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 |
|---|---|---|---|
| EPR PPTYS26884U109 · EPR | COM SH BEN INT | $203.4m | 2,834,595 |
| EQT CORP26884L109 · EQT | COM | $223.9m | 3,423,641 |
| EQUIFAX INC294429105 · EFX | COM | $255.9m | 2,164,800 |
| EQUINIX INC29444U700 · EQIX | COM PAR $0.001 | $758.5m | 2,122,332 |
| EQUITABLE FINL CORP NEW29448T105 | COM | $7,000 | 747 |
| EQUITY BANCSHARES INC29460X109 · EQBK | COM CL A | $5.8m | 171,214 |
| EQUITY COMWLTH294628102 | COM SH BEN INT | $59.8m | 1,976,185 |
| EQUITY LIFESTYLE PPTYS INC29472R108 · ELS | COM | $138.1m | 1,915,532 |
| EQUITY ONE294752100 | COM | $126.3m | 4,114,255 |
| EQUITY RESIDENTIAL29476L107 · VMRK | SH BEN INT | $699.4m | 10,866,893 |
| ERA GROUP INC26885G109 | COM | $27.7m | 1,633,213 |
| ERIE INDTY CO29530P102 · ERIE | CL A | $28.6m | 253,929 |
| ERIN ENERGY CORP295625107 | COM | $1.5m | 505,545 |
| EROS INTL PLCG3788M114 | SHS NEW | $11.7m | 895,148 |
| ESCALADE INC296056104 · ESCA | COM | $4.6m | 345,078 |
| ESCO TECHNOLOGIES INC296315104 · ESE | COM | $112.3m | 1,981,787 |
| ESPERION THERAPEUTICS INC NE29664W105 | COM | $9.9m | 789,210 |
| ESPEY MFG & ELECTRS CORP296650104 · ESP | COM | $16,000 | 612 |
| ESSA BANCORP INC29667D104 | COM | $4.4m | 280,236 |
| ESSENDANT INC296689102 | COM | $63.0m | 3,015,336 |
| ESSENT GROUP LTDG3198U102 · ESNT | COM | $72.9m | 2,251,274 |
| ESSEX PPTY TR INC297178105 · ESS | COM | $522.2m | 2,246,014 |
| ESTERLINE TECHNOLOGIES CORP297425100 | COM | $186.9m | 2,095,801 |
| ETHAN ALLEN INTERIORS INC297602104 · ETD | COM | $81.3m | 2,206,360 |
| ETSY INC29786A106 · ETSY | COM | $37.0m | 3,143,160 |
| EURONAV NV ANTWERPENB38564108 · CMBT | SHS | $1,000 | 169 |
| EURONET WORLDWIDE INC298736109 · EEFT | COM | $37.4m | 515,766 |
| EURONET WORLDWIDE INC298736AH2 | NOTE 1.500%10/0 | $67,000 | 58,000 |
| EVANS BANCORP INC29911Q208 | COM NEW | $25,000 | 793 |
| EVERBANK FINL CORP29977G102 | COM | $62.2m | 3,199,329 |
| EVERBRIDGE INC29978A104 | COM | $5.1m | 278,302 |
| EVERCORE PARTNERS INC29977A105 · EVR | CLASS A | $212.2m | 3,088,507 |
| EVEREST RE GROUP LTDG3223R108 · EG | COM | $420.8m | 1,944,718 |
| EVERI HLDGS INC30034T103 | COM | $363,000 | 167,464 |
| EVERSOURCE ENERGY30040W108 · ES | COM | $519.0m | 9,396,208 |
| EVERTEC INC30040P103 · EVTC | COM | $34.4m | 1,939,916 |
| EVINE LIVE INC300487105 | CL A | $184,000 | 122,928 |
| EVOKE PHARMA INC30049G104 | COM | $63,000 | 31,132 |
| EVOLENT HEALTH INC30050B101 · EVH | CL A | $7.3m | 494,932 |
| EVOLUTION PETROLEUM CORP30049A107 · EPM | COM | $8.3m | 828,823 |
| EVOLVING SYS INC30049R209 | COM NEW | $112,000 | 27,384 |
| EXA CORP300614500 | COM | $6.9m | 448,233 |
| EXACT SCIENCES CORP30063P105 | COM | $42.4m | 3,176,826 |
| EXACTECH INC30064E109 | COM | $9.5m | 347,696 |
| EXAR CORP300645108 | COM | $36.2m | 3,356,338 |
| EXCO RESOURCES INC269279402 | COM | $4.1m | 4,687,284 |
| EXELIXIS INC30161Q104 · EXEL | COM | $166.1m | 11,142,626 |
| EXELON CORP30161N101 · EXC | COM | $612.3m | 17,254,057 |
| EXLSERVICE HOLDINGS INC302081104 · EXLS | COM | $131.4m | 2,605,661 |
| EXONE CO302104104 | COM | $3.3m | 357,398 |
| EXPEDIA INC DEL30212P303 · EXPE | COM NEW | $235.6m | 2,079,596 |
