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 |
|---|---|---|---|
| WILHELMINA INTL INC968235200 | COM NEW | $3,000 | 303 |
| WILLAMETTE VY VINEYARD INC969136100 · WVVI | COM | $6,000 | 794 |
| BLUEBIRD BIO INC09609G100 | COM | $111.9m | 1,813,191 |
| BLUELINX HLDGS INC09624H208 · BXC | COM NEW | $5,000 | 723 |
| BLUEPRINT MEDICINES CORP09627Y109 | COM | $28.8m | 1,025,225 |
| BLUEROCK RESIDENTIAL GRW REI09627J102 | COM CL A | $8.9m | 646,880 |
| BMC STK HLDGS INC05591B109 | COM | $32.1m | 1,645,360 |
| BNC BANCORP05566T101 | COM | $39.1m | 1,225,609 |
| BOB EVANS FARMS INC096761101 | COM | $82.9m | 1,558,824 |
| BOEING CO097023105 · BA | COM | $1.4bn | 9,259,623 |
| BOFI HLDG INC05566U108 | COM | $129.2m | 4,523,996 |
| BOINGO WIRELESS INC09739C102 | COM | $16.0m | 1,310,021 |
| BOISE CASCADE CO DEL09739D100 · BCC | COM | $70.6m | 3,135,688 |
| BOJANGLES INC097488100 | COM | $5.6m | 297,821 |
| BOK FINL CORP05561Q201 · BOKF | COM NEW | $25.1m | 301,676 |
| BON-TON STORES INC09776J101 | COM | $52,000 | 35,117 |
| BONANZA CREEK ENERGY INC097793103 | COM | $176,000 | 172,757 |
| BOOT BARN HLDGS INC099406100 · BOOT | COM | $5.5m | 442,405 |
| BOOZ ALLEN HAMILTON HLDG COR099502106 · BAH | CL A | $47.7m | 1,322,937 |
| BORGWARNER INC099724106 · BWA | COM | $145.9m | 3,699,633 |
| BOSTON BEER INC100557107 · SAM | CL A | $89.7m | 527,975 |
| BOSTON PRIVATE FINL HLDGS IN101119105 | COM | $108.8m | 6,573,421 |
| BOSTON PROPERTIES INC101121101 · BXP | COM | $592.9m | 4,713,777 |
| BOSTON SCIENTIFIC CORP101137107 · BSX | COM | $479.1m | 22,147,488 |
| BOTTOMLINE TECH DEL INC101388106 | COM | $75.0m | 2,999,208 |
| BOVIE MEDICAL CORP10211F100 | COM | $272,000 | 75,721 |
| BOWL AMER INC102565108 | CL A | $11,000 | 686 |
| BOX INC10316T104 · BOX | CL A | $20.1m | 1,447,937 |
| BOYD GAMING CORP103304101 · BYD | COM | $133.3m | 6,608,978 |
| BP PLC055622104 | SPONSORED ADR | $217,000 | 5,815 |
| BRADY CORP104674106 · BRC | CL A | $138.3m | 3,683,740 |
| BRAINSTORM CELL THERAPEUTICS10501E201 | COM NEW | $110,000 | 43,293 |
| BRANDYWINE RLTY TR105368203 · BDN | SH BEN INT NEW | $45.9m | 2,782,562 |
| BRAVO BRIO RESTAURANT GROUP10567B109 | COM | $143,000 | 37,607 |
| BRF SA10552T107 | SPONSORED ADR | $24.5m | 1,661,515 |
| BRIDGE BANCORP INC108035106 | COM | $22.7m | 598,478 |
| BRIDGEPOINT ED INC10807M105 | COM | $6.1m | 604,744 |
| BRIDGFORD FOODS CORP108763103 · BRID | COM | $7,000 | 641 |
| BRIGGS & STRATTON CORP109043109 | COM | $76.8m | 3,447,873 |
| BRIGHT HORIZONS FAM SOL IN D109194100 · BFAM | COM | $92.8m | 1,324,734 |
| BRIGHTCOVE INC10921T101 | COM | $7.7m | 958,599 |
| BRINKER INTL INC109641100 · EAT | COM | $95.3m | 1,923,119 |
| BRINKS CO109696104 · BCO | COM | $149.0m | 3,611,762 |
| BRISTOL MYERS SQUIBB CO110122108 · BMY | COM | $1.5bn | 25,035,963 |
| BRISTOW GROUP INC110394103 | COM | $57.8m | 2,824,445 |
| BRIXMOR PPTY GROUP INC11120U105 · BRX | COM | $84.9m | 3,478,678 |
| BROADCOM LTDY09827109 | SHS | $1.0bn | 5,698,199 |
| BROADRIDGE FINL SOLUTIONS IN11133T103 · BR | COM | $379.0m | 5,715,906 |
| BROADSOFT INC11133B409 | COM | $36.4m | 882,148 |
| BROADVISION INC111412706 | COM PAR $.001 | $4,000 | 885 |
