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 |
|---|---|---|---|
| Lifetime Brands Inc53222Q103 · LCUT | CS | $149,000 | 15,748 |
| Ligand Pharmaceuticals Inc53220K504 · LGND | CS | $5.7m | 45,724 |
| Lilis Energy Inc532403201 | CS | $136,000 | 116,457 |
| Limelight Networks Inc53261M104 | CS | $2.3m | 715,358 |
| Limoneira Co532746104 · LMNR | CS | $745,000 | 31,649 |
| Lincoln Electric Holdings Inc533900106 · LECO | CS | $6.6m | 78,871 |
| Lincoln National Corp534187109 · LNC | CS | $76.2m | 1,298,850 |
| Lindblad Expeditions Holdings Inc535219109 · LIND | CS | $544,000 | 35,694 |
| Linde PLCG5494J103 | CS | $325.0m | 1,847,451 |
| Lindsay Corp535555106 · LNN | CS | $2.6m | 26,812 |
| Lions Gate Entertainment Corp535919500 | CS | $1.8m | 117,434 |
| Greenbrier Cos Inc/The393657101 · GBX | CS | $2.3m | 71,056 |
| Greenhill & Co Inc395259104 | CS | $1.1m | 50,692 |
| Greenlight Capital Re LtdG4095J109 · GLRE | CS | $2.8m | 257,961 |
| Greif Inc397624107 · GEF | CS | $2.1m | 50,537 |
| Greif Inc397624206 · GEF | CS | $515,000 | 10,528 |
| Griffon Corp398433102 · GFF | CS | $1.3m | 70,430 |
| Group 1 Automotive Inc398905109 · GPI | CS | $3.2m | 49,758 |
| Groupon Inc399473107 | CS | $23.9m | 6,743,668 |
| GrubHub Inc400110102 | CS | $7.7m | 110,745 |
| GTT Communications Inc362393100 | CS | $3.0m | 87,617 |
| Guaranty Bancshares Inc/TX400764106 | CS | $406,000 | 13,900 |
| Guardant Health Inc40131M109 · GH | CS | $12.2m | 158,569 |
| Guess Inc401617105 | CS | $2.4m | 120,015 |
| Guidewire Software Inc40171V100 · GWRE | CS | $9.0m | 92,480 |
| Gulfport Energy Corp402635304 | CS | $4.1m | 506,693 |
| H&E Equipment Services Inc404030108 | CS | $1.7m | 68,367 |
| H&R Block Inc093671105 · HRB | CS | $17.0m | 710,857 |
| Habit Restaurants Inc/The40449J103 | CS | $450,000 | 41,603 |
| Hackett Group Inc/The404609109 · HCKT | CS | $1.5m | 95,353 |
| Haemonetics Corp405024100 · HAE | CS | $10.3m | 117,879 |
| Hain Celestial Group Inc/The405217100 · HAIN | CS | $29.6m | 1,282,216 |
| Halcon Resources Corp40537Q605 | CS | $404,000 | 298,894 |
| Hallador Energy Co40609P105 · HNRG | CS | $139,000 | 26,489 |
| Halliburton Co406216101 · HAL | CS | $37.9m | 1,293,083 |
| Hallmark Financial Services Inc40624Q203 | CS | $246,000 | 23,665 |
| Halozyme Therapeutics Inc40637H109 · HALO | CS | $11.8m | 733,517 |
| Hamilton Beach Brands Holding Co40701T104 · HBB | CS | $411,000 | 19,156 |
| Hamilton Lane Inc407497106 · HLNE | CS | $1.4m | 32,839 |
| Hancock Whitney Corp410120109 · HWC | CS | $31.1m | 770,374 |
| Hanesbrands Inc410345102 | CS | $29.8m | 1,666,098 |
| Hanmi Financial Corp410495204 · HAFC | CS | $4.5m | 209,651 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc41068X100 | RTCS | $3.9m | 150,782 |
| Hanover Insurance Group Inc/The410867105 · THG | CS | $6.3m | 55,197 |
| HarborOne Bancorp Inc41165F101 | CS | $394,000 | 22,925 |
| Harley-Davidson Inc412822108 · HOG | CS | $11.2m | 315,449 |
| Harmonic Inc413160102 · HLIT | CS | $1.7m | 315,221 |
| Harris Corp413875105 · LHX | CS | $82.3m | 515,290 |
| Harsco Corp415864107 | CS | $16.7m | 828,471 |
| Hartford Financial Services Group Inc/The416515104 · HIG | CS | $110.3m | 2,218,746 |
