AQR CAPITAL MANAGEMENT LLC

Cliff Asness Portfolio

AQR CAPITAL MANAGEMENT LLC is an investment fund managing more than 41.02B US dollars ran by Cliff Asness. The largest holdings include Apple, Microsoft and Alphabet. In Q3 2022 the fund bought assets of total value of 3.39B US dollars and sold assets of total value of 6.56B US dollars.

$41.02B

portfolio value

-33.76%

quarter

-87.24%

1 year

-34.19%

3 years

-22.89%

5 years

AQR CAPITAL MANAGEMENT LLC portfolio changes

Portfolio changes (number of shares)
Period	Buy	Sel
Q1 2016	7492740000	8689990000
Q2 2016	6613512000	5265397000
Q3 2016	11905343000	3610597000
Q4 2016	11086679000	4249959000
Q1 2017	9147215000	6150482000
Q2 2017	9312444000	8794657000
Q3 2017	15814369000	7388225000
Q4 2017	17894553000	6483242000
Q1 2018	10691691000	12560809000
Q2 2018	17549162000	11220689000
Q3 2018	17629276000	12729586000
Q4 2018	6294074000	23358358000
Q1 2019	15145294000	7830699000
Q2 2019	11569448000	15511023000
Q3 2019	10462172000	14616996000
Q4 2019	11700053000	7447175000
Q1 2020	-1530485000	27150490000
Q2 2020	8701875000	5590416000
Q3 2020	5285335000	8188637000
Q4 2020	5039578000	7069037000
Q1 2021	8084956000	3383158000
Q2 2021	4363590000	7593151000
Q3 2021	4282201000	7949778000
Q4 2021	5115871000	3830591000
Q1 2022	5308513000	7713000000
Q2 2022	3782497000	12088086000
Q3 2022	3393514000	6564616000

