Прогнозирование цен акций компаний нефтегазового сектора
Цена на нефть как основной фактор изменения цен акций компании. Влияние новостного фона о компании на цену акций. Механизм работы фондового рынка. Рекуррентная нейронная сеть с долгой краткосрочной памятью. Выбор временного интервала для прогнозирования.
| Рубрика | Экономика и экономическая теория |
| Вид | дипломная работа |
| Язык | русский |
| Дата добавления | 04.09.2016 |
| Размер файла | 3,1 M |
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Среди моделей, построенных в данной работе, наилучшие результаты при прогнозировании цены акции компании ExxonMobil показала модель авторегрессии - распределенного лага, средняя абсолютная процентная ошибка которой в 3 раза ниже ошибки остальных моделей.
Для прогнозирования цены акции компании Роснефть наилучшее качество прогноза удалось получить, построив модель на основе искусственных нейронных сетей. При этом, второй по качеству оказалась модель рекуррентных нейронных сетей с долгой краткосрочной памятью, особенностью которой является умение забывать часть бесполезной информации, а также перестраиваться, изменяя веса сети, с течением времени. При этом, рекуррентная нейронная сеть использовала всего лишь один предиктор - значения цены акции за прошлые периоды времени, которого, как оказалось, может хватить для довольно устойчивого прогноза (MAPE = 0,037).
В целом, можно заметить, что модели машинного обучения способны справляться с прогнозированием временных рядов в таких сложных системах, как фондовый рынок, не хуже классических подходов к прогноизрованию при условии, что доступен большой набор данных для обучения модели. Также, анализ весов нейронных сетей, проведенный в данной работе, позволил изучить различные скрытые закономерности, и влияние факторов, которые модели авторегрессии - распределенного лага и авторегрессии - скользящего среднего выявить не смогли.
Поставленные в начале работы задачи исследования были выполнены, а именно:
1) проведен анализ предметной области;
2) определены факторы, влияющих на значения цены акций компаний нефтегазового сектора;
3) построены эконометрические модели, описывающие цену акций компании нефтегазового сектора;
4) построены модели нейронных сетей, описывающие цену акций компании нефтегазового сектора;
5) проведен анализ построенных моделей.
Полученные результаты доказывают применимость методов машинного обучения к прогнозированию финансовых временных рядов наряду с эконометрическими подходами к анализу временных рядов. Данное исследование является лишь примером применения современных методов машинного обучения, быстрое развитие данной области позволяет надеяться на появление всё новых методов и алгоритмов для решения различных задач анализа данных в финансовой и других сферах.
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Приложения
Приложение 1
Рисунок Процесс построения модели искусственной нейронной сети для прогнозирования цены акции компании ExxonMobil в SAS Enterprise Miner 14.1
Рисунок Процесс построения модели искусственной нейронной сети для прогнозирования цены акции компании Роснефть в SAS Enterprise Miner 14.1
Приложение 2
Код программы для создания лаговых переменных при прогнозировании цены акции компании ExxonMobil (SAS)
data _tmp_train(drop=i);
set &EM_IMPORT_DATA;
array vars_for_lag [9] Brent_Close Brent_Volume Brent_range SP_Close SP_range XOM_Volume XOM_diff XOM_news XOM_range;
array vars_lag1 [9] Brent_Close1 Brent_Volume1 Brent_range1 SP_Close1 SP_range1 XOM_Volume1 XOM_diff1 XOM_news1 XOM_range1;
array vars_lag2 [9] Brent_Close2 Brent_Volume2 Brent_range2 SP_Close2 SP_range2 XOM_Volume2 XOM_diff2 XOM_news2 XOM_range2;
array vars_lag3 [9] Brent_Close3 Brent_Volume3 Brent_range3 SP_Close3 SP_range3 XOM_Volume3 XOM_diff3 XOM_news3 XOM_range3;
array vars_lag4 [9] Brent_Close4 Brent_Volume4 Brent_range4 SP_Close4 SP_range4 XOM_Volume4 XOM_diff4 XOM_news4 XOM_range4;
do i=1 to 9;
vars_lag1[i] = lag(vars_for_lag[i]);
vars_lag2[i] = lag2(vars_for_lag[i]);
vars_lag3[i] = lag3(vars_for_lag[i]);
vars_lag4[i] = lag4(vars_for_lag[i]);
end;
run;
data _tmp_validate(drop=i);
set &EM_IMPORT_VALIDATE;
array vars_for_lag [9] Brent_Close Brent_Volume Brent_range SP_Close SP_range XOM_Volume XOM_diff XOM_news XOM_range;
array vars_lag1 [9] Brent_Close1 Brent_Volume1 Brent_range1 SP_Close1 SP_range1 XOM_Volume1 XOM_diff1 XOM_news1 XOM_range1;
array vars_lag2 [9] Brent_Close2 Brent_Volume2 Brent_range2 SP_Close2 SP_range2 XOM_Volume2 XOM_diff2 XOM_news2 XOM_range2;
array vars_lag3 [9] Brent_Close3 Brent_Volume3 Brent_range3 SP_Close3 SP_range3 XOM_Volume3 XOM_diff3 XOM_news3 XOM_range3;
array vars_lag4 [9] Brent_Close4 Brent_Volume4 Brent_range4 SP_Close4 SP_range4 XOM_Volume4 XOM_diff4 XOM_news4 XOM_range4;
do i=1 to 9;
vars_lag1[i] = lag(vars_for_lag[i]);
vars_lag2[i] = lag2(vars_for_lag[i]);
vars_lag3[i] = lag3(vars_for_lag[i]);
vars_lag4[i] = lag4(vars_for_lag[i]);
end;
run;
data &EM_EXPORT_TRAIN;
set _tmp_train;
where (Date < '1mar2016'd);
run;
data &EM_EXPORT_VALIDATE;
set _tmp_validate;
where (Date < '1mar2016'd);
run;
data &EM_EXPORT_TEST;
set _tmp_train _tmp_validate;
where (Date >= '1mar2016'd);
run;
Приложение 3
Код программы для создания лаговых переменных при прогнозировании цены акции компании Роснефть (SAS)
data _tmp_train(drop=i);
set &EM_IMPORT_DATA;
array vars_for_lag [9] Brent_Close Brent_Volume Brent_range RTSI_Close RTSI_range ROSN_Volume ROSN_diff ROSN_news ROSN_range;
array vars_lag1 [9] Brent_Close1 Brent_Volume1 Brent_range1 RTSI_Close1 RTSI_range1 ROSN_Volume1 ROSN_diff1 ROSN_news1 ROSN_range1;
array vars_lag2 [9] Brent_Close2 Brent_Volume2 Brent_range2 RTSI_Close2 RTSI_range2 ROSN_Volume2 ROSN_diff2 ROSN_news2 ROSN_range2;
array vars_lag3 [9] Brent_Close3 Brent_Volume3 Brent_range3 RTSI_Close3 RTSI_range3 ROSN_Volume3 ROSN_diff3 ROSN_news3 ROSN_range3;
array vars_lag4 [9] Brent_Close4 Brent_Volume4 Brent_range4 RTSI_Close4 RTSI_range4 ROSN_Volume4 ROSN_diff4 ROSN_news4 ROSN_range4;
do i=1 to 9;
vars_lag1[i] = lag(vars_for_lag[i]);
vars_lag2[i] = lag2(vars_for_lag[i]);
vars_lag3[i] = lag3(vars_for_lag[i]);
vars_lag4[i] = lag4(vars_for_lag[i]);
end;
run;
data _tmp_validate(drop=i);
set &EM_IMPORT_VALIDATE;
array vars_for_lag [9] Brent_Close Brent_Volume Brent_range RTSI_Close RTSI_range ROSN_Volume ROSN_diff ROSN_news ROSN_range;
array vars_lag1 [9] Brent_Close1 Brent_Volume1 Brent_range1 RTSI_Close1 RTSI_range1 ROSN_Volume1 ROSN_diff1 ROSN_news1 ROSN_range1;
array vars_lag2 [9] Brent_Close2 Brent_Volume2 Brent_range2 RTSI_Close2 RTSI_range2 ROSN_Volume2 ROSN_diff2 ROSN_news2 ROSN_range2;
array vars_lag3 [9] Brent_Close3 Brent_Volume3 Brent_range3 RTSI_Close3 RTSI_range3 ROSN_Volume3 ROSN_diff3 ROSN_news3 ROSN_range3;
array vars_lag4 [9] Brent_Close4 Brent_Volume4 Brent_range4 RTSI_Close4 RTSI_range4 ROSN_Volume4 ROSN_diff4 ROSN_news4 ROSN_range4;
do i=1 to 9;
vars_lag1[i] = lag(vars_for_lag[i]);
vars_lag2[i] = lag2(vars_for_lag[i]);
vars_lag3[i] = lag3(vars_for_lag[i]);
vars_lag4[i] = lag4(vars_for_lag[i]);
end;
run;
data &EM_EXPORT_TRAIN;
set _tmp_train;
where (Date < '1mar2016'd);
run;
data &EM_EXPORT_VALIDATE;
set _tmp_validate;
where (Date < '1mar2016'd);
run;
data &EM_EXPORT_TEST;
set _tmp_train _tmp_validate;
where (Date >= '1mar2016'd);
run;
Приложение 4
Код программы для обучения LSTM RNN (Python 2.7).
