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 |
|---|---|---|---|
| Universal Logistics Holdings Inc91388P105 · ULH | CS | $296,000 | 15,035 |
| Univest Financial Corp915271100 · UVSP | CS | $5.0m | 204,249 |
| Unum Group91529Y106 · UNM | CS | $12.7m | 374,250 |
| Unum Therapeutics Inc903214104 | CS | $112,000 | 25,481 |
| Upland Software Inc91544A109 · UPLD | CS | $1.3m | 31,777 |
| Upwork Inc91688F104 · UPWK | CS | $410,000 | 21,426 |
| Uranium Energy Corp916896103 · UEC | CS | $495,000 | 353,275 |
| Urban Edge Properties91704F104 · UE | RTCS | $4.6m | 243,671 |
| Urban Outfitters Inc917047102 · URBN | CS | $3.1m | 105,312 |
| Urstadt Biddle Properties Inc917286205 | RTCS | $1.5m | 70,437 |
| US Bancorp902973304 · USB | CS | $187.1m | 3,882,747 |
| US Concrete Inc90333L201 | CS | $2.1m | 50,341 |
| US Ecology Inc91732J102 | CS | $2.4m | 43,707 |
| US Foods Holding Corp912008109 · USFD | CS | $42.3m | 1,211,628 |
| US Physical Therapy Inc90337L108 · USPH | CS | $3.6m | 34,624 |
| US Silica Holdings Inc90346E103 | CS | $3.9m | 222,772 |
| US Xpress Enterprises Inc90338N202 | CS | $328,000 | 49,656 |
| USA Technologies Inc90328S500 | CS | $448,000 | 108,006 |
| USA Truck Inc902925106 | CS | $912,000 | 63,188 |
| USANA Health Sciences Inc90328M107 · USNA | CS | $17.1m | 204,339 |
| USG Corp903293405 | CS | $4.7m | 108,886 |
| Utah Medical Products Inc917488108 · UTMD | CS | $500,000 | 5,664 |
| Vail Resorts Inc91879Q109 · MTN | CS | $14.0m | 64,336 |
| Valero Energy Corp91913Y100 · VLO | CS | $129.6m | 1,527,658 |
| Valhi Inc918905100 · VHI | CS | $159,000 | 68,724 |
| Valley National Bancorp919794107 · VLY | CS | $6.8m | 712,169 |
| Valmont Industries Inc920253101 · VMI | CS | $4.2m | 31,977 |
| Valvoline Inc92047W101 · VVV | CS | $11.6m | 625,417 |
| Vanda Pharmaceuticals Inc921659108 · VNDA | CS | $13.5m | 735,161 |
| Vapotherm Inc922107107 | CS | $218,000 | 11,111 |
| Varex Imaging Corp92214X106 · VREX | CS | $2.8m | 82,560 |
| Varian Medical Systems Inc92220P105 | CS | $23.6m | 166,245 |
| Varonis Systems Inc922280102 · VRNS | CS | $16.6m | 277,809 |
| Vector Group Ltd92240M108 | CS | $2.7m | 249,835 |
| Vectrus Inc92242T101 · VVX | CS | $2.5m | 92,620 |
| Veeco Instruments Inc922417100 · VECO | CS | $1.1m | 97,205 |
| Veeva Systems Inc922475108 · VEEV | CS | $34.1m | 268,783 |
| Ventas Inc92276F100 · VTR | RTCS | $86.9m | 1,361,957 |
| Vera Bradley Inc92335C106 · VRA | CS | $600,000 | 45,284 |
| Veracyte Inc92337F107 · VCYT | CS | $9.8m | 391,527 |
| Verastem Inc92337C104 · VSTM | CS | $666,000 | 225,017 |
| VEREIT Inc92339V100 | RTCS | $9.2m | 1,102,535 |
| Vericel Corp92346J108 · VCEL | CS | $9.4m | 536,888 |
| Verint Systems Inc92343X100 | CS | $34.3m | 572,905 |
| VeriSign Inc92343E102 · VRSN | CS | $27.6m | 152,010 |
| Verisk Analytics Inc92345Y106 · VRSK | CS | $79.1m | 595,003 |
| Veritex Holdings Inc923451108 | CS | $2.0m | 84,119 |
| Veritiv Corp923454102 | CS | $1.1m | 41,125 |
| Veritone Inc92347M100 · VERI | CS | $129,000 | 24,806 |
| Verizon Communications Inc92343V104 · VZ | CS | $654.2m | 11,063,968 |
| Verso Corp92531L207 | CS | $8.3m | 387,781 |
