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 |
|---|---|---|---|
| COHERENT INC192479103 · COHR | COM | $258.4m | 1,881,204 |
| COHERUS BIOSCIENCES INC19249H103 · CHRS | COM | $43.9m | 1,559,843 |
| COHU INC192576106 · COHU | COM | $29.8m | 2,147,178 |
| COLFAX CORP194014106 | COM | $37.0m | 1,028,808 |
| COLGATE PALMOLIVE CO194162103 · CL | COM | $882.7m | 13,488,259 |
| COLLECTORS UNIVERSE INC19421R200 | COM NEW | $5.2m | 246,619 |
| COLLEGIUM PHARMACEUTICAL INC19459J104 · COLL | COM | $14.5m | 931,081 |
| COLONY BANKCORP INC19623P101 · CBAN | COM | $23,000 | 1,779 |
| COLONY CAP INC19624R106 | CL A | $133.5m | 6,591,796 |
| COLONY CAP INC19624R403 | CONV PFD-C | $29.4m | 1,262,871 |
| COLONY CAP INC19624RAB2 | NOTE 3.875% 1/1 | $58,000 | 58,000 |
| COLONY STARWOOD HOMES19625X102 | COM | $60.1m | 2,085,130 |
| COLUCID PHARMACEUTICALS INC19716T101 | COM | $10.1m | 276,194 |
| COLUMBIA BKG SYS INC197236102 · COLB | COM | $206.1m | 4,612,322 |
| COLUMBIA PPTY TR INC198287203 | COM NEW | $42.1m | 1,948,909 |
| COLUMBIA SPORTSWEAR CO198516106 · COLM | COM | $47.0m | 805,566 |
| COLUMBUS MCKINNON CORP N Y199333105 · CMCO | COM | $17.3m | 639,224 |
| COMBIMATRIX CORPORATION20009T501 | COM PAR | $21,000 | 8,019 |
| COMCAST CORP NEW20030N101 · CMCSA | CL A | $2.2bn | 31,923,924 |
| COMERICA INC200340107 | COM | $233.7m | 3,431,807 |
| COMFORT SYS USA INC199908104 · FIX | COM | $98.8m | 2,965,958 |
| COMMAND SEC CORP20050L100 | COM | $6,000 | 2,172 |
| COMMERCE BANCSHARES INC200525103 · CBSH | COM | $204.4m | 3,536,537 |
| COMMERCEHUB INC20084V108 | COM SER A | $1.9m | 126,777 |
| COMMERCEHUB INC20084V306 | COM SER C | $4.0m | 269,277 |
| COMMERCIAL METALS CO201723103 · CMC | COM | $213.6m | 9,808,179 |
| COMMERCIAL VEH GROUP INC202608105 · CVGI | COM | $363,000 | 65,622 |
| COMMSCOPE HLDG CO INC20337X109 · VISN | COM | $60.2m | 1,619,150 |
| COMMUNICATIONS SALES&LEAS IN20341J104 | COM | $149.6m | 5,888,335 |
| COMMUNICATIONS SYS INC203900105 | COM | $107,000 | 23,085 |
| COMMUNITY BANKERS TR CORP203612106 | COM | $540,000 | 74,480 |
| COMMUNITY BK SYS INC203607106 · CBU | COM | $214.7m | 3,474,272 |
| COMMUNITY FINL CORP MD20368X101 | COM | $26,000 | 880 |
| COMMUNITY HEALTH SYS INC NEW203668108 · CYH | COM | $54.8m | 9,808,035 |
| COMMUNITY HEALTHCARE TR INC20369C106 · CHCT | COM | $10.0m | 432,972 |
| COMMUNITY TR BANCORP INC204149108 · CTBI | COM | $25.0m | 504,665 |
| COMMUNITY WEST BANCSHARES204157101 | COM | $16,000 | 1,785 |
| COMMVAULT SYSTEMS INC204166102 · CVLT | COM | $125.5m | 2,442,574 |
| COMPANHIA DE SANEAMENTO BASI20441A102 · SBS | SPONSORED ADR | $2.4m | 280,814 |
| COMPANHIA ENERGETICA DE MINA204409601 · CIG | SP ADR N-V PFD | $8.7m | 3,802,171 |
| COMPANHIA PARANAENSE ENERG C20441B407 | SPON ADR PFD | $2.3m | 265,530 |
| COMPANIA DE MINAS BUENAVENTU204448104 | SPONSORED ADR | $52.5m | 4,657,473 |
| COMPASS MINERALS INTL INC20451N101 · CMP | COM | $111.0m | 1,417,151 |
| COMPUGEN LTDM25722105 · CGEN | ORD | $3.6m | 713,367 |
| COMPUTER PROGRAMS & SYS INC205306103 | COM | $21.5m | 911,335 |
| COMPUTER SCIENCES CORP205363104 | COM | $344.0m | 5,788,897 |
| COMPUTER TASK GROUP INC205477102 | COM | $188,000 | 44,542 |
| COMPX INTERNATIONAL INC20563P101 · CIX | CL A | $799,000 | 49,610 |
| COMSCORE INC20564W105 | COM | $86.6m | 2,740,953 |
