Institution
Blackrock Fund Advisors
13F for December 31, 2016, filed February 10, 2017 · SEC CIK 1006249 · Holdings history from December 31, 2009
The latest available holdings for this manager are dated December 31, 2016.
- Reported value
- $542.3bn 71% in companies we cover
- Positions we cover
- 1,951 Largest AAPL 1.6%
- Copy, a year
- +13.9% S&P 500 +12.7%
- Copy Sharpe ratio
- 1.14 S&P 500 1.08
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| IMPERIAL OIL LTD453038408 · IMO | COM NEW | $16,000 | 470 |
| IMPERVA INC45321L100 | COM | $34.8m | 907,196 |
| IMPINJ INC453204109 · PI | COM | $6.4m | 180,863 |
| IMPRIMIS PHARMACEUTICALS INC45323A201 | COM NEW | $125,000 | 49,858 |
| INC RESH HLDGS INC45329R109 | CL A | $105.1m | 1,997,637 |
| INCOME OPPORTUNITY RLTY INVS452926108 · IOR | COM | $1,000 | 108 |
| INCYTE CORP45337C102 · INCY | COM | $444.9m | 4,436,973 |
| INCYTE CORP45337CAM4 | NOTE 0.375%11/1 | $116,000 | 58,000 |
| INCYTE CORP45337CAN2 | NOTE 1.250%11/1 | $59,000 | 29,000 |
| INDEPENDENCE CONTRACT DRIL I453415309 | COM | $6.6m | 992,195 |
| INDEPENDENCE HLDG CO NEW453440307 | COM NEW | $4.6m | 233,115 |
| INDEPENDENCE RLTY TR INC45378A106 · IRT | COM | $17.7m | 1,987,905 |
| INDEPENDENT BANK CORP MASS453836108 · INDB | COM | $148.0m | 2,100,275 |
| INDEPENDENT BANK CORP MICH453838609 · IBCP | COM NEW | $14.6m | 671,841 |
| INDEPENDENT BK GROUP INC45384B106 | COM | $22.9m | 366,212 |
| INDUSTRIAL SVCS AMER INC FLA456314103 | COM | $5,000 | 2,547 |
| INFINERA CORPORATION45667G103 | COM | $41.5m | 4,885,099 |
| INFINITY PHARMACEUTICALS INC45665G303 | COM | $2.2m | 1,644,813 |
| INFINITY PPTY & CAS CORP45665Q103 | COM | $78.6m | 893,761 |
| INFORMATION SERVICES GROUP I45675Y104 · III | COM | $3.7m | 1,005,934 |
| INFOSONICS CORP456784107 | COM | $2,000 | 4,674 |
| INFOSYS LTD456788108 | SPONSORED ADR | $23.4m | 1,577,270 |
| INFRAREIT INC45685L100 | COM | $22.5m | 1,258,710 |
| INFUSYSTEM HLDGS INC45685K102 · INFU | COM | $153,000 | 60,045 |
| INGERSOLL-RAND PLCG47791101 | SHS | $348.2m | 4,639,926 |
| INGEVITY CORP45688C107 · NGVT | COM | $182.7m | 3,329,538 |
| INGLES MKTS INC457030104 · IMKTA | CL A | $20.8m | 432,089 |
| INGREDION INC457187102 · INGR | COM | $363.5m | 2,908,776 |
| INNERWORKINGS INC45773Y105 | COM | $12.5m | 1,267,501 |
| INNODATA INC457642205 · INOD | COM NEW | $174,000 | 70,822 |
| INNOPHOS HOLDINGS INC45774N108 | COM | $79.2m | 1,514,585 |
| INNOSPEC INC45768S105 · IOSP | COM | $130.4m | 1,903,280 |
| INNOVATIVE SOLUTIONS & SUPPO45769N105 · IA | COM | $128,000 | 38,520 |
| INNOVIVA INC45781M101 · INVA | COM | $89.5m | 8,361,970 |
