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 |
|---|---|---|---|
| HELEN OF TROY CORP LTDG4388N106 · HELE | COM | $140.3m | 1,660,865 |
| HELIX ENERGY SOLUTIONS GRP I42330P107 · HOS | COM | $81.8m | 9,279,799 |
| HELMERICH & PAYNE INC423452101 · HP | COM | $470.4m | 6,077,985 |
| HEMISPHERE MEDIA GROUP INC42365Q103 | CL A | $2.0m | 179,532 |
| HEMISPHERX BIOPHARMA INC42366C301 | COM NEW | $5,000 | 6,904 |
| HENNESSY ADVISORS INC425885100 · HNNA | COM | $3.0m | 93,424 |
| HENRY JACK & ASSOC INC426281101 · JKHY | COM | $267.6m | 3,014,729 |
| HERBALIFE LTDG4412G101 · HLF | COM USD SHS | $35.7m | 742,511 |
| HERC HLDGS INC42704L104 · HRI | COM | $9.1m | 227,270 |
| HERITAGE COMMERCE CORP426927109 | COM | $12.3m | 852,535 |
| HERITAGE CRYSTAL CLEAN INC42726M106 | COM | $6.5m | 414,309 |
| HERITAGE FINL CORP WASH42722X106 · HFWA | COM | $25.0m | 970,636 |
| HERITAGE INS HLDGS INC42727J102 · HRTG | COM | $13.7m | 875,912 |
| HERITAGE OAKS BANCORP42724R107 | COM | $9.9m | 798,907 |
| HERON THERAPEUTICS INC427746102 · HRTX | COM | $13.4m | 1,019,962 |
| HERSHA HOSPITALITY TR427825500 | PR SHS BEN INT | $27.6m | 1,285,333 |
| HERSHEY CO427866108 · HSY | COM | $303.9m | 2,937,832 |
| HERTZ GLOBAL HLDGS INC42806J106 | COM | $16.6m | 769,811 |
| HESKA CORP42805E306 | COM RESTRC NEW | $13.8m | 192,998 |
| HESS CORP42809H107 | COM | $343.8m | 5,519,593 |
| HEWLETT PACKARD ENTERPRISE C42824C109 · HPE | COM | $574.0m | 24,804,199 |
| HEXCEL CORP NEW428291108 · HXL | COM | $84.3m | 1,639,016 |
| HFF INC40418F108 | CL A | $83.9m | 2,774,843 |
| HHGREGG INC42833L108 | COM | $59,000 | 40,994 |
| HIBBETT SPORTS INC428567101 | COM | $66.2m | 1,774,640 |
| O REILLY AUTOMOTIVE INC NEW67103H107 · ORLY | COM | $502.0m | 1,803,180 |
| OAK VALLEY BANCORP OAKDALE C671807105 · OVLY | COM | $22,000 | 1,755 |
| OASIS PETE INC NEW674215108 | COM | $118.8m | 7,848,309 |
| OASIS PETE INC NEW674215AJ7 | NOTE 2.625% 9/1 | $40,000 | 29,000 |
| OBALON THERAPEUTICS INC67424L100 | COM | $362,000 | 40,897 |
| OCCIDENTAL PETE CORP DEL674599105 · OXY | COM | $1.2bn | 17,220,583 |
| OCEAN BIO CHEM INC674631106 | COM | $3,000 | 728 |
| OCEAN PWR TECHNOLOGIES INC674870407 | COM PAR $ | $1,000 | 295 |
| OCEANEERING INTL INC675232102 · OII | COM | $118.7m | 4,208,144 |
| OCEANFIRST FINL CORP675234108 · OCFC | COM | $25.5m | 849,209 |
| OCERA THERAPEUTICS INC67552A108 | COM | $120,000 | 56,990 |
| OCLARO INC67555N206 | COM NEW | $33.6m | 3,756,316 |
| OCONEE FED FINL CORP675607105 | COM | $5,000 | 212 |
| OCULAR THERAPEUTIX INC67576A100 · OCUL | COM | $4.8m | 574,555 |
| OCWEN FINL CORP675746309 | COM NEW | $18.2m | 3,374,682 |
| ODYSSEY MARINE EXPLORATION I676118201 · OMEX | COM NEW | $6,000 | 1,810 |
| OFFICE DEPOT INC676220106 | COM | $147.2m | 32,574,753 |
| OFG BANCORP67103X102 · OFG | COM | $48.4m | 3,691,997 |
| OGE ENERGY CORP670837103 · OGE | COM | $392.4m | 11,730,287 |
| OHIO VY BANC CORP677719106 · OVBC | COM | $21,000 | 781 |
| OHR PHARMACEUTICAL INC67778H200 | COM NEW | $116,000 | 77,499 |
| OIL DRI CORP AMER677864100 · ODC | COM | $6.4m | 166,301 |
| OIL STS INTL INC678026105 · OIS | COM | $128.5m | 3,294,248 |
| OLD DOMINION FGHT LINES INC679580100 · ODFL | COM | $226.1m | 2,635,789 |
