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 |
|---|---|---|---|
| REGIONAL MGMT CORP75902K106 · RM | COM | $9.3m | 352,212 |
| REGIONS FINL CORP NEW7591EP100 · RF | COM | $347.5m | 24,198,922 |
| REGIS CORP MINN758932107 | COM | $42.7m | 2,937,998 |
| REGULUS THERAPEUTICS INC75915K101 | COM | $2.7m | 1,210,121 |
| WILLBROS GROUP INC DEL969203108 | COM | $4.6m | 1,405,287 |
| WILLDAN GROUP INC96924N100 · WLDN | COM | $472,000 | 20,886 |
| WILLIAMS CLAYTON ENERGY INC969490101 | COM | $24.7m | 206,731 |
| WILLIAMS COS INC DEL969457100 · WMB | COM | $433.8m | 13,929,224 |
| WILLIAMS SONOMA INC969904101 · WSM | COM | $157.2m | 3,248,794 |
| WILLIS LEASE FINANCE CORP970646105 · WLFC | COM | $3.4m | 134,264 |
| WILLIS TOWERS WATSON PUB LTDG96629103 · WTW | SHS | $130.4m | 1,066,109 |
| WINDSTREAM HLDGS INC97382A200 | COM NEW | $40.4m | 5,514,310 |
| WINDTREE THERAPEUTICS INC97382D105 | COM | $3,000 | 2,655 |
| WINGSTOP INC974155103 · WING | COM | $54.0m | 1,825,295 |
| WINMARK CORP974250102 · WINA | COM | $9.3m | 73,469 |
| WINNEBAGO INDS INC974637100 · WGO | COM | $66.7m | 2,108,515 |
| WINS FIN HLDGS INCG97223104 | ORD SHS | $8.2m | 45,616 |
| WINTRUST FINL CORP97650W108 · WTFC | COM | $311.6m | 4,293,262 |
| WIPRO LTD97651M109 | SPON ADR 1 SH | $26.0m | 2,682,603 |
| WIRELESS TELECOM GROUP INC976524108 | COM | $9,000 | 4,683 |
| WISDOMTREE INVTS INC97717P104 · WT | COM | $75.6m | 6,784,304 |
| WIX COM LTDM98068105 · WIX | SHS | $6.4m | 144,667 |
| WMIH CORP92936P100 | COM | $10.5m | 6,756,904 |
| WOLVERINE BANCORP INC977880103 | COM | $9,000 | 283 |
| WOLVERINE WORLD WIDE INC978097103 · WWW | COM | $175.0m | 7,970,789 |
| WOODWARD INC980745103 · WWD | COM | $218.9m | 3,170,034 |
| WORKDAY INC98138H101 · WDAY | CL A | $96.2m | 1,455,172 |
| WORKDAY INC98138HAC5 | NOTE 0.750% 7/1 | $91,000 | 87,000 |
| WORKHORSE GROUP INC98138J206 · WKHS | COM NEW | $2.6m | 368,445 |
| WORKIVA INC98139A105 · WK | COM CL A | $9.6m | 701,314 |
| WORLD ACCEP CORP DEL981419104 · WRLD | COM | $32.9m | 512,239 |
| WORLD FUEL SVCS CORP981475106 · WKC | COM | $134.3m | 2,926,014 |
| WORLD WRESTLING ENTMT INC98156Q108 | CL A | $53.1m | 2,884,989 |
| WORTHINGTON INDS INC981811102 · WOR | COM | $126.9m | 2,675,300 |
| WPX ENERGY INC98212B103 | COM | $206.4m | 14,165,686 |
| WPX ENERGY INC98212B202 | PFD SER A CV | $49.6m | 754,874 |
| WRIGHT MED GROUP INC98235TAE7 | NOTE 2.000% 2/1 | $60,000 | 58,000 |
| WRIGHT MED GROUP N VN96617118 | ORD SHS 0.03 PAR | $78.5m | 3,414,157 |
| WSFS FINL CORP929328102 · WSFS | COM | $40.9m | 882,636 |
| WSI INDS INC92932Q102 | COM | $5,000 | 1,576 |
| WVS FINL CORP929358109 | COM | $3,000 | 222 |
| WYNDHAM WORLDWIDE CORP98310W108 | COM | $142.1m | 1,860,160 |
| WYNN RESORTS LTD983134107 · WYNN | COM | $119.1m | 1,376,909 |
| XACTLY CORP98386L101 | COM | $8.0m | 727,648 |
| XBIOTECH INC98400H102 · XBIT | COM | $10.3m | 1,013,917 |
| XCEL BRANDS INC98400M101 · XELB | COM NEW | $1,000 | 315 |
| XCEL ENERGY INC98389B100 · XEL | COM | $684.8m | 16,824,978 |
| XCERRA CORP98400J108 | COM | $13.2m | 1,725,422 |
| XENCOR INC98401F105 · XNCR | COM | $45.5m | 1,730,474 |
