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 |
|---|---|---|---|
| FIRSTCASH INC33767D105 | COM | $182.7m | 3,886,787 |
| FIRSTENERGY CORP337932107 · FE | COM | $359.5m | 11,609,345 |
| FISERV INC337738108 · FISV | COM | $533.1m | 5,015,998 |
| FITBIT INC33812L102 | CL A | $9.9m | 1,355,002 |
| FIVE BELOW INC33829M101 · FIVE | COM | $167.5m | 4,192,265 |
| FIVE OAKS INVT CORP33830W106 | COM | $200,000 | 40,276 |
| FIVE PRIME THERAPEUTICS INC33830X104 | COM | $61.0m | 1,217,898 |
| FIVE STAR QUALITY CARE INC33832D106 | COM | $197,000 | 72,805 |
| FIVE9 INC338307101 · FIVN | COM | $15.1m | 1,067,388 |
| FLAGSTAR BANCORP INC337930705 | COM PAR .001 | $18.1m | 672,360 |
| FLAMEL TECHNOLOGIES SA338488109 | SPONSORED ADR | $5.9m | 565,440 |
| FLANIGANS ENTERPRISES INC338517105 · BDL | COM | $5,000 | 198 |
| FLEETCOR TECHNOLOGIES INC339041105 | COM | $137.4m | 970,911 |
| FLEX LTDY2573F102 · FLEX | ORD | $14.5m | 1,008,668 |
| FLEX PHARMA INC33938A105 | COM | $1.8m | 340,749 |
| FLEXION THERAPEUTICS INC33938J106 | COM | $23.4m | 1,232,630 |
| FLEXSTEEL INDS INC339382103 · FLXS | COM | $13.1m | 212,306 |
| FLIR SYS INC302445101 | COM | $87.5m | 2,417,116 |
| FLOTEK INDS INC DEL343389102 · FTK | COM | $41.5m | 4,417,077 |
| FLOWERS FOODS INC343498101 · FLO | COM | $142.2m | 7,122,129 |
| FLOWSERVE CORP34354P105 · FLS | COM | $108.0m | 2,246,853 |
| FLUIDIGM CORP DEL34385P108 · LAB | COM | $6.5m | 893,432 |
| FLUOR CORP NEW343412102 · FLR | COM | $136.9m | 2,607,324 |
| FLUSHING FINL CORP343873105 | COM | $26.9m | 916,293 |
| FMC TECHNOLOGIES INC30249U101 | COM | $168.3m | 4,738,015 |
| FNB CORP PA302520101 · FNB | COM | $261.3m | 16,299,033 |
| FOAMIX PHARMACEUTICALS LTDM46135105 | SHS | $5.7m | 511,799 |
| FOGO DE CHAO INC344177100 | COM | $2.5m | 171,242 |
| FONAR CORP344437405 | COM NEW | $337,000 | 17,601 |
| FOOT LOCKER INC344849104 | COM | $191.2m | 2,696,809 |
| FORD MTR CO DEL345370860 · F | COM PAR $0.01 | $646.3m | 53,280,508 |
| FOREST CITY RLTY TR INC345605109 | COM CL A | $72.7m | 3,486,673 |
| FOREST CITY RLTY TR INC345605208 | COM CL B | $18,000 | 660 |
| FORESTAR GROUP INC346233109 · FOR | COM | $33.1m | 2,489,629 |
| FORM HLDGS CORP34634E102 | COM | $7,000 | 3,351 |
| FORMFACTOR INC346375108 · FORM | COM | $25.0m | 2,231,509 |
| FORRESTER RESH INC346563109 · FORR | COM | $34.4m | 800,881 |
| FORTERRA INC34960W106 | COM | $11.8m | 545,966 |
| FORTINET INC34959E109 · FTNT | COM | $178.1m | 5,914,456 |
| FORTIVE CORP34959J108 · FTV | COM | $221.6m | 4,132,235 |
| FORTRESS BIOTECH INC34960Q109 · FBIO | COM | $3.0m | 1,093,443 |
| FORTUNE BRANDS HOME & SEC IN34964C106 · FBIN | COM | $159.2m | 2,977,883 |
| FORUM ENERGY TECHNOLOGIES IN34984V100 · FET | COM | $45.9m | 2,084,950 |
| FORWARD AIR CORP349853101 · FWRD | COM | $111.1m | 2,344,511 |
| FORWARD INDS INC N Y349862300 · FWDI | COM NEW | $4,000 | 3,082 |
| FOSSIL GROUP INC34988V106 · FOSL | COM | $65.5m | 2,534,407 |
| FOSTER L B CO350060109 · FSTR | COM | $340,000 | 25,017 |
| FOUNDATION MEDICINE INC350465100 | COM | $15.8m | 892,144 |
| FOUR CORNERS PPTY TR INC35086T109 · FCPT | COM | $72.6m | 3,536,608 |
| FOX FACTORY HLDG CORP35138V102 · FOXF | COM | $56.9m | 2,049,051 |