AQR CAPITAL MANAGEMENT LLC 13F holdings

Stock	Position type	Portfolio share	Portfolio value	Avg. open price	Current price	P/L	Last change
Consumer Electronics Apple Inc. Portfolio share: 3.36% Portfolio value: 1.37B Avg. open price: $36.62 Current price: $146.61 P/L: +300.37% Bought +1.13% shares Q3 2022	share	3.36%	1.37B	$36.62	$146.61	+300.37%	Bought +1.13% shares Q3 2022
Software—Infrastructure Microsoft Corporation Portfolio share: 2.70% Portfolio value: 1.10B Avg. open price: $77.1 Current price: $250.2 P/L: +224.51% Bought +1.19% shares Q3 2022	share	2.70%	1.10B	$77.1	$250.2	+224.51%	Bought +1.19% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 1.26% Portfolio value: 518.88M Avg. open price: $1,012.1 Current price: $99.48 P/L: -90.17% Sold -5.73% shares Q3 2022	share	1.26%	518.88M	$1,012.1	$99.48	-90.17%	Sold -5.73% shares Q3 2022
Semiconductors Taiwan Semiconductor Manufacturing Company Limited Portfolio share: 1.20% Portfolio value: 492.56M Avg. open price: $35.66 Current price: $81.62 P/L: +128.89% Bought +5.37% shares Q3 2022	share	1.20%	492.56M	$35.66	$81.62	+128.89%	Bought +5.37% shares Q3 2022
Drug Manufacturers—General Pfizer Inc. Portfolio share: 1.14% Portfolio value: 467.58M Avg. open price: $33.69 Current price: $50.73 P/L: +50.59% Bought +1.14% shares Q3 2022	share	1.14%	467.58M	$33.69	$50.73	+50.59%	Bought +1.14% shares Q3 2022
Internet Retail Amazon.com, Inc. Portfolio share: 1.03% Portfolio value: 422.01M Avg. open price: $1,007.87 Current price: $91.02 P/L: -90.97% Bought +5.66% shares Q3 2022	share	1.03%	422.01M	$1,007.87	$91.02	-90.97%	Bought +5.66% shares Q3 2022
Auto Manufacturers Tesla, Inc. Portfolio share: 0.93% Portfolio value: 381.89M Avg. open price: $705.47 Current price: $182.45 P/L: -74.14% Bought +42.15% shares Q3 2022	share	0.93%	381.89M	$705.47	$182.45	-74.14%	Bought +42.15% shares Q3 2022
Oil & Gas Integrated Exxon Mobil Corporation Portfolio share: 0.93% Portfolio value: 379.99M Avg. open price: $62.9 Current price: $106.85 P/L: +69.87% Sold -1.30% shares Q3 2022	share	0.93%	379.99M	$62.9	$106.85	+69.87%	Sold -1.30% shares Q3 2022
Healthcare Plans CVS Health Corporation Portfolio share: 0.89% Portfolio value: 365.68M Avg. open price: $74.56 Current price: $102.01 P/L: +36.81% Bought +13.63% shares Q3 2022	share	0.89%	365.68M	$74.56	$102.01	+36.81%	Bought +13.63% shares Q3 2022
Internet Content & Information Meta Platforms, Inc. Portfolio share: 0.87% Portfolio value: 356.98M Avg. open price: N/A Current price: $122.43 P/L: N/A Sold -3.91% shares Q3 2022	share	0.87%	356.98M	N/A	$122.43	N/A	Sold -3.91% shares Q3 2022
Drug Manufacturers—General Gilead Sciences, Inc. Portfolio share: 0.83% Portfolio value: 340.11M Avg. open price: $61.57 Current price: $87.98 P/L: +42.90% Sold -9.56% shares Q3 2022	share	0.83%	340.11M	$61.57	$87.98	+42.90%	Sold -9.56% shares Q3 2022
Drug Manufacturers—General Merck & Co., Inc. Portfolio share: 0.82% Portfolio value: 338.19M Avg. open price: $56.94 Current price: $110.01 P/L: +93.21% Sold -4.58% shares Q3 2022	share	0.82%	338.19M	$56.94	$110.01	+93.21%	Sold -4.58% shares Q3 2022
Communication Equipment Cisco Systems, Inc. Portfolio share: 0.82% Portfolio value: 335.67M Avg. open price: $39.97 Current price: $49.33 P/L: +23.42% Bought +21.51% shares Q3 2022	share	0.82%	335.67M	$39.97	$49.33	+23.42%	Bought +21.51% shares Q3 2022
Drug Manufacturers—General Johnson & Johnson Portfolio share: 0.80% Portfolio value: 326.25M Avg. open price: $105.49 Current price: $178.78 P/L: +69.48% Sold -4.79% shares Q3 2022	share	0.80%	326.25M	$105.49	$178.78	+69.48%	Sold -4.79% shares Q3 2022
Beverages—Non-Alcoholic PepsiCo, Inc. Portfolio share: 0.79% Portfolio value: 323.61M Avg. open price: $113.33 Current price: $183.12 P/L: +61.58% Sold -3.06% shares Q3 2022	share	0.79%	323.61M	$113.33	$183.12	+61.58%	Sold -3.06% shares Q3 2022
Household & Personal Products The Procter & Gamble Company Portfolio share: 0.77% Portfolio value: 314.88M Avg. open price: $81.27 Current price: $149.09 P/L: +83.46% Sold -5.74% shares Q3 2022	share	0.77%	314.88M	$81.27	$149.09	+83.46%	Sold -5.74% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 0.73% Portfolio value: 297.66M Avg. open price: $897.09 Current price: $99.87 P/L: -88.87% Sold -5.68% shares Q3 2022	share	0.73%	297.66M	$897.09	$99.87	-88.87%	Sold -5.68% shares Q3 2022
Biotechnology Regeneron Pharmaceuticals, Inc. Portfolio share: 0.72% Portfolio value: 296.42M Avg. open price: $476.09 Current price: $755.45 P/L: +58.68% Sold -21.82% shares Q3 2022	share	0.72%	296.42M	$476.09	$755.45	+58.68%	Sold -21.82% shares Q3 2022
Healthcare Plans UnitedHealth Group Incorporated Portfolio share: 0.72% Portfolio value: 294.80M Avg. open price: $181.45 Current price: $535.04 P/L: +194.87% Sold -2.76% shares Q3 2022	share	0.72%	294.80M	$181.45	$535.04	+194.87%	Sold -2.76% shares Q3 2022
Beverages—Non-Alcoholic The Coca-Cola Company Portfolio share: 0.72% Portfolio value: 293.67M Avg. open price: $47.89 Current price: $63.47 P/L: +32.54% Bought +31.66% shares Q3 2022	share	0.72%	293.67M	$47.89	$63.47	+32.54%	Bought +31.66% shares Q3 2022
Farm Products Tyson Foods, Inc. Portfolio share: 0.66% Portfolio value: 271.01M Avg. open price: $67.35 Current price: $64.77 P/L: -3.83% Bought +26.62% shares Q3 2022	share	0.66%	271.01M	$67.35	$64.77	-3.83%	Bought +26.62% shares Q3 2022
Specialty Chemicals LyondellBasell Industries N.V. Portfolio share: 0.65% Portfolio value: 265.32M Avg. open price: $73.26 Current price: $83.47 P/L: +13.93% Bought +39.09% shares Q3 2022	share	0.65%	265.32M	$73.26	$83.47	+13.93%	Bought +39.09% shares Q3 2022
Oil & Gas Integrated Chevron Corporation Portfolio share: 0.59% Portfolio value: 243.99M Avg. open price: $96.2 Current price: $176.56 P/L: +83.53% Bought +52.89% shares Q3 2022	share	0.59%	243.99M	$96.2	$176.56	+83.53%	Bought +52.89% shares Q3 2022
BERKSHIRE HATHAWAY INC DEL Portfolio share: 0.55% Portfolio value: 224.64M Avg. open price: N/A Current price: N/A P/L: N/A Sold -3.27% shares Q3 2022	share	0.55%	224.64M	N/A	N/A	N/A	Sold -3.27% shares Q3 2022
Electronics & Computer Distribution Arrow Electronics, Inc. Portfolio share: 0.51% Portfolio value: 207.53M Avg. open price: $72.75 Current price: $106.1 P/L: +45.84% Sold -8.76% shares Q3 2022	share	0.51%	207.53M	$72.75	$106.1	+45.84%	Sold -8.76% shares Q3 2022
Semiconductors Texas Instruments Incorporated Portfolio share: 0.49% Portfolio value: 200.11M Avg. open price: $83.19 Current price: $177.39 P/L: +113.24% Sold -9.36% shares Q3 2022	share	0.49%	200.11M	$83.19	$177.39	+113.24%	Sold -9.36% shares Q3 2022
Drug Manufacturers—General AbbVie Inc. Portfolio share: 0.48% Portfolio value: 195.67M Avg. open price: $69.85 Current price: $163.96 P/L: +134.74% Sold -12.51% shares Q3 2022	share	0.48%	195.67M	$69.85	$163.96	+134.74%	Sold -12.51% shares Q3 2022
Credit Services Mastercard Incorporated Portfolio share: 0.48% Portfolio value: 195.04M Avg. open price: $183.14 Current price: $356.09 P/L: +94.44% Bought +59.92% shares Q3 2022	share	0.48%	195.04M	$183.14	$356.09	+94.44%	Bought +59.92% shares Q3 2022
Oil & Gas E&P EOG Resources, Inc. Portfolio share: 0.47% Portfolio value: 194.23M Avg. open price: $71.05 Current price: $134.14 P/L: +88.78% Sold -15.94% shares Q3 2022	share	0.47%	194.23M	$71.05	$134.14	+88.78%	Sold -15.94% shares Q3 2022
Semiconductors Intel Corporation Portfolio share: 0.47% Portfolio value: 193.08M Avg. open price: $38.96 Current price: $29.17 P/L: -25.13% Bought +2.53% shares Q3 2022	share	0.47%	193.08M	$38.96	$29.17	-25.13%	Bought +2.53% shares Q3 2022
Telecom Services AT&T Inc. Portfolio share: 0.47% Portfolio value: 190.73M Avg. open price: $25.72 Current price: $18.75 P/L: -27.11% Bought +50.05% shares Q3 2022	share	0.47%	190.73M	$25.72	$18.75	-27.11%	Bought +50.05% shares Q3 2022
Banks—Diversified Citigroup Inc. Portfolio share: 0.46% Portfolio value: 188.20M Avg. open price: $54.15 Current price: $45.64 P/L: -15.71% Sold -4.49% shares Q3 2022	share	0.46%	188.20M	$54.15	$45.64	-15.71%	Sold -4.49% shares Q3 2022
Discount Stores Walmart Inc. Portfolio share: 0.46% Portfolio value: 186.93M Avg. open price: $82.75 Current price: $151.65 P/L: +83.25% Bought +10.22% shares Q3 2022	share	0.46%	186.93M	$82.75	$151.65	+83.25%	Bought +10.22% shares Q3 2022