| XENIA HOTELS & RESORTS INC984017103 · XHR | COM | $73.5m | 3,785,956 |
| XENITH BANKSHARES INC NEW984102202 | COM NEW | $7.1m | 252,982 |
| XERIUM TECHNOLOGIES INC98416J118 | COM NEW | $173,000 | 30,828 |
| XEROX CORP984121103 · XRX | COM | $153.0m | 17,523,090 |
| XG TECHNOLOGY INC98372A705 | COM PAR | $0 | 194 |
| XILINX INC983919101 | COM | $316.2m | 5,237,096 |
| XILINX INC983919AF8 | NOTE 2.625% 6/1 | $183,000 | 87,000 |
| XINYUAN REAL ESTATE CO LTD98417P105 | SPONS ADR | $101,000 | 20,456 |
| XL GROUP LTDG98294104 | COM | $182.2m | 4,888,613 |
| XO GROUP INC983772104 | COM | $39.8m | 2,045,968 |
| XOMA CORP DEL98419J206 | COM NEW | $6,000 | 1,535 |
| XPLORE TECHNOLOGIES CORP983950700 | COM PAR $0.001 | $50,000 | 24,819 |
| XPO LOGISTICS INC983793100 · XPO | COM | $134.3m | 3,112,432 |
| XTANT MED HLDGS INC98420P100 | COM | $1,000 | 1,455 |
| XUNLEI LTD98419E108 · XNET | SPONSORED ADR | $13,000 | 3,249 |
| XYLEM INC98419M100 · XYL | COM | $167.0m | 3,372,940 |
| YADKIN FINL CORP984305102 | COM | $52.2m | 1,525,044 |
| YAHOO INC984332106 | COM | $451.9m | 11,686,571 |
| YAHOO INC984332AF3 | NOTE 12/0 | $173,000 | 175,000 |
| YAMANA GOLD INC98462Y100 | COM | $2.0m | 702,472 |
| YANDEX NV98474TAB3 | NOTE 1.125%12/1 | $55,000 | 58,000 |
| YANZHOU COAL MNG CO LTD984846105 | SPON ADR H SHS | $3,000 | 437 |
| 1 800 FLOWERS COM68243Q106 · FLWS | CL A | $9.2m | 856,840 |
| 1347 PPTY INS HLDGS INC68244P107 | COM | $90,000 | 11,586 |
| 1ST CONSTITUTION BANCORP31986N102 | COM | $33,000 | 1,772 |
| 1ST SOURCE CORP336901103 · SRCE | COM | $21.4m | 478,765 |
| 21VIANET GROUP INC90138A103 · VNET | SPONSORED ADR | $2.1m | 296,814 |
| 22ND CENTY GROUP INC90137F103 · XXII | COM | $16,000 | 14,483 |
| 2U INC90214J101 | COM | $33.3m | 1,103,824 |
| 3-D SYS CORP DEL88554D205 · DDD | COM NEW | $87.8m | 6,608,259 |
| 3M CO88579Y101 · MMM | COM | $1.6bn | 8,917,379 |
| 500 COM LTD33829R100 | SPON ADR REP A | $2.2m | 144,286 |
| 51JOB INC316827104 | SP ADR REP COM | $4.0m | 117,396 |
| 58 COM INC31680Q104 | SPON ADR REP A | $32.0m | 1,142,068 |
| 8POINT3 ENERGY PARTNERS LP282539105 | CL A RPT LTDPT | $87,000 | 6,727 |
| 8X8 INC NEW282914100 · EGHT | COM | $98.9m | 6,914,579 |
| A H BELO CORP001282102 | COM CL A | $321,000 | 50,594 |
| A MARK PRECIOUS METALS INC00181T107 · GOLD | COM | $335,000 | 17,199 |
| A10 NETWORKS INC002121101 · ATEN | COM | $11.8m | 1,414,905 |
| AAC HLDGS INC000307108 | COM | $2.3m | 320,410 |
| AAON INC000360206 · AAON | COM PAR $0.004 | $100.9m | 3,053,927 |
| AAR CORP000361105 · AIR | COM | $102.7m | 3,106,785 |
| AARONS INC002535300 | COM PAR $0.50 | $124.8m | 3,902,598 |
| ABAXIS INC002567105 | COM | $92.0m | 1,744,043 |
| ABBOTT LABS002824100 · ABT | COM | $911.9m | 23,740,518 |
| ABBVIE INC00287Y109 · ABBV | COM | $1.4bn | 22,184,702 |
| ABEONA THERAPEUTICS INC00289Y107 · ABEO | COM | $203,000 | 41,908 |
| ABERCROMBIE & FITCH CO002896207 · ANF | CL A | $66.4m | 5,534,075 |
| ABIOMED INC003654100 | COM | $184.9m | 1,640,991 |
| ABM INDS INC000957100 · ABM | COM | $181.6m | 4,446,945 |
| ABRAXAS PETE CORP003830106 | COM | $10.4m | 4,036,718 |
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 |