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 |
|---|---|---|---|
| Zogenix Inc98978L204 | CS | $5.4m | 98,289 |
| Zomedica Pharmaceuticals Corp98979F107 | CS | $17,000 | 48,150 |
| Zscaler Inc98980G102 · ZS | CS | $19.9m | 280,189 |
| ZTO Express Cayman Inc98980A105 · ZTO | DR | $2.5m | 136,500 |
| Zumiez Inc989817101 · ZUMZ | CS | $12.0m | 480,390 |
| Zynga Inc98986T108 | CS | $17.1m | 3,209,125 |
| TherapeuticsMD Inc88338N107 | CS | $2.4m | 494,174 |
| Theravance Biopharma IncG8807B106 | CS | $3.5m | 155,690 |
| Thermo Fisher Scientific Inc883556102 · TMO | CS | $174.7m | 638,141 |
| Thermon Group Holdings Inc88362T103 | CS | $3.0m | 121,024 |
| Third Point Reinsurance LtdG8827U100 | CS | $4.4m | 419,873 |
| Thor Industries Inc885160101 · THO | CS | $3.9m | 63,152 |
| Tidewater Inc88642R109 · TDW | CS | $15.1m | 649,364 |
| Tier REIT Inc88650V208 | RTCS | $4.8m | 166,635 |
| Tiffany & Co886547108 | CS | $54.2m | 513,361 |
| Tile Shop Holdings Inc88677Q109 | CS | $502,000 | 88,738 |
| Tilly's Inc886885102 · TLYS | CS | $496,000 | 44,564 |
| Timberland Bancorp Inc/WA887098101 · TSBK | CS | $311,000 | 11,117 |
| Timken Co/The887389104 · TKR | CS | $5.4m | 122,804 |
| TimkenSteel Corp887399103 · MTUS | CS | $933,000 | 85,918 |
| Tiptree Inc88822Q103 · TIPT | CS | $281,000 | 44,326 |
| Titan International Inc88830M102 · TWI | CS | $673,000 | 112,747 |
| Titan Machinery Inc88830R101 · TITN | CS | $3.0m | 194,913 |
| Tivity Health Inc88870R102 | CS | $2.6m | 149,457 |
| TiVo Corp88870P106 | CS | $3.1m | 337,040 |
| TJX Cos Inc/The872540109 · TJX | CS | $113.0m | 2,123,134 |
| T-Mobile US Inc872590104 · TMUS | CS | $25.8m | 372,818 |
| Tobira Therapeutics Inc888CVR990 | CS | $1,000 | 14,484 |
| Tocagen Inc888846102 | CS | $1.2m | 111,903 |
| Toll Brothers Inc889478103 · TOL | CS | $16.3m | 450,576 |
| Tompkins Financial Corp890110109 · TMP | CS | $2.3m | 30,553 |
| Tootsie Roll Industries Inc890516107 · TR | CS | $1.6m | 41,712 |
| TopBuild Corp89055F103 | CS | $4.7m | 72,474 |
| Torchmark Corp891027104 | CS | $13.9m | 169,768 |
| Toro Co/The891092108 · TTC | CS | $9.2m | 133,174 |
| Total System Services Inc891906109 | CS | $46.8m | 492,663 |
| Tower International Inc891826109 | CS | $906,000 | 43,068 |
| Town Sports International Holdings Inc89214A102 | CS | $84,000 | 17,676 |
| Towne Bank/Portsmouth VA89214P109 | CS | $3.3m | 133,242 |
| TPG RE Finance Trust Inc87266M107 · TRTX | RTCS | $1.3m | 65,749 |
| TPI Composites Inc87266J104 | CS | $830,000 | 28,989 |
| Tractor Supply Co892356106 · TSCO | CS | $36.5m | 373,432 |
| Trade Desk Inc/The88339J105 · TTD | CS | $47.6m | 240,559 |
| TransDigm Group Inc893641100 · TDG | CS | $70.6m | 155,503 |
| TransEnterix Inc89366M201 | CS | $2.0m | 824,484 |
| Translate Bio Inc89374L104 | CS | $422,000 | 41,373 |
| Transocean LtdH8817H100 · RIG | CS | $17.5m | 2,004,372 |
| TransUnion89400J107 · TRU | CS | $25.2m | 377,397 |
| Travelers Cos Inc/The89417E109 · TRV | CS | $73.0m | 532,168 |
| Travelport Worldwide LtdG9019D104 | CS | $16.1m | 1,020,541 |
