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 |
|---|---|---|---|
| PHOTRONICS INC719405102 · PLAB | COM | $24.2m | 2,141,048 |
| PHYSICIANS RLTY TR71943U104 | COM | $95.2m | 5,021,799 |
| PICO HLDGS INC693366205 | COM NEW | $10.9m | 721,272 |
| PIEDMONT OFFICE REALTY TR IN720190206 · PDM | COM CL A | $48.9m | 2,340,611 |
| PIER 1 IMPORTS INC720279108 | COM | $22.9m | 2,686,234 |
| PIERIS PHARMACEUTICALS INC720795103 | COM | $99,000 | 70,132 |
| PILGRIMS PRIDE CORP NEW72147K108 · PPC | COM | $11.0m | 581,087 |
| PINNACLE ENTMT INC NEW72348Y105 | COM | $24.2m | 1,665,756 |
| PINNACLE FINL PARTNERS INC72346Q104 | COM | $233.1m | 3,363,515 |
| PINNACLE FOODS INC DEL72348P104 | COM | $65.1m | 1,218,112 |
| PINNACLE WEST CAP CORP723484101 · PNW | COM | $451.8m | 5,790,673 |
| PIONEER ENERGY SVCS CORP723664108 | COM | $42.1m | 6,150,995 |
| PIONEER NAT RES CO723787107 | COM | $450.9m | 2,504,028 |
| PIONEER PWR SOLUTIONS INC723836300 · PPSI | COM NEW | $10,000 | 1,653 |
| PIPER JAFFRAY COS724078100 | COM | $84.8m | 1,169,224 |
| PITNEY BOWES INC724479100 · PBI | COM | $101.2m | 6,662,982 |
| PIXELWORKS INC72581M305 · PXLW | COM NEW | $208,000 | 74,324 |
| PJT PARTNERS INC69343T107 · PJT | COM CL A | $18.2m | 590,934 |
| PLAINS GP HLDGS L P72651A207 · PAGP | LTD PARTNR INT A | $2.1m | 59,566 |
| PLANET FITNESS INC72703H101 · PLNT | CL A | $15.7m | 783,267 |
| PLANET PAYMENT INCU72603118 | SHS | $5.7m | 1,389,951 |
| SYNOVUS FINL CORP87161C501 | COM NEW | $206.5m | 5,027,507 |
| SYNTEL INC87162H103 | COM | $19.9m | 1,003,490 |
| SYNTHESIS ENERGY SYS INC871628103 | COM | $195,000 | 194,900 |
| SYNTHETIC BIOLOGICS INC87164U102 | COM | $1.9m | 2,446,524 |
| SYNUTRA INTL INC87164C102 | COM | $3.7m | 697,048 |
| SYPRIS SOLUTIONS INC871655106 · SYPR | COM | $4,000 | 4,991 |
| SYROS PHARMACEUTICALS INC87184Q107 | COM | $1.8m | 144,045 |
| SYSCO CORP871829107 · SYY | COM | $550.7m | 9,946,624 |
| SYSOREX GLOBAL87184N203 | COM NEW | $2,000 | 8,176 |
| SYSTEMAX INC871851101 | COM | $3.4m | 382,328 |
| T MOBILE US INC872590104 · TMUS | COM | $136.1m | 2,366,007 |
| T MOBILE US INC872590203 | CONV PFD SER A | $194.1m | 2,055,480 |
| T2 BIOSYSTEMS INC89853L104 | COM | $2.4m | 455,468 |
| TABLEAU SOFTWARE INC87336U105 | CL A | $32.4m | 769,306 |
| TABULA RASA HEALTHCARE INC873379101 | COM | $2.2m | 145,429 |
| TACTILE SYS TECHNOLOGY INC87357P100 · TCMD | COM | $2.1m | 129,557 |
| TAHOE RES INC873868103 | COM | $29.0m | 3,077,157 |
| TAILORED BRANDS INC87403A107 | COM | $98.7m | 3,862,146 |
| TAITRON COMPONENTS INC874028103 | CL A | $1,000 | 800 |
| TAIWAN SEMICONDUCTOR MFG LTD874039100 · TSM | SPONSORED ADR | $26.1m | 906,072 |
| TAKE-TWO INTERACTIVE SOFTWAR874054109 · TTWO | COM | $332.0m | 6,735,516 |
| TAKE-TWO INTERACTIVE SOFTWAR874054AD1 | NOTE 1.000% 7/0 | $133,000 | 58,000 |
| TAL ED GROUP874080104 · TAL | ADS REPSTG COM | $67.5m | 962,412 |
| TALLGRASS ENERGY GP LP874696107 | SHS CL A | $433,000 | 16,152 |
| TANDEM DIABETES CARE INC875372104 · TNDM | COM | $1.3m | 604,834 |
| TANDY LEATHER FACTORY INC87538X105 · TLF | COM | $129,000 | 15,950 |
| TANGER FACTORY OUTLET CTRS I875465106 · SKT | COM | $148.9m | 4,160,715 |
