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 |
|---|---|---|---|
| CORMEDIX INC21900C100 | COM | $163,000 | 106,733 |
| CORNERSTONE ONDEMAND INC21925Y103 | COM | $64.2m | 1,516,719 |
| CORNERSTONE ONDEMAND INC21925YAB9 | NOTE 1.500% 7/0 | $60,000 | 58,000 |
| CORNING INC219350105 · GLW | COM | $347.4m | 14,312,347 |
| CORPORATE OFFICE PPTYS TR22002T108 · CDP | SH BEN INT | $130.5m | 4,179,776 |
| CORVEL CORP221006109 · CRVL | COM | $31.6m | 862,194 |
| CORVUS PHARMACEUTICALS INC221015100 · CRVS | COM | $1.6m | 108,919 |
| COSAN LTDG25343107 | SHS A | $3,000 | 376 |
| COSTAMARE INCY1771G102 · CMRE | SHS | $4.7m | 830,520 |
| COSTAR GROUP INC22160N109 · CSGP | COM | $62.7m | 332,674 |
| COSTCO WHSL CORP NEW22160K105 · COST | COM | $949.8m | 5,931,997 |
| COTIVITI HLDGS INC22164K101 | COM | $13.6m | 394,535 |
| COTY INC222070203 · COTY | COM CL A | $143.6m | 7,843,408 |
| COUNTY BANCORP INC221907108 | COM | $3.8m | 141,169 |
| COUPA SOFTWARE INC22266L106 | COM | $6.3m | 253,675 |
| COUSINS PPTYS INC222795106 · CUZ | COM | $189.0m | 22,207,205 |
| COVANTA HLDG CORP22282E102 | COM | $27.7m | 1,776,704 |
| COVENANT TRANSN GROUP INC22284P105 · CVLG | CL A | $7.6m | 395,281 |
| COVISINT CORP22357R103 | COM | $210,000 | 110,311 |
| COWEN GROUP INC NEW223622606 | CL A NEW | $15.4m | 995,660 |
| CPFL ENERGIA S A126153105 | SPONSORED ADR | $19.0m | 1,231,367 |
| HOWARD BANCORP INC442496105 | COM | $11,000 | 701 |
| HOWARD HUGHES CORP44267D107 · HHH | COM | $63.1m | 552,608 |
| HP INC40434L105 · HPQ | COM | $357.1m | 24,060,690 |
| HRG GROUP INC40434J100 | COM | $56.7m | 3,645,495 |
| HSBC HLDGS PLC404280604 | ADR A 1/40PF A | $150.2m | 5,960,575 |
| HSN INC404303109 | COM | $65.0m | 1,894,764 |
| HTG MOLECULAR DIAGNOSTICS IN40434H104 | COM | $4,000 | 1,621 |
| HUANENG PWR INTL INC443304100 | SPON ADR H SHS | $886,000 | 34,020 |
| HUB GROUP INC443320106 · HUBG | CL A | $117.4m | 2,684,480 |
| HUBBELL INC443510607 · HUBB | COM | $237.8m | 2,037,344 |
| HUBSPOT INC443573100 · HUBS | COM | $43.0m | 914,617 |
| HUDBAY MINERALS INC443628102 · HBM | COM | $160,000 | 28,141 |
| HUDSON GLOBAL INC443787106 | COM | $98,000 | 72,090 |
| HUDSON PAC PPTYS INC444097109 | COM | $138.2m | 3,974,933 |
| HUDSON TECHNOLOGIES INC444144109 · HDSN | COM | $565,000 | 70,478 |
| HUMANA INC444859102 · HUM | COM | $477.6m | 2,340,756 |
| HUNT J B TRANS SVCS INC445658107 · JBHT | COM | $223.1m | 2,298,032 |
| HUNTINGTON BANCSHARES INC446150104 · HBAN | COM | $272.1m | 20,579,960 |
| HUNTINGTON INGALLS INDS INC446413106 · HII | COM | $386.8m | 2,099,742 |
| HUNTSMAN CORP447011107 · HUN | COM | $114.4m | 5,998,114 |
| HURCO COMPANIES INC447324104 · HURC | COM | $6.9m | 209,467 |
| HURON CONSULTING GROUP INC447462102 · HURN | COM | $34.2m | 675,889 |
| HURON CONSULTING GROUP INC447462AB8 | NOTE 1.250%10/0 | $57,000 | 58,000 |
| HUTTIG BLDG PRODS INC448451104 | COM | $409,000 | 61,929 |
| HYATT HOTELS CORP448579102 · H | COM CL A | $18.8m | 339,410 |
| HYSTER YALE MATLS HANDLING I449172105 · HY | CL A | $18.4m | 287,791 |
| I D SYSTEMS INC449489103 | COM | $180,000 | 33,288 |
| IAC INTERACTIVECORP44919P508 | COM | $50.9m | 785,447 |