| INOGEN INC45780L104 · INGN | COM | $87.7m | 1,306,177 |
| RLJ LODGING TR74965L101 · RLJ | COM | $108.9m | 4,445,478 |
| RMG NETWORKS HLDG CORP74966K102 | COM | $3,000 | 3,728 |
| RMR GROUP INC74967R106 · RMR | CL A | $8.2m | 207,055 |
| ROADRUNNER TRNSN SVCS HLDG I76973Q105 | COM | $26.7m | 2,571,254 |
| ROBERT HALF INTL INC770323103 · RHI | COM | $113.9m | 2,335,728 |
| ROCKET FUEL INC773111109 | COM | $144,000 | 84,287 |
| ROCKWELL AUTOMATION INC773903109 · ROK | COM | $325.4m | 2,420,981 |
| ROCKWELL COLLINS INC774341101 | COM | $282.8m | 3,048,186 |
| ROCKWELL MED INC774374102 · RMTI | COM | $10.1m | 1,539,718 |
| ROCKY BRANDS INC774515100 · RCKY | COM | $265,000 | 22,925 |
| ROCKY MTN CHOCOLATE FACTORY77467X101 · RMCF | COM | $270,000 | 26,460 |
| ROGERS CORP775133101 · ROG | COM | $108.4m | 1,411,810 |
| ROKA BIOSCIENCE INC775431208 | COM NEW | $1,000 | 126 |
| ROLLINS INC775711104 · ROL | COM | $124.3m | 3,680,092 |
| ROPER TECHNOLOGIES INC776696106 · ROP | COM | $320.1m | 1,748,666 |
| ROSETTA STONE INC777780107 | COM | $5.7m | 634,404 |
| ROSS STORES INC778296103 · ROST | COM | $491.3m | 7,489,969 |
| ROVI CORP779376AD4 | NOTE 0.500% 3/0 | $59,000 | 58,000 |
| ROWAN COMPANIES PLCG7665A101 | SHS CL A | $100.8m | 5,334,770 |
| ROYAL BANCSHARES PA INC780081105 | CL A | $243,000 | 58,562 |
| ROYAL BK SCOTLAND GROUP PLC780097739 | SP ADR PREF S | $70.1m | 2,798,068 |
| ROYAL BK SCOTLAND GROUP PLC780097788 | SP ADR L RP PF | $74.5m | 3,131,376 |
| ROYAL BK SCOTLAND GROUP PLC780097879 | SPON ADR SER H | $25.2m | 996,592 |
| ROYAL CARIBBEAN CRUISES LTDV7780T103 · RCL | COM | $244.5m | 2,979,990 |
| ROYAL DUTCH SHELL PLC780259107 | SPON ADR B | $202,000 | 3,479 |
| ROYAL DUTCH SHELL PLC780259206 | SPONS ADR A | $218,000 | 4,010 |
| ROYAL GOLD INC780287108 · RGLD | COM | $166.3m | 2,624,695 |
| ROYAL GOLD INC780287AA6 | NOTE 2.875% 6/1 | $50,000 | 47,000 |
| RPC INC749660106 · RES | COM | $16.2m | 817,258 |
| RPM INTL INC749685103 · RPM | COM | $284.6m | 5,287,490 |
| RPX CORP74972G103 | COM | $16.8m | 1,558,020 |
| RSP PERMIAN INC74978Q105 | COM | $140.7m | 3,152,522 |
| RTI INTL METALS INC74973WAB3 | NOTE 1.625%10/1 | $60,000 | 58,000 |
| RTI SURGICAL INC74975N105 | COM | $6.1m | 1,883,478 |
| RUBICON PROJ INC78112V102 | COM | $8.9m | 1,202,907 |
| RUBICON TECHNOLOGY INC78112T107 | COM | $4,000 | 6,464 |
| RUBY TUESDAY INC781182100 | COM | $16.5m | 5,100,091 |
| RUDOLPH TECHNOLOGIES INC781270103 | COM | $56.8m | 2,431,214 |
| RUSH ENTERPRISES INC781846209 · RUSHA | CL A | $28.4m | 891,330 |
| RUSH ENTERPRISES INC781846308 | CL B | $6.2m | 201,873 |
