Empirical Finance, LLC Q1 2017 Filing
Filed May 11, 2017
Portfolio Value
$213.8B
Holdings
86
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (86 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVALALPHA ARCHITECT ETF TR | 1,057,757 | $29.9B | 14.00% | |
| 2 | QVALALPHA ARCHITECT ETF TR | 1,118,261 | $28.4B | 13.30% | |
| 3 | IMOMALPHA ARCHITECT ETF TR | 1,063,059 | $26.6B | 12.46% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 885,742 | $22.7B | 10.62% | |
| 5 | VTIVANGUARD INDEX FDS | 32,116 | $3.9B | 1.82% | |
| 6 | VNQVANGUARD INDEX FDS | 43,835 | $3.7B | 1.74% | |
| 7 | —POWERSHARES ACT MANG COMM FD | 202,919 | $3.5B | 1.63% | |
| 8 | SPYSPDR S&P 500 ETF TR | 11,762 | $2.8B | 1.30% | |
| 9 | BBYBEST BUY INC | 52,446 | $2.6B | 1.21% | |
| 10 | CSCOCISCO SYS INC | 70,638 | $2.4B | 1.12% | |
| 11 | WOOFOOT LOCKER INC | 30,849 | $2.3B | 1.08% | |
| 12 | ALKALASKA AIR GROUP INC | 24,930 | $2.3B | 1.08% | |
| 13 | GNTXGENTEX CORP | 105,457 | $2.2B | 1.05% | |
| 14 | —AETNA INC NEW | 17,560 | $2.2B | 1.05% | |
| 15 | IDIINTERDIGITAL INC | 25,327 | $2.2B | 1.02% | |
| 16 | HUMHUMANA INC | 10,532 | $2.2B | 1.02% | |
| 17 | WSMWILLIAMS SONOMA INC | 40,030 | $2.1B | 1.00% | |
| 18 | ALGTALLEGIANT TRAVEL CO | 13,282 | $2.1B | 1.00% | |
| 19 | HRBBLOCK H & R INC | 86,412 | $2.0B | 0.94% | |
| 20 | IEFISHARES TR | 18,787 | $2.0B | 0.93% | |
| 21 | UTHUNITED THERAPEUTICS CORP DEL | 14,402 | $1.9B | 0.91% | |
| 22 | BIGGQBIG LOTS INC | 39,100 | $1.9B | 0.89% | |
| 23 | GILDGILEAD SCIENCES INC | 27,416 | $1.9B | 0.87% | |
| 24 | AAPLAPPLE INC | 12,881 | $1.9B | 0.87% | |
| 25 | DRQEURDRIL-QUIP INC | 32,427 | $1.8B | 0.83% | |
| 26 | GMEGAMESTOP CORP NEW | 74,517 | $1.7B | 0.79% | |
| 27 | GKDGRAND CANYON ED INC | 23,002 | $1.6B | 0.77% | |
| 28 | URBNURBAN OUTFITTERS INC | 66,215 | $1.6B | 0.74% | |
| 29 | TIPISHARES TR | 13,347 | $1.5B | 0.72% | |
| 30 | GQ9SPDR GOLD TRUST | 12,809 | $1.5B | 0.71% | |
| 31 | DJPBARCLAYS BK PLC | 63,262 | $1.5B | 0.70% | |
| 32 | 7HPHP INC | 75,433 | $1.3B | 0.63% | |
| 33 | —COOPER TIRE & RUBR CO | 29,392 | $1.3B | 0.61% | |
| 34 | UEOWESTLAKE CHEM CORP | 19,577 | $1.3B | 0.60% | |
| 35 | —REYNOLDS AMERICAN INC | 19,675 | $1.2B | 0.58% | |
| 36 | WMTWAL-MART STORES INC | 17,007 | $1.2B | 0.57% | |
| 37 | —BROCADE COMMUNICATIONS SYS I | 97,076 | $1.2B | 0.57% | |
| 38 | NVRNVR INC | 572 | $1.2B | 0.56% | |
| 39 | —TARO PHARMACEUTICAL INDS LTD | 10,309 | $1.2B | 0.56% | |
| 40 | SNISCRIPPS NETWORKS INTERACT IN | 15,168 | $1.2B | 0.56% | |
| 41 | JNPJUNIPER NETWORKS INC | 42,302 | $1.2B | 0.55% | |