Oil & Gas E&P ConocoPhillips Portfolio share: 0.46% Portfolio value: 186.82M Avg. open price: $56.09 Current price: $119.37 P/L: +112.82% Sold -17.64% shares Q3 2022	share	0.46%	186.82M	$56.09	$119.37	+112.82%	Sold -17.64% shares Q3 2022
Software—Infrastructure Adobe Inc. Portfolio share: 0.45% Portfolio value: 185.05M Avg. open price: $211.55 Current price: $334.28 P/L: +58.02% Bought +23.87% shares Q3 2022	share	0.45%	185.05M	$211.55	$334.28	+58.02%	Bought +23.87% shares Q3 2022
Home Improvement Retail The Home Depot, Inc. Portfolio share: 0.44% Portfolio value: 179.65M Avg. open price: $188.69 Current price: $320.08 P/L: +69.63% Bought +0.88% shares Q3 2022	share	0.44%	179.65M	$188.69	$320.08	+69.63%	Bought +0.88% shares Q3 2022
Credit Services Visa Inc. Portfolio share: 0.44% Portfolio value: 178.96M Avg. open price: $125.25 Current price: $213.68 P/L: +70.60% Bought +17.20% shares Q3 2022	share	0.44%	178.96M	$125.25	$213.68	+70.60%	Bought +17.20% shares Q3 2022
Insurance—Diversified American International Group, Inc. Portfolio share: 0.43% Portfolio value: 176.28M Avg. open price: $49.13 Current price: $61.48 P/L: +25.14% Bought +10.11% shares Q3 2022	share	0.43%	176.28M	$49.13	$61.48	+25.14%	Bought +10.11% shares Q3 2022
Banks—Diversified JPMorgan Chase & Co. Portfolio share: 0.43% Portfolio value: 174.84M Avg. open price: $87.98 Current price: $131.37 P/L: +49.32% Sold -12.30% shares Q3 2022	share	0.43%	174.84M	$87.98	$131.37	+49.32%	Sold -12.30% shares Q3 2022
Banks—Diversified Wells Fargo & Company Portfolio share: 0.41% Portfolio value: 169.73M Avg. open price: $40.81 Current price: $43.66 P/L: +6.99% Sold -4.90% shares Q3 2022	share	0.41%	169.73M	$40.81	$43.66	+6.99%	Sold -4.90% shares Q3 2022
REIT—Industrial Public Storage Portfolio share: 0.41% Portfolio value: 167.96M Avg. open price: $212.51 Current price: $289.45 P/L: +36.20% Sold -8.73% shares Q3 2022	share	0.41%	167.96M	$212.51	$289.45	+36.20%	Sold -8.73% shares Q3 2022
Medical Devices Abbott Laboratories Portfolio share: 0.39% Portfolio value: 161.74M Avg. open price: $73.04 Current price: $105.38 P/L: +44.27% Sold -9.85% shares Q3 2022	share	0.39%	161.74M	$73.04	$105.38	+44.27%	Sold -9.85% shares Q3 2022
Agricultural Inputs CF Industries Holdings, Inc. Portfolio share: 0.39% Portfolio value: 159.44M Avg. open price: $60.31 Current price: $103.48 P/L: +71.58% Sold -9.06% shares Q3 2022	share	0.39%	159.44M	$60.31	$103.48	+71.58%	Sold -9.06% shares Q3 2022
Drug Manufacturers—General Eli Lilly and Company Portfolio share: 0.38% Portfolio value: 156.20M Avg. open price: $102.5 Current price: $369.29 P/L: +260.28% Sold -10.26% shares Q3 2022	share	0.38%	156.20M	$102.5	$369.29	+260.28%	Sold -10.26% shares Q3 2022
Oil & Gas Refining & Marketing Valero Energy Corporation Portfolio share: 0.38% Portfolio value: 155.80M Avg. open price: $78.84 Current price: $120.96 P/L: +53.43% Bought +266.50% shares Q3 2022	share	0.38%	155.80M	$78.84	$120.96	+53.43%	Bought +266.50% shares Q3 2022
Staffing & Employment Services Robert Half International Inc. Portfolio share: 0.38% Portfolio value: 153.88M Avg. open price: $53.53 Current price: $75.56 P/L: +41.14% Bought +7.08% shares Q3 2022	share	0.38%	153.88M	$53.53	$75.56	+41.14%	Bought +7.08% shares Q3 2022
Utilities—Independent Power Producers NRG Energy, Inc. Portfolio share: 0.37% Portfolio value: 150.26M Avg. open price: $34.02 Current price: $40.84 P/L: +20.03% Bought +11.38% shares Q3 2022	share	0.37%	150.26M	$34.02	$40.84	+20.03%	Bought +11.38% shares Q3 2022
Semiconductors Micron Technology, Inc. Portfolio share: 0.36% Portfolio value: 147.16M Avg. open price: $38.98 Current price: $54.04 P/L: +38.63% Sold -20.95% shares Q3 2022	share	0.36%	147.16M	$38.98	$54.04	+38.63%	Sold -20.95% shares Q3 2022
Biotechnology Vertex Pharmaceuticals Incorporated Portfolio share: 0.35% Portfolio value: 143.18M Avg. open price: $152.4 Current price: $317.6 P/L: +108.40% Sold -4.31% shares Q3 2022	share	0.35%	143.18M	$152.4	$317.6	+108.40%	Sold -4.31% shares Q3 2022
Semiconductors Broadcom Inc. Portfolio share: 0.35% Portfolio value: 142.08M Avg. open price: $234.52 Current price: $530.64 P/L: +126.27% Bought +12.00% shares Q3 2022	share	0.35%	142.08M	$234.52	$530.64	+126.27%	Bought +12.00% shares Q3 2022
Building Products & Equipment Owens Corning Portfolio share: 0.35% Portfolio value: 141.67M Avg. open price: $64.43 Current price: $88.88 P/L: +37.95% Sold -6.69% shares Q3 2022	share	0.35%	141.67M	$64.43	$88.88	+37.95%	Sold -6.69% shares Q3 2022
Specialty Industrial Machinery Cummins Inc. Portfolio share: 0.34% Portfolio value: 141.48M Avg. open price: $139.83 Current price: $245.35 P/L: +75.47% Sold -20.47% shares Q3 2022	share	0.34%	141.48M	$139.83	$245.35	+75.47%	Sold -20.47% shares Q3 2022
Drug Manufacturers—General Amgen Inc. Portfolio share: 0.34% Portfolio value: 140.99M Avg. open price: $166.64 Current price: $285.01 P/L: +71.03% Bought +10.23% shares Q3 2022	share	0.34%	140.99M	$166.64	$285.01	+71.03%	Bought +10.23% shares Q3 2022
Discount Stores Costco Wholesale Corporation Portfolio share: 0.34% Portfolio value: 140.67M Avg. open price: $200.21 Current price: $488.66 P/L: +144.07% Sold -1.95% shares Q3 2022	share	0.34%	140.67M	$200.21	$488.66	+144.07%	Sold -1.95% shares Q3 2022
Residential Construction PulteGroup, Inc. Portfolio share: 0.34% Portfolio value: 139.53M Avg. open price: $26.98 Current price: $43.71 P/L: +62.01% Sold -1.57% shares Q3 2022	share	0.34%	139.53M	$26.98	$43.71	+62.01%	Sold -1.57% shares Q3 2022
Healthcare Plans Elevance Health Inc. Portfolio share: 0.34% Portfolio value: 139.19M Avg. open price: $482.58 Current price: $522.34 P/L: +8.24% Bought +0.58% shares Q3 2022	share	0.34%	139.19M	$482.58	$522.34	+8.24%	Bought +0.58% shares Q3 2022
Travel Services Expedia Group, Inc. Portfolio share: 0.33% Portfolio value: 136.51M Avg. open price: $141.67 Current price: $100.66 P/L: -28.95% Bought +58.82% shares Q3 2022	share	0.33%	136.51M	$141.67	$100.66	-28.95%	Bought +58.82% shares Q3 2022
Insurance—Reinsurance Everest Re Group, Ltd. Portfolio share: 0.33% Portfolio value: 136.20M Avg. open price: $222.31 Current price: $330.59 P/L: +48.71% Sold -23.89% shares Q3 2022	share	0.33%	136.20M	$222.31	$330.59	+48.71%	Sold -23.89% shares Q3 2022
Travel Services Booking Holdings Inc. Portfolio share: 0.33% Portfolio value: 136.01M Avg. open price: $2,031.93 Current price: $2,056.52 P/L: +1.21% Bought +132.18% shares Q3 2022	share	0.33%	136.01M	$2,031.93	$2,056.52	+1.21%	Bought +132.18% shares Q3 2022
Diagnostics & Research Danaher Corporation Portfolio share: 0.33% Portfolio value: 135.37M Avg. open price: $101.48 Current price: $267.97 P/L: +164.06% Sold -11.21% shares Q3 2022	share	0.33%	135.37M	$101.48	$267.97	+164.06%	Sold -11.21% shares Q3 2022
Household & Personal Products Colgate-Palmolive Company Portfolio share: 0.33% Portfolio value: 133.31M Avg. open price: $65.43 Current price: $77.12 P/L: +17.87% Sold -6.75% shares Q3 2022	share	0.33%	133.31M	$65.43	$77.12	+17.87%	Sold -6.75% shares Q3 2022
Specialty Retail AutoZone, Inc. Portfolio share: 0.32% Portfolio value: 129.75M Avg. open price: $880.72 Current price: $2,526.92 P/L: +186.92% Bought +17.83% shares Q3 2022	share	0.32%	129.75M	$880.72	$2,526.92	+186.92%	Bought +17.83% shares Q3 2022
Grocery Stores The Kroger Co. Portfolio share: 0.31% Portfolio value: 129.14M Avg. open price: $28.03 Current price: $46.07 P/L: +64.36% Bought +59.34% shares Q3 2022	share	0.31%	129.14M	$28.03	$46.07	+64.36%	Bought +59.34% shares Q3 2022
Oil & Gas Refining & Marketing Marathon Petroleum Corporation Portfolio share: 0.31% Portfolio value: 129.01M Avg. open price: $64.78 Current price: $112.45 P/L: +73.60% Bought +100.29% shares Q3 2022	share	0.31%	129.01M	$64.78	$112.45	+73.60%	Bought +100.29% shares Q3 2022
Confectioners The Hershey Company Portfolio share: 0.31% Portfolio value: 128.81M Avg. open price: $107.11 Current price: $233.25 P/L: +117.76% Sold -8.59% shares Q3 2022	share	0.31%	128.81M	$107.11	$233.25	+117.76%	Sold -8.59% shares Q3 2022
Healthcare Plans Molina Healthcare, Inc. Portfolio share: 0.30% Portfolio value: 124.55M Avg. open price: $104.77 Current price: $335.11 P/L: +219.85% Sold -13.27% shares Q3 2022	share	0.30%	124.55M	$104.77	$335.11	+219.85%	Sold -13.27% shares Q3 2022
Diagnostics & Research Thermo Fisher Scientific Inc. Portfolio share: 0.30% Portfolio value: 124.03M Avg. open price: $267.94 Current price: $557.21 P/L: +107.96% Sold -11.45% shares Q3 2022	share	0.30%	124.03M	$267.94	$557.21	+107.96%	Sold -11.45% shares Q3 2022
