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 |
|---|---|---|---|
| Cincinnati Bell Inc171871502 | CS | $4.1m | 426,449 |
| Cincinnati Financial Corp172062101 · CINF | CS | $19.1m | 222,196 |
| Cinemark Holdings Inc17243V102 · CNK | CS | $7.1m | 176,621 |
| Cintas Corp172908105 · CTAS | CS | $25.7m | 127,322 |
| CIRCOR International Inc17273K109 | CS | $1.1m | 34,065 |
| Cirrus Logic Inc172755100 · CRUS | CS | $5.8m | 138,705 |
| Cisco Systems Inc17275R102 · CSCO | CS | $849.3m | 15,730,386 |
| Cision LtdG1992S109 | CS | $2.4m | 173,855 |
| CIT Group Inc125581801 | CS | $13.8m | 286,818 |
| Citi Trends Inc17306X102 · CTRN | CS | $1.6m | 82,058 |
| Citigroup Inc172967424 · C | CS | $486.2m | 7,814,177 |
| Citizens & Northern Corp172922106 · CZNC | CS | $480,000 | 19,173 |
| Citizens Financial Group Inc174610105 · CFG | CS | $121.6m | 3,742,215 |
| Citizens Inc/TX174740100 · CIA | CS | $665,000 | 99,708 |
| Citrix Systems Inc177376100 | CS | $19.3m | 194,137 |
| City Holding Co177835105 · CHCO | CS | $2.4m | 31,870 |
| City Office REIT Inc178587101 | RTCS | $1.2m | 103,182 |
| Civeo Corp17878Y108 | CS | $42,000 | 19,893 |
| Civista Bancshares Inc178867107 · CIVB | CS | $1.1m | 50,986 |
| CorePoint Lodging Inc21872L104 | RTCS | $1.8m | 165,069 |
| CoreSite Realty Corp21870Q105 | RTCS | $8.5m | 79,551 |
| Corium International Inc0D0015956 | CS | $9,000 | 51,540 |
| Cornerstone OnDemand Inc21925Y103 | CS | $6.5m | 118,628 |
| Corning Inc219350105 · GLW | CS | $81.0m | 2,447,780 |
| Corporate Office Properties Trust22002T108 · CDP | RTCS | $4.0m | 145,969 |
| CorVel Corp221006109 · CRVL | CS | $1.6m | 25,236 |
| Corvus Pharmaceuticals Inc221015100 · CRVS | CS | $90,000 | 22,433 |
| Costamare IncY1771G102 · CMRE | CS | $541,000 | 104,041 |
| CoStar Group Inc22160N109 · CSGP | CS | $63.7m | 136,521 |
| Costco Wholesale Corp22160K105 · COST | CS | $225.1m | 929,768 |
| Cott Corp22163N106 | CS | $18.2m | 1,242,545 |
| Coty Inc222070203 · COTY | CS | $7.7m | 672,206 |
| Coupa Software Inc22266L106 | CS | $11.1m | 122,200 |
| Cousins Properties Inc222795106 · CUZ | RTCS | $35.7m | 3,695,841 |
| Covanta Holding Corp22282E102 | CS | $4.1m | 238,596 |
| Covenant Transportation Group Inc22284P105 · CVLG | CS | $2.4m | 128,330 |
| Covetrus Inc22304C100 | CS | $2.4m | 75,359 |
| Covia Holdings Corp22305A103 | CS | $698,000 | 124,829 |
| Cowen Inc223622606 | CS | $5.1m | 352,960 |
| CRA International Inc12618T105 · CRAI | CS | $2.4m | 46,753 |
| Cracker Barrel Old Country Store Inc22410J106 · CBRL | CS | $8.0m | 49,708 |
| Craft Brew Alliance Inc224122101 | CS | $389,000 | 27,838 |
| Crane Co224399105 | CS | $16.4m | 194,030 |
| Crawford & Co224633107 · CRD.A | CS | $367,000 | 40,165 |
| Cray Inc225223304 | CS | $4.2m | 161,697 |
| Credicorp LtdG2519Y108 | CS | $6.9m | 28,610 |
| Credit Acceptance Corp225310101 · CACC | CS | $13.5m | 29,845 |
| Cree Inc225447101 | CS | $54.6m | 954,900 |
| Crinetics Pharmaceuticals Inc22663K107 | CS | $269,000 | 11,836 |
| Crocs Inc227046109 · CROX | CS | $4.5m | 173,925 |
| Cross Country Healthcare Inc227483104 | CS | $692,000 | 98,491 |
