Institution
Teachers Advisors, LLC
13F for March 31, 2019, filed May 14, 2019 · SEC CIK 939222 · Holdings history from March 31, 1999
The latest available holdings for this manager are dated March 31, 2019.
- Reported value
- $81.7bn 83% in companies we cover
- Positions we cover
- 1,825 Largest MSFT 2.9%
- Copy, a year
- +12.9% S&P 500 +11.6%
- Copy Sharpe ratio
- 0.94 S&P 500 0.87
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| Athene Holding LtdG0684D107 | CS | $68.2m | 1,672,417 |
| Athenex Inc04685N103 | CS | $1.1m | 89,786 |
| Athersys Inc04744L106 | CS | $300,000 | 199,836 |
| Atkore International Group Inc047649108 · ATKR | CS | $19.0m | 880,635 |
| Atlantic Capital Bancshares Inc048269203 | CS | $920,000 | 51,575 |
| Atlantic Power Corp04878Q863 | CS | $645,000 | 255,896 |
| Atlas Air Worldwide Holdings Inc049164205 | CS | $2.3m | 45,918 |
| Atlassian Corp PLCG06242104 | CS | $19.4m | 172,807 |
| Atmos Energy Corp049560105 · ATO | CS | $16.6m | 161,045 |
| ATN International Inc00215F107 · ATNI | CS | $1.2m | 20,821 |
| AtriCure Inc04963C209 · ATRC | CS | $2.5m | 95,157 |
| Atrion Corp049904105 | CS | $2.9m | 3,275 |
| Audentes Therapeutics Inc05070R104 | CS | $3.7m | 96,044 |
| Autodesk Inc052769106 · ADSK | CS | $78.6m | 504,142 |
| Autohome Inc05278C107 · ATHM | DR | $2.7m | 25,800 |
| Automatic Data Processing Inc053015103 · ADP | CS | $229.3m | 1,435,510 |
| AutoNation Inc05329W102 · AN | CS | $3.0m | 83,343 |
| AutoZone Inc053332102 · AZO | CS | $64.2m | 62,723 |
| Avalara Inc05338G106 | CS | $3.2m | 57,733 |
| AvalonBay Communities Inc053484101 | RTCS | $216.2m | 1,077,201 |
| Avangrid Inc05351W103 | CS | $4.0m | 80,288 |
| Avanos Medical Inc05350V106 | CS | $4.0m | 94,015 |
| Avaya Holdings Corp05351X101 | CS | $4.6m | 270,953 |
| AVEO Pharmaceuticals Inc053588109 | CS | $186,000 | 227,334 |
| Avery Dennison Corp053611109 · AVY | CS | $17.9m | 158,680 |
| Avid Bioservices Inc05368M106 | CS | $420,000 | 98,768 |
| Avid Technology Inc05367P100 | CS | $474,000 | 63,587 |
| Avis Budget Group Inc053774105 · CAR | CS | $5.1m | 145,265 |
| Avista Corp05379B107 · AVA | CS | $15.5m | 380,435 |
| Avnet Inc053807103 · AVT | CS | $9.1m | 210,758 |
| Avrobio Inc05455M100 | CS | $681,000 | 30,863 |
| AVX Corp002444107 | CS | $6.2m | 357,276 |
| AXA Equitable Holdings Inc054561105 | CS | $15.4m | 767,022 |
| Axalta Coating Systems LtdG0750C108 · AXTA | CS | $7.3m | 291,237 |
| Axcelis Technologies Inc054540208 · ACLS | CS | $1.4m | 67,322 |
| Axis Capital Holdings LtdG0692U109 · AXS | CS | $23.3m | 424,435 |
| Axogen Inc05463X106 · AXGN | CS | $2.1m | 100,177 |