# -*- coding: utf-8 -*-
"""
Created on Mon Apr 11 12:06:34 2016
@author: rusdem
"""
""" используемые дополнительные библиотеки"""
import pandas as pd
import numpy as np
import os
""" импорт библиотек для создания архитектуры нейронной сети """
from keras.models import Sequential
from keras.layers.core import Dense, Activation
from keras.layers.recurrent import LSTM
""" создание архитектуры"""
in_out_neurons = 1
hidden_neurons = 49
model = Sequential()
model.add(LSTM(in_out_neurons, hidden_neurons, return_sequences=False))
model.add(Dense(hidden_neurons, in_out_neurons))
model.add(Activation("linear"))
model.compile(loss="mean_squared_error", optimizer="rmsprop")
""" предварительная обработки данных"""
data_tmp = pd.read_csv("DIPLOM_xom_result_for_analyze.csv", header=0, sep=";", parse_dates=True)
data_tmp["Dates"]=pd.to_datetime(data_tmp["Date"])
data_tmp_train = data_tmp[data_tmp["Dates"] <= '2016-02-29']
data_tmp_test = data_tmp[data_tmp["Dates"] > '2016-02-29']
data_tmp_train2 = data_tmp_train.set_index("Dates")
data_tmp_test2 = data_tmp_test.set_index("Dates")
data_train = data_tmp_train2[["XOM_Close"]]
data_test = data_tmp_test2[["XOM_Close"]]
""" функция для создания набора данных необходимой размерности"""
def _load_data(data, n_prev = 25):
docX, docY = [], []
for i in range(len(data)-n_prev):
docX.append(data.iloc[i:i+n_prev].as_matrix())
docY.append(data.iloc[i+n_prev].as_matrix())
alsX = np.array(docX)
alsY = np.array(docY)
return alsX, alsY
""" функция для разделения набора данных на обучающую и валидационную выборки"""
def train_test_split(df, test_size=0.1):
ntrn = round(len(df) * (1 - test_size))
X_train, y_train = _load_data(df.iloc[0:ntrn])
X_test, y_test = _load_data(df.iloc[ntrn:])
return (X_train, y_train), (X_test, y_test)
(X_train, y_train), (X_test, y_test) = train_test_split(data_train)
""" обучение модели и получение результата прогнозирования на тестовой выборке"""
model.fit(X_train, y_train, batch_size=100, nb_epoch=360, validation_split=0.1)
predicted = model.predict(data_test)
MAPE= np.sum((y_test - predicted)/y_test)/predicted.shape[0]
Приложение 5
База расчета Индекса S&P500 (действует с 29 апреля 2016 года)
Таблица 14, список компаний в индексе S&P500
|
Company |
Ticker |
Local Price |
Shares Outstanding |
Market Cap |
|
|
3M Co |
MMM |
167.38 |
605,038,000.00 |
101,271,260,440.00 |
|
|
AES Corp |
AES |
ноя.16 |
659,733,000.00 |
7,362,620,280.00 |
|
|
AFLAC Inc |
AFL |
68.97 |
420,001,000.00 |
28,967,468,970.00 |
|
|
AGL Resources |
GAS |
65.86 |
120,384,000.00 |
7,928,490,240.00 |
|
|
AMETEK Inc |
AME |
48.09 |
235,538,000.00 |
11,327,022,420.00 |
|
|
AT&T Inc |
T |
38.82 |
6,151,209,000.00 |
238,789,933,380.00 |
|
|
AbbVie Inc. |
ABBV |
61.00 |
1,611,238,000.00 |
98,285,518,000.00 |
|
|
Abbott Laboratories |
ABT |
38.90 |
1,473,242,000.00 |
57,309,113,800.00 |
|
|
Accenture plc A |
ACN |
112.92 |
627,914,000.00 |
70,904,048,880.00 |
|
|
Activision Blizzard Inc |
ATVI |
34.47 |
734,998,000.00 |
25,335,381,060.00 |
|
|
Adobe Systems Inc |
ADBE |
94.22 |
498,330,000.00 |
46,952,652,600.00 |
|
|
Advance Auto Parts Inc |
AAP |
156.10 |
73,322,000.00 |
11,445,564,200.00 |
|
|
Aetna Inc |
AET |
112.27 |
349,600,000.00 |
39,249,592,000.00 |
|
|
Affiliated Managers Grp |
AMG |
170.32 |
53,992,000.00 |
9,195,917,440.00 |
|
|
Agilent Technologies Inc |
A |
40.92 |
327,770,000.00 |
13,412,348,400.00 |
|
|
Air Products & Chemicals Inc |
APD |
145.89 |
215,650,000.00 |
31,461,178,500.00 |
|
|
Airgas Inc |
ARG |
142.44 |
72,428,000.00 |
10,316,644,320.00 |
|
|
Akamai Technologies Inc |
AKAM |
50.99 |
176,748,000.00 |
9,012,380,520.00 |
|
|
Alcoa Inc |
AA |
ноя.17 |
1,314,846,000.00 |
14,686,829,820.00 |
|
|
Alexion Pharmaceuticals Inc |
ALXN |
139.28 |
225,291,000.00 |
31,378,530,480.00 |
|
|
Allegion plc |
ALLE |
65.45 |
96,097,000.00 |
6,289,548,650.00 |
|
|
Allergan plc |
AGN |
216.56 |
394,687,000.00 |
85,473,416,720.00 |
|
|
Alliance Data Systems Corp |
ADS |
203.31 |
59,261,000.00 |
12,048,353,910.00 |
|
|
Allstate Corp |
ALL |
65.05 |
378,300,000.00 |
24,608,415,000.00 |
|
|
Alphabet Inc A |
GOOGL |
707.88 |
292,581,000.00 |
207,112,238,280.00 |
|
|
Alphabet Inc C |
GOOG |
693.01 |
345,539,000.00 |
239,461,982,390.00 |
|
|
Altria Group Inc |
MO |
62.71 |
1,957,932,000.00 |
122,781,915,720.00 |
|
|
Amazon.com Inc |
AMZN |
659.59 |
470,842,000.00 |
310,562,674,780.00 |
|
|
Ameren Corp |
AEE |
48.00 |
242,635,000.00 |
11,646,480,000.00 |
|
|
American Airlines Group Inc. |
AAL |
34.69 |
603,018,000.00 |
20,918,694,420.00 |
|
|
American Electric Power |
AEP |
63.50 |
491,053,000.00 |
31,181,865,500.00 |
|
|
American Express Co |
AXP |
65.43 |
964,045,000.00 |
63,077,464,350.00 |
|
|
American Intl Group Inc |
AIG |
55.82 |
1,149,448,000.00 |
64,162,187,360.00 |
|
|
American Tower Corp A |
AMT |
104.88 |
423,898,000.00 |
44,458,422,240.00 |
|
|
American Water Works Co Inc |
AWK |
72.76 |
178,009,000.00 |
12,951,934,840.00 |
|
|
Ameriprise Financial Inc |
AMP |
95.90 |
168,971,000.00 |
16,204,318,900.00 |
|
|
AmerisourceBergen Corp |
ABC |
85.10 |
225,425,000.00 |
19,183,667,500.00 |
|
|
Amgen Inc |
AMGN |
158.30 |
752,091,000.00 |
119,056,005,300.00 |
|
|
Amphenol Corp A |
APH |
55.83 |
308,038,000.00 |
17,197,761,540.00 |
|
|
Anadarko Petroleum Corp |
APC |
52.76 |
508,439,000.00 |
26,825,241,640.00 |
|
|
Analog Devices Inc |
ADI |
56.32 |
310,019,000.00 |
17,460,270,080.00 |
|
|
Anthem Inc |
ANTM |
140.77 |
261,352,000.00 |
36,790,521,040.00 |
|
|
Aon plc |
AON |
105.12 |
270,082,000.00 |
28,391,019,840.00 |
|
|
Apache Corp |
APA |
54.40 |
378,298,000.00 |
20,579,411,200.00 |
|
|
Apartment Investment & Mgmt |
AIV |
40.06 |
156,600,000.00 |
6,273,396,000.00 |
|
|
Apple Inc. |
AAPL |
93.74 |
5,544,583,000.00 |
519,749,210,420.00 |
|
|
Applied Materials Inc |
AMAT |
20.47 |
1,130,725,000.00 |
23,145,940,750.00 |
|
|
Archer-Daniels-Midland Co |
ADM |
39.94 |
595,329,000.00 |
23,777,440,260.00 |
|
|
Assurant Inc |
AIZ |
84.57 |
64,777,000.00 |
5,478,190,890.00 |
|
|
AutoNation Inc |
AN |
50.65 |
107,225,000.00 |
5,430,946,250.00 |
|
|
AutoZone Inc |
AZO |
765.23 |
30,208,000.00 |
23,116,067,840.00 |
|
|
Autodesk Inc |
ADSK |
59.82 |
225,323,000.00 |
13,478,821,860.00 |
|
|
Automatic Data Processing |
ADP |
88.44 |
457,451,000.00 |
40,456,966,440.00 |
|
|
