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 |
|---|---|---|---|
| BANK OF MARIN BANCORP063425102 · BMRC | COM | $13.7m | 195,966 |
| BANK OF NT BUTTERFIELD&SON LG0772R208 · NTB | SHS NEW | $11.6m | 369,484 |
| BANK OF THE OZARKS INC063904106 | COM | $283.4m | 5,388,303 |
| BANK OF THE ST JAMES FINL GP470299108 · BOTJ | COM | $12,000 | 775 |
| BANK SOUTH CAROLINA CORP065066102 | COM | $18,000 | 873 |
| BANKFINANCIAL CORP06643P104 | COM | $7.5m | 509,184 |
| BANKRATE INC DEL06647F102 | COM | $16.2m | 1,469,518 |
| BANKUNITED INC06652K103 · BKU | COM | $46.4m | 1,232,178 |
| BANKWELL FINL GROUP INC06654A103 · BWFG | COM | $6.4m | 196,731 |
| BANNER CORP06652V208 · BANR | COM NEW | $125.3m | 2,245,951 |
| BAOZUN INC06684L103 · BZUN | SPONSORED ADR | $112,000 | 9,311 |
| BAR HBR BANKSHARES066849100 · BHB | COM | $9.6m | 202,531 |
| BARCLAYS BANK PLC06739H362 | ADR PFD SR 5 | $275.7m | 10,795,438 |
| BARCLAYS BANK PLC06739H776 | SP ADR 7.1%PF3 | $144.3m | 5,684,858 |
| BARD C R INC067383109 | COM | $472.6m | 2,103,573 |
| BARNES & NOBLE ED INC06777U101 | COM | $37.6m | 3,279,025 |
| BARNES & NOBLE INC067774109 · BNED | COM | $53.0m | 4,757,148 |
| BARNES GROUP INC067806109 | COM | $188.9m | 3,983,293 |
| BARNWELL INDS INC068221100 · BRN | COM | $1,000 | 747 |
| BARRACUDA NETWORKS INC068323104 | COM | $15.1m | 703,228 |
| BARRETT BILL CORP06846N104 | COM | $37.2m | 5,323,079 |
| BARRETT BUSINESS SERVICES IN068463108 · BBSI | COM | $14.5m | 226,116 |
| BARRICK GOLD CORP067901108 | COM | $13.8m | 864,955 |
| BASIC ENERGY SVCS INC NEW06985P209 | COM NEW | $5,000 | 152 |
| BASSETT FURNITURE INDS INC070203104 · BSET | COM | $10.2m | 335,694 |
| BATS GLOBAL MKTS INC05491G109 | COM | $244,000 | 7,278 |
| BAXTER INTL INC071813109 · BAX | COM | $409.2m | 9,229,459 |
| BAY BANCORP INC07203T106 | COM | $17,000 | 2,630 |
| BAYTEX ENERGY CORP07317Q105 · BTE | COM | $2,000 | 329 |
| BAZAARVOICE INC073271108 | COM | $13.1m | 2,701,183 |
| BB&T CORP054937107 | COM | $675.7m | 14,370,033 |
| BBVA BANCO FRANCES S A07329M100 | SPONSORED ADR | $3.9m | 222,948 |
| BCB BANCORP INC055298103 · BCBP | COM | $411,000 | 31,577 |
| BEACON ROOFING SUPPLY INC073685109 | COM | $96.2m | 2,087,686 |
| BEAR ST FINL INC073844102 | COM | $6.0m | 590,951 |
| BEASLEY BROADCAST GROUP INC074014101 | CL A | $39,000 | 6,379 |
| INOTEK PHARMACEUTICALS CORP45780V102 | COM | $3.4m | 552,073 |
| INOVALON HLDGS INC45781D101 | COM CL A | $8.5m | 830,037 |
| INOVIO PHARMACEUTICALS INC45773H201 · INO | COM NEW | $22.0m | 3,165,665 |
| INPHI CORP45772F107 | COM | $53.5m | 1,198,352 |
| INSEEGO CORP45782B104 | COM | $243,000 | 99,632 |
| INSIGHT ENTERPRISES INC45765U103 · NSIT | COM | $117.1m | 2,896,322 |
| INSIGNIA SYS INC45765Y105 | COM | $8,000 | 3,143 |
| INSMED INC457669307 · INSM | COM PAR $.01 | $35.8m | 2,705,488 |
| INSPERITY INC45778Q107 · NSP | COM | $97.3m | 1,371,345 |
| INSPIREMD INC45779A804 | COM PAR | $0 | 56 |
| INSTALLED BLDG PRODS INC45780R101 · IBP | COM | $77.4m | 1,874,087 |
| INSTEEL INDUSTRIES INC45774W108 · IIIN | COM | $49.3m | 1,384,235 |
| INSTITUTIONAL FINL MKTS INC45779L107 | COM | $6,000 | 4,634 |
| INSTRUCTURE INC45781U103 | COM | $6.6m | 338,967 |
| INSULET CORP45784P101 · PODD | COM | $71.2m | 1,889,200 |
