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13F-HR filed by Empirical Finance, LLC

Empirical Finance, LLC filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-04-16, with 209 holding rows worth $321,704,000.

Accession
0001572838-20-000004
Filed
2020-04-16
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q1 2020

A holdings report, 208 entries on the cover page, a total value of $321,704,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $321,704,000 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 filedCUSIPClassAmountValueValue read asType
ISHARES TR464287457COM259,926$22,528,000thousands by filing date
ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET02072L300ETF1,001,725$20,736,000thousands by filing date
ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF02072L409ETF792,554$20,584,000thousands by filing date
ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF02072L201ETF956,420$19,874,000thousands by filing date
ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF02072L102ETF945,355$17,120,000thousands by filing date
EA SERIES TRUST02072L508ALPHA ARCHITECT790,703$16,328,000thousands by filing date
Apple Inc037833100COM25,962$6,602,000thousands by filing date
Schwab Intermediate-Term US Treasury ETF808524854SHS107,500$6,319,000thousands by filing date
ISHARES TR4642874407-10 YR TRSY BD46,332$5,628,000thousands by filing date
Microsoft Corp594918104COM35,488$5,597,000thousands by filing date
SPDR Bloomberg 1-3 Month T-Bill ETF78468R663SHS55,166$5,055,000thousands by filing date
INVESCO QQQ TR46090E103COM24,050$4,579,000thousands by filing date
Amazon.com, Inc023135106COM2,339$4,560,000thousands by filing date
VTI922908769COM33,474$4,315,000thousands by filing date
BIOGEN INC COM09062X103Stock9,523$3,013,000thousands by filing date
Elevance Health, Inc.036752103COM10,963$2,489,000thousands by filing date
UNITED THERAPEUTICS CORP DEL COM91307C102Stock25,685$2,436,000thousands by filing date
META PLATFORMS INC CL A30303M102COM13,901$2,319,000thousands by filing date
CUMMINS INC COM231021106Stock16,105$2,179,000thousands by filing date
RELIANCE INC759509102COM23,973$2,100,000thousands by filing date
NETAPP INC COM64110D104Stock49,436$2,061,000thousands by filing date
Berkshire Hathaway Inc084670702COM11,262$2,059,000thousands by filing date
Alphabet Inc. Reg. Shares C02079K107COM1,748$2,033,000thousands by filing date
Johnson & Johnson478160104COM15,441$2,025,000thousands by filing date
Alphabet Inc. Reg. Shares A02079K305COM1,719$1,997,000thousands by filing date
SOUTHWESTAIRLSCO844741108STOK55,475$1,975,000thousands by filing date
OMNICOM GROUP INC COM681919106Stock35,802$1,966,000thousands by filing date
ALLISON TRANSMISSION HLDGS I01973R101COM58,744$1,916,000thousands by filing date
BRUNSWICK CORP117043109COM53,794$1,903,000thousands by filing date
AbbVie,Inc.00287Y109COM24,758$1,886,000thousands by filing date
BORGWARNER INC COM099724106Stock76,554$1,866,000thousands by filing date
PULTE GROUP INC COM745867101Stock83,444$1,862,000thousands by filing date
SPDR GOLD TR78463V107GOLD SHS12,435$1,841,000thousands by filing date
MANPOWERGROUP INC WIS COM56418H100Stock33,833$1,793,000thousands by filing date
TAPESTRY INC COM876030107Stock134,558$1,743,000thousands by filing date
FOOT LOCKER INC344849104COM78,827$1,738,000thousands by filing date
Gilead Sciences,Inc.375558103COM23,115$1,728,000thousands by filing date
HANESBRANDS INC410345102COM219,187$1,725,000thousands by filing date
JPMorgan Chase & Co46625H100COM18,846$1,697,000thousands by filing date
WYNDHAM DESTINATIONS INC98310W108COM76,083$1,651,000thousands by filing date
Vanguard Total Bond Market ETF921937835SHS19,202$1,639,000thousands by filing date
Procter & Gamble Co742718109COM14,486$1,593,000thousands by filing date
Vanguard Short-Term Treasury ETF92206C102SHS25,303$1,577,000thousands by filing date
CENTENE CORP DEL COM15135B101Stock25,948$1,542,000thousands by filing date