AvalonBay Communities Inc |
AVB |
176.79 |
137,003,000.00 |
24,220,760,370.00 |
|
|
Avery Dennison Corp |
AVY |
72.61 |
89,431,000.00 |
6,493,584,910.00 |
|
|
BB&T Corp |
BBT |
35.38 |
811,938,000.00 |
28,726,366,440.00 |
|
|
Baker Hughes Inc |
BHI |
48.36 |
437,854,000.00 |
21,174,619,440.00 |
|
|
Ball Corp |
BLL |
71.38 |
141,713,000.00 |
10,115,473,940.00 |
|
|
Bank of America Corp |
BAC |
14.56 |
10,325,631,000.00 |
150,341,187,360.00 |
|
|
Bard C.R. Inc |
BCR |
212.17 |
73,735,000.00 |
15,644,354,950.00 |
|
|
Baxalta Inc |
BXLT |
41.95 |
681,241,000.00 |
28,578,059,950.00 |
|
|
Baxter Intl Inc |
BAX |
44.22 |
547,872,000.00 |
24,226,899,840.00 |
|
|
Becton Dickinson & Co |
BDX |
161.26 |
211,817,000.00 |
34,157,609,420.00 |
|
|
Bed Bath & Beyond Inc |
BBBY |
47.22 |
163,587,000.00 |
7,724,578,140.00 |
|
|
Berkshire Hathaway B |
BRK.B |
145.48 |
2,465,196,000.00 |
358,636,714,080.00 |
|
|
Best Buy Co Inc |
BBY |
32.08 |
323,828,000.00 |
10,388,402,240.00 |
|
|
Biogen Inc |
BIIB |
274.99 |
218,673,000.00 |
60,132,888,270.00 |
|
|
BlackRock Inc |
BLK |
356.33 |
163,942,000.00 |
58,417,452,860.00 |
|
|
Block H & R Inc |
HRB |
20.24 |
235,950,000.00 |
4,775,628,000.00 |
|
|
Boeing Co |
BA |
134.80 |
662,504,000.00 |
89,305,539,200.00 |
|
|
Borgwarner Inc |
BWA |
35.92 |
218,639,000.00 |
7,853,512,880.00 |
|
|
Boston Properties Inc |
BXP |
128.86 |
153,592,000.00 |
19,791,865,120.00 |
|
|
Boston Scientific Corp |
BSX |
21.92 |
1,348,346,000.00 |
29,555,744,320.00 |
|
|
Bristol-Myers Squibb |
BMY |
72.18 |
1,669,459,000.00 |
120,501,550,620.00 |
|
|
Broadcom Limited |
AVGO |
145.75 |
390,316,000.00 |
56,888,557,000.00 |
|
|
Brown-Forman Corp B |
BF.B |
96.32 |
115,518,000.00 |
11,126,693,760.00 |
|
|
CA Inc |
CA |
29.66 |
416,763,000.00 |
12,361,190,580.00 |
|
|
CBRE Group Inc. |
CBG |
29.63 |
334,241,000.00 |
9,903,560,830.00 |
|
|
CBS Corp B |
CBS |
55.91 |
421,814,000.00 |
23,583,620,740.00 |
|
|
CF Industries Holdings |
CF |
33.07 |
233,083,000.00 |
7,708,054,810.00 |
|
|
CH Robinson Worldwide Inc |
CHRW |
70.97 |
143,243,000.00 |
10,165,955,710.00 |
|
|
CME Group Inc A |
CME |
91.91 |
338,413,000.00 |
31,103,538,830.00 |
|
|
CMS Energy Corp |
CMS |
40.68 |
277,167,000.00 |
11,275,153,560.00 |
|
|
CSRA Inc |
CSRA |
25.96 |
162,230,000.00 |
4,211,490,800.00 |
|
|
CSX Corporation |
CSX |
27.27 |
963,150,000.00 |
26,265,100,500.00 |
|
|
CVS Health Corporation |
CVS |
100.50 |
1,098,491,000.00 |
110,398,345,500.00 |
|
|
Cablevision Systems Co A |
CVC |
33.39 |
222,522,000.00 |
7,430,009,580.00 |
|
|
Cabot Oil & Gas A |
COG |
23.40 |
458,060,000.00 |
10,718,604,000.00 |
|
|
Campbell Soup Co |
CPB |
61.71 |
310,031,000.00 |
19,132,013,010.00 |
|
|
Capital One Financial |
COF |
72.39 |
527,380,000.00 |
38,177,038,200.00 |
|
|
Cardinal Health Inc |
CAH |
78.46 |
329,330,000.00 |
25,839,231,800.00 |
|
|
Carmax Inc |
KMX |
52.95 |
195,729,000.00 |
10,363,850,550.00 |
|
|
Carnival Corp |
CCL |
49.05 |
577,745,000.00 |
28,338,392,250.00 |
|
|
Caterpillar Inc |
CAT |
77.72 |
582,322,000.00 |
45,258,065,840.00 |
|
|
Celgene Corp |
CELG |
103.41 |
781,665,000.00 |
80,831,977,650.00 |
|
|
Centene Corp |
CNC |
61.96 |
169,943,348.00 |
10,529,689,842.08 |
|
|
Centerpoint Energy Inc |
CNP |
21.45 |
430,272,000.00 |
9,229,334,400.00 |
|
|
CenturyLink Inc |
CTL |
30.95 |
543,853,000.00 |
16,832,250,350.00 |
|
|
Cerner Corp |
CERN |
56.14 |
340,017,000.00 |
19,088,554,380.00 |
|
|
Chesapeake Energy Corp |
CHK |
июн.87 |
663,358,000.00 |
4,557,269,460.00 |
|
|
Chevron Corp |
CVX |
102.18 |
1,883,156,000.00 |
192,420,880,080.00 |
|
|
Chipotle Mexican Grill Inc. |
CMG |
420.97 |
30,044,000.00 |
12,647,622,680.00 |
|
|
Chubb Limited |
CB |
117.86 |
460,846,000.00 |
54,315,309,560.00 |
|
|
Church & Dwight Co |
CHD |
92.70 |
129,725,000.00 |
12,025,507,500.00 |
|
|
Cigna Corporation |
CI |
138.54 |
255,766,000.00 |
35,433,821,640.00 |
|
|
Cimarex Energy Co |
XEC |
108.88 |
94,820,000.00 |
10,324,001,600.00 |
|
|
Cincinnati Financial Corp |
CINF |
66.01 |
164,340,000.00 |
10,848,083,400.00 |
|
|
Cintas Corp |
CTAS |
89.78 |
108,130,000.00 |
9,707,911,400.00 |
|
|
Cisco Systems Inc |
CSCO |
27.49 |
5,032,121,000.00 |
138,333,006,290.00 |
|
|
Citigroup Inc |
C |
46.28 |
2,948,120,000.00 |
136,438,993,600.00 |
|
|
Citizens Financial Group Inc |
CFG |
22.85 |
527,812,000.00 |
12,060,504,200.00 |
|
|
Citrix Systems Inc |
CTXS |
81.84 |
153,980,000.00 |
12,601,723,200.00 |
|
|
Clorox Co |
CLX |
125.23 |
129,446,000.00 |
16,210,522,580.00 |
|
|
Coach Inc |
COH |
40.27 |
277,696,000.00 |
11,182,817,920.00 |
|
|
Coca-Cola Co |
KO |
44.80 |
4,329,498,000.00 |
193,961,510,400.00 |
|
|
Coca-Cola Enterprises |
CCE |
52.48 |
227,338,000.00 |
11,930,698,240.00 |
|
|
Cognizant Tech Solutions Corp |
CTSH |
58.37 |
609,120,000.00 |
35,554,334,400.00 |
|
|
Colgate-Palmolive Co |
CL |
70.92 |
892,739,000.00 |
63,313,049,880.00 |
|
|
Columbia Pipeline Group |
CPGX |
25.62 |
399,841,000.00 |
10,243,926,420.00 |
|
|
Comcast Corp A |
CMCSA |
60.76 |
2,432,954,000.00 |
147,826,285,040.00 |
|
|
Comerica Inc (MI) |
CMA |
44.40 |
174,878,000.00 |
7,764,583,200.00 |
|
|
ConAgra Foods Inc |
CAG |
44.56 |
434,130,000.00 |
19,344,832,800.00 |
|
|
Concho Resources Inc |
CXO |
116.17 |
129,138,000.00 |
15,001,961,460.00 |
|
|
ConocoPhillips |
COP |
47.79 |
1,236,203,000.00 |
59,078,141,370.00 |
|
|
Consolidated Edison Inc |
ED |
74.60 |
293,589,000.00 |
21,901,739,400.00 |
|
|
Constellation Brands Inc A |
STZ |
156.06 |
175,887,000.00 |
27,448,925,220.00 |
|
|
Corning Inc |
GLW |
18.67 |
1,112,837,000.00 |
20,776,666,790.00 |
|
|
Costco Wholesale Corp |
COST |
148.13 |
439,777,000.00 |
65,144,167,010.00 |
|
|
Crown Castle Intl Corp |
CCI |
86.88 |
333,771,000.00 |
28,998,024,480.00 |
|
|
Cummins Inc |
CMI |
117.03 |
174,321,000.00 |
20,400,786,630.00 |
|
|
DTE Energy Co |
DTE |
89.16 |
179,476,000.00 |
16,002,080,160.00 |
|
|
DaVita HealthCare Partners Inc |
DVA |
73.90 |
209,754,000.00 |
15,500,820,600.00 |
|
|
Danaher Corp |
DHR |
96.75 |
687,155,000.00 |
66,482,246,250.00 |
|
|
Darden Restaurants Inc |
DRI |
62.25 |
128,236,000.00 |
7,982,691,000.00 |
|
|
Deere & Co |
DE |
84.11 |
315,326,000.00 |
26,522,069,860.00 |
|
|
Delphi Automotive PLC |
DLPH |
73.63 |
277,534,000.00 |
20,434,828,420.00 |
|
|
Delta Air Lines |
DAL |
41.67 |
778,510,000.00 |
