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 |
|---|---|---|---|
| CHARLES & COLVARD LTD159765106 | COM | $8,000 | 7,183 |
| CHARLES RIV LABS INTL INC159864107 · CRL | COM | $144.4m | 1,895,542 |
| CHART INDS INC16115Q308 | COM PAR $0.01 | $90.2m | 2,503,175 |
| CHARTER COMMUNICATIONS INC N16119P108 · CHTR | CL A | $853.3m | 2,963,756 |
| CHARTER FINL CORP MD16122W108 | COM | $7.7m | 461,027 |
| CHASE CORP16150R104 | COM | $19.0m | 227,070 |
| CHATHAM LODGING TR16208T102 · CLDT | COM | $23.7m | 1,153,158 |
| CHECK POINT SOFTWARE TECH LTM22465104 · CHKP | ORD | $83.5m | 989,190 |
| CHEESECAKE FACTORY INC163072101 · CAKE | COM | $156.9m | 2,619,831 |
| CHEETAH MOBILE INC163075104 · CMCM | ADR | $1.4m | 144,385 |
| CHEFS WHSE INC163086101 · CHEF | COM | $9.9m | 626,448 |
| CHEGG INC163092109 · CHGG | COM | $19.2m | 2,605,668 |
| CHEMBIO DIAGNOSTICS INC163572209 | COM NEW | $219,000 | 32,213 |
| CHEMED CORP NEW16359R103 · CHE | COM | $205.3m | 1,279,865 |
| CHEMICAL FINL CORP163731102 | COM | $220.4m | 4,068,583 |
| CHEMOCENTRYX INC16383L106 | COM | $10.4m | 1,410,479 |
| CHEMOURS CO163851108 · CC | COM | $322.8m | 14,610,858 |
| CHEMTURA CORP163893209 | COM NEW | $67.4m | 2,031,357 |
| CHEMUNG FINL CORP164024101 · CHMG | COM | $3.8m | 105,380 |
| CHENIERE ENERGY INC16411R208 · LNG | COM NEW | $120.7m | 2,914,042 |
| CHENIERE ENERGY INC16411RAG4 | NOTE 4.250% 3/1 | $71,000 | 117,000 |
| CHEROKEE INC DEL NEW16444H102 | COM | $249,000 | 23,689 |
| CHERRY HILL MTG INVT CORP164651101 · CHMI | COM | $3.1m | 172,311 |
| CHESAPEAKE ENERGY CORP165167107 | COM | $93.4m | 13,308,415 |
| CHESAPEAKE LODGING TR165240102 | SH BEN INT | $126.1m | 4,876,530 |
| CHESAPEAKE UTILS CORP165303108 · CPK | COM | $31.9m | 476,483 |
| CHEVRON CORP NEW166764100 · CVX | COM | $4.2bn | 35,624,847 |
| CHIASMA INC16706W102 | COM | $89,000 | 45,457 |
| CHICAGO BRIDGE & IRON CO N V167250109 | COM | $36.3m | 1,144,172 |
| CHICAGO RIVET & MACH CO168088102 · CVR | COM | $5,000 | 125 |
| CHICOS FAS INC168615102 | COM | $111.5m | 7,750,029 |
| CHILDRENS PL INC168905107 · PLCE | COM | $142.0m | 1,407,122 |
| CHIMERA INVT CORP16934Q208 · CIM | COM NEW | $101.1m | 5,941,057 |
| CHIMERIX INC16934W106 | COM | $6.6m | 1,431,253 |
| CHINA BIOLOGIC PRODS INC16938C106 | COM | $40.9m | 380,241 |
| CHINA PETE & CHEM CORP16941R108 | SPON ADR H SHS | $35,000 | 492 |
| CHINA YUCHAI INTL LTDG21082105 | COM | $29,000 | 2,124 |
| CHIPOTLE MEXICAN GRILL INC169656105 · CMG | COM | $190.5m | 504,781 |
| CHOICE HOTELS INTL INC169905106 · CHH | COM | $21.7m | 387,600 |
| CHRISTOPHER & BANKS CORP171046105 | COM | $199,000 | 85,136 |
| CHROMADEX CORP171077407 · NAGE | COM NEW | $3.0m | 895,458 |
| CHUBB LIMITEDH1467J104 · CB | COM | $933.6m | 7,066,552 |
| CHUNGHWA TELECOM CO LTD17133Q502 · CHT | SPON ADR NEW11 | $2.9m | 93,208 |
| CHURCH & DWIGHT INC171340102 · CHD | COM | $303.4m | 6,866,447 |
| CHURCHILL DOWNS INC171484108 · CHDN | COM | $113.5m | 754,672 |
| CHUYS HLDGS INC171604101 | COM | $42.7m | 1,315,818 |
| CIBER INC17163B102 | COM | $2.7m | 4,206,299 |
| CIDARA THERAPEUTICS INC171757107 | COM | $4.4m | 426,851 |
| CIENA CORP171779309 · CIEN | COM NEW | $211.2m | 8,651,154 |