| RUTHS HOSPITALITY GROUP INC783332109 | COM | $45.2m | 2,469,700 |
| RXI PHARMACEUTICALS CORP NEW74979C501 | COM | $2,000 | 2,343 |
| RYANAIR HLDGS PLC783513203 · RYAAY | SPONSORED ADR NE | $47.0m | 564,819 |
| RYDER SYS INC783549108 · R | COM | $118.7m | 1,594,389 |
| RYERSON HLDG CORP783754104 · RYZ | COM | $5.7m | 428,493 |
| RYLAND GROUP INC783764AS2 | NOTE 0.250% 6/0 | $54,000 | 58,000 |
| RYMAN HOSPITALITY PPTYS INC78377T107 · RHP | COM | $99.9m | 1,585,739 |
| S & T BANCORP INC783859101 · STBA | COM | $109.5m | 2,805,424 |
| S&P GLOBAL INC78409V104 · SPGI | COM | $387.6m | 3,604,492 |
| S&W SEED CO785135104 | COM | $272,000 | 59,186 |
| SABRA HEALTH CARE REIT INC78573L106 · SBRA | COM | $129.0m | 5,284,542 |
| SABRE CORP78573M104 · SABR | COM | $54.0m | 2,165,074 |
| SAEXPLORATION HLDGS INC78636X204 | COM NEW | $0 | 15 |
| SAFE BULKERS INCY7388L103 | COM | $97,000 | 84,331 |
| SAFEGUARD SCIENTIFICS INC786449207 | COM NEW | $9.1m | 677,626 |
| SAFETY INS GROUP INC78648T100 · SAFT | COM | $69.8m | 947,584 |
| SAGA COMMUNICATIONS INC786598300 · SGA | CL A NEW | $6.2m | 122,546 |
| SAGE THERAPEUTICS INC78667J108 | COM | $72.5m | 1,420,226 |
| SAIA INC78709Y105 · SAIA | COM | $87.4m | 1,978,961 |
| SAJAN INC79379T202 | COM NEW | $6,000 | 1,682 |
| SALEM MEDIA GROUP INC794093104 | CL A | $2.3m | 361,972 |
| SALESFORCE COM INC79466L302 · CRM | COM | $640.3m | 9,353,403 |
| SALESFORCE COM INC79466LAD6 | NOTE 0.250% 4/0 | $170,000 | 146,000 |
| SALISBURY BANCORP INC795226109 | COM | $8,000 | 207 |
| SALLY BEAUTY HLDGS INC79546E104 · SBH | COM | $147.9m | 5,598,977 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2013-06-30 | $272.4B |
| 2013-09-30 | $296.2B |
| 2013-12-31 | $328.8B |
| 2014-03-31 | $337.4B |
| 2014-06-30 | $355.1B |
| 2014-09-30 | $353.9B |
| 2014-12-31 | $404.6B |
| 2015-03-31 | $418.6B |
| 2015-06-30 | $416.9B |
| 2015-09-30 | $386.2B |
| 2015-12-31 | $433.6B |
| 2016-03-31 | $432B |
| 2016-06-30 | $453B |
| 2016-09-30 | $487.2B |
| 2016-12-31 | $542.3B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| AAPLApple Inc. | 1.64% | $8.9bn | 76.84M | +8.0% Added |
| MSFTMicrosoft Corporation | 1.30% | $7.0bn | 113.20M | +8.0% Added |
| JNJJohnson & Johnson | 0.97% | $5.2bn | 45.55M | +5.1% Added |
| TAT&T | 0.82% | $4.4bn | 104.51M | +3.7% Added |
| JPMJPMorgan Chase | 0.78% | $4.2bn | 49.18M | +10.3% Added |
| CVXChevron Corporation | 0.77% | $4.2bn | 35.62M | +5.8% Added |
| AMZNAmazon | 0.72% | $3.9bn | 5.22M | +6.7% Added |
| METAMeta Platforms | 0.70% | $3.8bn | 32.87M | +8.1% Added |
| PGProcter & Gamble | 0.65% | $3.5bn | 41.60M | +7.6% Added |
