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 |
|---|---|---|---|
| ACACIA COMMUNICATIONS INC00401C108 | COM | $10.1m | 164,168 |
| ACACIA RESH CORP003881307 · ACTG | ACACIA TCH COM | $8.3m | 1,276,175 |
| ACADIA HEALTHCARE COMPANY IN00404A109 · ACHC | COM | $33.0m | 997,604 |
| ACADIA PHARMACEUTICALS INC004225108 · ACAD | COM | $78.0m | 2,704,309 |
| ACADIA RLTY TR004239109 · AKR | COM SH BEN INT | $223.2m | 6,829,445 |
| BUILD A BEAR WORKSHOP120076104 · BBW | COM | $6.3m | 456,209 |
| BUILDERS FIRSTSOURCE INC12008R107 · BLDR | COM | $36.3m | 3,312,789 |
| BUNGE LIMITEDG16962105 | COM | $126.1m | 1,745,159 |
| BURLINGTON STORES INC122017106 · BURL | COM | $60.5m | 713,541 |
| BWX TECHNOLOGIES INC05605H100 · BWXT | COM | $72.9m | 1,837,022 |
| C & F FINL CORP12466Q104 · CFFI | COM | $5.4m | 108,949 |
| C D I CORP125071100 | COM | $5.7m | 767,859 |
| C H ROBINSON WORLDWIDE INC12541W209 · CHRW | COM NEW | $302.4m | 4,127,940 |
| FELCOR LODGING TR INC31430F101 | COM | $33.1m | 4,134,314 |
| FEMALE HEALTH CO314462102 | COM | $74,000 | 81,537 |
| FENIX PTS INC31446L100 | COM | $125,000 | 44,484 |
| FERRO CORP315405100 | COM | $35.6m | 2,484,127 |
| FERROGLOBE PLCG33856108 · GSM | SHS | $21.0m | 1,936,134 |
| FIBRIA CELULOSE S A31573A109 | SP ADR REP COM | $7.6m | 791,336 |
| FIBROCELL SCIENCE INC315721209 | COM NEW | $40,000 | 62,925 |
| FIBROGEN INC31572Q808 | COM | $52.3m | 2,443,562 |
| FIDELITY & GTY LIFE315785105 | COM | $9.0m | 378,003 |
| FIDELITY NATIONAL FINANCIAL31620R303 · FNF | FNF GROUP COM | $125.8m | 3,704,870 |
| FIDELITY NATIONAL FINANCIAL31620R402 | FNFV GROUP COM | $27.9m | 2,039,388 |
| FIDELITY NATL INFORMATION SV31620M106 · FIS | COM | $512.0m | 6,769,129 |
| FIDELITY SOUTHERN CORP NEW316394105 | COM | $41.5m | 1,752,702 |
| FIESTA RESTAURANT GROUP INC31660B101 | COM | $64.6m | 2,162,925 |
| FIFTH STR ASSET MGMT INC31679P109 | CL A COM | $1.3m | 189,342 |
| FIFTH THIRD BANCORP316773100 · FITB | COM | $403.7m | 14,968,884 |
| FINANCIAL ENGINES INC317485100 | COM | $154.6m | 4,206,437 |
| FINANCIAL INSTNS INC317585404 · FISI | COM | $15.7m | 460,262 |
| FINISAR CORP31787A507 | COM NEW | $106.3m | 3,512,969 |
| FINISAR CORP31787AAM3 | NOTE 0.500%12/1 | $69,000 | 58,000 |
| FINISH LINE INC317923100 | CL A | $61.9m | 3,293,205 |
| FINJAN HLDGS INC31788H303 | COM NEW | $24,000 | 21,628 |
| FIREEYE INC31816Q101 | COM | $22.7m | 1,903,426 |
| FIREEYE INC31816QAD3 | NOTE 1.625% 6/0 | $105,000 | 117,000 |
| FIRST ACCEPTANCE CORP318457108 | COM | $55,000 | 52,906 |
| FIRST AMERN FINL CORP31847R102 · FAF | COM | $160.3m | 4,376,845 |
| FIRST BANCORP INC ME31866P102 · FNLC | COM | $11.2m | 339,525 |
| FIRST BANCORP N C318910106 · FBNC | COM | $17.6m | 650,323 |
| FIRST BANCORP P R318672706 · FBP | COM NEW | $66.3m | 10,024,037 |
| FIRST BANCSHARES INC MS318916103 | COM | $44,000 | 1,610 |
| FIRST BANK WILLIAMSTOWN NJ31931U102 | COM | $26,000 | 2,207 |
| FIRST BUS FINL SVCS INC WIS319390100 · FBIZ | COM | $6.5m | 272,627 |
| FIRST BUSEY CORP319383204 · BUSE | COM NEW | $31.4m | 1,021,197 |
| FIRST CAPITAL INC31942S104 · FCAP | COM | $20,000 | 627 |
| FIRST CMNTY BANCSHARES INC N31983A103 · FCBC | COM | $15.5m | 513,642 |
| FIRST CMNTY CORP S C319835104 · FCCO | COM | $33,000 | 1,814 |
| FIRST CMNTY FINL PARTNERS IN31985Q106 · FCCO | COM | $5.1m | 437,245 |
