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 |
|---|---|---|---|
| Redwood Trust Inc758075402 · RWT | RTCS | $3.7m | 228,993 |
| Regal Beloit Corp758750103 · RRX | CS | $4.7m | 57,663 |
| Regency Centers Corp758849103 · REG | RTCS | $82.5m | 1,222,501 |
| Regeneron Pharmaceuticals Inc75886F107 · REGN | CS | $60.2m | 146,555 |
| REGENXBIO Inc75901B107 · RGNX | CS | $13.5m | 235,148 |
| Regional Management Corp75902K106 · RM | CS | $1.4m | 58,425 |
| Regions Financial Corp7591EP100 · RF | CS | $48.6m | 3,432,514 |
| Regis Corp758932107 | CS | $3.0m | 151,014 |
| Reinsurance Group of America Inc759351604 · RGA | CS | $20.1m | 141,743 |
| Reliance Steel & Aluminum Co759509102 · RS | CS | $10.5m | 115,879 |
| Reliance Worldwide Corp Ltd00BD1DM79 | CS | $1.9m | 612,000 |
| Reliant Bancorp Inc75956B101 | CS | $362,000 | 16,202 |
| RenaissanceRe Holdings LtdG7496G103 · RNR | CS | $9.1m | 63,488 |
| Renasant Corp75970E107 · RNST | CS | $3.2m | 95,892 |
| Renewable Energy Group Inc75972A301 | CS | $5.9m | 268,757 |
| Rent-A-Center Inc/TX76009N100 · UPBD | CS | $18.3m | 878,938 |
| Repligen Corp759916109 · RGEN | CS | $5.5m | 93,666 |
| Replimune Group Inc76029N106 · REPL | CS | $248,000 | 16,270 |
| Republic Bancorp Inc/KY760281204 · RBCAA | CS | $721,000 | 16,117 |
| Republic First Bancorp Inc760416107 | CS | $465,000 | 88,547 |
| Republic Services Inc760759100 · RSG | CS | $38.9m | 484,280 |
| Resideo Technologies Inc76118Y104 · REZI | CS | $3.0m | 154,477 |
| ResMed Inc761152107 · RMD | CS | $29.0m | 279,244 |
| Resources Connection Inc76122Q105 · RGP | CS | $1.3m | 80,981 |
| Restaurant Brands International Inc76131D103 · QSR | CS | $10.6m | 162,306 |
| resTORbio Inc76133L103 | CS | $101,000 | 14,765 |
| Hormel Foods Corp440452100 · HRL | CS | $21.4m | 477,240 |
| Hospitality Properties Trust44106M102 | RTCS | $6.8m | 260,169 |
| Host Hotels & Resorts Inc44107P104 · HST | RTCS | $107.3m | 5,676,796 |
| Hostess Brands Inc44109J106 | CS | $2.6m | 204,769 |
| Houghton Mifflin Harcourt Co44157R109 | CS | $2.1m | 293,491 |
| Houlihan Lokey Inc441593100 · HLI | CS | $16.5m | 360,026 |
| Hovnanian Enterprises Inc442487401 · HOV | CS | $124,000 | 11,275 |
| Howard Bancorp Inc442496105 | CS | $309,000 | 20,886 |
| Howard Hughes Corp/The44267D107 · HHH | CS | $9.7m | 88,549 |
| HP Inc40434L105 · HPQ | CS | $70.3m | 3,618,216 |
| Hub Group Inc443320106 · HUBG | CS | $6.2m | 151,597 |
| Hubbell Inc443510607 · HUBB | CS | $10.2m | 86,866 |
| HubSpot Inc443573100 · HUBS | CS | $41.8m | 251,661 |
| Hudson LtdG46408103 | CS | $1.1m | 77,461 |
| Hudson Pacific Properties Inc444097109 | RTCS | $36.3m | 1,055,486 |
| Humana Inc444859102 · HUM | CS | $101.4m | 381,374 |
| Huntington Bancshares Inc/OH446150104 · HBAN | CS | $50.9m | 4,016,438 |
| Huntington Ingalls Industries Inc446413106 · HII | CS | $32.2m | 155,290 |
| Huntsman Corp447011107 · HUN | CS | $15.7m | 696,999 |
| Hurco Cos Inc447324104 · HURC | CS | $414,000 | 10,270 |
| Huron Consulting Group Inc447462102 · HURN | CS | $2.6m | 54,453 |
| HUYA Inc44852D108 · HUYA | DR | $13.3m | 474,100 |
| Hyatt Hotels Corp448579102 · H | CS | $6.2m | 84,859 |