| IAMGOLD CORP450913108 · IAG | COM | $150,000 | 38,950 |
| IBERIABANK CORP450828108 | COM | $122.5m | 1,462,381 |
| IBIO INC451033104 · IBIO | COM | $9,000 | 21,982 |
| ICAD INC44934S206 | COM NEW | $117,000 | 36,029 |
| ICF INTL INC44925C103 · ICFI | COM | $31.1m | 563,352 |
| ICICI BK LTD45104G104 | ADR | $8.3m | 1,103,417 |
| ICON PLCG4705A100 · ICLR | SHS | $2.7m | 35,901 |
| ICONIX BRAND GROUP INC451055107 | COM | $39.8m | 4,260,458 |
| ICONIX BRAND GROUP INC451055AF4 | NOTE 1.500% 3/1 | $55,000 | 58,000 |
| ICU MED INC44930G107 · ICUI | COM | $167.8m | 1,138,554 |
| IDACORP INC451107106 · IDA | COM | $446.9m | 5,548,690 |
| IDEAL PWR INC451622104 · IPWR | COM | $84,000 | 25,418 |
| IDENTIV INC45170X205 · INVE | COM NEW | $11,000 | 3,305 |
| IDERA PHARMACEUTICALS INC45168K306 | COM NEW | $4.9m | 3,292,962 |
| IDEX CORP45167R104 · IEX | COM | $262.9m | 2,919,008 |
| IDEXX LABS INC45168D104 · IDXX | COM | $435.5m | 3,713,470 |
| IDT CORP448947507 · IDT | CL B NEW | $11.9m | 642,124 |
| IEC ELECTRS CORP NEW44949L105 | COM | $116,000 | 32,559 |
| IES HLDGS INC44951W106 · IESC | COM | $4.9m | 253,302 |
| IF BANCORP INC44951J105 | COM | $13,000 | 697 |
| IGNITE RESTAURANT GROUP INC451730105 | COM | $11,000 | 20,410 |
| IGNYTA INC451731103 | COM | $5.0m | 948,441 |
| IHS MARKIT LTDG47567105 | SHS | $12.2m | 345,698 |
| ISHARES464286822 | MSCI MEX CAP ETF | $2.0m | 45,725 |
| ISHARES464289511 | 10+ YR CR BD ETF | $36.3m | 618,109 |
| ISHARES464289529 | INDIA 50 ETF | $608,000 | 22,250 |
| ISHARES INC46434G103 | CORE MSCI EMKT | $500.5m | 11,790,956 |
| ISHARES INC46434G798 | MSCI RUS ETF NEW | $11.8m | 351,715 |
| ISHARES INC46434G822 | MSCI JPN ETF NEW | $860.5m | 17,612,096 |
| ISHARES INC46434G830 | MSCI ITL ETF NEW | $6.8m | 282,624 |
| ISHARES TR464287150 | CORE S&P TTL STK | $426.3m | 8,312,349 |
| ISHARES TR464287176 | TIPS BD ETF | $893.7m | 7,896,797 |
| ISHARES TR464287200 | CORE S&P500 ETF | $866.4m | 3,851,024 |
| ISHARES TR464287226 | CORE US AGGBD ET | $2.7bn | 24,766,580 |
| ISHARES TR464287234 | MSCI EMG MKT ETF | $260.4m | 7,438,681 |
| ISHARES TR464287242 | IBOXX INV CP ETF | $84.7m | 722,473 |
| ISHARES TR464287382 | JPX NIKKEI 400 | $2.5m | 47,790 |
| ISHARES TR464287432 | 20 YR TR BD ETF | $3.6m | 30,472 |
| ISHARES TR464287465 | MSCI EAFE ETF | $3.3bn | 56,501,952 |
| METTLER TOLEDO INTERNATIONAL592688105 · MTD | COM | $216.2m | 516,487 |
| MFA FINL INC55272X102 · MFA | COM | $95.8m | 12,556,822 |
| MFRI INC552721102 | COM | $145,000 | 17,857 |
| MGC DIAGNOSTICS CORP552768103 | COM | $6,000 | 794 |
| MGE ENERGY INC55277P104 · MGEE | COM | $71.1m | 1,088,588 |
| MGIC INVT CORP WIS552848103 · MTG | COM | $112.1m | 10,999,330 |
| MGM GROWTH PPTYS LLC55303A105 | CL A COM | $485,000 | 19,154 |
| MGM RESORTS INTERNATIONAL552953101 · MGM | COM | $143.7m | 4,983,410 |
| MGP INGREDIENTS INC NEW55303J106 · MGPI | COM | $20.2m | 403,772 |
| MICHAEL KORS HLDGS LTDG60754101 | SHS | $126.9m | 2,952,553 |
| MICHAELS COS INC59408Q106 | COM | $19.1m | 936,190 |
| MICROBOT MED INC59503A105 | COM | $2,000 | 263 |
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 |