Empirical Finance, LLC Q4 2017 Filing
Filed February 1, 2018
Portfolio Value
$303.1B
Holdings
96
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (96 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IVALALPHA ARCHITECT ETF TR | 958,826 | $31.7B | 10.45% | |
| 2 | IMOMALPHA ARCHITECT ETF TR | 1,026,934 | $31.2B | 10.29% | |
| 3 | QVALALPHA ARCHITECT ETF TR | 988,545 | $30.4B | 10.01% | |
| 4 | QMOMALPHA ARCHITECT ETF TR | 862,321 | $24.7B | 8.14% | |
| 5 | AAVMALPHA ARCHITECT ETF TR | 813,342 | $23.6B | 7.78% | |
| 6 | BNDVANGUARD BD INDEX FD INC | 99,020 | $8.1B | 2.66% | |
| 7 | IEFISHARES TR | 46,625 | $4.9B | 1.62% | |
| 8 | EEMISHARES TR | 93,091 | $4.4B | 1.45% | |
| 9 | KSSKOHLS CORP | 64,365 | $3.5B | 1.15% | |
| 10 | URBNURBAN OUTFITTERS INC | 95,789 | $3.4B | 1.11% | |
| 11 | AZOAUTOZONE INC | 4,697 | $3.3B | 1.10% | |
| 12 | LYBLYONDELLBASELL INDUSTRIES N | 29,667 | $3.3B | 1.08% | |
| 13 | SPYSPDR S&P 500 ETF TR | 11,891 | $3.2B | 1.05% | |
| 14 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 139,339 | $3.1B | 1.03% | |
| 15 | FDO.FMACYS INC | 122,560 | $3.1B | 1.02% | |
| 16 | JWNUSDNORDSTROM INC | 62,555 | $3.0B | 0.98% | |
| 17 | JNPJUNIPER NETWORKS INC | 103,407 | $2.9B | 0.97% | |
| 18 | HLFHERBALIFE LTD | 41,855 | $2.8B | 0.93% | |
| 19 | BBYBEST BUY INC | 40,942 | $2.8B | 0.92% | |
| 20 | —POWERSHARES QQQ TRUST | 17,976 | $2.8B | 0.92% | |
| 21 | GAPGAP INC DEL | 81,351 | $2.8B | 0.91% | |
| 22 | SF9SANDERSON FARMS INC | 19,612 | $2.7B | 0.90% | |
| 23 | CSCOCISCO SYS INC | 70,111 | $2.7B | 0.89% | |
| 24 | LEALEAR CORP | 14,923 | $2.6B | 0.87% | |
| 25 | RHIROBERT HALF INTL INC | 47,368 | $2.6B | 0.87% | |
| 26 | 7HPHP INC | 122,908 | $2.6B | 0.85% | |
| 27 | —EXPRESS SCRIPTS HLDG CO | 33,670 | $2.5B | 0.83% | |
| 28 | BIGGQBIG LOTS INC | 43,443 | $2.4B | 0.80% | |
| 29 | GMGENERAL MTRS CO | 59,453 | $2.4B | 0.80% | |
| 30 | GNTXGENTEX CORP | 115,490 | $2.4B | 0.80% | |
| 31 | AAPLAPPLE INC | 14,243 | $2.4B | 0.79% | |
| 32 | WSMWILLIAMS SONOMA INC | 46,462 | $2.4B | 0.79% | |
| 33 | HUMHUMANA INC | 9,621 | $2.4B | 0.79% | |
| 34 | HRBBLOCK H & R INC | 82,471 | $2.2B | 0.71% | |
| 35 | S7VSALLY BEAUTY HLDGS INC | 104,707 | $2.0B | 0.65% | |
| 36 | —POWERSHARES ACT MANG COMM FD | 110,213 | $1.9B | 0.63% | |
| 37 | VNQVANGUARD INDEX FDS | 22,947 | $1.9B | 0.63% | |
| 38 | CRUSCIRRUS LOGIC INC | 34,858 | $1.8B | 0.60% | |
| 39 | DKSDICKS SPORTING GOODS INC | 57,998 | $1.7B | 0.55% | |
| 40 | NTAPNETAPP INC | 29,787 | $1.6B | 0.54% | |
| 41 | TSCOTRACTOR SUPPLY CO | 21,317 | $1.6B | 0.53% | |
| 42 | —SYNTEL INC | 68,957 | $1.6B | 0.52% | |
| 43 | —AETNA INC NEW | 8,626 | $1.6B | 0.51% | |
| 44 | SKAASKECHERS U S A INC | 40,654 | $1.5B | 0.51% | |
| 45 | GREKUSDGLOBAL X FDS | 147,733 | $1.5B | 0.50% | |
| 46 | INTCINTEL CORP | 32,793 | $1.5B | 0.50% | |
