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 |
|---|---|---|---|
| ISHARES TR464288513 | IBOXX HI YD ETF | $264.4m | 3,055,008 |
| ISHARES TR464288588 | MBS ETF | $32.5m | 305,222 |
| ISHARES TR464288620 | US CREDIT BD ETF | $173.5m | 1,588,962 |
| ISHARES TR464288638 | INTERM CR BD ETF | $5.0m | 45,874 |
| ISHARES TR464288646 | 1-3 YR CR BD ETF | $76.0m | 724,575 |
| ISHARES TR464288679 | SHRT TRS BD ETF | $102.3m | 927,503 |
| ISHARES TR464288687 | U.S. PFD STK ETF | $13.5m | 362,230 |
| ISHARES TR46429B267 | US TREASURY ETF | $234.6m | 9,411,556 |
| ISHARES TR46429B598 | MSCI INDIA ETF | $2.2m | 83,893 |
| ISHARES TR46429B663 | CORE HIGH DV ETF | $29.2m | 355,356 |
| ISHARES TR46429B689 | MIN VOL EAFE ETF | $18.8m | 307,708 |
| ISHARES TR46432F834 | CORE MSCITOTAL | $1.8bn | 36,208,671 |
| ISHARES TR46432F842 | CORE MSCI EAFE | $1.1bn | 21,317,803 |
| ISHARES TR46432FAG2 | IBNDS MAR18 ETF | $5.0m | 204,000 |
| ISHARES TR46432FAK3 | IBNDS MAR20 ETF | $3.2m | 128,400 |
| ISHARES TR46432FAN7 | IBNDS MAR23 ETF | $3.1m | 129,000 |
| ISHARES TR46434V274 | MULTIFACTOR INTL | $43.3m | 1,863,081 |
| ISHARES TR46434V282 | MULTIFACTOR USA | $113.4m | 4,242,449 |
| ISHARES TR46434V613 | CORE TL USD BD | $611.6m | 12,165,378 |
| ISHARES TR46434V696 | CORE MSCI PAC | $227.9m | 4,669,756 |
| ISHARES TR46434V720 | MIN VOL EUROPE | $3.4m | 159,629 |
| ISHARES TR46434V738 | CORE MSCI EURO | $328.6m | 8,076,457 |
| ISHARES TR46435G334 | MSCI UK ETF NEW | $66.0m | 2,151,216 |
| ISHARES TR46435G342 | MTG REL ETF NEW | $40.3m | 957,155 |
| ISHARES TR46435G672 | CORE INTL AGGR | $182.1m | 3,509,201 |
| ISIS PHARMACEUTICALS INC DEL464337AJ3 | NOTE 1.000%11/1 | $118,000 | 117,000 |
| ISLE OF CAPRI CASINOS INC464592104 | COM | $19.8m | 803,026 |
| ISORAY INC46489V104 | COM | $10,000 | 16,494 |
| ISRAEL CHEMICALS LTDM5920A109 | SHS | $149,000 | 36,165 |
| ISRAMCO INC465141406 | COM NEW | $3.0m | 23,958 |
| ISSUER DIRECT CORPORATION46520M204 · ACCS | COM NEW | $3,000 | 318 |
| ISTAR INC45031U101 | COM | $45.5m | 3,681,687 |
| ITAU UNIBANCO HLDG SA465562106 | SPON ADR REP PFD | $87.6m | 8,523,793 |
| ITERIS INC46564T107 | COM | $248,000 | 68,061 |
| ITRON INC465741106 · ITRI | COM | $162.4m | 2,583,945 |
| ITT INC45073V108 · ITT | COM | $135.1m | 3,503,229 |
| ITURAN LOCATION AND CONTROLM6158M104 · ITRN | SHS | $5.0m | 188,745 |
| ITUS CORP45069V203 | COM NEW | $12,000 | 2,215 |
| IXIA45071R109 | COM | $83.6m | 5,189,701 |
| IXYS CORP46600W106 | COM | $9.8m | 824,701 |
| IZEA INC46603N301 | COM | $55,000 | 12,228 |
| J & J SNACK FOODS CORP466032109 · JJSF | COM | $156.7m | 1,174,051 |
| J ALEXANDERS HLDGS INC46609J106 | COM | $5.0m | 461,780 |
| J2 GLOBAL INC48123V102 · ZD | COM | $229.3m | 2,803,254 |
| JA SOLAR HOLDINGS CO LTD466090206 | SPON ADR REP5ORD | $1.3m | 281,013 |
| JABIL CIRCUIT INC466313103 · JBL | COM | $173.7m | 7,336,346 |
| JACK IN THE BOX INC466367109 · JACK | COM | $213.2m | 1,910,137 |
| JACKSONVILLE BANCORP INC MD46924R106 | COM | $7,000 | 232 |
| JACOBS ENGR GROUP INC DEL469814107 | COM | $139.7m | 2,450,359 |
| JAGUAR ANIMAL HEALTH INC47008L106 | COM | $36,000 | 49,785 |