32,440,511,700.00 |
|
|
Dentsply Sirona Inc |
XRAY |
59.60 |
241,274,000.00 |
14,379,930,400.00 |
|
|
Devon Energy Corp |
DVN |
34.68 |
510,300,000.00 |
17,697,204,000.00 |
|
|
Diamond Offshore Drilling |
DO |
24.26 |
137,159,000.00 |
3,327,477,340.00 |
|
|
Discover Financial Services |
DFS |
56.27 |
414,201,000.00 |
23,307,090,270.00 |
|
|
Discovery Communications Inc A |
DISCA |
27.31 |
150,093,000.00 |
4,099,039,830.00 |
|
|
Discovery Communications Inc C |
DISCK |
26.78 |
253,177,000.00 |
6,780,080,060.00 |
|
|
Dollar General Corp |
DG |
81.91 |
290,935,000.00 |
23,830,485,850.00 |
|
|
Dollar Tree Inc |
DLTR |
79.71 |
234,796,000.00 |
18,715,589,160.00 |
|
|
Dominion Resources Inc |
D |
71.47 |
596,419,000.00 |
42,626,065,930.00 |
|
|
Dover Corp |
DOV |
65.70 |
155,009,000.00 |
10,184,091,300.00 |
|
|
Dow Chemical |
DOW |
52.61 |
1,117,112,000.00 |
58,771,262,320.00 |
|
|
Dr Pepper Snapple Group |
DPS |
90.91 |
187,350,000.00 |
17,031,988,500.00 |
|
|
Duke Energy Corp |
DUK |
78.78 |
688,380,000.00 |
54,230,576,400.00 |
|
|
Dun & Bradstreet Corp |
DNB |
110.41 |
36,171,000.00 |
3,993,640,110.00 |
|
|
E*TRADE Financial Corp |
ETFC |
25.18 |
282,709,000.00 |
7,118,612,620.00 |
|
|
E. I. du Pont de Nemours and Company |
DD |
65.91 |
871,681,000.00 |
57,452,494,710.00 |
|
|
EMC Corp |
EMC |
26.ноя |
1,947,047,000.00 |
50,837,397,170.00 |
|
|
EOG Resources |
EOG |
82.62 |
549,883,000.00 |
45,431,333,460.00 |
|
|
EQT Corporation |
EQT |
70.10 |
159,672,000.00 |
11,193,007,200.00 |
|
|
Eastman Chemical Co |
EMN |
76.38 |
147,813,000.00 |
11,289,956,940.00 |
|
|
Eaton Corp plc |
ETN |
63.27 |
458,900,000.00 |
29,034,603,000.00 |
|
|
Ecolab Inc |
ECL |
114.98 |
296,002,000.00 |
34,034,309,960.00 |
|
|
Edison Intl |
EIX |
70.71 |
325,811,000.00 |
23,038,095,810.00 |
|
|
Edwards Lifesciences Corp |
EW |
106.21 |
214,598,000.00 |
22,792,453,580.00 |
|
|
Electronic Arts |
EA |
61.85 |
309,310,000.00 |
19,130,823,500.00 |
|
|
Emerson Electric Co |
EMR |
54.63 |
643,116,000.00 |
35,133,427,080.00 |
|
|
Endo International plc |
ENDP |
27.00 |
222,203,000.00 |
5,999,481,000.00 |
|
|
Entergy Corp |
ETR |
75.18 |
178,492,000.00 |
13,419,028,560.00 |
|
|
Equifax Inc |
EFX |
120.25 |
118,707,000.00 |
14,274,516,750.00 |
|
|
Equinix Inc |
EQIX |
330.35 |
68,900,000.00 |
22,761,115,000.00 |
|
|
Equity Residential |
EQR |
68.07 |
365,142,000.00 |
24,855,215,940.00 |
|
|
Essex Property Trust |
ESS |
220.45 |
65,412,000.00 |
14,420,075,400.00 |
|
|
Estee Lauder Cos. A |
EL |
95.87 |
221,917,000.00 |
21,275,182,790.00 |
|
|
Eversource Energy |
ES |
56.44 |
317,191,000.00 |
17,902,260,040.00 |
|
|
Exelon Corp |
EXC |
35.09 |
919,925,000.00 |
32,280,168,250.00 |
|
|
Expedia |
EXPE |
115.77 |
137,780,000.00 |
15,950,790,600.00 |
|
|
Expeditors Intl of WA Inc |
EXPD |
49.61 |
182,102,000.00 |
9,034,080,220.00 |
|
|
Express Scripts Holding Co. |
ESRX |
73.73 |
632,803,000.00 |
46,656,565,190.00 |
|
|
Extra Space Storage Inc |
EXR |
84.95 |
125,054,000.00 |
10,623,337,300.00 |
|
|
Exxon Mobil Corp |
XOM |
88.40 |
4,152,757,000.00 |
367,103,718,800.00 |
|
|
F5 Networks Inc |
FFIV |
104.75 |
68,754,000.00 |
7,201,981,500.00 |
|
|
FLIR Systems Inc |
FLIR |
30.21 |
137,559,000.00 |
4,155,657,390.00 |
|
|
FMC Corp |
FMC |
43.26 |
133,656,000.00 |
5,781,958,560.00 |
|
|
FMC Technologies Inc |
FTI |
30.49 |
226,906,000.00 |
6,918,363,940.00 |
|
|
Facebook Inc A |
FB |
117.58 |
2,294,940,000.00 |
269,839,045,200.00 |
|
|
Fastenal Co |
FAST |
46.79 |
288,522,000.00 |
13,499,944,380.00 |
|
|
FedEx Corp |
FDX |
165.11 |
275,615,000.00 |
45,506,792,650.00 |
|
|
Federal Realty Invt Trust |
FRT |
152.08 |
69,670,000.00 |
10,595,413,600.00 |
|
|
Fidelity National Information |
FIS |
65.80 |
324,816,000.00 |
21,372,892,800.00 |
|
|
Fifth Third Bancorp (OH) |
FITB |
18.31 |
783,231,000.00 |
14,340,959,610.00 |
|
|
First Solar Inc |
FSLR |
55.84 |
101,768,000.00 |
5,682,725,120.00 |
|
|
FirstEnergy Corp |
FE |
32.59 |
423,651,000.00 |
13,806,786,090.00 |
|
|
Fiserv Inc |
FISV |
97.72 |
222,937,000.00 |
21,785,403,640.00 |
|
|
Flowserve Corp |
FLS |
48.81 |
130,070,000.00 |
6,348,716,700.00 |
|
|
Fluor Corp |
FLR |
54.66 |
138,918,000.00 |
7,593,257,880.00 |
|
|
Foot Locker Inc |
FL |
61.44 |
137,262,000.00 |
8,433,377,280.00 |
|
|
Ford Motor Co |
F |
13.56 |
3,898,661,000.00 |
52,865,843,160.00 |
|
|
Franklin Resources Inc |
BEN |
37.34 |
592,646,000.00 |
22,129,401,640.00 |
|
|
Freeport-McMoRan Inc |
FCX |
14.00 |
1,251,850,000.00 |
17,525,900,000.00 |
|
|
Frontier Communications Corp |
FTR |
май.56 |
1,168,179,000.00 |
6,495,075,240.00 |
|
|
Gap Inc |
GPS |
23.18 |
397,000,000.00 |
9,202,460,000.00 |
|
|
Garmin Ltd |
GRMN |
42.63 |
189,722,000.00 |
8,087,848,860.00 |
|
|
General Dynamics |
GD |
140.52 |
311,162,000.00 |
43,724,484,240.00 |
|
|
General Electric Co |
GE |
30.75 |
9,330,607,000.00 |
286,916,165,250.00 |
|
|
General Growth Properties Inc |
GGP |
28.мар |
882,397,000.00 |
24,733,587,910.00 |
|
|
General Mills Inc |
GIS |
61.34 |
593,345,000.00 |
36,395,782,300.00 |
|
|
General Motors Company |
GM |
31.80 |
1,544,493,000.00 |
49,114,877,400.00 |
|
|
Genuine Parts Co |
GPC |
95.97 |
149,516,000.00 |
14,349,050,520.00 |
|
|
Gilead Sciences Inc |
GILD |
88.21 |
1,366,846,000.00 |
120,569,485,660.00 |
|
|
Global Payments Inc |
GPN |
72.18 |
154,087,893.00 |
11,122,064,116.74 |
|
|
Goldman Sachs Group Inc |
GS |
164.11 |
422,350,000.00 |
69,311,858,500.00 |
|
|
Goodyear Tire & Rubber Co |
GT |
28.97 |
267,042,000.00 |
7,736,206,740.00 |
|
|
Grainger W.W. Inc |
GWW |
234.52 |
61,729,000.00 |
14,476,685,080.00 |
|
|
HCA Holdings Inc |
HCA |
80.62 |
396,958,000.00 |
32,002,753,960.00 |
|
|
HCP Inc |
HCP |
33.83 |
465,532,000.00 |
15,748,947,560.00 |
|
|
HP Inc |
HPQ |
дек.27 |
1,726,658,000.00 |
21,186,093,660.00 |
|
|
Halliburton Co |
HAL |
41.31 |
858,342,000.00 |
35,458,108,020.00 |
|
|
Hanesbrands Inc |
HBI |
29.мар |
391,671,000.00 |
11,370,209,130.00 |
|
|
Harley-Davidson Inc |
HOG |
47.83 |
184,026,000.00 |
8,801,963,580.00 |
|
|
Harman Intl Industries Inc |
HAR |
76.76 |
71,142,000.00 |
5,460,859,920.00 |
|
|
Harris Corp |
HRS |
80.01 |
124,654,000.00 |
9,973,566,540.00 |
|
|
Hartford Finl Services Group |
HIG |
44.38 |
396,676,000.00 |
17,604,480,880.00 |
|
|
Hasbro Inc |
HAS |
84.64 |
124,795,000.00 |
10,562,648,800.00 |
