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 |
|---|---|---|---|
| SUPREME INDS INC868607102 | CL A | $6.5m | 417,216 |
| SURGERY PARTNERS INC86881A100 · SGRY | COM | $9.0m | 568,907 |
| SURGICAL CARE AFFILIATES INC86881L106 | COM | $104.5m | 2,257,640 |
| SURMODICS INC868873100 | COM | $27.1m | 1,065,943 |
| SUSSEX BANCORP869245100 | COM | $16,000 | 754 |
| SUTHERLAND ASSET MGMT CORP M86933G105 | COM | $2.3m | 167,774 |
| SVB FINL GROUP78486Q101 | COM | $361.2m | 2,104,268 |
| SWIFT TRANSN CO87074U101 | CL A | $55.9m | 2,295,758 |
| SYKES ENTERPRISES INC871237103 | COM | $92.2m | 3,193,174 |
| SYMANTEC CORP871503108 | COM | $316.7m | 13,255,934 |
| SYNACOR INC871561106 | COM | $235,000 | 75,927 |
| SYNALLOY CP DEL871565107 | COM | $274,000 | 24,984 |
| SYNAPTICS INC87157D109 · SYNA | COM | $117.6m | 2,194,555 |
| SYNCHRONOSS TECHNOLOGIES INC87157B103 | COM | $126.6m | 3,306,387 |
| SYNCHRONY FINL87165B103 · SYF | COM | $524.7m | 14,467,851 |
| SYNDAX PHARMACEUTICALS INC87164F105 · SNDX | COM | $1.1m | 151,781 |
| SYNERGY PHARMACEUTICALS DEL871639308 | COM NEW | $60.2m | 9,881,438 |
| SYNERGY RES CORP87164P103 | COM | $140.0m | 15,710,440 |
| SYNGENTA AG87160A100 | SPONSORED ADR | $2.6m | 32,620 |
| SYNNEX CORP87162W100 · SNX | COM | $214.1m | 1,768,854 |
| SYNOPSYS INC871607107 · SNPS | COM | $486.0m | 8,257,092 |
| CPI AEROSTRUCTURES INC125919308 · CVU | COM NEW | $188,000 | 20,373 |
| CPI CARD GROUP INC12634H101 · PMTS | COM | $2.9m | 695,661 |
| CPS TECHNOLOGIES CORP12619F104 · CPSH | COM | $4,000 | 2,230 |
| CRA INTL INC12618T105 · CRAI | COM | $9.9m | 269,803 |
| CRACKER BARREL OLD CTRY STOR22410J106 · CBRL | COM | $217.8m | 1,304,169 |
| CRAFT BREW ALLIANCE INC224122101 | COM | $7.0m | 416,360 |
| CRANE CO224399105 | COM | $140.4m | 1,946,455 |
| CRAWFORD & CO224633107 · CRD.A | CL B | $4.9m | 387,063 |
| CASCADE BANCORP147154207 | COM NEW | $8.6m | 1,059,325 |
| CASCADIAN THERAPEUTICS INC14740B606 | COM NEW | $200,000 | 46,366 |
| CASELLA WASTE SYS INC147448104 · CWST | CL A | $15.8m | 1,273,092 |
| CASEYS GEN STORES INC147528103 · CASY | COM | $181.0m | 1,522,354 |
| CASI PHARMACEUTICALS INC14757U109 | COM | $44,000 | 37,886 |
| CASS INFORMATION SYS INC14808P109 · CASS | COM | $26.4m | 358,673 |
| CASTLE BRANDS INC148435100 | COM | $17,000 | 21,934 |
| CASTLIGHT HEALTH INC14862Q100 | CL B | $6.5m | 1,311,508 |
| CATABASIS PHARMACEUTICALS IN14875P107 | COM | $65,000 | 18,108 |
| CATALENT INC148806102 | COM | $193.3m | 7,170,642 |
| CATALYST BIOSCIENCES INC14888D109 | COM | $0 | 683 |
| CATALYST PHARMACEUTICALS INC14888U101 | COM | $61,000 | 58,345 |
| CATCHMARK TIMBER TR INC14912Y202 | CL A | $17.3m | 1,538,475 |
| CATERPILLAR INC DEL149123101 · CAT | COM | $1.1bn | 11,355,034 |
| CATHAY GEN BANCORP149150104 · CATY | COM | $174.6m | 4,590,961 |
| CATO CORP NEW149205106 · CATO | CL A | $61.2m | 2,035,991 |
| CAVCO INDS INC DEL149568107 · CVCO | COM | $82.0m | 821,394 |
| CAVIUM INC14964U108 | COM | $136.7m | 2,189,978 |
| CB FINL SVCS INC12479G101 · CBFV | COM | $21,000 | 829 |
| CBIZ INC124805102 · CBZ | COM | $22.3m | 1,630,286 |
| CBL & ASSOC PPTYS INC124830100 | COM | $71.5m | 6,215,727 |