| VZVerizon | 0.64% | $3.4bn | 64.61M | +5.2% Added |
| PFEPfizer | 0.63% | $3.4bn | 105.44M | +7.6% Added |
| WFCWells Fargo | 0.62% | $3.4bn | 60.93M | +9.8% Added |
| GOOGLAlphabet Inc. (Class A) | 0.62% | $3.3bn | 4.23M | +6.9% Added |
| BACBank of America | 0.56% | $3.0bn | 137.28M | +11.0% Added |
| INTCIntel | 0.53% | $2.9bn | 79.39M | +8.3% Added |
| MRKMerck & Co. | 0.52% | $2.8bn | 48.12M | +5.6% Added |
| KOThe Coca-Cola Company | 0.48% | $2.6bn | 63.17M | +4.8% Added |
| PMPhilip Morris International | 0.46% | $2.5bn | 27.26M | +3.0% Added |
| CSCOCisco | 0.46% | $2.5bn | 82.09M | +7.4% Added |
| IBMIBM | 0.45% | $2.4bn | 14.57M | +5.9% Added |
| PEPPepsiCo | 0.44% | $2.4bn | 22.64M | +6.7% Added |
| UNHUnitedHealth Group | 0.44% | $2.4bn | 14.79M | +2.4% Added |
| HDThe Home Depot | 0.43% | $2.3bn | 17.52M | +1.8% Added |
| CCitigroup | 0.43% | $2.3bn | 39.41M | +9.5% Added |
| MOAltria | 0.42% | $2.3bn | 33.44M | +0.5% |
| VVisa Inc. | 0.42% | $2.3bn | 28.89M | +5.3% Added |
| CMCSAComcast | 0.41% | $2.2bn | 31.92M | +8.0% Added |
| AMGNAmgen | 0.39% | $2.1bn | 14.59M | +11.3% Added |
| DISThe Walt Disney Company | 0.38% | $2.1bn | 19.86M | +7.5% Added |
| GILDGilead Sciences | 0.38% | $2.0bn | 28.51M | +9.5% Added |
| MCDMcDonald's | 0.38% | $2.0bn | 16.74M | −2.3% Reduced |
| SLBSchlumberger | 0.34% | $1.8bn | 21.77M | +8.8% Added |
| LMTLockheed Martin | 0.33% | $1.8bn | 7.08M | +6.9% Added |
| ORCLOracle Corporation | 0.31% | $1.7bn | 44.00M | +7.3% Added |
| WMTWalmart | 0.30% | $1.6bn | 23.61M | +18.5% Added |
| MMM3M | 0.29% | $1.6bn | 8.92M | +7.9% Added |
| MDTMedtronic | 0.29% | $1.6bn | 21.98M | +3.5% Added |
| QCOMQualcomm | 0.29% | $1.6bn | 23.92M | +11.6% Added |
| MAMastercard | 0.28% | $1.5bn | 14.68M | +10.2% Added |
| BIIBBiogen | 0.28% | $1.5bn | 5.30M | +6.6% Added |
| BMYBristol Myers Squibb | 0.27% | $1.5bn | 25.04M | +2.8% Added |
| BABoeing | 0.27% | $1.4bn | 9.26M | +13.6% Added |
| LLYLilly (Eli) | 0.26% | $1.4bn | 19.05M | +8.1% Added |
| ABBVAbbVie | 0.26% | $1.4bn | 22.18M | +7.8% Added |
| UPSUnited Parcel Service | 0.26% | $1.4bn | 12.06M | +5.0% Added |
| BABAAlibaba Group Holding Ltd | 0.26% | $1.4bn | 15.72M | −4.0% Reduced |
| SPGSimon Property Group | 0.25% | $1.3bn | 7.54M | −1.0% Reduced |
| NEENextEra Energy | 0.24% | $1.3bn | 10.95M | +4.5% Added |
| GSGoldman Sachs | 0.23% | $1.2bn | 5.21M | +10.5% Added |
| USBU.S. Bancorp | 0.23% | $1.2bn | 24.10M | +12.5% Added |
| OXYOccidental Petroleum | 0.23% | $1.2bn | 17.22M | +5.3% Added |
| ACNAccenture | 0.22% | $1.2bn | 10.28M | +2.3% Added |
| UNPUnion Pacific Corporation | 0.22% | $1.2bn | 11.42M | +10.8% Added |
