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 |
|---|---|---|---|
| Gentherm Inc37253A103 · THRM | CS | $3.2m | 87,159 |
| Genuine Parts Co372460105 · GPC | CS | $25.3m | 225,690 |
| Genworth Financial Inc37247D106 · GNW | CS | $5.1m | 1,334,011 |
| GEO Group Inc/The36162J106 · GEO | RTCS | $22.2m | 1,154,788 |
| German American Bancorp Inc373865104 · GABC | CS | $1.2m | 39,479 |
| Geron Corp374163103 · GERN | CS | $663,000 | 399,296 |
| Loral Space & Communications Inc543881106 | CS | $1.4m | 38,833 |
| Louisiana-Pacific Corp546347105 · LPX | CS | $17.9m | 735,305 |
| Lovesac Co/The54738L109 · LOVE | CS | $223,000 | 8,007 |
| Lowe's Cos Inc548661107 · LOW | CS | $174.1m | 1,590,360 |
| LPL Financial Holdings Inc50212V100 · LPLA | CS | $20.3m | 291,631 |
| LSB Industries Inc502160104 · LXU | CS | $435,000 | 69,676 |
| LSC Communications Inc50218P107 | CS | $531,000 | 81,348 |
| LTC Properties Inc502175102 · LTC | RTCS | $4.3m | 93,178 |
| Lululemon Athletica Inc550021109 · LULU | CS | $78.5m | 479,243 |
| Lumber Liquidators Holdings Inc55003T107 | CS | $1.1m | 108,996 |
| Lumentum Holdings Inc55024U109 · LITE | CS | $35.5m | 627,998 |
| Luminex Corp55027E102 | CS | $6.9m | 297,804 |
| Luther Burbank Corp550550107 | CS | $280,000 | 27,698 |
| Lydall Inc550819106 | CS | $1.8m | 74,605 |
| Lyft Inc55087P104 · LYFT | CS | $15.3m | 195,055 |
| LyondellBasell Industries NVN53745100 · LYB | CS | $71.6m | 851,745 |
| M&T Bank Corp55261F104 · MTB | CS | $98.1m | 624,519 |
| M/I Homes Inc55305B101 · MHO | CS | $1.8m | 68,690 |
| Macatawa Bank Corp554225102 | CS | $436,000 | 43,815 |
| Macerich Co/The554382101 · MAC | RTCS | $8.4m | 193,639 |
| Mack-Cali Realty Corp554489104 | RTCS | $17.4m | 783,251 |
| MACOM Technology Solutions Holdings Inc55405Y100 · MTSI | CS | $1.9m | 111,058 |
| Macquarie Infrastructure Corp55608B105 | CS | $4.3m | 104,890 |
| MacroGenics Inc556099109 · MGNX | CS | $8.1m | 448,934 |
| Macy's Inc55616P104 · M | CS | $11.1m | 462,802 |
| Madison Square Garden Co/The55825T103 · MSGS | CS | $6.5m | 22,037 |
| Madrigal Pharmaceuticals Inc558868105 · MDGL | CS | $2.4m | 18,812 |
| Magellan Health Inc559079207 | CS | $14.2m | 215,810 |
| Magellan Midstream Partners LP559080106 | CS | $15.9m | 261,495 |
| Magenta Therapeutics Inc55910K108 | CS | $327,000 | 19,878 |
| Maiden Holdings LtdG5753U112 | CS | $112,000 | 151,007 |
| Malibu Boats Inc56117J100 · MBUU | CS | $10.4m | 262,744 |
| Mallinckrodt PLCG5785G107 | CS | $4.2m | 192,219 |
| Malvern Bancorp Inc561409103 | CS | $228,000 | 11,349 |
| Mammoth Energy Services Inc56155L108 · TUSK | CS | $4.6m | 278,828 |
| Manhattan Associates Inc562750109 · MANH | CS | $7.6m | 137,498 |
| Manitex International Inc563420108 | CS | $145,000 | 18,960 |
| Manitowoc Co Inc/The563571405 · MTW | CS | $1.7m | 106,466 |
| MannKind Corp56400P706 · MNKD | CS | $691,000 | 350,740 |
| ManpowerGroup Inc56418H100 · MAN | CS | $7.3m | 88,658 |
| ManTech International Corp/VA564563104 | CS | $14.8m | 273,324 |
| Marathon Oil Corp565849106 | CS | $35.1m | 2,098,916 |
| Marathon Petroleum Corp56585A102 · MPC | CS | $72.0m | 1,202,882 |
| Marcus & Millichap Inc566324109 · MMI | CS | $2.2m | 53,567 |
