13F-HR filed by Empirical Finance, LLC
Empirical Finance, LLC filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-10, with 122 holding rows worth $260,130,000.
- Accession
- 0001572838-17-000005
- Filer
- CIK 1572838
- Filed
- 2017-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 122 entries on the cover page, a total value of $260,130,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $260,130,000 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 | 989,645 | $29,729,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF | 02072L102 | ETF | 1,023,444 | $26,129,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET | 02072L300 | ETF | 993,641 | $25,795,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 817,375 | $20,247,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L508 | ALPHA ARCHITECT | 755,017 | $19,034,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 55,970 | $5,967,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 47,249 | $3,933,000 | thousands by filing date | |
| SPDR Series Trust | 78464A680 | SPDR Bloomberg 1-3 Month T-Bill ETF | 66,552 | $3,045,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 52,482 | $3,009,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 11,475 | $2,775,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 85,260 | $2,636,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 17,027 | $2,586,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 10,742 | $2,585,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 16,203 | $2,334,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 74,323 | $2,327,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 25,002 | $2,245,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 61,313 | $2,114,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 14,171 | $2,014,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 105,584 | $2,003,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 28,216 | $1,998,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 27,474 | $1,981,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US ETF | 922042775 | SHS | 39,562 | $1,980,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 25,336 | $1,959,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 40,027 | $1,942,000 | thousands by filing date | |
| ISHARES TR | 464287457 | COM | 22,747 | $1,922,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 15,240 | $1,907,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 39,074 | $1,888,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 14,416 | $1,871,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 13,456 | $1,853,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 15,670 | $1,850,000 | thousands by filing date | |
| GRAND CANYON ED INC COM | 38526M106 | Stock | 23,002 | $1,804,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 13,103 | $1,777,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 17,375 | $1,762,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 74,467 | $1,610,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 32,427 | $1,583,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 71,149 | $1,565,000 | thousands by filing date | |
| MAUI LAND PINEAPPLE CO | 577345101 | COMMON STOCK | 13,443 | $1,565,000 | thousands by filing date | |
| ULTRAPAR PARTICIPACOES SA | 90400P101 | SP ADR REP COM | 88,636 | $1,549,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 31,054 | $1,531,000 | thousands by filing date | |
| GLOBAL X FTSE GREECE 20 ETF | 37950E366 | COMMON | 147,733 | $1,494,000 | thousands by filing date | |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 28,718 | $1,438,000 | thousands by filing date | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 33,350 | $1,385,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 572 | $1,379,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 44,298 | $1,347,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 75,956 | $1,328,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 17,479 | $1,323,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 19,392 | $1,315,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 19,577 | $1,297,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 12,758 | $1,282,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 19,675 | $1,280,000 | thousands by filing date | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 51,195 | $1,244,000 | thousands by filing date | |
| HEALTHSOUTH CORP | 421924309 | COM NEW | 25,652 | $1,242,000 | thousands by filing date | |
| TUPPERWARE BRANDS CORP | 899896104 | COM | 17,613 | $1,237,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 66,575 | $1,235,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 22,949 | $1,232,000 | thousands by filing date | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 52,523 | $1,231,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 11,015 | $1,230,000 | thousands by filing date | |
| ISHARES INC | 46434G780 | MSCI SINGPOR ETF | 52,051 | $1,230,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 97,076 | $1,225,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 12,980 | $1,215,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 40,654 | $1,200,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 42,528 | $1,186,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 15,174 | $1,183,000 | thousands by filing date | |
| VANECK EGYPT INDEX ETF | 92189F775 | FUND | 41,790 | $1,163,000 | thousands by filing date | |
| TARO PHARMACEUTICAL INDS LTD | M8737E108 | SHS | 10,332 | $1,158,000 | thousands by filing date | |
| MADDEN STEVEN LTD | 556269108 | COM | 28,842 | $1,153,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 22,115 | $1,060,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 20,686 | $1,056,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 3,838 | $1,042,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 15,224 | $1,040,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 28,735 | $1,038,000 | thousands by filing date | |
| iShares MSCI Russia ETF Special | 46434G798 | Exchange Traded Fund | 35,632 | $1,027,000 | thousands by filing date | |
| TEGNA INC COM | 87901J105 | Stock | 70,675 | $1,019,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 15,804 | $1,009,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 14,427 | $999,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 28,561 | $998,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 82,987 | $929,000 | thousands by filing date | |
| EVER GLORY INTL GRP INC | 299766204 | COM | 32,256 | $903,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 22,320 | $884,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 16,868 | $883,000 | thousands by filing date | |
| MILLERKNOLL INC | 600544100 | COM | 28,396 | $864,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 22,230 | $860,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 14,158 | $817,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 23,107 | $776,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 63,972 | $771,000 | thousands by filing date | |
| CARS COM INC | 14575E105 | COM | 23,558 | $628,000 | thousands by filing date | |
| IJH | 464287507 | COM | 3,296 | $574,000 | thousands by filing date | |
| PROSHARES TR | 74347R107 | PSHS ULT S&P 500 | 6,406 | $574,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W281 | EMG MKTS SMCAP | 12,393 | $567,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 3,710 | $491,000 | thousands by filing date | |
| Vanguard S&P 500 ETF | 922908363 | COM | 2,176 | $484,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 438 | $424,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 2,564 | $388,000 | thousands by filing date | |
| Vanguard Utilities ETF | 92204A876 | SHS | 3,275 | $375,000 | thousands by filing date | |
| SYNTEL INC | 87162H103 | COM | 21,493 | $365,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 4,448 | $360,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 3,774 | $345,000 | thousands by filing date | |
| POWERSHARES | 73936Q108 | EXCHANGE TRADED | 12,641 | $325,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 6,258 | $314,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 2,584 | $304,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 326 | $297,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 302 | $281,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 4,957 | $275,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 9,646 | $261,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 3,308 | $259,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 3,440 | $257,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 10,525 | $256,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 3,655 | $252,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,205 | $251,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 1,238 | $245,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 6,392 | $242,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 2,730 | $238,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 1,639 | $219,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061409 | GLOBAL VALUE ETF | 9,172 | $217,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 6,390 | $215,000 | thousands by filing date | |
| Mkt Vctrs J P Mrgn Em | 92189F494 | COM | 10,999 | $208,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 1,971 | $206,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 4,161 | $203,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 1,322 | $203,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 5,174 | $202,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 17,341 | $110,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 10,968 | $104,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001572838-17-000005 | this filing | 2017-08-10 | acceptance time not in the bulk data set |