| FRANCESCAS HLDGS CORP351793104 | COM | $54.1m | 3,002,664 |
| FRANCO NEVADA CORP351858105 · FNV | COM | $7.9m | 132,146 |
| FRANKLIN COVEY CO353469109 · FC | COM | $6.8m | 339,356 |
| FRANKLIN ELEC INC353514102 · FELE | COM | $126.2m | 3,245,225 |
| FRANKLIN FINL NETWORK INC35352P104 | COM | $15.3m | 366,208 |
| FRANKLIN RES INC354613101 · BEN | COM | $201.2m | 5,083,744 |
| FRANKLIN STREET PPTYS CORP35471R106 · FSP | COM | $109.5m | 8,447,103 |
| FRANKS INTL N VN33462107 | COM | $7.4m | 603,849 |
| HARBORONE BANCORP INC41165F101 | COM | $9.4m | 486,415 |
| HARDINGE INC412324303 | COM | $4.4m | 393,200 |
| HARLEY DAVIDSON INC412822108 · HOG | COM | $180.1m | 3,087,378 |
| HARMAN INTL INDS INC413086109 | COM | $134.6m | 1,210,725 |
| HARMONIC INC413160102 · HLIT | COM | $32.4m | 6,470,327 |
| HARRIS CORP DEL413875105 · LHX | COM | $241.4m | 2,356,272 |
| HARSCO CORP415864107 | COM | $86.8m | 6,380,782 |
| HARTE-HANKS INC416196103 · HHS | COM | $195,000 | 128,930 |
| HARTFORD FINL SVCS GROUP INC416515104 · HIG | COM | $332.0m | 6,968,029 |
| HARVARD BIOSCIENCE INC416906105 | COM | $319,000 | 104,579 |
| HARVEST NATURAL RESOURCES IN41754V202 | COM NEW | $136,000 | 22,018 |
| HASBRO INC418056107 · HAS | COM | $150.6m | 1,936,031 |
| HAVERTY FURNITURE INC419596101 · HVT | COM | $37.5m | 1,581,080 |
| HAWAIIAN ELEC INDUSTRIES419870100 · HE | COM | $145.5m | 4,398,300 |
| HAWAIIAN HOLDINGS INC419879101 | COM | $233.6m | 4,098,940 |
| HAWAIIAN TELCOM HOLDCO INC420031106 | COM | $5.1m | 204,100 |
| HAWKINS INC420261109 · HWKN | COM | $42.1m | 780,586 |
| HAWTHORN BANCSHARES INC420476103 · HWBK | COM | $28,000 | 1,558 |
| HAYNES INTERNATIONAL INC420877201 | COM NEW | $44.9m | 1,045,110 |
| HC2 HLDGS INC404139107 | COM | $6.6m | 1,114,195 |
| HCA HOLDINGS INC40412C101 · HCA | COM | $314.3m | 4,246,475 |
| HCI GROUP INC40416E103 · HCI | COM | $26.3m | 666,046 |
| HCP INC40414L109 | COM | $451.1m | 15,178,785 |
| HD SUPPLY HLDGS INC40416M105 | COM | $88.2m | 2,073,625 |
| HDFC BANK LTD40415F101 · HDB | ADR REPS 3 SHS | $17.8m | 293,548 |
| HEADWATERS INC42210P102 | COM | $133.8m | 5,690,730 |
| HEALTH INS INNOVATIONS INC42225K106 | COM CL A | $494,000 | 27,660 |
| HEALTHCARE RLTY TR421946104 · HR | COM | $230.5m | 7,601,728 |
| HEALTHCARE SVCS GRP INC421906108 · HCSG | COM | $228.2m | 5,825,893 |
| HEALTHCARE TR AMER INC42225P501 | CL A NEW | $67.6m | 2,321,708 |
| HEALTHEQUITY INC42226A107 · HQY | COM | $141.9m | 3,501,628 |
| HEALTHSOUTH CORP421924309 | COM NEW | $225.7m | 5,473,612 |
| HEALTHSOUTH CORP421924BL4 | DEBT 2.000%12/0 | $69,000 | 58,000 |
| HEALTHSTREAM INC42222N103 · HSTM | COM | $53.9m | 2,152,342 |
| HEALTHWAYS INC422245100 | COM | $64.0m | 2,813,267 |
| HEARTLAND EXPRESS INC422347104 · HTLD | COM | $70.0m | 3,435,654 |
| HEARTLAND FINL USA INC42234Q102 | COM | $34.3m | 715,353 |
| HEAT BIOLOGICS INC42237K102 | COM | $2,000 | 2,372 |
| HECLA MNG CO422704106 · HL | COM | $64.5m | 12,310,744 |
| HEICO CORP NEW422806109 · HEI | COM | $36.4m | 471,643 |
| HEICO CORP NEW422806208 | CL A | $52.5m | 773,609 |
| HEIDRICK & STRUGGLES INTL IN422819102 | COM | $37.5m | 1,554,729 |
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 |