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 |
|---|---|---|---|
| CAI INTERNATIONAL INC12477X106 | COM | $4.6m | 530,024 |
| CAL MAINE FOODS INC128030202 · CALM | COM NEW | $107.4m | 2,431,055 |
| CALADRIUS BIOSCIENCES INC128058203 | COM NEW | $4,000 | 1,526 |
| CALAMOS ASSET MGMT INC12811R104 | CL A | $10.8m | 1,263,341 |
| CALAMP CORP128126109 | COM | $42.4m | 2,922,610 |
| CALATLANTIC GROUP INC128195104 | COM | $137.6m | 4,045,236 |
| CALAVO GROWERS INC128246105 | COM | $73.1m | 1,190,321 |
| CALERES INC129500104 · CAL | COM | $114.5m | 3,489,129 |
| CALGON CARBON CORP129603106 | COM | $69.7m | 4,099,006 |
| CALIFORNIA FIRST NTNL BANCOR130222102 | COM | $1.1m | 72,613 |
| CALIFORNIA RES CORP13057Q206 | COM NEW | $21.7m | 1,019,509 |
| CALIFORNIA WTR SVC GROUP130788102 · CWT | COM | $126.5m | 3,731,632 |
| CALITHERA BIOSCIENCES INC13089P101 | COM | $117,000 | 36,144 |
| CALIX INC13100M509 · CALX | COM | $10.5m | 1,361,426 |
| CALLAWAY GOLF CO131193104 · CALY | COM | $80.9m | 7,383,440 |
| CALLIDUS SOFTWARE INC13123E500 | COM | $30.4m | 1,812,508 |
| CALLON PETE CO DEL13123X102 | COM | $72.0m | 4,684,438 |
| CALPINE CORP131347304 | COM NEW | $47.7m | 4,173,301 |
| CAMBIUM LEARNING GRP INC13201A107 | COM | $2.3m | 455,504 |
| CAMBREX CORP132011107 | COM | $135.1m | 2,503,877 |
| ELECTRONICS FOR IMAGING INC286082102 | COM | $163.6m | 3,730,092 |
| ELECTRONICS FOR IMAGING INC286082AC6 | NOTE 0.750% 9/0 | $62,000 | 58,000 |
| ELEVEN BIOTHERAPEUTICS INC286221106 | COM | $5,000 | 2,365 |
| ELLIE MAE INC28849P100 | COM | $88.8m | 1,061,393 |
| ELLINGTON RESIDENTIAL MTG RE288578107 | COM SHS BEN INT | $2.2m | 171,170 |
| ELLIS PERRY INTL INC288853104 | COM | $25.5m | 1,024,175 |
| ELMIRA SVGS BK ELMIRA N Y289660102 | COM | $13,000 | 637 |
| EMAGIN CORP29076N206 | COM NEW | $134,000 | 62,129 |
| EMBRAER S A29082A107 · EMBJ | SP ADR REP 4 COM | $8.4m | 437,563 |
| EMC INS GROUP INC268664109 | COM | $8.4m | 281,560 |
| EMCLAIRE FINL CORP290828102 | COM | $6,000 | 214 |
| EMCOR GROUP INC29084Q100 · EME | COM | $255.4m | 3,609,067 |
| EMCORE CORP290846203 | COM NEW | $6.1m | 697,235 |
| EMERGENT BIOSOLUTIONS INC29089Q105 · EBS | COM | $87.5m | 2,663,371 |
| EMERGENT BIOSOLUTIONS INC29089QAB1 | NOTE 2.875% 1/1 | $37,000 | 29,000 |
| EMERGENT CAP INC29102N105 | COM | $67,000 | 55,620 |
| EMERSON ELEC CO291011104 · EMR | COM | $699.4m | 12,544,480 |
| EMERSON RADIO CORP291087203 · MSN | COM NEW | $5,000 | 4,988 |
| EMMIS COMMUNICATIONS CORP291525400 | COM NEW CL A | $8,000 | 2,255 |
| EMPIRE DIST ELEC CO291641108 | COM | $46.9m | 1,376,972 |
| EMPIRE RES INC DEL29206E100 | COM | $6,000 | 863 |
| EMPIRE RESORTS INC292052305 | COM PAR $0 01 | $2.6m | 112,219 |
| EMPIRE ST RLTY TR INC292104106 · ESRT | CL A | $25.7m | 1,272,247 |
| EMPLOYERS HOLDINGS INC292218104 · EIG | COM | $99.0m | 2,500,282 |
| EMPRESA DIST Y COMERCIAL NOR29244A102 | SPON ADR | $3.3m | 119,896 |
| ENANTA PHARMACEUTICALS INC29251M106 · ENTA | COM | $48.5m | 1,447,002 |
| ENBRIDGE ENERGY MANAGEMENT L29250X103 | SHS UNITS LLI | $536,000 | 20,713 |
| ENBRIDGE INC29250N105 · ENB | COM | $26.0m | 616,802 |
| ENCANA CORP292505104 | COM | $7.5m | 639,467 |