| Hyster-Yale Materials Handling Inc449172105 · HY | CS | $1.7m | 26,553 |
| I3 Verticals Inc46571Y107 · IIIV | CS | $1.2m | 51,207 |
| IAC/InterActiveCorp44919P508 | CS | $169.7m | 807,773 |
| IBERIABANK Corp450828108 | CS | $28.8m | 400,955 |
| ICF International Inc44925C103 · ICFI | CS | $10.6m | 139,586 |
| Ichor Holdings LtdG4740B105 · ICHR | CS | $1.1m | 47,875 |
| ICU Medical Inc44930G107 · ICUI | CS | $4.2m | 17,716 |
| IDACORP Inc451107106 · IDA | CS | $10.9m | 109,201 |
| Idera Pharmaceuticals Inc45168K405 | CS | $104,000 | 40,605 |
| IDEX Corp45167R104 · IEX | CS | $18.1m | 119,484 |
| IDEXX Laboratories Inc45168D104 · IDXX | CS | $66.1m | 295,532 |
| IES Holdings Inc44951W106 · IESC | CS | $300,000 | 16,908 |
| IHS Markit LtdG47567105 | CS | $82.8m | 1,523,052 |
| II-VI Inc902104108 | CS | $16.6m | 446,018 |
| Illinois Tool Works Inc452308109 · ITW | CS | $92.7m | 646,001 |
| Illumina Inc452327109 · ILMN | CS | $134.6m | 433,114 |
| IMAX Corp45245E109 · IMAX | CS | $14.9m | 659,184 |
| Immersion Corp452521107 · IMMR | CS | $515,000 | 61,046 |
| Immune Design Corp45252L103 | CS | $306,000 | 52,279 |
| ImmunoGen Inc45253H101 | CS | $3.7m | 1,348,112 |
| Immunomedics Inc452907108 | CS | $6.5m | 336,920 |
| Impac Mortgage Holdings Inc45254P508 | CS | $75,000 | 19,205 |
| Impinj Inc453204109 · PI | CS | $618,000 | 36,903 |
| Incyte Corp45337C102 · INCY | CS | $55.6m | 645,881 |
| Independence Contract Drilling Inc453415309 | CS | $266,000 | 96,159 |
| Independence Holding Co453440307 | CS | $384,000 | 10,898 |
| Independence Realty Trust Inc45378A106 · IRT | RTCS | $2.3m | 209,003 |
| Independent Bank Corp/MI453838609 · IBCP | CS | $2.8m | 129,334 |
| Independent Bank Corp/Rockland MA453836108 · INDB | CS | $4.6m | 56,925 |
| Lions Gate Entertainment Corp535919401 | CS | $999,000 | 63,853 |
| Liquidity Services Inc53635B107 · LQDT | CS | $322,000 | 41,707 |
| Lithia Motors Inc536797103 · LAD | CS | $4.5m | 48,293 |
| Littelfuse Inc537008104 · LFUS | CS | $8.0m | 43,717 |
| LivaNova PLCG5509L101 · LIVN | CS | $22.5m | 231,716 |
| Live Nation Entertainment Inc538034109 · LYV | CS | $22.2m | 349,147 |
| Live Oak Bancshares Inc53803X105 · LOB | CS | $1.2m | 83,006 |
| Livent Corp53814L108 | CS | $10.6m | 859,429 |
| LivePerson Inc538146101 | CS | $3.7m | 126,477 |
| LiveRamp Holdings Inc53815P108 · RAMP | CS | $19.2m | 351,280 |
| LiveXLive Media Inc53839L208 | CS | $310,000 | 57,689 |
| LKQ Corp501889208 · LKQ | CS | $19.1m | 672,018 |
| Lockheed Martin Corp539830109 · LMT | CS | $115.7m | 385,594 |
| Loews Corp540424108 · L | CS | $28.8m | 599,965 |
| LogicBio Therapeutics Inc54142F102 | CS | $108,000 | 10,888 |
| LogMeIn Inc54142L109 | CS | $13.3m | 165,968 |
| Retail Opportunity Investments Corp76131N101 | RTCS | $3.9m | 222,706 |
| Natus Medical Inc639050103 | CS | $1.7m | 67,410 |
| Nautilus Inc63910B102 | CS | $407,000 | 73,173 |
| Navient Corp63938C108 · NAVI | CS | $3.5m | 305,183 |
| Navigant Consulting Inc63935N107 | CS | $2.4m | 123,700 |
| Navigators Group Inc/The638904102 | CS | $3.5m | 50,548 |
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 |