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 |
|---|---|---|---|
| PROVIDENT BANCORP INC74383X109 | COM | $2.5m | 137,134 |
| PROVIDENT FINL HLDGS INC743868101 · PROV | COM | $4.7m | 231,278 |
| PROVIDENT FINL SVCS INC74386T105 · PFS | COM | $139.6m | 4,931,258 |
| PRUDENTIAL BANCORP INC NEW74431A101 | COM | $160,000 | 9,326 |
| PRUDENTIAL FINL INC744320102 · PRU | COM | $596.3m | 5,729,912 |
| PS BUSINESS PKS INC CALIF69360J107 | COM | $180.0m | 1,544,517 |
| PSIVIDA CORP74440J101 | COM | $145,000 | 84,753 |
| PSYCHEMEDICS CORP744375205 | COM NEW | $329,000 | 13,349 |
| PTC INC69370C100 · PTC | COM | $216.9m | 4,687,379 |
| PTC THERAPEUTICS INC69366J200 · PTCT | COM | $17.1m | 1,567,925 |
| PUBLIC STORAGE74460D109 · PSA | COM | $1.1bn | 4,744,288 |
| PUBLIC SVC ENTERPRISE GROUP744573106 · PEG | COM | $695.8m | 15,856,652 |
| PULMATRIX INC74584P103 · PULM | COM | $34,000 | 58,094 |
| PULSE BIOSCIENCES INC74587B101 · PLSE | COM | $100,000 | 15,425 |
| PULTE GROUP INC745867101 · PHM | COM | $187.4m | 10,195,399 |
| PUMA BIOTECHNOLOGY INC74587V107 · PBYI | COM | $25.9m | 842,478 |
| PURE STORAGE INC74624M102 · P | CL A | $22.8m | 2,017,770 |
| PURECYCLE CORP746228303 · PCYO | COM NEW | $262,000 | 47,599 |
| PVH CORP693656100 · PVH | COM | $131.0m | 1,451,896 |
| PZENA INVESTMENT MGMT INC74731Q103 | CLASS A | $5.4m | 486,413 |
| Q2 HLDGS INC74736L109 · QTWO | COM | $21.8m | 757,065 |
| QAD INC74727D207 | CL B | $6,000 | 244 |
| QAD INC74727D306 | CL A | $9.5m | 313,517 |
| QCR HOLDINGS INC74727A104 · QCRH | COM | $17.0m | 393,342 |
| QEP RES INC74733V100 | COM | $181.0m | 9,830,385 |
| QIAGEN NVN72482107 | REG SHS | $156.4m | 5,580,590 |
| QORVO INC74736K101 | COM | $140.6m | 2,667,253 |
| QTS RLTY TR INC74736A103 | COM CL A | $70.5m | 1,420,155 |
| QUAD / GRAPHICS INC747301109 · QUAD | COM CL A | $23.7m | 882,704 |
| QUAKER CHEM CORP747316107 · KWR | COM | $130.0m | 1,015,836 |
| QUALCOMM INC747525103 · QCOM | COM | $1.6bn | 23,918,046 |
| QUALITY CARE PPTYS INC747545101 | COM | $66.3m | 4,275,898 |
| QUALITY SYS INC747582104 | COM | $50.7m | 3,856,075 |
| QUALYS INC74758T303 · QLYS | COM | $69.0m | 2,180,815 |
| QUANEX BUILDING PRODUCTS COR747619104 · NX | COM | $64.1m | 3,155,358 |
| QUANTA SVCS INC74762E102 · PWR | COM | $88.6m | 2,543,564 |
| WATSCO INC942622200 · WSO | COM | $161.9m | 1,092,893 |
| WATTS WATER TECHNOLOGIES INC942749102 · WTS | CL A | $142.2m | 2,181,112 |
| WAVE LIFE SCIENCES LTDY95308105 · WVE | SHS | $6.3m | 239,940 |
| WAYFAIR INC94419L101 · W | CL A | $33.2m | 947,870 |
| WAYNE SVGS BANCSHARES INC NE94624Q101 | COM | $11,000 | 682 |
| WAYSIDE TECHNOLOGY GROUP INC946760105 · CLMB | COM | $16,000 | 830 |
| WCI CMNTYS INC92923C807 | COM PAR $0.01 | $43.2m | 1,840,936 |
| WD-40 CO929236107 · WDFC | COM | $128.7m | 1,100,861 |
| WEATHERFORD INTL LTD947075AH0 | NOTE 5.875% 7/0 | $190,000 | 175,000 |
| WEATHERFORD INTL PLCG48833100 | ORD SHS | $66.2m | 13,271,927 |
| WEB COM GROUP INC94733A104 | COM | $26.9m | 1,273,665 |
| WEBMD HEALTH CORP94770V102 | COM | $107.3m | 2,164,851 |
| WEBMD HEALTH CORP94770VAF9 | NOTE 2.500% 1/3 | $59,000 | 58,000 |
| WEBMD HEALTH CORP94770VAK8 | NOTE 1.500%12/0 | $33,000 | 29,000 |