HUMANA INC COM444859102Stock4,651$1,461,000thousands by filing date
Intel Corp458140100COM26,122$1,414,000thousands by filing date
EA SERIES TRUST02072L706MERLYN AI BULL62,893$1,397,000thousands by filing date
UnitedHealth Group Inc91324P102COM5,556$1,386,000thousands by filing date
Caterpillar Inc.149123101COM11,684$1,356,000thousands by filing date
GENERAL MTRS CO COM37045V100Stock63,555$1,321,000thousands by filing date
MCKESSON CORP COM58155Q103Stock9,726$1,316,000thousands by filing date
COGNIZANT TECHNOLOGY SOLUTIONS CL A192446102Stock27,815$1,293,000thousands by filing date
Verizon Communications Inc92343V104COM23,861$1,282,000thousands by filing date
MasterCard, Inc57636Q104COM5,228$1,263,000thousands by filing date
DELTA AIR LINES INC COM NEW247361702Stock43,770$1,249,000thousands by filing date
UNITED RENTALS INC COM911363109Stock12,107$1,246,000thousands by filing date
Home Depot, Inc437076102COM6,545$1,222,000thousands by filing date
AT&T Inc00206R102COM41,362$1,206,000thousands by filing date
D R HORTON INC COM23331A109Stock35,441$1,205,000thousands by filing date
WHIRLPOOL CORP COM963320106Stock13,986$1,200,000thousands by filing date
COTERRA ENERGY INC COM127097103Stock69,595$1,196,000thousands by filing date
POLARIS INC COM731068102Stock24,765$1,192,000thousands by filing date
EASTMAN CHEM CO COM277432100Stock25,579$1,191,000thousands by filing date
AGCO CORP001084102COM25,196$1,191,000thousands by filing date
FLOWSERVE CORP34354P105COM49,812$1,190,000thousands by filing date
GRACE W R & CO DEL NEW COM38388F108Stock33,385$1,189,000thousands by filing date
NCR VOYIX CORPORATION62886E108COM67,121$1,188,000thousands by filing date
XEROX HOLDINGS CORP98421M106COM NEW62,578$1,185,000thousands by filing date
ACUITY INC COM00508Y102Stock13,656$1,170,000thousands by filing date
ITT INC COM45073V108Stock25,653$1,164,000thousands by filing date
ARROW ELECTRS INC042735100COM22,396$1,162,000thousands by filing date
RALPH LAUREN CORP751212101CL A17,331$1,158,000thousands by filing date
HERBALIFE LTDG4412G101COM SHS39,473$1,151,000thousands by filing date
Merck & Co.,Inc.58933Y105COM14,841$1,142,000thousands by filing date
ROBERT HALF INC. COM770323103Stock30,044$1,134,000thousands by filing date
EXXON MOBIL CORP30231G102COM29,645$1,126,000thousands by filing date
AUTOLIV INC052800109COM24,467$1,126,000thousands by filing date
HP INC COM40434L105Stock64,450$1,119,000thousands by filing date
TARO PHARMACEUTICAL INDS LTDM8737E108SHS18,199$1,114,000thousands by filing date
Bank of America Corp060505104COM51,027$1,083,000thousands by filing date
Vanguard Real Estate922908553SHS15,496$1,082,000thousands by filing date
Pfizer Inc.717081103COM32,751$1,069,000thousands by filing date
Walt Disney Co254687106COM10,723$1,036,000thousands by filing date
Cisco Systems,Inc.17275R102COM25,620$1,007,000thousands by filing date
Coca-Cola Company191216100COM22,229$984,000thousands by filing date
PepsiCo,Inc.713448108COM8,107$974,000thousands by filing date
VANGUARD STAR FDS921909768COM23,035$967,000thousands by filing date
PACKAGING CORP AMER COM695156109Stock11,081$962,000thousands by filing date
Netflix, Inc64110L106COM2,520$946,000thousands by filing date
Walmart Inc.931142103COM8,280$941,000thousands by filing date
BEST BUY INC COM086516101Stock16,492$940,000thousands by filing date
Comcast Corp20030N101COM26,825$922,000thousands by filing date
INTERNATIONAL PAPER CO COM460146103Stock28,861$898,000thousands by filing date
REGAL REXNORD CORPORATION758750103COM14,212$895,000thousands by filing date
Adobe Inc00724F101COM2,797$890,000thousands by filing date
Vanguard S&P 500 ETF922908363COM3,592$851,000thousands by filing date
NVIDIA Corp67066G104COM3,149$830,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock36,841$830,000thousands by filing date
NUCOR CORP COM670346105Stock22,600$814,000thousands by filing date
Abbott Laboratories002824100COM10,216$806,000thousands by filing date
