13F-HR filed by Empirical Finance, LLC
Empirical Finance, LLC filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-11, with 86 holding rows worth $213,829,000.
- Accession
- 0001572838-17-000004
- Filer
- CIK 1572838
- Filed
- 2017-05-11
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 86 entries on the cover page, a total value of $213,829,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $213,829,000 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 filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF | 02072L201 | ETF | 1,057,757 | $29,937,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF | 02072L102 | ETF | 1,118,261 | $28,447,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET | 02072L300 | ETF | 1,063,059 | $26,647,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 885,742 | $22,715,000 | thousands by filing date | |
| VTI | 922908769 | COM | 32,116 | $3,896,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 43,835 | $3,730,000 | thousands by filing date | |
| Invesco Optm Yd Dvrs Cdty Stra No K1 ETF | 73937V106 | ETF | 202,919 | $3,481,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 11,762 | $2,772,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 52,446 | $2,577,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 70,638 | $2,387,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 30,849 | $2,307,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 24,930 | $2,299,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 105,457 | $2,249,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 17,560 | $2,239,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 25,327 | $2,185,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 10,532 | $2,171,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 40,030 | $2,146,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 13,282 | $2,128,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 86,412 | $2,009,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 18,787 | $1,983,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 14,402 | $1,949,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 39,100 | $1,903,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 27,416 | $1,862,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 12,881 | $1,850,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 32,427 | $1,768,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 74,517 | $1,680,000 | thousands by filing date | |
| GRAND CANYON ED INC COM | 38526M106 | Stock | 23,002 | $1,647,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 66,215 | $1,573,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 13,347 | $1,530,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 12,809 | $1,520,000 | thousands by filing date | |
| BARCLAYS BANK PLC | 06738C778 | DJUBS CMDT ETN36 | 63,262 | $1,487,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 75,433 | $1,348,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 29,392 | $1,303,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 19,577 | $1,293,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 19,675 | $1,239,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 17,007 | $1,225,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 97,076 | $1,211,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 572 | $1,205,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 10,309 | $1,202,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 15,168 | $1,188,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 42,302 | $1,177,000 | thousands by filing date | |
| TUPPERWARE BRANDS CORP | 899896104 | COM | 18,076 | $1,133,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 11,035 | $1,131,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 26,331 | $1,127,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 11,119 | $1,123,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 40,654 | $1,115,000 | thousands by filing date | |
| MADDEN STEVEN LTD | 556269108 | COM | 28,842 | $1,111,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 22,042 | $1,076,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 14,831 | $1,070,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 12,695 | $1,070,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 22,894 | $1,067,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 20,686 | $1,057,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 33,197 | $1,053,000 | thousands by filing date | |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 55,738 | $1,052,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 12,890 | $1,044,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 14,721 | $1,026,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 7,230 | $1,023,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 15,434 | $1,017,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 3,711 | $1,014,000 | thousands by filing date | |
| MAUI LAND PINEAPPLE CO | 577345101 | COMMON STOCK | 8,645 | $984,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 27,746 | $981,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 39,004 | $947,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 80,648 | $938,000 | thousands by filing date | |
| MILLERKNOLL INC | 600544100 | COM | 28,396 | $895,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 16,038 | $885,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 22,161 | $874,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 21,379 | $851,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 22,320 | $821,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 14,158 | $739,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 5,432 | $719,000 | thousands by filing date | |
| iShares Core S&P Small-Cap ETF | 464287804 | SHS | 10,230 | $707,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 8,172 | $509,000 | thousands by filing date | put |
| EVER GLORY INTL GRP INC | 299766204 | COM | 16,432 | $502,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 2,176 | $470,000 | thousands by filing date | |
| VELOCITYSHARES INV VIX SH-TM | 22542D795 | INVR | 5,499 | $401,000 | thousands by filing date | put |
| Vanguard Utilities ETF | 92204A876 | SHS | 3,275 | $368,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W281 | EMG MKTS SMCAP | 8,160 | $366,000 | thousands by filing date | |
| SYNTEL INC | 87162H103 | COM | 21,493 | $361,000 | thousands by filing date | |
| POWERSHARES | 73936Q108 | EXCHANGE TRADED | 12,641 | $294,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 3,308 | $256,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 1,936 | $241,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 3,655 | $240,000 | thousands by filing date | |
| CREDIT SUISSE NASSAU BRH | 22542D357 | VELOCITY SHS SHR | 6,019 | $211,000 | thousands by filing date | put |
| Mkt Vctrs J P Mrgn Em | 92189F494 | COM | 10,999 | $203,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061409 | GLOBAL VALUE ETF | 9,172 | $202,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 13,945 | $90,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001572838-17-000004 | this filing | 2017-05-11 | acceptance time not in the bulk data set |