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 |
|---|---|---|---|
| SPEEDWAY MOTORSPORTS INC847788106 | COM | $7.9m | 364,569 |
| SPHERIX INC84842R403 | COM PAR NEW | $0 | 238 |
| SPIRE INC84857L101 · SR | COM | $242.7m | 3,760,088 |
| SPIRIT AEROSYSTEMS HLDGS INC848574109 | COM CL A | $121.5m | 2,082,868 |
| SPIRIT AIRLS INC848577102 | COM | $43.1m | 745,351 |
| SPIRIT RLTY CAP INC NEW84860W102 | COM | $80.4m | 7,406,078 |
| SPIRIT RLTY CAP INC NEW84860WAA0 | NOTE 2.875% 5/1 | $122,000 | 117,000 |
| SPLUNK INC848637104 | COM | $87.7m | 1,715,064 |
| SPOK HLDGS INC84863T106 · SPOK | COM | $54.3m | 2,618,570 |
| SPORTSMANS WHSE HLDGS INC84920Y106 · SPWH | COM | $7.9m | 843,551 |
| SPRINT CORP85207U105 | COM SER 1 | $103.0m | 12,234,417 |
| SPROUTS FMRS MKT INC85208M102 · SFM | COM | $98.1m | 5,185,741 |
| SPS COMM INC78463M107 · SPSC | COM | $90.8m | 1,299,127 |
| SPX CORP784635104 | COM | $79.8m | 3,364,434 |
| SPX FLOW INC78469X107 | COM | $101.9m | 3,177,945 |
| SQUARE INC852234103 · XYZ | CL A | $6.9m | 502,993 |
| SS&C TECHNOLOGIES HLDGS INC78467J100 · SSNC | COM | $59.0m | 2,063,159 |
| ST JOE CO790148100 · JOE | COM | $35.8m | 1,881,922 |
| ST JUDE MED INC790849103 | COM | $453.0m | 5,661,666 |
| STAAR SURGICAL CO852312305 · STAA | COM PAR $0.01 | $13.9m | 1,283,975 |
| STAG INDL INC85254J102 · STAG | COM | $57.2m | 2,395,948 |
| STAGE STORES INC85254C305 | COM NEW | $9.5m | 2,180,053 |
| STAMPS COM INC852857200 | COM NEW | $141.1m | 1,230,570 |
| STANDARD MTR PRODS INC853666105 · SMP | COM | $87.4m | 1,641,541 |
| STANDARD PAC CORP NEW85375CBC4 | NOTE 1.250% 8/0 | $30,000 | 29,000 |
| STANDEX INTL CORP854231107 · SXI | COM | $89.9m | 1,023,288 |
| STANLEY BLACK & DECKER INC854502101 · SWK | COM | $301.7m | 2,630,890 |
| STANLEY FURNITURE CO INC854305208 | COM NEW | $22,000 | 24,686 |
| STAPLES INC855030102 | COM | $148.7m | 16,428,731 |
| STARBUCKS CORP855244109 · SBUX | COM | $1.2bn | 21,048,360 |
| STARRETT L S CO855668109 | CL A | $133,000 | 14,281 |
| STARTEK INC85569C107 | COM | $226,000 | 26,720 |
| STARWOOD PPTY TR INC85571B105 · STWD | COM | $188.9m | 8,607,706 |
| STARWOOD PPTY TR INC85571BAA3 | NOTE 4.550% 3/0 | $222,000 | 204,000 |
| STATE AUTO FINL CORP855707105 | COM | $13.2m | 490,721 |
| STATE BK FINL CORP856190103 | COM | $31.1m | 1,158,691 |
| STATE NATL COS INC85711T305 | COM | $14.2m | 1,024,063 |
| STATE STR CORP857477103 · STT | COM | $387.1m | 4,980,341 |
| STATOIL ASA85771P102 | SPONSORED ADR | $36,000 | 2,001 |
| STEEL DYNAMICS INC858119100 · STLD | COM | $345.6m | 9,712,986 |
| STEELCASE INC858155203 | CL A | $46.7m | 2,609,278 |
| STEIN MART INC858375108 | COM | $14.1m | 2,563,833 |
| STEMLINE THERAPEUTICS INC85858C107 | COM | $6.0m | 556,567 |
| STEPAN CO858586100 · SCL | COM | $126.5m | 1,552,615 |
| STERICYCLE INC858912108 | COM | $110.5m | 1,433,874 |
| STERICYCLE INC858912207 | DEP PFD A 1/10 | $49.7m | 784,994 |
| STERIS PLCG84720104 | SHS USD | $185.5m | 2,752,378 |
| STERLING BANCORP DEL85917A100 | COM | $235.9m | 10,080,844 |
| STERLING CONSTRUCTION CO INC859241101 · STRL | COM | $545,000 | 64,419 |
| STEWARDSHIP FINL CORP860326107 | COM | $17,000 | 1,751 |
