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 |
|---|---|---|---|
| Erie Indemnity Co29530P102 · ERIE | CS | $7.9m | 44,173 |
| Eros International PLCG3788M114 | CS | $672,000 | 73,516 |
| Escalade Inc296056104 · ESCA | CS | $187,000 | 16,713 |
| ESCO Technologies Inc296315104 · ESE | CS | $6.8m | 101,646 |
| Esperion Therapeutics Inc29664W105 | CS | $2.6m | 64,998 |
| ESSA Bancorp Inc29667D104 | CS | $245,000 | 15,892 |
| Essent Group LtdG3198U102 · ESNT | CS | $35.7m | 821,694 |
| Essential Properties Realty Trust Inc29670E107 · EPRT | RTCS | $1.6m | 80,310 |
| Essex Property Trust Inc297178105 · ESS | RTCS | $117.3m | 405,632 |
| Estee Lauder Cos Inc/The518439104 · EL | CS | $95.6m | 577,454 |
| Ethan Allen Interiors Inc297602104 · ETD | CS | $1.5m | 79,509 |
| Etsy Inc29786A106 · ETSY | CS | $57.5m | 855,954 |
| Euronet Worldwide Inc298736109 · EEFT | CS | $14.4m | 101,174 |
| Evans Bancorp Inc29911Q208 | CS | $298,000 | 8,358 |
| Evelo Biosciences Inc299734103 | CS | $153,000 | 19,181 |
| Everbridge Inc29978A104 | CS | $6.3m | 84,461 |
| Evercore Inc29977A105 · EVR | CS | $6.8m | 74,876 |
| Everest Re Group LtdG3223R108 · EG | CS | $22.4m | 103,815 |
| Evergy Inc30034W106 · EVRG | CS | $28.6m | 493,085 |
| Everi Holdings Inc30034T103 | CS | $3.6m | 344,969 |
| Eversource Energy30040W108 · ES | CS | $46.5m | 655,820 |
| EVERTEC Inc30040P103 · EVTC | CS | $23.2m | 834,863 |
| EVI Industries Inc26929N102 · EVI | CS | $237,000 | 6,228 |
| Evo Payments Inc26927E104 | CS | $1.3m | 44,397 |
| Evolent Health Inc30050B101 · EVH | CS | $2.3m | 181,093 |
| Evolus Inc30052C107 · EOLS | CS | $800,000 | 35,467 |
| Evolution Petroleum Corp30049A107 · EPM | CS | $1.4m | 203,884 |
| Evoqua Water Technologies Corp30057T105 | CS | $8.7m | 693,576 |
| EW Scripps Co/The811054402 · SSP | CS | $2.1m | 101,910 |
| Exact Sciences Corp30063P105 | CS | $47.8m | 551,942 |
| Exantas Capital Corp30068N105 | RTCS | $752,000 | 70,760 |
| Exela Technologies Inc30162V102 | CS | $323,000 | 96,597 |
| Exelixis Inc30161Q104 · EXEL | CS | $14.0m | 587,335 |
| Exelon Corp30161N101 · EXC | CS | $87.4m | 1,742,961 |
| ExlService Holdings Inc302081104 · EXLS | CS | $8.1m | 135,060 |
| Expedia Group Inc30212P303 · EXPE | CS | $162.9m | 1,369,305 |
| Expeditors International of Washington Inc302130109 · EXPD | CS | $30.4m | 399,875 |
| Exponent Inc30214U102 · EXPO | CS | $27.7m | 479,421 |
| Express Inc30219E103 | CS | $1.0m | 243,141 |
| Extended Stay America Inc30224P200 | UN | $15.9m | 887,157 |
| Exterran Corp30227H106 | CS | $7.6m | 452,498 |
| Inovio Pharmaceuticals Inc45773H201 · INO | CS | $882,000 | 236,487 |
| Inphi Corp45772F107 | CS | $4.5m | 102,421 |
| Insight Enterprises Inc45765U103 · NSIT | CS | $24.6m | 447,475 |
| Insmed Inc457669307 · INSM | CS | $5.5m | 190,928 |
| Insperity Inc45778Q107 · NSP | CS | $49.3m | 399,067 |
| Inspire Medical Systems Inc457730109 · INSP | CS | $2.1m | 37,491 |
| Installed Building Products Inc45780R101 · IBP | CS | $2.3m | 47,341 |
| Insteel Industries Inc45774W108 · IIIN | CS | $802,000 | 38,334 |
| Instructure Inc45781U103 | CS | $3.1m | 65,042 |
| Insulet Corp45784P101 · PODD | CS | $15.7m | 165,452 |