|
|
Helmerich & Payne Inc |
HP |
66.12 |
108,011,000.00 |
7,141,687,320.00 |
|
|
Hershey Foods Corp |
HSY |
93.11 |
155,900,000.00 |
14,515,849,000.00 |
|
|
Hess Corp |
HES |
59.62 |
315,240,000.00 |
18,794,608,800.00 |
|
|
Hewlett Packard Enterprise Co |
HPE |
16.66 |
1,716,564,000.00 |
28,597,956,240.00 |
|
|
Hologic Inc |
HOLX |
33.59 |
283,818,000.00 |
9,533,446,620.00 |
|
|
Home Depot Inc |
HD |
133.89 |
1,267,881,000.00 |
169,756,587,090.00 |
|
|
Honeywell Intl Inc |
HON |
114.27 |
769,323,000.00 |
87,910,539,210.00 |
|
|
Hormel Foods Corp |
HRL |
38.55 |
529,918,000.00 |
20,428,338,900.00 |
|
|
Horton D.R. Inc |
DHI |
30.июн |
369,769,000.00 |
11,115,256,140.00 |
|
|
Host Hotels & Resorts Inc |
HST |
15.82 |
752,278,000.00 |
11,901,037,960.00 |
|
|
Humana Inc |
HUM |
177.07 |
148,303,000.00 |
26,260,012,210.00 |
|
|
Hunt J.B. Transport Services |
JBHT |
82.88 |
112,774,000.00 |
9,346,709,120.00 |
|
|
Huntington Bancshares (OH) |
HBAN |
10.июн |
795,025,000.00 |
7,997,951,500.00 |
|
|
Illinois Tool Works Inc |
ITW |
104.52 |
363,767,000.00 |
38,020,926,840.00 |
|
|
Illumina Inc |
ILMN |
134.99 |
147,000,000.00 |
19,843,530,000.00 |
|
|
Ingersoll-Rand Plc |
IR |
65.54 |
256,848,000.00 |
16,833,817,920.00 |
|
|
Intel Corp |
INTC |
30.28 |
4,724,000,000.00 |
143,042,720,000.00 |
|
|
Intercontinental Exchange Inc |
ICE |
240.03 |
118,888,000.00 |
28,536,686,640.00 |
|
|
Interpublic Group Cos |
IPG |
22.94 |
402,130,000.00 |
9,224,862,200.00 |
|
|
Intl Business Machines Corp |
IBM |
145.94 |
960,881,000.00 |
140,230,973,140.00 |
|
|
Intl Flavors & Fragrances |
IFF |
119.47 |
79,868,000.00 |
9,541,829,960.00 |
|
|
Intl Paper Co |
IP |
43.27 |
411,158,000.00 |
17,790,806,660.00 |
|
|
Intuit Inc |
INTU |
100.89 |
256,821,000.00 |
25,910,670,690.00 |
|
|
Intuitive Surgical Inc |
ISRG |
626.36 |
37,380,000.00 |
23,413,336,800.00 |
|
|
Invesco Ltd |
IVZ |
31.янв |
416,416,000.00 |
12,913,060,160.00 |
|
|
Iron Mountain Inc |
IRM |
36.53 |
211,508,000.00 |
7,726,387,240.00 |
|
|
JP Morgan Chase & Co |
JPM |
63.20 |
3,670,265,000.00 |
231,960,748,000.00 |
|
|
Jacobs Engineering Group Inc |
JEC |
44.58 |
122,537,000.00 |
5,462,699,460.00 |
|
|
Johnson & Johnson |
JNJ |
112.08 |
2,759,359,000.00 |
309,268,956,720.00 |
|
|
Johnson Controls Inc |
JCI |
41.40 |
648,235,000.00 |
26,836,929,000.00 |
|
|
Juniper Networks Inc |
JNPR |
23.40 |
382,605,000.00 |
8,952,957,000.00 |
|
|
KLA-Tencor Corporation |
KLAC |
69.94 |
155,665,000.00 |
10,887,210,100.00 |
|
|
Kansas City Southern Inc |
KSU |
94.75 |
108,499,000.00 |
10,280,280,250.00 |
|
|
Kellogg Co |
K |
76.81 |
350,257,000.00 |
26,903,240,170.00 |
|
|
KeyCorp |
KEY |
дек.29 |
835,606,000.00 |
10,269,597,740.00 |
|
|
Kimberly-Clark |
KMB |
125.19 |
360,900,000.00 |
45,181,071,000.00 |
|
|
Kimco Realty Corp |
KIM |
28.дек |
413,711,000.00 |
11,633,553,320.00 |
|
|
Kinder Morgan Inc |
KMI |
17.76 |
2,231,556,000.00 |
39,632,434,560.00 |
|
|
Kohl's Corp |
KSS |
44.30 |
189,820,000.00 |
8,409,026,000.00 |
|
|
Kroger Co |
KR |
35.39 |
974,723,000.00 |
34,495,446,970.00 |
|
|
L Brands Inc |
LB |
78.29 |
289,434,000.00 |
22,659,787,860.00 |
|
|
L-3 Communications Holdings |
LLL |
131.53 |
77,819,000.00 |
10,235,533,070.00 |
|
|
Lab Corp of America Hldgs |
LH |
125.32 |
101,700,000.00 |
12,745,044,000.00 |
|
|
Lam Research Corp |
LRCX |
76.40 |
158,894,000.00 |
12,139,501,600.00 |
|
|
Legg Mason Inc |
LM |
32.11 |
107,708,000.00 |
3,458,503,880.00 |
|
|
Leggett & Platt |
LEG |
49.29 |
135,695,000.00 |
6,688,406,550.00 |
|
|
Lennar Corp A |
LEN |
45.31 |
180,112,000.00 |
8,160,874,720.00 |
|
|
Leucadia National Corp (NY) |
LUK |
16.68 |
362,243,000.00 |
6,042,213,240.00 |
|
|
Level 3 Communications |
LVLT |
52.26 |
356,840,000.00 |
18,648,458,400.00 |
|
|
Lilly Eli & Co |
LLY |
75.53 |
1,106,093,000.00 |
83,543,204,290.00 |
|
|
Lincoln National Corp |
LNC |
43.45 |
240,957,000.00 |
10,469,581,650.00 |
|
|
Linear Technology Corp |
LLTC |
44.48 |
239,346,000.00 |
10,646,110,080.00 |
|
|
Lockheed Martin |
LMT |
232.38 |
305,487,000.00 |
70,989,069,060.00 |
|
|
Loews Corp |
L |
39.68 |
338,998,000.00 |
13,451,440,640.00 |
|
|
Lowe's Cos Inc |
LOW |
76.02 |
915,105,000.00 |
69,566,282,100.00 |
|
|
LyondellBasell Industries N.V. |
LYB |
82.67 |
432,201,000.00 |
35,730,056,670.00 |
|
|
M&T Bank Corp |
MTB |
118.32 |
159,095,000.00 |
18,824,120,400.00 |
|
|
Macerich Co |
MAC |
76.08 |
149,150,000.00 |
11,347,332,000.00 |
|
|
Macy's Inc |
M |
39.59 |
310,300,000.00 |
12,284,777,000.00 |
|
|
Mallinckrodt plc |
MNK |
62.52 |
111,915,000.00 |
6,996,925,800.00 |
|
|
Marathon Oil Corp |
MRO |
14.сен |
843,637,000.00 |
11,886,845,330.00 |
|
|
Marathon Petroleum Corp. |
MPC |
39.08 |
529,227,000.00 |
20,682,191,160.00 |
|
|
Marriott Intl A |
MAR |
70.09 |
253,482,000.00 |
17,766,553,380.00 |
|
|
Marsh & McLennan Companies |
MMC |
63.15 |
521,227,000.00 |
32,915,485,050.00 |
|
|
Martin Marietta Materials |
MLM |
169.23 |
64,331,000.00 |
10,886,735,130.00 |
|
|
Masco Corp |
MAS |
30.71 |
333,932,000.00 |
10,255,051,720.00 |
|
|
Mastercard Inc A |
MA |
96.99 |
1,089,482,000.00 |
105,668,859,180.00 |
|
|
Mattel Inc |
MAT |
31.09 |
340,006,000.00 |
10,570,786,540.00 |
|
|
McCormick & Co |
MKC |
93.78 |
115,370,000.00 |
10,819,398,600.00 |
|
|
McDonald's Corp |
MCD |
126.49 |
901,608,000.00 |
114,044,395,920.00 |
|
|
McKesson Corp |
MCK |
167.82 |
228,587,000.00 |
38,361,470,340.00 |
|
|
Mead Johnson Nutrition Co |
MJN |
87.15 |
186,454,000.00 |
16,249,466,100.00 |
|
|
Medtronic plc |
MDT |
79.15 |
1,406,156,000.00 |
111,297,247,400.00 |
|
|
Merck & Co Inc |
MRK |
54.84 |
2,775,259,000.00 |
152,195,203,560.00 |
|
|
Metlife Inc |
MET |
45.10 |
1,096,667,000.00 |
49,459,681,700.00 |
|
|
Michael Kors Holdings Ltd |
KORS |
51.66 |
179,431,000.00 |
9,269,405,460.00 |
|
|
Microchip Technology Inc |
MCHP |
48.59 |
213,503,927.00 |
10,374,155,812.93 |
|
|
Micron Technology Inc |
MU |
окт.75 |
1,037,456,000.00 |
11,152,652,000.00 |
|
|
Microsoft Corp |
MSFT |
49.87 |
7,909,303,000.00 |
394,436,940,610.00 |
|
|
Mohawk Industries Inc |
MHK |
192.63 |
73,957,000.00 |
14,246,336,910.00 |
|
|
Molson Coors Brewing Co B |
TAP |
95.63 |
208,895,000.00 |
19,976,628,850.00 |
|
|
Mondelez International Inc |
MDLZ |
42.96 |
1,568,858,000.00 |
67,398,139,680.00 |
|
|
Monsanto Co. |
MON |
