Empirical Finance, LLC Q2 2017 Filing
Filed August 10, 2017
Portfolio Value
$260.1B
Holdings
122
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (122 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVALALPHA ARCHITECT ETF TR | 989,645 | $29.7B | 11.43% | |
| 2 | QVALALPHA ARCHITECT ETF TR | 1,023,444 | $26.1B | 10.04% | |
| 3 | IMOMALPHA ARCHITECT ETF TR | 993,641 | $25.8B | 9.92% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 817,375 | $20.2B | 7.78% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 755,017 | $19.0B | 7.32% | |
| 6 | IEFISHARES TR | 55,970 | $6.0B | 2.29% | |
| 7 | VNQVANGUARD INDEX FDS | 47,249 | $3.9B | 1.51% | |
| 8 | —SPDR SERIES TRUST | 66,552 | $3.0B | 1.17% | |
| 9 | BBYBEST BUY INC | 52,482 | $3.0B | 1.16% | |
| 10 | SPYSPDR S&P 500 ETF TR | 11,475 | $2.8B | 1.07% | |
| 11 | HRBBLOCK H & R INC | 85,260 | $2.6B | 1.01% | |
| 12 | —AETNA INC NEW | 17,027 | $2.6B | 0.99% | |
| 13 | HUMHUMANA INC | 10,742 | $2.6B | 0.99% | |
| 14 | AAPLAPPLE INC | 16,203 | $2.3B | 0.90% | |
| 15 | CSCOCISCO SYS INC | 74,323 | $2.3B | 0.89% | |
| 16 | ALKALASKA AIR GROUP INC | 25,002 | $2.2B | 0.86% | |
| 17 | CLSCA INC | 61,313 | $2.1B | 0.81% | |
| 18 | LEALEAR CORP | 14,171 | $2.0B | 0.77% | |
| 19 | GNTXGENTEX CORP | 105,584 | $2.0B | 0.77% | |
| 20 | GILDGILEAD SCIENCES INC | 28,216 | $2.0B | 0.77% | |
| 21 | DGDOLLAR GEN CORP NEW | 27,474 | $2.0B | 0.76% | |
| 22 | VEUVANGUARD INTL EQUITY INDEX F | 39,562 | $2.0B | 0.76% | |
| 23 | IDIINTERDIGITAL INC | 25,336 | $2.0B | 0.75% | |
| 24 | WSMWILLIAMS SONOMA INC | 40,027 | $1.9B | 0.75% | |
| 25 | SHYISHARES TR | 22,747 | $1.9B | 0.74% | |
| 26 | TLTISHARES TR | 15,240 | $1.9B | 0.73% | |
| 27 | BIGGQBIG LOTS INC | 39,074 | $1.9B | 0.73% | |
| 28 | UTHUNITED THERAPEUTICS CORP DEL | 14,416 | $1.9B | 0.72% | |
| 29 | —POWERSHARES QQQ TRUST | 13,456 | $1.9B | 0.71% | |
| 30 | GQ9SPDR GOLD TRUST | 15,670 | $1.9B | 0.71% | |
| 31 | GKDGRAND CANYON ED INC | 23,002 | $1.8B | 0.69% | |
| 32 | ALGTALLEGIANT TRAVEL CO | 13,103 | $1.8B | 0.68% | |
| 33 | HYSPIMCO ETF TR | 17,375 | $1.8B | 0.68% | |
| 34 | GMEGAMESTOP CORP NEW | 74,467 | $1.6B | 0.62% | |
| 35 | DRQEURDRIL-QUIP INC | 32,427 | $1.6B | 0.61% | |
| 36 | GAPGAP INC DEL | 71,149 | $1.6B | 0.60% | |
| 37 | MLPMAUI LD & PINEAPPLE INC | 13,443 | $1.6B | 0.60% | |
| 38 | UGRULTRAPAR PARTICIPACOES S A | 88,636 | $1.5B | 0.60% | |
| 39 | WOOFOOT LOCKER INC | 31,054 | $1.5B | 0.59% | |
| 40 | GREKUSDLOBAL X FDS | 147,733 | $1.5B | 0.57% | |
| 41 | IEMGISHARES INC | 28,718 | $1.4B | 0.55% | |
| 42 | TUR*ISHARES | 33,350 | $1.4B | 0.53% | |
| 43 | NVRNVR INC | 572 | $1.4B | 0.53% | |
| 44 | BBBYEURBED BATH & BEYOND INC | 44,298 | $1.3B | 0.52% | |
| 45 | 7HPHP INC | 75,956 | $1.3B | 0.51% | |
| 46 | WMTWAL-MART STORES INC | 17,479 | $1.3B | 0.51% | |
| 47 | EWYISHARES | 19,392 | $1.3B | 0.51% | |
| 48 | UEOWESTLAKE CHEM CORP | 19,577 | $1.3B | 0.50% | |
| 49 | WYNEURWYNDHAM WORLDWIDE CORP | 12,758 | $1.3B | 0.49% | |