| EXPEDITORS INTL WASH INC302130109 · EXPD | COM | $298.5m | 5,635,616 |
| EXPONENT INC30214U102 · EXPO | COM | $120.9m | 2,004,916 |
| EXPRESS INC30219E103 | COM | $67.1m | 6,240,049 |
| EXPRESS SCRIPTS HLDG CO30219G108 | COM | $627.4m | 9,120,911 |
| EXTENDED STAY AMER INC30224P200 | UNIT 99/99/9999B | $13.3m | 825,497 |
| EXTERRAN CORP30227H106 | COM | $65.2m | 2,728,659 |
| MACK CALI RLTY CORP554489104 | COM | $169.4m | 5,838,009 |
| MACKINAC FINL CORP554571109 | COM | $10,000 | 764 |
| MACOM TECH SOLUTIONS HLDGS I55405Y100 · MTSI | COM | $32.4m | 700,985 |
| MACQUARIE INFRASTRUCTURE COR55608B105 | COM | $98.1m | 1,200,738 |
| MACQUARIE INFRASTRUCTURE COR55608BAA3 | NOTE 2.875% 7/1 | $67,000 | 58,000 |
| MACQUARIE INFRASTRUCTURE COR55608BAB1 | NOTE 2.000%10/0 | $58,000 | 58,000 |
| MACROGENICS INC556099109 · MGNX | COM | $30.9m | 1,510,142 |
| MACYS INC55616P104 · M | COM | $200.3m | 5,593,000 |
| MADDEN STEVEN LTD556269108 · SHOO | COM | $160.3m | 4,484,216 |
| MADISON SQUARE GARDEN CO NEW55825T103 · MSGS | CL A | $33.9m | 197,730 |
| MADRIGAL PHARMACEUTICALS INC558868105 · MDGL | COM | $9,000 | 632 |
| MAGELLAN HEALTH INC559079207 | COM NEW | $145.7m | 1,936,781 |
| MAGELLAN PETE CORP559091608 | COM NEW | $142,000 | 12,645 |
| MAGICJACK VOCALTEC LTDM6787E101 | SHS | $230,000 | 33,630 |
| MAGNEGAS CORP55939L202 | COM NEW | $4,000 | 8,220 |
| MAGYAR BANCORP INC55977T109 · MGYR | COM | $9,000 | 714 |
| MAIDEN HOLDINGS LTDG5753U112 | SHS | $99.2m | 5,683,321 |
| MAINSOURCE FINANCIAL GP INC56062Y102 | COM | $26.2m | 760,276 |
| MAJESCO56068V102 | COM | $1.1m | 173,732 |
| MAJESCO ENTERTAINMENT CO560690406 | COM PAR NEW | $1,000 | 297 |
| MALIBU BOATS INC56117J100 · MBUU | COM CL A | $11.1m | 581,971 |
| MALLINCKRODT PUB LTD COG5785G107 | SHS | $116.1m | 2,330,655 |
| MALVERN BANCORP INC561409103 | COM | $37,000 | 1,752 |
| MAM SOFTWARE GROUP INC55277Q201 | COM NEW | $17,000 | 2,685 |
| MAMMOTH ENERGY SVCS INC56155L108 · TUSK | COM | $3.6m | 234,343 |
| MANHATTAN ASSOCS INC562750109 · MANH | COM | $153.8m | 2,900,117 |
| MANHATTAN BRIDGE CAPITAL INC562803106 · LOAN | COM | $135,000 | 17,719 |
| MANITEX INTL INC563420108 | COM | $273,000 | 39,762 |
| MANITOWOC FOODSERVICE INC563568104 | COM | $27.0m | 1,395,009 |
| MANITOWOC INC563571108 · MTW | COM | $23.2m | 3,877,511 |
| MANNATECH INC563771203 · MTEX | COM NEW | $121,000 | 5,976 |
| MANNING & NAPIER INC56382Q102 | CL A | $3.9m | 514,111 |
| MANNKIND CORP56400P201 · MNKD | COM | $6.6m | 10,319,727 |
| MANPOWERGROUP INC56418H100 · MAN | COM | $238.1m | 2,678,894 |
| MANTECH INTL CORP564563104 | CL A | $103.4m | 2,447,349 |
| MARATHON OIL CORP565849106 | COM | $299.1m | 17,277,216 |
| MARATHON PATENT GROUP INC56585W203 | COM NEW | $69,000 | 40,237 |
| MARATHON PETE CORP56585A102 · MPC | COM | $547.8m | 10,879,018 |
| MARCHEX INC56624R108 · MCHX | CL B | $2.9m | 1,092,048 |
| MARCUS & MILLICHAP INC566324109 · MMI | COM | $11.9m | 444,378 |
| MARCUS CORP566330106 · MCS | COM | $47.0m | 1,491,985 |
| MARIN SOFTWARE INC56804T106 | COM | $204,000 | 86,989 |
| MARINE PRODS CORP568427108 | COM | $4.5m | 323,944 |
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 |