Empirical Finance, LLC Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$148.3B
Holdings
689
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (689 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | QVALALPHA ARCHITECT ETF TR | 953,832 | $23.6B | 15.92% | |
| 2 | IVALALPHA ARCHITECT ETF TR | 776,845 | $20.0B | 13.46% | |
| 3 | QMOMALPHA ARCHITECT ETF TR | 699,872 | $17.3B | 11.66% | |
| 4 | IMOMALPHA ARCHITECT ETF TR | 577,858 | $13.2B | 8.89% | |
| 5 | —POWERSHARES ACT MANG COMM FD | 195,592 | $3.4B | 2.28% | |
| 6 | SPYSPDR S&P 500 ETF TR | 12,578 | $2.8B | 1.90% | |
| 7 | SHYISHARES TR | 30,000 | $2.5B | 1.71% | |
| 8 | VNQVANGUARD INDEX FDS | 22,864 | $1.9B | 1.27% | |
| 9 | IVVISHARES TR | 7,269 | $1.6B | 1.10% | |
| 10 | GKDGRAND CANYON ED INC | 25,205 | $1.5B | 0.99% | |
| 11 | AQLTISHARES TR | 25,463 | $1.5B | 0.99% | Put |
| 12 | IDIINTERDIGITAL INC | 15,762 | $1.4B | 0.97% | |
| 13 | ALKALASKA AIR GROUP INC | 15,933 | $1.4B | 0.95% | |
| 14 | BBYBEST BUY INC | 32,810 | $1.4B | 0.94% | |
| 15 | ALGTALLEGIANT TRAVEL CO | 8,169 | $1.4B | 0.92% | |
| 16 | —BROCADE COMMUNICATIONS SYS I | 105,512 | $1.3B | 0.89% | |
| 17 | JNPJUNIPER NETWORKS INC | 45,881 | $1.3B | 0.87% | |
| 18 | HUMHUMANA INC | 6,160 | $1.3B | 0.85% | |
| 19 | —COOPER TIRE & RUBR CO | 31,969 | $1.2B | 0.84% | |
| 20 | WOOFOOT LOCKER INC | 17,503 | $1.2B | 0.84% | |
| 21 | UTHUNITED THERAPEUTICS CORP DEL | 8,605 | $1.2B | 0.83% | |
| 22 | —TESORO CORP | 13,980 | $1.2B | 0.82% | |
| 23 | —AETNA INC NEW | 9,731 | $1.2B | 0.81% | |
| 24 | —REYNOLDS AMERICAN INC | 21,310 | $1.2B | 0.81% | |
| 25 | UEOWESTLAKE CHEM CORP | 21,236 | $1.2B | 0.80% | |
| 26 | SNISCRIPPS NETWORKS INTERACT IN | 16,638 | $1.2B | 0.80% | |
| 27 | KSSKOHLS CORP | 23,948 | $1.2B | 0.80% | |
| 28 | GNTXGENTEX CORP | 59,817 | $1.2B | 0.79% | |
| 29 | DLXDELUXE CORP | 16,261 | $1.2B | 0.79% | |
| 30 | CSCOCISCO SYS INC | 37,873 | $1.1B | 0.77% | |
| 31 | DRQEURDRIL-QUIP INC | 18,668 | $1.1B | 0.76% | |
| 32 | CALMCAL MAINE FOODS INC | 25,162 | $1.1B | 0.75% | |
| 33 | MLKNMILLER HERMAN INC | 31,902 | $1.1B | 0.74% | |
| 34 | HYGISHARES TR | 12,596 | $1.1B | 0.74% | |
| 35 | FFORD MTR CO DEL | 89,732 | $1.1B | 0.73% | |
| 36 | NVRNVR INC | 645 | $1.1B | 0.73% | |
| 37 | HRBBLOCK H & R INC | 45,522 | $1.0B | 0.71% | |
| 38 | GILDGILEAD SCIENCES INC | 14,163 | $1.0B | 0.68% | |
| 39 | BIGGQBIG LOTS INC | 19,962 | $1.0B | 0.68% | |
| 40 | WSMWILLIAMS SONOMA INC | 20,724 | $1.0B | 0.68% | |
| 41 | DDSDILLARDS INC | 15,801 | $991.0M | 0.67% | |
| 42 | BBBYEURBED BATH & BEYOND INC | 23,849 | $970.0M | 0.65% | |
| 43 | GAPGAP INC DEL | 42,149 | $946.0M | 0.64% | |
| 44 | GMEGAMESTOP CORP NEW | 35,093 | $887.0M | 0.60% | |
| 45 | IEFISHARES TR | 8,351 | $876.0M | 0.59% | |
| 46 | VIABVIACOM INC NEW | 24,825 | $872.0M | 0.59% | |
| 47 | URBNURBAN OUTFITTERS INC | 29,711 | $847.0M | 0.57% | |
| 48 | SHVISHARES TR | 6,194 | $684.0M | 0.46% | |
| 49 | UGRULTRAPAR PARTICIPACOES S A | 37,391 | $580.0M | 0.39% | |