| Axon Enterprise Inc05464C101 · AXON | CS | $10.2m | 187,068 |
| Axonics Modulation Technologies Inc05465P101 | CS | $223,000 | 9,294 |
| Axos Financial Inc05465C100 · AX | CS | $3.6m | 125,469 |
| AXT Inc00246W103 · AXTI | CS | $357,000 | 80,216 |
| AZZ Inc002474104 · AZZ | CS | $3.9m | 95,005 |
| B&G Foods Inc05508R106 · BGS | CS | $3.7m | 152,976 |
| B. Riley Financial Inc05580M108 · RILY | CS | $620,000 | 37,143 |
| Briggs & Stratton Corp109043109 | CS | $1.0m | 87,923 |
| Bright Horizons Family Solutions Inc109194100 · BFAM | CS | $14.8m | 116,038 |
| Brightcove Inc10921T101 | CS | $532,000 | 63,232 |
| Brighthouse Financial Inc10922N103 · BHF | CS | $6.6m | 182,058 |
| BrightSphere Investment Group PLCG1644T109 | CS | $13.5m | 993,108 |
| BrightView Holdings Inc10948C107 · BV | CS | $1.3m | 92,885 |
| Brinker International Inc109641100 · EAT | CS | $3.7m | 83,377 |
| Brink's Co/The109696104 · BCO | CS | $8.0m | 105,473 |
| Bristol-Myers Squibb Co110122108 · BMY | CS | $176.9m | 3,707,030 |
| Brixmor Property Group Inc11120U105 · BRX | RTCS | $14.5m | 787,973 |
| Broadcom Inc11135F101 · AVGO | CS | $281.3m | 935,568 |
| Broadridge Financial Solutions Inc11133T103 · BR | CS | $18.5m | 178,012 |
| Brookdale Senior Living Inc112463104 · BKD | CS | $3.0m | 463,419 |
| Brookfield Property REIT Inc11282X103 | RTCS | $3.6m | 177,227 |
| Brookline Bancorp Inc11373M107 | CS | $2.3m | 161,697 |
| Brooks Automation Inc114340102 · AZTA | CS | $6.5m | 221,589 |
| Brown & Brown Inc115236101 · BRO | CS | $9.4m | 320,162 |
| Brown-Forman Corp115637209 · BF.B | CS | $40.5m | 767,671 |
| Brown-Forman Corp115637100 · BF.B | CS | $3.3m | 64,702 |
| BRP Inc05577W200 | CS | $1.7m | 61,000 |
| BRT Apartments Corp055645303 · BRT | RTCS | $163,000 | 11,774 |
| Bruker Corp116794108 · BRKR | CS | $11.2m | 291,068 |
| Brunswick Corp/DE117043109 · BC | CS | $5.4m | 107,557 |
| Bryn Mawr Bank Corp117665109 | CS | $1.7m | 46,722 |
| Buckle Inc/The118440106 · BKE | CS | $1.2m | 62,931 |
| Builders FirstSource Inc12008R107 · BLDR | CS | $5.7m | 429,644 |
| Bunge LtdG16962105 | CS | $56.1m | 1,056,506 |
| Burford Capital Ltd00B4L8497 | CS | $24.0m | 1,092,770 |
| Burlington Stores Inc122017106 · BURL | CS | $25.0m | 159,413 |
| Business First Bancshares Inc12326C105 · BFST | CS | $439,000 | 17,880 |
| BWX Technologies Inc05605H100 · BWXT | CS | $5.6m | 113,178 |
| Byline Bancorp Inc124411109 · BY | CS | $637,000 | 34,443 |
| C&F Financial Corp12466Q104 · CFFI | CS | $296,000 | 5,852 |
| C&J Energy Services Inc12674R100 | CS | $13.5m | 868,739 |
| Cable One Inc12685J105 · CABO | CS | $7.8m | 7,990 |
| Cabot Corp127055101 · CBT | CS | $5.1m | 121,502 |
