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 |
|---|---|---|---|
| SHINHAN FINANCIAL GROUP CO L824596100 | SPN ADR RESTRD | $1.2m | 32,429 |
| SHIP FINANCE INTERNATIONAL LG81075106 | SHS | $26.8m | 1,803,066 |
| SHIRE PLC82481R106 | SPONSORED ADR | $194.4m | 1,140,803 |
| SHOE CARNIVAL INC824889109 · SHOE | COM | $29.9m | 1,107,600 |
| SHORE BANCSHARES INC825107105 · SHBI | COM | $6.5m | 426,007 |
| SHORETEL INC825211105 | COM | $15.7m | 2,200,081 |
| SHUTTERFLY INC82568P304 | COM | $53.0m | 1,055,518 |
| SHUTTERFLY INC82568PAB2 | NOTE 0.250% 5/1 | $59,000 | 58,000 |
| SHUTTERSTOCK INC825690100 · SSTK | COM | $70.7m | 1,487,242 |
| SI FINL GROUP INC MD78425V104 | COM | $5.9m | 380,729 |
| SIBANYE GOLD LTD825724206 | SPONSORED ADR | $100,000 | 14,133 |
| SIENTRA INC82621J105 | COM | $347,000 | 40,785 |
| SIERRA BANCORP82620P102 · BSRR | COM | $10.3m | 385,631 |
| SIFCO INDS INC826546103 · SIF | COM | $61,000 | 7,962 |
| SIGMA DESIGNS INC826565103 | COM | $7.1m | 1,175,532 |
| SIGMATRON INTL INC82661L101 | COM | $8,000 | 1,617 |
| SIGNAL GENETICS INC826640203 | COM NEW | $1,000 | 123 |
| SIGNATURE BK NEW YORK N Y82669G104 | COM | $326.9m | 2,176,516 |
| SIGNET JEWELERS LIMITEDG81276100 · SIG | SHS | $115.0m | 1,219,967 |
| SILGAN HOLDINGS INC827048109 · SLGN | COM | $77.9m | 1,522,485 |
| SILICOM LTDM84116108 · SILC | ORD | $7.6m | 183,882 |
| SILICON LABORATORIES INC826919102 · SLAB | COM | $158.9m | 2,444,252 |
| CAMDEN NATL CORP133034108 · CAC | COM | $22.5m | 506,292 |
| CAMDEN PPTY TR133131102 · CPT | SH BEN INT | $340.3m | 4,048,077 |
| CAMECO CORP13321L108 · CCJ | COM | $2.7m | 260,839 |
| CAMPBELL SOUP CO134429109 · CPB | COM | $300.7m | 4,972,953 |
| CAMPING WORLD HLDGS INC13462K109 · CWH | CL A | $11.6m | 356,303 |
| CANADIAN NAT RES LTD136385101 · CNQ | COM | $23.2m | 726,731 |
| CANADIAN SOLAR INC136635109 · CSIQ | COM | $1.4m | 114,825 |
| CANCER GENETICS INC13739U104 | COM | $51,000 | 37,660 |
| CANTEL MEDICAL CORP138098108 | COM | $226.5m | 2,876,375 |
| CANTERBURY PARK HOLDING CORP13811E101 · CPHC | COM | $6,000 | 598 |
| CAPELLA EDUCATION COMPANY139594105 | COM | $77.0m | 876,580 |
| CAPITAL BK FINL CORP139794101 | CL A COM | $29.1m | 741,323 |
| CAPITAL CITY BK GROUP INC139674105 · CCBG | COM | $7.5m | 368,470 |
| CAPITAL ONE FINL CORP14040H105 · COF | COM | $568.5m | 6,516,683 |
| CAPITAL SR LIVING CORP140475104 | COM | $16.1m | 1,001,843 |
| CAPITOL FED FINL INC14057J101 · CFFN | COM | $69.2m | 4,204,102 |
| CAPNIA INC14066L105 | COM | $1,000 | 1,564 |
| CAPRICOR THERAPEUTICS INC14070B101 · CAPR | COM | $44,000 | 16,598 |
| CAPSTAR FINL HLDGS INC14070T102 | COM | $2.0m | 89,311 |
| CAPSTEAD MTG CORP14067E506 | COM NO PAR | $102.2m | 10,025,168 |
| CAPSTONE TURBINE CORP14067D409 | COM NEW | $51,000 | 75,087 |
| CARA THERAPEUTICS INC140755109 | COM | $6.4m | 692,518 |
| CARBO CERAMICS INC140781105 | COM | $18.1m | 1,727,700 |
| CARBONITE INC141337105 | COM | $9.5m | 576,682 |
| CARDINAL FINL CORP14149F109 | COM | $84.4m | 2,575,305 |
| CARDINAL HEALTH INC14149Y108 · CAH | COM | $323.8m | 4,498,882 |
| CARDIOVASCULAR SYS INC DEL141619106 | COM | $27.5m | 1,135,007 |