| ENCORE CAP GROUP INC292554102 · ECPG | COM | $47.3m | 1,649,522 |
| ENCORE WIRE CORP292562105 | COM | $72.3m | 1,667,664 |
| ENDO INTL PLCG30401106 | SHS | $126.8m | 7,699,189 |
| ENDOCYTE INC29269A102 | COM | $3.3m | 1,280,030 |
| ENDOLOGIX INC29266S106 | COM | $13.7m | 2,403,093 |
| ENDURANCE INTL GROUP HLDGS I29272B105 | COM | $16.8m | 1,810,159 |
| ENDURANCE SPECIALTY HLDGS LTG30397106 | SHS | $234.4m | 2,536,775 |
| ENEL AMERICAS S A29274F104 | SPONSORED ADR | $16.1m | 1,964,336 |
| ENEL GENERACION CHILE S A29244T101 | SPONSORED ADR | $5.7m | 293,063 |
| ENERGEN CORP29265N108 | COM | $230.8m | 4,001,235 |
| ENERGIZER HLDGS INC NEW29272W109 · ENR | COM | $108.5m | 2,432,331 |
| ENERGOUS CORP29272C103 | COM | $8.0m | 473,184 |
| ENERGY FOCUS INC29268T300 · EFOI | COM NEW | $111,000 | 26,162 |
| ENERGY FUELS INC292671708 · UUUU | COM NEW | $204,000 | 124,190 |
| ENERGY RECOVERY INC29270J100 · ERII | COM | $11.3m | 1,094,363 |
| ENERNOC INC292764107 | COM | $5.3m | 878,282 |
| ENERPLUS CORP292766102 | COM | $4,000 | 376 |
| ENERSYS29275Y102 · ENS | COM | $200.7m | 2,569,254 |
| ENGILITY HLDGS INC NEW29286C107 | COM | $60.9m | 1,807,836 |
| ENGLOBAL CORP293306106 | COM | $99,000 | 41,316 |
| ENI S P A26874R108 | SPONSORED ADR | $80,000 | 2,474 |
| ENLINK MIDSTREAM LLC29336T100 | COM UNIT REP LTD | $323,000 | 16,938 |
| ENNIS INC293389102 · EBF | COM | $14.6m | 843,440 |
| ENOVA INTL INC29357K103 · ENVA | COM | $26.4m | 2,105,956 |
| ENPHASE ENERGY INC29355A107 · ENPH | COM | $149,000 | 147,427 |
| ENPRO INDS INC29355X107 · NPO | COM | $114.3m | 1,696,367 |
| ENSCO PLCG3157S106 | SHS CLASS A | $126.5m | 13,014,186 |
| ENSERVCO CORP29358Y102 | COM | $4,000 | 6,737 |
| ENSIGN GROUP INC29358P101 · ENSG | COM | $87.3m | 3,931,581 |
| ENSTAR GROUP LIMITEDG3075P101 | SHS | $69.3m | 350,467 |
| ENSYNC INC29359T102 | COM | $11,000 | 15,497 |
| ENTEGRA FINL CORP29363J108 | COM | $387,000 | 18,804 |
| ENTEGRIS INC29362U104 · ENTG | COM | $77.0m | 4,302,404 |
| ENTELLUS MED INC29363K105 | COM | $4.7m | 247,066 |
| ENTERCOM COMMUNICATIONS CORP293639100 | CL A | $13.3m | 869,817 |
| ENTERGY CORP NEW29364G103 · ETR | COM | $544.2m | 7,406,898 |
| ENTEROMEDICS INC29365M505 | COM PAR | $0 | 25 |
| ENTERPRISE BANCORP INC MASS293668109 | COM | $11.3m | 299,743 |
| LIBERTY TRIPADVISOR HLDGS IN531465102 | COM SER A | $33.9m | 2,254,796 |
| LIFE STORAGE INC53223X107 | COM | $179.6m | 2,106,803 |
| LIFELOCK INC53224V100 | COM | $60.7m | 2,539,250 |
| LIFEPOINT HEALTH INC53219L109 | COM | $97.1m | 1,710,157 |
| LIFETIME BRANDS INC53222Q103 · LCUT | COM | $6.5m | 366,525 |
| LIFEVANTAGE CORP53222K205 · LFVN | COM NEW | $3.7m | 450,179 |
| LIFEWAY FOODS INC531914109 · LWAY | COM | $1.8m | 152,171 |
| LIGAND PHARMACEUTICALS INC53220K504 · LGND | COM NEW | $180.1m | 1,772,705 |
| LIGHTBRIDGE CORP53224K203 | COM NEW | $2,000 | 1,643 |
| LIGHTPATH TECHNOLOGIES INC532257805 · LPTH | CL A NEW | $5,000 | 3,255 |
| LILLY ELI & CO532457108 · LLY | COM | $1.4bn | 19,053,029 |
| LIMELIGHT NETWORKS INC53261M104 | COM | $5.8m | 2,304,440 |
| LIMONEIRA CO532746104 · LMNR | COM | $8.3m | 383,556 |
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 |