| Cabot Microelectronics Corp12709P103 | CS | $25.7m | 229,741 |
| Cabot Oil & Gas Corp127097103 | CS | $52.8m | 2,024,447 |
| CACI International Inc127190304 · CACI | CS | $33.6m | 184,413 |
| Cactus Inc127203107 · WHD | CS | $6.1m | 171,958 |
| Cadence BanCorp12739A100 | CS | $21.8m | 1,173,513 |
| Cadence Design Systems Inc127387108 · CDNS | CS | $46.8m | 736,908 |
| Cadiz Inc127537207 · CDZI | CS | $412,000 | 42,573 |
| Caesars Entertainment Corp127686103 · CZR | CS | $6.0m | 685,082 |
| Caesarstone LtdM20598104 · CSTE | CS | $800,000 | 51,221 |
| CAI International Inc12477X106 | CS | $884,000 | 38,118 |
| CalAmp Corp128126109 | CS | $964,000 | 76,623 |
| Calavo Growers Inc128246105 | CS | $3.1m | 37,269 |
| Caleres Inc129500104 · CAL | CS | $10.7m | 433,074 |
| California Resources Corp13057Q206 | CS | $4.8m | 187,403 |
| California Water Service Group130788102 · CWT | CS | $5.9m | 108,558 |
| Calithera Biosciences Inc13089P101 | CS | $2.3m | 341,349 |
| Calix Inc13100M509 · CALX | CS | $800,000 | 103,850 |
| Callaway Golf Co131193104 · CALY | CS | $14.6m | 913,702 |
| Callon Petroleum Co13123X102 | CS | $5.7m | 755,833 |
| Cal-Maine Foods Inc128030202 · CALM | CS | $3.4m | 76,417 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2013-06-30 | $37.3B |
| 2013-09-30 | $40.1B |
| 2013-12-31 | $44.3B |
| 2014-03-31 | $46.2B |
| 2014-06-30 | $49B |
| 2014-09-30 | $49.7B |
| 2014-12-31 | $52.3B |
| 2015-03-31 | $53.5B |
| 2015-06-30 | $53.8B |
| 2015-09-30 | $50.1B |
| 2015-12-31 | $53.4B |
| 2016-03-31 | $54.8B |
| 2016-06-30 | $57.3B |
| 2016-09-30 | $60.1B |
| 2016-12-31 | $63.7B |
| 2017-03-31 | $68.7B |
| 2017-06-30 | $71.4B |
| 2017-09-30 | $74B |
| 2017-12-31 | $77.9B |
| 2018-03-31 | $77.1B |
| 2018-06-30 | $80B |
| 2018-09-30 | $166B |
| 2018-12-31 | $71.1B |
| 2019-03-31 | $81.7B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| MSFTMicrosoft Corporation | 2.88% | $2.4bn | 19.94M | −0.4% |
| AAPLApple Inc. | 2.51% | $2.1bn | 10.81M | +6.8% Added |
| AMZNAmazon | 2.08% | $1.7bn | 951.7K | +3.3% Added |
| METAMeta Platforms | 1.19% | $975.3m | 5.85M | +6.0% Added |
| JPMJPMorgan Chase | 1.18% | $961.5m | 9.50M | +0.1% |
| JNJJohnson & Johnson | 1.05% | $861.9m | 6.17M | +0.8% Added |
| CSCOCisco | 1.04% | $849.3m | 15.73M | −3.6% Reduced |
| GOOGLAlphabet Inc. (Class A) | 1.00% | $821.0m | 697.6K | +3.2% Added |
| PGProcter & Gamble | 0.96% | $780.9m | 7.51M | −1.7% Reduced |
| BACBank of America | 0.92% | $752.7m | 27.28M | −4.9% Reduced |
| MRKMerck & Co. | 0.86% | $705.4m | 8.48M | +2.3% Added |
| CVXChevron Corporation | 0.85% | $694.4m | 5.64M | +0.7% Added |
