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 |
|---|---|---|---|
| PENNS WOODS BANCORP INC708430103 | COM | $7.8m | 154,566 |
| PENNSYLVANIA RL ESTATE INVT709102107 | SH BEN INT | $105.6m | 5,567,785 |
| PENNYMAC CORP70932AAB9 | NOTE 5.375% 5/0 | $56,000 | 58,000 |
| PENNYMAC FINL SVCS INC70932B101 | CL A | $5.4m | 323,639 |
| PENNYMAC MTG INVT TR70931T103 · PMT | COM | $58.5m | 3,572,699 |
| PENSKE AUTOMOTIVE GRP INC70959W103 · PAG | COM | $21.2m | 408,843 |
| PENTAIR PLCG7S00T104 · PNR | SHS | $166.1m | 2,962,825 |
| PENUMBRA INC70975L107 · PEN | COM | $53.5m | 838,118 |
| PEOPLES BANCORP INC709789101 · PEBO | COM | $17.1m | 527,968 |
| PEOPLES BANCORP N C INC710577107 · PEBK | COM | $20,000 | 812 |
| PEOPLES FINL CORP MISS71103B102 · PFIS | COM | $152,000 | 9,426 |
| PEOPLES FINL SVCS CORP711040105 · PFIS | COM | $11.0m | 225,276 |
| PEOPLES UNITED FINANCIAL INC712704105 | COM | $206.6m | 10,671,778 |
| PEOPLES UTAH BANCORP712706209 | COM | $11.6m | 433,371 |
| PEPSICO INC713448108 · PEP | COM | $2.4bn | 22,637,649 |
| PERCEPTRON INC71361F100 | COM | $167,000 | 25,089 |
| PEREGRINE PHARMACEUTICALS IN713661304 | COM NEW | $16,000 | 53,110 |
| PERFICIENT INC71375U101 | COM | $51.9m | 2,969,833 |
| PERFORMANCE FOOD GROUP CO71377A103 · PFGC | COM | $27.5m | 1,144,741 |
| PERFORMANT FINL CORP71377E105 | COM | $228,000 | 96,834 |
| PERFUMANIA HLDGS INC71376C100 | COM NEW | $27,000 | 17,877 |
| PERKINELMER INC714046109 · RVTY | COM | $100.7m | 1,930,565 |
| PERMA-FIX ENVIRONMENTAL SVCS714157203 · PESI | COM NEW | $112,000 | 28,775 |
| PERNIX THERAPEUTICS HLDGS IN71426V306 | COM NEW | $34,000 | 17,315 |
| PERRIGO CO PLCG97822103 · PRGO | SHS | $235.9m | 2,834,689 |
| PERSHING GOLD CORP715302204 | COM NEW | $143,000 | 43,794 |
| ALKERMES PLCG01767105 · ALKS | SHS | $206.7m | 3,718,835 |
| ALLEGHANY CORP DEL017175100 | COM | $396.1m | 651,273 |
| ALLEGHENY TECHNOLOGIES INC01741R102 · ATI | COM | $107.2m | 6,731,171 |
| ALLEGHENY TECHNOLOGIES INC01741RAG7 | NOTE 4.750% 7/0 | $39,000 | 29,000 |
| ALLEGIANCE BANCSHARES INC01748H107 | COM | $13.2m | 363,835 |
| ALLEGIANT TRAVEL CO01748X102 · ALGT | COM | $169.0m | 1,015,440 |
| ALLEGION PUB LTD COG0176J109 · ALLE | ORD SHS | $103.4m | 1,616,119 |
| ALLERGAN PLCG0177J108 | SHS | $1.1bn | 5,238,748 |
| ALLERGAN PLCG0177J116 | PFD CONV SER A | $399.6m | 524,084 |
| ALLETE INC018522300 | COM NEW | $267.8m | 4,172,128 |
| ALLIANCE DATA SYSTEMS CORP018581108 · BFH | COM | $232.8m | 1,018,641 |
| ALLIANCE HEALTHCARE SRVCS IN018606301 | COM PAR | $154,000 | 16,061 |
| ALLIANCE ONE INTL INC018772301 | COM NEW | $5.5m | 284,330 |
| ALLIANT ENERGY CORP018802108 · LNT | COM | $398.0m | 10,504,523 |
| ALLIED MOTION TECHNOLOGIES I019330109 · ALNT | COM | $4.3m | 198,987 |
| ALLIED WRLD ASSUR COM HLDG AH01531104 | SHS | $53.9m | 1,004,208 |
| ALLIQUA BIOMEDICAL INC019621200 | COM NEW | $43,000 | 73,434 |
| ALLISON TRANSMISSION HLDGS I01973R101 · ALSN | COM | $51.6m | 1,531,922 |
| ALLSCRIPTS HEALTHCARE SOLUTN01988P108 | COM | $75.6m | 7,404,960 |
| ALLSCRIPTS HEALTHCARE SOLUTN01988PAD0 | NOTE 1.250% 7/0 | $54,000 | 58,000 |
| ALLSTATE CORP020002101 · ALL | COM | $451.6m | 6,093,253 |
| ALLY FINL INC02005N100 · ALLY | COM | $97.3m | 5,117,914 |
| ALMOST FAMILY INC020409108 | COM | $32.2m | 729,284 |