Utilities—Regulated Electric Consolidated Edison, Inc. Portfolio share: 0.30% Portfolio value: 123.75M Avg. open price: $70.54 Current price: $97.37 P/L: +38.04% Bought +5.83% shares Q3 2022	share	0.30%	123.75M	$70.54	$97.37	+38.04%	Bought +5.83% shares Q3 2022
Conglomerates 3M Company Portfolio share: 0.29% Portfolio value: 120.35M Avg. open price: $160.61 Current price: $124.63 P/L: -22.40% Bought +18.14% shares Q3 2022	share	0.29%	120.35M	$160.61	$124.63	-22.40%	Bought +18.14% shares Q3 2022
Medical Distribution McKesson Corporation Portfolio share: 0.29% Portfolio value: 120.10M Avg. open price: $142.34 Current price: $382.44 P/L: +168.68% Bought +6.00% shares Q3 2022	share	0.29%	120.10M	$142.34	$382.44	+168.68%	Bought +6.00% shares Q3 2022
Tools & Accessories Snap-on Incorporated Portfolio share: 0.29% Portfolio value: 119.26M Avg. open price: $156.87 Current price: $239.68 P/L: +52.79% Sold -13.25% shares Q3 2022	share	0.29%	119.26M	$156.87	$239.68	+52.79%	Sold -13.25% shares Q3 2022
Packaging & Containers WestRock Company Portfolio share: 0.29% Portfolio value: 118.12M Avg. open price: $39.93 Current price: $36.65 P/L: -8.23% Bought +58.40% shares Q3 2022	share	0.29%	118.12M	$39.93	$36.65	-8.23%	Bought +58.40% shares Q3 2022
Telecom Services Verizon Communications Inc. Portfolio share: 0.28% Portfolio value: 116.45M Avg. open price: $43.97 Current price: $37.07 P/L: -15.69% Sold -12.75% shares Q3 2022	share	0.28%	116.45M	$43.97	$37.07	-15.69%	Sold -12.75% shares Q3 2022
Information Technology Services Accenture plc Portfolio share: 0.28% Portfolio value: 116.12M Avg. open price: $134.87 Current price: $292.93 P/L: +117.19% Sold -23.76% shares Q3 2022	share	0.28%	116.12M	$134.87	$292.93	+117.19%	Sold -23.76% shares Q3 2022
Oil & Gas E&P Marathon Oil Corporation Portfolio share: 0.28% Portfolio value: 116.00M Avg. open price: $13.82 Current price: $28.52 P/L: +106.40% Bought +26.93% shares Q3 2022	share	0.28%	116.00M	$13.82	$28.52	+106.40%	Bought +26.93% shares Q3 2022
Drug Manufacturers—General Bristol-Myers Squibb Company Portfolio share: 0.28% Portfolio value: 116.02M Avg. open price: $53.35 Current price: $80.7 P/L: +51.28% Bought +4.27% shares Q3 2022	share	0.28%	116.02M	$53.35	$80.7	+51.28%	Bought +4.27% shares Q3 2022
Aerospace & Defense Textron Inc. Portfolio share: 0.28% Portfolio value: 114.61M Avg. open price: $56.13 Current price: $69.9 P/L: +24.54% Sold -14.85% shares Q3 2022	share	0.28%	114.61M	$56.13	$69.9	+24.54%	Sold -14.85% shares Q3 2022
Building Products & Equipment Builders FirstSource, Inc. Portfolio share: 0.28% Portfolio value: 114.09M Avg. open price: $41.84 Current price: $61.33 P/L: +46.58% Sold -7.39% shares Q3 2022	share	0.28%	114.09M	$41.84	$61.33	+46.58%	Sold -7.39% shares Q3 2022
Insurance—Property & Casualty Chubb Limited Portfolio share: 0.28% Portfolio value: 113.69M Avg. open price: $143.26 Current price: $215.43 P/L: +50.38% Bought +13.25% shares Q3 2022	share	0.28%	113.69M	$143.26	$215.43	+50.38%	Bought +13.25% shares Q3 2022
Insurance—Property & Casualty The Travelers Companies, Inc. Portfolio share: 0.27% Portfolio value: 110.32M Avg. open price: $127.45 Current price: $187.21 P/L: +46.88% Sold -15.09% shares Q3 2022	share	0.27%	110.32M	$127.45	$187.21	+46.88%	Sold -15.09% shares Q3 2022
Steel Steel Dynamics, Inc. Portfolio share: 0.27% Portfolio value: 109.96M Avg. open price: $39.66 Current price: $106.74 P/L: +169.16% Sold -27.17% shares Q3 2022	share	0.27%	109.96M	$39.66	$106.74	+169.16%	Sold -27.17% shares Q3 2022
Waste Management Waste Management, Inc. Portfolio share: 0.26% Portfolio value: 108.50M Avg. open price: $67.11 Current price: $167.79 P/L: +150.02% Bought +0.01% shares Q3 2022	share	0.26%	108.50M	$67.11	$167.79	+150.02%	Bought +0.01% shares Q3 2022
Auto & Truck Dealerships AutoNation, Inc. Portfolio share: 0.26% Portfolio value: 105.54M Avg. open price: $49.2 Current price: $117.37 P/L: +138.57% Bought +2.73% shares Q3 2022	share	0.26%	105.54M	$49.2	$117.37	+138.57%	Bought +2.73% shares Q3 2022
Insurance—Property & Casualty ALLSTATE CORP Portfolio share: 0.26% Portfolio value: 105.55M Avg. open price: $83.18 Current price: $128.49 P/L: +54.47% Sold -50.89% shares Q3 2022	share	0.26%	105.55M	$83.18	$128.49	+54.47%	Sold -50.89% shares Q3 2022
Computer Hardware HP Inc. Portfolio share: 0.25% Portfolio value: 103.07M Avg. open price: $15.36 Current price: $29.21 P/L: +90.15% Bought +39.57% shares Q3 2022	share	0.25%	103.07M	$15.36	$29.21	+90.15%	Bought +39.57% shares Q3 2022
Integrated Freight & Logistics Expeditors International of Washington, Inc. Portfolio share: 0.25% Portfolio value: 102.59M Avg. open price: $68.26 Current price: $111.82 P/L: +63.83% Sold -6.15% shares Q3 2022	share	0.25%	102.59M	$68.26	$111.82	+63.83%	Sold -6.15% shares Q3 2022
Information Technology Services Gartner, Inc. Portfolio share: 0.25% Portfolio value: 102.27M Avg. open price: $232.64 Current price: $350.46 P/L: +50.64% Sold -8.34% shares Q3 2022	share	0.25%	102.27M	$232.64	$350.46	+50.64%	Sold -8.34% shares Q3 2022
Healthcare Plans CIGNA CORP NEW Portfolio share: 0.25% Portfolio value: 101.27M Avg. open price: $174.04 Current price: $327.39 P/L: +88.11% Bought +22.85% shares Q3 2022	share	0.25%	101.27M	$174.04	$327.39	+88.11%	Bought +22.85% shares Q3 2022
Agricultural Inputs The Mosaic Company Portfolio share: 0.25% Portfolio value: 101.04M Avg. open price: $30.21 Current price: $48.19 P/L: +59.52% Bought +22.14% shares Q3 2022	share	0.25%	101.04M	$30.21	$48.19	+59.52%	Bought +22.14% shares Q3 2022
Aerospace & Defense Huntington Ingalls Industries, Inc. Portfolio share: 0.25% Portfolio value: 100.63M Avg. open price: $184.38 Current price: $235.84 P/L: +27.91% Sold -10.76% shares Q3 2022	share	0.25%	100.63M	$184.38	$235.84	+27.91%	Sold -10.76% shares Q3 2022
Computer Hardware Dell Technologies Inc. Portfolio share: 0.24% Portfolio value: 99.86M Avg. open price: $35.84 Current price: $43.07 P/L: +20.19% Bought +19.59% shares Q3 2022	share	0.24%	99.86M	$35.84	$43.07	+20.19%	Bought +19.59% shares Q3 2022
Information Technology Services Cognizant Technology Solutions Corporation Portfolio share: 0.24% Portfolio value: 98.52M Avg. open price: $68.5 Current price: $60.45 P/L: -11.76% Bought +45.98% shares Q3 2022	share	0.24%	98.52M	$68.5	$60.45	-11.76%	Bought +45.98% shares Q3 2022
Specialty Industrial Machinery Illinois Tool Works Inc. Portfolio share: 0.24% Portfolio value: 98.40M Avg. open price: $135.91 Current price: $224.19 P/L: +64.96% Sold -18.19% shares Q3 2022	share	0.24%	98.40M	$135.91	$224.19	+64.96%	Sold -18.19% shares Q3 2022
Aerospace & Defense Lockheed Martin Corporation Portfolio share: 0.24% Portfolio value: 97.32M Avg. open price: $291.6 Current price: $490.67 P/L: +68.27% Bought +3.25% shares Q3 2022	share	0.24%	97.32M	$291.6	$490.67	+68.27%	Bought +3.25% shares Q3 2022
Farm Products Archer-Daniels-Midland Company Portfolio share: 0.24% Portfolio value: 96.78M Avg. open price: $40.39 Current price: $90.79 P/L: +124.77% Bought +7.50% shares Q3 2022	share	0.24%	96.78M	$40.39	$90.79	+124.77%	Bought +7.50% shares Q3 2022
Oil & Gas E&P APA Corporation Portfolio share: 0.23% Portfolio value: 96.26M Avg. open price: $30.43 Current price: $45.72 P/L: +50.26% Bought +26.80% shares Q3 2022	share	0.23%	96.26M	$30.43	$45.72	+50.26%	Bought +26.80% shares Q3 2022
Medical Devices Medtronic plc Portfolio share: 0.23% Portfolio value: 96.14M Avg. open price: $83.59 Current price: $78.79 P/L: -5.74% Bought +9.28% shares Q3 2022	share	0.23%	96.14M	$83.59	$78.79	-5.74%	Bought +9.28% shares Q3 2022
Home Improvement Retail Lowe's Companies, Inc. Portfolio share: 0.23% Portfolio value: 95.92M Avg. open price: $89.58 Current price: $206.18 P/L: +130.16% Sold -5.89% shares Q3 2022	share	0.23%	95.92M	$89.58	$206.18	+130.16%	Sold -5.89% shares Q3 2022
Packaged Foods The Kraft Heinz Company Portfolio share: 0.23% Portfolio value: 95.14M Avg. open price: $37.85 Current price: $39.62 P/L: +4.68% Sold -1.42% shares Q3 2022	share	0.23%	95.14M	$37.85	$39.62	+4.68%	Sold -1.42% shares Q3 2022
Specialty Retail O'Reilly Automotive, Inc. Portfolio share: 0.23% Portfolio value: 94.62M Avg. open price: $396.72 Current price: $843.1 P/L: +112.52% Sold -1.05% shares Q3 2022	share	0.23%	94.62M	$396.72	$843.1	+112.52%	Sold -1.05% shares Q3 2022
