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 |
|---|---|---|---|
| INUVO INC46122W204 | COM NEW | $90,000 | 53,735 |
| INVACARE CORP461203101 | COM | $36.5m | 2,794,305 |
| SANDERSON FARMS INC800013104 | COM | $153.9m | 1,633,388 |
| SANDRIDGE ENERGY INC80007P869 · SD | COM NEW | $178,000 | 7,566 |
| SANDY SPRING BANCORP INC800363103 | COM | $31.2m | 780,027 |
| SANFILIPPO JOHN B & SON INC800422107 · JBSS | COM | $19.7m | 279,745 |
| SANGAMO BIOSCIENCES INC800677106 | COM | $9.8m | 3,215,835 |
| SANMINA CORPORATION801056102 · SANM | COM | $219.4m | 5,985,193 |
| SANTANDER CONSUMER USA HDG I80283M101 | COM | $14.2m | 1,053,317 |
| SAPIENS INTL CORP N VN7716A151 | SHS NEW | $11.0m | 769,189 |
| SAREPTA THERAPEUTICS INC803607100 · SRPT | COM | $62.0m | 2,258,531 |
| SASOL LTD803866300 | SPONSORED ADR | $27,000 | 939 |
| SAUL CTRS INC804395101 · BFS | COM | $58.0m | 871,077 |
| SB FINL GROUP INC78408D105 · SBFG | COM | $14,000 | 865 |
| SBA COMMUNICATIONS CORP78388J106 · SBAC | COM | $188.8m | 1,828,047 |
| SCANA CORP NEW80589M102 | COM | $430.2m | 5,870,231 |
| SCANSOURCE INC806037107 · SCSC | COM | $82.4m | 2,042,680 |
| SCHEIN HENRY INC806407102 · HSIC | COM | $295.1m | 1,945,243 |
| SCHLUMBERGER LTD806857108 · SLB | COM | $1.8bn | 21,768,492 |
| SCHMITT INDS INC ORE806870200 | COM NEW | $1,000 | 374 |
| SCHNITZER STL INDS806882106 | CL A | $22.4m | 870,481 |
| SCHOLASTIC CORP807066105 · SCHL | COM | $104.8m | 2,207,506 |
| SCHULMAN A INC808194104 | COM | $77.5m | 2,317,041 |
| SCHWAB CHARLES CORP NEW808513105 · SCHW | COM | $677.6m | 17,168,382 |
| SCHWEITZER-MAUDUIT INTL INC808541106 · MATV | COM | $111.8m | 2,454,660 |
| SCICLONE PHARMACEUTICALS INC80862K104 | COM | $49.5m | 4,581,672 |
| SCIENCE APPLICATNS INTL CP N808625107 · SAIC | COM | $218.1m | 2,571,480 |
| SCIENTIFIC GAMES CORP80874P109 | CL A | $54.8m | 3,913,418 |
| SCORPIO BULKERS INCY7546A122 | COM | $9.2m | 1,823,257 |
| SCORPIO TANKERS INCY7542C106 | SHS | $22.5m | 4,971,939 |
| SCOTTS MIRACLE GRO CO810186106 · SMG | CL A | $168.7m | 1,766,015 |
| SCRIPPS E W CO OHIO811054402 · SSP | CL A NEW | $90.1m | 4,660,653 |
| SCRIPPS NETWORKS INTERACT IN811065101 | CL A COM | $110.1m | 1,543,008 |
| SCYNEXIS INC811292101 · SCYX | COM | $224,000 | 70,370 |
| SEABOARD CORP811543107 · SEB | COM | $33.1m | 8,376 |
| SEACHANGE INTL INC811699107 | COM | $221,000 | 96,158 |
| SEACOAST BKG CORP FLA811707801 · SBCF | COM NEW | $21.5m | 974,475 |
| SEACOR HOLDINGS INC811904101 | COM | $96.0m | 1,347,459 |
| SEADRILL LIMITEDG7945E105 | SHS | $38.7m | 11,361,916 |
| SEAGATE TECHNOLOGY PLCG7945M107 | SHS | $359.2m | 9,409,660 |
| SEALED AIR CORP NEW81211K100 | COM | $159.0m | 3,507,867 |
| SEARS HLDGS CORP812350106 | COM | $3.7m | 403,073 |
| SEARS HOMETOWN & OUTLET STOR812362101 | COM | $1.7m | 366,017 |
| SEASPAN CORPY75638109 | SHS | $2.1m | 230,012 |
| SEASPINE HLDGS CORP81255T108 | COM | $163,000 | 20,682 |
| SEATTLE GENETICS INC812578102 | COM | $164.1m | 3,110,333 |
| SEAWORLD ENTMT INC81282V100 · PRKS | COM | $38.5m | 2,033,365 |
| SECOND SIGHT MED PRODS INC81362J100 | COM | $937,000 | 475,860 |
| SECUREWORKS CORP81374A105 | CL A | $1.9m | 181,582 |