| Marcus Corp/The566330106 · MCS | CS | $2.0m | 50,298 |
| Marine Products Corp568427108 | CS | $222,000 | 16,506 |
| MarineMax Inc567908108 · HZO | CS | $1.1m | 56,293 |
| Marinus Pharmaceuticals Inc56854Q101 | CS | $2.6m | 629,852 |
| Markel Corp570535104 · MKL | CS | $16.6m | 16,706 |
| MarketAxess Holdings Inc57060D108 · MKTX | CS | $11.2m | 45,462 |
| Marlin Business Services Corp571157106 | CS | $320,000 | 14,870 |
| Marriott International Inc/MD571903202 · MAR | CS | $54.9m | 438,901 |
| Marriott Vacations Worldwide Corp57164Y107 · VAC | CS | $9.3m | 99,442 |
| Marrone Bio Innovations Inc57165B106 | CS | $115,000 | 75,039 |
| Marsh & McLennan Cos Inc571748102 · MRSH | CS | $137.2m | 1,460,845 |
| Marten Transport Ltd573075108 · MRTN | CS | $2.7m | 153,133 |
| Martin Marietta Materials Inc573284106 · MLM | CS | $21.7m | 107,721 |
| Marvell Technology Group LtdG5876H105 | CS | $70.8m | 3,558,530 |
| Masco Corp574599106 · MAS | CS | $118.3m | 3,009,502 |
| Masimo Corp574795100 | CS | $7.9m | 57,475 |
| Masonite International Corp575385109 | CS | $2.8m | 56,138 |
| MasTec Inc576323109 · MTZ | CS | $6.4m | 132,528 |
| Mastercard Inc57636Q104 · MA | CS | $653.6m | 2,775,883 |
| MasterCraft Boat Holdings Inc57637H103 · MCFT | CS | $6.4m | 282,202 |
| Matador Resources Co576485205 · MTDR | CS | $27.1m | 1,399,616 |
| Match Group Inc57665R106 | CS | $6.4m | 113,352 |
| Materion Corp576690101 · MTRN | CS | $13.6m | 237,963 |
| Ooma Inc683416101 · OOMA | CS | $475,000 | 35,860 |
| OP Bancorp67109R109 · OPBK | CS | $133,000 | 15,149 |
| OPKO Health Inc68375N103 · OPK | CS | $2.8m | 1,054,894 |
| Oppenheimer Holdings Inc683797104 · OPY | CS | $517,000 | 19,881 |
| Optinose Inc68404V100 | CS | $348,000 | 33,818 |
| Opus Bank684000102 | CS | $1.4m | 70,573 |
| Oracle Corp68389X105 · ORCL | CS | $340.7m | 6,343,873 |
| OraSure Technologies Inc68554V108 · OSUR | CS | $11.0m | 988,922 |
| ORBCOMM Inc68555P100 | CS | $1.9m | 280,520 |
| Orchid Island Capital Inc68571X103 · ORC | RTCS | $4.0m | 602,886 |
| O'Reilly Automotive Inc67103H107 · ORLY | CS | $78.9m | 203,227 |
| Organovo Holdings Inc68620A104 | CS | $183,000 | 184,220 |
| Origin Bancorp Inc68621T102 | CS | $1.2m | 34,642 |
| Orion Group Holdings Inc68628V308 · ORN | CS | $172,000 | 58,972 |
| Oritani Financial Corp68633D103 | CS | $1.6m | 94,549 |
| Ormat Technologies Inc686688102 · ORA | CS | $5.5m | 99,539 |
| Orrstown Financial Services Inc687380105 · ORRF | CS | $232,000 | 12,494 |
| Orthofix Medical Inc68752M108 · OFIX | CS | $20.2m | 357,892 |
| OrthoPediatrics Corp68752L100 · KIDS | CS | $582,000 | 13,154 |
| Oshkosh Corp688239201 · OSK | CS | $11.6m | 154,357 |
| OSI Systems Inc671044105 · OSIS | CS | $21.1m | 241,396 |
| Otter Tail Corp689648103 · OTTR | CS | $14.0m | 281,159 |
| Outfront Media Inc69007J106 · OUT | RTCS | $7.4m | 315,464 |
| Overseas Shipholding Group Inc69036R863 | CS | $282,000 | 123,099 |
| Overstock.com Inc690370101 · NXH | CS | $839,000 | 50,455 |
| Ovid therapeutics Inc690469101 · OVID | CS | $29,000 | 16,253 |
| Owens & Minor Inc690732102 · ACH | CS | $685,000 | 166,998 |
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 |