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 |
|---|---|---|---|
| AMERICAN RLTY CAP PPTYS INC02917TAB0 | NOTE 3.750%12/1 | $50,000 | 50,000 |
| AMERICAN RLTY INVS INC029174109 · ARL | COM | $37,000 | 7,088 |
| AMERICAN SHARED HOSPITAL SVC029595105 · AMS | COM | $2,000 | 709 |
| AMERICAN SOFTWARE INC029683109 | CL A | $8.5m | 824,249 |
| AMERICAN STS WTR CO029899101 · AWR | COM | $132.6m | 2,909,434 |
| AMERICAN SUPERCONDUCTOR CORP030111207 · AMSC | SHS NEW | $2.8m | 381,519 |
| AMERICAN TOWER CORP NEW03027X100 · AMT | COM | $814.8m | 7,709,822 |
| AMERICAN TOWER CORP NEW03027X407 · AMT | DEP PFD CONV SE | $149.2m | 1,427,773 |
| AMERICAN VANGUARD CORP030371108 · AVD | COM | $42.8m | 2,235,986 |
| AMERICAN WOODMARK CORP030506109 | COM | $91.6m | 1,217,869 |
| AMERICAN WTR WKS CO INC NEW030420103 · AWK | COM | $286.8m | 3,963,722 |
| AMERICAS CAR MART INC03062T105 · CRMT | COM | $11.3m | 258,106 |
| AMERIPRISE FINL INC03076C106 · AMP | COM | $317.0m | 2,857,272 |
| AMERIS BANCORP03076K108 · ABCB | COM | $116.2m | 2,665,380 |
| AMERISAFE INC03071H100 · AMSF | COM | $94.5m | 1,514,865 |
| AMERISERV FINL INC03074A102 · ASRV | COM | $220,000 | 59,355 |
| AMERISOURCEBERGEN CORP03073E105 · COR | COM | $240.5m | 3,076,023 |
| AMES NATL CORP031001100 · ATLO | COM | $9.4m | 286,122 |
| AMETEK INC NEW031100100 · AME | COM | $196.1m | 4,035,733 |
| AMGEN INC031162100 · AMGN | COM | $2.1bn | 14,594,759 |
| AMICUS THERAPEUTICS INC03152W109 | COM | $37.7m | 7,585,493 |
| AMKOR TECHNOLOGY INC031652100 · AMKR | COM | $33.1m | 3,135,462 |
| AMN HEALTHCARE SERVICES INC001744101 · AMN | COM | $142.1m | 3,695,023 |
| AMPCO-PITTSBURGH CORP032037103 · AP | COM | $4.7m | 280,053 |
| AMPHASTAR PHARMACEUTICALS IN03209R103 · AMPH | COM | $71.8m | 3,900,323 |
| AMPHENOL CORP NEW032095101 · APH | CL A | $394.2m | 5,865,595 |
| AMPIO PHARMACEUTICALS INC03209T109 | COM | $1.4m | 1,607,641 |
| AMPLIFY SNACK BRANDS03211L102 | COM | $7.8m | 879,951 |
| AMPLIPHI BIOSCIENCES CORP03211P202 | COM NEW | $0 | 777 |
| AMREP CORP NEW032159105 · AXR | COM | $34,000 | 4,574 |
| AMTECH SYS INC032332504 · ASYS | COM PAR $0.01N | $130,000 | 30,555 |
| AMTRUST FINL SVCS INC032359309 | COM | $26.9m | 982,792 |
| AMYRIS INC03236M101 | COM | $111,000 | 152,447 |
| ANADARKO PETE CORP032511107 | COM | $575.3m | 8,250,566 |
| ANALOG DEVICES INC032654105 · ADI | COM | $442.4m | 6,091,931 |
| ANALOGIC CORP032657207 | COM PAR $0.05 | $85.7m | 1,033,575 |
| ANAVEX LIFE SCIENCES CORP032797300 · AVXL | COM NEW | $4.2m | 1,057,856 |
| ANCHOR BANCORP WA032838104 | COM | $17,000 | 622 |
| ANDERSONS INC034164103 · ANDE | COM | $95.1m | 2,128,207 |
| ANGIES LIST INC034754101 | COM | $10.5m | 1,271,075 |
| ANGIODYNAMICS INC03475V101 · ANGO | COM | $42.4m | 2,513,035 |
| ANGLOGOLD ASHANTI LTD035128206 · AU | SPONSORED ADR | $369,000 | 35,125 |
| ANI PHARMACEUTICALS INC00182C103 · ANIP | COM | $48.2m | 794,666 |
| ANIKA THERAPEUTICS INC035255108 · ANIK | COM | $57.5m | 1,173,660 |
| ANIXTER INTL INC035290105 | COM | $190.5m | 2,350,982 |
| ANNALY CAP MGMT INC035710409 · NLY | COM | $501.1m | 50,260,081 |
| ANSYS INC03662Q105 | COM | $403.0m | 4,357,161 |
| ANTARES PHARMA INC036642106 | COM | $90,000 | 38,641 |
| ANTERO RES CORP03674X106 · AR | COM | $50.8m | 2,147,578 |