93.68 |
440,355,000.00 |
41,252,456,400.00 |
|
|
Monster Beverage Corp New |
MNST |
144.22 |
202,920,000.00 |
29,265,122,400.00 |
|
|
Moody's Corp |
MCO |
95.72 |
194,900,000.00 |
18,655,828,000.00 |
|
|
Morgan Stanley |
MS |
27.июн |
1,958,569,000.00 |
52,998,877,140.00 |
|
|
Mosaic Co |
MOS |
27.99 |
352,516,000.00 |
9,866,922,840.00 |
|
|
Motorola Solutions Inc |
MSI |
75.19 |
174,338,000.00 |
13,108,474,220.00 |
|
|
Murphy Oil Corp |
MUR |
35.74 |
172,034,000.00 |
6,148,495,160.00 |
|
|
Mylan NV |
MYL |
41.71 |
490,688,000.00 |
20,466,596,480.00 |
|
|
NIKE Inc B |
NKE |
58.94 |
1,349,897,000.00 |
79,562,929,180.00 |
|
|
NRG Energy |
NRG |
15.окт |
314,891,000.00 |
4,754,854,100.00 |
|
|
Nasdaq Inc |
NDAQ |
61.71 |
163,888,000.00 |
10,113,528,480.00 |
|
|
National Oilwell Varco Inc |
NOV |
36.04 |
375,801,000.00 |
13,543,868,040.00 |
|
|
Navient Corp |
NAVI |
13.67 |
342,817,000.00 |
4,686,308,390.00 |
|
|
NetApp Inc |
NTAP |
23.64 |
289,083,000.00 |
6,833,922,120.00 |
|
|
NetFlix Inc |
NFLX |
90.03 |
428,080,000.00 |
38,540,042,400.00 |
|
|
Newell Brands Inc |
NWL |
45.54 |
456,758,972.00 |
20,800,803,584.88 |
|
|
Newfield Exploration Co |
NFX |
36.25 |
198,133,000.00 |
7,182,321,250.00 |
|
|
Newmont Mining Corp |
NEM |
34.97 |
529,162,000.00 |
18,504,795,140.00 |
|
|
News Corp A |
NWSA |
дек.42 |
379,983,000.00 |
4,719,388,860.00 |
|
|
News Corp B |
NWS |
дек.96 |
199,630,000.00 |
2,587,204,800.00 |
|
|
NextEra Energy Inc |
NEE |
117.58 |
460,600,000.00 |
54,157,348,000.00 |
|
|
Nielsen Holdings plc |
NLSN |
52.14 |
361,879,000.00 |
18,868,371,060.00 |
|
|
Nisource Inc |
NI |
22.71 |
319,742,000.00 |
7,261,340,820.00 |
|
|
Noble Energy Inc |
NBL |
36.11 |
428,843,000.00 |
15,485,520,730.00 |
|
|
Nordstrom Inc |
JWN |
51.13 |
173,500,000.00 |
8,871,055,000.00 |
|
|
Norfolk Southern Corp |
NSC |
90.11 |
298,199,000.00 |
26,870,711,890.00 |
|
|
Northern Trust Corp (IL) |
NTRS |
71.08 |
228,984,000.00 |
16,276,182,720.00 |
|
|
Northrop Grumman Corp |
NOC |
206.26 |
180,943,000.00 |
37,321,303,180.00 |
|
|
Nucor Corp |
NUE |
49.78 |
317,941,000.00 |
15,827,102,980.00 |
|
|
Nvidia Corp |
NVDA |
35.53 |
538,000,000.00 |
19,115,140,000.00 |
|
|
O'Reilly Automotive |
ORLY |
262.68 |
97,189,000.00 |
25,529,606,520.00 |
|
|
ONEOK Inc |
OKE |
36.15 |
209,990,000.00 |
7,591,138,500.00 |
|
|
Occidental Petroleum |
OXY |
76.65 |
763,845,000.00 |
58,548,719,250.00 |
|
|
Omnicom Group |
OMC |
82.97 |
239,591,000.00 |
19,878,865,270.00 |
|
|
Oracle Corp |
ORCL |
39.86 |
4,201,220,000.00 |
167,460,629,200.00 |
|
|
Owens-Illinois Inc |
OI |
18.46 |
160,982,000.00 |
2,971,727,720.00 |
|
|
PACCAR Inc |
PCAR |
58.91 |
351,359,000.00 |
20,698,558,690.00 |
|
|
PG&E Corporation |
PCG |
58.20 |
492,830,000.00 |
28,682,706,000.00 |
|
|
PNC Finl Services Group |
PNC |
87.78 |
501,105,000.00 |
43,986,996,900.00 |
|
|
PPG Industries Inc |
PPG |
110.39 |
266,766,000.00 |
29,448,298,740.00 |
|
|
PPL Corp |
PPL |
37.64 |
673,857,000.00 |
25,363,977,480.00 |
|
|
PVH Corp |
PVH |
95.60 |
81,946,000.00 |
7,834,037,600.00 |
|
|
Parker-Hannifin Corp |
PH |
116.02 |
135,103,000.00 |
15,674,650,060.00 |
|
|
Patterson Cos Inc |
PDCO |
43.35 |
99,430,000.00 |
4,310,290,500.00 |
|
|
PayPal Holdings Inc. |
PYPL |
39.18 |
1,222,676,000.00 |
47,904,445,680.00 |
|
|
Paychex Inc |
PAYX |
52.12 |
360,946,000.00 |
18,812,505,520.00 |
|
|
Pentair PLC |
PNR |
58.08 |
182,442,000.00 |
10,596,231,360.00 |
|
|
People's United Financial Inc |
PBCT |
15.50 |
310,440,000.00 |
4,811,820,000.00 |
|
|
PepsiCo Inc |
PEP |
102.96 |
1,445,413,000.00 |
148,819,722,480.00 |
|
|
PerkinElmer Inc |
PKI |
50.42 |
109,789,000.00 |
5,535,561,380.00 |
|
|
Perrigo Company plc |
PRGO |
96.67 |
146,402,000.00 |
14,152,681,340.00 |
|
|
Pfizer Inc |
PFE |
32.71 |
6,048,140,000.00 |
197,834,659,400.00 |
|
|
Philip Morris International |
PM |
98.12 |
1,549,347,000.00 |
152,021,927,640.00 |
|
|
Phillips 66 |
PSX |
82.11 |
527,460,000.00 |
43,309,740,600.00 |
|
|
Pinnacle West Capital (AZ) |
PNW |
72.65 |
111,005,000.00 |
8,064,513,250.00 |
|
|
Pioneer Natural Resources |
PXD |
166.10 |
163,267,000.00 |
27,118,648,700.00 |
|
|
Pitney Bowes Inc |
PBI |
20.97 |
191,561,000.00 |
4,017,034,170.00 |
|
|
Praxair Inc |
PX |
117.46 |
284,836,000.00 |
33,456,836,560.00 |
|
|
Principal Financial Group |
PFG |
42.68 |
291,626,000.00 |
12,446,597,680.00 |
|
|
ProLogis Inc |
PLD |
45.41 |
524,774,000.00 |
23,829,987,340.00 |
|
|
Procter & Gamble |
PG |
80.12 |
2,652,566,000.00 |
212,523,587,920.00 |
|
|
Progressive Corp |
PGR |
32.60 |
584,328,000.00 |
19,049,092,800.00 |
|
|
Prudential Financial Inc |
PRU |
77.64 |
446,000,000.00 |
34,627,440,000.00 |
|
|
Public Service Enterprise Grp |
PEG |
46.13 |
506,435,000.00 |
23,361,846,550.00 |
|
|
Public Storage |
PSA |
244.81 |
173,269,000.00 |
42,417,983,890.00 |
|
|
Pulte Group Inc |
PHM |
18.39 |
349,148,000.00 |
6,420,831,720.00 |
|
|
QUALCOMM Inc |
QCOM |
50.52 |
1,494,887,000.00 |
75,521,691,240.00 |
|
|
Qorvo, Inc |
QRVO |
45.03 |
129,105,000.00 |
5,813,598,150.00 |
|
|
Quanta Services Inc |
PWR |
23.72 |
159,783,000.00 |
3,790,052,760.00 |
|
|
Quest Diagnostics |
DGX |
75.17 |
142,759,000.00 |
10,731,194,030.00 |
|
|
Ralph Lauren Corp A |
RL |
93.21 |
58,133,000.00 |
5,418,576,930.00 |
|
|
Range Resources Corp |
RRC |
44.11 |
169,586,000.00 |
7,480,438,460.00 |
|
|
Raytheon Co |
RTN |
126.35 |
298,998,000.00 |
37,778,397,300.00 |
|
|
Realty Income Corp |
O |
59.20 |
250,417,000.00 |
14,824,686,400.00 |
|
|
Red Hat Inc |
RHT |
73.37 |
182,625,000.00 |
13,399,196,250.00 |
|
|
Regeneron Pharmaceuticals Inc |
REGN |
376.71 |
102,735,000.00 |
38,701,301,850.00 |
|
|
Regions Financial Corp |
RF |
сен.38 |
1,287,827,000.00 |
12,079,817,260.00 |
|
|
Republic Services Inc |
RSG |
47.07 |
344,870,000.00 |
16,233,030,900.00 |
|
|
Reynolds American Inc |
RAI |
49.60 |
1,427,340,000.00 |
70,796,064,000.00 |
|
|
Robert Half Intl Inc |
RHI |
38.31 |
131,157,000.00 |
5,024,624,670.00 |
|
|
Rockwell Automation Inc |
ROK |
113.47 |
131,423,000.00 |
14,912,567,810.00 |
|
|
Rockwell Collins |
COL |
88.19 |
131,131,000.00 |
11,564,442,890.00 |
|
|
Roper Technologies, Inc |
ROP |
176.09 |
101,065,000.00 |
17,796,535,850.00 |
|
|
Ross Stores Inc |
ROST |
56.78 |
405,005,000.00 |
22,996,183,900.00 |
|
|
Royal Caribbean Cruises Ltd |
RCL |
