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 |
|---|---|---|---|
| DIAMONDROCK HOSPITALITY CO252784301 · DRH | COM | $199.8m | 17,327,209 |
| DICERNA PHARMACEUTICALS INC253031108 | COM | $127,000 | 44,002 |
| DICKS SPORTING GOODS INC253393102 · DKS | COM | $189.1m | 3,562,112 |
| DIEBOLD NXDF INC253651103 | COM | $110.6m | 4,395,921 |
| DIFFERENTIAL BRANDS GROUP IN25374L108 | COM | $1,000 | 239 |
| DIGI INTL INC253798102 · DGII | COM | $29.4m | 2,139,735 |
| DIGIMARC CORP NEW25381B101 | COM | $9.5m | 316,102 |
| DIGIRAD CORP253827109 | COM | $282,000 | 56,399 |
| DIGITAL ALLY INC25382P208 | COM NEW | $4,000 | 889 |
| DIGITAL RLTY TR INC253868103 · DLR | COM | $504.2m | 5,131,661 |
| DIGITAL TURBINE INC25400W102 · APPS | COM NEW | $112,000 | 165,036 |
| DIGITALGLOBE INC25389M877 | COM NEW | $77.5m | 2,705,081 |
| DILLARDS INC254067101 · DDS | CL A | $12.8m | 204,927 |
| DIME CMNTY BANCSHARES253922108 | COM | $51.3m | 2,553,155 |
| DIMENSION THERAPEUTICS INC25433V105 | COM | $1.7m | 390,867 |
| DINEEQUITY INC254423106 · DIN | COM | $105.3m | 1,367,558 |
| DIODES INC254543101 · DIOD | COM | $79.8m | 3,108,687 |
| DIPEXIUM PHARMACEUTICALS INC25456J104 | COM | $26,000 | 16,415 |
| DIPLOMAT PHARMACY INC25456K101 | COM | $47.6m | 3,778,238 |
| DISCOVER FINL SVCS254709108 | COM | $374.3m | 5,191,631 |
| DISCOVERY COMMUNICATNS NEW25470F104 | COM SER A | $72.0m | 2,625,429 |
| DISCOVERY COMMUNICATNS NEW25470F302 | COM SER C | $102.4m | 3,823,683 |
| DISH NETWORK CORP25470M109 | CL A | $73.8m | 1,273,264 |
| DISNEY WALT CO254687106 · DIS | COM DISNEY | $2.1bn | 19,864,432 |
| DIVERSICARE HEALTHCARE SVCS255104101 | COM | $16,000 | 1,570 |
| DIVERSIFIED RSTRNT HLDGS INC25532M105 | COM | $52,000 | 37,396 |
| DIXIE GROUP INC255519100 | CL A | $149,000 | 41,408 |
| DLH HLDGS CORP23335Q100 · DLHC | COM | $48,000 | 8,155 |
| DMC GLOBAL INC23291C103 · BOOM | COM | $7.5m | 473,627 |
| DNB FINL CORP233237106 | COM | $18,000 | 618 |
| DOCUMENT SEC SYS INC25614T200 | COM NEW | $4,000 | 6,521 |
| DOLBY LABORATORIES INC25659T107 · DLB | COM | $25.2m | 558,736 |
| DOLLAR GEN CORP NEW256677105 · DG | COM | $342.7m | 4,626,678 |
| DOLLAR TREE INC256746108 · DLTR | COM | $304.2m | 3,941,454 |
| DOMINION DIAMOND CORP257287102 | COM | $140,000 | 14,431 |
| DOMINION RES INC VA NEW25746U109 · D | COM | $1.1bn | 13,737,002 |
| DOMINOS PIZZA INC25754A201 · DPZ | COM | $304.3m | 1,910,953 |
| DOMTAR CORP257559203 | COM NEW | $253.9m | 6,505,375 |
| DONALDSON INC257651109 · DCI | COM | $213.5m | 5,074,388 |
| DONEGAL GROUP INC257701201 · DGICA | CL A | $5.0m | 283,234 |
| DONNELLEY FINL SOLUTIONS INC25787G100 · DFIN | COM | $36.7m | 1,598,926 |
| DONNELLEY R R & SONS CO257867200 | COM | $101.7m | 6,231,351 |
| DORIAN LPG LTDY2106R110 · LPG | SHS USD | $6.2m | 755,330 |
| DORMAN PRODUCTS INC258278100 · DORM | COM | $161.4m | 2,209,447 |
| DOUGLAS DYNAMICS INC25960R105 · PLOW | COM | $23.7m | 704,902 |
| DOUGLAS EMMETT INC25960P109 · DEI | COM | $267.7m | 7,321,394 |
| DOVER CORP260003108 · DOV | COM | $210.1m | 2,803,909 |
| DOVER DOWNS GAMING & ENTMT I260095104 | COM | $45,000 | 43,714 |
| DOVER MOTORSPORTS INC260174107 | COM | $97,000 | 42,132 |