| CIGNA CORPORATION125509109 · CI | COM | $545.3m | 4,087,719 |
| CIM COML TR CORP125525105 | COM | $66,000 | 4,244 |
| CIMAREX ENERGY CO171798101 | COM | $253.8m | 1,867,408 |
| CIMPRESS N VN20146101 | SHS EURO | $68.3m | 745,592 |
| CINCINNATI BELL INC NEW171871502 | COM NEW | $97.1m | 4,345,119 |
| CINCINNATI FINL CORP172062101 · CINF | COM | $440.8m | 5,818,976 |
| JASON INDS INC471172106 | COM | $84,000 | 46,872 |
| JAZZ PHARMACEUTICALS PLCG50871105 · JAZZ | SHS USD | $122.8m | 1,126,612 |
| JD COM INC47215P106 · JD | SPON ADR CL A | $237.0m | 9,315,451 |
| JDS UNIPHASE CORP46612JAF8 | DBCV 0.625% 8/1 | $90,000 | 87,000 |
| JERNIGAN CAP INC476405105 | COM | $3.2m | 153,355 |
| JETBLUE AIRWAYS CORP477143101 · JBLU | COM | $302.0m | 13,470,828 |
| JETPAY CORP477177109 | COM | $5,000 | 2,300 |
| JEWETT CAMERON TRADING LTD47733C207 · JCTC | COM NEW | $4,000 | 283 |
| JINKOSOLAR HLDG CO LTD47759T100 · JKS | SPONSORED ADR | $2.8m | 180,859 |
| JIVE SOFTWARE INC47760A108 | COM | $8.0m | 1,842,679 |
| JOHN BEAN TECHNOLOGIES CORP477839104 · JBTM | COM | $192.7m | 2,242,336 |
| JOHNSON & JOHNSON478160104 · JNJ | COM | $5.2bn | 45,546,374 |
| JOHNSON CTLS INTL PLCG51502105 · JCI | SHS | $669.8m | 16,261,288 |
| JOHNSON OUTDOORS INC479167108 · JOUT | CL A | $6.3m | 159,175 |
| JOINT CORP47973J102 · JYNT | COM | $62,000 | 23,352 |
| JONES ENERGY INC48019R108 | COM CL A | $9.8m | 1,965,605 |
| JONES LANG LASALLE INC48020Q107 · JLL | COM | $209.7m | 2,075,362 |
| JOY GLOBAL INC481165108 | COM | $165.3m | 5,904,849 |
| JPMORGAN CHASE & CO46625H100 · JPM | COM | $4.2bn | 49,180,359 |
| JRJR33 INC46645Q106 | COM | $45,000 | 59,756 |
| JUMEI INTL HLDG LTD48138L107 | SPONSORED ADR | $1.9m | 374,398 |
| JUNIPER NETWORKS INC48203R104 | COM | $206.7m | 7,314,480 |
| JUNIPER PHARMACEUTICALS INC48203L107 | COM | $185,000 | 33,080 |
| JUNO THERAPEUTICS INC48205A109 | COM | $40.5m | 2,146,963 |
| K12 INC48273U102 | COM | $19.2m | 1,119,903 |
| K2M GROUP HLDGS INC48273J107 | COM | $18.1m | 903,362 |
| KADANT INC48282T104 · KAI | COM | $21.4m | 349,946 |
| KADMON HLDGS INC48283N106 | COM | $1.3m | 252,169 |
| KAISER ALUMINUM CORP483007704 · KALU | COM PAR $0.01 | $112.7m | 1,450,836 |
| KALVISTA PHARMACEUTICALS INC483497103 | COM | $16,000 | 2,274 |
| KAMAN CORP483548103 | COM | $106.8m | 2,183,564 |
| KANSAS CITY SOUTHERN485170302 | COM NEW | $219.6m | 2,588,142 |
| KAPSTONE PAPER & PACKAGING C48562P103 | COM | $167.4m | 7,591,775 |
| KAR AUCTION SVCS INC48238T109 · OPLN | COM | $60.8m | 1,426,279 |
| KARYOPHARM THERAPEUTICS INC48576U106 · KPTI | COM | $12.9m | 1,376,355 |
| KATE SPADE & CO485865109 | COM | $92.0m | 4,925,368 |
| KB FINANCIAL GROUP INC48241A105 | SPONSORED ADR | $964,000 | 27,320 |
| KB HOME48666K109 · KBH | COM | $101.2m | 6,401,500 |
| KBR INC48242W106 · KBR | COM | $95.6m | 5,728,101 |
| KCG HLDGS INC48244B100 | CL A | $25.3m | 1,911,510 |
| KEARNY FINL CORP MD48716P108 · KRNY | COM | $41.7m | 2,678,921 |
| KELLOGG CO487836108 | COM | $472.2m | 6,406,137 |
| KELLY SVCS INC488152208 · KELYA | CL A | $56.8m | 2,477,880 |
| KEMET CORP488360207 | COM NEW | $806,000 | 121,583 |
| KEMPER CORP DEL488401100 · KMPR | COM | $118.6m | 2,676,206 |
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 |