77.40 |
217,409,000.00 |
16,827,456,600.00 |
|
|
Ryder System Inc |
R |
68.92 |
53,494,000.00 |
3,686,806,480.00 |
|
|
S&P Global Inc |
SPGI |
106.85 |
265,300,000.00 |
28,347,305,000.00 |
|
|
SCANA Corp |
SCG |
68.69 |
142,917,000.00 |
9,816,968,730.00 |
|
|
SL Green Realty Corp |
SLG |
105.08 |
100,055,000.00 |
10,513,779,400.00 |
|
|
Salesforce.com |
CRM |
75.80 |
670,900,000.00 |
50,854,220,000.00 |
|
|
SanDisk Corp |
SNDK |
75.13 |
201,014,000.00 |
15,102,181,820.00 |
|
|
Schein Henry Inc |
HSIC |
168.70 |
81,942,000.00 |
13,823,615,400.00 |
|
|
Schlumberger Ltd |
SLB |
80.34 |
1,390,411,884.00 |
111,705,690,760.56 |
|
|
Schwab Charles Corp |
SCHW |
28.41 |
1,320,523,000.00 |
37,516,058,430.00 |
|
|
Scripps Networks Interactive A |
SNI |
62.35 |
94,864,000.00 |
5,914,770,400.00 |
|
|
Seagate Technology |
STX |
21.77 |
296,422,000.00 |
6,453,106,940.00 |
|
|
Sealed Air Corp |
SEE |
47.36 |
195,990,000.00 |
9,282,086,400.00 |
|
|
Sempra Energy |
SRE |
103.35 |
248,208,000.00 |
25,652,296,800.00 |
|
|
Sherwin-Williams Co |
SHW |
287.31 |
92,270,000.00 |
26,510,093,700.00 |
|
|
Signet Jewelers Ltd |
SIG |
108.56 |
79,532,000.00 |
8,633,993,920.00 |
|
|
Simon Property Group A |
SPG |
201.17 |
309,413,000.00 |
62,244,613,210.00 |
|
|
Skyworks Solutions Inc |
SWKS |
66.82 |
191,668,000.00 |
12,807,255,760.00 |
|
|
Smucker J.M. Co |
SJM |
126.98 |
119,684,000.00 |
15,197,474,320.00 |
|
|
Snap On Inc |
SNA |
159.28 |
58,092,000.00 |
9,252,893,760.00 |
|
|
Southern Co |
SO |
50.10 |
912,847,000.00 |
45,733,634,700.00 |
|
|
Southwest Airlines Co |
LUV |
44.61 |
638,070,000.00 |
28,464,302,700.00 |
|
|
Southwestern Energy Co |
SWN |
13.43 |
389,664,000.00 |
5,233,187,520.00 |
|
|
Spectra Energy Corp |
SE |
31.27 |
671,500,000.00 |
20,997,805,000.00 |
|
|
St Jude Medical Inc |
STJ |
76.20 |
283,617,000.00 |
21,611,615,400.00 |
|
|
Stanley Black & Decker |
SWK |
111.92 |
152,335,000.00 |
17,049,333,200.00 |
|
|
Staples Inc |
SPLS |
окт.20 |
645,757,000.00 |
6,586,721,400.00 |
|
|
Starbucks Corp |
SBUX |
56.23 |
1,478,100,000.00 |
83,113,563,000.00 |
|
|
Starwood Hotel & Resort World |
HOT |
81.88 |
168,760,000.00 |
13,818,068,800.00 |
|
|
State Street Corp |
STT |
62.30 |
400,017,000.00 |
24,921,059,100.00 |
|
|
Stericycle Inc |
SRCL |
95.56 |
84,985,000.00 |
8,121,166,600.00 |
|
|
Stryker Corp |
SYK |
109.01 |
372,982,000.00 |
40,658,767,820.00 |
|
|
SunTrust Banks Inc (GA) |
STI |
41.74 |
505,000,000.00 |
21,078,700,000.00 |
|
|
Symantec Corp |
SYMC |
16.65 |
609,923,000.00 |
10,152,168,335.00 |
|
|
Synchrony Financial |
SYF |
30.57 |
833,829,000.00 |
25,490,152,530.00 |
|
|
Sysco Corp |
SYY |
46.07 |
564,603,000.00 |
26,011,260,210.00 |
|
|
T Rowe Price Group Inc |
TROW |
75.29 |
248,179,000.00 |
18,685,396,910.00 |
|
|
TE Connectivity Ltd. |
TEL |
59.48 |
369,678,000.00 |
21,988,447,440.00 |
|
|
TECO Energy Inc |
TE |
27.77 |
235,495,000.00 |
6,539,696,150.00 |
|
|
TEGNA Inc |
TGNA |
23.36 |
219,720,000.00 |
5,132,659,200.00 |
|
|
TJX Cos Inc |
TJX |
75.82 |
669,529,000.00 |
50,763,688,780.00 |
|
|
Target Corp |
TGT |
79.50 |
602,227,000.00 |
47,877,046,500.00 |
|
|
Teradata Corp |
TDC |
25.30 |
133,000,000.00 |
3,364,900,000.00 |
|
|
Tesoro Corp |
TSO |
79.69 |
119,300,000.00 |
9,507,017,000.00 |
|
|
Texas Instruments Inc |
TXN |
57.04 |
1,005,258,000.00 |
57,339,916,320.00 |
|
|
Textron Inc |
TXT |
38.68 |
271,172,000.00 |
10,488,932,960.00 |
|
|
The ADT Corp. |
ADT |
41.98 |
165,319,000.00 |
6,940,091,620.00 |
|
|
The Bank of New York Mellon Corp |
BK |
40.24 |
1,075,801,000.00 |
43,290,232,240.00 |
|
|
The Kraft Heinz Company |
KHC |
78.07 |
1,213,456,000.00 |
94,734,509,920.00 |
|
|
The Priceline Group Inc |
PCLN |
1,343.66 |
49,617,000.00 |
66,668,378,220.00 |
|
|
The Williams Companies Inc |
WMB |
19.39 |
750,066,000.00 |
14,543,779,740.00 |
|
|
Thermo Fisher Scientific |
TMO |
144.25 |
396,262,000.00 |
57,160,793,500.00 |
|
|
Tiffany & Co |
TIF |
71.35 |
128,212,000.00 |
9,147,926,200.00 |
|
|
Time Warner Cable Inc |
TWC |
212.11 |
283,270,000.00 |
60,084,399,700.00 |
|
|
Time Warner Inc |
TWX |
75.14 |
790,154,000.00 |
59,372,171,560.00 |
|
|
Torchmark Corp |
TMK |
57.89 |
121,265,000.00 |
7,020,030,850.00 |
|
|
Total System Services Inc |
TSS |
51.14 |
183,169,000.00 |
9,367,262,660.00 |
|
|
Tractor Supply Co |
TSCO |
94.66 |
133,740,000.00 |
12,659,828,400.00 |
|
|
Transocean Ltd |
RIG |
11.авг |
364,114,000.00 |
4,034,383,120.00 |
|
|
Travelers Cos Inc |
TRV |
109.90 |
294,977,000.00 |
32,417,972,300.00 |
|
|
TripAdvisor Inc. A |
TRIP |
64.59 |
132,465,000.00 |
8,555,914,350.00 |
|
|
Twenty-First Century Fox Inc A |
FOXA |
30.26 |
1,119,447,000.00 |
33,874,466,220.00 |
|
|
Twenty-First Century Fox Inc B |
FOX |
30.дек |
798,521,000.00 |
24,051,452,520.00 |
|
|
Tyco Intl |
TYC |
38.52 |
424,619,000.00 |
16,356,323,880.00 |
|
|
Tyson Foods Inc A |
TSN |
65.82 |
293,094,000.00 |
19,291,447,080.00 |
|
|
UDR Inc |
UDR |
34.92 |
267,133,000.00 |
9,328,284,360.00 |
|
|
US Bancorp |
USB |
42.69 |
1,737,316,000.00 |
74,166,020,040.00 |
|
|
Ulta Salon Cosmetics & Fragr |
ULTA |
208.28 |
63,699,000.00 |
13,267,227,720.00 |
|
|
Under Armour Inc A |
UA |
43.94 |
181,650,000.00 |
7,981,701,000.00 |
|
|
Under Armour Inc-C |
UA.C |
40.80 |
181,650,000.00 |
7,411,320,000.00 |
|
|
Union Pacific Corp |
UNP |
87.23 |
846,414,000.00 |
73,832,693,220.00 |
|
|
United Continental Holding Inc |
UAL |
45.81 |
359,485,000.00 |
16,468,007,850.00 |
|
|
United Parcel Service Inc B |
UPS |
105.07 |
690,181,000.00 |
72,517,317,670.00 |
|
|
United Rentals Inc |
URI |
66.93 |
90,970,000.00 |
6,088,622,100.00 |
|
|
United Technologies Corp |
UTX |
104.37 |
836,432,000.00 |
87,298,407,840.00 |
|
|
Unitedhealth Group Inc |
UNH |
131.68 |
950,674,000.00 |
125,184,752,320.00 |
|
|
Universal Health Services B |
UHS |
133.68 |
90,385,000.00 |
12,082,666,800.00 |
|
|
Unum Group |
UNM |
34.21 |
238,857,000.00 |
8,171,297,970.00 |
|
|
Urban Outfitters |
URBN |
30.32 |
117,321,000.00 |
3,557,172,720.00 |
|
|
VF Corp |
VFC |
63.05 |
424,475,000.00 |
26,763,148,750.00 |
|
|
Valero Energy Corp |
VLO |
58.87 |
470,393,000.00 |
27,692,035,910.00 |
|
|
Varian Medical Systems Inc |
VAR |
81.18 |
95,503,000.00 |
7,752,933,540.00 |
|
|
Ventas Inc |
VTR |
62.12 |
336,070,000.00 |
20,876,668,400.00 |
|
|
VeriSign Inc |
VRSN |
86.40 |