| ALNYLAM PHARMACEUTICALS INC02043Q107 · ALNY | COM | $78.7m | 2,100,902 |
| ALON USA ENERGY INC020520102 | COM | $11.2m | 981,745 |
| ALPHA & OMEGA SEMICONDUCTORG6331P104 · AOSL | SHS | $12.6m | 592,030 |
| ALPHA PRO TECH LTD020772109 · APT | COM | $162,000 | 46,256 |
| ALPHABET INC02079K107 | CAP STK CL C | $3.2bn | 4,164,106 |
| ALPHABET INC02079K305 · GOOGL | CAP STK CL A | $3.3bn | 4,225,839 |
| ALPHATEC HOLDINGS INC02081G201 · ATEC | COM NEW | $5,000 | 1,657 |
| ALTISOURCE ASSET MGMT CORP02153X108 | COM | $94,000 | 1,751 |
| ALTISOURCE PORTFOLIO SOLNS SL0175J104 · ASPS | REG SHS | $10.2m | 383,163 |
| ALTISOURCE RESIDENTIAL CORP02153W100 | CL B | $31.0m | 2,807,058 |
| ALTRA INDL MOTION CORP02208R106 | COM | $27.9m | 755,789 |
| ALTRIA GROUP INC02209S103 · MO | COM | $2.3bn | 33,441,353 |
| ALUMINUM CORP CHINA LTD022276109 | SPON ADR H SHS | $226,000 | 22,115 |
| AMAG PHARMACEUTICALS INC00163U106 | COM | $119.6m | 3,437,673 |
| AMARIN CORP PLC023111206 | SPONS ADR NEW | $10.8m | 3,501,818 |
| AMAZON COM INC023135106 · AMZN | COM | $3.9bn | 5,219,225 |
| AMBAC FINL GROUP INC023139884 · OSG | COM NEW | $22.1m | 981,687 |
| AMBARELLA INCG037AX101 · AMBA | SHS | $52.0m | 960,096 |
| AMBER RD INC02318Y108 | COM | $5.2m | 568,721 |
| AMBEV SA02319V103 · ABEV | SPONSORED ADR | $59.1m | 12,028,885 |
| AMC ENTMT HLDGS INC00165C104 | CL A COM | $31.0m | 920,279 |
| AMC NETWORKS INC00164V103 · AMCX | CL A | $121.5m | 2,321,149 |
| AMCON DISTRG CO02341Q205 · DIT | COM NEW | $6,000 | 53 |
| AMDOCS LTDG02602103 · DOX | SHS | $91.0m | 1,562,025 |
| AMEC FOSTER WHEELER PLC00167X205 | SPONSORED ADR | $5,000 | 867 |
| AMEDICA CORP023435209 | COM NEW | $2,000 | 2,701 |
| AMEDISYS INC023436108 | COM | $99.2m | 2,326,240 |
| AMERCO023586100 · UHAL | COM | $24.1m | 65,255 |
| AMEREN CORP023608102 · AEE | COM | $239.2m | 4,559,947 |
| AMERESCO INC02361E108 · AMRC | CL A | $3.8m | 691,307 |
| AMERICAN AIRLS GROUP INC02376R102 · AAL | COM | $464.3m | 9,945,137 |
| AMERICAN ASSETS TR INC024013104 · AAT | COM | $133.7m | 3,103,652 |
| AMERICAN AXLE & MFG HLDGS IN024061103 · DCH | COM | $119.2m | 6,178,465 |
| AMERICAN CAMPUS CMNTYS INC024835100 | COM | $349.1m | 7,013,494 |
| AMERICAN DG ENERGY INC025398108 | COM | $2,000 | 7,417 |
| AMERICAN EAGLE OUTFITTERS NE02553E106 · AEO | COM | $152.8m | 10,070,579 |
| AMERICAN ELEC PWR INC025537101 · AEP | COM | $702.6m | 11,160,139 |
| AMERICAN ELECTRIC TECH INC025576109 | COM | $4,000 | 2,487 |
| AMERICAN EQTY INVT LIFE HLD025676206 | COM | $127.8m | 5,669,243 |
| AMERICAN EXPRESS CO025816109 · AXP | COM | $782.2m | 10,559,130 |
| AMERICAN FARMLAND CO02589Y100 | COM | $320,000 | 40,198 |
| AMERICAN FINL GROUP INC OHIO025932104 · AFG | COM | $250.6m | 2,843,858 |
| DEVON ENERGY CORP NEW25179M103 · DVN | COM | $480.4m | 10,518,080 |
| DEVRY ED GROUP INC251893103 | COM | $113.2m | 3,628,878 |
| DEXCOM INC252131107 · DXCM | COM | $63.0m | 1,054,589 |
| DEXTERA SURGICAL INC252366109 | COM | $4,000 | 4,034 |
| DHI GROUP INC23331S100 · DHX | COM | $25.4m | 4,071,062 |
| DHT HOLDINGS INCY2065G121 | SHS NEW | $12.4m | 3,000,318 |
| DIAMOND HILL INVESTMENT GROU25264R207 | COM NEW | $23.6m | 111,947 |
| DIAMOND OFFSHORE DRILLING IN25271C102 | COM | $50.3m | 2,843,197 |
| DIAMONDBACK ENERGY INC25278X109 · FANG | COM | $100.7m | 996,319 |
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 |