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
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%

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