| JAKKS PAC INC47012E106 · JAKK | COM | $2.7m | 523,181 |
| JAMBA INC47023A309 | COM NEW | $4.2m | 412,357 |
| JAMES RIV GROUP LTDG5005R107 · JRVR | COM | $18.5m | 445,280 |
| JANUS CAP GROUP INC47102X105 | COM | $118.9m | 8,957,644 |
| MONDELEZ INTL INC609207105 · MDLZ | CL A | $872.8m | 19,688,030 |
| MONEYGRAM INTL INC60935Y208 | COM NEW | $11.8m | 996,082 |
| MONMOUTH REAL ESTATE INVT CO609720107 | CL A | $33.6m | 2,207,825 |
| MONOGRAM RESIDENTIAL TR INC60979P105 | COM | $59.7m | 5,518,220 |
| MONOLITHIC PWR SYS INC609839105 · MPWR | COM | $188.3m | 2,298,459 |
| MONOTYPE IMAGING HOLDINGS IN61022P100 | COM | $64.3m | 3,236,996 |
| MONRO MUFFLER BRAKE INC610236101 · MNRO | COM | $144.1m | 2,519,880 |
| MONSANTO CO NEW61166W101 | COM | $685.4m | 6,514,259 |
| MONSTER BEVERAGE CORP NEW61174X109 · MNST | COM | $227.7m | 5,135,955 |
| MOODYS CORP615369105 · MCO | COM | $283.9m | 3,011,151 |
| MOOG INC615394202 | CL A | $196.2m | 2,987,685 |
| MORGAN STANLEY617446448 · MS | COM NEW | $842.5m | 19,941,761 |
| MORNINGSTAR INC617700109 · MORN | COM | $13.0m | 176,767 |
| MOSAIC CO NEW61945C103 · MOS | COM | $197.4m | 6,730,581 |
| MOSYS INC619718109 | COM | $4,000 | 16,997 |
| MOTORCAR PTS AMER INC620071100 · MPAA | COM | $41.8m | 1,552,097 |
| MOTOROLA SOLUTIONS INC620076307 · MSI | COM NEW | $346.0m | 4,173,614 |
| MOVADO GROUP INC624580106 · MOV | COM | $36.7m | 1,277,058 |
| MRC GLOBAL INC55345K103 | COM | $59.8m | 2,953,622 |
| MRV COMMUNICATIONS INC553477407 | COM NEW | $126,000 | 15,446 |
| MSA SAFETY INC553498106 · MSA | COM | $128.1m | 1,847,744 |
| MSB FINL CORP NEW55352L101 | COM | $10,000 | 650 |
| MSC INDL DIRECT INC553530106 · MSM | CL A | $159.7m | 1,728,577 |
| MSCI INC55354G100 · MSCI | COM | $296.8m | 3,767,373 |
| MSG NETWORK INC553573106 | CL A | $38.8m | 1,805,791 |
| MTGE INVT CORP55378A105 | COM | $38.6m | 2,458,222 |
| MTS SYS CORP553777103 · DDD | COM | $75.8m | 1,336,360 |
| MUELLER INDS INC624756102 · MLI | COM | $183.9m | 4,601,880 |
| MUELLER WTR PRODS INC624758108 · MWA | COM SER A | $61.9m | 4,647,104 |
| MULTI COLOR CORP625383104 | COM | $81.1m | 1,045,158 |
| MULTI PACKAGING SOLUTIONS ING6331W109 | COM | $9.0m | 634,116 |
| MURPHY OIL CORP626717102 · MUR | COM | $103.9m | 3,336,054 |
| MURPHY USA INC626755102 · MUSA | COM | $89.2m | 1,451,831 |
| MUTUALFIRST FINL INC62845B104 | COM | $5.6m | 168,440 |
| MYERS INDS INC628464109 · MYE | COM | $26.2m | 1,831,325 |
| PGT INNOVATIONS INC69336V101 | COM | $51.9m | 4,534,652 |
| PHARMATHENE INC71714G102 | COM | $6.7m | 2,047,164 |
| PHARMERICA CORP71714F104 | COM | $67.0m | 2,665,364 |
| PHH CORP693320202 | COM NEW | $24.9m | 1,644,568 |
| PHI INC69336T106 | COM VTG | $3,000 | 147 |
| PHI INC69336T205 | COM NON VTG | $7.0m | 390,473 |
| PHIBRO ANIMAL HEALTH CORP71742Q106 · PAHC | CL A COM | $50.1m | 1,711,189 |
| PHILIP MORRIS INTL INC718172109 · PM | COM | $2.5bn | 27,262,189 |
| PHILLIPS 66718546104 · PSX | COM | $657.5m | 7,609,418 |
| PHOENIX NEW MEDIA LTD71910C103 · FENG | SPONSORED ADS | $14,000 | 4,419 |
| PHOTOMEDEX INC719358400 | COM PAR NEW | $1,000 | 546 |
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 |