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 |
|---|---|---|---|
| MARINEMAX INC567908108 · HZO | COM | $39.5m | 2,043,594 |
| MARINUS PHARMACEUTICALS INC56854Q101 | COM | $103,000 | 101,703 |
| MARKEL CORP570535104 · MKL | COM | $239.3m | 264,600 |
| MARKETAXESS HLDGS INC57060D108 · MKTX | COM | $219.3m | 1,492,321 |
| MARLIN BUSINESS SVCS CORP571157106 | COM | $5.7m | 275,026 |
| MARRIOTT INTL INC NEW571903202 · MAR | CL A | $464.1m | 5,612,841 |
| MARRIOTT VACATIONS WRLDWDE C57164Y107 · VAC | COM | $158.5m | 1,868,289 |
| MARRONE BIO INNOVATIONS INC57165B106 | COM | $12,000 | 5,563 |
| MARSH & MCLENNAN COS INC571748102 · MRSH | COM | $587.4m | 8,691,029 |
| MARTEN TRANS LTD573075108 · MRTN | COM | $42.1m | 1,808,621 |
| MARTIN MARIETTA MATLS INC573284106 · MLM | COM | $258.2m | 1,165,355 |
| MARVELL TECHNOLOGY GROUP LTDG5876H105 | ORD | $90.4m | 6,519,345 |
| MASCO CORP574599106 · MAS | COM | $203.2m | 6,426,707 |
| MASIMO CORP574795100 | COM | $230.6m | 3,420,888 |
| MASONITE INTL CORP NEW575385109 | COM | $71.6m | 1,088,647 |
| MAST THERAPEUTICS INC576314108 | COM | $4,000 | 48,401 |
| MASTEC INC576323109 · MTZ | COM | $77.0m | 2,011,922 |
| MASTECH DIGITAL INC57633B100 · MHH | COM | $4,000 | 634 |
| MASTERCARD INCORPORATED57636Q104 · MA | CL A | $1.5bn | 14,680,915 |
| MATADOR RES CO576485205 · MTDR | COM | $67.8m | 2,633,645 |
| MATCH GROUP INC57665R106 | COM | $4.8m | 282,773 |
| MATERION CORP576690101 · MTRN | COM | $63.9m | 1,613,700 |
| MATRIX SVC CO576853105 · MTRX | COM | $51.8m | 2,284,006 |
| MATSON INC57686G105 · MATX | COM | $150.6m | 4,255,000 |
| SILICON MOTION TECHNOLOGY CO82706C108 · SIMO | SPONSORED ADR | $3.0m | 70,418 |
| SILVER BAY RLTY TR CORP82735Q102 | COM | $20.4m | 1,192,580 |
| SILVER SPRING NETWORKS INC82817Q103 | COM | $15.0m | 1,128,317 |
| SILVER STD RES INC82823LAC0 | NOTE 2.875% 2/0 | $54,000 | 58,000 |
| SILVER WHEATON CORP828336107 | COM | $6.2m | 319,660 |
| SILVERCREST ASSET MGMT GROUP828359109 · SAMG | CL A | $3.0m | 225,420 |
| SIMMONS 1ST NATL CORP828730200 · SFNC | CL A $1 PAR | $145.9m | 2,348,017 |
| SIMON PPTY GROUP INC NEW828806109 · SPG | COM | $1.3bn | 7,537,615 |
| SIMPSON MANUFACTURING CO INC829073105 · SSD | COM | $148.0m | 3,383,076 |
| SIMULATIONS PLUS INC829214105 | COM | $383,000 | 39,682 |
| SINA CORPG81477104 | ORD | $47.7m | 785,448 |
| SINCLAIR BROADCAST GROUP INC829226109 | CL A | $67.9m | 2,036,818 |
| SIRIUS XM HLDGS INC82968B103 · SIRI | COM | $81.5m | 18,321,058 |
| SITEONE LANDSCAPE SUPPLY INC82982L103 · SITE | COM | $12.4m | 355,699 |
| SITO MOBILE LTD82988R203 | COM NEW | $168,000 | 45,616 |
| SIX FLAGS ENTMT CORP NEW83001A102 | COM | $43.7m | 728,893 |
| SJW GROUP784305104 · HTO | COM | $30.1m | 538,233 |
| SKECHERS U S A INC830566105 | CL A | $124.3m | 5,057,504 |
| SKYLINE CORP830830105 · SKY | COM | $318,000 | 20,625 |
| SKYLINE MED INC83084T606 | COM PAR | $0 | 57 |
| SKYWEST INC830879102 · SKYW | COM | $150.6m | 4,132,337 |
| SKYWORKS SOLUTIONS INC83088M102 · SWKS | COM | $291.4m | 3,903,633 |
| SL GREEN RLTY CORP78440X101 · SLG | COM | $326.0m | 3,031,564 |
| SLM CORP78442P106 · SLM | COM | $186.9m | 16,963,200 |
| SM ENERGY CO78454L100 · SM | COM | $136.8m | 3,968,579 |
| SMART & FINAL STORES INC83190B101 | COM | $9.9m | 704,643 |