| BROADWAY FINL CORP DEL111444105 | COM | $3,000 | 1,649 |
| BROADWIND ENERGY INC11161T207 · BWEN | COM NEW | $173,000 | 42,882 |
| BROCADE COMMUNICATIONS SYS I111621306 | COM NEW | $201.7m | 16,144,890 |
| BROCADE COMMUNICATIONS SYS I111621AQ1 | NOTE 1.375% 1/0 | $87,000 | 87,000 |
| BROOKDALE SR LIVING INC112463104 · BKD | COM | $31.7m | 2,550,727 |
| BROOKDALE SR LIVING INC112463AA2 | NOTE 2.750% 6/1 | $56,000 | 58,000 |
| BROOKLINE BANCORP INC DEL11373M107 | COM | $90.6m | 5,522,250 |
| BROOKS AUTOMATION INC114340102 · AZTA | COM | $92.6m | 5,425,824 |
| BROWN & BROWN INC115236101 · BRO | COM | $201.1m | 4,483,394 |
| BROWN FORMAN CORP115637100 · BF.B | CL A | $25.1m | 541,713 |
| BROWN FORMAN CORP115637209 · BF.B | CL B | $166.9m | 3,714,550 |
| BRT RLTY TR055645303 · BRT | SH BEN INT NEW | $244,000 | 29,846 |
| BRUKER CORP116794108 · BRKR | COM | $29.4m | 1,386,443 |
| BRUNSWICK CORP117043109 · BC | COM | $191.7m | 3,513,987 |
| BRYN MAWR BK CORP117665109 | COM | $23.4m | 554,795 |
| BSB BANCORP INC MD05573H108 | COM | $7.9m | 272,669 |
| BSQUARE CORP11776U300 | COM NEW | $180,000 | 30,800 |
| BUCKLE INC118440106 · BKE | COM | $52.2m | 2,290,605 |
| BUFFALO WILD WINGS INC119848109 | COM | $164.2m | 1,063,692 |
| GENOMIC HEALTH INC37244C101 | COM | $30.1m | 1,023,933 |
| GENPACT LIMITEDG3922B107 · G | SHS | $37.7m | 1,548,266 |
| GENTEX CORP371901109 · GNTX | COM | $216.7m | 11,007,734 |
| GENTHERM INC37253A103 · THRM | COM | $98.7m | 2,914,356 |
| GENUINE PARTS CO372460105 · GPC | COM | $505.4m | 5,290,318 |
| GENVEC INC37246C406 | COM PAR | $1,000 | 448 |
| GENWORTH FINL INC37247D106 · GNW | COM CL A | $100.4m | 26,364,367 |
| GEO GROUP INC NEW36162J106 · GEO | COM | $228.6m | 6,361,518 |
| GEORGETOWN BANCORP INC MD372591107 | COM | $6,000 | 222 |
| GEOSPACE TECHNOLOGIES CORP37364X109 · GEOS | COM | $21.8m | 1,072,690 |
| GERDAU S A373737105 | SPON ADR REP PFD | $7.7m | 2,439,467 |
| GERMAN AMERN BANCORP INC373865104 · GABC | COM | $24.6m | 467,957 |
| GERON CORP374163103 · GERN | COM | $14.7m | 7,093,276 |
| GETTY RLTY CORP NEW374297109 · GTY | COM | $54.5m | 2,139,663 |
| GEVO INC374396208 · GEVO | COM NEW | $11,000 | 63,371 |
| GIBRALTAR INDS INC374689107 · ROCK | COM | $100.6m | 2,414,415 |
| GIGA TRONICS INC375175106 | COM | $1,000 | 905 |
| GIGAMON INC37518B102 | COM | $46.6m | 1,023,427 |
| GIGPEAK INC37518Q109 | COM | $4.9m | 1,938,252 |
| GILEAD SCIENCES INC375558103 · GILD | COM | $2.0bn | 28,509,283 |
| GLACIER BANCORP INC NEW37637Q105 · GBCI | COM | $224.2m | 6,189,600 |
| GLADSTONE COML CORP376536108 · GOOD | COM | $15.2m | 754,639 |
| GLADSTONE LD CORP376549101 · LAND | COM | $316,000 | 28,103 |
| GLATFELTER377316104 | COM | $84.1m | 3,520,674 |
| GLAUKOS CORP377322102 · GKOS | COM | $17.0m | 495,245 |
| GLEN BURNIE BANCORP377407101 | COM | $7,000 | 598 |
| GLOBAL BLOOD THERAPEUTICS IN37890U108 | COM | $14.6m | 1,010,270 |
| GLOBAL BRASS & COPPR HLDGS I37953G103 | COM | $23.4m | 681,362 |
| GLOBAL EAGLE ENTMT INC37951D102 | COM | $9.2m | 1,420,773 |
| GLOBAL INDTY LTD CAYMANG3933F105 | USD CL A SHS | $10.0m | 261,859 |
| GLOBAL MED REIT INC37954A204 | COM NEW | $4.5m | 501,628 |
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 |