| VZVerizon | 0.80% | $654.2m | 11.06M | +4.0% Added |
| MAMastercard | 0.80% | $653.6m | 2.78M | −2.9% Reduced |
| INTCIntel | 0.79% | $643.6m | 11.99M | +4.3% Added |
| HDThe Home Depot | 0.77% | $631.0m | 3.29M | −5.9% Reduced |
| PFEPfizer | 0.77% | $628.9m | 14.81M | +2.7% Added |
| VVisa Inc. | 0.72% | $585.9m | 3.75M | +1.4% Added |
| CMCSAComcast | 0.65% | $533.8m | 13.35M | +1.0% Added |
| UNHUnitedHealth Group | 0.64% | $526.3m | 2.13M | +2.5% Added |
| BABoeing | 0.63% | $511.3m | 1.34M | +10.4% Added |
| DISThe Walt Disney Company | 0.62% | $509.9m | 4.59M | +19.9% Added |
| WFCWells Fargo | 0.60% | $490.4m | 10.15M | +1.9% Added |
| CCitigroup | 0.59% | $486.2m | 7.81M | +8.5% Added |
| NFLXNetflix | 0.56% | $459.8m | 1.29M | +10.4% Added |
| TAT&T | 0.55% | $451.1m | 14.38M | +10.7% Added |
| CRMSalesforce | 0.54% | $442.1m | 2.79M | −1.9% Reduced |
| ADBEAdobe Inc. | 0.52% | $424.0m | 1.59M | −1.4% Reduced |
| PEPPepsiCo | 0.49% | $401.9m | 3.28M | +11.6% Added |
| PYPLPayPal | 0.49% | $397.1m | 3.82M | +4.5% Added |
| KOThe Coca-Cola Company | 0.48% | $390.1m | 8.33M | +0.3% |
| UNPUnion Pacific Corporation | 0.46% | $378.0m | 2.26M | +15.2% Added |
| ABTAbbott Laboratories | 0.44% | $362.4m | 4.53M | −19.4% Reduced |
| AMTAmerican Tower | 0.43% | $352.2m | 1.79M | +1.2% Added |
| ORCLOracle Corporation | 0.42% | $340.7m | 6.34M | −0.9% Reduced |
| LLYLilly (Eli) | 0.41% | $336.0m | 2.59M | −3.7% Reduced |
| WMTWalmart | 0.41% | $331.2m | 3.40M | −12.3% Reduced |
| NKENike, Inc. | 0.40% | $328.4m | 3.90M | +16.7% Added |
| PMPhilip Morris International | 0.39% | $315.4m | 3.57M | +1.7% Added |
| ACNAccenture | 0.38% | $307.6m | 1.75M | +4.9% Added |
| IBMIBM | 0.37% | $302.5m | 2.14M | +25.8% Added |
| INTUIntuit | 0.35% | $290.3m | 1.11M | −5.2% Reduced |
| ELVElevance Health | 0.35% | $286.0m | 996.8K | −3.8% Reduced |
| AMGNAmgen | 0.34% | $281.9m | 1.48M | +2.1% Added |
| NVDANVIDIA Corporation | 0.34% | $281.6m | 1.57M | −11.3% Reduced |
| AVGOBroadcom | 0.34% | $281.3m | 935.6K | −1.9% Reduced |
| MDTMedtronic | 0.34% | $280.2m | 3.08M | −8.1% Reduced |
| NEENextEra Energy | 0.34% | $276.7m | 1.43M | +0.5% Added |
| CBChubb Limited | 0.34% | $276.3m | 1.97M | −8.6% Reduced |
| ABBVAbbVie | 0.33% | $272.1m | 3.38M | +0.2% |
| ISRGIntuitive Surgical | 0.33% | $266.5m | 467.1K | +1.0% Added |
| PLDPrologis | 0.33% | $266.5m | 3.70M | +15.2% Added |
| MDLZMondelez International | 0.32% | $264.9m | 5.31M | +1.6% Added |
| SPGSimon Property Group | 0.31% | $255.8m | 1.40M | −3.0% Reduced |
| MCDMcDonald's | 0.29% | $240.4m | 1.27M | +3.1% Added |