| ANTHEM INC036752103 · ELV | COM | $585.2m | 4,070,663 |
| ANTHEM INC94973VBG1 | NOTE 2.750%10/1 | $151,000 | 76,000 |
| ANTHERA PHARMACEUTICALS INC03674U201 | COM NEW | $820,000 | 1,263,899 |
| ANWORTH MORTGAGE ASSET CP037347101 | COM | $27.6m | 5,339,458 |
| AON PLCG0408V102 | SHS CL A | $454.3m | 4,073,193 |
| APACHE CORP037411105 | COM | $355.2m | 5,595,642 |
| APARTMENT INVT & MGMT CO03748R101 | CL A | $168.3m | 3,701,894 |
| APOGEE ENTERPRISES INC037598109 · APOG | COM | $120.6m | 2,252,093 |
| DTE ENERGY CO233331107 · DTE | COM | $643.3m | 6,530,653 |
| DU PONT E I DE NEMOURS & CO263534109 | COM | $925.2m | 12,605,325 |
| DUCOMMUN INC DEL264147109 · DCO | COM | $8.7m | 341,433 |
| DUKE ENERGY CORP NEW26441C204 · DUK | COM NEW | $947.6m | 12,208,437 |
| DUKE REALTY CORP264411505 | COM NEW | $419.5m | 15,793,861 |
| DULUTH HLDGS INC26443V101 · DLTH | COM CL B | $7.9m | 310,698 |
| DUN & BRADSTREET CORP DEL NE26483E100 | COM | $77.6m | 639,830 |
| DUNKIN BRANDS GROUP INC265504100 | COM | $184.5m | 3,518,331 |
| DUPONT FABROS TECHNOLOGY INC26613Q106 | COM | $118.6m | 2,698,748 |
| DURECT CORP266605104 | COM | $5.4m | 4,025,925 |
| DXP ENTERPRISES INC NEW233377407 · DXPE | COM NEW | $44.7m | 1,287,597 |
| DYCOM INDS INC267475101 · DY | COM | $148.6m | 1,851,016 |
| DYCOM INDS INC267475AB7 | NOTE 0.750% 9/1 | $63,000 | 58,000 |
| DYNASIL CORP AMER268102100 | COM | $5,000 | 4,043 |
| DYNAVAX TECHNOLOGIES CORP268158201 | COM NEW | $4.9m | 1,246,397 |
| DYNEGY INC NEW DEL26817R108 | COM | $32.0m | 3,780,521 |
| DYNEGY INC NEW DEL26817R207 | PFD CONV SER A | $13.8m | 430,377 |
| DYNEX CAP INC26817Q506 · DX | COM NEW | $17.8m | 2,610,256 |
| E L F BEAUTY INC26856L103 · ELF | COM | $8.4m | 289,202 |
| E TRADE FINANCIAL CORP269246401 | COM NEW | $178.4m | 5,150,040 |
| EAGLE BANCORP INC MD268948106 · EGBN | COM | $56.0m | 918,834 |
| EAGLE BANCORP MONT INC26942G100 · EBMT | COM | $18,000 | 850 |
| EAGLE MATERIALS INC26969P108 · EXP | COM | $199.6m | 2,025,501 |
| EAGLE PHARMACEUTICALS INC269796108 | COM | $67.7m | 853,285 |
| EARTHLINK HLDGS CORP27033X101 | COM | $18.9m | 3,355,305 |
| EARTHSTONE ENERGY INC27032D205 | COM NEW | $1.2m | 86,532 |
| EAST WEST BANCORP INC27579R104 · EWBC | COM | $297.6m | 5,854,217 |
| EASTERLY GOVT PPTYS INC27616P103 · DEA | COM | $20.1m | 1,004,231 |
| EASTERN CO276317104 · EML | COM | $367,000 | 17,573 |
| EASTERN VA BANKSHARES INC277196101 | COM | $36,000 | 3,454 |
| EASTGROUP PPTY INC277276101 · EGP | COM | $174.5m | 2,363,241 |
| EASTMAN CHEM CO277432100 · EMN | COM | $210.6m | 2,800,429 |
| EASTMAN KODAK CO277461406 · KODK | COM NEW | $8.2m | 530,973 |
| EATON CORP PLCG29183103 · ETN | SHS | $617.8m | 9,208,866 |
| EATON VANCE CORP278265103 | COM NON VTG | $198.1m | 4,729,407 |
| EBAY INC278642103 · EBAY | COM | $457.2m | 15,400,002 |
| EBIX INC278715206 | COM NEW | $105.7m | 1,851,919 |
| ECHELON CORP27874N303 | COM NEW | $4,000 | 759 |
| ECHO GLOBAL LOGISTICS INC27875T101 | COM | $58.6m | 2,339,956 |
| ECHOSTAR CORP278768106 · ECHO | CL A | $29.4m | 571,574 |
| ECLIPSE RES CORP27890G100 | COM | $4.8m | 1,808,049 |
| ECO STIM ENERGY SOLUTIONS IN27888D101 | COM | $20,000 | 21,240 |
| ECOLAB INC278865100 · ECL | COM | $479.0m | 4,085,930 |
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 |