| COMSTOCK HLDG COS INC205684202 · CHCI | CL A NEW | $1,000 | 285 |
| COMSTOCK MNG INC205750102 | COM | $9,000 | 33,441 |
| COMSTOCK RES INC205768302 · CRK | COM | $125,000 | 12,674 |
| COMTECH TELECOMMUNICATIONS C205826209 · CMTL | COM NEW | $23.0m | 1,939,976 |
| CONAGRA BRANDS INC205887102 · CAG | COM | $322.5m | 8,154,722 |
| CONATUS PHARMACEUTICALS INC20600T108 | COM | $258,000 | 49,008 |
| EXTRA SPACE STORAGE INC30225T102 · EXR | COM | $308.1m | 3,988,294 |
| EXTRACTION OIL AND GAS INC30227M105 | COM | $7.2m | 361,374 |
| EXTREME NETWORKS INC30226D106 · EXTR | COM | $16.6m | 3,295,666 |
| EXXON MOBIL CORP30231G102 | COM | $6.2bn | 68,487,570 |
| EYEGATE PHARMACEUTICALS INC30233M107 | COM | $17,000 | 10,352 |
| EZCORP INC302301106 · EZPW | CL A NON VTG | $44.4m | 4,164,656 |
| F M C CORP302491303 · FMC | COM NEW | $140.8m | 2,489,606 |
| F5 NETWORKS INC315616102 · FFIV | COM | $189.9m | 1,311,932 |
| FABRINETG3323L100 · FN | SHS | $112.8m | 2,798,078 |
| FACEBOOK INC30303M102 · META | CL A | $3.8bn | 32,870,346 |
| FACTSET RESH SYS INC303075105 · FDS | COM | $255.2m | 1,561,574 |
| FAIR ISAAC CORP303250104 · FICO | COM | $223.4m | 1,873,926 |
| FAIRMOUNT SANTROL HLDGS INC30555Q108 | COM | $38.0m | 3,221,577 |
| FAIRPOINT COMMUNICATIONS INC305560302 | COM NEW | $15.4m | 823,619 |
| FALCONSTOR SOFTWARE INC306137100 | COM | $45,000 | 99,046 |
| FAMOUS DAVES AMER INC307068106 | COM | $70,000 | 14,087 |
| FANG HLDGS LTD30711Y102 | ADR | $4.4m | 1,333,460 |
| FARMER BROS CO307675108 | COM | $9.5m | 258,802 |
| FARMERS CAP BK CORP309562106 | COM | $10.2m | 241,495 |
| FARMERS NATL BANC CORP309627107 · FMNB | COM | $11.7m | 825,884 |
| FARMLAND PARTNERS INC31154R109 · FPI | COM | $4.6m | 411,202 |
| FARO TECHNOLOGIES INC311642102 | COM | $47.4m | 1,315,334 |
| FASTENAL CO311900104 · FAST | COM | $244.5m | 5,205,339 |
| FATE THERAPEUTICS INC31189P102 · FATE | COM | $169,000 | 67,239 |
| FAUQUIER BANKSHARES INC VA312059108 | COM | $13,000 | 831 |
| FB FINL CORP30257X104 · FBK | COM | $5.6m | 215,687 |
| FBL FINL GROUP INC30239F106 | CL A | $24.2m | 309,730 |
| FBR & CO30247C400 | COM NEW | $2.2m | 172,399 |
| FCB FINL HLDGS INC30255G103 | CL A | $44.3m | 928,996 |
| FEDERAL AGRIC MTG CORP313148306 · AGM | CL C | $16.3m | 284,859 |
| FEDERAL MOGUL HOLDINGS CORP313549404 | COM | $8.9m | 862,698 |
| FEDERAL REALTY INVT TR313747206 | SH BEN INT NEW | $395.7m | 2,784,221 |
| FEDERAL SIGNAL CORP313855108 · FSS | COM | $78.0m | 4,998,718 |
| FEDERATED INVS INC PA314211103 · FHI | CL B | $186.3m | 6,588,929 |
| FEDERATED NATL HLDG CO31422T101 | COM | $8.3m | 446,698 |
| FEDEX CORP31428X106 · FDX | COM | $723.2m | 3,884,124 |
| HNI CORP404251100 · HNI | COM | $148.3m | 2,651,853 |
| HOLLYFRONTIER CORP436106108 | COM | $341.1m | 10,412,296 |
| HOLOGIC INC436440101 | COM | $248.0m | 6,181,545 |
| HOLOGIC INC436440AC5 | DEBT 2.000% 3/0 | $79,000 | 58,000 |
| HOME BANCORP INC43689E107 · HBCP | COM | $7.6m | 196,826 |
| HOME BANCSHARES INC436893200 · HOMB | COM | $262.5m | 9,453,868 |
| HOME DEPOT INC437076102 · HD | COM | $2.3bn | 17,519,287 |
| HOME FED BANCORP INC LA NEW43708L108 · HFBL | COM | $7,000 | 253 |
| HOMESTREET INC43785V102 · MCHB | COM | $62.1m | 1,966,415 |
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 |