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 |
|---|---|---|---|
| ECOLOGY & ENVIRONMENT INC278878103 | CL A | $89,000 | 8,409 |
| ECOPETROL S A279158109 | SPONSORED ADS | $7.0m | 769,592 |
| EDGE THERAPEUTICS INC279870109 | COM | $6.5m | 517,087 |
| EDGEWATER TECHNOLOGY INC280358102 | COM | $209,000 | 27,860 |
| EDGEWELL PERS CARE CO28035Q102 · EPC | COM | $167.1m | 2,288,679 |
| EDISON INTL281020107 · EIX | COM | $631.6m | 8,773,179 |
| EDITAS MEDICINE INC28106W103 · EDIT | COM | $11.6m | 713,006 |
| EDUCATION RLTY TR INC28140H203 | COM NEW | $203.6m | 4,813,908 |
| EDUCATIONAL DEV CORP281479105 · EDUC | COM | $117,000 | 11,719 |
| EDWARDS LIFESCIENCES CORP28176E108 · EW | COM | $407.2m | 4,346,045 |
| EGAIN CORP28225C806 · EGAN | COM NEW | $93,000 | 44,064 |
| EGALET CORP28226B104 | COM | $5.6m | 728,090 |
| EHEALTH INC28238P109 · EHTH | COM | $15.2m | 1,427,497 |
| EHI CAR SVCS LTD26853A100 | SPON ADS CL A | $142,000 | 15,643 |
| EIGER BIOPHARMACEUTICALS INC28249U105 | COM | $1.5m | 131,008 |
| EL PASO ELEC CO283677854 | COM NEW | $156.2m | 3,359,965 |
| EL POLLO LOCO HLDGS INC268603107 · LOCO | COM | $21.6m | 1,754,708 |
| ELDORADO GOLD CORP NEW284902103 · EGO | COM | $1.7m | 532,574 |
| ELDORADO RESORTS INC28470R102 | COM | $15.8m | 932,921 |
| ELECTRO SCIENTIFIC INDS285229100 | COM | $15.6m | 2,632,813 |
| ELECTRO-SENSORS INC285233102 | COM | $1,000 | 222 |
| ELECTROMED INC285409108 · ELMD | COM | $62,000 | 15,869 |
| ELECTRONIC ARTS INC285512109 | COM | $439.4m | 5,579,561 |
| LAM RESEARCH CORP512807108 · LRCX | COM | $353.5m | 3,343,382 |
| LAM RESEARCH CORP512807AL2 | NOTE 1.250% 5/1 | $102,000 | 58,000 |
| LAMAR ADVERTISING CO NEW512816109 · LAMR | CL A | $240.0m | 3,569,603 |
| LAMB WESTON HLDGS INC513272104 · LW | COM | $204.4m | 5,399,483 |
| LANCASTER COLONY CORP513847103 · MZTI | COM | $157.8m | 1,116,329 |
| LANDAUER INC51476K103 | COM | $37.1m | 770,471 |
| LANDEC CORP514766104 · LFCR | COM | $12.1m | 875,895 |
| LANDMARK BANCORP INC51504L107 · LARK | COM | $19,000 | 676 |
| LANDS END INC NEW51509F105 · LE | COM | $6.9m | 457,369 |
| LANDSTAR SYS INC515098101 · LSTR | COM | $191.5m | 2,245,322 |
| LANNET INC516012101 | COM | $58.5m | 2,653,892 |
| LANTHEUS HLDGS INC516544103 · LNTH | COM | $299,000 | 34,735 |
| LANTRONIX INC516548203 · LTRX | COM NEW | $4,000 | 2,338 |
| LAREDO PETROLEUM INC516806106 | COM | $24.5m | 1,731,792 |
| LAS VEGAS SANDS CORP517834107 · LVS | COM | $158.2m | 2,962,345 |
| LASALLE HOTEL PPTYS517942108 | COM SH BEN INT | $219.6m | 7,207,027 |
| LATAM AIRLS GROUP S A51817R106 | SPONSORED ADR | $8.2m | 999,970 |
| LATTICE SEMICONDUCTOR CORP518415104 · LSCC | COM | $26.2m | 3,562,636 |
| LAUDER ESTEE COS INC518439104 · EL | CL A | $247.1m | 3,229,910 |
| LAWSON PRODS INC520776105 · DSGR | COM | $4.9m | 206,536 |
| LAYNE CHRISTENSEN CO521050104 | COM | $6.6m | 606,599 |
| LAZARD LTDG54050102 · LAZ | SHS A | $62.2m | 1,513,129 |
| LCNB CORP50181P100 · LCNB | COM | $6.9m | 295,110 |
| LEAF GROUP LTD52177G102 | COM | $233,000 | 35,637 |
| LEAR CORP521865204 · LEA | COM NEW | $107.8m | 814,444 |
| LEE ENTERPRISES INC523768109 · LEE | COM | $398,000 | 137,278 |
| LEGACY TEX FINL GROUP INC52471Y106 | COM | $143.7m | 3,336,563 |
| LEGG MASON INC524901105 | COM | $113.6m | 3,799,391 |
| LEGGETT & PLATT INC524660107 | COM | $252.7m | 5,170,182 |