| TXNTexas Instruments | 0.22% | $1.2bn | 16.02M | +14.2% Added |
| SBUXStarbucks | 0.21% | $1.2bn | 21.05M | +5.5% Added |
| CMECME Group | 0.21% | $1.1bn | 9.90M | +4.6% Added |
| NVDANVIDIA Corporation | 0.21% | $1.1bn | 10.62M | +7.7% Added |
| CVSCVS Health | 0.21% | $1.1bn | 14.30M | +6.8% Added |
| KMBKimberly-Clark | 0.20% | $1.1bn | 9.76M | +21.1% Added |
| PSAPublic Storage | 0.20% | $1.1bn | 4.74M | −7.9% Reduced |
| COPConocoPhillips | 0.20% | $1.1bn | 21.13M | +8.7% Added |
| CATCaterpillar Inc. | 0.19% | $1.1bn | 11.36M | +7.7% Added |
| DDominion Energy | 0.19% | $1.1bn | 13.74M | −7.4% Reduced |
| BKNGBooking Holdings | 0.18% | $981.4m | 669.4K | +7.2% Added |
| AMTAmerican Tower | 0.18% | $964.0m | 9.14M | −3.9% Reduced |
| COSTCostco | 0.17% | $949.8m | 5.93M | 0.0% |
| DUKDuke Energy | 0.17% | $947.6m | 12.21M | −7.6% Reduced |
| CBChubb Limited | 0.17% | $933.6m | 7.07M | +3.5% Added |
| NKENike, Inc. | 0.17% | $931.1m | 18.32M | +3.5% Added |
| ABTAbbott Laboratories | 0.17% | $911.9m | 23.74M | +0.4% |
| REGNRegeneron Pharmaceuticals | 0.17% | $898.5m | 2.45M | +6.9% Added |
| SOSouthern Company | 0.16% | $890.4m | 18.10M | +0.1% |
| LOWLowe's | 0.16% | $884.8m | 12.44M | +3.0% Added |
| CLColgate-Palmolive | 0.16% | $882.7m | 13.49M | +4.2% Added |
| ADPAutomatic Data Processing | 0.16% | $879.7m | 8.56M | +0.5% |
| MDLZMondelez International | 0.16% | $872.8m | 19.69M | +5.6% Added |
| AIGAmerican International Group | 0.16% | $865.7m | 13.25M | +5.4% Added |
| EOGEOG Resources | 0.16% | $858.7m | 8.49M | +10.7% Added |
| PLDPrologis | 0.16% | $858.2m | 16.26M | +0.3% |
| GISGeneral Mills | 0.16% | $857.5m | 13.88M | −5.3% Reduced |
| CHTRCharter Communications | 0.16% | $853.3m | 2.96M | +3.3% Added |
| TMOThermo Fisher Scientific | 0.16% | $850.6m | 6.03M | −0.8% Reduced |
| MSMorgan Stanley | 0.15% | $842.5m | 19.94M | +8.5% Added |
| ADBEAdobe Inc. | 0.15% | $826.0m | 8.02M | +5.2% Added |
| PNCPNC Financial Services | 0.15% | $818.2m | 7.00M | +12.9% Added |
| DHRDanaher Corporation | 0.15% | $817.1m | 10.50M | +9.5% Added |
| WELLWelltower | 0.15% | $811.7m | 12.13M | −4.3% Reduced |
| TJXTJX Companies | 0.15% | $797.0m | 10.61M | +2.6% Added |
| GDGeneral Dynamics | 0.15% | $796.8m | 4.62M | +23.2% Added |
| AXPAmerican Express | 0.14% | $782.2m | 10.56M | +10.4% Added |
| EQIXEquinix | 0.14% | $758.5m | 2.12M | −1.2% Reduced |
| WMWaste Management | 0.14% | $758.4m | 10.69M | +1.6% Added |
| SRESempra | 0.14% | $757.1m | 7.52M | −1.5% Reduced |
| SYKStryker Corporation | 0.14% | $756.7m | 6.32M | −1.8% Reduced |