Semiconductors QUALCOMM Incorporated Portfolio share: 0.23% Portfolio value: 94.23M Avg. open price: $62.41 Current price: $123.3 P/L: +97.57% Sold -23.07% shares Q3 2022	share	0.23%	94.23M	$62.41	$123.3	+97.57%	Sold -23.07% shares Q3 2022
Trucking Old Dominion Freight Line, Inc. Portfolio share: 0.23% Portfolio value: 93.59M Avg. open price: $111.38 Current price: $289.76 P/L: +160.15% Sold -6.25% shares Q3 2022	share	0.23%	93.59M	$111.38	$289.76	+160.15%	Sold -6.25% shares Q3 2022
Waste Management Republic Services, Inc. Portfolio share: 0.23% Portfolio value: 93.57M Avg. open price: $52.77 Current price: $139.11 P/L: +163.60% Sold -25.17% shares Q3 2022	share	0.23%	93.57M	$52.77	$139.11	+163.60%	Sold -25.17% shares Q3 2022
Drug Manufacturers—Specialty & Generic Viatris Inc. Portfolio share: 0.22% Portfolio value: 89.56M Avg. open price: $11.78 Current price: $10.92 P/L: -7.31% Bought +4.13% shares Q3 2022	share	0.22%	89.56M	$11.78	$10.92	-7.31%	Bought +4.13% shares Q3 2022
Oil & Gas Refining & Marketing Phillips 66 Portfolio share: 0.22% Portfolio value: 88.77M Avg. open price: $81 Current price: $104.15 P/L: +28.58% Bought +24.01% shares Q3 2022	share	0.22%	88.77M	$81	$104.15	+28.58%	Bought +24.01% shares Q3 2022
Beverages—Brewers Molson Coors Beverage Company Portfolio share: 0.22% Portfolio value: 88.23M Avg. open price: $63.03 Current price: $54.5 P/L: -13.54% Bought +14.56% shares Q3 2022	share	0.22%	88.23M	$63.03	$54.5	-13.54%	Bought +14.56% shares Q3 2022
Leisure Hasbro, Inc. Portfolio share: 0.21% Portfolio value: 85.61M Avg. open price: $84.52 Current price: $63.24 P/L: -25.17% Bought +6.92% shares Q3 2022	share	0.21%	85.61M	$84.52	$63.24	-25.17%	Bought +6.92% shares Q3 2022
Tobacco Philip Morris International Inc. Portfolio share: 0.21% Portfolio value: 85.57M Avg. open price: $73.04 Current price: $103.48 P/L: +41.68% Sold -1.78% shares Q3 2022	share	0.21%	85.57M	$73.04	$103.48	+41.68%	Sold -1.78% shares Q3 2022
Diagnostics & Research Quest Diagnostics Incorporated Portfolio share: 0.21% Portfolio value: 84.91M Avg. open price: $111.79 Current price: $148.92 P/L: +33.21% Sold -14.25% shares Q3 2022	share	0.21%	84.91M	$111.79	$148.92	+33.21%	Sold -14.25% shares Q3 2022
Software—Infrastructure Synopsys, Inc. Portfolio share: 0.21% Portfolio value: 84.41M Avg. open price: $120.87 Current price: $331.27 P/L: +174.07% Sold -19.32% shares Q3 2022	share	0.21%	84.41M	$120.87	$331.27	+174.07%	Sold -19.32% shares Q3 2022
Staffing & Employment Services ManpowerGroup Inc. Portfolio share: 0.20% Portfolio value: 83.10M Avg. open price: $85.75 Current price: $87.52 P/L: +2.06% Sold -4.78% shares Q3 2022	share	0.20%	83.10M	$85.75	$87.52	+2.06%	Sold -4.78% shares Q3 2022
Chemicals Huntsman Corporation Portfolio share: 0.20% Portfolio value: 82.14M Avg. open price: $21.29 Current price: $28.22 P/L: +32.55% Bought +92.55% shares Q3 2022	share	0.20%	82.14M	$21.29	$28.22	+32.55%	Bought +92.55% shares Q3 2022
Software—Application Cadence Design Systems, Inc. Portfolio share: 0.20% Portfolio value: 81.20M Avg. open price: $44.47 Current price: $166.46 P/L: +274.29% Bought +27.72% shares Q3 2022	share	0.20%	81.20M	$44.47	$166.46	+274.29%	Bought +27.72% shares Q3 2022
Confectioners Mondelez International, Inc. Portfolio share: 0.19% Portfolio value: 78.82M Avg. open price: $43.4 Current price: $67.43 P/L: +55.36% Bought +14.66% shares Q3 2022	share	0.19%	78.82M	$43.4	$67.43	+55.36%	Bought +14.66% shares Q3 2022
Semiconductor Equipment & Materials Applied Materials, Inc. Portfolio share: 0.19% Portfolio value: 78.26M Avg. open price: $30.4 Current price: $106.43 P/L: +250.11% Sold -4.51% shares Q3 2022	share	0.19%	78.26M	$30.4	$106.43	+250.11%	Sold -4.51% shares Q3 2022
Resorts & Casinos Vail Resorts, Inc. Portfolio share: 0.19% Portfolio value: 77.95M Avg. open price: $219.84 Current price: $250.13 P/L: +13.78% Bought +96.86% shares Q3 2022	share	0.19%	77.95M	$219.84	$250.13	+13.78%	Bought +96.86% shares Q3 2022
Staffing & Employment Services Automatic Data Processing, Inc. Portfolio share: 0.18% Portfolio value: 75.85M Avg. open price: $143.97 Current price: $264.32 P/L: +83.59% Sold -12.61% shares Q3 2022	share	0.18%	75.85M	$143.97	$264.32	+83.59%	Sold -12.61% shares Q3 2022
Specialty Retail Best Buy Co., Inc. Portfolio share: 0.18% Portfolio value: 75.74M Avg. open price: $57.49 Current price: $84.32 P/L: +46.67% Sold -17.65% shares Q3 2022	share	0.18%	75.74M	$57.49	$84.32	+46.67%	Sold -17.65% shares Q3 2022
Specialty Retail Williams-Sonoma, Inc. Portfolio share: 0.18% Portfolio value: 75.78M Avg. open price: $54.41 Current price: $113.42 P/L: +108.45% Bought +52.40% shares Q3 2022	share	0.18%	75.78M	$54.41	$113.42	+108.45%	Bought +52.40% shares Q3 2022
Communication Equipment Hewlett Packard Enterprise Company Portfolio share: 0.18% Portfolio value: 75.33M Avg. open price: $12.4 Current price: $16.21 P/L: +30.76% Bought +161.00% shares Q3 2022	share	0.18%	75.33M	$12.4	$16.21	+30.76%	Bought +161.00% shares Q3 2022
Aerospace & Defense General Dynamics Corporation Portfolio share: 0.18% Portfolio value: 74.88M Avg. open price: $188.43 Current price: $250.91 P/L: +33.16% Sold -12.17% shares Q3 2022	share	0.18%	74.88M	$188.43	$250.91	+33.16%	Sold -12.17% shares Q3 2022
Packaged Foods Hormel Foods Corporation Portfolio share: 0.18% Portfolio value: 74.81M Avg. open price: $40.12 Current price: $47.19 P/L: +17.61% Sold -7.47% shares Q3 2022	share	0.18%	74.81M	$40.12	$47.19	+17.61%	Sold -7.47% shares Q3 2022
Discount Stores Target Corporation Portfolio share: 0.18% Portfolio value: 74.79M Avg. open price: $72.4 Current price: $154.93 P/L: +113.99% Sold -8.67% shares Q3 2022	share	0.18%	74.79M	$72.4	$154.93	+113.99%	Sold -8.67% shares Q3 2022
Telecom Services T-Mobile US, Inc. Portfolio share: 0.18% Portfolio value: 74.22M Avg. open price: $70.4 Current price: $150.62 P/L: +113.94% Bought +1.43% shares Q3 2022	share	0.18%	74.22M	$70.4	$150.62	+113.94%	Bought +1.43% shares Q3 2022
Auto Manufacturers General Motors Company Portfolio share: 0.18% Portfolio value: 74.21M Avg. open price: $33.8 Current price: $38.79 P/L: +14.76% Sold -21.12% shares Q3 2022	share	0.18%	74.21M	$33.8	$38.79	+14.76%	Sold -21.12% shares Q3 2022
Insurance—Property & Casualty The Progressive Corporation Portfolio share: 0.18% Portfolio value: 74.16M Avg. open price: $44.55 Current price: $131.26 P/L: +194.66% Sold -1.51% shares Q3 2022	share	0.18%	74.16M	$44.55	$131.26	+194.66%	Sold -1.51% shares Q3 2022
Information Technology Services International Business Machines Corporation Portfolio share: 0.18% Portfolio value: 73.98M Avg. open price: $120.94 Current price: $147.41 P/L: +21.89% Bought +71.38% shares Q3 2022	share	0.18%	73.98M	$120.94	$147.41	+21.89%	Bought +71.38% shares Q3 2022
Trucking Knight-Swift Transportation Holdings Inc. Portfolio share: 0.18% Portfolio value: 73.50M Avg. open price: $43.96 Current price: $55.54 P/L: +26.34% Bought +13.78% shares Q3 2022	share	0.18%	73.50M	$43.96	$55.54	+26.34%	Bought +13.78% shares Q3 2022
Oil & Gas E&P Devon Energy Corporation Portfolio share: 0.18% Portfolio value: 73.46M Avg. open price: $28.14 Current price: $66.55 P/L: +136.46% Sold -25.45% shares Q3 2022	share	0.18%	73.46M	$28.14	$66.55	+136.46%	Sold -25.45% shares Q3 2022
Diagnostics & Research Mettler-Toledo International Inc. Portfolio share: 0.18% Portfolio value: 72.90M Avg. open price: $681.37 Current price: $1,454.37 P/L: +113.45% Sold -8.32% shares Q3 2022	share	0.18%	72.90M	$681.37	$1,454.37	+113.45%	Sold -8.32% shares Q3 2022
REIT—Retail Simon Property Group, Inc. Portfolio share: 0.18% Portfolio value: 72.89M Avg. open price: $137.94 Current price: $117.69 P/L: -14.68% Sold -0.95% shares Q3 2022	share	0.18%	72.89M	$137.94	$117.69	-14.68%	Sold -0.95% shares Q3 2022
Packaging & Containers Packaging Corporation of America Portfolio share: 0.18% Portfolio value: 72.77M Avg. open price: $97.37 Current price: $135.58 P/L: +39.24% Bought +2.83% shares Q3 2022	share	0.18%	72.77M	$97.37	$135.58	+39.24%	Bought +2.83% shares Q3 2022
Utilities—Regulated Electric NextEra Energy, Inc. Portfolio share: 0.18% Portfolio value: 72.22M Avg. open price: $35.91 Current price: $85.15 P/L: +137.10% Sold -14.61% shares Q3 2022	share	0.18%	72.22M	$35.91	$85.15	+137.10%	Sold -14.61% shares Q3 2022
Beverages—Non-Alcoholic Monster Beverage Corporation Portfolio share: 0.17% Portfolio value: 71.37M Avg. open price: $53.99 Current price: $102.17 P/L: +89.24% Sold -16.76% shares Q3 2022	share	0.17%	71.37M	$53.99	$102.17	+89.24%	Sold -16.76% shares Q3 2022
