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 |
|---|---|---|---|
| BLUE HILLS BANCORP INC095573101 | COM | $15.2m | 810,019 |
| BLUE NILE INC09578R103 | COM | $37.3m | 918,444 |
| INVENSENSE INC46123D205 | COM | $32.1m | 2,508,638 |
| INVENTERGY GLOBAL INC46123X409 | COM NEW | $0 | 300 |
| INVENTURE FOODS INC461212102 | COM | $6.0m | 606,742 |
| INVESCO LTDG491BT108 · IVZ | SHS | $223.3m | 7,359,551 |
| INVESCO MORTGAGE CAPITAL INC46131B100 · IVR | COM | $97.1m | 6,652,569 |
| INVESTAR HLDG CORP46134L105 · ISTR | COM | $34,000 | 1,815 |
| INVESTMENT TECHNOLOGY GRP NE46145F105 | COM | $41.6m | 2,105,250 |
| INVESTORS BANCORP INC NEW46146L101 | COM | $136.6m | 9,788,615 |
| INVESTORS REAL ESTATE TR461730103 | SH BEN INT | $27.4m | 3,844,544 |
| INVESTORS TITLE CO461804106 · ITIC | COM | $7.6m | 48,164 |
| INVITAE CORP46185L103 | COM | $6.2m | 780,737 |
| INVIVO THERAPEUTICS HLDGS CO46186M209 | COM NEW | $4.3m | 1,026,700 |
| INVUITY INC46187J205 | COM NEW | $178,000 | 31,035 |
| ION GEOPHYSICAL CORP462044207 | COM NEW | $160,000 | 26,672 |
| IONIS PHARMACEUTICALS INC462222100 · IONS | COM | $146.2m | 3,057,681 |
| IPASS INC46261V108 | COM | $301,000 | 182,136 |
| IPG PHOTONICS CORP44980X109 · IPGP | COM | $139.6m | 1,414,439 |
| IRADIMED CORP46266A109 · IRMD | COM | $1.4m | 128,299 |
| IRHYTHM TECHNOLOGIES INC450056106 · IRTC | COM | $6.8m | 227,657 |
| IRIDEX CORP462684101 · IRIX | COM | $3.4m | 243,500 |
| IRIDIUM COMMUNICATIONS INC46269C102 · IRDM | COM | $84.1m | 8,759,180 |
| IROBOT CORP462726100 | COM | $125.2m | 2,142,004 |
| IRON MTN INC NEW46284V101 · IRM | COM | $185.8m | 5,721,679 |
| IRONWOOD PHARMACEUTICALS INC46333X108 · IRWD | COM CL A | $98.7m | 6,452,010 |
| IRONWOOD PHARMACEUTICALS INC46333XAD0 | DBCV 2.250% 6/1 | $66,000 | 58,000 |
| IRSA INVERSIONES Y REP S A450047204 | GLOBL DEP RCPT | $2.0m | 106,015 |
| ISHARES464286103 | MSCI AUST ETF | $3.4m | 169,491 |
| ISHARES464286210 | INTL HIGH YIELD | $1.3m | 28,613 |
| ISHARES464286509 | MSCI CDA ETF | $118.0m | 4,513,649 |
| ISHARES464286517 | EM MKTS CURR ETF | $13.8m | 322,072 |
| ISHARES464286525 | MIN VOL GBL ETF | $2.6m | 35,573 |
| ISHARES464286533 | MIN VOL EMRG MKT | $12.6m | 257,118 |
| ISHARES464286608 | MSCI EURZONE ETF | $1.1bn | 32,587,145 |
| ISHARES464286749 | MSCI SZ CAP ETF | $3.6m | 120,717 |
| ISHARES464286764 | MSCI SPAN CP ETF | $50.3m | 1,898,641 |
| ISHARES464286772 | MSCI STH KOR ETF | $8.5m | 160,486 |
| ISHARES464286806 | MSCI GERMANY ETF | $526.2m | 19,871,680 |
| GANNETT CO INC36473H104 | COM | $92.4m | 9,519,680 |
| GAP INC DEL364760108 · GAP | COM | $94.8m | 4,224,531 |
| GARMIN LTDH2906T109 · GRMN | SHS | $330.4m | 6,812,799 |
| GARTNER INC366651107 · IT | COM | $405.0m | 4,007,429 |
| GAS NAT INC367204104 | COM | $456,000 | 36,370 |
| GASLOG LTDG37585109 | SHS | $19.9m | 1,236,838 |
| GASTAR EXPL INC NEW36729W202 | COM | $629,000 | 405,738 |
| GATX CORP361448103 · GATX | COM | $150.7m | 2,447,125 |
| GCP APPLIED TECHNOLOGIES INC36164Y101 | COM | $59.6m | 2,227,041 |
| GEE GROUP INC36165A102 · JOB | COM | $3,000 | 802 |
| GEMPHIRE THERAPEUTICS INC36870A108 | COM | $56,000 | 7,131 |
| GENCO SHIPPING & TRADING LTDY2685T131 · GNK | SHS | $44,000 | 6,001 |