| Insys Therapeutics Inc45824V209 | CS | $258,000 | 55,750 |
| Integer Holdings Corp45826H109 · ITGR | CS | $29.4m | 390,170 |
| Integra LifeSciences Holdings Corp457985208 · IART | CS | $5.2m | 92,458 |
| Integrated Device Technology Inc458118106 | CS | $15.0m | 305,250 |
| Intel Corp458140100 · INTC | CS | $643.6m | 11,985,430 |
| Intellia Therapeutics Inc45826J105 · NTLA | CS | $1.5m | 87,213 |
| Intelsat SAL5140P101 | CS | $2.1m | 132,822 |
| Inter Parfums Inc458334109 · IPAR | CS | $2.7m | 35,651 |
| Interactive Brokers Group Inc45841N107 · IBKR | CS | $4.7m | 91,045 |
| Intercept Pharmaceuticals Inc45845P108 | CS | $5.1m | 45,887 |
| Intercontinental Exchange Inc45866F104 · ICE | CS | $128.2m | 1,683,258 |
| InterDigital Inc45867G101 · IDCC | CS | $7.6m | 115,198 |
| Interface Inc458665304 · TILE | CS | $1.9m | 123,256 |
| Internap Corp45885A409 | CS | $277,000 | 55,945 |
| International Bancshares Corp459044103 | CS | $4.2m | 111,324 |
| International Business Machines Corp459200101 · IBM | CS | $302.5m | 2,143,546 |
| International Flavors & Fragrances Inc459506101 · IFF | CS | $22.2m | 172,358 |
| International Game Technology PLCG4863A108 · BRSL | CS | $1.7m | 132,189 |
| International Paper Co460146103 · IP | CS | $52.4m | 1,132,840 |
| International Seaways IncY41053102 · INSW | CS | $828,000 | 48,289 |
| International Speedway Corp460335201 | CS | $2.7m | 62,519 |
| Interpublic Group of Cos Inc/The460690100 | CS | $19.7m | 939,391 |
| Intersect ENT Inc46071F103 | CS | $11.9m | 371,260 |
| InterXion Holding NVN47279109 | CS | $10.3m | 155,000 |
| INTL. FCStone Inc46116V105 | CS | $2.7m | 69,349 |
| Intra-Cellular Therapies Inc46116X101 | CS | $5.7m | 470,987 |
| Intrepid Potash Inc46121Y102 · IPI | CS | $826,000 | 217,916 |
| Intrexon Corp46122T102 | CS | $931,000 | 176,981 |
| IntriCon Corp46121H109 | CS | $603,000 | 24,033 |
| Intuit Inc461202103 · INTU | CS | $290.3m | 1,110,419 |
| Intuitive Surgical Inc46120E602 · ISRG | CS | $266.5m | 467,101 |
| Invacare Corp461203101 | CS | $579,000 | 69,140 |
| Invesco LtdG491BT108 · IVZ | CS | $14.4m | 745,969 |
| Invesco Mortgage Capital Inc46131B100 · IVR | RTCS | $4.6m | 288,877 |
| Investar Holding Corp46134L105 · ISTR | CS | $322,000 | 14,198 |
| Investors Bancorp Inc46146L101 | CS | $7.0m | 588,342 |
| Investors Real Estate Trust461730509 | RTCS | $1.7m | 28,519 |
| Investors Title Co461804106 · ITIC | CS | $388,000 | 2,457 |
| Invitae Corp46185L103 | CS | $22.6m | 967,120 |
| Invitation Homes Inc46187W107 · INVH | RTCS | $41.4m | 1,701,969 |
| ION Geophysical Corp462044207 | CS | $391,000 | 27,076 |
| Ionis Pharmaceuticals Inc462222100 · IONS | CS | $15.5m | 191,384 |
| Iovance Biotherapeutics Inc462260100 · IOVA | CS | $3.9m | 407,363 |
| IPG Photonics Corp44980X109 · IPGP | CS | $7.5m | 49,723 |
| IQVIA Holdings Inc46266C105 · IQV | CS | $56.1m | 390,197 |
| iRhythm Technologies Inc450056106 · IRTC | CS | $19.6m | 260,821 |
| Iridium Communications Inc46269C102 · IRDM | CS | $10.0m | 379,163 |
| iRobot Corp462726100 | CS | $8.5m | 72,085 |
| Iron Mountain Inc46284V101 · IRM | RTCS | $19.2m | 540,146 |
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 |