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 |
|---|---|---|---|
| MICROCHIP TECHNOLOGY INC595017104 · MCHP | COM | $287.5m | 4,481,063 |
| MICROCHIP TECHNOLOGY INC595017AB0 | SDCV 2.125%12/1 | $234,000 | 87,000 |
| MICROCHIP TECHNOLOGY INC595017AD6 | NOTE 1.625% 2/1 | $302,000 | 233,000 |
| MICRON TECHNOLOGY INC595112103 · MU | COM | $475.3m | 21,682,244 |
| MICRON TECHNOLOGY INC595112AV5 | NOTE 2.125% 2/1 | $122,000 | 58,000 |
| MICRON TECHNOLOGY INC595112AY9 | NOTE 3.000%11/1 | $116,000 | 117,000 |
| MICRONET ENERTEC TECH INC595117102 | COM | $3,000 | 2,367 |
| MICROSEMI CORP595137100 | COM | $377.0m | 6,984,648 |
| MICROSOFT CORP594918104 · MSFT | COM | $7.0bn | 113,203,963 |
| MICROSTRATEGY INC594972408 · MSTR | CL A NEW | $150.2m | 760,915 |
| MICROVISION INC DEL594960304 | COM NEW | $181,000 | 143,940 |
| MID AMER APT CMNTYS INC59522J103 · MAA | COM | $265.7m | 2,713,731 |
| MID PENN BANCORP INC59540G107 · MPB | COM | $19,000 | 790 |
| MIDDLEBURG FINANCIAL CORP596094102 | COM | $5.5m | 159,434 |
| MIDDLEBY CORP596278101 · MIDD | COM | $74.1m | 575,645 |
| MIDDLEFIELD BANC CORP596304204 | COM NEW | $10,000 | 269 |
| MIDDLESEX WATER CO596680108 · MSEX | COM | $22.1m | 514,392 |
| MIDLAND STS BANCORP INC ILL597742105 · MSBI | COM | $4.5m | 125,399 |
| MIDSOUTH BANCORP INC598039105 | COM | $362,000 | 26,653 |
| MIDWESTONE FINL GROUP INC NE598511103 | COM | $10.3m | 275,209 |
| MILACRON HLDGS CORP59870L106 | COM | $8.1m | 434,629 |
| MILESTONE SCIENTIFIC INC59935P209 · MLSS | COM NEW | $46,000 | 32,726 |
| MILLER HERMAN INC600544100 · MLKN | COM | $121.6m | 3,555,003 |
| MILLER INDS INC TENN600551204 · MLR | COM NEW | $9.5m | 360,656 |
| MIMEDX GROUP INC602496101 · MDXG | COM | $69.1m | 7,796,982 |
| MIND C T I LTDM70240102 · MNDO | ORD | $110,000 | 44,545 |
| MINDBODY INC60255W105 | COM CL A | $9.7m | 457,161 |
| MINERALS TECHNOLOGIES INC603158106 · MTX | COM | $161.8m | 2,094,686 |
| MINERVA NEUROSCIENCES INC603380106 · NERV | COM | $12.8m | 1,091,730 |
| MIRATI THERAPEUTICS INC60468T105 | COM | $1.9m | 399,317 |
| MIRNA THERAPEUTICS INC60470J103 | COM | $43,000 | 23,861 |
| MISONIX INC604871103 | COM | $163,000 | 15,570 |
| MISTRAS GROUP INC60649T107 · MG | COM | $14.1m | 547,412 |
| MITCHAM INDS INC606501104 | COM | $150,000 | 36,243 |
| MITEK SYS INC606710200 · MITK | COM NEW | $5.8m | 944,382 |
| MITEL NETWORKS CORP60671Q104 | COM | $75,000 | 10,967 |
| MKS INSTRUMENT INC55306N104 · MKSI | COM | $254.6m | 4,286,135 |
| MOBILE MINI INC60740F105 | COM | $106.6m | 3,524,473 |
| MOBILE TELESYSTEMS PJSC607409109 | SPONSORED ADR | $72.7m | 7,983,964 |
| MOBILEIRON INC60739U204 | COM NEW | $5.7m | 1,508,478 |
| MOBILEYE N V AMSTELVEENN51488117 | ORD SHS | $52.0m | 1,364,734 |
| MOCON INC607494101 | COM | $292,000 | 14,990 |
| MODEL N INC607525102 | COM | $6.4m | 721,142 |
| MODINE MFG CO607828100 · MOD | COM | $22.9m | 1,537,918 |
| MODUSLINK GLOBAL SOLUTIONS I60786L206 | COM NEW | $146,000 | 99,866 |
| MOELIS & CO60786M105 · MC | CL A | $21.9m | 647,095 |
| MOHAWK INDS INC608190104 · MHK | COM | $236.5m | 1,184,192 |
| MOLECULIN BIOTECH INC60855D101 | COM | $41,000 | 17,868 |
| MOLINA HEALTHCARE INC60855R100 · MOH | COM | $145.8m | 2,687,579 |
