Empirical Finance, LLC Q3 2017 Filing
Filed October 31, 2017
Portfolio Value
$289.9B
Holdings
147
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (147 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVALALPHA ARCHITECT ETF TR | 988,922 | $31.7B | 10.93% | |
| 2 | IMOMALPHA ARCHITECT ETF TR | 992,822 | $28.2B | 9.74% | |
| 3 | QVALALPHA ARCHITECT ETF TR | 1,018,633 | $27.7B | 9.54% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 816,617 | $22.2B | 7.66% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 789,701 | $21.4B | 7.39% | |
| 6 | IEFISHARES TR | 39,126 | $4.2B | 1.44% | |
| 7 | VNQVANGUARD INDEX FDS | 45,975 | $3.8B | 1.32% | |
| 8 | SPYSPDR S&P 500 ETF TR | 12,857 | $3.2B | 1.11% | |
| 9 | HYSPIMCO ETF TR | 28,859 | $2.9B | 1.01% | |
| 10 | —POWERSHARES DB CMDTY IDX TRA | 186,363 | $2.9B | 0.99% | |
| 11 | TIPISHARES TR | 24,703 | $2.8B | 0.97% | |
| 12 | TLTISHARES TR | 22,147 | $2.8B | 0.95% | |
| 13 | GILDGILEAD SCIENCES INC | 33,394 | $2.7B | 0.93% | |
| 14 | GQ9SPDR GOLD TRUST | 22,155 | $2.7B | 0.93% | |
| 15 | —POWERSHARES QQQ TRUST | 17,976 | $2.6B | 0.90% | |
| 16 | LEALEAR CORP | 15,099 | $2.6B | 0.90% | |
| 17 | CSCOCISCO SYS INC | 76,294 | $2.6B | 0.89% | |
| 18 | GMGENERAL MTRS CO | 61,718 | $2.5B | 0.86% | |
| 19 | GAPGAP INC DEL | 82,712 | $2.4B | 0.84% | |
| 20 | BBYBEST BUY INC | 42,804 | $2.4B | 0.84% | |
| 21 | RHIROBERT HALF INTL INC | 48,122 | $2.4B | 0.84% | |
| 22 | HUMHUMANA INC | 9,892 | $2.4B | 0.83% | |
| 23 | —SPDR SERIES TRUST | 52,297 | $2.4B | 0.83% | |
| 24 | AAPLAPPLE INC | 15,321 | $2.4B | 0.81% | |
| 25 | BIGGQBIG LOTS INC | 44,045 | $2.4B | 0.81% | |
| 26 | WSMWILLIAMS SONOMA INC | 47,060 | $2.3B | 0.81% | |
| 27 | URBNURBAN OUTFITTERS INC | 97,134 | $2.3B | 0.80% | |
| 28 | —TARO PHARMACEUTICAL INDS LTD | 20,589 | $2.3B | 0.80% | |
| 29 | GNTXGENTEX CORP | 117,013 | $2.3B | 0.80% | |
| 30 | DYHTARGET CORP | 38,049 | $2.2B | 0.77% | |
| 31 | HRBBLOCK H & R INC | 83,837 | $2.2B | 0.77% | |
| 32 | —EXPRESS SCRIPTS HLDG CO | 34,844 | $2.2B | 0.76% | |
| 33 | —POWERSHARES ACT MANG COMM FD | 125,096 | $2.1B | 0.73% | |
| 34 | IDIINTERDIGITAL INC | 27,580 | $2.0B | 0.70% | |
| 35 | GMEGAMESTOP CORP NEW | 96,148 | $2.0B | 0.69% | |
| 36 | UTHUNITED THERAPEUTICS CORP DEL | 15,606 | $1.8B | 0.63% | |
| 37 | WOOFOOT LOCKER INC | 48,507 | $1.7B | 0.59% | |
| 38 | TGNATEGNA INC | 123,668 | $1.6B | 0.57% | |
| 39 | 7HPHP INC | 78,281 | $1.6B | 0.54% | |
| 40 | SF9SANDERSON FARMS INC | 9,262 | $1.5B | 0.52% | |
| 41 | INTCINTEL CORP | 38,603 | $1.5B | 0.51% | |
| 42 | —AETNA INC NEW | 8,981 | $1.4B | 0.49% | |
| 43 | KSSKOHLS CORP | 30,697 | $1.4B | 0.48% | |
| 44 | GREKUSDGLOBAL X FDS | 147,733 | $1.4B | 0.48% | |
| 45 | TUR*ISHARES INC | 33,350 | $1.4B | 0.48% | |
| 46 | AZOAUTOZONE INC | 2,324 | $1.4B | 0.48% | |
| 47 | WMTWAL-MART STORES INC | 17,479 | $1.4B | 0.47% | |
| 48 | LYBLYONDELLBASELL INDUSTRIES N | 13,760 | $1.4B | 0.47% | |
