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 |
|---|---|---|---|
| VOLITIONRX LTD928661107 | COM | $14,000 | 3,147 |
| VOLT INFORMATION SCIENCES IN928703107 | COM | $208,000 | 30,357 |
| VONAGE HLDGS CORP92886T201 | COM | $62.2m | 9,079,271 |
| VORNADO RLTY TR929042109 · VNO | SH BEN INT | $545.9m | 5,230,438 |
| VOXX INTL CORP91829F104 | CL A | $237,000 | 50,388 |
| VOYA FINL INC929089100 · VOYA | COM | $90.1m | 2,296,343 |
| VOYAGER THERAPEUTICS INC92915B106 · VYGR | COM | $4.9m | 385,055 |
| VSE CORP918284100 · VSEC | COM | $11.1m | 286,808 |
| VTTI ENERGY PARTNERS LPY9384M101 | COM UNIT RP LT | $1.4m | 88,120 |
| VTV THERAPEUTICS INC918385105 · VTVT | CL A | $1.2m | 245,203 |
| VULCAN MATLS CO929160109 · VMC | COM | $306.0m | 2,444,824 |
| VUZIX CORP92921W300 · VUZI | COM NEW | $242,000 | 35,538 |
| VWR CORP91843L103 | COM | $21.2m | 847,592 |
| W & T OFFSHORE INC92922P106 · WTI | COM | $3.2m | 1,169,928 |
| W P CAREY INC92936U109 · WPC | COM | $96.1m | 1,626,738 |
| WABASH NATL CORP929566107 · WNC | COM | $80.4m | 5,079,603 |
| WABCO HLDGS INC92927K102 | COM | $57.0m | 536,634 |
| WABTEC CORP929740108 · WAB | COM | $283.7m | 3,417,004 |
| WADDELL & REED FINL INC930059100 | CL A | $221.2m | 11,337,782 |
| WAFERGEN BIO-SYSTEMS INC93041P506 | COM PAR NEW | $7,000 | 1,402 |
| WAGEWORKS INC930427109 | COM | $204.5m | 2,821,184 |
| WAL-MART STORES INC931142103 · WMT | COM | $1.6bn | 23,614,578 |
| WALGREENS BOOTS ALLIANCE INC931427108 | COM | $918.9m | 11,103,495 |
| WALKER & DUNLOP INC93148P102 · WD | COM | $69.6m | 2,230,155 |
| WALTER INVT MGMT CORP93317W102 | COM | $3.0m | 622,267 |
| WALTER INVT MGMT CORP93317WAA0 | NOTE 4.500%11/0 | $41,000 | 58,000 |
| WASHINGTON FED INC938824109 · WAFD | COM | $189.6m | 5,520,560 |
| WASHINGTON PRIME GROUP NEW93964W108 | COM | $127.4m | 12,241,398 |
| WASHINGTON REAL ESTATE INVT939653101 · ELME | SH BEN INT | $86.8m | 2,654,045 |
| WASHINGTON TR BANCORP940610108 · WASH | COM | $27.5m | 489,982 |
| WASHINGTONFIRST BANKSHARES I940730104 | COM | $8.4m | 290,330 |
| WASTE CONNECTIONS INC94106B101 · WCN | COM | $28.3m | 359,756 |
| WASTE MGMT INC DEL94106L109 · WM | COM | $758.4m | 10,694,882 |
| WATERS CORP941848103 · WAT | COM | $253.0m | 1,882,261 |
| WATERSTONE FINL INC MD94188P101 · WSBF | COM | $15.6m | 849,312 |
| BEAZER HOMES USA INC07556Q881 · BZH | COM NEW | $21.3m | 1,599,114 |
| BEBE STORES INC075571208 | COM NEW | $6,000 | 1,139 |
| BECTON DICKINSON & CO075887109 · BDX | COM | $718.7m | 4,341,054 |
| BED BATH & BEYOND INC075896100 | COM | $115.0m | 2,829,104 |
| BEIGENE LTD07725L102 · ONC | SPONSORED ADR | $4.4m | 144,870 |
| BEL FUSE INC077347201 · BELFA | CL A | $6,000 | 246 |
| BEL FUSE INC077347300 · BELFA | CL B | $22.4m | 724,225 |
| BELDEN INC077454106 · BDC | COM | $185.9m | 2,485,730 |
| BELLICUM PHARMACEUTICALS INC079481107 | COM | $14.4m | 1,057,512 |
| BELMOND LTDG1154H107 | CL A | $87.8m | 6,578,882 |
| BEMIS INC081437105 | COM | $179.4m | 3,752,364 |
| BENCHMARK ELECTRS INC08160H101 · BHE | COM | $121.5m | 3,983,392 |
| BENEFICIAL BANCORP INC08171T102 | COM | $39.6m | 2,152,121 |
| BENEFITFOCUS INC08180D106 | COM | $11.3m | 381,366 |