Financial Data & Stock Exchanges CME Group Inc. Portfolio share: 0.17% Portfolio value: 70.51M Avg. open price: $136.14 Current price: $180.38 P/L: +32.49% Bought +9.48% shares Q3 2022	share	0.17%	70.51M	$136.14	$180.38	+32.49%	Bought +9.48% shares Q3 2022
Packaging & Containers International Paper Company Portfolio share: 0.17% Portfolio value: 70.47M Avg. open price: $40.09 Current price: $36.52 P/L: -8.91% Sold -17.44% shares Q3 2022	share	0.17%	70.47M	$40.09	$36.52	-8.91%	Sold -17.44% shares Q3 2022
Utilities—Regulated Electric Duke Energy Corporation Portfolio share: 0.17% Portfolio value: 70.31M Avg. open price: $74.39 Current price: $99.13 P/L: +33.25% Sold -11.02% shares Q3 2022	share	0.17%	70.31M	$74.39	$99.13	+33.25%	Sold -11.02% shares Q3 2022
Biotechnology Moderna, Inc. Portfolio share: 0.17% Portfolio value: 70.28M Avg. open price: $179.05 Current price: $175.93 P/L: -1.74% Sold -53.73% shares Q3 2022	share	0.17%	70.28M	$179.05	$175.93	-1.74%	Sold -53.73% shares Q3 2022
Packaged Foods General Mills, Inc. Portfolio share: 0.17% Portfolio value: 69.88M Avg. open price: $50.59 Current price: $86.3 P/L: +70.60% Bought +58.44% shares Q3 2022	share	0.17%	69.88M	$50.59	$86.3	+70.60%	Bought +58.44% shares Q3 2022
Integrated Freight & Logistics Landstar System, Inc. Portfolio share: 0.17% Portfolio value: 69.91M Avg. open price: $120.81 Current price: $170.92 P/L: +41.47% Sold -6.80% shares Q3 2022	share	0.17%	69.91M	$120.81	$170.92	+41.47%	Sold -6.80% shares Q3 2022
Semiconductors Vishay Intertechnology, Inc. Portfolio share: 0.17% Portfolio value: 69.04M Avg. open price: $18.1 Current price: $22.35 P/L: +23.50% Sold -7.25% shares Q3 2022	share	0.17%	69.04M	$18.1	$22.35	+23.50%	Sold -7.25% shares Q3 2022
Insurance—Life Lincoln National Corporation Portfolio share: 0.17% Portfolio value: 68.36M Avg. open price: $56.97 Current price: $37.74 P/L: -33.76% Sold -0.76% shares Q3 2022	share	0.17%	68.36M	$56.97	$37.74	-33.76%	Sold -0.76% shares Q3 2022
Medical Care Facilities Universal Health Services, Inc. Portfolio share: 0.17% Portfolio value: 68.29M Avg. open price: $132.04 Current price: $127.36 P/L: -3.54% Bought +36.14% shares Q3 2022	share	0.17%	68.29M	$132.04	$127.36	-3.54%	Bought +36.14% shares Q3 2022
Telecom Services Comcast Corporation Portfolio share: 0.16% Portfolio value: 67.19M Avg. open price: $35.14 Current price: $35.15 P/L: +0.04% Bought +12.86% shares Q3 2022	share	0.16%	67.19M	$35.14	$35.15	+0.04%	Bought +12.86% shares Q3 2022
Electronic Components Jabil Inc. Portfolio share: 0.16% Portfolio value: 66.57M Avg. open price: $33.13 Current price: $70.88 P/L: +113.93% Sold -22.51% shares Q3 2022	share	0.16%	66.57M	$33.13	$70.88	+113.93%	Sold -22.51% shares Q3 2022
Residential Construction Lennar Corporation Portfolio share: 0.16% Portfolio value: 66.24M Avg. open price: $78 Current price: $87.35 P/L: +11.99% Sold -53.17% shares Q3 2022	share	0.16%	66.24M	$78	$87.35	+11.99%	Sold -53.17% shares Q3 2022
Other Industrial Metals & Mining Vale S.A. Portfolio share: 0.16% Portfolio value: 66.17M Avg. open price: $9.8 Current price: $16.46 P/L: +68.01% Bought +58.61% shares Q3 2022	share	0.16%	66.17M	$9.8	$16.46	+68.01%	Bought +58.61% shares Q3 2022
Oil & Gas Equipment & Services Halliburton Company Portfolio share: 0.16% Portfolio value: 66.01M Avg. open price: $31.86 Current price: $36.82 P/L: +15.56% Bought +6.56% shares Q3 2022	share	0.16%	66.01M	$31.86	$36.82	+15.56%	Bought +6.56% shares Q3 2022
Pharmaceutical Retailers Walgreens Boots Alliance, Inc. Portfolio share: 0.16% Portfolio value: 65.90M Avg. open price: $52.38 Current price: $41.21 P/L: -21.32% Sold -10.03% shares Q3 2022	share	0.16%	65.90M	$52.38	$41.21	-21.32%	Sold -10.03% shares Q3 2022
Drug Manufacturers—General Biogen Inc. Portfolio share: 0.16% Portfolio value: 65.81M Avg. open price: $285.88 Current price: $292.75 P/L: +2.40% Sold -50.42% shares Q3 2022	share	0.16%	65.81M	$285.88	$292.75	+2.40%	Sold -50.42% shares Q3 2022
Integrated Freight & Logistics C.H. Robinson Worldwide, Inc. Portfolio share: 0.16% Portfolio value: 64.82M Avg. open price: $75.99 Current price: $95.42 P/L: +25.56% Bought +4.76% shares Q3 2022	share	0.16%	64.82M	$75.99	$95.42	+25.56%	Bought +4.76% shares Q3 2022
Software—Infrastructure Amdocs Limited Portfolio share: 0.16% Portfolio value: 64.57M Avg. open price: $60.65 Current price: $89.61 P/L: +47.74% Sold -20.33% shares Q3 2022	share	0.16%	64.57M	$60.65	$89.61	+47.74%	Sold -20.33% shares Q3 2022
Capital Markets The Goldman Sachs Group, Inc. Portfolio share: 0.16% Portfolio value: 63.78M Avg. open price: $230.13 Current price: $371.54 P/L: +61.45% Sold -58.14% shares Q3 2022	share	0.16%	63.78M	$230.13	$371.54	+61.45%	Sold -58.14% shares Q3 2022
Auto Parts Allison Transmission Holdings, Inc. Portfolio share: 0.16% Portfolio value: 63.7M Avg. open price: $38.09 Current price: $43.97 P/L: +15.44% Bought +9.27% shares Q3 2022	share	0.16%	63.7M	$38.09	$43.97	+15.44%	Bought +9.27% shares Q3 2022
Farm & Heavy Construction Machinery PACCAR Inc Portfolio share: 0.15% Portfolio value: 62.91M Avg. open price: $69.52 Current price: $103.36 P/L: +48.67% Bought +90.22% shares Q3 2022	share	0.15%	62.91M	$69.52	$103.36	+48.67%	Bought +90.22% shares Q3 2022
Auto Manufacturers Ford Motor Company Portfolio share: 0.15% Portfolio value: 62.70M Avg. open price: $9.32 Current price: $13.38 P/L: +43.54% Bought +113.12% shares Q3 2022	share	0.15%	62.70M	$9.32	$13.38	+43.54%	Bought +113.12% shares Q3 2022
Residential Construction Toll Brothers, Inc. Portfolio share: 0.15% Portfolio value: 62.71M Avg. open price: $41.29 Current price: $46.86 P/L: +13.48% Sold -5.68% shares Q3 2022	share	0.15%	62.71M	$41.29	$46.86	+13.48%	Sold -5.68% shares Q3 2022
Chemicals Dow Inc. Portfolio share: 0.15% Portfolio value: 62.50M Avg. open price: $54.83 Current price: $51.25 P/L: -6.53% Bought +25.49% shares Q3 2022	share	0.15%	62.50M	$54.83	$51.25	-6.53%	Bought +25.49% shares Q3 2022
Grocery Stores Albertsons Companies, Inc. Portfolio share: 0.15% Portfolio value: 62.24M Avg. open price: $29.54 Current price: $20.96 P/L: -29.06% Bought +49.48% shares Q3 2022	share	0.15%	62.24M	$29.54	$20.96	-29.06%	Bought +49.48% shares Q3 2022
Utilities—Regulated Gas UGI Corporation Portfolio share: 0.15% Portfolio value: 62.07M Avg. open price: $40.42 Current price: $38.6 P/L: -4.49% Bought +10.82% shares Q3 2022	share	0.15%	62.07M	$40.42	$38.6	-4.49%	Bought +10.82% shares Q3 2022
Utilities—Regulated Electric WEC Energy Group, Inc. Portfolio share: 0.15% Portfolio value: 61.85M Avg. open price: $68.64 Current price: $94.25 P/L: +37.31% Sold -9.75% shares Q3 2022	share	0.15%	61.85M	$68.64	$94.25	+37.31%	Sold -9.75% shares Q3 2022
Medical Instruments & Supplies Hologic, Inc. Portfolio share: 0.15% Portfolio value: 61.65M Avg. open price: $50.41 Current price: $75.11 P/L: +49.00% Bought +25.05% shares Q3 2022	share	0.15%	61.65M	$50.41	$75.11	+49.00%	Bought +25.05% shares Q3 2022
Asset Management BlackRock, Inc. Portfolio share: 0.15% Portfolio value: 61.45M Avg. open price: $504.25 Current price: $712.76 P/L: +41.35% Sold -19.71% shares Q3 2022	share	0.15%	61.45M	$504.25	$712.76	+41.35%	Sold -19.71% shares Q3 2022
Biotechnology United Therapeutics Corporation Portfolio share: 0.15% Portfolio value: 61.33M Avg. open price: $119.1 Current price: $273.72 P/L: +129.82% Sold -16.71% shares Q3 2022	share	0.15%	61.33M	$119.1	$273.72	+129.82%	Sold -16.71% shares Q3 2022
Specialty Retail Ulta Beauty, Inc. Portfolio share: 0.15% Portfolio value: 61.15M Avg. open price: $318.84 Current price: $472.52 P/L: +48.20% Sold -40.95% shares Q3 2022	share	0.15%	61.15M	$318.84	$472.52	+48.20%	Sold -40.95% shares Q3 2022
Personal Services H&R Block, Inc. Portfolio share: 0.15% Portfolio value: 60.97M Avg. open price: $20.85 Current price: $42.25 P/L: +102.66% Bought +37.35% shares Q3 2022	share	0.15%	60.97M	$20.85	$42.25	+102.66%	Bought +37.35% shares Q3 2022
Insurance—Diversified The Hartford Financial Services Group, Inc. Portfolio share: 0.15% Portfolio value: 60.95M Avg. open price: $50.71 Current price: $74.68 P/L: +47.27% Bought +17.58% shares Q3 2022	share	0.15%	60.95M	$50.71	$74.68	+47.27%	Bought +17.58% shares Q3 2022