| ADPAutomatic Data Processing | 0.28% | $229.3m | 1.44M | −1.5% Reduced |
| EOGEOG Resources | 0.28% | $228.6m | 2.40M | −13.1% Reduced |
| MMM3M | 0.28% | $226.1m | 1.09M | +6.2% Added |
| SYKStryker Corporation | 0.28% | $225.2m | 1.14M | +1.9% Added |
| COSTCostco | 0.28% | $225.1m | 929.8K | +4.3% Added |
| CSXCSX Corporation | 0.28% | $224.4m | 3.00M | +6.3% Added |
| TXNTexas Instruments | 0.26% | $211.2m | 1.99M | +4.3% Added |
| DEDeere & Company | 0.26% | $209.2m | 1.31M | −3.9% Reduced |
| BABAAlibaba Group Holding Ltd | 0.26% | $208.8m | 1.14M | −20.9% Reduced |
| AXPAmerican Express | 0.26% | $208.2m | 1.90M | +4.1% Added |
| CVSCVS Health | 0.24% | $200.1m | 3.71M | +12.8% Added |
| BXPBXP, Inc. | 0.24% | $199.3m | 1.49M | +13.1% Added |
| EWEdwards Lifesciences | 0.24% | $198.8m | 1.04M | −11.3% Reduced |
| CICigna | 0.24% | $198.7m | 1.24M | +18.7% Added |
| FEFirstEnergy | 0.24% | $197.8m | 4.75M | +15.6% Added |
| GILDGilead Sciences | 0.24% | $197.4m | 3.04M | −22.2% Reduced |
| GSGoldman Sachs | 0.23% | $187.3m | 975.7K | +2.4% Added |
| USBU.S. Bancorp | 0.23% | $187.1m | 3.88M | +73.6% Added |
| SBUXStarbucks | 0.23% | $185.9m | 2.50M | +2.4% Added |
| MOAltria | 0.22% | $180.5m | 3.14M | +5.9% Added |
| NOWServiceNow | 0.22% | $180.4m | 731.9K | −9.3% Reduced |
| BMYBristol Myers Squibb | 0.22% | $176.9m | 3.71M | +7.5% Added |
| TMOThermo Fisher Scientific | 0.21% | $174.7m | 638.1K | +4.1% Added |
| CCICrown Castle | 0.21% | $174.6m | 1.36M | +1.9% Added |
| LOWLowe's | 0.21% | $174.1m | 1.59M | +0.8% Added |
| BKNGBooking Holdings | 0.21% | $173.0m | 99.1K | +2.9% Added |
| CMECME Group | 0.21% | $169.1m | 1.03M | −2.1% Reduced |
| EXPEExpedia Group | 0.20% | $162.9m | 1.37M | +13.3% Added |
| MSMorgan Stanley | 0.20% | $162.1m | 3.84M | +6.7% Added |
| COPConocoPhillips | 0.20% | $161.5m | 2.42M | +2.1% Added |
| HCAHCA Healthcare | 0.20% | $159.8m | 1.23M | +14.6% Added |
| PNCPNC Financial Services | 0.19% | $158.3m | 1.29M | −25.9% Reduced |
| EQIXEquinix | 0.19% | $155.0m | 342.0K | +1.4% Added |
| ZBHZimmer Biomet | 0.19% | $154.2m | 1.21M | −21.7% Reduced |
| AIGAmerican International Group | 0.19% | $154.0m | 3.58M | +1.9% Added |
| UPSUnited Parcel Service | 0.18% | $151.4m | 1.36M | +6.0% Added |
| MSIMotorola Solutions | 0.18% | $148.4m | 1.06M | −5.2% Reduced |
| BNYBNY Mellon | 0.18% | $147.6m | 2.93M | +1.3% Added |
| CATCaterpillar Inc. | 0.18% | $147.0m | 1.09M | +3.9% Added |
| SRESempra | 0.18% | $144.8m | 1.15M | −0.6% Reduced |
| WELLWelltower | 0.18% | $143.8m | 1.85M | +0.4% |
| ZTSZoetis | 0.17% | $141.3m | 1.40M | −11.8% Reduced |