| Crown Castle International Corp22822V101 · CCI | RTCS | $174.6m | 1,363,924 |
| Crown Holdings Inc228368106 · CCK | CS | $75.4m | 1,381,251 |
| CryoLife Inc228903100 · AORT | CS | $2.1m | 71,471 |
| CryoPort Inc229050307 · CYRX | CS | $767,000 | 59,404 |
| CSG Systems International Inc126349109 | CS | $5.3m | 126,202 |
| CSW Industrials Inc126402106 · CSW | CS | $5.3m | 92,666 |
| CSX Corp126408103 · CSX | CS | $224.4m | 2,999,703 |
| CTI BioPharma Corp/WA12648L601 | CS | $94,000 | 96,473 |
| CTS Corp126501105 · CTS | CS | $3.2m | 109,156 |
| CubeSmart229663109 · CUBE | RTCS | $15.4m | 479,636 |
| Cubic Corp229669106 | CS | $4.2m | 75,395 |
| Cue Biopharma Inc22978P106 | CS | $192,000 | 24,847 |
| Cullen/Frost Bankers Inc229899109 · CFR | CS | $7.9m | 81,170 |
| Culp Inc230215105 · CULP | CS | $364,000 | 18,909 |
| Cummins Inc231021106 · CMI | CS | $82.9m | 525,360 |
| Curo Group Holdings Corp23131L107 | CS | $268,000 | 26,684 |
| Curtiss-Wright Corp231561101 · CW | CS | $14.8m | 130,242 |
| Cushman & Wakefield PLCG2717B108 | CS | $2.7m | 150,080 |
| Customers Bancorp Inc23204G100 · CUBI | CS | $8.8m | 478,732 |
| Cutera Inc232109108 | CS | $2.9m | 165,367 |
| CVB Financial Corp126600105 · CVBF | CS | $5.2m | 247,951 |
| CVR Energy Inc12662P108 · CVI | CS | $16.4m | 398,462 |
| CVS Health Corp126650100 · CVS | CS | $200.1m | 3,709,683 |
| CyberArk Software LtdM2682V108 | CS | $14.2m | 119,000 |
| Cymabay Therapeutics Inc23257D103 | CS | $1.8m | 133,769 |
| Cypress Semiconductor Corp232806109 | CS | $18.3m | 1,229,820 |
| CyrusOne Inc23283R100 | RTCS | $54.4m | 1,037,402 |
| Cytokinetics Inc23282W605 · CYTK | CS | $761,000 | 94,046 |
| CytomX Therapeutics Inc23284F105 · CTMX | CS | $4.5m | 418,364 |
| CytoSorbents Corp23283X206 · CTSO | CS | $461,000 | 60,875 |
| Daily Journal Corp233912104 · DJCO | CS | $387,000 | 1,806 |
| Daktronics Inc234264109 · DAKT | CS | $684,000 | 91,763 |
| Dana Inc235825205 · DAN | CS | $5.5m | 312,500 |
| Danaher Corp235851102 · DHR | CS | $127.6m | 966,306 |
| Daqo New Energy Corp23703Q203 · DQ | DR | $2.0m | 60,000 |
| Darden Restaurants Inc237194105 · DRI | CS | $36.6m | 300,981 |
| Darling Ingredients Inc237266101 · DAR | CS | $8.1m | 374,140 |
| Liberty Latin America LtdG9001E102 · LILA | CS | $8.9m | 461,310 |
| Liberty Latin America LtdG9001E128 | CS | $4.6m | 236,468 |
| Liberty Media Corp-Liberty Braves531229888 · FWONK | CS | $7.0m | 252,243 |
| Liberty Media Corp-Liberty Braves531229706 · FWONK | CS | $516,000 | 18,475 |
| Liberty Media Corp-Liberty Formula One531229854 · FWONK | CS | $11.0m | 312,682 |
| Liberty Media Corp-Liberty Formula One531229870 · FWONK | CS | $993,000 | 29,168 |
| Liberty Media Corp-Liberty SiriusXM531229607 | CS | $10.0m | 260,436 |
| Liberty Media Corp-Liberty SiriusXM531229409 | CS | $3.8m | 99,148 |
| Liberty Oilfield Services Inc53115L104 · LBRT | CS | $2.5m | 161,986 |
| Liberty Property Trust531172104 | RTCS | $14.4m | 297,471 |
| Liberty TripAdvisor Holdings Inc531465102 | CS | $4.0m | 278,675 |
| Life Storage Inc53223X107 | RTCS | $7.3m | 74,927 |
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 |