| BERKLEY W R CORP084423102 · WRB | COM | $320.6m | 4,820,749 |
| BERKSHIRE HATHAWAY INC DEL084670702 | CL B NEW | $4.3bn | 26,146,946 |
| BERKSHIRE HILLS BANCORP INC084680107 · BBT | COM | $37.6m | 1,020,279 |
| BERRY PLASTICS GROUP INC08579W103 | COM | $65.5m | 1,344,917 |
| BEST BUY INC086516101 · BBY | COM | $223.6m | 5,240,862 |
| BG STAFFING INC05544A109 | COM | $288,000 | 18,449 |
| BGC PARTNERS INC05541T101 | CL A | $72.8m | 7,116,045 |
| BHP BILLITON LTD088606108 · BHP | SPONSORED ADR | $6.5m | 181,163 |
| BHP BILLITON PLC05545E209 | SPONSORED ADR | $3.8m | 119,229 |
| BIG 5 SPORTING GOODS CORP08915P101 | COM | $26.0m | 1,496,923 |
| BIG LOTS INC089302103 | COM | $133.0m | 2,648,423 |
| BIGLARI HLDGS INC08986R101 | COM | $39.8m | 84,152 |
| BIO PATH HOLDINGS INC09057N102 | COM | $3.8m | 2,837,783 |
| BIO RAD LABS INC090572207 · BIO | CL A | $159.2m | 873,392 |
| BIO TECHNE CORP09073M104 · TECH | COM | $202.3m | 1,966,951 |
| BIOAMBER INC09072Q106 | COM | $27,000 | 4,895 |
| BIOANALYTICAL SYS INC09058M103 | COM | $1,000 | 1,759 |
| BIOBLAST PHARMA LTDM20156101 | SHS | $17,000 | 16,786 |
| BIOCEPT INC09072V204 | COM NEW | $24,000 | 30,436 |
| BIOCRYST PHARMACEUTICALS09058V103 · BCRX | COM | $21.5m | 3,401,744 |
| BIODELIVERY SCIENCES INTL IN09060J106 | COM | $256,000 | 146,064 |
| BIOGEN INC09062X103 · BIIB | COM | $1.5bn | 5,298,451 |
| BIOLASE INC090911108 | COM | $146,000 | 104,274 |
| BIOLIFE SOLUTIONS INC09062W204 | COM NEW | $4,000 | 2,526 |
| BIOMARIN PHARMACEUTICAL INC09061G101 · BMRN | COM | $355.3m | 4,288,652 |
| BIOMARIN PHARMACEUTICAL INC09061GAF8 | NOTE 1.500%10/1 | $102,000 | 87,000 |
| BIOPHARMX CORP09072X101 | COM | $1,000 | 2,643 |
| BIOPTIX INC09074N101 | COM | $8,000 | 2,125 |
| BIOSCRIP INC09069N108 | COM | $3.2m | 3,043,453 |
| BIOSPECIFICS TECHNOLOGIES CO090931106 | COM | $9.8m | 176,258 |
| BIOSTAGE INC09074M103 | COM | $4,000 | 4,230 |
| BIOTELEMETRY INC090672106 | COM | $51.7m | 2,312,674 |
| BIOTIME INC09066L105 | COM | $8.1m | 2,247,046 |
| BITAUTO HLDGS LTD091727107 | SPONSORED ADS | $2.6m | 134,779 |
| BJS RESTAURANTS INC09180C106 · BJRI | COM | $65.3m | 1,660,392 |
| BLACK BOX CORP DEL091826107 | COM | $19.2m | 1,260,741 |
| BLACK DIAMOND INC09202G101 | COM | $323,000 | 60,344 |
| BLACK HILLS CORP092113109 · BKH | COM | $351.7m | 5,733,540 |
| BLACK KNIGHT FINL SVCS INC09214X100 | CL A | $8.6m | 227,422 |
| BLACKBAUD INC09227Q100 · BLKB | COM | $240.4m | 3,756,545 |
| BLACKBERRY LTD09228F103 · BB | COM | $688,000 | 99,818 |
| BLACKHAWK NETWORK HLDGS INC09238E104 | COM | $63.2m | 1,676,836 |
| BLACKLINE INC09239B109 · BL | COM | $8.1m | 294,111 |
| BLACKROCK INC09247X101 · BLK | COM | $686.8m | 1,804,778 |
| BLACKSTONE MTG TR INC09257W100 · BXMT | COM CL A | $68.6m | 2,281,758 |
| BLOCK H & R INC093671105 · HRB | COM | $83.8m | 3,647,187 |
| BLOOMIN BRANDS INC094235108 · BLMN | COM | $57.2m | 3,173,145 |
| BLUCORA INC095229100 | COM | $47.6m | 3,227,395 |
| BLUE BIRD CORP095306106 · BLBD | COM | $2.8m | 182,561 |
| BLUE BUFFALO PET PRODS INC09531U102 | COM | $14.3m | 596,223 |
| BLUE CAP REINS HLDGS LTDG1190F107 | COM | $3.7m | 201,890 |
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 |