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 |
|---|---|---|---|
| GRUPO AEROPORTUARIO DEL SURE40051E202 | SPON ADR SER B | $17.4m | 120,714 |
| GRUPO FINANCIERO GALICIA S A399909100 | SP ADR 10 SH B | $12.9m | 479,556 |
| GRUPO SUPERVIELLE S A40054A108 | SPONSORED ADR | $2.3m | 173,352 |
| GSE SYS INC36227K106 | COM | $161,000 | 46,075 |
| GSI TECHNOLOGY36241U106 · GSIT | COM | $248,000 | 39,992 |
| GTT COMMUNICATIONS INC362393100 | COM | $24.3m | 844,715 |
| GTX INC DEL40052B207 | COM NEW | $7,000 | 1,343 |
| GUARANTY BANCORP DEL40075T607 | COM NEW | $13.7m | 565,975 |
| GUARANTY FED BANCSHARES INC40108P101 | COM | $17,000 | 825 |
| GUESS INC401617105 | COM | $104.6m | 8,645,461 |
| GUIDANCE SOFTWARE INC401692108 | COM | $5.2m | 729,143 |
| GUIDEWIRE SOFTWARE INC40171V100 · GWRE | COM | $43.6m | 884,827 |
| GULF ISLAND FABRICATION INC402307102 | COM | $8.9m | 750,389 |
| GULFMARK OFFSHORE INC402629208 | CL A NEW | $97,000 | 55,242 |
| GULFPORT ENERGY CORP402635304 | COM NEW | $130.3m | 6,023,276 |
| GW PHARMACEUTICALS PLC36197T103 | ADS | $29.5m | 264,098 |
| GWG HLDGS INC36192A109 | COM | $1,000 | 186 |
| GYRODYNE LLC403829104 · GYRO | COM | $46,000 | 2,522 |
| H & E EQUIPMENT SERVICES INC404030108 | COM | $22.0m | 945,576 |
| HABIT RESTAURANTS INC40449J103 | COM CL A | $7.5m | 434,406 |
| HACKETT GROUP INC404609109 · HCKT | COM | $12.9m | 729,199 |
| HAEMONETICS CORP405024100 · HAE | COM | $166.3m | 4,137,423 |
| HAIN CELESTIAL GROUP INC405217100 · HAIN | COM | $156.2m | 4,002,035 |
| HALCON RES CORP40537Q605 | COM PAR NEW | $110,000 | 11,817 |
| HALLADOR ENERGY COMPANY40609P105 · HNRG | COM | $340,000 | 37,364 |
| HALLIBURTON CO406216101 · HAL | COM | $708.6m | 13,101,279 |
| HALLMARK FINL SVCS INC EC40624Q203 | COM NEW | $5.5m | 472,624 |
| HALOZYME THERAPEUTICS INC40637H109 · HALO | COM | $50.3m | 5,091,303 |
| HALYARD HEALTH INC40650V100 | COM | $105.7m | 2,857,249 |
| HAMILTON BANCORP INC MD407015106 | COM | $11,000 | 790 |
| HANCOCK HLDG CO410120109 · HWC | COM | $213.2m | 4,947,781 |
| HANDY & HARMAN LTD410315105 | COM | $2.4m | 94,770 |
| HANESBRANDS INC410345102 | COM | $139.9m | 6,484,390 |
| HANMI FINL CORP410495204 · HAFC | COM NEW | $89.4m | 2,560,651 |
| HANNON ARMSTRONG SUST INFR C41068X100 | COM | $46.8m | 2,462,573 |
| HANOVER INS GROUP INC410867105 · THG | COM | $155.4m | 1,707,749 |
| REINSURANCE GROUP AMER INC759351604 · RGA | COM NEW | $322.0m | 2,559,003 |
| REIS INC75936P105 | COM | $6.5m | 291,086 |
| RELIANCE STEEL & ALUMINUM CO759509102 · RS | COM | $233.0m | 2,929,170 |
| RELIV INTL INC75952R209 | COM NEW | $1,000 | 258 |
| RELM WIRELESS CORP759525108 | COM | $117,000 | 24,632 |
| REMARK MEDIA INC75954W107 | COM | $16,000 | 4,133 |
| RENAISSANCERE HOLDINGS LTDG7496G103 · RNR | COM | $277.1m | 2,034,369 |
| RENASANT CORP75970E107 · RNST | COM | $53.3m | 1,262,529 |
| RENEWABLE ENERGY GROUP INC75972A301 | COM NEW | $13.5m | 1,395,846 |
| RENREN INC759892102 | SPONSORED ADR | $987,000 | 620,519 |
| RENT A CTR INC NEW76009N100 · UPBD | COM | $48.1m | 4,273,434 |
| RENTECH INC760112201 | COM NEW | $147,000 | 59,345 |
| REPLIGEN CORP759916109 · RGEN | COM | $94.8m | 3,076,405 |
| REPROS THERAPEUTICS INC76028H209 | COM NEW | $80,000 | 60,822 |