| 42 | TUPTUPPERWARE BRANDS CORP | 18,076 | $1.1B | 0.53% | |
| 43 | MANMANPOWERGROUP INC | 11,035 | $1.1B | 0.53% | |
| 44 | —HEALTHSOUTH CORP | 26,331 | $1.1B | 0.53% | |
| 45 | HYSPIMCO ETF TR | 11,119 | $1.1B | 0.53% | |
| 46 | SKAASKECHERS U S A INC | 40,654 | $1.1B | 0.52% | |
| 47 | SHOOMADDEN STEVEN LTD | 28,842 | $1.1B | 0.52% | |
| 48 | RHIROBERT HALF INTL INC | 22,042 | $1.1B | 0.50% | |
| 49 | WYNEURWYNDHAM WORLDWIDE CORP | 12,695 | $1.1B | 0.50% | |
| 50 | DLXDELUXE CORP | 14,831 | $1.1B | 0.50% | |
| 51 | VIABVIACOM INC NEW | 22,894 | $1.1B | 0.50% | |
| 52 | GRMNGARMIN LTD | 20,686 | $1.1B | 0.49% | |
| 53 | CLSCA INC | 33,197 | $1.1B | 0.49% | |
| 54 | UGRULTRAPAR PARTICIPACOES S A | 55,738 | $1.1B | 0.49% | |
| 55 | —TESORO CORP | 12,890 | $1.0B | 0.49% | |
| 56 | DGDOLLAR GEN CORP NEW | 14,721 | $1.0B | 0.48% | |
| 57 | LEALEAR CORP | 7,230 | $1.0B | 0.48% | |
| 58 | —EXPRESS SCRIPTS HLDG CO | 15,434 | $1.0B | 0.48% | |
| 59 | BIIBBIOGEN INC | 3,711 | $1.0B | 0.47% | |
| 60 | MLPMAUI LD & PINEAPPLE INC | 8,645 | $984.0M | 0.46% | |
| 61 | GMGENERAL MTRS CO | 27,746 | $981.0M | 0.46% | |
| 62 | GAPGAP INC DEL | 39,004 | $947.0M | 0.44% | |
| 63 | FFORD MTR CO DEL | 80,648 | $938.0M | 0.44% | |
| 64 | MLKNMILLER HERMAN INC | 28,396 | $895.0M | 0.42% | |
| 65 | DYHTARGET CORP | 16,038 | $885.0M | 0.41% | |
| 66 | BBBYEURBED BATH & BEYOND INC | 22,161 | $874.0M | 0.41% | |
| 67 | KSSKOHLS CORP | 21,379 | $851.0M | 0.40% | |
| 68 | CALMCAL MAINE FOODS INC | 22,320 | $821.0M | 0.38% | |
| 69 | DDSDILLARDS INC | 14,158 | $739.0M | 0.35% | |
| 70 | —POWERSHARES QQQ TRUST | 5,432 | $719.0M | 0.34% | |
| 71 | IJRISHARES TR | 10,230 | $707.0M | 0.33% | |
| 72 | EFAISHARES TR | 8,172 | $509.0M | 0.24% | Put |
| 73 | —EVER GLORY INTL GRP INC | 16,432 | $502.0M | 0.23% | |
| 74 | VOOVANGUARD INDEX FDS | 2,176 | $470.0M | 0.22% | |
| 75 | —CREDIT SUISSE NASSAU BRH | 5,499 | $401.0M | 0.19% | Put |
| 76 | VPUVANGUARD WORLD FDS | 3,275 | $368.0M | 0.17% | |
| 77 | DGSWISDOMTREE TR | 8,160 | $366.0M | 0.17% | |
| 78 | —SYNTEL INC | 21,493 | $361.0M | 0.17% | |
| 79 | —POWERSHARES ETF TRUST II | 12,641 | $294.0M | 0.14% | |
| 80 | VYMVANGUARD WHITEHALL FDS INC | 3,308 | $256.0M | 0.12% | |
| 81 | JNJJOHNSON & JOHNSON | 1,936 | $241.0M | 0.11% | |
| 82 | MSFTMICROSOFT CORP | 3,655 | $240.0M | 0.11% | |
| 83 | —CREDIT SUISSE NASSAU BRH | 6,019 | $211.0M | 0.10% | Put |
| 84 | —VANECK VECTORS ETF TR | 10,999 | $203.0M | 0.09% | |
| 85 | GVALCAMBRIA ETF TR | 9,172 | $202.0M | 0.09% | |
| 86 | —ADVANCED SEMICONDUCTOR ENGR | 13,945 | $90.0M | 0.04% |