| 47 | WMTWAL-MART STORES INC | 15,173 | $1.5B | 0.49% | |
| 48 | WYNEURWYNDHAM WORLDWIDE CORP | 12,639 | $1.5B | 0.48% | |
| 49 | EWYISHARES INC | 19,392 | $1.5B | 0.48% | |
| 50 | TUR*ISHARES INC | 33,350 | $1.4B | 0.48% | |
| 51 | STLDSTEEL DYNAMICS INC | 33,568 | $1.4B | 0.48% | |
| 52 | THD*ISHARES INC | 15,174 | $1.4B | 0.46% | |
| 53 | MDPUSDMEREDITH CORP | 21,076 | $1.4B | 0.46% | |
| 54 | EPOLISHARES TR | 51,195 | $1.4B | 0.46% | |
| 55 | DYHTARGET CORP | 21,189 | $1.4B | 0.46% | |
| 56 | EWJISHARES INC | 22,949 | $1.4B | 0.45% | |
| 57 | —VANECK VECTORS ETF TR | 41,790 | $1.4B | 0.45% | |
| 58 | MANMANPOWERGROUP INC | 10,744 | $1.4B | 0.45% | |
| 59 | EWSISHARES INC | 52,051 | $1.4B | 0.45% | |
| 60 | ELVANTHEM INC | 5,987 | $1.3B | 0.44% | |
| 61 | SHOOMADDEN STEVEN LTD | 28,842 | $1.3B | 0.44% | |
| 62 | EWHISHARES INC | 52,523 | $1.3B | 0.44% | |
| 63 | DGDOLLAR GEN CORP NEW | 14,165 | $1.3B | 0.43% | |
| 64 | UTHUNITED THERAPEUTICS CORP DEL | 8,894 | $1.3B | 0.43% | |
| 65 | FFIVF5 NETWORKS INC | 9,816 | $1.3B | 0.42% | |
| 66 | TGNATEGNA INC | 90,568 | $1.3B | 0.42% | |
| 67 | —HEALTHSOUTH CORP | 25,652 | $1.3B | 0.42% | |
| 68 | PPCPILGRIMS PRIDE CORP NEW | 40,143 | $1.2B | 0.41% | |
| 69 | IDIINTERDIGITAL INC | 16,263 | $1.2B | 0.41% | |
| 70 | GRMNGARMIN LTD | 20,686 | $1.2B | 0.41% | |
| 71 | BBBYEURBED BATH & BEYOND INC | 54,099 | $1.2B | 0.39% | |
| 72 | VYXNCR CORP NEW | 34,709 | $1.2B | 0.39% | |
| 73 | STXSEAGATE TECHNOLOGY PLC | 27,738 | $1.2B | 0.38% | |
| 74 | AEOAMERICAN EAGLE OUTFITTERS NE | 61,500 | $1.2B | 0.38% | |
| 75 | BIIBBIOGEN INC | 3,607 | $1.1B | 0.38% | |
| 76 | AMGNAMGEN INC | 6,605 | $1.1B | 0.38% | |
| 77 | WDCWESTERN DIGITAL CORP | 14,441 | $1.1B | 0.38% | |
| 78 | TUPTUPPERWARE BRANDS CORP | 17,613 | $1.1B | 0.36% | |
| 79 | CLSCA INC | 32,097 | $1.1B | 0.35% | |
| 80 | —TARO PHARMACEUTICAL INDS LTD | 10,068 | $1.1B | 0.35% | |
| 81 | GILDGILEAD SCIENCES INC | 14,250 | $1.0B | 0.34% | |
| 82 | ERUSISHARES INC | 29,693 | $995.0M | 0.33% | |
| 83 | USIGISHARES TR | 8,711 | $976.0M | 0.32% | |
| 84 | SSOPROSHARES TR | 5,410 | $592.0M | 0.20% | |
| 85 | DGSWISDOMTREE TR | 10,988 | $573.0M | 0.19% | |
| 86 | IJHISHARES TR | 2,914 | $553.0M | 0.18% | |
| 87 | VOOVANGUARD INDEX FDS | 2,176 | $534.0M | 0.18% | |
| 88 | VPUVANGUARD WORLD FDS | 3,275 | $382.0M | 0.13% | |
| 89 | —POWERSHARES ETF TRUST II | 12,641 | $349.0M | 0.12% | |
| 90 | CARSCARS COM INC | 11,000 | $317.0M | 0.10% | |
| 91 | MSFTMICROSOFT CORP | 3,655 | $313.0M | 0.10% | |
| 92 | VYMVANGUARD WHITEHALL FDS INC | 3,308 | $283.0M | 0.09% | |
| 93 | CWBSPDR SERIES TRUST | 4,904 | $248.0M | 0.08% | |
| 94 | AMZNAMAZON COM INC | 202 | $236.0M | 0.08% | |
| 95 | BRK/BBERKSHIRE HATHAWAY INC DEL | 1,086 | $215.0M | 0.07% | |
| 96 | METAFACEBOOK INC | 1,142 | $202.0M | 0.07% |