| INSYS THERAPEUTICS INC NEW45824V209 | COM NEW | $15.8m | 1,714,727 |
| INTEGER HLDGS CORP45826H109 · ITGR | COM | $69.0m | 2,344,451 |
| INTEGRA LIFESCIENCES HLDGS C457985208 · IART | COM NEW | $208.3m | 2,427,637 |
| INTEGRATED DEVICE TECHNOLOGY458118106 | COM | $193.4m | 8,210,952 |
| INTEGRATED DEVICE TECHNOLOGY458118AC0 | NOTE 0.875%11/1 | $60,000 | 58,000 |
| INTEL CORP458140100 · INTC | COM | $2.9bn | 79,391,014 |
| INTEL CORP458140AD2 | SDCV 12/1 | $315,000 | 233,000 |
| INTEL CORP458140AF7 | SDCV 3.250% 8/0 | $513,000 | 291,000 |
| INTELIQUENT INC45825N107 | COM | $63.3m | 2,759,650 |
| INTELLIA THERAPEUTICS INC45826J105 · NTLA | COM | $9.2m | 704,350 |
| INTELLICHECK MOBILISA INC45817G201 · IDN | COM NEW | $6,000 | 2,298 |
| INTELLIGENT SYS CORP NEW45816D100 | COM | $7,000 | 1,594 |
| INTELSAT S AL5140P101 | COM | $2.8m | 1,054,758 |
| INTER PARFUMS INC458334109 · IPAR | COM | $44.8m | 1,369,095 |
| INTERACTIVE BROKERS GROUP IN45841N107 · IBKR | COM | $152.7m | 4,181,085 |
| INTERCEPT PHARMACEUTICALS IN45845P108 | COM | $60.9m | 560,812 |
| INTERCEPT PHARMACEUTICALS IN45845PAA6 | NOTE 3.250% 7/0 | $52,000 | 58,000 |
| INTERCONTINENTAL EXCHANGE IN45866F104 · ICE | COM | $452.1m | 8,012,984 |
| INTERDIGITAL INC458660AD9 | NOTE 1.500% 3/0 | $79,000 | 58,000 |
| INTERDIGITAL INC45867G101 · IDCC | COM | $188.7m | 2,066,151 |
| INTERFACE INC458665304 · TILE | COM | $96.6m | 5,206,897 |
| INTERGROUP CORP458685104 · INTG | COM | $3,000 | 126 |
| INTERLINK ELECTRS INC458751302 · LINK | COM NEW | $18,000 | 2,508 |
| INTERMOLECULAR INC45882D109 | COM | $64,000 | 67,667 |
| INTERNAP CORP45885A300 | COM PAR $.001 | $221,000 | 143,817 |
| INTERNATIONAL BANCSHARES COR459044103 | COM | $142.8m | 3,498,827 |
| INTERNATIONAL BUSINESS MACHS459200101 · IBM | COM | $2.4bn | 14,568,846 |
| INTERNATIONAL FLAVORS&FRAGRA459506101 · IFF | COM | $182.6m | 1,549,330 |
| INTERNATIONAL GAME TECHNOLOGG4863A108 · BRSL | SHS USD | $22.8m | 893,142 |
| INTERNATIONAL SEAWAYS INCY41053102 · INSW | COM | $6.1m | 435,948 |
| INTERNATIONAL SPEEDWAY CORP460335201 | CL A | $55.6m | 1,511,172 |
| INTERPACE DIAGNOSTICS GROUP46062X204 | COM NEW | $1,000 | 272 |
| INTERPUBLIC GROUP COS INC460690100 | COM | $162.6m | 6,947,564 |
| INTERSECT ENT INC46071F103 | COM | $9.9m | 814,609 |
| INTERSECTIONS INC460981301 | COM | $89,000 | 22,251 |
| INTERSIL CORP46069S109 | CL A | $178.9m | 8,020,662 |
| INTERXION HOLDING N.VN47279109 | SHS | $12.5m | 355,602 |
| INTEST CORP461147100 · INTT | COM | $136,000 | 29,579 |
| INTEVAC INC461148108 | COM | $459,000 | 53,722 |
| INTL FCSTONE INC46116V105 | COM | $52.7m | 1,331,736 |
| INTL PAPER CO460146103 · IP | COM | $630.7m | 11,885,679 |
| INTRA CELLULAR THERAPIES INC46116X101 | COM | $30.7m | 2,034,263 |
| INTRALINKS HLDGS INC46118H104 | COM | $18.2m | 1,346,631 |
| INTRAWEST RESORTS HLDGS INC46090K109 | COM | $9.4m | 526,780 |
| INTREPID POTASH INC46121Y102 · IPI | COM | $333,000 | 159,918 |
| INTREXON CORP46122T102 | COM | $14.3m | 589,593 |
| INTRICON CORP46121H109 | COM | $109,000 | 15,796 |
| INTUIT461202103 · INTU | COM | $453.2m | 3,954,195 |
| INTUITIVE SURGICAL INC46120E602 · ISRG | COM NEW | $622.2m | 981,070 |
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 |