| CBOE HLDGS INC12503M108 · CBOE | COM | $241.6m | 3,269,318 |
| CBRE GROUP INC12504L109 · CBRE | CL A | $221.0m | 7,019,458 |
| CBS CORP NEW124857103 | CL A | $321,000 | 4,955 |
| CBS CORP NEW124857202 | CL B | $310.7m | 4,883,573 |
| CCA INDS INC124867102 · RFIL | COM | $6,000 | 2,196 |
| CDK GLOBAL INC12508E101 | COM | $368.3m | 6,169,944 |
| CDW CORP12514G108 · CDW | COM | $93.4m | 1,793,373 |
| CEB INC125134106 | COM | $116.7m | 1,926,052 |
| CECO ENVIRONMENTAL CORP125141101 | COM | $13.3m | 954,650 |
| CEDAR REALTY TRUST INC150602209 | COM NEW | $41.7m | 6,385,672 |
| CEL SCI CORP150837508 · CVM | COM PAR $0.01 | $2,000 | 31,186 |
| CELADON GROUP INC150838100 | COM | $16.9m | 2,358,839 |
| CELANESE CORP DEL150870103 · CE | COM SER A | $139.7m | 1,774,292 |
| CELESTICA INC15101Q108 · CLS | SUB VTG SHS | $302,000 | 25,503 |
| CELGENE CORP151020104 | COM | $1.8bn | 15,858,169 |
| CELLDEX THERAPEUTICS INC NEW15117B103 · CLDX | COM | $16.2m | 4,587,716 |
| CELLECTAR BIOSCIENCES INC15117F302 · CLRB | COM | $1,000 | 597 |
| CELLULAR BIOMEDICINE GROUP I15117P102 | COM NEW | $5.1m | 391,135 |
| CELSION CORPORATION15117N404 | COM PAR | $15,000 | 48,915 |
| CEMPRA INC15130J109 | COM | $5.8m | 2,059,921 |
| CEMTREX INC15130G303 · CETX | COM PAR $.001 | $18,000 | 2,492 |
| CENCOSUD S A15132H101 | SPONSORED ADS | $570,000 | 67,843 |
| CENOVUS ENERGY INC15135U109 · CVE | COM | $8.3m | 547,834 |
| CENTENE CORP DEL15135B101 · CNC | COM | $188.6m | 3,336,871 |
| CENTENNIAL RESOURCE DEV INC15136A102 | CL A | $340,000 | 17,251 |
| CENTERPOINT ENERGY INC15189T107 · CNP | COM | $312.4m | 12,677,828 |
| CENTERSTATE BANKS INC15201P109 | COM | $38.5m | 1,531,479 |
| CENTRAL EUROPEAN MEDIA ENTRPG20045202 | CL A NEW | $6.3m | 2,470,675 |
| CENTRAL FED CORP15346Q202 | COM NEW | $9,000 | 4,996 |
| CENTRAL GARDEN & PET CO153527106 · CENT | COM | $26.1m | 787,359 |
| CENTRAL GARDEN & PET CO153527205 · CENT | CL A NON-VTG | $80.0m | 2,588,485 |
| CENTRAL PAC FINL CORP154760409 · CPF | COM NEW | $74.8m | 2,381,340 |
| CENTRAL VALLEY CMNTY BANCORP155685100 | COM | $5.9m | 296,922 |
| CENTRUS ENERGY CORP15643U104 · LEU | CL A | $12,000 | 1,828 |
| CENTURY ALUM CO156431108 · CENX | COM | $35.0m | 4,092,950 |
| CENTURY BANCORP INC MASS156432106 | CL A NON VTG | $6.1m | 102,278 |
| CENTURY CASINOS INC156492100 · CNTY | COM | $5.8m | 703,793 |
| CENTURY CMNTYS INC156504300 · CCS | COM | $10.6m | 503,922 |
| ISHARES TR464287507 | CORE S&P MCP ETF | $63.3m | 383,141 |
| ISHARES TR464287564 | COHEN&STEER REIT | $551.2m | 5,532,079 |
| ISHARES TR464287622 | RUS 1000 ETF | $2.8bn | 22,380,265 |
| ISHARES TR464287655 | RUSSELL 2000 ETF | $257.1m | 1,906,490 |
| ISHARES TR464287804 | CORE S&P SCP ETF | $30.3m | 220,144 |
| ISHARES TR464288166 | AGENCY BOND ETF | $1.8m | 16,329 |
| ISHARES TR464288240 | MSCI ACWI EX US | $48.4m | 1,202,752 |
| ISHARES TR464288257 | MSCI ACWI ETF | $2.5m | 41,975 |
| ISHARES TR464288273 | EAFE SML CP ETF | $77.2m | 1,548,021 |
| ISHARES TR464288281 | JP MOR EM MK ETF | $5.4m | 49,141 |
| ISHARES TR464288448 | INTL SEL DIV ETF | $42.2m | 1,427,180 |
| ISHARES TR464288497 | DEVSMCP EXNA ETF | $1.2m | 28,257 |
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 |