| SECURITY NATL FINL CORP814785309 · SNFCA | CL A NEW | $170,000 | 26,219 |
| SEI INVESTMENTS CO784117103 · SEIC | COM | $265.0m | 5,369,171 |
| SELECT BANCORP INC NEW81617L108 | COM | $23,000 | 2,348 |
| SELECT COMFORT CORP81616X103 | COM | $80.2m | 3,545,313 |
| SELECT INCOME REIT81618T100 | COM SH BEN INT | $50.9m | 2,021,690 |
| SELECT MED HLDGS CORP81619Q105 | COM | $121.0m | 9,129,015 |
| SELECTA BIOSCIENCES INC816212104 | COM | $2.7m | 159,573 |
| SELECTIVE INS GROUP INC816300107 · SIGI | COM | $158.1m | 3,671,323 |
| SEMGROUP CORP81663A105 | CL A | $89.0m | 2,131,599 |
| SEMPRA ENERGY816851109 · SRE | COM | $757.1m | 7,523,170 |
| SEMTECH CORP816850101 · SMTC | COM | $164.5m | 5,212,888 |
| SENECA FOODS CORP NEW817070105 · SENEA | CL B | $5,000 | 117 |
| SENECA FOODS CORP NEW817070501 · SENEA | CL A | $21.7m | 542,827 |
| SENIOR HSG PPTYS TR81721M109 | SH BEN INT | $183.9m | 9,714,240 |
| SENOMYX INC81724Q107 | COM | $111,000 | 115,646 |
| SENSATA TECHNOLOGIES HLDG NVN7902X106 · ST | SHS | $7.2m | 184,500 |
| SENSEONICS HLDGS INC81727U105 | COM | $2.3m | 868,276 |
| SENSIENT TECHNOLOGIES CORP81725T100 · SXT | COM | $210.2m | 2,674,892 |
| SEQUENTIAL BRNDS GROUP INC N81734P107 | COM | $6.1m | 1,311,773 |
| VERTEX ENERGY INC92534K107 | COM | $68,000 | 52,263 |
| VERTEX PHARMACEUTICALS INC92532F100 · VRTX | COM | $502.3m | 6,818,014 |
| VIACOM INC NEW92553P102 | CL A | $3.9m | 101,802 |
| VIACOM INC NEW92553P201 | CL B | $213.3m | 6,076,467 |
| VIAD CORP92552R406 · PRSU | COM NEW | $71.5m | 1,620,242 |
| VIASAT INC92552V100 · VSAT | COM | $205.8m | 3,108,410 |
| VIAVI SOLUTIONS INC925550105 · VIAV | COM | $157.2m | 19,215,489 |
| VICAL INC925602203 | COM NEW | $56,000 | 24,200 |
| VICON INDS INC925811101 | COM | $1,000 | 1,728 |
| VICOR CORP925815102 · VICR | COM | $19.3m | 1,280,199 |
| VIEWRAY INC92672L107 | COM | $670,000 | 214,190 |
| VIKING THERAPEUTICS INC92686J106 · VKTX | COM | $1,000 | 703 |
| VILLAGE BK & TR FINANCIAL CO92705T200 | COM NEW | $3,000 | 113 |
| VILLAGE SUPER MKT INC927107409 · VLGEA | CL A NEW | $7.5m | 243,678 |
| VINCE HLDG CORP92719W108 | COM | $2.9m | 720,592 |
| VIPSHOP HLDGS LTD92763W103 · VIPS | SPONSORED ADR | $62.3m | 5,654,350 |
| VIRCO MFG CO927651109 · VIRC | COM | $10,000 | 2,212 |
| VIRNETX HLDG CORP92823T108 | COM | $3.4m | 1,539,504 |
| VIRTU FINL INC928254101 · VIRT | CL A | $15.6m | 978,158 |
| VIRTUS INVT PARTNERS INC92828Q109 · VRTS | COM | $49.3m | 417,992 |
| VIRTUSA CORP92827P102 | COM | $56.0m | 2,228,702 |
| VISA INC92826C839 · V | COM CL A | $2.3bn | 28,894,395 |
| VISHAY INTERTECHNOLOGY INC928298108 · VSH | COM | $133.3m | 8,230,638 |
| VISHAY PRECISION GROUP INC92835K103 · VPG | COM | $7.5m | 396,590 |
| VISTA OUTDOOR INC928377100 | COM | $85.8m | 2,324,372 |
| VISTEON CORP92839U206 · VC | COM NEW | $28.0m | 348,370 |
| VITAL THERAPIES INC92847R104 | COM | $3.3m | 759,007 |
| VITAMIN SHOPPE INC92849E101 | COM | $46.4m | 1,952,579 |
| VIVINT SOLAR INC92854Q106 | COM | $1.9m | 741,994 |
| VIVUS INC928551100 | COM | $327,000 | 284,214 |
| VMWARE INC928563402 | CL A COM | $68.6m | 871,020 |
| VOCERA COMMUNICATIONS INC92857F107 | COM | $14.8m | 801,546 |
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 |