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 |
|---|---|---|---|
| KORN FERRY INTL500643200 · KFY | COM NEW | $137.1m | 4,660,071 |
| KORNIT DIGITAL LTDM6372Q113 · KRNT | SHS | $1.5m | 118,068 |
| KOSMOS ENERGY LTDG5315B107 · KOS | SHS | $12.7m | 1,814,949 |
| KRAFT HEINZ CO500754106 · KHC | COM | $732.7m | 8,391,184 |
| KRATON CORPORATION50077C106 | COM | $68.0m | 2,388,169 |
| KRATOS DEFENSE & SEC SOLUTIO50077B207 · KTOS | COM NEW | $13.8m | 1,862,971 |
| KROGER CO501044101 · KR | COM | $428.4m | 12,414,759 |
| KRONOS WORLDWIDE INC50105F105 · KRO | COM | $8.1m | 677,812 |
| KULICKE & SOFFA INDS INC501242101 · KLIC | COM | $55.7m | 3,492,759 |
| KURA ONCOLOGY INC50127T109 · KURA | COM | $212,000 | 35,904 |
| KVH INDS INC482738101 · KVHI | COM | $5.9m | 502,657 |
| L BRANDS INC501797104 | COM | $297.5m | 4,518,330 |
| L-3 COMMUNICATIONS HLDGS INC502424104 | COM | $287.8m | 1,892,141 |
| LA JOLLA PHARMACEUTICAL CO503459604 | COM PAR $.0001 2 | $7.8m | 446,293 |
| LA QUINTA HLDGS INC50420D108 | COM | $37.2m | 2,619,094 |
| LA Z BOY INC505336107 · LZB | COM | $122.6m | 3,948,916 |
| LABORATORY CORP AMER HLDGS50540R409 | COM NEW | $334.5m | 2,605,426 |
| LADDER CAP CORP505743104 · LADR | CL A | $34.6m | 2,519,397 |
| LADENBURG THALMAN FIN SVCS I50575Q102 | COM | $8.2m | 3,342,524 |
| LAKE SHORE BANCORP INC510700107 · LSBK | COM | $11,000 | 652 |
| LAKE SUNAPEE BK GROUP510866106 | COM | $6.3m | 267,725 |
| LAKELAND BANCORP INC511637100 | COM | $25.1m | 1,286,142 |
| LAKELAND FINL CORP511656100 · LKFN | COM | $37.8m | 797,284 |
| LAKELAND INDS INC511795106 · LAKE | COM | $240,000 | 23,078 |
| PETMED EXPRESS INC716382106 · PETS | COM | $37.2m | 1,611,343 |
| PETROCHINA CO LTD71646E100 | SPONSORED ADR | $29,000 | 391 |
| PETROLEO BRASILEIRO SA PETRO71654V101 | SP ADR NON VTG | $54.5m | 6,182,348 |
| PETROLEO BRASILEIRO SA PETRO71654V408 · PBR | SPONSORED ADR | $45.6m | 4,511,343 |
| PETROQUEST ENERGY INC716748306 | COM NEW | $223,000 | 67,300 |
| PFENEX INC717071104 | COM | $5.4m | 592,638 |
| PFIZER INC717081103 · PFE | COM | $3.4bn | 105,436,544 |
| PFSWEB INC717098206 | COM NEW | $4.1m | 477,673 |
| PG&E CORP69331C108 · PCG | COM | $695.3m | 11,441,759 |
| TRIBUNE MEDIA CO896047503 | CL A | $29.5m | 842,767 |
| TRICO BANCSHARES896095106 · TCBK | COM | $22.7m | 665,555 |
| TRIMAS CORP896215209 · TRS | COM NEW | $32.5m | 1,381,116 |
| TRIMBLE INC896239100 · TRMB | COM | $300.7m | 9,975,031 |
| TRINA SOLAR LIMITED89628E104 | SPON ADR | $2.1m | 228,715 |
| TRINET GROUP INC896288107 · TNET | COM | $32.8m | 1,278,473 |
| TRINITY INDS INC896522109 · TRN | COM | $167.3m | 6,026,344 |
| TRINITY INDS INC896522AF6 | NOTE 3.875% 6/0 | $74,000 | 58,000 |
| TRINITY PL HLDGS INC89656D101 | COM | $5.9m | 640,260 |
| TRINSEO S AL9340P101 | SHS | $49.6m | 837,043 |
| TRIO TECH INTL896712205 · TRT | COM NEW | $1,000 | 311 |
| TRIPADVISOR INC896945201 · TRIP | COM | $91.7m | 1,977,037 |
| TRIPLE-S MGMT CORP896749108 | CL B | $19.0m | 916,286 |
| TRISTATE CAP HLDGS INC89678F100 | COM | $16.0m | 725,283 |
| TRITON INTL LTDG9078F107 | CL A | $19.5m | 1,231,290 |
| TRIUMPH BANCORP INC89679E300 · TFIN | COM | $13.5m | 515,551 |
| TRIUMPH GROUP INC NEW896818101 | COM | $97.5m | 3,679,216 |