| STEWART INFORMATION SVCS COR860372101 · STC | COM | $83.8m | 1,817,890 |
| STIFEL FINL CORP860630102 · SF | COM | $203.4m | 4,072,307 |
| STILLWATER MNG CO86074Q102 | COM | $158.2m | 9,817,108 |
| STILLWATER MNG CO86074QAL6 | NOTE 1.750%10/1 | $74,000 | 58,000 |
| STOCK YDS BANCORP INC861025104 · SYBT | COM | $32.9m | 699,930 |
| CONCERT PHARMACEUTICALS INC206022105 | COM | $5.6m | 545,973 |
| CONCHO RES INC20605P101 | COM | $380.8m | 2,871,453 |
| CONCURRENT COMPUTER CORP NEW206710402 | COM PAR $.01 | $167,000 | 31,166 |
| CONFORMIS INC20717E101 | COM | $9.2m | 1,139,324 |
| CONIFER HLDGS INC20731J102 | COM | $108,000 | 13,199 |
| CONMED CORP207410101 · CNMD | COM | $92.7m | 2,099,613 |
| CONNECTICUT WTR SVC INC207797101 | COM | $19.9m | 355,494 |
| CONNECTONE BANCORP INC NEW20786W107 · CNOB | COM | $24.4m | 940,074 |
| CONNECTURE INC20786J106 | COM | $4,000 | 2,157 |
| CONNS INC208242107 | COM | $8.7m | 690,517 |
| CONOCOPHILLIPS20825C104 · COP | COM | $1.1bn | 21,132,656 |
| CONSOL ENERGY INC20854P109 | COM | $142.5m | 7,818,695 |
| CONSOLIDATED COMM HLDGS INC209034107 | COM | $127.8m | 4,758,457 |
| CONSOLIDATED EDISON INC209115104 · ED | COM | $616.6m | 8,369,033 |
| CONSOLIDATED TOMOKA LD CO210226106 | COM | $7.2m | 134,042 |
| CONSOLIDATED WATER CO INCG23773107 · CWCO | ORD | $5.1m | 474,501 |
| CONSTELLATION BRANDS INC21036P108 · STZ | CL A | $396.7m | 2,587,245 |
| CONSTELLIUM NVN22035104 | CL A | $77,000 | 13,005 |
| CONSUMER PORTFOLIO SVCS INC210502100 · CPSS | COM | $291,000 | 56,898 |
| CONTAINER STORE GROUP INC210751103 | COM | $3.4m | 532,511 |
| CONTANGO OIL & GAS COMPANY21075N204 | COM NEW | $17.8m | 1,906,638 |
| CONTINENTAL BLDG PRODS INC211171103 | COM | $24.3m | 1,050,033 |
| CONTINENTAL MATLS CORP211615307 | COM PAR $0.25 | $2,000 | 77 |
| CONTINENTAL RESOURCES INC212015101 | COM | $58.7m | 1,139,522 |
| CONTRAFECT CORP212326102 | COM | $159,000 | 90,998 |
| CONTRAVIR PHARMACEUTICALS IN21234W103 | COM | $23,000 | 19,117 |
| CONTROL4 CORP21240D107 | COM | $6.7m | 658,413 |
| CONVERGYS CORP212485106 | COM | $135.8m | 5,530,123 |
| COOPER COS INC216648402 | COM NEW | $182.5m | 1,043,401 |
| COOPER STD HLDGS INC21676P103 · CPS | COM | $138.6m | 1,340,491 |
| COOPER TIRE & RUBR CO216831107 | COM | $68.0m | 1,750,206 |
| COPA HOLDINGS SAP31076105 | CL A | $26.7m | 293,571 |
| COPART INC217204106 · CPRT | COM | $214.6m | 3,872,338 |
| COPSYNC INC217712207 | COM NEW | $1,000 | 1,766 |
| CORBUS PHARMACEUTICALS HLDGS21833P103 · CRBP | COM | $867,000 | 102,550 |
| CORCEPT THERAPEUTICS INC218352102 · CORT | COM | $23.9m | 3,296,752 |
| CORE LABORATORIES N VN22717107 | COM | $28.0m | 233,123 |
| CORE MARK HOLDING CO INC218681104 | COM | $158.5m | 3,679,091 |
| CORE MOLDING TECHNOLOGIES IN218683100 · CMT | COM | $361,000 | 21,079 |
| CORECIVIC INC21871N101 · CXW | COM | $128.3m | 5,244,351 |
| CORELOGIC INC21871D103 | COM | $124.6m | 3,382,644 |
| CORENERGY INFRASTRUCTURE TR21870U502 | COM NEW | $13.9m | 398,022 |
| CORESITE RLTY CORP21870Q105 | COM | $220.9m | 2,782,641 |
| CORINDUS VASCULAR ROBOTICS I218730109 | COM | $1.2m | 1,660,949 |
| CORIUM INTL INC21887L107 | COM | $146,000 | 35,906 |
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 |