| OLD LINE BANCSHARES INC67984M100 | COM | $6.8m | 285,596 |
| OLD NATL BANCORP IND680033107 · ONB | COM | $199.0m | 10,961,494 |
| OLD POINT FINL CORP680194107 | COM | $19,000 | 766 |
| OLD REP INTL CORP680223104 · ORI | COM | $254.0m | 13,369,410 |
| OLD REP INTL CORP680223AH7 | NOTE 3.750% 3/1 | $95,000 | 76,000 |
| OLD SECOND BANCORP INC ILL680277100 · OSBC | COM | $10.5m | 949,881 |
| OLIN CORP680665205 · OLN | COM PAR $1 | $377.5m | 14,740,286 |
| OLLIES BARGAIN OUTLT HLDGS I681116109 · OLLI | COM | $81.8m | 2,875,837 |
| OLYMPIC STEEL INC68162K106 | COM | $18.6m | 769,171 |
| OM ASSET MGMT PLCG67506108 | SHS | $18.0m | 1,241,928 |
| OMEGA FLEX INC682095104 · OFLX | COM | $4.8m | 86,222 |
| OMEGA HEALTHCARE INVS INC681936100 · OHI | COM | $273.8m | 8,757,399 |
| OMEGA PROTEIN CORP68210P107 | COM | $18.1m | 722,527 |
| OMEROS CORP682143102 · OMER | COM | $19.1m | 1,926,785 |
| OMNICELL INC68213N109 · OMCL | COM | $98.3m | 2,899,342 |
| OMNICOM GROUP INC681919106 · OMC | COM | $378.8m | 4,450,894 |
| OMNOVA SOLUTIONS INC682129101 | COM | $13.9m | 1,391,432 |
| ON ASSIGNMENT INC682159108 | COM | $172.0m | 3,894,390 |
| ON DECK CAP INC682163100 | COM | $7.5m | 1,609,973 |
| ON SEMICONDUCTOR CORP682189105 · ON | COM | $69.1m | 5,411,589 |
| ON SEMICONDUCTOR CORP682189AK1 | NOTE 1.000%12/0 | $120,000 | 117,000 |
| ONCOCYTE CORPORATION68235C107 | COM | $78,000 | 11,097 |
| ONCOGENEX PHARMACEUTICALS IN68230A106 | COM | $59,000 | 117,763 |
| ONCOMED PHARMACEUTICALS INC68234X102 | COM | $9.2m | 1,195,897 |
| ONCONOVA THERAPEUTICS INC68232V306 | COM NEW | $1,000 | 460 |
| ONCOSEC MED INC68234L207 | COM NEW | $48,000 | 38,732 |
| ONE GAS INC68235P108 · OGS | COM | $202.9m | 3,171,982 |
| ONE HORIZON GROUP INC68235H205 | COM NEW | $1,000 | 4,624 |
| ONE LIBERTY PPTYS INC682406103 · OLP | COM | $11.1m | 440,384 |
| ONEBEACON INSURANCE GROUP LTG67742109 | CL A | $10.5m | 653,238 |
| ONEMAIN HLDGS INC68268W103 · OMF | COM | $11.8m | 534,481 |
| ONEOK INC NEW682680103 · OKE | COM | $744.1m | 12,961,430 |
| ONVIA INC68338T403 | COM NEW | $10,000 | 2,199 |
| OOMA INC683416101 · OOMA | COM | $272,000 | 30,191 |
| OPEN TEXT CORP683715106 · OTEX | COM | $13.3m | 215,355 |
| OPEXA THERAPEUTICS INC68372T301 | COM PAR $0.01 | $2,000 | 2,486 |
| OPGEN INC68373L109 | COM | $1,000 | 640 |
| OPHTHOTECH CORP683745103 | COM | $6.8m | 1,415,270 |
| OPKO HEALTH INC68375N103 · OPK | COM | $105.4m | 11,329,837 |
| OPPENHEIMER HLDGS INC683797104 · OPY | CL A NON VTG | $6.3m | 338,632 |
| OPTICAL CABLE CORP683827208 · OCC | COM NEW | $7,000 | 2,303 |
| OPUS BK IRVINE CALIF684000102 | COM | $43.4m | 1,444,652 |
| ORACLE CORP68389X105 · ORCL | COM | $1.7bn | 43,999,664 |
| ARLINGTON ASSET INVT CORP041356205 | CL A NEW | $8.0m | 538,220 |
| ARMADA HOFFLER PPTYS INC04208T108 · AHRT | COM | $16.1m | 1,104,696 |
| ARMOUR RESIDENTIAL REIT INC042315507 · ARR | COM NEW | $42.8m | 1,972,894 |
| ARMSTRONG FLOORING INC04238R106 | COM | $15.2m | 761,504 |
| ARMSTRONG WORLD INDS INC NEW04247X102 · AWI | COM | $20.8m | 496,644 |
| AROTECH CORP042682203 | COM NEW | $208,000 | 59,370 |
| ARQULE INC04269E107 | COM | $210,000 | 167,044 |
| ARRAY BIOPHARMA INC04269X105 | COM | $65.8m | 7,483,416 |
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 |