| TRONC INC89703P107 | COM | $12.3m | 889,663 |
| TRONOX LTDQ9235V101 | SHS CL A | $20.5m | 1,986,188 |
| TROVAGENE INC897238309 | COM NEW | $1.9m | 896,712 |
| TRUEBLUE INC89785X101 · TBI | COM | $85.3m | 3,459,030 |
| TRUECAR INC89785L107 | COM | $20.2m | 1,613,653 |
| TRUETT-HURST INC897871109 | CL A | $1,000 | 708 |
| TRUPANION INC898202106 · TRUP | COM | $7.6m | 492,837 |
| TRUSTCO BK CORP N Y898349105 | COM | $65.4m | 7,478,526 |
| TRUSTMARK CORP898402102 · TRMK | COM | $276.6m | 7,757,407 |
| TSAKOS ENERGY NAVIGATION LTDG9108L108 · TEN | SHS | $1,000 | 123 |
| TTM TECHNOLOGIES INC87305R109 · TTMI | COM | $85.1m | 6,243,252 |
| TTM TECHNOLOGIES INC87305RAD1 | NOTE 1.750%12/1 | $44,000 | 29,000 |
| TUESDAY MORNING CORP899035505 | COM NEW | $20.3m | 3,759,710 |
| TUNIU CORP89977P106 | SPONSORED ADS CL | $1.7m | 195,897 |
| TUPPERWARE BRANDS CORP899896104 | COM | $339.2m | 6,446,009 |
| TURNING PT BRANDS INC90041L105 · TPB | COM | $2.3m | 190,215 |
| TURQUOISE HILL RES LTD900435108 | COM | $2.5m | 763,868 |
| TURTLE BEACH CORP900450107 · TBCH | COM | $78,000 | 59,866 |
| TUTOR PERINI CORP901109108 · TPC | COM | $32.1m | 1,146,689 |
| TWENTY FIRST CENTY FOX INC90130A101 | CL A | $389.7m | 13,896,503 |
| TWENTY FIRST CENTY FOX INC90130A200 | CL B | $167.9m | 6,162,923 |
| TWILIO INC90138F102 · TWLO | CL A | $5.0m | 171,900 |
| TWIN DISC INC901476101 · TWIN | COM | $338,000 | 23,139 |
| TWITTER INC90184L102 | COM | $112.3m | 6,889,258 |
| TWITTER INC90184LAD4 | NOTE 1.000% 9/1 | $241,000 | 262,000 |
| TWO HBRS INVT CORP90187B101 | COM | $99.9m | 11,456,186 |
| TWO RIV BANCORP90207C105 | COM | $32,000 | 2,138 |
| TYLER TECHNOLOGIES INC902252105 · TYL | COM | $191.7m | 1,342,830 |
| TYSON FOODS INC902494103 · TSN | CL A | $340.5m | 5,519,691 |
| U S CONCRETE INC90333L201 | COM NEW | $73.2m | 1,117,084 |
| U S ENERGY CORP WYO911805208 | COM NEW | $1,000 | 658 |
| U S G CORP903293405 | COM NEW | $39.5m | 1,367,691 |
| U S GEOTHERMAL INC90338S201 | COM NEW | $21,000 | 5,243 |
| U S GLOBAL INVS INC902952100 · GROW | CL A | $7,000 | 5,183 |
| U S PHYSICAL THERAPY INC90337L108 · USPH | COM | $72.6m | 1,034,164 |
| U S SILICA HLDGS INC90346E103 | COM | $331.3m | 5,844,871 |
| U.S. AUTO PARTS NETWORK INC90343C100 | COM | $146,000 | 41,398 |
| UBIQUITI NETWORKS INC90347A100 | COM | $46.3m | 801,531 |
| UCP INC90265Y106 | CL A | $3.3m | 274,769 |
| UDR INC902653104 · UDR | COM | $383.8m | 10,521,209 |
| UFP TECHNOLOGIES INC902673102 · UFPT | COM | $5.5m | 214,167 |
| AMERICAN HOMES 4 RENT02665T306 · AMH | CL A | $66.9m | 3,186,895 |
| AMERICAN INTL GROUP INC026874784 · AIG | COM NEW | $865.7m | 13,254,629 |
| AMERICAN NATL BANKSHARES INC027745108 | COM | $9.6m | 275,705 |
| AMERICAN NATL INS CO028591105 | COM | $11.4m | 91,239 |
| AMERICAN PUBLIC EDUCATION IN02913V103 · APEI | COM | $32.5m | 1,325,365 |
| AMERICAN RAILCAR INDS INC02916P103 | COM | $10.8m | 238,215 |
| AMERICAN RENAL ASSOCIATES HO029227105 | COM | $5.6m | 264,548 |
| AMERICAN RIVER BANKSHARES029326105 | COM | $415,000 | 27,447 |
| AMERICAN RLTY CAP PPTYS INC02917TAA2 | NOTE 3.000% 8/0 | $117,000 | 117,000 |
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 |