ConocoPhillips20825C104COM25,730$792,000thousands by filing date
Chevron Corporation166764100COM10,738$778,000thousands by filing date
Costco Wholesale Corporation22160K105COM2,601$742,000thousands by filing date
Amgen Inc.031162100COM3,635$737,000thousands by filing date
Eli Lilly and Company532457108COM5,141$713,000thousands by filing date
Bristol-Myers Squibb Company110122108COM12,474$695,000thousands by filing date
Salesforce.com, Inc79466L302COM4,735$682,000thousands by filing date
Wells Fargo & Company949746101COM23,556$676,000thousands by filing date
NextEra Energy,Inc.65339F101COM2,792$672,000thousands by filing date
Thermo Fisher Scientific Inc.883556102COM2,328$660,000thousands by filing date
Philip Morris International Inc.718172109COM8,989$656,000thousands by filing date
PAYPALHLDGSINC70450Y103STOK6,737$645,000thousands by filing date
URBAN OUTFITTERS INC917047102COM42,696$608,000thousands by filing date
NIKE,Inc. Class B654106103COM7,296$604,000thousands by filing date
AVNET INC COM053807103Stock24,043$603,000thousands by filing date
Union Pacific Corporation907818108COM4,191$591,000thousands by filing date
Citigroup Inc.172967424COM13,591$572,000thousands by filing date
Honeywell Technologies438516106COM4,236$567,000thousands by filing date
International Business Machines Corporation459200101COM5,114$567,000thousands by filing date
Texas Instruments Incorporated882508104COM5,485$548,000thousands by filing date
NU SKIN ENTERPRISES INC67018T105CL A24,861$543,000thousands by filing date
HOLLYFRONTIER CORP436106108COM21,770$534,000thousands by filing date
AMC NETWORKS INC00164V103CL A21,678$527,000thousands by filing date
Danaher Corporation235851102COM3,715$514,000thousands by filing date
VANGUARD SCOTTSDALE FDS92206C730COM4,243$497,000thousands by filing date
Broadcom Inc.11135F101COM2,079$493,000thousands by filing date
Lockheed Martin Corporation539830109COM1,451$492,000thousands by filing date
PVH CORPORATION COM693656100Stock12,391$466,000thousands by filing date
Starbucks Corporation855244109COM7,071$465,000thousands by filing date
OPENLANE INC48238T109COM38,757$465,000thousands by filing date
Boeing Company097023105COM3,077$459,000thousands by filing date
3M CO COM88579Y101Stock3,350$457,000thousands by filing date
UNITED TECHNOLOGIES CORP913017109COM4,658$439,000thousands by filing date
CHARTER COMMUNICATIONS INC N16119P108COM983$429,000thousands by filing date
CVS Health Corporation126650100COM7,218$428,000thousands by filing date
Mondelez International,Inc. Class A609207105COM8,416$421,000thousands by filing date
GENERAL ELEC CO369604103COM50,556$401,000thousands by filing date
Vanguard Utilities ETF92204A876SHS3,275$399,000thousands by filing date
Lowes Companies,Inc.548661107COM4,564$393,000thousands by filing date
Schwab Short Term US Treasury ETF808524862SHS7,556$391,000thousands by filing date
United Parcel Service,Inc. Class B911312106COM4,034$377,000thousands by filing date
Cigna Corporation125523100COM2,043$362,000thousands by filing date
FIDELITY NATL INFORMATION SVCS COM31620M106Stock2,926$356,000thousands by filing date
S&P Global,Inc.78409V104COM1,443$354,000thousands by filing date
CME Group Inc. Class A12572Q105COM2,044$353,000thousands by filing date
Vertex Pharmaceuticals Incorporated92532F100COM1,482$353,000thousands by filing date
BECTON DICKINSON & CO075887109COM1,537$353,000thousands by filing date
Booking Holdings Inc.09857L108COM258$347,000thousands by filing date
Automatic Data Processing,Inc.053015103COM2,527$345,000thousands by filing date
American Express Company025816109COM4,021$344,000thousands by filing date
TJX Companies Inc872540109COM7,118$340,000thousands by filing date
Intuit Inc.461202103COM1,476$339,000thousands by filing date
Duke Energy Corporation26441C204COM4,163$337,000thousands by filing date
OCCIDENTAL PETE CORP674599105COM28,611$331,000thousands by filing date
COLGATE PALMOLIVE CO COM194162103Stock4,983$331,000thousands by filing date