| QCOMQualcomm | 0.17% | $139.3m | 2.44M | −5.2% Reduced |
| MRSHMarsh McLennan | 0.17% | $137.2m | 1.46M | +3.4% Added |
| ETREntergy | 0.17% | $136.1m | 1.42M | +10.1% Added |
| AEPAmerican Electric Power | 0.17% | $134.7m | 1.61M | +1.4% Added |
| ILMNIllumina, Inc. | 0.17% | $134.6m | 433.1K | −0.3% |
| WMWaste Management | 0.16% | $134.3m | 1.29M | −2.4% Reduced |
| ULTAUlta Beauty | 0.16% | $132.0m | 378.4K | +1.9% Added |
| PRUPrudential Financial | 0.16% | $130.3m | 1.42M | −11.3% Reduced |
| JAZZJazz Pharmaceuticals plc | 0.16% | $129.7m | 907.5K | +27.6% Added |
| ROPRoper Technologies | 0.16% | $129.7m | 379.3K | +11.7% Added |
| VLOValero Energy | 0.16% | $129.6m | 1.53M | +64.4% Added |
| BSXBoston Scientific | 0.16% | $129.3m | 3.37M | −6.0% Reduced |
| ICEIntercontinental Exchange | 0.16% | $128.2m | 1.68M | −13.5% Reduced |
| DHRDanaher Corporation | 0.16% | $127.6m | 966.3K | +1.8% Added |
| DDominion Energy | 0.16% | $127.5m | 1.66M | +34.2% Added |
| RCLRoyal Caribbean Group | 0.15% | $123.1m | 1.07M | +13.2% Added |
| CFGCitizens Financial Group | 0.15% | $121.6m | 3.74M | +20.2% Added |
| SHWSherwin-Williams | 0.15% | $120.8m | 280.5K | −1.9% Reduced |
| ANETArista Networks | 0.15% | $120.4m | 382.8K | +24.9% Added |
| CLColgate-Palmolive | 0.15% | $119.9m | 1.75M | +13.9% Added |
| SLBSchlumberger | 0.15% | $119.5m | 2.74M | −21.3% Reduced |
| AMDAdvanced Micro Devices | 0.15% | $119.4m | 4.68M | −17.5% Reduced |
| ECLEcolab | 0.14% | $118.4m | 670.7K | +1.9% Added |
| MASMasco | 0.14% | $118.3m | 3.01M | −17.3% Reduced |
| ESSEssex Property Trust | 0.14% | $117.3m | 405.6K | +7.5% Added |
| FISFidelity National Information Services | 0.14% | $116.9m | 1.03M | +82.8% Added |
| LMTLockheed Martin | 0.14% | $115.7m | 385.6K | +0.1% |
| PHParker Hannifin | 0.14% | $114.1m | 664.7K | −19.5% Reduced |
| SOSouthern Company | 0.14% | $113.3m | 2.19M | 0.0% |
| TSLATesla, Inc. | 0.14% | $113.1m | 404.3K | +51.9% Added |
| TJXTJX Companies | 0.14% | $113.0m | 2.12M | −3.7% Reduced |
| OXYOccidental Petroleum | 0.14% | $111.7m | 1.69M | −22.6% Reduced |
| NXPINXP Semiconductors | 0.14% | $111.0m | 1.26M | +2.5% Added |
| HIGThe Hartford | 0.14% | $110.3m | 2.22M | −2.2% Reduced |
| VRTXVertex Pharmaceuticals | 0.13% | $108.2m | 588.0K | +23.3% Added |
| DOVDover Corporation | 0.13% | $108.1m | 1.15M | +0.3% |
| REXRRexford Industrial Realty, Inc. | 0.13% | $108.0m | 3.01M | +14.9% Added |
| HSTHost Hotels & Resorts | 0.13% | $107.3m | 5.68M | +15.2% Added |
| SPGIS&P Global | 0.13% | $105.7m | 502.2K | +2.8% Added |
| PGRProgressive Corporation | 0.13% | $105.5m | 1.46M | +1.0% Added |