Rental & Leasing Services AMERCO Portfolio share: 0.15% Portfolio value: 60.60M Avg. open price: $462.08 Current price: $64.01 P/L: -86.15% Sold -33.81% shares Q3 2022	share	0.15%	60.60M	$462.08	$64.01	-86.15%	Sold -33.81% shares Q3 2022
Banks—Regional Popular, Inc. Portfolio share: 0.14% Portfolio value: 59.46M Avg. open price: $38.42 Current price: $67.28 P/L: +75.10% Sold -5.37% shares Q3 2022	share	0.14%	59.46M	$38.42	$67.28	+75.10%	Sold -5.37% shares Q3 2022
Insurance—Life Unum Group Portfolio share: 0.14% Portfolio value: 59.40M Avg. open price: $28.14 Current price: $41.59 P/L: +47.79% Bought +39.73% shares Q3 2022	share	0.14%	59.40M	$28.14	$41.59	+47.79%	Bought +39.73% shares Q3 2022
Tobacco Altria Group, Inc. Portfolio share: 0.14% Portfolio value: 58.53M Avg. open price: $42.94 Current price: $47.19 P/L: +9.91% Bought +2.27% shares Q3 2022	share	0.14%	58.53M	$42.94	$47.19	+9.91%	Bought +2.27% shares Q3 2022
Semiconductors NVIDIA Corporation Portfolio share: 0.14% Portfolio value: 58.28M Avg. open price: $43.53 Current price: $166.1 P/L: +281.55% Sold -39.76% shares Q3 2022	share	0.14%	58.28M	$43.53	$166.1	+281.55%	Sold -39.76% shares Q3 2022
Credit Services Synchrony Financial Portfolio share: 0.14% Portfolio value: 57.76M Avg. open price: $28.57 Current price: $34.39 P/L: +20.38% Sold -10.40% shares Q3 2022	share	0.14%	57.76M	$28.57	$34.39	+20.38%	Sold -10.40% shares Q3 2022
Oil & Gas E&P Occidental Petroleum Corporation Portfolio share: 0.14% Portfolio value: 57.59M Avg. open price: $48.95 Current price: $66.36 P/L: +35.57% Sold -36.51% shares Q3 2022	share	0.14%	57.59M	$48.95	$66.36	+35.57%	Sold -36.51% shares Q3 2022
Airlines Southwest Airlines Co. Portfolio share: 0.14% Portfolio value: 57.26M Avg. open price: $49.45 Current price: $39.5 P/L: -20.12% Bought +268.50% shares Q3 2022	share	0.14%	57.26M	$49.45	$39.5	-20.12%	Bought +268.50% shares Q3 2022
Utilities—Regulated Electric FirstEnergy Corp. Portfolio share: 0.14% Portfolio value: 57.11M Avg. open price: $29 Current price: $41.33 P/L: +42.51% Bought +158.58% shares Q3 2022	share	0.14%	57.11M	$29	$41.33	+42.51%	Bought +158.58% shares Q3 2022
Engineering & Construction EMCOR Group, Inc. Portfolio share: 0.14% Portfolio value: 56.6M Avg. open price: $75.94 Current price: $149.11 P/L: +96.36% Sold -4.24% shares Q3 2022	share	0.14%	56.6M	$75.94	$149.11	+96.36%	Sold -4.24% shares Q3 2022
Specialty Chemicals Westlake Corporation Portfolio share: 0.14% Portfolio value: 56.60M Avg. open price: $74.47 Current price: $107.36 P/L: +44.16% Bought +59.75% shares Q3 2022	share	0.14%	56.60M	$74.47	$107.36	+44.16%	Bought +59.75% shares Q3 2022
Trucking Schneider National, Inc. Portfolio share: 0.14% Portfolio value: 56.45M Avg. open price: $20.42 Current price: $25.03 P/L: +22.58% Sold -15.08% shares Q3 2022	share	0.14%	56.45M	$20.42	$25.03	+22.58%	Sold -15.08% shares Q3 2022
Insurance—Diversified Old Republic International Corporation Portfolio share: 0.14% Portfolio value: 55.38M Avg. open price: $17 Current price: $23.77 P/L: +39.81% Sold -20.08% shares Q3 2022	share	0.14%	55.38M	$17	$23.77	+39.81%	Sold -20.08% shares Q3 2022
Utilities—Regulated Electric Xcel Energy Inc. Portfolio share: 0.13% Portfolio value: 55.32M Avg. open price: $37.68 Current price: $68.68 P/L: +82.27% Bought +9.13% shares Q3 2022	share	0.13%	55.32M	$37.68	$68.68	+82.27%	Bought +9.13% shares Q3 2022
Apparel Manufacturing PVH Corp. Portfolio share: 0.13% Portfolio value: 55.15M Avg. open price: $96.55 Current price: $71.17 P/L: -26.29% Bought +37.65% shares Q3 2022	share	0.13%	55.15M	$96.55	$71.17	-26.29%	Bought +37.65% shares Q3 2022
Restaurants McDonald's Corporation Portfolio share: 0.13% Portfolio value: 54.88M Avg. open price: $173.96 Current price: $271.59 P/L: +56.12% Bought +8.70% shares Q3 2022	share	0.13%	54.88M	$173.96	$271.59	+56.12%	Bought +8.70% shares Q3 2022
Integrated Freight & Logistics J.B. Hunt Transport Services, Inc. Portfolio share: 0.13% Portfolio value: 54.88M Avg. open price: $112.74 Current price: $177.64 P/L: +57.57% Sold -1.44% shares Q3 2022	share	0.13%	54.88M	$112.74	$177.64	+57.57%	Sold -1.44% shares Q3 2022
Staffing & Employment Services Paychex, Inc. Portfolio share: 0.13% Portfolio value: 54.83M Avg. open price: $70.2 Current price: $123.19 P/L: +75.47% Sold -4.04% shares Q3 2022	share	0.13%	54.83M	$70.2	$123.19	+75.47%	Sold -4.04% shares Q3 2022
Insurance—Life CNO Financial Group, Inc. Portfolio share: 0.13% Portfolio value: 54.80M Avg. open price: $19.35 Current price: $22.67 P/L: +17.19% Bought +23.89% shares Q3 2022	share	0.13%	54.80M	$19.35	$22.67	+17.19%	Bought +23.89% shares Q3 2022
Utilities—Regulated Electric DTE Energy Company Portfolio share: 0.13% Portfolio value: 54.74M Avg. open price: $76.6 Current price: $114.06 P/L: +48.91% Sold -5.25% shares Q3 2022	share	0.13%	54.74M	$76.6	$114.06	+48.91%	Sold -5.25% shares Q3 2022
Semiconductors NXP Semiconductors N.V. Portfolio share: 0.13% Portfolio value: 54.57M Avg. open price: $148.82 Current price: $168.37 P/L: +13.14% Bought +109.76% shares Q3 2022	share	0.13%	54.57M	$148.82	$168.37	+13.14%	Bought +109.76% shares Q3 2022
Software—Application Salesforce, Inc. Portfolio share: 0.13% Portfolio value: 54.07M Avg. open price: $170.38 Current price: $133.93 P/L: -21.39% Bought +32.56% shares Q3 2022	share	0.13%	54.07M	$170.38	$133.93	-21.39%	Bought +32.56% shares Q3 2022
Gold Newmont Corporation Portfolio share: 0.13% Portfolio value: 53.74M Avg. open price: $40.8 Current price: $47.47 P/L: +16.35% Bought +21.37% shares Q3 2022	share	0.13%	53.74M	$40.8	$47.47	+16.35%	Bought +21.37% shares Q3 2022
Utilities—Regulated Electric Ameren Corporation Portfolio share: 0.13% Portfolio value: 53.61M Avg. open price: $46.52 Current price: $87.3 P/L: +87.67% Sold -10.47% shares Q3 2022	share	0.13%	53.61M	$46.52	$87.3	+87.67%	Sold -10.47% shares Q3 2022
Banks—Diversified Bank of America Corporation Portfolio share: 0.13% Portfolio value: 53.51M Avg. open price: $21.07 Current price: $34.47 P/L: +63.62% Sold -26.65% shares Q3 2022	share	0.13%	53.51M	$21.07	$34.47	+63.62%	Sold -26.65% shares Q3 2022
Specialty Chemicals Olin Corporation Portfolio share: 0.13% Portfolio value: 53.51M Avg. open price: $37.35 Current price: $55.03 P/L: +47.34% Sold -32.25% shares Q3 2022	share	0.13%	53.51M	$37.35	$55.03	+47.34%	Sold -32.25% shares Q3 2022
Chemicals Celanese Corporation Portfolio share: 0.13% Portfolio value: 53.10M Avg. open price: $84.69 Current price: $108.38 P/L: +27.98% Bought +26.78% shares Q3 2022	share	0.13%	53.10M	$84.69	$108.38	+27.98%	Bought +26.78% shares Q3 2022
Utilities—Diversified Sempra Portfolio share: 0.13% Portfolio value: 52.86M Avg. open price: $115.8 Current price: $163.69 P/L: +41.36% Bought +79.48% shares Q3 2022	share	0.13%	52.86M	$115.8	$163.69	+41.36%	Bought +79.48% shares Q3 2022
Beverages—Brewers Fomento Económico Mexicano, S.A.B. de C.V. Portfolio share: 0.13% Portfolio value: 52.54M Avg. open price: $70.68 Current price: $76.56 P/L: +8.32% Bought +1323.60% shares Q3 2022	share	0.13%	52.54M	$70.68	$76.56	+8.32%	Bought +1323.60% shares Q3 2022
Oil & Gas Refining & Marketing HF Sinclair Corporation Portfolio share: 0.13% Portfolio value: 52.49M Avg. open price: $45.16 Current price: $52.49 P/L: +16.23% Bought +58.84% shares Q3 2022	share	0.13%	52.49M	$45.16	$52.49	+16.23%	Bought +58.84% shares Q3 2022
Department Stores Macy's, Inc. Portfolio share: 0.13% Portfolio value: 52.17M Avg. open price: $27.37 Current price: $22.69 P/L: -17.10% Bought +42.81% shares Q3 2022	share	0.13%	52.17M	$27.37	$22.69	-17.10%	Bought +42.81% shares Q3 2022
Drug Manufacturers—Specialty & Generic Zoetis Inc. Portfolio share: 0.13% Portfolio value: 52.1M Avg. open price: $88.59 Current price: $155.33 P/L: +75.33% Sold -28.00% shares Q3 2022	share	0.13%	52.1M	$88.59	$155.33	+75.33%	Sold -28.00% shares Q3 2022
Steel Reliance Steel & Aluminum Co. Portfolio share: 0.13% Portfolio value: 51.80M Avg. open price: $101.92 Current price: $208.73 P/L: +104.80% Sold -39.22% shares Q3 2022	share	0.13%	51.80M	$101.92	$208.73	+104.80%	Sold -39.22% shares Q3 2022
Information Technology Services DXC Technology Company Portfolio share: 0.12% Portfolio value: 51.17M Avg. open price: $55.82 Current price: $27.37 P/L: -50.97% Bought +83.37% shares Q3 2022	share	0.12%	51.17M	$55.82	$27.37	-50.97%	Bought +83.37% shares Q3 2022
