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $411,227,000 with VALUE read as thousands by filing date, 13F file number 028-17745. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF | 02072L201 | ETF | 1,341,368 | $39,547,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET | 02072L300 | ETF | 1,445,369 | $39,180,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF | 02072L102 | ETF | 1,269,929 | $38,631,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 1,123,059 | $36,376,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L508 | ALPHA ARCHITECT | 1,004,373 | $25,039,000 | thousands by filing date | |
| SPDR Bloomberg 1-3 Month T-Bill ETF | 78468R663 | SHS | 156,607 | $14,319,000 | thousands by filing date | |
| VTI | 922908769 | COM | 60,032 | $9,822,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 51,364 | $5,661,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 17,524 | $5,146,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 24,050 | $5,113,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US ETF | 922042775 | SHS | 68,810 | $3,699,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 10,341 | $3,343,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 19,857 | $3,131,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 32,600 | $3,025,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 32,855 | $2,885,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 1,521 | $2,811,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 68,242 | $2,648,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 13,690 | $2,450,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 55,498 | $2,408,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 24,641 | $2,393,000 | thousands by filing date | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 20,504 | $2,373,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 45,381 | $2,346,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 35,160 | $2,285,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 49,561 | $2,282,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 105,196 | $2,162,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 43,629 | $2,108,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 74,738 | $2,075,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 39,310 | $1,993,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 21,670 | $1,919,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 21,750 | $1,916,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 36,460 | $1,858,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 9,002 | $1,848,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 40,903 | $1,819,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 6,186 | $1,809,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 12,374 | $1,768,000 | thousands by filing date | |
| KLA CORP | 482480100 | COM | 9,907 | $1,765,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 28,860 | $1,762,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 25,007 | $1,745,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 12,377 | $1,725,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 43,701 | $1,704,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 7,217 | $1,635,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 30,017 | $1,614,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 19,202 | $1,610,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 4,380 | $1,605,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 5,270 | $1,592,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 5,366 | $1,592,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 10,554 | $1,559,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 24,594 | $1,546,000 | thousands by filing date | |
| Vanguard Short-Term Treasury ETF | 92206C102 | SHS | 25,343 | $1,542,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,143 | $1,528,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 23,458 | $1,525,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 55,875 | $1,496,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,113 | $1,491,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 37,628 | $1,486,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 385 | $1,466,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 9,992 | $1,458,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 9,952 | $1,429,000 | thousands by filing date | |
| Vanguard Total World Stock ETF | 922042742 | SHS | 17,252 | $1,397,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 12,568 | $1,396,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 27,806 | $1,376,000 | thousands by filing date | |
| COHERENT INC | 192479103 | COM | 8,231 | $1,369,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 22,326 | $1,328,000 | thousands by filing date | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 14,994 | $1,294,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 12,232 | $1,286,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 10,639 | $1,274,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 20,440 | $1,272,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 36,841 | $1,254,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 21,976 | $1,237,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 20,608 | $1,236,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 4,140 | $1,225,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 10,884 | $1,219,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 14,212 | $1,217,000 | thousands by filing date | |
| VGT | 92204A702 | SHS | 4,954 | $1,213,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 34,391 | $1,211,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 44,874 | $1,210,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 22,043 | $1,190,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 14,465 | $1,172,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 15,716 | $1,168,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 9,319 | $1,164,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 18,954 | $1,164,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 9,262 | $1,162,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 13,885 | $1,131,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 26,950 | $1,111,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 64,148 | $1,110,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 11,687 | $1,104,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 18,740 | $1,098,000 | thousands by filing date | |
| IJH | 464287507 | COM | 5,205 | $1,071,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 72,149 | $1,071,000 | thousands by filing date | |
| Vanguard FTSE Pacific ETF | 922042866 | SHS | 15,372 | $1,070,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 45,967 | $1,062,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 3,609 | $1,061,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 17,207 | $1,030,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 26,280 | $1,027,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 24,043 | $1,020,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 24,861 | $1,019,000 | thousands by filing date | |