| Harvard Bioscience Inc416906105 | CS | $197,000 | 45,592 |
| Hasbro Inc418056107 · HAS | CS | $14.7m | 173,475 |
| Haverty Furniture Cos Inc419596101 · HVT | CS | $1.2m | 55,826 |
| Hawaiian Electric Industries Inc419870100 · HE | CS | $5.7m | 140,127 |
| Post Holdings Inc737446104 · POST | CS | $8.2m | 74,537 |
| Potbelly Corp73754Y100 | CS | $446,000 | 52,459 |
| PotlatchDeltic Corp737630103 | RTCS | $5.9m | 156,040 |
| Powell Industries Inc739128106 · POWL | CS | $474,000 | 17,856 |
| Power Integrations Inc739276103 · POWI | CS | $4.7m | 66,746 |
| PPG Industries Inc693506107 · PPG | CS | $82.3m | 728,816 |
| PPL Corp69351T106 · PPL | CS | $33.3m | 1,048,572 |
| PQ Group Holdings Inc73943T103 | CS | $1.1m | 72,890 |
| PRA Group Inc69354N106 · PRAA | CS | $2.8m | 105,657 |
| PRA Health Sciences Inc69354M108 | CS | $8.9m | 81,135 |
| Preferred Apartment Communities Inc74039L103 | RTCS | $10.7m | 719,705 |
| Preferred Bank/Los Angeles CA740367404 | CS | $2.0m | 44,121 |
| Preformed Line Products Co740444104 · PLPC | CS | $256,000 | 4,814 |
| Premier Financial Bancorp Inc74050M105 | CS | $332,000 | 21,115 |
| Premier Inc74051N102 | CS | $8.6m | 249,830 |
| Presidio Inc74102M103 | CS | $1.1m | 73,529 |
| Prestige Consumer Healthcare Inc74112D101 · PBH | CS | $9.5m | 316,878 |
| PRGX Global Inc69357C503 | CS | $208,000 | 26,249 |
| PriceSmart Inc741511109 · PSMT | CS | $4.3m | 73,573 |
| Primerica Inc74164M108 · PRI | CS | $11.0m | 90,433 |
| Primo Water Corp74165N105 | CS | $1.1m | 73,222 |
| Primoris Services Corp74164F103 · PRIM | CS | $2.3m | 109,142 |
| Principal Financial Group Inc74251V102 · PFG | CS | $39.2m | 780,733 |
| Principia Biopharma Inc74257L108 | CS | $263,000 | 7,743 |
| ProAssurance Corp74267C106 | CS | $13.0m | 376,026 |
| Procter & Gamble Co/The742718109 · PG | CS | $780.9m | 7,505,006 |
| Profire Energy Inc74316X101 | CS | $57,000 | 32,046 |
| Progenics Pharmaceuticals Inc743187106 | CS | $1.5m | 318,477 |
| Progress Software Corp743312100 · PRGS | CS | $7.1m | 159,009 |
| Progressive Corp/The743315103 · PGR | CS | $105.5m | 1,462,994 |
| Prologis Inc74340W103 · PLD | RTCS | $266.5m | 3,703,850 |
| Proofpoint Inc743424103 | CS | $57.9m | 476,527 |
| ProPetro Holding Corp74347M108 · PUMP | CS | $19.8m | 879,375 |
| PROS Holdings Inc74346Y103 | CS | $2.8m | 66,439 |
| Prosperity Bancshares Inc743606105 · PB | CS | $5.9m | 84,817 |
| Protective Insurance Corp74368L203 | CS | $288,000 | 15,540 |
| Proteostasis Therapeutics Inc74373B109 | CS | $65,000 | 51,198 |
| Prothena Corp PLCG72800108 · PRTA | CS | $1.3m | 108,700 |
| Proto Labs Inc743713109 · PRLB | CS | $5.9m | 56,044 |
| Providence Service Corp/The743815102 | CS | $5.2m | 77,501 |
| Provident Financial Services Inc74386T105 · PFS | CS | $3.6m | 138,823 |
| Prudential Bancorp Inc74431A101 | CS | $251,000 | 14,454 |
| Prudential Financial Inc744320102 · PRU | CS | $130.3m | 1,417,609 |
| PS Business Parks Inc69360J107 | RTCS | $34.1m | 217,189 |
| PTC Inc69370C100 · PTC | CS | $14.0m | 151,735 |
| PTC Therapeutics Inc69366J200 · PTCT | CS | $11.4m | 302,917 |
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 |