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 |
|---|---|---|---|
| NXSTAGE MEDICAL INC67072V103 | COM | $54.6m | 2,081,973 |
| NXT ID INC67091J206 | COM NEW | $1,000 | 250 |
| NYMOX PHARMACEUTICAL CORPP73398102 | COM | $191,000 | 71,496 |
| YELP INC985817105 · YELP | CL A | $26.6m | 698,514 |
| YORK WTR CO987184108 · YORW | COM | $16.0m | 418,005 |
| YPF SOCIEDAD ANONIMA984245100 | SPON ADR CL D | $15.4m | 935,413 |
| YRC WORLDWIDE INC984249607 | COM PAR $.01 | $14.2m | 1,067,144 |
| YUM BRANDS INC988498101 · YUM | COM | $308.0m | 4,863,326 |
| YUM CHINA HLDGS INC98850P109 · YUMC | COM | $203.3m | 7,783,261 |
| YUMA ENERGY INC NEW98872F105 | COM | $2,000 | 729 |
| YUME INC98872B104 | COM | $212,000 | 59,321 |
| YY INC98426T106 | ADS REPCOM CLA | $16.9m | 429,606 |
| ZAFGEN INC98885E103 | COM | $2.3m | 729,293 |
| ZAGG INC98884U108 | COM | $6.4m | 907,781 |
| ZAIS GROUP HLDGS INC98887G106 | COM | $1,000 | 855 |
| ZAYO GROUP HLDGS INC98919V105 | COM | $79.5m | 2,419,633 |
| ZEBRA TECHNOLOGIES CORP989207105 · ZBRA | CL A | $174.4m | 2,034,107 |
| ZEDGE INC98923T104 · ZDGE | CL B | $40,000 | 12,854 |
| ZELTIQ AESTHETICS INC98933Q108 | COM | $124.8m | 2,866,997 |
| ZENDESK INC98936J101 | COM | $54.1m | 2,551,658 |
| ZHAOPIN LTD98954L103 | SPONSORED ADR | $25,000 | 1,647 |
| ZILLOW GROUP INC98954M101 · Z | CL A | $19.7m | 541,027 |
| ZILLOW GROUP INC98954M200 · Z | CL C CAP STK | $45.3m | 1,242,469 |
| ZIMMER BIOMET HLDGS INC98956P102 · ZBH | COM | $407.8m | 3,951,549 |
| ZION OIL & GAS INC989696109 | COM | $237,000 | 172,945 |
| ACCELERATE DIAGNOSTICS INC00430H102 | COM | $14.2m | 684,453 |
| ACCELERON PHARMA INC00434H108 | COM | $34.4m | 1,347,553 |
| ACCENTURE PLC IRELANDG1151C101 · ACN | SHS CLASS A | $1.2bn | 10,277,922 |
| ACCESS NATL CORP004337101 | COM | $7.6m | 274,270 |
| ACCO BRANDS CORP00081T108 · ACCO | COM | $42.6m | 3,266,803 |
| ACCURAY INC004397105 · ARAY | COM | $13.2m | 2,872,230 |
| ACELRX PHARMACEUTICALS INC00444T100 | COM | $2.9m | 1,108,658 |
| ACETO CORP004446100 | COM | $53.8m | 2,447,945 |
| ACHAOGEN INC004449104 | COM | $946,000 | 72,653 |
| ACHILLION PHARMACEUTICALS IN00448Q201 | COM | $22.3m | 5,411,414 |
| ACI WORLDWIDE INC004498101 · ACIW | COM | $129.4m | 7,126,996 |
| ACLARIS THERAPEUTICS INC00461U105 · ACRS | COM | $9.8m | 362,192 |
| ACME UTD CORP004816104 · ACU | COM | $19,000 | 740 |
| ACNB CORP000868109 · ACNB | COM | $6.5m | 207,568 |
| ACORDA THERAPEUTICS INC00484M106 | COM | $81.0m | 4,310,090 |
| ACORDA THERAPEUTICS INC00484MAA4 | NOTE 1.750% 6/1 | $66,000 | 87,000 |
| ACRE RLTY INVS INC00489F106 | COM | $2,000 | 1,683 |
| ACTINIUM PHARMACEUTICALS INC00507W107 · ATNM | COM | $92,000 | 104,967 |
| ACTIVISION BLIZZARD INC00507V109 | COM | $340.5m | 9,429,340 |
| ACTUA CORP005094107 | COM | $16.6m | 1,184,850 |
| ACTUANT CORP00508X203 | CL A NEW | $122.0m | 4,699,796 |
| ACUITY BRANDS INC00508Y102 · AYI | COM | $174.0m | 753,510 |
| ACURA PHARMACEUTICALS INC00509L802 | COM PAR | $8,000 | 10,515 |
| ACUSHNET HOLDINGS CORP005098108 · GOLF | COM | $13.1m | 664,563 |
| ACXIOM CORP005125109 | COM | $124.3m | 4,636,840 |
| ADAMAS PHARMACEUTICALS INC00548A106 | COM | $14.4m | 854,745 |
