BlackRock Group LTD

CIK 0001003283 · Q4 2016

13F Equity AUM

$210.1T

+105618.5% QoQ

Positions

2,809

+3 QoQ

AUM Rank

—

Skill Alpha (FF)

+0.7%/yr^ns

No Clear Edge

Rank #2,064 · Top 25%

vs S&P +1.0%/yr (unadj.)

Quarters Tracked

~4 years

Portfolio Concentration

Top 5: 8.8%Top 10: 14.3%Top 20: 23.5%

AAPL2.7%

MSFT1.9%

XOM1.5%

JNJ1.4%

JPM1.3%

AMZN1.2%

META1.1%

GE1.0%

WFC1.0%

GOOG1.0%

Others (2799)85.7%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services15.3%

Technology13.3%

Healthcare12.2%

Unclassified10.4%

Consumer Cyclical8.2%

Industrials8.1%

Communication Services8.0%

Consumer Defensive6.8%

Other17.7%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 2809Median: 0.00%Avg: 0.04%

0–0.5%

2775(67.4%)

0.5–1%

21(15.3%)

1–3%

13(17.3%)

3–5%

0(0.0%)

5%+

0(0.0%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 2,790Unique: 19vs 20 funds

49.4%High

2,809

Fund positions

5,626

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 10 benchmark funds with highest portfolio overlap (Jaccard similarity)

BLACKROCK ADVISORS LLC

78.2%

BlackRock Fund Advisors

74.8%

BlackRock Investment Management, LLC

74.7%

PARAMETRIC PORTFOLIO ASSOCIATES LLC

64.1%

TIAA CREF INVESTMENT MANAGEMENT LLC

75.9%

TEACHERS ADVISORS, LLC

74.6%

Aperio Group, LLC

64.9%

PEAK6 Investments, L.P.

55.9%

OppenheimerFunds, Inc.

55.3%

BlackRock Japan Co. Ltd

39.7%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New98Increased2155Decreased520Exited108

New Positions

YUMC0.1%

+4.7M

ARNCCHF0.0%

+3.8M

AGNC0.0%

+3.1M

ENVISION HEALTHCARE …0.0%

+605K

AMXN0.0%

+1.0M

QUALITY CARE PPTYS I…0.0%

+849K

FTS0.0%

+544K

LW0.0%

+733K

ADNT0.0%

+319K

AA0.0%

+546K

Increased

IAUUSD0.2%

+22.2M(+149%)

VALE0.2%

+12.3M(+26%)

PFE1.0%

+6.2M(+11%)

VALE0.0%

+5.4M(+81%)

BAC1.0%

+4.3M(+5%)

ICE0.1%

+3.8M(+368%)

AU3EUR0.1%

+3.7M(+19%)

INTC0.8%

+2.7M(+7%)

7HP0.1%

+2.5M(+17%)

DAL0.1%

+2.2M(+58%)

Decreased

ABX0.1%

-10,109,223(-37%)

ABEV0.0%

-7,934,339(-34%)

AMERICAN CAP LTD0.0%

-5,505,266(-83%)

EDG0.1%

-4,106,314(-9%)

GE1.0%

-3,463,713(-5%)

ALLY0.0%

-3,180,233(-45%)

BVXB0.1%

-2,943,879(-13%)

SFUNUSD0.0%

-2,559,165(-85%)

SPDR SERIES TRUST0.1%

-1,640,757(-25%)

BVN0.0%

-1,610,612(-22%)

Exited

LINKEDIN CORP

-695,181

-11,618,312

AMERICAN CAPITAL AGE…

-3,117,900

ITC HLDGS CORP

-838,747

ENDESA AMERS SA

-740,433

N2EUR

-163,416

ISHARES

-1,272,799

CCI 4.5 11/01/16 A

-227,079

LIBERTY INTERACTIVE …

-347,539

PARKWAY PPTYS INC

-625,944

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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