| AMATApplied Materials | 0.13% | $104.8m | 2.64M | +9.9% Added |
| VMRKVivmark Residential | 0.13% | $104.5m | 1.39M | +39.8% Added |
| FANGDiamondback Energy | 0.13% | $104.2m | 1.03M | −8.6% Reduced |
| PSAPublic Storage | 0.13% | $104.1m | 478.0K | +15.5% Added |
| BLKBlackRock | 0.13% | $103.6m | 242.3K | +3.3% Added |
| NSCNorfolk Southern | 0.13% | $102.1m | 546.1K | −15.9% Reduced |
| ROSTRoss Stores | 0.12% | $101.5m | 1.09M | +1.7% Added |
| HUMHumana | 0.12% | $101.4m | 381.4K | −15.4% Reduced |
| SUISUN Communities Inc | 0.12% | $101.3m | 854.6K | +0.2% |
| SBACSBA Communications | 0.12% | $100.3m | 502.3K | +14.1% Added |
| SCHWCharles Schwab Corporation | 0.12% | $100.1m | 2.34M | −0.9% Reduced |
| BIIBBiogen | 0.12% | $99.8m | 422.3K | +1.6% Added |
| CHTRCharter Communications | 0.12% | $99.5m | 286.8K | +10.2% Added |
| Company | Bought (value) | Shares |
|---|---|---|
| AAPLApple Inc. | $131.6m | 692.8K |
| DISThe Walt Disney Company | $84.7m | 762.7K |
| USBU.S. Bancorp | $79.3m | 1.65M |
| IBMIBM | $62.0m | 439.1K |
| METAMeta Platforms | $55.4m | 332.6K |
| AMZNAmazon | $54.5m | 30.6K |
| FISFidelity National Information Services | $53.0m | 468.2K |
| VLOValero Energy | $50.8m | 598.3K |
| UNPUnion Pacific Corporation | $49.7m | 297.5K |
| BABoeing | $48.1m | 126.2K |
| NKENike, Inc. | $47.0m | 558.5K |
| CPRICapri Holdings Ltd | $46.7m | 1.02M |
| TAT&T | $43.7m | 1.39M |
| NFLXNetflix | $43.3m | 121.5K |
| PEPPepsiCo | $41.9m | 341.8K |
| Company | Sold (value) | Shares |
|---|---|---|
| ABTAbbott Laboratories | −$87.3m | −1.09M |
| MARMarriott International | −$81.9m | −655.0K |
| NOCNorthrop Grumman | −$62.0m | −229.9K |
| GILDGilead Sciences | −$56.3m | −865.7K |
| PNCPNC Financial Services | −$55.5m | −452.1K |
| BABAAlibaba Group Holding Ltd | −$55.2m | −302.5K |
| STZConstellation Brands | −$53.2m | −303.3K |
| TPRTapestry, Inc. | −$49.3m | −1.52M |
| WMTWalmart | −$46.3m | −475.0K |
| ZBHZimmer Biomet | −$42.8m | −335.0K |
| HDThe Home Depot | −$39.8m | −207.3K |
| KNXKnight-swift Transportation Holdings Inc. | −$39.3m | −1.20M |
| BACBank of America | −$38.4m | −1.39M |
| NVDANVIDIA Corporation | −$35.8m | −199.6K |
| KSSKohls Corp | −$35.7m | −518.8K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestAugust 16, 2013 to August 23, 2019 | +12.9% | +11.6% | 0.94 | 0.87 | −17.8% | 1.02 |
| 2018 onwardsJanuary 5, 2018 to August 23, 2019 | +5.1% | +4.3% | 0.26 | 0.21 | −17.8% | 1.01 |
| Last three yearsAugust 26, 2016 to August 23, 2019 | +12.7% | +11.6% | 0.85 | 0.79 | −17.8% | 1.02 |
| Last yearAugust 24, 2018 to August 23, 2019 | +1.6% | +1.0% | 0.04 | 0.01 | −17.8% | 1.04 |