| ADAMIS PHARMACEUTICALS CORP00547W208 | COM NEW | $159,000 | 50,604 |
| ADAMS RES & ENERGY INC006351308 | COM NEW | $2.9m | 72,435 |
| ADCARE HEALTH SYSTEMS INC00650W300 | COM NEW | $72,000 | 49,162 |
| ADDUS HOMECARE CORP006739106 · ADUS | COM | $8.3m | 236,819 |
| ADDVANTAGE TECHNOLOGIES GP I006743306 | COM NEW | $3,000 | 1,632 |
| ADECOAGRO S AL00849106 · AGRO | COM | $5.4m | 523,920 |
| ADEPTUS HEALTH INC006855100 | CL A | $9.2m | 1,199,556 |
| ADESTO TECHNOLOGIES CORP00687D101 | COM | $40,000 | 21,462 |
| ADIENT PLCG0084W101 · ADNT | ORD SHS | $55.4m | 945,152 |
| ADMA BIOLOGICS INC000899104 · ADMA | COM | $93,000 | 18,213 |
| ADOBE SYS INC00724F101 · ADBE | COM | $826.0m | 8,023,703 |
| ADTRAN INC00738A106 · ADTN | COM | $86.6m | 3,873,853 |
| ADURO BIOTECH INC00739L101 | COM | $22.8m | 1,996,489 |
| ADVANCE AUTO PARTS INC00751Y106 · AAP | COM | $210.5m | 1,244,674 |
| ADVANCED DISP SVCS INC DEL00790X101 | COM | $15.0m | 674,193 |
| ADVANCED DRAIN SYS INC DEL00790R104 · WMS | COM | $21.3m | 1,034,979 |
| ADVANCED ENERGY INDS007973100 · AEIS | COM | $166.8m | 3,045,822 |
| ADVANCED MICRO DEVICES INC007903107 · AMD | COM | $535.8m | 47,249,762 |
| ADVANCED MICRO DEVICES INC007903BD8 | NOTE 2.125% 9/0 | $184,000 | 117,000 |
| ADVANCEPIERRE FOODS HLDGS IN00782L107 | COM | $19.6m | 659,108 |
| ARCH CAP GROUP LTDG0450A105 · ACGL | ORD | $266.9m | 3,092,610 |
| ARCH COAL INC039380407 | CL A | $694,000 | 8,888 |
| ARCHER DANIELS MIDLAND CO039483102 · ADM | COM | $370.4m | 8,114,516 |
| ARCHROCK INC03957W106 · AROC | COM | $75.8m | 5,739,570 |
| ARCONIC INC03965L100 | COM | $193.1m | 10,414,207 |
| ARCONIC INC03965L308 | PFD CONV B SER 1 | $82.1m | 2,721,467 |
| ARCOS DORADOS HOLDINGS INCG0457F107 · ARCO | SHS CLASS -A - | $3.7m | 687,456 |
| ARCTIC CAT INC039670104 | COM | $16.8m | 1,120,277 |
| ARDELYX INC039697107 · ARDX | COM | $23.9m | 1,685,837 |
| ARDMORE SHIPPING CORPY0207T100 · ASC | COM | $6.9m | 929,711 |
| ARENA PHARMACEUTICALS INC040047102 | COM | $15.9m | 11,227,729 |
| ARES CAP CORP04010LAM5 | NOTE 4.375% 1/1 | $90,000 | 87,000 |
| ARES COML REAL ESTATE CORP04013V108 · ACRE | COM | $20.4m | 1,486,187 |
| ARGAN INC04010E109 · AGX | COM | $30.3m | 429,267 |
| ARGO GROUP INTL HLDGS LTDG0464B107 | COM | $60.4m | 915,869 |
| ARGOS THERAPEUTICS INC040221103 | COM | $2.2m | 455,673 |
| ARI NETWORK SVCS INC001930205 | COM NEW | $44,000 | 8,181 |
| ARIAD PHARMACEUTICALS INC04033A100 | COM | $111.5m | 8,959,423 |
| ARISTA NETWORKS INC040413106 · ANET | COM | $48.1m | 496,916 |
| ARK RESTAURANTS CORP040712101 · ARKR | COM | $122,000 | 5,047 |
| FIRST NBC BK HLDG CO32115D106 | COM | $10.4m | 1,424,517 |
| FIRST NORTHWEST BANCORP335834107 · FNWB | COM | $5.9m | 378,319 |
| FIRST POTOMAC RLTY TR33610F109 | COM | $21.5m | 1,964,108 |
| FIRST REP BK SAN FRANCISCO C33616C100 | COM | $166.7m | 1,809,349 |
| FIRST SAVINGS FINL GROUP INC33621E109 | COM | $10,000 | 214 |
| FIRST SOLAR INC336433107 · FSLR | COM | $51.7m | 1,610,619 |
| FIRST SOUTH BANCORP INC VA33646W100 | COM | $477,000 | 39,909 |
| FIRST US BANCSHARES INC33744V103 · FUSB | COM | $258,000 | 23,239 |
| FIRST UTD CORP33741H107 · FUNC | COM | $310,000 | 19,415 |
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 |