| Versum Materials Inc92532W103 | CS | $6.6m | 131,499 |
| Vertex Pharmaceuticals Inc92532F100 · VRTX | CS | $108.2m | 587,959 |
| VF Corp918204108 · VFC | CS | $59.4m | 683,024 |
| Viacom Inc92553P201 | CS | $45.5m | 1,620,216 |
| Viacom Inc92553P102 | CS | $480,000 | 14,785 |
| Viad Corp92552R406 · PRSU | CS | $19.4m | 344,204 |
| ViaSat Inc92552V100 · VSAT | CS | $9.3m | 119,454 |
| Viavi Solutions Inc925550105 · VIAV | CS | $24.3m | 1,963,628 |
| VICI Properties Inc925652109 · VICI | RTCS | $28.9m | 1,322,803 |
| Vicor Corp925815102 · VICR | CS | $1.1m | 35,273 |
| ViewRay Inc92672L107 | CS | $1.0m | 137,058 |
| Viking Therapeutics Inc92686J106 · VKTX | CS | $1.5m | 152,076 |
| Village Super Market Inc927107409 · VLGEA | CS | $383,000 | 14,005 |
| Vipshop Holdings Ltd92763W103 · VIPS | DR | $1.8m | 227,117 |
| VirnetX Holding Corp92823T108 | CS | $741,000 | 117,050 |
| Virtu Financial Inc928254101 · VIRT | CS | $2.8m | 116,880 |
| Virtus Investment Partners Inc92828Q109 · VRTS | CS | $3.2m | 32,706 |
| Weatherford International PLCG48833100 | CS | $33,000 | 46,563 |
| Webster Financial Corp947890109 | CS | $6.3m | 125,275 |
| WEC Energy Group Inc92939U106 · WEC | CS | $45.3m | 573,261 |
| Weight Watchers International Inc948626106 | CS | $2.0m | 99,758 |
| Weingarten Realty Investors948741103 | RTCS | $16.4m | 559,491 |
| Weis Markets Inc948849104 · WMK | CS | $1.5m | 37,642 |
| Welbilt Inc949090104 | CS | $22.7m | 1,385,286 |
| WellCare Health Plans Inc94946T106 | CS | $31.2m | 115,525 |
| Wells Fargo & Co949746101 · WFC | CS | $490.4m | 10,149,830 |
| Welltower Inc95040Q104 · WELL | RTCS | $143.8m | 1,852,854 |
| Wendy's Co/The95058W100 · WEN | CS | $5.9m | 328,857 |
| Werner Enterprises Inc950755108 · WERN | CS | $19.3m | 565,147 |
| WesBanco Inc950810101 · WSBC | CS | $12.0m | 301,763 |
| Wesco Aircraft Holdings Inc950814103 | CS | $1.9m | 215,258 |
| WESCO International Inc95082P105 · WCC | CS | $3.1m | 57,821 |
| West Bancorporation Inc95123P106 · WTBA | CS | $580,000 | 28,069 |
| West Pharmaceutical Services Inc955306105 · WST | CS | $13.0m | 118,286 |
| Westamerica Bancorporation957090103 · WABC | CS | $3.5m | 55,945 |
| Western Alliance Bancorp957638109 · WAL | CS | $7.7m | 188,796 |
| Western Asset Mortgage Capital Corp95790D105 | RTCS | $957,000 | 93,539 |
| Western Digital Corp958102105 · WDC | CS | $29.1m | 606,305 |
| Western New England Bancorp Inc958892101 · WNEB | CS | $445,000 | 48,186 |
| Western Union Co/The959802109 · WU | CS | $13.5m | 728,664 |
| Westlake Chemical Corp960413102 · WLK | CS | $26.9m | 395,800 |
| Westrock Co96145D105 | CS | $28.3m | 739,093 |
| Westwood Holdings Group Inc961765104 · WHG | CS | $677,000 | 19,199 |
| WEX Inc96208T104 · WEX | CS | $18.6m | 96,948 |
| Weyco Group Inc962149100 · WEYS | CS | $309,000 | 9,980 |
| Weyerhaeuser Co962166104 · WY | RTCS | $78.3m | 2,972,551 |
| Whirlpool Corp963320106 · WHR | CS | $14.0m | 105,323 |
| White Mountains Insurance Group LtdG9618E107 · WTM | CS | $5.8m | 6,239 |
| Whitestone REIT966084204 | RTCS | $980,000 | 81,507 |
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 |