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 |
|---|---|---|---|
| CROCS INC227046109 · CROX | COM | $28.9m | 4,215,108 |
| CROSS CTRY HEALTHCARE INC227483104 | COM | $40.8m | 2,614,775 |
| CROSSROADS SYS INC22765D407 | COM PAR | $1,000 | 157 |
| CROWN CASTLE INTL CORP NEW22822V101 · CCI | COM | $636.0m | 7,329,174 |
| CROWN CRAFTS INC228309100 · CRWS | COM | $225,000 | 29,020 |
| CROWN HOLDINGS INC228368106 · CCK | COM | $78.6m | 1,494,699 |
| CRYOLIFE INC228903100 · AORT | COM | $45.5m | 2,374,904 |
| CRYOPORT INC229050307 · CYRX | COM PAR $0.001 | $9,000 | 2,880 |
| CRYSTAL ROCK HLDGS INC22940F103 | COM | $2,000 | 2,580 |
| CSG SYS INTL INC126349109 | COM | $122.9m | 2,539,950 |
| CSP INC126389105 · CSPI | COM | $7,000 | 681 |
| CSRA INC12650T104 | COM | $86.5m | 2,717,969 |
| CSS INDS INC125906107 | COM | $7.6m | 282,300 |
| CST BRANDS INC12646R105 | COM | $142.4m | 2,957,122 |
| CSW INDUSTRIALS INC126402106 · CSW | COM | $17.5m | 475,555 |
| CSX CORP126408103 · CSX | COM | $460.0m | 12,803,506 |
| CTI BIOPHARMA CORP12648L106 | COM | $22,000 | 52,768 |
| CTI INDUSTRIES CORP125961300 | COM NEW | $1,000 | 230 |
| CTRIP COM INTL LTD22943F100 | AMERICAN DEP SHS | $207.5m | 5,188,322 |
| CTS CORP126501105 · CTS | COM | $57.7m | 2,577,115 |
| CU BANCORP CALIF126534106 | COM | $19.2m | 536,312 |
| CUBESMART229663109 · CUBE | COM | $79.4m | 2,965,139 |
| CUBIC CORP229669106 | COM | $115.8m | 2,414,693 |
| CUI GLOBAL INC126576206 | COM NEW | $408,000 | 58,922 |
| CULLEN FROST BANKERS INC229899109 · CFR | COM | $200.4m | 2,271,399 |
| CULP INC230215105 · CULP | COM | $12.6m | 340,246 |
| HIGHWOODS PPTYS INC431284108 · HIW | COM | $262.7m | 5,149,362 |
| HILL INTERNATIONAL INC431466101 | COM | $4.6m | 1,059,576 |
| HILL ROM HLDGS INC431475102 | COM | $143.6m | 2,557,554 |
| HILLENBRAND INC431571108 | COM | $186.7m | 4,867,474 |
| HILLTOP HOLDINGS INC432748101 · HTH | COM | $70.3m | 2,358,465 |
| HILTON WORLDWIDE HLDGS INC43300A104 · HLT | COM | $148.4m | 5,456,189 |
| HINGHAM INSTN SVGS MASS433323102 | COM | $8.8m | 44,836 |
| HISTOGENICS CORP43358V109 | COM | $4,000 | 2,489 |
| HMN FINL INC40424G108 | COM | $15,000 | 848 |
| HMS HLDGS CORP40425J101 | COM | $123.8m | 6,816,877 |
| MYLAN N VN59465109 | SHS EURO | $547.5m | 14,351,821 |
| MYOKARDIA INC62857M105 | COM | $5.3m | 409,775 |
| MYOS RENS TECHNOLOGY INC62857P108 | COM | $0 | 307 |
| MYOVANT SCIENCES LTDG637AM102 | COM | $3.9m | 311,323 |
| MYR GROUP INC DEL55405W104 · MYRG | COM | $47.5m | 1,260,178 |
| MYRIAD GENETICS INC62855J104 · MYGN | COM | $54.4m | 3,264,023 |
| NABORS INDUSTRIES LTDG6359F103 | SHS | $197.0m | 12,012,407 |
| NACCO INDS INC629579103 · NC | CL A | $11.6m | 127,762 |
| NAKED BRAND GROUP INC629839200 | COM NEW | $2,000 | 1,601 |
| NAM TAI PPTY INCG63907102 | SHS | $31,000 | 4,144 |
| NANOMETRICS INC630077105 | COM | $48.3m | 1,926,789 |
| NANOSTRING TECHNOLOGIES INC63009R109 | COM | $17.2m | 771,651 |
| NANOVIRICIDES INC630087203 · NNVC | COM NEW | $124,000 | 115,767 |
| NANTHEALTH INC630104107 | COM | $18.5m | 1,859,439 |
| NANTKWEST INC63016Q102 | COM | $9.6m | 1,674,508 |
| NAPCO SEC TECHNOLOGIES INC630402105 · NSSC | COM | $334,000 | 39,280 |
