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 |
|---|---|---|---|
| NEOGEN CORP640491106 · NEOG | COM | $189.1m | 2,864,556 |
| NEOGENOMICS INC64049M209 · NEO | COM NEW | $14.7m | 1,717,614 |
| NEONODE INC64051M402 | COM NEW | $203,000 | 110,287 |
| NEOPHOTONICS CORP64051T100 | COM | $11.0m | 1,013,018 |
| NEOS THERAPEUTICS INC64052L106 | COM | $2.6m | 446,443 |
| NEOTHETICS INC64066G101 | COM | $2,000 | 1,751 |
| NET 1 UEPS TECHNOLOGIES INC64107N206 · LSAK | COM NEW | $94,000 | 8,150 |
| NET ELEMENT INC64111R201 | COM NEW | $0 | 518 |
| NETAPP INC64110D104 · NTAP | COM | $195.6m | 5,545,118 |
| NETEASE INC64110W102 · NTES | SPONSORED ADR | $259.7m | 1,205,871 |
| NETFLIX INC64110L106 · NFLX | COM | $667.4m | 5,390,933 |
| NETGEAR INC64111Q104 · NTGR | COM | $143.3m | 2,637,264 |
| NETLIST INC64118P109 | COM | $121,000 | 118,540 |
| NETSCOUT SYS INC64115T104 · NTCT | COM | $175.3m | 5,563,739 |
| NETSOL TECHNOLOGIES INC64115A402 · NTWK | COM PAR $.001 | $137,000 | 26,316 |
| NETWORK 1 TECHNOLOGIES INC64121N109 · NTIP | COM | $103,000 | 30,296 |
| NEURALSTEM INC64127R302 | COM | $7,000 | 24,841 |
| NEUROCRINE BIOSCIENCES INC64125C109 · NBIX | COM | $82.0m | 2,118,355 |
| NEURODERM LTDM74231107 | ORD SHS | $1.6m | 71,310 |
| NEUROMETRIX INC641255500 | COM PAR NEW | $1,000 | 864 |
| NEUSTAR INC64126X201 | CL A | $53.6m | 1,603,919 |
| NEVADA GOLD & CASINOS INC64126Q206 | COM NEW | $84,000 | 45,264 |
| NEVRO CORP64157F103 | COM | $56.6m | 779,315 |
| NEVSUN RES LTD64156L101 | COM | $83,000 | 26,764 |
| NEW GOLD INC CDA644535106 · USAU | COM | $1.3m | 382,595 |
| NEW HOME CO INC645370107 | COM | $5.0m | 427,142 |
| NEW JERSEY RES646025106 · NJR | COM | $272.2m | 7,666,774 |
| NEW MEDIA INVT GROUP INC64704V106 | COM | $65.3m | 4,084,489 |
| NEW ORIENTAL ED & TECH GRP I647581107 | SPON ADR | $88.7m | 2,107,866 |
| NEW RELIC INC64829B100 | COM | $18.9m | 667,432 |
| NEW RESIDENTIAL INVT CORP64828T201 · RITM | COM NEW | $218.8m | 13,919,823 |
| NEW SR INVT GROUP INC648691103 | COM | $24.6m | 2,511,000 |
| NEW YORK & CO INC649295102 | COM | $168,000 | 74,028 |
| NEW YORK CMNTY BANCORP INC649445103 | COM | $379.2m | 23,832,561 |
| NEW YORK MTG TR INC649604501 | COM PAR $.02 | $40.6m | 6,155,289 |
| NEW YORK REIT INC64976L109 | COM | $52.4m | 5,180,727 |
| NEW YORK TIMES CO650111107 · NYT | CL A | $99.0m | 7,443,545 |
| NEWELL BRANDS INC651229106 · NWL | COM | $364.4m | 8,161,680 |
| NEWFIELD EXPL CO651290108 | COM | $157.8m | 3,896,040 |
| NEWLINK GENETICS CORP651511107 | COM | $11.5m | 1,117,471 |
| NEWMARKET CORP651587107 · NEU | COM | $149.1m | 351,692 |
| NEWMONT MINING CORP651639106 · NEM | COM | $494.7m | 14,520,509 |
| NEWMONT MINING CORP651639AJ5 | NOTE 1.625% 7/1 | $89,000 | 87,000 |
| NEWPARK RES INC651718504 · NPKI | COM PAR $.01NEW | $54.8m | 7,308,769 |
| NEWS CORP NEW65249B109 · NWSA | CL A | $82.8m | 7,227,403 |
| NEWS CORP NEW65249B208 | CL B | $23.7m | 2,004,615 |
| NEWSTAR FINANCIAL INC65251F105 | COM | $7.3m | 792,993 |
| NEXEO SOLUTIONS INC65342H102 | COM SHS | $27,000 | 2,921 |
| NEXPOINT RESIDENTIAL TR INC65341D102 · NXRT | COM | $13.7m | 612,947 |