| REPUBLIC BANCORP KY760281204 · RBCAA | CL A | $12.8m | 324,153 |
| REPUBLIC FIRST BANCORP INC760416107 | COM | $13.5m | 1,614,158 |
| REPUBLIC SVCS INC760759100 · RSG | COM | $411.8m | 7,217,954 |
| RESEARCH FRONTIERS INC760911107 · REFR | COM | $106,000 | 58,255 |
| RESMED INC761152107 · RMD | COM | $383.1m | 6,174,597 |
| RESOLUTE ENERGY CORP76116A306 | COM NEW | $344,000 | 8,347 |
| RESOLUTE FST PRODS INC76117W109 | COM | $303,000 | 56,715 |
| RESONANT INC76118L102 | COM | $116,000 | 23,029 |
| RESOURCE CAP CORP76120W708 | COM NEW | $14.0m | 1,679,494 |
| RESOURCES CONNECTION INC76122Q105 · RGP | COM | $51.7m | 2,687,652 |
| RESTORATION HARDWARE HLDGS I761283100 | COM | $71.0m | 2,312,242 |
| RETAIL OPPORTUNITY INVTS COR76131N101 | COM | $178.8m | 8,460,770 |
| RETAIL PPTYS AMER INC76131V202 | CL A | $60.6m | 3,950,595 |
| RETAILMENOT INC76132B106 | COM SER 1 | $11.8m | 1,269,169 |
| RETRACTABLE TECHNOLOGIES INC76129W105 · RVP | COM | $32,000 | 34,671 |
| RETROPHIN INC761299106 | COM | $30.9m | 1,631,894 |
| REVANCE THERAPEUTICS INC761330109 | COM | $28.9m | 1,398,009 |
| REVLON INC761525609 | CL A NEW | $10.4m | 358,177 |
| REVOLUTION LIGHTING TECHNOLO76155G206 | COM NEW | $136,000 | 24,650 |
| REX AMERICAN RESOURCES CORP761624105 · REX | COM | $45.5m | 461,267 |
| REX ENERGY CORPORATION761565100 | COM | $34,000 | 71,500 |
| NOVAN INC66988N106 | COM | $3.8m | 141,221 |
| NOVANTA INC67000B104 · NOVT | COM | $21.7m | 1,032,532 |
| NOVAVAX INC670002104 · NVAX | COM | $15.2m | 12,066,999 |
| NOVELLUS SYS INC670008AD3 | NOTE 2.625% 5/1 | $327,000 | 105,000 |
| NOVOCURE LTDG6674U108 · NVCR | ORD SHS | $21.1m | 2,691,801 |
| NOW INC67011P100 · DNOW | COM | $132.2m | 6,457,473 |
| NQ MOBILE INC64118U108 | ADR REPSTG CL A | $1.6m | 484,948 |
| NRG ENERGY INC629377508 · NRG | COM NEW | $70.6m | 5,759,223 |
| NRG YIELD INC62942X306 | CL A NEW | $17.1m | 1,116,120 |
| NRG YIELD INC62942X405 | CL C | $31.3m | 1,980,851 |
| NTN BUZZTIME INC629410606 | COM PAR | $3,000 | 331 |
| NU SKIN ENTERPRISES INC67018T105 · NUS | CL A | $204.0m | 4,270,275 |
| NUANCE COMMUNICATIONS INC67020Y100 | COM | $44.6m | 2,993,335 |
| NUANCE COMMUNICATIONS INC67020YAF7 | NOTE 2.750%11/0 | $58,000 | 58,000 |
| NUANCE COMMUNICATIONS INC67020YAG5 | DEBT 1.500%11/0 | $56,000 | 58,000 |
| NUANCE COMMUNICATIONS INC67020YAK6 | DBCV 1.000%12/1 | $79,000 | 87,000 |
| NUCOR CORP670346105 · NUE | COM | $375.6m | 6,310,621 |
| NUMEREX CORP PA67053A102 | CL A | $3.3m | 449,391 |
| NUTANIX INC67059N108 · NTNX | CL A | $3.8m | 141,569 |
| NUTRACEUTICAL INTL CORP67060Y101 | COM | $9.6m | 275,835 |
| NUTRI SYS INC NEW67069D108 | COM | $80.0m | 2,308,156 |
| NUVASIVE INC670704105 | COM | $206.3m | 3,061,947 |
| NUVECTRA CORP67075N108 | COM | $161,000 | 31,921 |
| NV5 GLOBAL INC62945V109 | COM | $8.0m | 238,871 |
| NVE CORP629445206 · NVEC | COM NEW | $11.0m | 154,122 |
| NVIDIA CORP67066G104 · NVDA | COM | $1.1bn | 10,623,397 |
| NVIDIA CORP67066GAC8 | NOTE 1.000%12/0 | $1.1m | 204,000 |
| NVR INC62944T105 · NVR | COM | $313.0m | 187,543 |
| NXP SEMICONDUCTORS N VN6596X109 · NXPI | COM | $296.0m | 3,020,036 |
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 |