| METMetLife | 0.14% | $747.9m | 13.88M | +13.0% Added |
| OKEOneok | 0.14% | $744.1m | 12.96M | +4.1% Added |
| VTRVentas | 0.14% | $735.8m | 11.77M | −5.9% Reduced |
| KHCKraft Heinz | 0.14% | $732.7m | 8.39M | +19.9% Added |
| FDXFedEx | 0.13% | $723.2m | 3.88M | +16.4% Added |
| BDXBecton Dickinson | 0.13% | $718.7m | 4.34M | −2.9% Reduced |
| NOCNorthrop Grumman | 0.13% | $712.9m | 3.07M | +22.3% Added |
| HALHalliburton | 0.13% | $708.6m | 13.10M | +8.0% Added |
| AEPAmerican Electric Power | 0.13% | $702.6m | 11.16M | +2.8% Added |
| VMRKVivmark Residential | 0.13% | $699.4m | 10.87M | −5.7% Reduced |
| EMREmerson Electric | 0.13% | $699.4m | 12.54M | +2.0% Added |
| PEGPublic Service Enterprise Group | 0.13% | $695.8m | 15.86M | +13.9% Added |
| PCGPG&E Corporation | 0.13% | $695.3m | 11.44M | +3.0% Added |
| BLKBlackRock | 0.13% | $686.8m | 1.80M | +9.6% Added |
| XELXcel Energy | 0.13% | $684.8m | 16.82M | +1.4% Added |
| GMGeneral Motors | 0.13% | $679.7m | 19.51M | +13.5% Added |
| SCHWCharles Schwab Corporation | 0.13% | $677.6m | 17.17M | +10.4% Added |
| BNYBNY Mellon | 0.12% | $674.4m | 14.23M | +10.3% Added |
| JCIJohnson Controls | 0.12% | $669.8m | 16.26M | +6.0% Added |
| NFLXNetflix | 0.12% | $667.4m | 5.39M | +7.1% Added |
| WECWEC Energy Group | 0.12% | $658.9m | 11.23M | +2.4% Added |
| PSXPhillips 66 | 0.12% | $657.5m | 7.61M | +7.6% Added |
| FFord Motor Company | 0.12% | $646.3m | 53.28M | +12.9% Added |
| DTEDTE Energy | 0.12% | $643.3m | 6.53M | +3.9% Added |
| CRMSalesforce | 0.12% | $640.3m | 9.35M | +6.6% Added |
| PCARPaccar | 0.12% | $638.9m | 10.00M | +5.6% Added |
| CCICrown Castle | 0.12% | $636.0m | 7.33M | −0.9% Reduced |
| EIXEdison International | 0.12% | $631.6m | 8.77M | +5.9% Added |
| IPInternational Paper | 0.12% | $630.7m | 11.89M | +6.0% Added |
| BIDUBaidu, Inc. | 0.12% | $630.6m | 3.84M | −4.1% Reduced |
| TGTTarget Corporation | 0.12% | $629.6m | 8.72M | +4.4% Added |
| KMIKinder Morgan | 0.12% | $624.3m | 30.14M | +11.6% Added |
| PKGPackaging Corporation of America | 0.12% | $623.7m | 7.35M | +2.2% Added |
| ISRGIntuitive Surgical | 0.12% | $622.2m | 981.1K | +14.3% Added |
| ETNEaton Corporation | 0.11% | $617.8m | 9.21M | +6.4% Added |
| EDConsolidated Edison | 0.11% | $616.6m | 8.37M | −4.0% Reduced |
| EXCExelon | 0.11% | $612.3m | 17.25M | +7.4% Added |
| PPLPPL Corporation | 0.11% | $607.4m | 17.84M | +3.8% Added |
| ILMNIllumina, Inc. | 0.11% | $601.2m | 4.70M | +10.1% Added |
| PRUPrudential Financial | 0.11% | $596.3m | 5.73M | +10.9% Added |
| BXPBXP, Inc. | 0.11% | $592.9m | 4.71M | −1.9% Reduced |
