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 |
|---|---|---|---|
| ORGANOVO HLDGS INC68620A104 | COM | $14.5m | 4,280,469 |
| ORION ENERGY SYSTEMS INC686275108 · OESX | COM | $159,000 | 73,159 |
| ORION GROUP HOLDINGS INC68628V308 · ORN | COM | $22.0m | 2,209,656 |
| ORITANI FINL CORP DEL68633D103 | COM | $57.0m | 3,041,541 |
| ORMAT TECHNOLOGIES INC686688102 · ORA | COM | $64.2m | 1,198,214 |
| ORRSTOWN FINL SVCS INC687380105 · ORRF | COM | $5.7m | 254,833 |
| ORTHOFIX INTL N VN6748L102 | COM | $20.5m | 565,442 |
| OSHKOSH CORP688239201 · OSK | COM | $189.0m | 2,925,590 |
| OSI SYSTEMS INC671044105 · OSIS | COM | $110.8m | 1,456,124 |
| OSIRIS THERAPEUTICS INC NEW68827R108 | COM | $3.1m | 634,650 |
| OTELCO INC688823301 | CL A NEW | $5,000 | 811 |
| OTONOMY INC68906L105 | COM | $19.2m | 1,207,139 |
| OTTER TAIL CORP689648103 · OTTR | COM | $50.2m | 1,230,887 |
| OUTFRONT MEDIA INC69007J106 · OUT | COM | $54.1m | 2,176,240 |
| OVASCIENCE INC69014Q101 | COM | $1.6m | 1,028,532 |
| OVERSEAS SHIPHOLDING GROUP I69036R863 | CL A NEW | $4.5m | 1,164,363 |
| OVERSTOCK COM INC DEL690370101 · NXH | COM | $7.5m | 430,632 |
| OWENS & MINOR INC NEW690732102 · ACH | COM | $134.6m | 3,813,282 |
| OWENS CORNING NEW690742101 · OC | COM | $79.7m | 1,546,265 |
| OWENS ILL INC690768403 | COM NEW | $113.9m | 6,544,126 |
| OWENS RLTY MTG INC690828108 | COM | $6.3m | 340,696 |
| OXFORD IMMUNOTEC GLOBAL PLCG6855A103 | ORD SHS | $10.6m | 711,194 |
| OXFORD INDS INC691497309 · OXM | COM | $71.0m | 1,181,107 |
| P & F INDS INC692830508 · RFIL | CL A NEW | $6,000 | 689 |
| P A M TRANSN SVCS INC693149106 · PAMT | COM | $2.0m | 77,813 |
| PACCAR INC693718108 · PCAR | COM | $638.9m | 9,998,622 |
| PACIFIC BIOSCIENCES CALIF IN69404D108 · PACB | COM | $14.8m | 3,894,087 |
| PACIFIC CONTINENTAL CORP69412V108 | COM | $14.8m | 679,388 |
| PACIFIC ETHANOL INC69423U305 | COM PAR $.001 | $9.0m | 947,962 |
| PACIFIC MERCANTILE BANCORP694552100 | COM | $3.8m | 521,022 |
| PACIFIC PREMIER BANCORP69478X105 | COM | $31.9m | 903,822 |
| PACIRA PHARMACEUTICALS INC695127100 · PCRX | COM | $62.1m | 1,921,554 |
| PACKAGING CORP AMER695156109 · PKG | COM | $623.7m | 7,353,784 |
| PACWEST BANCORP DEL695263103 | COM | $540.7m | 9,931,414 |
| PAIN THERAPEUTICS INC69562K100 | COM | $57,000 | 99,534 |
| PALATIN TECHNOLOGIES INC696077403 · PTN | COM PAR $ .01 | $8,000 | 15,397 |
| PALO ALTO NETWORKS INC697435105 · PANW | COM | $126.7m | 1,013,166 |
| PALO ALTO NETWORKS INC697435AB1 | NOTE 7/0 | $96,000 | 76,000 |
| PAMPA ENERGIA S A697660207 | SPONS ADR LVL I | $11.6m | 333,565 |
| PAN AMERICAN SILVER CORP697900108 · PAAS | COM | $1.7m | 110,048 |
| PANDORA MEDIA INC698354107 | COM | $31.3m | 2,401,211 |
| PANDORA MEDIA INC698354AB3 | NOTE 1.750%12/0 | $59,000 | 58,000 |
| PANERA BREAD CO69840W108 | CL A | $171.8m | 837,770 |
| PANGAEA LOGISTICS SOLUTION LG6891L105 · PANL | SHS | $8,000 | 2,487 |
| PANHANDLE OIL AND GAS INC698477106 | CL A | $12.0m | 509,881 |
| PAPA JOHNS INTL INC698813102 · PZZA | COM | $133.3m | 1,557,248 |
| PAPA MURPHYS HLDGS INC698814100 | COM | $160,000 | 37,854 |
| PAR PACIFIC HOLDINGS INC69888T207 · PARR | COM NEW | $13.0m | 895,469 |
| PAR TECHNOLOGY CORP698884103 · PAR | COM | $157,000 | 28,161 |