| TANGOE INC87582Y108 | COM | $16.8m | 2,136,246 |
| TARENA INTL INC876108101 | ADR | $2.6m | 170,615 |
| TARGA RES CORP87612G101 · TRGP | COM | $129.2m | 2,304,013 |
| TARGET CORP87612E106 · TGT | COM | $629.6m | 8,716,537 |
| TARO PHARMACEUTICAL INDS LTDM8737E108 | SHS | $12.6m | 119,960 |
| TASER INTL INC87651B104 | COM | $115.2m | 4,752,078 |
| TATA MTRS LTD876568502 | SPONSORED ADR | $8.7m | 253,116 |
| TAUBMAN CTRS INC876664103 | COM | $195.8m | 2,648,786 |
| TAYLOR DEVICES INC877163105 · TAYD | COM | $11,000 | 702 |
| TAYLOR MORRISON HOME CORP87724P106 | CL A | $27.8m | 1,441,114 |
| TCF FINL CORP872275102 | COM | $136.1m | 6,948,652 |
| TD AMERITRADE HLDG CORP87236Y108 | COM | $138.4m | 3,173,228 |
| TE CONNECTIVITY LTDH84989104 · TEL | REG SHS | $232.0m | 3,349,247 |
| TEAM HEALTH HOLDINGS INC87817A107 | COM | $99.5m | 2,289,449 |
| TEAM INC878155100 · TISI | COM | $94.7m | 2,413,142 |
| TEARLAB CORP878193101 | COM | $5,000 | 8,892 |
| TECH DATA CORP878237106 | COM | $181.2m | 2,139,244 |
| TECHTARGET INC87874R100 | COM | $4.4m | 519,018 |
| TECK RESOURCES LTD878742204 | CL B | $7.2m | 360,571 |
| TECNOGLASS INCG87264100 · TGLS | SHS | $7,000 | 605 |
| TECOGEN INC NEW87876P201 · TGEN | COM NEW | $116,000 | 27,532 |
| TEEKAY CORPORATIONY8564W103 | COM | $12.2m | 1,513,213 |
| TEEKAY TANKERS LTDY8565N102 · TNK | CL A | $8.7m | 3,838,523 |
| TEGNA INC87901J105 | COM | $82.1m | 3,839,933 |
| TEJON RANCH CO879080109 · TRC | COM | $11.7m | 461,536 |
| TEL INSTR ELECTRS CORP879165207 | COM NEW | $1,000 | 226 |
| TELADOC INC87918A105 · TDOC | COM | $11.0m | 667,264 |
| TELECOM ARGENTINA S A879273209 | SPON ADR REP B | $8.1m | 444,883 |
| TELEDYNE TECHNOLOGIES INC879360105 · TDY | COM | $287.8m | 2,339,905 |
| TELEFLEX INC879369106 · TFX | COM | $295.1m | 1,831,136 |
| TELENAV INC879455103 | COM | $7.6m | 1,080,627 |
| TELEPHONE & DATA SYS INC879433829 · TDS | COM NEW | $135.4m | 4,689,628 |
| TELETECH HOLDINGS INC879939106 | COM | $40.0m | 1,311,101 |
| TELIGENT INC NEW87960W104 | COM | $13.8m | 2,086,003 |
| TEMPUR SEALY INTL INC88023U101 · SGI | COM | $134.8m | 1,974,599 |
| TENARIS S A88031M109 | SPONSORED ADR | $14,000 | 392 |
| TENAX THERAPEUTICS INC88032L100 · TENX | COM | $123,000 | 62,970 |
| TENET HEALTHCARE CORP88033G407 · THC | COM NEW | $51.7m | 3,486,198 |
| TENNANT CO880345103 · TNC | COM | $97.0m | 1,362,035 |
| TENNECO INC880349105 | COM | $106.7m | 1,708,438 |
| CENTURYLINK INC156700106 | COM | $411.0m | 17,282,022 |
| CENVEO INC15670S402 | COM NEW | $130,000 | 18,534 |
| CERECOR INC15671L109 | COM | $2,000 | 1,933 |
| CERNER CORP156782104 | COM | $262.6m | 5,544,434 |
| CERULEAN PHARMA INC15708Q105 | COM | $31,000 | 44,255 |
| CERUS CORP157085101 · CERS | COM | $20.5m | 4,712,166 |
| CESCA THERAPEUTICS INC157131202 | COM NEW | $1,000 | 272 |
| CEVA INC157210105 · CEVA | COM | $55.2m | 1,644,689 |
| CF INDS HLDGS INC125269100 · CF | COM | $139.3m | 4,426,588 |
| CHANGYOU COM LTD15911M107 | ADS REP CL A | $37,000 | 1,728 |
| CHANNELADVISOR CORP159179100 | COM | $10.7m | 744,415 |
| CHANTICLEER HLDGS INC15930P404 | COM PAR $.0001 N | $3,000 | 8,056 |
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 |