| Trecora Resources894648104 | CS | $306,000 | 33,635 |
| Tredegar Corp894650100 · TG | CS | $872,000 | 54,007 |
| TreeHouse Foods Inc89469A104 | CS | $7.0m | 108,210 |
| Trex Co Inc89531P105 · TREX | CS | $27.7m | 450,074 |
| TRI Pointe Group Inc87265H109 | CS | $4.2m | 334,059 |
| Triangle Petroleum Corp89600B201 | CS | $193,000 | 11,350,000 |
| Tribune Media Co896047503 | CS | $16.2m | 350,593 |
| Tribune Publishing Co89609W107 | CS | $431,000 | 36,540 |
| Tricida Inc89610F101 | CS | $1.5m | 39,904 |
| TriCo Bancshares896095106 · TCBK | CS | $3.1m | 79,715 |
| TriMas Corp896215209 · TRS | CS | $8.5m | 282,221 |
| Trimble Inc896239100 · TRMB | CS | $13.4m | 332,864 |
| TriNet Group Inc896288107 · TNET | CS | $22.2m | 371,384 |
| Trinity Industries Inc896522109 · TRN | CS | $3.6m | 166,012 |
| Trinity Place Holdings Inc89656D101 | CS | $126,000 | 31,553 |
| Trinseo SAL9340P101 | CS | $14.0m | 309,294 |
| TripAdvisor Inc896945201 · TRIP | CS | $13.2m | 255,924 |
| Triple-S Management Corp896749108 | CS | $1.5m | 65,959 |
| TriState Capital Holdings Inc89678F100 | CS | $1.7m | 82,140 |
| Triton International Ltd/BermudaG9078F107 | CS | $4.1m | 130,493 |
| Triumph Bancorp Inc89679E300 · TFIN | CS | $2.4m | 80,098 |
| Triumph Group Inc896818101 | CS | $13.1m | 685,962 |
| Tronox Holdings PLCG9087Q102 · TROX | CS | $26.1m | 1,985,194 |
| TrueBlue Inc89785X101 · TBI | CS | $2.1m | 87,040 |
| TrueCar Inc89785L107 | CS | $1.5m | 230,377 |
| Spirit Realty Capital Inc84860W300 | RTCS | $4.0m | 101,100 |
| Splunk Inc848637104 | CS | $34.9m | 280,482 |
| Spok Holdings Inc84863T106 · SPOK | CS | $537,000 | 39,460 |
| Sportsman's Warehouse Holdings Inc84920Y106 · SPWH | CS | $401,000 | 83,562 |
| Spring Bank Pharmaceuticals Inc849431101 | CS | $151,000 | 14,350 |
| Sprint Corp85207U105 | CS | $12.4m | 2,194,752 |
| Sprouts Farmers Market Inc85208M102 · SFM | CS | $7.2m | 335,088 |
| SPS Commerce Inc78463M107 · SPSC | CS | $27.8m | 262,097 |
| SPX Corp784635104 | CS | $5.1m | 147,797 |
| SPX FLOW Inc78469X107 | CS | $11.2m | 350,913 |
| Square Inc852234103 · XYZ | CS | $38.6m | 515,528 |
| SRC Energy Inc78470V108 | CS | $3.2m | 622,435 |
| SS&C Technologies Holdings Inc78467J100 · SSNC | CS | $16.8m | 263,873 |
| St Joe Co/The790148100 · JOE | CS | $1.5m | 88,398 |
| STAAR Surgical Co852312305 · STAA | CS | $12.0m | 350,365 |
| STAG Industrial Inc85254J102 · STAG | RTCS | $5.7m | 193,522 |
| Stamps.com Inc852857200 | CS | $12.8m | 157,683 |
| Standard Motor Products Inc853666105 · SMP | CS | $2.1m | 43,073 |
| Standex International Corp854231107 · SXI | CS | $1.9m | 26,151 |
| Stanley Black & Decker Inc854502101 · SWK | CS | $73.1m | 537,054 |
| Starbucks Corp855244109 · SBUX | CS | $185.9m | 2,501,271 |
| Starwood Property Trust Inc85571B105 · STWD | RTCS | $29.0m | 1,298,915 |
| State Auto Financial Corp855707105 | CS | $977,000 | 29,693 |
| State Street Corp857477103 · STT | CS | $46.2m | 702,118 |
| Steel Dynamics Inc858119100 · STLD | CS | $32.1m | 909,399 |
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 |