Intuitive Surgical,Inc.46120E602COM666$330,000thousands by filing date
DOMINION ENERGY INC COM25746U109Stock4,572$330,000thousands by filing date
ZOETIS INC CL A98978V103Stock2,786$328,000thousands by filing date
Southern Company842587107COM5,982$324,000thousands by filing date
KOHLS CORP500255104COM21,401$312,000thousands by filing date
SPIRIT AEROSYSTEMS HLDGS INC848574109COM CL A12,825$307,000thousands by filing date
Stryker Corporation863667101COM1,837$306,000thousands by filing date
BLACKROCK INC CL A COM09247X101COM688$303,000thousands by filing date
Goldman Sachs Group,Inc.38141G104COM1,928$298,000thousands by filing date
Oracle Corporation68389X105COM6,129$296,000thousands by filing date
USBANCORPDEL902973304COM NEW8,541$294,000thousands by filing date
FISERV INC337738108COM3,074$292,000thousands by filing date
NORTHROP GRUMMAN CORP COM666807102Stock951$288,000thousands by filing date
TARGET CORP COM87612E106Stock3,002$279,000thousands by filing date
Advanced Micro Devices,Inc.007903107COM5,943$270,000thousands by filing date
CSX Corporation126408103COM4,719$270,000thousands by filing date
Applied Materials,Inc.038222105COM5,878$269,000thousands by filing date
Boston Scientific Corporation101137107COM8,016$262,000thousands by filing date
Progressive Corporation743315103COM3,551$262,000thousands by filing date
ACTVISION BLIZZARD INC00507V109COM4,407$262,000thousands by filing date
Micron Technology,Inc.595112103COM6,200$261,000thousands by filing date
Altria Group Inc02209S103COM6,736$260,000thousands by filing date
KIMBERLY-CLARK CORP COM494368103Stock2,001$256,000thousands by filing date
Marsh & McLennan Companies,Inc.571748102COM2,939$254,000thousands by filing date
AIR PRODS & CHEMS INC009158106COM1,272$254,000thousands by filing date
Morgan Stanley617446448COM7,432$253,000thousands by filing date
Deere & Company244199105COM1,818$251,000thousands by filing date
PNC FINL SVCS GROUP INC COM693475105Stock2,624$251,000thousands by filing date
L3HARRIS TECHNOLOGIES INC COM502431109Stock1,384$249,000thousands by filing date
GLOBAL PMTS INC37940X102COM1,703$246,000thousands by filing date
ILLINOIS TOOL WKS INC452308109COM1,722$245,000thousands by filing date
TRUIST FINL CORP COM89832Q109Stock7,903$244,000thousands by filing date
BAXTER INTL INC071813109COM2,912$236,000thousands by filing date
Vanguard High Dividend Yield ETF921946406SHS3,308$234,000thousands by filing date
ILLUMINA INC452327109COM846$231,000thousands by filing date
ECOLAB INC COM278865100Stock1,473$230,000thousands by filing date
Charles Schwab Corp808513105COM6,809$229,000thousands by filing date
SHERWIN WILLIAMS CO824348106COM498$229,000thousands by filing date
EDWARDS LIFESCIENCES CORP COM28176E108Stock1,207$228,000thousands by filing date
NORFOLK SOUTHN CORP COM655844108Stock1,557$227,000thousands by filing date
AMERICAN ELEC PWR CO INC COM025537101Stock2,844$227,000thousands by filing date
DOLLAR GEN CORP COM256677105Stock1,487$225,000thousands by filing date
RAYTHEON CO755111507COM NEW1,634$214,000thousands by filing date
Waste Management, Inc.94106L109COM2,288$212,000thousands by filing date
LAM RESEARCH CORP512807108COM877$210,000thousands by filing date
KORN FERRY COM NEW500643200Stock8,575$209,000thousands by filing date
WALGREENS BOOTS ALLIANCE INC931427108COM4,563$209,000thousands by filing date
LAUDER ESTEE COS INC CL A518439104Stock1,292$206,000thousands by filing date
EXELON CORP COM30161N101Stock5,575$205,000thousands by filing date
MOODYS CORP COM615369105Stock950$201,000thousands by filing date
KINDER MORGAN INC DEL COM49456B101Stock10,867$151,000thousands by filing date
INVESCO ACTVELY MNGD ETC FD46090F100OPTIMUM YIELD12,638$149,000thousands by filing date
FORD MTR CO COM345370860Stock22,608$109,000thousands by filing date
IHEARTMEDIA INC CLASS A45174J509COMMON STOCK10,197$75,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001572838-20-000004this filing2020-04-16acceptance time not in the bulk data set