| VANGUARD STAR FDS | 921909768 | COM | 18,222 | $1,015,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 7,006 | $1,013,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 3,379 | $1,009,000 | thousands by filing date | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 54,840 | $1,001,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 20,024 | $1,000,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 42,072 | $988,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 22,575 | $965,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 4,318 | $943,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 15,296 | $939,000 | thousands by filing date | |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 22,312 | $936,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 12,825 | $935,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 13,196 | $926,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 6,605 | $906,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 9,786 | $890,000 | thousands by filing date | |
| KORN FERRY COM NEW | 500643200 | Stock | 20,845 | $884,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 21,733 | $852,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 9,676 | $851,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 38,757 | $845,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 15,674 | $843,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 6,821 | $822,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 16,869 | $809,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 14,235 | $788,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 17,422 | $783,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 13,552 | $738,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 9,134 | $730,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 40,784 | $721,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 5,227 | $714,000 | thousands by filing date | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 83,950 | $705,000 | thousands by filing date | |
| iShares Core S&P Small-Cap ETF | 464287804 | SHS | 8,295 | $696,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 2,029 | $661,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 5,349 | $636,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 1,815 | $599,000 | thousands by filing date | |
| DESIGNER BRANDS INC | 250565108 | CL A | 37,302 | $587,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 2,404 | $580,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 6,517 | $566,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 3,086 | $550,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 1,615 | $523,000 | thousands by filing date | |
| Schwab Short Term US Treasury ETF | 808524862 | SHS | 10,144 | $512,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 2,766 | $500,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 4,920 | $498,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 1,677 | $493,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 5,773 | $491,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 2,757 | $488,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 1,495 | $486,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 7,535 | $484,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 2,888 | $470,000 | thousands by filing date | |
| Vanguard Utilities ETF | 92204A876 | SHS | 3,275 | $468,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 4,290 | $464,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 3,590 | $461,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 3,408 | $448,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 2,963 | $444,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 1,880 | $442,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 3,284 | $440,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 4,946 | $435,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 1,774 | $430,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F437 | COM | 14,379 | $429,000 | thousands by filing date | |
| WISDOMTREE TR | 97717X511 | YIELD ENHANCD US | 8,028 | $419,000 | thousands by filing date | |
| Broadcom Inc. | 11135F101 | COM | 1,253 | $396,000 | thousands by filing date | |
| TENNECO INC | 880349105 | COM | 30,108 | $394,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 2,177 | $384,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 2,390 | $367,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 32,481 | $362,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 922 | $359,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 2,991 | $358,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 173 | $355,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138E420 | CMN | 10,258 | $351,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 6,966 | $348,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 6,461 | $342,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 4,510 | $335,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 5,598 | $332,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 2,630 | $327,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 665 | $323,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 3,308 | $310,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 2,581 | $302,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 5,456 | $301,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 1,277 | $294,000 | thousands by filing date | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 5,107 | $288,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 4,609 | $281,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 1,632 | $278,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 1,717 | $274,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 973 | $265,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 443 | $262,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 1,302 | $261,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 1,272 | $260,000 | thousands by filing date | |
| S&P Global,Inc. | 78409V104 | COM | 929 | $254,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 1,965 | $252,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 4,916 | $251,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 1,177 | $247,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 939 | $246,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 2,643 | $241,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 3,789 | $241,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 1,801 | $238,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 2,852 | $236,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 5,129 | $232,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 1,058 | $232,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 1,641 | $228,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 3,117 | $226,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 658 | $226,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 447 | $225,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 3,218 | $222,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 1,882 | $218,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 1,894 | $211,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 4,422 | $210,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 949 | $208,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 1,175 | $204,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 1,127 | $202,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 14,489 | $135,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001572838-20-000001 | this filing | 2020-01-27 | acceptance time not in the bulk data set |