| NEXSTAR BROADCASTING GROUP I65336K103 · NXST | CL A | $56.8m | 896,968 |
| NEXTERA ENERGY INC65339F101 · NEE | COM | $1.3bn | 10,946,833 |
| NEXTERA ENERGY PARTNERS LP65341B106 · XIFR | COM UNIT PART IN | $333,000 | 13,020 |
| NIC INC62914B100 | COM | $114.9m | 4,808,415 |
| NICHOLAS FINANCIAL INC65373J209 | COM NEW | $293,000 | 24,649 |
| NICOLET BANKSHARES INC65406E102 · NIC | COM | $12.0m | 251,158 |
| NIELSEN HLDGS PLCG6518L108 | SHS EUR | $252.6m | 6,020,281 |
| NII HLDGS INC62913F508 | COM PAR $0.001 | $20.0m | 9,305,326 |
| NIKE INC654106103 · NKE | CL B | $931.1m | 18,317,883 |
| NIMBLE STORAGE INC65440R101 | COM | $14.9m | 1,883,570 |
| PARK OHIO HLDGS CORP700666100 · PKOH | COM | $12.2m | 285,579 |
| PARK STERLING CORP70086Y105 | COM | $18.1m | 1,679,675 |
| PARKE BANCORP INC700885106 · PKBK | COM | $34,000 | 1,687 |
| PARKER DRILLING CO701081101 | COM | $10.5m | 4,030,621 |
| PARKER HANNIFIN CORP701094104 · PH | COM | $331.3m | 2,366,623 |
| PARKERVISION INC701354300 | COM NEW | $55,000 | 29,753 |
| PARKWAY INC70156Q107 | COM | $81.1m | 3,645,698 |
| PARSLEY ENERGY INC701877102 | CL A | $75.4m | 2,139,908 |
| PARTY CITY HOLDCO INC702149105 | COM | $11.7m | 825,752 |
| PATHEON N VN6865W105 | SHS | $8.9m | 310,545 |
| PATHFINDER BANCORP INC MD70319R109 · PBHC | COM | $10,000 | 713 |
| PATRICK INDS INC703343103 · PATK | COM | $87.8m | 1,151,356 |
| PATRIOT NATL BANCORP INC70336F203 · PNBK | COM NEW | $1,000 | 59 |
| PATRIOT NATL INC70338T102 | COM | $1.7m | 357,224 |
| PATRIOT TRANSN HLDG INC70338W105 | COM | $197,000 | 8,972 |
| PATTERN ENERGY GROUP INC70338P100 | CL A | $41.3m | 2,176,419 |
| PATTERSON COMPANIES INC703395103 | COM | $90.6m | 2,207,686 |
| PATTERSON UTI ENERGY INC703481101 · PTEN | COM | $169.0m | 6,276,877 |
| PAYCHEX INC704326107 · PAYX | COM | $578.1m | 9,496,236 |
| PAYCOM SOFTWARE INC70432V102 · PAYC | COM | $62.8m | 1,380,718 |
| PAYLOCITY HLDG CORP70438V106 · PCTY | COM | $20.6m | 684,930 |
| PAYMENT DATA SYS INC70438S202 | COM NEW | $2,000 | 908 |
| PAYPAL HLDGS INC70450Y103 · PYPL | COM | $589.6m | 14,939,203 |
| PB BANCORP INC70454T100 | COM | $7,000 | 698 |
| PBF ENERGY INC69318G106 · PBF | CL A | $36.5m | 1,310,629 |
| PC CONNECTION INC69318J100 · CNXN | COM | $10.6m | 376,700 |
| PC-TEL INC69325Q105 | COM | $227,000 | 42,186 |
| PCM INC69323K100 | COM | $547,000 | 24,312 |
| PDC ENERGY INC69327R101 | COM | $327.1m | 4,506,561 |
| PDF SOLUTIONS INC693282105 · PDFS | COM | $19.6m | 871,360 |
| PDL BIOPHARMA INC69329Y104 | COM | $15.6m | 7,359,385 |
| PDVWIRELESS INC69290R104 | COM | $8.7m | 384,491 |
| PEAK RESORTS INC70469L100 | COM | $170,000 | 30,612 |
| PEAPACK-GLADSTONE FINL CORP704699107 · PGC | COM | $16.0m | 518,665 |
| PEBBLEBROOK HOTEL TR70509V100 · PEB | COM | $77.5m | 2,604,473 |
| PEDEVCO CORP70532Y204 | COM NEW | $1,000 | 8,224 |
| PEGASYSTEMS INC705573103 · PEGA | COM | $41.0m | 1,138,283 |
| PEMBINA PIPELINE CORP706327103 · PBA | COM | $19,000 | 615 |
| PENDRELL CORP70686R302 | CL A NEW | $25,000 | 3,642 |
| PENN NATL GAMING INC707569109 · PENN | COM | $31.1m | 2,251,929 |
| PENNEY J C INC708160106 | COM | $102.3m | 12,315,274 |
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 |