| MOLINA HEALTHCARE INC60855RAC4 | NOTE 1.125% 1/1 | $92,000 | 64,000 |
| MOLINA HEALTHCARE INC60855RAD2 | DBCV 1.625% 8/1 | $66,000 | 58,000 |
| MOLSON COORS BREWING CO60871R209 · TAP | CL B | $306.7m | 3,152,056 |
| MOMENTA PHARMACEUTICALS INC60877T100 | COM | $90.0m | 5,983,161 |
| MONARCH CASINO & RESORT INC609027107 · MCRI | COM | $23.5m | 911,862 |
| STONEGATE BK FT LAUDERDALE F861811107 | COM | $16.8m | 402,097 |
| STONEGATE MTG CORP86181Q300 | COM | $235,000 | 39,322 |
| STONERIDGE INC86183P102 · SRI | COM | $15.1m | 855,216 |
| STORE CAP CORP862121100 | COM | $59.0m | 2,387,771 |
| STRAIGHT PATH COMMUNICATNS I862578101 | CL B | $12.8m | 378,194 |
| STRATA SKIN SCIENCES INC86272A107 | COM | $2,000 | 4,790 |
| STRATASYS LTDM85548101 · SSYS | SHS | $23.4m | 1,413,639 |
| STRATTEC SEC CORP863111100 · STRT | COM | $4.6m | 114,339 |
| STRATUS PPTYS INC863167201 | COM NEW | $6.3m | 191,986 |
| STRAYER ED INC863236105 | COM | $68.6m | 851,375 |
| STREAMLINE HEALTH SOLUTIONS86323X106 | COM | $7,000 | 5,805 |
| STRONGBRIDGE BIOPHARMA PLCG85347105 | SHS USD | $63,000 | 26,448 |
| STRYKER CORP863667101 · SYK | COM | $756.7m | 6,315,496 |
| STURM RUGER & CO INC864159108 · RGR | COM | $97.7m | 1,852,971 |
| SUCAMPO PHARMACEUTICALS INC864909106 | CL A | $18.9m | 1,391,369 |
| SUCAMPO PHARMACEUTICALS INC864909AA4 | DBCV 3.250%12/1 | $27,000 | 25,000 |
| SUFFOLK BANCORP864739107 | COM | $16.3m | 379,509 |
| SUMMER INFANT INC865646103 | COM | $6,000 | 3,145 |
| SUMMIT FINANCIAL GROUP INC86606G101 | COM | $7.7m | 281,270 |
| SUMMIT HOTEL PPTYS866082100 · INN | COM | $109.1m | 6,808,497 |
| SUMMIT MATLS INC86614U100 | CL A | $55.9m | 2,350,458 |
| SUMMIT ST BK SANTA ROSA CALI866264203 | COM | $10,000 | 695 |
| SUN BANCORP INC86663B201 | COM NEW | $9.3m | 359,186 |
| SUN CMNTYS INC866674104 · SUI | COM | $86.5m | 1,129,474 |
| SUN HYDRAULICS CORP866942105 | COM | $27.6m | 691,629 |
| SUNCOKE ENERGY INC86722A103 · SXC | COM | $61.1m | 5,386,474 |
| SUNCOR ENERGY INC NEW867224107 · SU | COM | $35.8m | 1,094,980 |
| SUNESIS PHARMACEUTICALS INC867328700 | COM PAR | $11,000 | 3,048 |
| SUNPOWER CORP867652406 | COM | $4.8m | 726,686 |
| SUNPOWER CORP867652AG4 | DBCV 0.750% 6/0 | $53,000 | 58,000 |
| SUNPOWER CORP867652AL3 | DBCV 4.000% 1/1 | $41,000 | 58,000 |
| SUNRUN INC86771W105 · RUN | COM | $11.2m | 2,115,265 |
| SUNSHINE BANCORP INC86777J108 | COM | $27,000 | 1,557 |
| SUNSHINE HEART INC86782U106 | COM | $2,000 | 5,629 |
| SUNSTONE HOTEL INVS INC NEW867892101 · SHO | COM | $120.3m | 7,890,853 |
| SUNTRUST BKS INC867914103 | COM | $526.2m | 9,593,477 |
| SUNWORKS INC86803X105 | COM | $117,000 | 58,601 |
| SUPER MICRO COMPUTER INC86800U104 | COM | $85.5m | 3,047,369 |
| SUPERCONDUCTOR TECHNOLOGIES867931503 | COM PAR NEW | $0 | 303 |
| SUPERIOR DRILLING PRODS INC868153107 | COM | $3,000 | 2,294 |
| SUPERIOR ENERGY SVCS INC868157108 | COM | $109.5m | 6,486,884 |
| SUPERIOR INDS INTL INC868168105 | COM | $52.1m | 1,978,776 |
| SUPERIOR UNIFORM GP INC868358102 · SGC | COM | $5.1m | 262,459 |
| SUPERNUS PHARMACEUTICALS INC868459108 · SUPN | COM | $112.2m | 4,444,772 |
| SUPERVALU INC868536103 | COM | $101.5m | 21,737,508 |
| SUPPORT COM INC86858W101 | COM | $14,000 | 16,465 |
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 |