| FIRST COMWLTH FINL CORP PA319829107 · FCF | COM | $99.2m | 6,995,127 |
| FIRST CONN BANCORP INC MD319850103 | COM | $10.6m | 468,758 |
| FIRST CTZNS BANCSHARES INC N31946M103 · FCNCA | CL A | $83.8m | 236,069 |
| FIRST DATA CORP NEW32008D106 | COM CL A | $44.9m | 3,165,593 |
| FIRST DEFIANCE FINL CORP32006W106 | COM | $14.7m | 290,672 |
| FIRST FINANCIAL NORTHWEST IN32022K102 | COM | $5.1m | 258,265 |
| FIRST FINL BANCORP OH320209109 · FFBC | COM | $139.8m | 4,915,308 |
| FIRST FINL BANKSHARES32020R109 · FFIN | COM | $233.3m | 5,160,559 |
| FIRST FINL CORP IND320218100 · THFF | COM | $17.6m | 334,284 |
| FIRST FNDTN INC32026V104 | COM | $12.4m | 435,764 |
| FIRST HAWAIIAN INC32051X108 · FHB | COM | $8.5m | 242,909 |
| FIRST HORIZON NATL CORP320517105 · FHN | COM | $190.2m | 9,504,196 |
| FIRST INDUSTRIAL REALTY TRUS32054K103 · FR | COM | $212.7m | 7,583,402 |
| FIRST INTERNET BANCORP320557101 · INBK | COM | $5.7m | 179,245 |
| FIRST INTST BANCSYSTEM INC32055Y201 · FIBK | COM CL A | $25.7m | 603,681 |
| FIRST LONG IS CORP320734106 | COM | $20.3m | 709,359 |
| FIRST MAJESTIC SILVER CORP32076V103 · AG | COM | $86,000 | 11,258 |
| FIRST MERCHANTS CORP320817109 · FRME | COM | $46.4m | 1,233,219 |
| FIRST MID ILL BANCSHARES INC320866106 · FMBH | COM | $8.3m | 243,790 |
| FIRST MIDWEST BANCORP DEL320867104 | COM | $162.2m | 6,428,634 |
| GRAINGER W W INC384802104 · GWW | COM | $232.9m | 1,002,737 |
| GRAMERCY PPTY TR385002100 | COM | $141.9m | 15,453,886 |
| GRAN TIERRA ENERGY INC38500T101 · GTE | COM | $374,000 | 123,717 |
| GRAND CANYON ED INC38526M106 · LOPE | COM | $79.3m | 1,356,609 |
| GRANITE CONSTR INC387328107 · GVA | COM | $127.0m | 2,308,524 |
| GRAPHIC PACKAGING HLDG CO388689101 · GPK | COM | $43.5m | 3,486,009 |
| GRAY TELEVISION INC389375106 · GTN | COM | $20.9m | 1,921,853 |
| GREAT AJAX CORP38983D300 | COM | $11.2m | 840,669 |
| GREAT ELM CAP GROUP INC39036P209 | COM NEW | $110,000 | 29,256 |
| GREAT LAKES DREDGE & DOCK CO390607109 | COM | $8.2m | 1,951,698 |
| GREAT PLAINS ENERGY INC391164100 | COM | $317.5m | 11,609,585 |
| GREAT SOUTHN BANCORP INC390905107 · GSBC | COM | $19.3m | 352,575 |
| GREAT WESTN BANCORP INC391416104 | COM | $203.5m | 4,668,072 |
| GREEN BANCORP INC39260X100 | COM | $10.5m | 687,886 |
| GREEN BRICK PARTNERS INC392709101 · GRBK | COM | $7.8m | 772,597 |
| GREEN DOT CORP39304D102 · GDOT | CL A | $81.7m | 3,469,044 |
| GREEN PLAINS INC393222104 · GPRE | COM | $81.7m | 2,933,213 |
| GREENBRIER COS INC393657101 · GBX | COM | $93.7m | 2,255,177 |
| GREENE COUNTY BANCORP INC394357107 · GCBC | COM | $2.1m | 92,812 |
| GREENHILL & CO INC395259104 | COM | $63.3m | 2,286,974 |
| GREENLIGHT CAPITAL RE LTDG4095J109 · GLRE | CLASS A | $20.6m | 904,716 |
| GREIF INC397624107 · GEF | CL A | $80.9m | 1,576,969 |
| GREIF INC397624206 · GEF | CL B | $11.7m | 173,774 |
| GRIFFIN INL RLTY INC398231100 | COM | $869,000 | 27,376 |
| GRIFFON CORP398433102 · GFF | COM | $60.6m | 2,314,623 |
| GRIFOLS S A398438408 | SP ADR REP B NVT | $32.8m | 2,039,868 |
| GROUP 1 AUTOMOTIVE INC398905109 · GPI | COM | $128.5m | 1,648,355 |
| GROUPON INC399473107 | COM | $12.7m | 3,825,121 |
| GRUBHUB INC400110102 | COM | $93.7m | 2,490,083 |
| GRUPO AEROPORTUARIO CTR NORT400501102 | SPON ADR | $800,000 | 23,160 |
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 |