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 |
|---|---|---|---|
| Owens Corning690742101 · OC | CS | $16.6m | 353,259 |
| Owens-Illinois Inc690768403 | CS | $11.5m | 608,361 |
| Retail Properties of America Inc76131V202 | RTCS | $5.8m | 472,146 |
| Retail Value Inc76133Q102 | RTCS | $595,000 | 19,097 |
| Retrophin Inc761299106 | CS | $9.0m | 398,695 |
| REV Group Inc749527107 | CS | $850,000 | 77,643 |
| Revance Therapeutics Inc761330109 | CS | $1.7m | 107,067 |
| Revlon Inc761525609 | CS | $422,000 | 21,799 |
| REX American Resources Corp761624105 · REX | CS | $918,000 | 11,384 |
| Rexford Industrial Realty Inc76169C100 · REXR | RTCS | $108.0m | 3,014,887 |
| Rexnord Corp76169B102 | CS | $17.2m | 686,038 |
| RGC Resources Inc74955L103 · RGCO | CS | $316,000 | 11,903 |
| RH74967X103 · RH | CS | $5.6m | 54,842 |
| Rhythm Pharmaceuticals Inc76243J105 · RYTM | CS | $930,000 | 33,945 |
| Ribbon Communications Inc762544104 · RBBN | CS | $578,000 | 112,290 |
| Rigel Pharmaceuticals Inc766559603 · RIGL | CS | $824,000 | 320,614 |
| RigNet Inc766582100 | CS | $249,000 | 25,459 |
| Rimini Street Inc76674Q107 · RMNI | CS | $60,000 | 11,929 |
| Ring Energy Inc76680V108 · REI | CS | $911,000 | 155,271 |
| RingCentral Inc76680R206 · RNG | CS | $36.9m | 342,469 |
| Rite Aid Corp767754104 | CS | $1.4m | 2,140,185 |
| Riverview Bancorp Inc769397100 · RVSB | CS | $259,000 | 35,380 |
| RLI Corp749607107 · RLI | CS | $6.2m | 86,084 |
| RLJ Lodging Trust74965L101 · RLJ | RTCS | $10.3m | 588,098 |
| RMR Group Inc/The74967R106 · RMR | CS | $1.7m | 28,440 |
| Robert Half International Inc770323103 · RHI | CS | $25.1m | 385,835 |
| Rocket Pharmaceuticals Inc77313F106 · RCKT | CS | $848,000 | 48,364 |
| Rockwell Automation Inc773903109 · ROK | CS | $84.0m | 478,494 |
| Rockwell Medical Inc774374102 · RMTI | CS | $500,000 | 87,837 |
| Rocky Brands Inc774515100 · RCKY | CS | $212,000 | 8,845 |
| Rogers Corp775133101 · ROG | CS | $8.4m | 53,064 |
| Roku Inc77543R102 · ROKU | CS | $14.8m | 229,402 |
| Rollins Inc775711104 · ROL | CS | $9.1m | 217,492 |
| Roper Technologies Inc776696106 · ROP | CS | $129.7m | 379,270 |
| Rosetta Stone Inc777780107 | CS | $913,000 | 41,803 |
| Ross Stores Inc778296103 · ROST | CS | $101.5m | 1,090,423 |
| Rowan Cos PlcG7665A101 | CS | $2.7m | 248,179 |
| Royal Caribbean Cruises LtdV7780T103 · RCL | CS | $123.1m | 1,073,880 |
| Royal Gold Inc780287108 · RGLD | CS | $16.1m | 177,086 |
| RPC Inc749660106 · RES | CS | $760,000 | 66,570 |
| RPM International Inc749685103 · RPM | CS | $9.5m | 163,724 |
| RPT Realty74971D101 | RTCS | $2.1m | 178,349 |
| American States Water Co029899101 · AWR | CS | $5.9m | 83,087 |
| American Tower Corp03027X100 · AMT | RTCS | $352.2m | 1,787,369 |
| American Vanguard Corp030371108 · AVD | CS | $1.6m | 92,025 |
| American Water Works Co Inc030420103 · AWK | CS | $51.9m | 497,453 |
| American Woodmark Corp030506109 | CS | $3.0m | 36,133 |
| America's Car-Mart Inc/TX03062T105 · CRMT | CS | $1.2m | 13,550 |
| Americold Realty Trust03064D108 · COLD | RTCS | $32.2m | 1,055,130 |
| Ameriprise Financial Inc03076C106 · AMP | CS | $54.8m | 427,924 |