| GENCOR INDS INC368678108 · GENC | COM | $4.0m | 257,017 |
| GENER8 MARITIME INCY26889108 | COM | $5.8m | 1,303,569 |
| GENERAC HLDGS INC368736104 · GNRC | COM | $81.1m | 1,990,941 |
| GENERAL CABLE CORP DEL NEW369300108 | COM | $75.4m | 3,955,418 |
| GENERAL COMMUNICATION INC369385109 | CL A | $62.6m | 3,216,920 |
| GENERAL DYNAMICS CORP369550108 · GD | COM | $796.8m | 4,615,001 |
| GENERAL ELECTRIC CO369604103 | COM | $3.8bn | 118,770,156 |
| GENERAL FIN CORP DEL369822101 | COM | $154,000 | 27,833 |
| GENERAL GROWTH PPTYS INC NEW370023103 | COM | $436.4m | 17,469,089 |
| GENERAL MLS INC370334104 · GIS | COM | $857.5m | 13,881,705 |
| GENERAL MOLY INC370373102 | COM | $7,000 | 26,705 |
| GENERAL MTRS CO37045V100 · GM | COM | $679.7m | 19,509,449 |
| GENESCO INC371532102 · GCO | COM | $104.0m | 1,674,523 |
| GENESEE & WYO INC371559105 | CL A | $163.1m | 2,350,446 |
| GENESIS HEALTHCARE INC37185X106 | CL A COM | $5.2m | 1,230,344 |
| GENIE ENERGY LTD372284208 · GNE | CL B | $2.5m | 428,197 |
| GENMARK DIAGNOSTICS INC372309104 | COM | $18.3m | 1,493,076 |
| GENOCEA BIOSCIENCES INC372427104 | COM | $256,000 | 62,149 |
| SERES THERAPEUTICS INC81750R102 · MCRB | COM | $10.9m | 1,103,382 |
| SERITAGE GROWTH PPTYS81752R100 · SRG | CL A | $31.5m | 737,977 |
| SERVICE CORP INTL817565104 · SCI | COM | $207.5m | 7,307,502 |
| SERVICEMASTER GLOBAL HLDGS I81761R109 | COM | $51.2m | 1,358,682 |
| SERVICENOW INC81762P102 · NOW | COM | $147.1m | 1,978,974 |
| SERVICENOW INC81762PAB8 | NOTE 11/0 | $102,000 | 87,000 |
| SERVICESOURCE INTL INC81763U100 | COM | $11.3m | 1,982,881 |
| SERVISFIRST BANCSHARES INC81768T108 · SFBS | COM | $128.8m | 3,440,940 |
| PRIMO WTR CORP74165N105 | COM | $8.3m | 679,777 |
| PRIMORIS SVCS CORP74164F103 · PRIM | COM | $27.4m | 1,201,377 |
| PRINCIPAL FINL GROUP INC74251V102 · PFG | COM | $307.3m | 5,311,751 |
| PRIVATEBANCORP INC742962103 | COM | $262.6m | 4,845,862 |
| PRO-DEX INC COLO74265M205 · PDEX | COM NEW | $3,000 | 613 |
| PROASSURANCE CORP74267C106 | COM | $184.0m | 3,274,453 |
| PROCTER AND GAMBLE CO742718109 · PG | COM | $3.5bn | 41,602,228 |
| PROFIRE ENERGY INC74316X101 | COM | $81,000 | 58,639 |
| PROGENICS PHARMACEUTICALS IN743187106 | COM | $27.8m | 3,219,577 |
| PROGRESS SOFTWARE CORP743312100 · PRGS | COM | $125.0m | 3,914,884 |
| PROGRESSIVE CORP OHIO743315103 · PGR | COM | $391.3m | 11,021,353 |
| PROLOGIS INC74340W103 · PLD | COM | $858.2m | 16,256,645 |
| PROOFPOINT INC743424103 | COM | $93.8m | 1,327,152 |
| PROPHASE LABS INC74345W108 | COM | $10,000 | 4,909 |
| PROS HOLDINGS INC74346Y103 | COM | $17.4m | 808,388 |
| PROSPECT CAPITAL CORPORATION74348TAQ5 | NOTE 4.750% 4/1 | $57,000 | 58,000 |
| PROSPERITY BANCSHARES INC743606105 · PB | COM | $302.4m | 4,213,359 |
| PROTAGONIST THERAPEUTICS INC74366E102 · PTGX | COM | $5.4m | 244,386 |
| PROTEON THERAPEUTICS INC74371L109 | COM | $44,000 | 23,115 |
| PROTEOSTASIS THERAPEUTICS IN74373B109 | COM | $3.1m | 253,809 |
| PROTHENA CORP PLCG72800108 · PRTA | SHS | $74.5m | 1,515,241 |
| PROTO LABS INC743713109 · PRLB | COM | $96.6m | 1,880,371 |
| PROVIDENCE SVC CORP743815102 | COM | $39.2m | 1,030,485 |
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 |