| DOW CHEM CO260543103 | COM | $920.8m | 16,092,277 |
| DR PEPPER SNAPPLE GROUP INC26138E109 | COM | $424.8m | 4,684,880 |
| DR REDDYS LABS LTD256135203 | ADR | $6.8m | 150,007 |
| DREW INDS INC26168L205 | COM NEW | $201.2m | 1,867,178 |
| DRIL-QUIP INC262037104 | COM | $96.9m | 1,613,950 |
| DRIVE SHACK INC262077100 | COM | $1.6m | 423,579 |
| DSP GROUP INC23332B106 | COM | $23.6m | 1,806,302 |
| DST SYS INC DEL233326107 | COM | $137.2m | 1,280,652 |
| DSW INC23334L102 | CL A | $48.3m | 2,131,913 |
| NISOURCE INC65473P105 · NI | COM | $188.0m | 8,492,004 |
| NIVALIS THERAPEUTICS INC65481J109 | COM | $57,000 | 25,660 |
| NL INDS INC629156407 · NL | COM NEW | $2.3m | 276,845 |
| NMI HLDGS INC629209305 · NMIH | CL A | $17.4m | 1,635,251 |
| NN INC629337106 · NNBR | COM | $16.5m | 866,745 |
| NOAH HLDGS LTD65487X102 · NOAH | SPON ADS CL A | $3.0m | 138,690 |
| NOBILIS HEALTH CORP65500B103 | COM | $3.8m | 1,828,123 |
| NOBLE CORP PLCG65431101 | SHS USD | $62.8m | 10,612,937 |
| NOBLE ENERGY INC655044105 | COM | $325.2m | 8,545,030 |
| NOODLES & CO65540B105 | CL A | $1.5m | 369,683 |
| NORD ANGLIA EDUCATION INCG6583A102 | SHS | $1.1m | 48,018 |
| NORDIC AMERICAN TANKERS LIMIG65773106 · NAT | COM | $25.0m | 2,976,996 |
| NORDIC AMERN OFFSHORE LTDG65772108 | SHS | $117,000 | 42,715 |
| NORDSON CORP655663102 · NDSN | COM | $231.8m | 2,069,058 |
| NORDSTROM INC655664100 | COM | $102.4m | 2,136,044 |
| NORFOLK SOUTHERN CORP655844108 · NSC | COM | $512.5m | 4,742,208 |
| NORTH ATLANTIC DRILLING LTDG6613P129 | COM | $60,000 | 19,008 |
| NORTHERN OIL & GAS INC NEV665531109 | COM | $10.3m | 3,741,352 |
| NORTHERN TECH INTL CORP665809109 | COM | $134,000 | 9,714 |
| NORTHERN TR CORP665859104 · NTRS | COM | $355.0m | 3,986,546 |
| NORTHFIELD BANCORP INC DEL66611T108 | COM | $67.9m | 3,401,484 |
| NORTHRIM BANCORP INC666762109 · NRIM | COM | $7.2m | 228,738 |
| NORTHROP GRUMMAN CORP666807102 · NOC | COM | $712.9m | 3,065,073 |
| NORTHSTAR ASSET MGMT GROUP I66705Y104 | COM | $34.4m | 2,303,372 |
| NORTHSTAR REALTY EUROPE CORP66706L101 | COM | $21.4m | 1,703,025 |
| NORTHSTAR RLTY FIN CORP66704R803 | COM | $43.3m | 2,857,213 |
| NORTHWEST BANCSHARES INC MD667340103 · NWBI | COM | $143.0m | 7,932,792 |
| NORTHWEST NAT GAS CO667655104 · NWN | COM | $137.2m | 2,293,535 |
| NORTHWEST PIPE CO667746101 · NWPX | COM | $449,000 | 26,071 |
| NORTHWESTERN CORP668074305 · NWE | COM NEW | $332.1m | 5,840,033 |
| NORWEGIAN CRUISE LINE HLDGSG66721104 · NCLH | SHS | $69.8m | 1,640,946 |
| NORWOOD FINANCIAL CORP669549107 · NWFL | COM | $25,000 | 745 |
| NOVA LIFESTYLE INC66979P102 | COM | $10,000 | 4,996 |
| NOVABAY PHARMACEUTICALS INC66987P201 | COM NEW | $2,000 | 657 |
| NOVAGOLD RES INC66987E206 · NG | COM NEW | $86,000 | 18,885 |
| KNOWLES CORP49926D109 · KN | COM | $89.1m | 5,331,748 |
| KOHLS CORP500255104 · KSS | COM | $166.0m | 3,362,202 |
| KONA GRILL INC50047H201 | COM | $3.2m | 256,726 |
| KONGZHONG CORP50047P104 | SPONSORED ADR | $133,000 | 19,194 |
| KOPIN CORP500600101 · KOPN | COM | $14.2m | 4,999,487 |
| KOPPERS HOLDINGS INC50060P106 · KOP | COM | $67.0m | 1,663,098 |
| KOREA ELECTRIC PWR500631106 | SPONSORED ADR | $4.2m | 225,448 |
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 |