| PARAGON COML CORP69911U403 | COM NEW | $1.4m | 31,063 |
| PARAMOUNT GOLD NEV CORP69924M109 · PZG | COM | $3,000 | 1,831 |
| PARAMOUNT GROUP INC69924R108 | COM | $44.6m | 2,790,832 |
| PARATEK PHARMACEUTICALS INC699374302 | COM | $13.9m | 901,143 |
| PARETEUM CORP69946T108 | COM | $4,000 | 34,939 |
| PAREXEL INTL CORP699462107 | COM | $219.1m | 3,333,991 |
| PARK CITY GROUP INC700215304 · TRAK | COM NEW | $5.4m | 423,887 |
| PARK ELECTROCHEMICAL CORP700416209 | COM | $29.7m | 1,594,001 |
| PARK NATL CORP700658107 · PRK | COM | $49.5m | 413,664 |
| AEGERION PHARMACEUTICALS INC00767EAB8 | NOTE 2.000% 8/1 | $41,000 | 58,000 |
| AEGION CORP00770F104 | COM | $66.3m | 2,799,463 |
| AEGLEA BIOTHERAPEUTICS INC00773J103 | COM | $60,000 | 13,810 |
| AEHR TEST SYSTEMS00760J108 · AEHR | COM | $10,000 | 4,011 |
| AEMETIS INC00770K202 · AMTX | COM NEW | $39,000 | 28,403 |
| AEP INDS INC001031103 | COM | $15.0m | 129,519 |
| AERCAP HOLDINGS NVN00985106 · AER | SHS | $63.6m | 1,528,391 |
| AERIE PHARMACEUTICALS INC00771V108 | COM | $61.8m | 1,631,500 |
| AEROCENTURY CORP007737109 | COM | $2,000 | 249 |
| AEROHIVE NETWORKS INC007786106 | COM | $4.4m | 768,572 |
| AEROJET ROCKETDYNE HLDGS INC007800105 | COM | $111.0m | 6,185,421 |
| AEROVIRONMENT INC008073108 · AVAV | COM | $57.3m | 2,135,338 |
| AES CORP00130H105 · AES | COM | $144.8m | 12,464,259 |
| AETHLON MED INC00808Y208 · AEMD | COM NEW | $75,000 | 17,902 |
| AETNA INC NEW00817Y108 | COM | $708.0m | 5,709,427 |
| AEVI GENOMIC MEDICINE INC00835P105 | COM | $4.6m | 886,435 |
| AFFILIATED MANAGERS GROUP008252108 · AMG | COM | $140.3m | 965,649 |
| AFLAC INC001055102 · AFL | COM | $398.6m | 5,726,715 |
| AG MTG INVT TR INC001228105 | COM | $25.7m | 1,504,153 |
| AGCO CORP001084102 · AGCO | COM | $167.4m | 2,893,071 |
| AGENUS INC00847G705 · AGEN | COM NEW | $9.7m | 2,349,955 |
| AGILE THERAPEUTICS INC00847L100 | COM | $2.5m | 434,071 |
| AGILENT TECHNOLOGIES INC00846U101 · A | COM | $279.1m | 6,126,081 |
| AGILYSYS INC00847J105 · AGYS | COM | $13.0m | 1,250,513 |
| AGIOS PHARMACEUTICALS INC00847X104 · AGIO | COM | $38.3m | 917,140 |
| AGNC INVT CORP00123Q104 · AGNC | COM | $298.1m | 16,443,643 |
| AGNICO EAGLE MINES LTD008474108 · AEM | COM | $7.0m | 167,249 |
| AGREE REALTY CORP008492100 · ADC | COM | $93.4m | 2,029,121 |
| AGRIUM INC008916108 | COM | $971,000 | 9,653 |
| AGROFRESH SOLUTIONS00856G109 | COM | $1.9m | 730,088 |
| AIMMUNE THERAPEUTICS INC00900T107 | COM | $27.8m | 1,360,818 |
| AIR INDS GROUP00912N205 · AIRI | COM NEW | $7,000 | 2,278 |
| AIR LEASE CORP00912X302 | CL A | $36.3m | 1,056,234 |
| AIR METHODS CORP009128307 | COM PAR $.06 | $89.0m | 2,795,559 |
| AIR PRODS & CHEMS INC009158106 · APD | COM | $438.0m | 3,045,225 |
| AIR T INC009207101 · AIRT | COM | $6,000 | 253 |
| AIR TRANSPORT SERVICES GRP I00922R105 | COM | $25.2m | 1,581,963 |
| AIRCASTLE LTDG0129K104 | COM | $31.8m | 1,527,476 |
| AIRGAIN INC00938A104 · AIRG | COM | $55,000 | 3,851 |
| AK STL HLDG CORP001547108 | COM | $256.0m | 25,069,234 |
| AKAMAI TECHNOLOGIES INC00971T101 · AKAM | COM | $212.9m | 3,193,348 |
| AKAMAI TECHNOLOGIES INC00971TAG6 | DBCV 2/1 | $90,000 | 87,000 |
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 |