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 |
|---|---|---|---|
| HOMETRUST BANCSHARES INC437872104 · HTB | COM | $14.4m | 557,208 |
| HONEYWELL INTL INC438516106 | COM | $1.1bn | 9,817,321 |
| HOOKER FURNITURE CORP439038100 · HOFT | COM | $13.6m | 357,569 |
| HOOPER HOLMES INC439104209 | COM NEW | $1,000 | 778 |
| HOPE BANCORP INC43940T109 · HOPE | COM | $226.7m | 10,355,784 |
| HOPFED BANCORP INC439734104 | COM | $320,000 | 23,811 |
| HORACE MANN EDUCATORS CORP N440327104 · HMN | COM | $141.3m | 3,300,317 |
| HORIZON BANCORP IND440407104 · HBNC | COM | $18.2m | 651,669 |
| HORIZON GLOBAL CORP44052W104 | COM | $14.0m | 583,786 |
| HORIZON PHARMA PLCG4617B105 | SHS | $127.7m | 7,891,641 |
| HORMEL FOODS CORP440452100 · HRL | COM | $212.0m | 6,090,288 |
| HORNBECK OFFSHORE SVCS INC N440543106 · HOS | COM | $17.9m | 2,482,497 |
| HORNBECK OFFSHORE SVCS INC N440543AN6 | NOTE 1.500% 9/0 | $41,000 | 58,000 |
| HORTONWORKS INC440894103 | COM | $9.9m | 1,193,121 |
| HOSPITALITY PPTYS TR44106M102 | COM SH BEN INT | $202.6m | 6,381,979 |
| HOST HOTELS & RESORTS INC44107P104 · HST | COM | $441.9m | 23,454,606 |
| HOUGHTON MIFFLIN HARCOURT CO44157R109 | COM | $41.1m | 3,788,786 |
| HOULIHAN LOKEY INC441593100 · HLI | CL A | $11.7m | 376,018 |
| HOUSTON AMERN ENERGY CORP44183U100 | COM | $2,000 | 10,423 |
| HOUSTON WIRE & CABLE CO44244K109 | COM | $303,000 | 46,627 |
| HOVNANIAN ENTERPRISES INC442487203 · HOV | CL A | $16.9m | 6,179,370 |
| MATTEL INC577081102 · MAT | COM | $296.7m | 10,769,261 |
| MATTERSIGHT CORP577097108 | COM | $182,000 | 49,262 |
| MATTHEWS INTL CORP577128101 · MATW | CL A | $192.9m | 2,509,512 |
| MAUI LD & PINEAPPLE INC577345101 · MLP | COM | $15,000 | 2,135 |
| MAXIM INTEGRATED PRODS INC57772K101 | COM | $164.3m | 4,260,767 |
| MAXIMUS INC577933104 · MMS | COM | $211.5m | 3,790,513 |
| MAXLINEAR INC57776J100 · MXL | CL A | $36.3m | 1,663,902 |
| MAXPOINT INTERACTIVE INC57777M201 | COM NEW | $49,000 | 8,103 |
| MAXWELL TECHNOLOGIES INC577767106 | COM | $5.4m | 1,060,893 |
| MAYS J W INC578473100 · MAYS | COM | $4,000 | 106 |
| MB FINANCIAL INC NEW55264U108 | COM | $213.8m | 4,527,273 |
| MBIA INC55262C100 · MBI | COM | $43.5m | 4,067,529 |
| MBT FINL CORP578877102 | COM | $6.9m | 609,907 |
| MCBC HLDGS INC55276F107 | COM | $3.6m | 248,575 |
| MCCLATCHY CO579489303 | CL A NEW | $210,000 | 15,940 |
| MCCORMICK & CO INC579780206 · MKC | COM NON VTG | $280.7m | 3,007,149 |
| MCDERMOTT INTL INC580037109 | COM | $59.2m | 8,008,035 |
| MCDONALDS CORP580135101 · MCD | COM | $2.0bn | 16,736,223 |
| MCEWEN MNG INC58039P107 | COM | $3.6m | 1,239,854 |
| MCGRATH RENTCORP580589109 · MGRC | COM | $28.2m | 718,362 |
| MCKESSON CORP58155Q103 · MCK | COM | $433.4m | 3,085,560 |
| MDC PARTNERS INC552697104 | CL A SUB VTG | $10.3m | 1,565,815 |
| MDU RES GROUP INC552690109 · MDU | COM | $218.1m | 7,582,359 |
| MEAD JOHNSON NUTRITION CO582839106 | COM | $234.6m | 3,315,548 |
| MECHEL PAO583840608 | SPONSORED ADR NE | $3.6m | 626,742 |
| MEDEQUITIES RLTY TR INC58409L306 | COM | $7.7m | 695,292 |
| MEDIA GEN INC NEW58441K100 | COM | $63.8m | 3,390,616 |
| MEDICAL PPTYS TRUST INC58463J304 · MPT | COM | $250.9m | 20,395,749 |