| PYPLPayPal | 0.11% | $589.6m | 14.94M | +7.4% Added |
| MRSHMarsh McLennan | 0.11% | $587.4m | 8.69M | +3.3% Added |
| ELVElevance Health | 0.11% | $585.2m | 4.07M | +7.9% Added |
| PAYXPaychex | 0.11% | $578.1m | 9.50M | −8.0% Reduced |
| HPEHewlett Packard Enterprise | 0.11% | $574.0m | 24.80M | +18.6% Added |
| BKRBaker Hughes | 0.10% | $569.5m | 8.76M | +9.2% Added |
| COFCapital One | 0.10% | $568.5m | 6.52M | +5.6% Added |
| TRVThe Travelers Companies | 0.10% | $564.2m | 4.61M | +6.1% Added |
| SYYSysco | 0.10% | $550.7m | 9.95M | +4.2% Added |
| MPCMarathon Petroleum | 0.10% | $547.8m | 10.88M | +8.2% Added |
| ORealty Income | 0.10% | $546.4m | 9.51M | −2.6% Reduced |
| VNOVornado Realty Trust | 0.10% | $545.9m | 5.23M | −4.0% Reduced |
| CICigna | 0.10% | $545.3m | 4.09M | +4.1% Added |
| VLOValero Energy | 0.10% | $544.3m | 7.97M | +4.2% Added |
| ETREntergy | 0.10% | $544.2m | 7.41M | +4.8% Added |
| Company | Bought (value) | Shares |
|---|---|---|
| AAPLApple Inc. | $662.1m | 5.72M |
| MSFTMicrosoft Corporation | $523.7m | 8.43M |
| JPMJPMorgan Chase | $396.6m | 4.60M |
| ICEIntercontinental Exchange | $369.7m | 6.55M |
| BACBank of America | $301.4m | 13.64M |
| WFCWells Fargo | $301.0m | 5.46M |
| AGNCAGNC Investment Corp. | $298.1m | 16.44M |
| METAMeta Platforms | $282.6m | 2.46M |
| TEVATeva Pharmaceutical Industries LTD | $262.0m | 7.23M |
| JNJJohnson & Johnson | $254.5m | 2.21M |
| WMTWalmart | $254.5m | 3.68M |
| PGProcter & Gamble | $248.3m | 2.95M |
| AMZNAmazon | $244.6m | 326.2K |
| PFEPfizer | $240.6m | 7.41M |
| CVXChevron Corporation | $230.8m | 1.96M |
| Company | Sold (value) | Shares |
|---|---|---|
| AAAlcoa Corp | −$624.5m | −22.24M |
| PSAPublic Storage | −$90.7m | −405.7K |
| DVADaVita | −$89.0m | −1.39M |
| DDominion Energy | −$84.5m | −1.10M |
| HSYThe Hershey Company | −$78.5m | −759.2K |
| HSICHenry Schein | −$78.1m | −514.7K |
| DUKDuke Energy | −$77.5m | −998.7K |
| CORCencora | −$77.0m | −984.7K |
| MAAMid-America Apartment Communities | −$66.0m | −674.2K |
| BABAAlibaba Group Holding Ltd | −$57.9m | −659.8K |
| PAYXPaychex | −$50.1m | −823.1K |
| MCDMcDonald's | −$48.2m | −396.3K |
| GISGeneral Mills | −$47.8m | −773.8K |
| VTRVentas | −$46.3m | −740.4K |
| VMRKVivmark Residential | −$42.5m | −660.5K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestAugust 16, 2013 to May 26, 2017 | +13.9% | +12.7% | 1.14 | 1.08 | −11.8% | 1.01 |
| Last three yearsMay 30, 2014 to May 26, 2017 | +11.4% | +10.1% | 0.92 | 0.84 | −11.8% | 1.02 |
| Last yearMay 27, 2016 to May 26, 2017 | +18.5% | +17.4% | 1.77 | 1.84 | −4.8% | 1.09 |