| 49 | TSCOTRACTOR SUPPLY CO | 21,457 | $1.4B | 0.47% | |
| 50 | EPOLISHARES TR | 51,195 | $1.4B | 0.47% | |
| 51 | NTAPNETAPP INC | 30,797 | $1.3B | 0.47% | |
| 52 | WYNEURWYNDHAM WORLDWIDE CORP | 12,758 | $1.3B | 0.46% | |
| 53 | EWYISHARES INC | 19,392 | $1.3B | 0.46% | |
| 54 | CVSCVS HEALTH CORP | 16,337 | $1.3B | 0.46% | |
| 55 | THD*ISHARES INC | 15,174 | $1.3B | 0.45% | |
| 56 | EWHISHARES INC | 52,523 | $1.3B | 0.45% | |
| 57 | MANMANPOWERGROUP INC | 10,995 | $1.3B | 0.45% | |
| 58 | EWJISHARES INC | 22,949 | $1.3B | 0.44% | |
| 59 | EEMISHARES TR | 28,485 | $1.3B | 0.44% | |
| 60 | IEMGISHARES INC | 23,621 | $1.3B | 0.44% | |
| 61 | EWSISHARES INC | 52,051 | $1.3B | 0.44% | |
| 62 | SHOOMADDEN STEVEN LTD | 28,842 | $1.2B | 0.43% | |
| 63 | FFIVF5 NETWORKS INC | 10,134 | $1.2B | 0.42% | |
| 64 | FDO.FMACYS INC | 55,943 | $1.2B | 0.42% | |
| 65 | —VANECK VECTORS ETF TR | 41,790 | $1.2B | 0.42% | |
| 66 | JNPJUNIPER NETWORKS INC | 43,609 | $1.2B | 0.42% | |
| 67 | BIIBBIOGEN INC | 3,838 | $1.2B | 0.41% | |
| 68 | ERUSISHARES INC | 35,632 | $1.2B | 0.41% | |
| 69 | ELVANTHEM INC | 6,267 | $1.2B | 0.41% | |
| 70 | —HEALTHSOUTH CORP | 25,652 | $1.2B | 0.41% | |
| 71 | DGDOLLAR GEN CORP NEW | 14,454 | $1.2B | 0.40% | |
| 72 | S7VSALLY BEAUTY HLDGS INC | 59,747 | $1.2B | 0.40% | |
| 73 | PPCPILGRIMS PRIDE CORP NEW | 41,149 | $1.2B | 0.40% | |
| 74 | MDPUSDMEREDITH CORP | 21,076 | $1.2B | 0.40% | |
| 75 | STLDSTEEL DYNAMICS INC | 33,568 | $1.2B | 0.40% | |
| 76 | CRUSCIRRUS LOGIC INC | 21,217 | $1.1B | 0.39% | |
| 77 | GRMNGARMIN LTD | 20,686 | $1.1B | 0.39% | |
| 78 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 51,467 | $1.1B | 0.38% | |
| 79 | CLFCLEVELAND CLIFFS INC | 152,517 | $1.1B | 0.38% | |
| 80 | TUPTUPPERWARE BRANDS CORP | 17,613 | $1.1B | 0.38% | |
| 81 | CLSCA INC | 32,482 | $1.1B | 0.37% | |
| 82 | SKAASKECHERS U S A INC | 40,654 | $1.0B | 0.35% | |
| 83 | AEOAMERICAN EAGLE OUTFITTERS NE | 61,500 | $880.0M | 0.30% | |
| 84 | ALKALASKA AIR GROUP INC | 10,609 | $810.0M | 0.28% | |
| 85 | ALGTALLEGIANT TRAVEL CO | 5,737 | $756.0M | 0.26% | |
| 86 | DRQEURDRIL-QUIP INC | 15,864 | $701.0M | 0.24% | |
| 87 | SSOPROSHARES TR | 5,952 | $576.0M | 0.20% | |
| 88 | DGSWISDOMTREE TR | 11,718 | $575.0M | 0.20% | |
| 89 | IJHISHARES TR | 3,108 | $557.0M | 0.19% | |
| 90 | JNJJOHNSON & JOHNSON | 4,051 | $527.0M | 0.18% | |
| 91 | BBBYEURBED BATH & BEYOND INC | 22,185 | $521.0M | 0.18% | |
| 92 | VOOVANGUARD INDEX FDS | 2,176 | $503.0M | 0.17% | |
| 93 | METAFACEBOOK INC | 2,564 | $439.0M | 0.15% | |
| 94 | AMZNAMAZON COM INC | 438 | $422.0M | 0.15% | |
| 95 | BRK/BBERKSHIRE HATHAWAY INC DEL | 2,218 | $407.0M | 0.14% | |
| 96 | VEUVANGUARD INTL EQUITY INDEX F | 7,368 | $389.0M | 0.13% | |
| 97 | VPUVANGUARD WORLD FDS | 3,275 | $383.0M | 0.13% | |
| 98 | BABOEING CO | 1,472 | $375.0M | 0.13% | |
| 99 | XOMEXXON MOBIL CORP | 4,448 | $365.0M | 0.13% | |
| 100 | JPMJPMORGAN CHASE & CO | 3,774 | $361.0M | 0.12% |
Page 1 of 2Next