| MEDICINES CO584688105 | COM | $231.8m | 6,830,448 |
| MEDICINES CO584688AE5 | NOTE 2.500% 1/1 | $70,000 | 58,000 |
| MEDICINOVA INC58468P206 · MNOV | COM NEW | $8.6m | 1,423,191 |
| MEDIDATA SOLUTIONS INC58471A105 | COM | $211.5m | 4,257,221 |
| MEDIDATA SOLUTIONS INC58471AAB1 | NOTE 1.000% 8/0 | $38,000 | 35,000 |
| MEDIFAST INC58470H101 · MED | COM | $36.6m | 879,959 |
| MEDLEY MGMT INC58503T106 | CL A COM | $2.0m | 206,416 |
| MEDNAX INC58502B106 · MD | COM | $253.1m | 3,797,357 |
| MEDOVEX CORP58504H101 | COM | $5,000 | 4,099 |
| MEDPACE HLDGS INC58506Q109 · MEDP | COM | $8.8m | 243,169 |
| MEDTRONIC PLCG5960L103 · MDT | SHS | $1.6bn | 21,979,240 |
| MEETME INC585141104 | COM | $6.6m | 1,332,202 |
| MEI PHARMA INC55279B202 | COM NEW | $106,000 | 73,394 |
| MELCO CROWN ENTMT LTD585464100 · MLCO | ADR | $40.4m | 2,540,203 |
| MELLANOX TECHNOLOGIES LTDM51363113 | SHS | $217,000 | 5,299 |
| MELROSE BANCORP INC585553100 | COM | $11,000 | 628 |
| MENTOR GRAPHICS CORP587200106 | COM | $245.8m | 6,662,063 |
| MENTOR GRAPHICS CORP587200AK2 | SDCV 4.000% 4/0 | $76,000 | 41,000 |
| MERCADOLIBRE INC58733R102 · MELI | COM | $15.1m | 96,760 |
| MERCADOLIBRE INC58733RAB8 | NOTE 2.250% 7/0 | $80,000 | 58,000 |
| MERCANTILE BANK CORP587376104 · MBWM | COM | $19.9m | 528,130 |
| MERCER INTL INC588056101 · MERC | COM | $245,000 | 22,990 |
| MERCHANTS BANCSHARES588448100 | COM | $10.4m | 192,755 |
| MERCK & CO INC58933Y105 · MRK | COM | $2.8bn | 48,120,535 |
| MERCURY GENL CORP NEW589400100 · MCY | COM | $274.8m | 4,563,220 |
| MERCURY SYS INC589378108 · MRCY | COM | $115.6m | 3,824,429 |
| MEREDITH CORP589433101 | COM | $356.4m | 6,025,890 |
| MERIDIAN BANCORP INC MD58958U103 | COM | $30.2m | 1,600,185 |
| MERIDIAN BIOSCIENCE INC589584101 | COM | $58.7m | 3,316,619 |
| MERIT MED SYS INC589889104 · MMSI | COM | $93.5m | 3,529,023 |
| MERITAGE HOMES CORP59001A102 · MTH | COM | $128.9m | 3,705,143 |
| MERITOR INC59001K100 | COM | $31.5m | 2,533,661 |
| MERRIMACK PHARMACEUTICALS IN590328100 | COM | $27.9m | 6,837,786 |
| MESA LABS INC59064R109 · MLAB | COM | $11.9m | 96,804 |
| META FINL GROUP INC59100U108 · CASH | COM | $28.2m | 273,979 |
| METABOLIX INC591018882 | COM NEW | $1,000 | 2,428 |
| METALDYNE PERFORMANCE GROUP59116R107 | COM | $10.4m | 453,919 |
| METHODE ELECTRS INC591520200 · MEI | COM | $119.5m | 2,889,326 |
| METLIFE INC59156R108 · MET | COM | $747.9m | 13,877,700 |
| SPANISH BROADCASTING SYS INC846425833 | CL A NEW | $2,000 | 673 |
| SPAR GROUP INC784933103 | COM | $2,000 | 1,787 |
| SPARK ENERGY INC846511103 | CL A COM | $4.9m | 162,525 |
| SPARK NETWORKS INC84651P100 | COM | $44,000 | 51,860 |
| SPARK THERAPEUTICS INC84652J103 | COM | $50.3m | 1,007,040 |
| SPARTAN MTRS INC846819100 | COM | $10.1m | 1,092,955 |
| SPARTANNASH CO847215100 | COM | $114.8m | 2,903,724 |
| SPARTON CORP847235108 | COM | $7.3m | 306,760 |
| SPECTRA ENERGY CORP847560109 | COM | $524.9m | 12,774,392 |
| SPECTRANETICS CORP84760C107 | COM | $31.1m | 1,267,501 |
| SPECTRUM BRANDS HLDGS INC84763R101 | COM | $33.1m | 270,966 |
| SPECTRUM PHARMACEUTICALS INC84763A108 | COM | $37.8m | 8,524,295 |
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 |