| 50 | —REYNOLDS AMERICAN INC | 19,675 | $1.3B | 0.49% | |
| 51 | EPOLISHARES TR | 51,195 | $1.2B | 0.48% | |
| 52 | —HEALTHSOUTH CORP | 25,652 | $1.2B | 0.48% | |
| 53 | TUPTUPPERWARE BRANDS CORP | 17,613 | $1.2B | 0.48% | |
| 54 | URBNURBAN OUTFITTERS INC | 66,575 | $1.2B | 0.47% | |
| 55 | EWJISHARES INC | 22,949 | $1.2B | 0.47% | |
| 56 | EWHISHARES | 52,523 | $1.2B | 0.47% | |
| 57 | MANMANPOWERGROUP INC | 11,015 | $1.2B | 0.47% | |
| 58 | EWSISHARES INC | 52,051 | $1.2B | 0.47% | |
| 59 | —BROCADE COMMUNICATIONS SYS I | 97,076 | $1.2B | 0.47% | |
| 60 | —TESORO CORP | 12,980 | $1.2B | 0.47% | |
| 61 | SKAASKECHERS U S A INC | 40,654 | $1.2B | 0.46% | |
| 62 | JNPJUNIPER NETWORKS INC | 42,528 | $1.2B | 0.46% | |
| 63 | THD*ISHARES | 15,174 | $1.2B | 0.45% | |
| 64 | —ANECK VECTORS ETF TR | 41,790 | $1.2B | 0.45% | |
| 65 | —TARO PHARMACEUTICAL INDS LTD | 10,332 | $1.2B | 0.45% | |
| 66 | SHOOMADDEN STEVEN LTD | 28,842 | $1.2B | 0.44% | |
| 67 | RHIROBERT HALF INTL INC | 22,115 | $1.1B | 0.41% | |
| 68 | GRMNGARMIN LTD | 20,686 | $1.1B | 0.41% | |
| 69 | BIIBBIOGEN INC | 3,838 | $1.0B | 0.40% | |
| 70 | SNISCRIPPS NETWORKS INTERACT IN | 15,224 | $1.0B | 0.40% | |
| 71 | —COOPER TIRE & RUBR CO | 28,735 | $1.0B | 0.40% | |
| 72 | ERUSISHARES INC | 35,632 | $1.0B | 0.39% | |
| 73 | TGNATEGNA INC | 70,675 | $1.0B | 0.39% | |
| 74 | —EXPRESS SCRIPTS HLDG CO | 15,804 | $1.0B | 0.39% | |
| 75 | DLXDELUXE CORP | 14,427 | $999.0M | 0.38% | |
| 76 | GMGENERAL MTRS CO | 28,561 | $998.0M | 0.38% | |
| 77 | FFORD MTR CO DEL | 82,987 | $929.0M | 0.36% | |
| 78 | —EVER GLORY INTL GRP INC | 32,256 | $903.0M | 0.35% | |
| 79 | CALMCAL MAINE FOODS INC | 22,320 | $884.0M | 0.34% | |
| 80 | DYHTARGET CORP | 16,868 | $883.0M | 0.34% | |
| 81 | MLKNMILLER HERMAN INC | 28,396 | $864.0M | 0.33% | |
| 82 | KSSKOHLS CORP | 22,230 | $860.0M | 0.33% | |
| 83 | DDSDILLARDS INC | 14,158 | $817.0M | 0.31% | |
| 84 | VIABVIACOM INC NEW | 23,107 | $776.0M | 0.30% | |
| 85 | AEOAMERICAN EAGLE OUTFITTERS NE | 63,972 | $771.0M | 0.30% | |
| 86 | CARSCARS COM INC | 23,558 | $628.0M | 0.24% | |
| 87 | SSOPROSHARES TR | 6,406 | $574.0M | 0.22% | |
| 88 | IJHISHARES TR | 3,296 | $574.0M | 0.22% | |
| 89 | DGSWISDOMTREE TR | 12,393 | $567.0M | 0.22% | |
| 90 | JNJJOHNSON & JOHNSON | 3,710 | $491.0M | 0.19% | |
| 91 | VOOVANGUARD INDEX FDS | 2,176 | $484.0M | 0.19% | |
| 92 | AMZNAMAZON COM INC | 438 | $424.0M | 0.16% | |
| 93 | METAFACEBOOK INC | 2,564 | $388.0M | 0.15% | |
| 94 | VPUVANGUARD WORLD FDS | 3,275 | $375.0M | 0.14% | |
| 95 | —SYNTEL INC | 21,493 | $365.0M | 0.14% | |
| 96 | XOMEXXON MOBIL CORP | 4,448 | $360.0M | 0.14% | |
| 97 | JPMJPMORGAN CHASE & CO | 3,774 | $345.0M | 0.13% | |
| 98 | —POWERSHARES ETF TRUST II | 12,641 | $325.0M | 0.12% | |
| 99 | ORCLORACLE CORP | 6,258 | $314.0M | 0.12% | |
| 100 | 4I1PHILIP MORRIS INTL INC | 2,584 | $304.0M | 0.12% |
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