| 50 | MLPMAUI LD & PINEAPPLE INC | 5,213 | $552.0M | 0.37% | |
| 51 | VWOVANGUARD INTL EQUITY INDEX F | 15,210 | $545.0M | 0.37% | |
| 52 | IJSISHARES TR | 3,728 | $522.0M | 0.35% | |
| 53 | —POWERSHARES QQQ TRUST | 4,318 | $512.0M | 0.35% | |
| 54 | AAPLAPPLE INC | 4,008 | $465.0M | 0.31% | |
| 55 | —SYNTEL INC | 23,317 | $462.0M | 0.31% | |
| 56 | —POWERSHARES ETF TRUST II | 19,275 | $413.0M | 0.28% | |
| 57 | TIPISHARES TR | 3,152 | $357.0M | 0.24% | |
| 58 | VXFVANGUARD INDEX FDS | 3,308 | $318.0M | 0.21% | |
| 59 | VTIVANGUARD INDEX FDS | 2,737 | $316.0M | 0.21% | |
| 60 | —CREDIT SUISSE AG NASSAU BRH | 24,291 | $232.0M | 0.16% | Put |
| 61 | MSFTMICROSOFT CORP | 3,655 | $228.0M | 0.15% | |
| 62 | GVALCAMBRIA ETF TR | 9,999 | $202.0M | 0.14% | |
| 63 | VPLVANGUARD INTL EQUITY INDEX F | 3,249 | $189.0M | 0.13% | |
| 64 | USCIUNITED STS COMMODITY INDEX F | 4,601 | $185.0M | 0.12% | |
| 65 | XOMEXXON MOBIL CORP | 1,903 | $172.0M | 0.12% | |
| 66 | XLFSELECT SECTOR SPDR TR | 7,196 | $168.0M | 0.11% | |
| 67 | XLKSELECT SECTOR SPDR TR | 3,408 | $165.0M | 0.11% | |
| 68 | XLISELECT SECTOR SPDR TR | 2,550 | $159.0M | 0.11% | |
| 69 | AMZNAMAZON COM INC | 202 | $152.0M | 0.10% | |
| 70 | JNJJOHNSON & JOHNSON | 1,246 | $144.0M | 0.10% | |
| 71 | JPMJPMORGAN CHASE & CO | 1,668 | $144.0M | 0.10% | |
| 72 | GEGENERAL ELECTRIC CO | 4,415 | $140.0M | 0.09% | |
| 73 | METAFACEBOOK INC | 1,142 | $132.0M | 0.09% | |
| 74 | WFCWELLS FARGO & CO NEW | 2,313 | $128.0M | 0.09% | |
| 75 | RSX1USDVANECK VECTORS ETF TR | 5,911 | $126.0M | 0.08% | |
| 76 | EWJISHARES INC | 2,407 | $118.0M | 0.08% | |
| 77 | TAT&T INC | 2,718 | $116.0M | 0.08% | |
| 78 | GOOGALPHABET INC | 148 | $115.0M | 0.08% | |
| 79 | EWCISHARES | 4,178 | $110.0M | 0.07% | |
| 80 | BACBANK AMER CORP | 4,636 | $103.0M | 0.07% | |
| 81 | PGPROCTER AND GAMBLE CO | 1,194 | $101.0M | 0.07% | |
| 82 | WMTWAL-MART STORES INC | 1,422 | $99.0M | 0.07% | |
| 83 | GOOGLALPHABET INC | 124 | $99.0M | 0.07% | |
| 84 | CVXCHEVRON CORP NEW | 841 | $99.0M | 0.07% | |
| 85 | —POWERSHARES ETF TR II | 5,391 | $98.0M | 0.07% | |
| 86 | BACVERIZON COMMUNICATIONS INC | 1,824 | $98.0M | 0.07% | |
| 87 | —VANECK VECTORS ETF TR | 5,536 | $98.0M | 0.07% | |
| 88 | PFEPFIZER INC | 2,816 | $92.0M | 0.06% | |
| 89 | VEAVANGUARD TAX MANAGED INTL FD | 2,461 | $90.0M | 0.06% | |
| 90 | VVISA INC | 1,116 | $88.0M | 0.06% | |
| 91 | UNHUNITEDHEALTH GROUP INC | 523 | $84.0M | 0.06% | |
| 92 | HDHOME DEPOT INC | 608 | $82.0M | 0.06% | |
| 93 | KOCOCA COLA CO | 1,940 | $81.0M | 0.05% | |
| 94 | DISDISNEY WALT CO | 772 | $81.0M | 0.05% | |
| 95 | CMCSACOMCAST CORP NEW | 1,149 | $80.0M | 0.05% | |
| 96 | TRVCCITIGROUP INC | 1,338 | $80.0M | 0.05% | |
| 97 | INTCINTEL CORP | 2,190 | $80.0M | 0.05% | |
| 98 | MRKMERCK & CO INC | 1,295 | $77.0M | 0.05% | |
| 99 | IBMINTERNATIONAL BUSINESS MACHS | 459 | $77.0M | 0.05% | |
| 100 | ORCLORACLE CORP | 1,964 | $76.0M | 0.05% |
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