| LEIDOS HLDGS INC525327102 · LDOS | COM | $284.9m | 5,570,232 |
| LEMAITRE VASCULAR INC525558201 · LMAT | COM | $11.0m | 436,046 |
| LENDINGCLUB CORP52603A109 | COM | $58.1m | 11,071,944 |
| LENDINGTREE INC NEW52603B107 · TREE | COM | $53.8m | 530,390 |
| LENNAR CORP526057104 · LEN | CL A | $264.5m | 6,160,776 |
| LENNAR CORP526057302 | CL B | $9.4m | 271,343 |
| LENNOX INTL INC526107107 · LII | COM | $245.4m | 1,602,321 |
| LEUCADIA NATL CORP527288104 | COM | $132.0m | 5,679,164 |
| LEVEL 3 COMMUNICATIONS INC52729N308 | COM NEW | $320.8m | 5,692,777 |
| LEXICON PHARMACEUTICALS INC528872302 · LXRX | COM NEW | $41.2m | 2,977,143 |
| LEXINGTON REALTY TRUST529043101 | COM | $198.7m | 18,399,367 |
| LGI HOMES INC50187T106 · LGIH | COM | $45.8m | 1,593,418 |
| LGL GROUP INC50186A108 · LGL | COM | $1,000 | 257 |
| LHC GROUP INC50187A107 | COM | $60.1m | 1,315,144 |
| LIBBEY INC529898108 | COM | $14.1m | 722,844 |
| LIBERTY BROADBAND CORP530307107 | COM SER A | $19.3m | 266,735 |
| LIBERTY BROADBAND CORP530307305 | COM SER C | $82.3m | 1,110,980 |
| LIBERTY EXPEDIA HOLDINGS53046P109 | SER A COM | $22.0m | 554,931 |
| LIBERTY GLOBAL PLCG5480U104 · LBTYK | SHS CL A | $9.2m | 299,429 |
| LIBERTY GLOBAL PLCG5480U112 · LBTYK | SHS CL B | $27,000 | 868 |
| LIBERTY GLOBAL PLCG5480U120 · LBTYK | SHS CL C | $17.5m | 588,554 |
| LIBERTY GLOBAL PLCG5480U138 · LBTYK | LILAC SHS CL A | $713,000 | 32,475 |
| LIBERTY GLOBAL PLCG5480U153 · LBTYK | LILAC SHS CL C | $3.3m | 154,737 |
| LIBERTY INTERACTIVE CORP53071M104 | QVC GP COM SER A | $96.0m | 4,804,835 |
| LIBERTY INTERACTIVE CORP53071M856 | LBT VEN COM A NE | $31.6m | 858,118 |
| LIBERTY INTERACTIVE LLC530610AD6 | DEB 1.750% 9/3 | $126,000 | 117,000 |
| LIBERTY MEDIA CORP530715AN1 | DEB 3.500% 1/1 | $16,000 | 30,931 |
| LIBERTY MEDIA CORP DELAWARE531229409 | COM A SIRIUSXM | $32.6m | 943,920 |
| LIBERTY MEDIA CORP DELAWARE531229607 | COM C SIRIUSXM | $64.5m | 1,901,040 |
| LIBERTY MEDIA CORP DELAWARE531229706 · FWONK | COM A BRAVES GRP | $5.8m | 284,258 |
| LIBERTY MEDIA CORP DELAWARE531229854 · FWONK | COM C MEDIA GRP | $44.9m | 1,434,637 |
| LIBERTY MEDIA CORP DELAWARE531229870 · FWONK | COM A MEDIA GRP | $22.3m | 709,903 |
| LIBERTY MEDIA CORP DELAWARE531229888 · FWONK | COM C BRAVES GRP | $20.1m | 976,412 |
| LIBERTY MEDIA CORP DELAWARE531229AB8 | NOTE 1.375%10/1 | $157,000 | 146,000 |
| LIBERTY PPTY TR531172104 | SH BEN INT | $275.2m | 6,965,917 |
| LIBERTY TAX INC53128T102 | CL A | $3.0m | 220,936 |
| UGI CORP NEW902681105 · UGI | COM | $326.2m | 7,078,095 |
| ULTA SALON COSMETCS & FRAG I90384S303 · ULTA | COM | $274.2m | 1,075,596 |
| ULTIMATE SOFTWARE GROUP INC90385D107 | COM | $210.5m | 1,154,123 |
| ULTRA CLEAN HLDGS INC90385V107 · UCTT | COM | $10.2m | 1,049,984 |
| ULTRAGENYX PHARMACEUTICAL IN90400D108 · RARE | COM | $118.1m | 1,679,460 |
| ULTRALIFE CORP903899102 · ULBI | COM | $125,000 | 25,344 |
| ULTRAPAR PARTICIPACOES S A90400P101 · UGP | SP ADR REP COM | $19.7m | 951,572 |
| ULTRATECH INC904034105 | COM | $44.8m | 1,868,144 |
| UMB FINL CORP902788108 · UMBF | COM | $209.9m | 2,722,000 |
| UMH PPTYS INC903002103 · UMH | COM | $12.8m | 851,601 |
| UMPQUA HLDGS CORP904214103 | COM | $258.2m | 13,749,770 |
| UNDER ARMOUR INC904311107 · UAA | CL A | $91.0m | 3,133,603 |
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 |