| Ameris Bancorp03076K108 · ABCB | CS | $4.6m | 134,113 |
| AMERISAFE Inc03071H100 · AMSF | CS | $12.1m | 204,116 |
| AmerisourceBergen Corp03073E105 · COR | CS | $25.5m | 320,954 |
| Ames National Corp031001100 · ATLO | CS | $382,000 | 13,919 |
| AMETEK Inc031100100 · AME | CS | $27.4m | 330,658 |
| Amgen Inc031162100 · AMGN | CS | $281.9m | 1,483,920 |
| Amicus Therapeutics Inc03152W109 | CS | $11.5m | 845,466 |
| Amkor Technology Inc031652100 · AMKR | CS | $1.7m | 204,816 |
| AMN Healthcare Services Inc001744101 · AMN | CS | $5.7m | 121,760 |
| Amneal Pharmaceuticals Inc03168L105 · AMRX | CS | $2.6m | 184,736 |
| Amphastar Pharmaceuticals Inc03209R103 · AMPH | CS | $11.6m | 565,760 |
| Amphenol Corp032095101 · APH | CS | $66.8m | 707,668 |
| Ampio Pharmaceuticals Inc03209T109 | CS | $58,000 | 103,275 |
| Amyris Inc03236M200 | CS | $138,000 | 65,812 |
| Anadarko Petroleum Corp032511107 | CS | $33.4m | 734,169 |
| Analog Devices Inc032654105 · ADI | CS | $67.1m | 637,432 |
| Anaplan Inc03272L108 | CS | $8.0m | 203,462 |
| Advanced Drainage Systems Inc00790R104 · WMS | CS | $3.5m | 136,434 |
| Advanced Emissions Solutions Inc00770C101 · ARQ | CS | $453,000 | 39,165 |
| Advanced Energy Industries Inc007973100 · AEIS | CS | $4.2m | 85,296 |
| Advanced Micro Devices Inc007903107 · AMD | CS | $119.4m | 4,680,499 |
| AdvanSix Inc00773T101 · ASIX | CS | $2.1m | 74,978 |
| Adverum Biotechnologies Inc00773U108 | CS | $617,000 | 117,797 |
| AECOM00766T100 · ACM | CS | $7.9m | 266,697 |
| Aegion Corp00770F104 | CS | $1.2m | 70,701 |
| Aeglea BioTherapeutics Inc00773J103 | CS | $238,000 | 29,576 |
| AerCap Holdings NVN00985106 · AER | CS | $4.6m | 98,190 |
| Aerie Pharmaceuticals Inc00771V108 | CS | $3.7m | 78,611 |
| Aerohive Networks Inc007786106 | CS | $1.1m | 235,855 |
| Aerojet Rocketdyne Holdings Inc007800105 | CS | $5.7m | 160,970 |
| Aerovironment Inc008073108 · AVAV | CS | $3.3m | 48,306 |
| AES Corp/VA00130H105 · AES | CS | $21.2m | 1,175,089 |
| Affiliated Managers Group Inc008252108 · AMG | CS | $10.3m | 96,586 |
| Aflac Inc001055102 · AFL | CS | $64.3m | 1,286,605 |
| AG Mortgage Investment Trust Inc001228105 | RTCS | $1.0m | 61,379 |
| AGCO Corp001084102 · AGCO | CS | $5.8m | 84,088 |
| Agenus Inc00847G705 · AGEN | CS | $543,000 | 182,766 |
| AgeX Therapeutics Inc00848H108 | CS | $75,000 | 18,542 |
| Agilent Technologies Inc00846U101 · A | CS | $56.8m | 706,776 |
| Agilysys Inc00847J105 · AGYS | CS | $1.3m | 59,697 |
| Agios Pharmaceuticals Inc00847X104 · AGIO | CS | $5.3m | 78,335 |
| AGNC Investment Corp00123Q104 · AGNC | RTCS | $13.2m | 733,453 |
| Agree Realty Corp008492100 · ADC | RTCS | $30.2m | 436,170 |
| AgroFresh Solutions Inc00856G109 | CS | $184,000 | 55,110 |
| Aimmune Therapeutics Inc00900T107 | CS | $2.4m | 108,875 |
| Air Lease Corp00912X302 | CS | $4.0m | 115,755 |
| Air Products & Chemicals Inc009158106 · APD | CS | $81.2m | 425,129 |
| Air Transport Services Group Inc00922R105 | CS | $2.7m | 118,924 |
| Aircastle LtdG0129K104 | CS | $2.9m | 144,305 |
| AK Steel Holding Corp001547108 | CS | $1.8m | 653,579 |
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 |