109,469,000.00 |
9,458,121,600.00 |
|
|
Verisk Analytics Inc |
VRSK |
77.58 |
168,034,000.00 |
13,036,077,720.00 |
|
|
Verizon Communications Inc |
VZ |
50.94 |
4,073,841,000.00 |
207,521,460,540.00 |
|
|
Vertex Pharmaceuticals Inc |
VRTX |
84.34 |
246,392,000.00 |
20,780,701,280.00 |
|
|
Viacom Inc B |
VIAB |
40.90 |
346,456,000.00 |
14,170,050,400.00 |
|
|
Visa Inc A |
V |
77.24 |
1,919,131,000.00 |
148,233,678,440.00 |
|
|
Vornado Realty Trust |
VNO |
95.73 |
188,577,000.00 |
18,052,476,210.00 |
|
|
Vulcan Materials Co |
VMC |
107.63 |
133,181,000.00 |
14,334,271,030.00 |
|
|
WEC Energy Group Inc |
WEC |
58.21 |
315,652,000.00 |
18,374,102,920.00 |
|
|
Wal-Mart Stores |
WMT |
66.87 |
3,201,893,000.00 |
214,110,584,910.00 |
|
|
Walgreens Boots Alliance Inc |
WBA |
79.28 |
1,078,747,000.00 |
85,523,062,160.00 |
|
|
Walt Disney Co |
DIS |
103.26 |
1,631,570,000.00 |
168,475,918,200.00 |
|
|
Waste Management Inc |
WM |
58.79 |
445,652,000.00 |
26,199,881,080.00 |
|
|
Waters Corp |
WAT |
130.16 |
81,254,000.00 |
10,576,020,640.00 |
|
|
Wells Fargo & Co |
WFC |
49.98 |
5,076,712,000.00 |
253,734,065,760.00 |
|
|
Welltower Inc |
HCN |
69.42 |
355,141,000.00 |
24,653,888,220.00 |
|
|
WestRock Co |
WRK |
41.85 |
253,849,000.00 |
10,623,580,650.00 |
|
|
Western Digital Corp |
WDC |
40.87 |
232,770,000.00 |
9,512,146,050.00 |
|
|
Western Union Co |
WU |
20.00 |
501,914,000.00 |
10,038,280,000.00 |
|
|
Weyerhaeuser Co |
WY |
32.12 |
789,393,000.00 |
25,355,303,160.00 |
|
|
Whirlpool Corp |
WHR |
174.14 |
77,233,000.00 |
13,449,354,620.00 |
|
|
Whole Foods Market Inc |
WFM |
29.авг |
324,616,000.00 |
9,439,833,280.00 |
|
|
Willis Towers Watson PLC |
WLTW |
124.90 |
138,172,000.00 |
17,257,682,800.00 |
|
|
Wyndham Worldwide Corp |
WYN |
70.95 |
112,508,000.00 |
7,982,442,600.00 |
|
|
Wynn Resorts Ltd |
WYNN |
88.30 |
101,750,000.00 |
8,984,525,000.00 |
|
|
XL Group Plc |
XL |
32.73 |
291,795,000.00 |
9,550,450,350.00 |
|
|
Xcel Energy Inc |
XEL |
40.03 |
507,554,000.00 |
20,317,386,620.00 |
|
|
Xerox Corp |
XRX |
сен.60 |
1,012,900,000.00 |
9,723,840,000.00 |
|
|
Xilinx Inc |
XLNX |
43.08 |
255,540,000.00 |
11,008,663,200.00 |
|
|
Xylem Inc |
XYL |
41.78 |
178,486,000.00 |
7,457,145,080.00 |
|
|
Yahoo Inc |
YHOO |
36.60 |
946,812,000.00 |
34,653,319,200.00 |
|
|
Yum! Brands Inc |
YUM |
79.56 |
408,712,000.00 |
32,517,126,720.00 |
|
|
Zimmer Biomet Holdings Inc |
ZBH |
115.77 |
198,834,000.00 |
23,019,012,180.00 |
|
|
Zions Bancorp (UT) |
ZION |
27.52 |
204,507,000.00 |
5,628,032,640.00 |
|
|
Zoetis Inc |
ZTS |
47.03 |
497,160,000.00 |
23,381,434,800.00 |
|
|
eBay Inc. |
EBAY |
24.43 |
1,178,705,000.00 |
28,795,763,150.00 |
Приложение 6
База расчета Индекса РТС (действует с 29 апреля 2016 года)
Таблица 15, список компаний в индексе РТС
|
№ |
Код |
Наименование |
Количество выпущенных акций |
Вес акции по сост. на 29.02.2016 |
|
|
1 |
GAZP |
ПАО "Газпром", ао |
23 673 512 900 |
15.00% |
|
|
2 |
SBER |
ПАО Сбербанк, ао |
21 586 948 000 |
12.83% |
|
|
3 |
SBERP |
ПАО Сбербанк, ап |
1 000 000 000 |
0.89% |
|
|
4 |
LKOH |
ПАО "ЛУКОЙЛ", ао |
850 563 255 |
12.16% |
|
|
5 |
SNGS |
ОАО "Сургутнефтегаз", ао |
35 725 994 705 |
4.06% |
|
|
6 |
SNGSP |
ОАО "Сургутнефтегаз", ап |
7 701 998 235 |
2.88% |
|
|
7 |
MGNT |
ПАО "Магнит", ао |
94 561 355 |
6.29% |
|
|
8 |
NVTK |
ОАО "НОВАТЭК", ао |
3 036 306 000 |
6.13% |
|
|
9 |
GMKN |
ПАО "ГМК "Норильский никель", ао |
158 245 476 |
5.02% |
|
|
10 |
VTBR |
Банк ВТБ (ПАО), ао |
12 960 541 337 338 |
4.29% |
|
|
11 |
ROSN |
ОАО "НК "Роснефть", ао |
10 598 177 817 |
4.23% |
|
|
12 |
TRNFP |
ОАО "АК "Транснефть", ап |
1 554 875 |
3.22% |
|
|
13 |
TATN |
ПАО "Татнефть" им. В.Д. Шашина, ао |
2 178 690 700 |
2.61% |
|
|
14 |
TATNP |
ПАО "Татнефть" им. В.Д. Шашина, ап |
147 508 500 |
0.32% |
|
|
15 |
MTSS |
ПАО "МТС", ао |
2 066 413 562 |
2.51% |
|
|
16 |
MOEX |
ПАО Московская Биржа, ао |
2 278 636 493 |
1.49% |
|
|
17 |
ALRS |
АК "АЛРОСА" (ПАО), ао |
7 364 965 630 |
1.36% |
|
|
18 |
CHMF |
ПАО "Северсталь", ао |
837 718 660 |
1.28% |
|
|
19 |
YNDX |
Яндекс Н.В., акции иностранного эмитента |
282 161 148 |
0.96% |
|
|
20 |
RTKM |
ПАО "Ростелеком", ао |
2 574 914 954 |
0.85% |
|
|
21 |
RTKMP |
ПАО "Ростелеком", ап |
209 565 147 |
0.11% |
|
|
22 |
BANE |
ПАО АНК "Башнефть", ао |
147 846 489 |
0.54% |
|
|
23 |
BANEP |
ПАО АНК "Башнефть", ап |
29 788 012 |
0.40% |
|
|
24 |
MFON |
ПАО "МегаФон", ао |
620 000 000 |
0.94% |
|
|
25 |
POLY |
Полиметалл Интернэшнл плс, акции иностранного эмитента |
424 650 138 |
0.85% |
|
|
26 |
PHOR |
ОАО "ФосАгро", ао |
129 500 000 |
0.79% |
|
|
27 |
URKA |
ПАО "Уралкалий", ао |
2 936 015 891 |
0.77% |
|
|
28 |
NLMK |
ПАО "НЛМК", ао |
5 993 227 240 |
0.71% |
|
|
29 |
AFKS |
ОАО АФК "Система", ао |
9 650 000 000 |
0.70% |
|
|
30 |
HYDR |
ПАО "РусГидро", ао |
386 255 464 890 |
0.69% |
|
|
31 |
PIKK |
ПАО "Группа Компаний ПИК", ао |
660 497 344 |
0.61% |
|
|
32 |
RUAL |
Юнайтед Компани РУСАЛ Плс, акции иностранного эмитента |
15 193 014 862 |
0.44% |
|
|
33 |
MAGN |
ОАО "ММК", ао |
11 174 330 000 |
0.35% |
|
|
34 |
IRAO |
ПАО "Интер РАО", ао |
104 400 000 000 |
0.35% |
|
|
35 |
EONR |
ОАО "Э.ОН Россия", ао |
63 048 706 145 |
0.33% |
|
|
36 |
AGRO |
РОС АГРО ПЛС, ДР иностранного эмитента на акции (эмитент ДР --The Bank of New York Mellon Corporation) |
120 000 000 |
0.31% |
|
|
37 |
AFLT |
ПАО "Аэрофлот", ао |
1 110 616 299 |
0.30% |
|
|
38 |
AKRN |
ОАО "Акрон", ао |
40 534 000 |
0.28% |
|
|
39 |
LNTA |
Лента Лтд., ДР иностранного эмитента на акции (эмитент ДР -- Deutsche Bank Luxembourg S.A.) |
486 593 730 |
0.24% |
|
|
40 |
LSRG |
ПАО "Группа ЛСР", ао |
103 030 215 |
0.23% |
|
|
41 |
MVID |
ПАО "М.видео", ао |
179 768 227 |
0.21% |
|
|
42 |
FEES |
ПАО "ФСК ЕЭС", ао |
1 274 665 323 063 |
0.21% |
|
|
43 |
GCHE |
ПАО "Группа Черкизово", ао |
43 963 773 |
0.19% |
|
|
44 |
DIXY |
ПАО "ДИКСИ Групп", ао |
124 750 000 |
0.18% |
|
|
45 |
NKNC |
ПАО "Нижнекамскнефтехим", ао |
1 611 256 000 |
0.17% |
|
|
46 |
VSMO |
ПАО "Корпорация ВСМПО-АВИСМА", ао |
11 529 538 |
0.17% |
|
|
47 |
PHST |
ПАО "Фармстандарт", ао |
37 792 603 |
0.15% |
|
|
48 |
TRMK |
ПАО "ТМК", ао |
991 907 260 |
0.15% |
|
|
49 |
RSTI |
ПАО "Россети", ао |
161 078 853 310 |
0.14% |
|
|
50 |
MTLR |
ОАО "Мечел", ао |
416 270 745 |
0.11% |
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