13F-HR filed by Empirical Finance, LLC
Empirical Finance, LLC filed this 13F-HR for the quarter ended 2020-06-30, filed 2020-07-20, with 148 holding rows worth $339,585,000.
- Accession
- 0001572838-20-000005
- Filer
- CIK 1572838
- Filed
- 2020-07-20
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2020
A holdings report, 148 entries on the cover page, a total value of $339,585,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $339,585,000 with VALUE read as thousands by filing date, 13F file number 028-17745. A later restatement replaced it, so the quarter does not use it. 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 MOMENTUM ET | 02072L300 | ETF | 1,066,192 | $28,181,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 681,363 | $24,419,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF | 02072L201 | ETF | 962,106 | $23,412,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF | 02072L102 | ETF | 922,152 | $20,776,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L508 | ALPHA ARCHITECT | 765,547 | $17,155,000 | thousands by filing date | |
| ISHARES TR | 464287457 | COM | 143,762 | $12,880,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 24,590 | $10,776,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 36,712 | $8,478,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 38,217 | $5,261,000 | thousands by filing date | |
| VTI | 922908769 | COM | 25,902 | $4,829,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 10,113 | $3,729,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 16,876 | $3,653,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 10,925 | $3,605,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 50,305 | $3,537,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 20,957 | $3,135,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 6,503 | $3,012,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 80,659 | $2,913,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 11,695 | $2,884,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 73,085 | $2,755,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 4,797 | $2,608,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 21,558 | $2,602,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 220,238 | $2,542,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 12,659 | $2,476,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 76,013 | $2,361,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 29,090 | $2,340,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 19,420 | $2,313,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 7,895 | $2,293,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 19,816 | $2,292,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 45,066 | $2,219,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 73,010 | $2,197,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 54,171 | $2,174,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 32,001 | $2,049,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 32,024 | $2,019,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 16,452 | $2,013,000 | thousands by filing date | |
| VANGUARD WHITEHALL FDS | 921946885 | COM | 20,857 | $2,007,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 11,577 | $1,976,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 52,627 | $1,968,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 19,647 | $1,892,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 9,617 | $1,887,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,381 | $1,867,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 2,491 | $1,864,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 134,936 | $1,858,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 7,475 | $1,852,000 | thousands by filing date | |
| EASTMAN CHEM CO COM | 277432100 | Stock | 21,302 | $1,828,000 | thousands by filing date | |
| HERBALIFE LTD | G4412G101 | COM SHS | 35,551 | $1,822,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L706 | MERLYN AI BULL | 57,944 | $1,794,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 24,754 | $1,777,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 1,007 | $1,761,000 | thousands by filing date | |
| Schwab Intermediate-Term US Treasury ETF | 808524854 | SHS | 24,506 | $1,731,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 21,908 | $1,707,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 14,253 | $1,696,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 28,436 | $1,696,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 61,296 | $1,676,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 26,136 | $1,642,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 23,735 | $1,630,000 | thousands by filing date | |
| AUTOLIV INC | 052800109 | COM | 20,057 | $1,613,000 | thousands by filing date | |
| Vanguard Short-Term Treasury ETF | 92206C102 | SHS | 20,354 | $1,574,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 17,877 | $1,568,000 | thousands by filing date | |
| ITT INC COM | 45073V108 | Stock | 21,549 | $1,556,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 7,321 | $1,552,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 4,396 | $1,532,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 4,909 | $1,512,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 22,321 | $1,503,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 28,128 | $1,479,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 11,976 | $1,477,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 46,670 | $1,472,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 31,362 | $1,438,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 42,368 | $1,430,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 31,780 | $1,425,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F437 | COM | 44,387 | $1,416,000 | thousands by filing date | |
| Vanguard Mid-Cap Value ETF | 922908512 | SHS | 9,836 | $1,415,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 20,247 | $1,397,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 52,673 | $1,369,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 7,281 | $1,364,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 24,192 | $1,359,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 2,753 | $1,342,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 12,196 | $1,326,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 8,764 | $1,313,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 13,151 | $1,313,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 40,203 | $1,267,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 9,498 | $1,262,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 13,800 | $1,247,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 4,302 | $1,224,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 32,469 | $1,224,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 64,980 | $1,201,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 25,595 | $1,191,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 62,172 | $1,163,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 61,652 | $1,161,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 20,429 | $1,134,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 21,995 | $1,132,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 4,502 | $1,132,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 6,385 | $1,131,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 7,324 | $1,095,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 6,725 | $1,067,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 24,678 | $1,043,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 504 | $1,022,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 32,495 | $977,000 | thousands by filing date | |
| XEROX HOLDINGS CORP | 98421M106 | COM NEW | 58,892 | $976,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 20,319 | $966,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 902 | $961,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 18,253 | $961,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 9,509 | $850,000 | thousands by filing date | |
| VANGUARD STAR FDS | 921909768 | COM | 12,105 | $839,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 3,370 | $816,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 1,303 | $794,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 10,414 | $785,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 5,313 | $719,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 899 | $706,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 240 | $701,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 21,725 | $683,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 19,493 | $682,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 38,457 | $661,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 17,298 | $650,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 3,377 | $613,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 7,693 | $607,000 | thousands by filing date | |
| Raytheon Technologies Corporation | 75513E101 | COM | 4,480 | $581,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 24,997 | $548,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 34,452 | $542,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 3,338 | $538,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 17,089 | $515,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 4,660 | $491,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 16,918 | $454,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 296 | $426,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 736 | $416,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 3,151 | $410,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 3,426 | $405,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 1,692 | $401,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 52,834 | $395,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 92 | $383,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 2,427 | $380,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 400 | $373,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,956 | $363,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 4,742 | $357,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 1,894 | $355,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 1,448 | $354,000 | thousands by filing date | |
| iShares Gold Trust | 464285105 | ISHARES | 15,391 | $346,000 | thousands by filing date | |
| Schwab Short Term US Treasury ETF | 808524862 | SHS | 1,639 | $340,000 | thousands by filing date | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 4,041 | $338,000 | thousands by filing date | |
| ISHARES TR | 46432F834 | COM | 974 | $323,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 4,212 | $322,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 8,090 | $312,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 517 | $287,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 2,036 | $274,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 2,786 | $261,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 1,424 | $231,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 948 | $228,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 234 | $220,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 787 | $209,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001572838-20-000005 | this filing | 2020-07-20 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001572838-20-000006 | base | 2020-07-20 | acceptance time not in the bulk data set |