| CARDTRONICS INC14161HAG3 | NOTE 1.000%12/0 | $68,000 | 58,000 |
| CARDTRONICS PLCG1991C105 | SHS CL A | $191.3m | 3,506,083 |
| CARE CAP PPTYS INC141624106 | COM | $97.5m | 3,899,312 |
| CARE COM INC141633107 | COM | $3.8m | 444,167 |
| CAREDX INC14167L103 · CDNA | COM | $60,000 | 22,276 |
| CAREER EDUCATION CORP141665109 | COM | $53.5m | 5,298,114 |
| CARETRUST REIT INC14174T107 · CTRE | COM | $81.2m | 5,299,731 |
| CARLISLE COS INC142339100 · CSL | COM | $273.5m | 2,479,852 |
| CARMAX INC143130102 · KMX | COM | $213.9m | 3,321,202 |
| CARNIVAL CORP143658300 | UNIT 99/99/9999 | $305.6m | 5,869,267 |
| CAROLINA BK HLDGS INC GREENS143785103 | COM | $41,000 | 1,578 |
| CAROLINA FINL CORP NEW143873107 | COM | $10.6m | 344,563 |
| CAROLINA TR BANCSHARES INC14422P105 | COM | $11,000 | 1,662 |
| CARPENTER TECHNOLOGY CORP144285103 · CRS | COM | $103.4m | 2,859,597 |
| CARRIAGE SVCS INC143905107 · CSV | COM | $13.8m | 483,434 |
| CARRIZO OIL & GAS INC144577103 | COM | $185.8m | 4,975,095 |
| CARROLS RESTAURANT GROUP INC14574X104 | COM | $16.9m | 1,109,252 |
| CARTER INC146229109 · CRI | COM | $162.8m | 1,885,007 |
| CARTESIAN INC146534102 | COM | $2,000 | 1,655 |
| CAS MED SYS INC124769209 | COM PAR $0.004 | $161,000 | 99,872 |
| CLOROX CO DEL189054109 · CLX | COM | $396.7m | 3,304,941 |
| CLOUD PEAK ENERGY INC18911Q102 | COM | $18.5m | 3,301,418 |
| CLOVIS ONCOLOGY INC189464100 | COM | $66.2m | 1,490,258 |
| CLOVIS ONCOLOGY INC189464AB6 | NOTE 2.500% 9/1 | $60,000 | 58,000 |
| CLUBCORP HLDGS INC18948M108 | COM | $27.4m | 1,912,781 |
| CME GROUP INC12572Q105 · CME | COM | $1.1bn | 9,904,180 |
| CMS ENERGY CORP125896100 · CMS | COM | $348.1m | 8,363,272 |
| CNA FINL CORP126117100 · CNA | COM | $11.3m | 271,797 |
| CNB FINL CORP PA126128107 · CCNE | COM | $12.1m | 452,898 |
| CNH INDL N VN20944109 · CNH | SHS | $636,000 | 73,147 |
| CNO FINL GROUP INC12621E103 · CNO | COM | $181.5m | 9,476,822 |
| CNOOC LTD126132109 | SPONSORED ADR | $32,000 | 256 |
| COACH INC189754104 | COM | $184.9m | 5,280,411 |
| COASTWAY BANCORP INC190632109 | COM | $13,000 | 858 |
| COBALT INTL ENERGY INC19075F106 | COM | $15.5m | 12,739,759 |
| COBALT INTL ENERGY INC19075FAA4 | NOTE 2.625%12/0 | $91,000 | 233,000 |
| COBALT INTL ENERGY INC19075FAB2 | NOTE 3.125% 5/1 | $49,000 | 175,000 |
| COBIZ FINANCIAL INC190897108 | COM | $20.6m | 1,222,307 |
| COCA COLA BOTTLING CO CONS191098102 · COKE | COM | $25.2m | 140,877 |
| COCA COLA CO191216100 · KO | COM | $2.6bn | 63,170,942 |
| ENTERPRISE FINL SVCS CORP293712105 · EFSC | COM | $27.2m | 632,510 |
| ENTRAVISION COMMUNICATIONS C29382R107 · EVC | CL A | $14.9m | 2,125,616 |
| ENVESTNET INC29404K106 | COM | $44.1m | 1,251,167 |
| ENVIROSTAR INC29414M100 | COM | $25,000 | 1,710 |
| ENVISION HEALTHCARE CORP29414D100 | COM | $145.4m | 2,297,961 |
| ENZO BIOCHEM INC294100102 | COM | $8.9m | 1,284,014 |
| EOG RES INC26875P101 · EOG | COM | $858.7m | 8,493,933 |
| EP ENERGY CORP268785102 | CL A | $7.8m | 1,196,969 |
| EPAM SYS INC29414B104 · EPAM | COM | $95.6m | 1,486,706 |
| EPIZYME INC29428V104 | COM | $24.4m | 2,015,105 |
| EPLUS INC294268107 · PLUS | COM | $60.4m | 524,527 |
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 |