| NASDAQ INC631103108 · NDAQ | COM | $147.0m | 2,190,754 |
| NATERA INC632307104 · NTRA | COM | $9.0m | 772,422 |
| NATHANS FAMOUS INC NEW632347100 · NATH | COM | $6.6m | 101,079 |
| NATIONAL AMERN UNIV HLDGS IN63245Q105 | COM | $74,000 | 38,087 |
| NATIONAL BANKSHARES INC VA634865109 · NKSH | COM | $9.9m | 227,563 |
| NATIONAL BEVERAGE CORP635017106 · FIZZ | COM | $17.9m | 349,764 |
| NATIONAL BK HLDGS CORP633707104 · NBHC | CL A | $61.9m | 1,940,720 |
| NATIONAL CINEMEDIA INC635309107 · NCMI | COM | $28.1m | 1,911,045 |
| NATIONAL COMM CORP63546L102 | COM | $10.3m | 277,888 |
| NATIONAL FUEL GAS CO N J636180101 · NFG | COM | $185.8m | 3,279,831 |
| NATIONAL GEN HLDGS CORP636220303 | COM | $38.0m | 1,521,035 |
| NATIONAL HEALTH INVS INC63633D104 · NHI | COM | $103.1m | 1,390,011 |
| NATIONAL HEALTHCARE CORP635906100 · NHC | COM | $29.6m | 390,245 |
| NATIONAL INSTRS CORP636518102 | COM | $130.5m | 4,232,824 |
| NATIONAL OILWELL VARCO INC637071101 | COM | $295.7m | 7,899,010 |
| NATIONAL PRESTO INDS INC637215104 · NPK | COM | $43.7m | 410,965 |
| NATIONAL RESH CORP637372202 · NRC | CL A | $5.3m | 276,625 |
| NATIONAL RESH CORP637372301 | CL B | $8,000 | 194 |
| NATIONAL RETAIL PPTYS INC637417106 · NNN | COM | $298.2m | 6,746,201 |
| NATIONAL SEC GROUP INC637546102 | COM | $4,000 | 249 |
| NATIONAL STORAGE AFFILIATES637870106 | COM SHS BEN IN | $25.0m | 1,133,015 |
| NATIONAL WESTMINSTER BK PLC638539882 | SPON ADR C | $26.2m | 1,023,743 |
| NATIONAL WESTN LIFE GROUP IN638517102 | CL A | $21.7m | 69,793 |
| NATIONSTAR MTG HLDGS INC63861C109 | COM | $18.7m | 1,034,861 |
| NATURAL ALTERNATIVES INTL IN638842302 · NAII | COM NEW | $166,000 | 14,682 |
| NATURAL GAS SERVICES GROUP63886Q109 · NGS | COM | $13.1m | 408,606 |
| NATURAL GROCERS BY VITAMIN C63888U108 · NGVC | COM | $3.7m | 315,335 |
| NATURAL HEALTH TRENDS CORP63888P406 · NHTC | COM PAR $.001 | $6.0m | 241,647 |
| NATURES SUNSHINE PRODUCTS IN639027101 · NATR | COM | $4.3m | 283,762 |
| NATUS MEDICAL INC DEL639050103 | COM | $93.7m | 2,693,731 |
| NAUTILUS INC63910B102 | COM | $46.2m | 2,499,435 |
| NAVIDEA BIOPHARMACEUTICALS I63937X103 | COM | $266,000 | 417,835 |
| NAVIENT CORP63938C108 · NAVI | COM | $92.0m | 5,596,578 |
| NAVIGANT CONSULTING INC63935N107 | COM | $97.1m | 3,709,887 |
| NAVIGATOR HOLDINGS LTDY62132108 · NVGS | SHS | $0 | 48 |
| NAVIGATORS GROUP INC638904102 | COM | $106.9m | 907,436 |
| NAVIOS MARITIME ACQUIS CORPY62159101 | SHS | $4.6m | 2,686,752 |
| NAVIOS MARITIME HOLDINGS INCY62196103 · NMM | COM | $285,000 | 202,149 |
| NAVISTAR INTL CORP NEW63934E108 | COM | $48.7m | 1,551,931 |
| NAVISTAR INTL CORP NEW63934EAS7 | NOTE 4.750% 4/1 | $57,000 | 58,000 |
| ORAGENICS INC684023203 | COM NEW | $3,000 | 5,133 |
| ORASURE TECHNOLOGIES INC68554V108 · OSUR | COM | $17.3m | 1,964,746 |
| ORBCOMM INC68555P100 | COM | $35.7m | 4,320,334 |
| ORBITAL ATK INC68557N103 | COM | $240.1m | 2,736,403 |
| ORBOTECH LTDM75253100 | ORD | $6.7m | 201,956 |
| ORCHID IS CAP INC68571X103 · ORC | COM | $14.7m | 1,355,470 |
| ORCHIDS PAPER PRODS CO DEL68572N104 | COM | $7.5m | 286,250 |
| OREXIGEN THERAPEUTICS INC686164302 | COM NEW | $5,000 | 2,812 |
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 |