| SMART SAND INC83191H107 · SND | COM | $6.4m | 384,877 |
| SMARTFINANCIAL INC83190L208 · SMBK | COM NEW | $36,000 | 1,889 |
| SMITH & WESSON HLDG CORP831756101 | COM | $53.5m | 2,538,892 |
| SMITH A O831865209 · AOS | COM | $272.7m | 5,759,647 |
| SMITH MICRO SOFTWARE INC832154207 · SMSI | COM NEW | $5,000 | 3,163 |
| SMUCKER J M CO832696405 · SJM | COM NEW | $290.1m | 2,265,096 |
| SNAP ON INC833034101 · SNA | COM | $172.2m | 1,005,603 |
| SNYDERS-LANCE INC833551104 | COM | $189.8m | 4,950,382 |
| SOCIEDAD QUIMICA MINERA DE C833635105 | SPON ADR SER B | $7.4m | 259,277 |
| SODASTREAM INTERNATIONAL LTDM9068E105 | USD SHS | $3.2m | 81,938 |
| SOHU COM INC83408W103 · SOHU | COM | $5.3m | 156,226 |
| SOLARCITY CORP83416TAC4 | NOTE 1.625%11/0 | $73,000 | 87,000 |
| SOLAREDGE TECHNOLOGIES INC83417M104 · SEDG | COM | $979,000 | 78,958 |
| SOLITARIO EXPL & RTY CORP8342EP107 · XPL | COM | $351,000 | 566,015 |
| SONIC AUTOMOTIVE INC83545G102 · SAH | CL A | $50.3m | 2,197,988 |
| SONIC CORP835451105 | COM | $93.9m | 3,543,105 |
| SONIC FDRY INC83545R207 | COM NEW | $4,000 | 760 |
| SONOCO PRODS CO835495102 · SON | COM | $359.7m | 6,824,515 |
| SONOMA PHARMACEUTICALS INC83558L105 · SNOA | COM | $8,000 | 1,549 |
| SONUS NETWORKS INC835916503 | COM NEW | $9.9m | 1,568,527 |
| SORRENTO THERAPEUTICS INC83587F202 | COM NEW | $3.9m | 804,563 |
| SOTHEBYS835898107 | COM | $112.3m | 2,817,541 |
| SOTHERLY HOTELS INC83600C103 | COM | $228,000 | 33,517 |
| SOUND FINL BANCORP INC83607A100 · SFBC | COM | $7,000 | 260 |
| SOUTH JERSEY INDS INC838518108 | COM | $212.9m | 6,319,168 |
| SOUTH ST CORP840441109 | COM | $64.1m | 733,537 |
| SOUTHERN CO842587107 · SO | COM | $890.4m | 18,100,480 |
| SOUTHERN COPPER CORP84265V105 · SCCO | COM | $95.2m | 2,979,225 |
| SOUTHERN FIRST BANCSHARES IN842873101 · SFST | COM | $6.4m | 176,925 |
| SOUTHERN MO BANCORP INC843380106 · SMBC | COM | $6.4m | 180,316 |
| SOUTHERN NATL BANCORP OF VA843395104 | COM | $6.3m | 384,610 |
| SOUTHSIDE BANCSHARES INC84470P109 · SBSI | COM | $79.2m | 2,101,744 |
| SOUTHWEST AIRLS CO844741108 · LUV | COM | $446.6m | 8,961,186 |
| SOUTHWEST BANCORP INC OKLA844767103 | COM | $17.2m | 593,740 |
| SOUTHWEST GA FINL CORP84502A104 | COM | $6,000 | 281 |
| SOUTHWEST GAS CORP844895102 · SWX | COM | $220.3m | 2,874,954 |
| SOUTHWESTERN ENERGY CO845467109 | COM | $105.6m | 9,757,014 |
| SOUTHWESTERN ENERGY CO845467208 | DEP SHS 1/20 B | $90.2m | 3,542,608 |
| SP PLUS CORP78469C103 | COM | $15.5m | 552,182 |
| SPAN AMER MED SYS INC846396109 | COM | $11,000 | 598 |
| CODEXIS INC192005106 · CDXS | COM | $5.1m | 1,107,455 |
| CODORUS VY BANCORP INC192025104 | COM | $7.9m | 277,399 |
| COEUR MNG INC192108504 · CDE | COM NEW | $51.7m | 5,682,605 |
| COFFEE HLDGS INC192176105 · JVA | COM | $10,000 | 2,234 |
| COGENT COMMUNICATIONS HLDGS19239V302 · CCOI | COM NEW | $133.6m | 3,232,056 |
| COGENTIX MED INC19243A104 | COM | $15,000 | 7,250 |
| COGINT INC19241Q101 | COM | $1.7m | 503,117 |
| COGNEX CORP192422103 · CGNX | COM | $206.8m | 3,249,967 |
| COGNIZANT TECHNOLOGY SOLUTIO192446102 · CTSH | CL A | $457.3m | 8,161,404 |
| COHEN & STEERS INC19247A100 · CNS | COM | $22.2m | 661,694 |
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 |