| WEBSTER FINL CORP CONN947890109 | COM | $305.9m | 5,635,516 |
| WEC ENERGY GROUP INC92939U106 · WEC | COM | $658.9m | 11,234,907 |
| WECAST NETWORK INC94850Q106 | COM | $44,000 | 35,609 |
| WEIBO CORP948596101 · WB | SPONSORED ADR | $18.3m | 450,050 |
| WEIGHT WATCHERS INTL INC NEW948626106 | COM | $9.6m | 837,707 |
| WEINGARTEN RLTY INVS948741103 | SH BEN INT | $218.2m | 6,096,515 |
| WEIS MKTS INC948849104 · WMK | COM | $20.1m | 300,058 |
| WELLCARE HEALTH PLANS INC94946T106 | COM | $245.9m | 1,794,190 |
| WELLESLEY BANCORP INC949485106 | COM | $7,000 | 267 |
| WELLS FARGO & CO NEW949746101 · WFC | COM | $3.4bn | 60,934,513 |
| WELLS FARGO & CO NEW949746804 | PERP PFD CNV A | $485.4m | 407,859 |
| WELLTOWER INC95040Q104 · WELL | COM | $811.7m | 12,126,990 |
| WELLTOWER INC95040Q203 | 6.50% PFD PREPET | $90.0m | 1,494,786 |
| WENDYS CO95058W100 · WEN | COM | $105.9m | 7,833,212 |
| WERNER ENTERPRISES INC950755108 · WERN | COM | $72.4m | 2,688,114 |
| WESBANCO INC950810101 · WSBC | COM | $54.5m | 1,265,136 |
| WESCO AIRCRAFT HLDGS INC950814103 | COM | $45.9m | 3,068,457 |
| WESCO INTL INC95082P105 · WCC | COM | $34.9m | 523,770 |
| WEST BANCORPORATION INC95123P106 · WTBA | CAP STK | $12.9m | 523,964 |
| WEST CORP952355204 | COM | $33.6m | 1,355,602 |
| WEST MARINE INC954235107 | COM | $6.3m | 599,528 |
| WEST PHARMACEUTICAL SVSC INC955306105 · WST | COM | $238.8m | 2,815,523 |
| WESTAMERICA BANCORPORATION957090103 · WABC | COM | $126.5m | 2,010,274 |
| WESTAR ENERGY INC95709T100 | COM | $376.3m | 6,677,314 |
| WESTBURY BANCORP INC95727P106 | COM | $358,000 | 17,303 |
| WESTELL TECHNOLOGIES INC957541105 | CL A | $82,000 | 126,852 |
| WESTERN ALLIANCE BANCORP957638109 · WAL | COM | $55.0m | 1,129,215 |
| WESTERN ASSET MTG CAP CORP95790D105 | COM | $23.2m | 2,304,697 |
| WESTERN DIGITAL CORP958102105 · WDC | COM | $360.0m | 5,298,368 |
| WESTERN NEW ENG BANCORP INC958892101 · WNEB | COM | $7.7m | 827,547 |
| WESTERN REFNG INC959319104 | COM | $188.8m | 4,987,555 |
| WESTERN UN CO959802109 · WU | COM | $201.5m | 9,277,075 |
| WESTLAKE CHEM CORP960413102 · WLK | COM | $24.1m | 430,112 |
| WESTMORELAND COAL CO960878106 | COM | $10.3m | 584,547 |
| WESTROCK CO96145D105 | COM | $439.4m | 8,655,371 |
| WESTWOOD HLDGS GROUP INC961765104 · WHG | COM | $15.5m | 257,897 |
| WEX INC96208T104 · WEX | COM | $165.2m | 1,480,119 |
| WEYCO GROUP INC962149100 · WEYS | COM | $6.6m | 211,646 |
| WEYERHAEUSER CO962166104 · WY | COM | $531.7m | 17,670,554 |
| WGL HLDGS INC92924F106 | COM | $237.6m | 3,115,454 |
| WHEELER REAL ESTATE INVT TR963025101 | COM | $273,000 | 160,538 |
| WHIRLPOOL CORP963320106 · WHR | COM | $248.6m | 1,367,709 |
| WHITE MTNS INS GROUP LTDG9618E107 · WTM | COM | $39.8m | 47,645 |
| WHITESTONE REIT966084204 | COM | $12.7m | 884,300 |
| WHITEWAVE FOODS CO966244105 | COM | $383.5m | 6,897,469 |
| WHITING PETE CORP NEW966387102 | COM | $35.0m | 2,911,498 |
| WHITING PETE CORP NEW966387AL6 | NOTE 1.250% 4/0 | $76,000 | 87,000 |
| WHOLE FOODS MKT INC966837106 | COM | $177.7m | 5,776,736 |
| WIDEPOINT CORP967590100 · WYY | COM | $17,000 | 20,412 |
| WILEY JOHN & SONS INC968223206 · WLY | CL A | $96.4m | 1,768,877 |
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 |