Diagnostics & Research Agilent Technologies, Inc. Portfolio share: 0.12% Portfolio value: 50.51M Avg. open price: $70.91 Current price: $150.01 P/L: +111.55% Sold -32.37% shares Q3 2022	share	0.12%	50.51M	$70.91	$150.01	+111.55%	Sold -32.37% shares Q3 2022
Software—Application SS&C Technologies Holdings, Inc. Portfolio share: 0.12% Portfolio value: 50.31M Avg. open price: $54.09 Current price: $52.29 P/L: -3.33% Bought +44.40% shares Q3 2022	share	0.12%	50.31M	$54.09	$52.29	-3.33%	Bought +44.40% shares Q3 2022
Oil & Gas Equipment & Services Schlumberger Limited Portfolio share: 0.12% Portfolio value: 50.12M Avg. open price: $39.28 Current price: $51.38 P/L: +30.80% Sold -39.82% shares Q3 2022	share	0.12%	50.12M	$39.28	$51.38	+30.80%	Sold -39.82% shares Q3 2022
Information Technology Services Jack Henry & Associates, Inc. Portfolio share: 0.12% Portfolio value: 49.83M Avg. open price: $116.29 Current price: $188.93 P/L: +62.47% Bought +15.60% shares Q3 2022	share	0.12%	49.83M	$116.29	$188.93	+62.47%	Bought +15.60% shares Q3 2022
Insurance Brokers Marsh & McLennan Companies, Inc. Portfolio share: 0.12% Portfolio value: 49.76M Avg. open price: $83.03 Current price: $171.67 P/L: +106.76% Bought +8.20% shares Q3 2022	share	0.12%	49.76M	$83.03	$171.67	+106.76%	Bought +8.20% shares Q3 2022
Railroads Union Pacific Corporation Portfolio share: 0.12% Portfolio value: 49.42M Avg. open price: $106.67 Current price: $211.06 P/L: +97.87% Bought +61.51% shares Q3 2022	share	0.12%	49.42M	$106.67	$211.06	+97.87%	Bought +61.51% shares Q3 2022
Semiconductor Equipment & Materials KLA Corporation Portfolio share: 0.12% Portfolio value: 49.31M Avg. open price: $98.58 Current price: $388.57 P/L: +294.16% Sold -38.00% shares Q3 2022	share	0.12%	49.31M	$98.58	$388.57	+294.16%	Sold -38.00% shares Q3 2022
Specialty Industrial Machinery Emerson Electric Co. Portfolio share: 0.12% Portfolio value: 48.51M Avg. open price: $62.94 Current price: $95.15 P/L: +51.18% Sold -58.66% shares Q3 2022	share	0.12%	48.51M	$62.94	$95.15	+51.18%	Sold -58.66% shares Q3 2022
Medical Instruments & Supplies Becton, Dickinson and Company Portfolio share: 0.12% Portfolio value: 48.12M Avg. open price: $219.47 Current price: $246.21 P/L: +12.18% Bought +22.97% shares Q3 2022	share	0.12%	48.12M	$219.47	$246.21	+12.18%	Bought +22.97% shares Q3 2022
Residential Construction Taylor Morrison Home Corporation Portfolio share: 0.12% Portfolio value: 47.98M Avg. open price: $26.62 Current price: $29.75 P/L: +11.75% Bought +59.33% shares Q3 2022	share	0.12%	47.98M	$26.62	$29.75	+11.75%	Bought +59.33% shares Q3 2022
Auto & Truck Dealerships Penske Automotive Group, Inc. Portfolio share: 0.12% Portfolio value: 47.79M Avg. open price: $44.13 Current price: $123.65 P/L: +180.22% Sold -19.36% shares Q3 2022	share	0.12%	47.79M	$44.13	$123.65	+180.22%	Sold -19.36% shares Q3 2022
Medical Distribution Henry Schein, Inc. Portfolio share: 0.12% Portfolio value: 47.39M Avg. open price: $67.06 Current price: $81.47 P/L: +21.49% Bought +6.27% shares Q3 2022	share	0.12%	47.39M	$67.06	$81.47	+21.49%	Bought +6.27% shares Q3 2022
Specialty Industrial Machinery Pentair plc Portfolio share: 0.12% Portfolio value: 47.24M Avg. open price: $47.47 Current price: $45.25 P/L: -4.67% Bought +1.76% shares Q3 2022	share	0.12%	47.24M	$47.47	$45.25	-4.67%	Bought +1.76% shares Q3 2022
Biotechnology Incyte Corporation Portfolio share: 0.11% Portfolio value: 46.28M Avg. open price: $78.25 Current price: $84.08 P/L: +7.45% Sold -27.33% shares Q3 2022	share	0.11%	46.28M	$78.25	$84.08	+7.45%	Sold -27.33% shares Q3 2022
Medical Distribution Cardinal Health, Inc. Portfolio share: 0.11% Portfolio value: 45.95M Avg. open price: $47.16 Current price: $79.48 P/L: +68.53% Sold -31.71% shares Q3 2022	share	0.11%	45.95M	$47.16	$79.48	+68.53%	Sold -31.71% shares Q3 2022
Steel Nucor Corporation Portfolio share: 0.11% Portfolio value: 45.78M Avg. open price: $59.11 Current price: $151.01 P/L: +155.49% Sold -54.81% shares Q3 2022	share	0.11%	45.78M	$59.11	$151.01	+155.49%	Sold -54.81% shares Q3 2022
Banks—Regional Citizens Financial Group, Inc. Portfolio share: 0.11% Portfolio value: 45.33M Avg. open price: $30.9 Current price: $39.48 P/L: +27.77% Bought +43.20% shares Q3 2022	share	0.11%	45.33M	$30.9	$39.48	+27.77%	Bought +43.20% shares Q3 2022
Internet Retail Pinduoduo Inc. Portfolio share: 0.11% Portfolio value: 45.11M Avg. open price: $48.31 Current price: $87.8 P/L: +81.73% Bought +6.07% shares Q3 2022	share	0.11%	45.11M	$48.31	$87.8	+81.73%	Bought +6.07% shares Q3 2022
Travel Services Travel + Leisure Co. Portfolio share: 0.11% Portfolio value: 45.12M Avg. open price: $56.23 Current price: $38.45 P/L: -31.62% Bought +4.82% shares Q3 2022	share	0.11%	45.12M	$56.23	$38.45	-31.62%	Bought +4.82% shares Q3 2022
Software—Application Intuit Inc. Portfolio share: 0.11% Portfolio value: 45.12M Avg. open price: $169.93 Current price: $395.14 P/L: +132.53% Sold -25.97% shares Q3 2022	share	0.11%	45.12M	$169.93	$395.14	+132.53%	Sold -25.97% shares Q3 2022
Diagnostics & Research Laboratory Corporation of America Holdings Portfolio share: 0.11% Portfolio value: 45.10M Avg. open price: $167.43 Current price: $236.39 P/L: +41.19% Sold -52.42% shares Q3 2022	share	0.11%	45.10M	$167.43	$236.39	+41.19%	Sold -52.42% shares Q3 2022
Household & Personal Products Kimberly-Clark Corporation Portfolio share: 0.11% Portfolio value: 44.62M Avg. open price: $115.48 Current price: $137.17 P/L: +18.78% Bought +11.38% shares Q3 2022	share	0.11%	44.62M	$115.48	$137.17	+18.78%	Bought +11.38% shares Q3 2022
Electronic Gaming & Multimedia Electronic Arts Inc. Portfolio share: 0.11% Portfolio value: 44.46M Avg. open price: $102.87 Current price: $130.42 P/L: +26.78% Bought +16.04% shares Q3 2022	share	0.11%	44.46M	$102.87	$130.42	+26.78%	Bought +16.04% shares Q3 2022
Oil & Gas E&P PDC Energy, Inc. Portfolio share: 0.11% Portfolio value: 43.89M Avg. open price: $57.55 Current price: $68.72 P/L: +19.41% Sold -0.59% shares Q3 2022	share	0.11%	43.89M	$57.55	$68.72	+19.41%	Sold -0.59% shares Q3 2022
Utilities—Regulated Electric PPL Corporation Portfolio share: 0.11% Portfolio value: 43.87M Avg. open price: $28.31 Current price: $29.08 P/L: +2.72% Sold -35.06% shares Q3 2022	share	0.11%	43.87M	$28.31	$29.08	+2.72%	Sold -35.06% shares Q3 2022
Software—Infrastructure Teradata Corporation Portfolio share: 0.11% Portfolio value: 43.63M Avg. open price: $37.26 Current price: $34.19 P/L: -8.23% Sold -25.07% shares Q3 2022	share	0.11%	43.63M	$37.26	$34.19	-8.23%	Sold -25.07% shares Q3 2022
Medical Devices Edwards Lifesciences Corporation Portfolio share: 0.11% Portfolio value: 43.54M Avg. open price: $57.46 Current price: $73.85 P/L: +28.53% Bought +15.64% shares Q3 2022	share	0.11%	43.54M	$57.46	$73.85	+28.53%	Bought +15.64% shares Q3 2022
Insurance—Specialty First American Financial Corporation Portfolio share: 0.11% Portfolio value: 43.48M Avg. open price: $50.22 Current price: $52.15 P/L: +3.85% Sold -10.03% shares Q3 2022	share	0.11%	43.48M	$50.22	$52.15	+3.85%	Sold -10.03% shares Q3 2022
Integrated Freight & Logistics FedEx Corporation Portfolio share: 0.11% Portfolio value: 43.50M Avg. open price: $225.35 Current price: $176.6 P/L: -21.63% Bought +200.12% shares Q3 2022	share	0.11%	43.50M	$225.35	$176.6	-21.63%	Bought +200.12% shares Q3 2022
Healthcare Plans Humana Inc. Portfolio share: 0.11% Portfolio value: 43.49M Avg. open price: $236.16 Current price: $547.42 P/L: +131.80% Sold -12.90% shares Q3 2022	share	0.11%	43.49M	$236.16	$547.42	+131.80%	Sold -12.90% shares Q3 2022
Electronics & Computer Distribution Avnet, Inc. Portfolio share: 0.10% Portfolio value: 43.05M Avg. open price: $38.88 Current price: $44.28 P/L: +13.88% Bought +25.01% shares Q3 2022	share	0.10%	43.05M	$38.88	$44.28	+13.88%	Bought +25.01% shares Q3 2022
Software—Infrastructure VeriSign, Inc. Portfolio share: 0.10% Portfolio value: 43.03M Avg. open price: $136.82 Current price: $197.29 P/L: +44.20% Sold -3.06% shares Q3 2022	share	0.10%	43.03M	$136.82	$197.29	+44.20%	Sold -3.06% shares Q3 2022
Insurance Brokers Aon plc Portfolio share: 0.10% Portfolio value: 42.76M Avg. open price: $130.86 Current price: $308.89 P/L: +136.05% Bought +5.21% shares Q3 2022	share	0.10%	42.76M	$130.86	$308.89	+136.05%	Bought +5.21% shares Q3 2022
Steel United States Steel Corporation Portfolio share: 0.10% Portfolio value: 42.70M Avg. open price: $29.2 Current price: $26.27 P/L: -10.03% Sold -27.16% shares Q3 2022	share	0.10%	42.70M	$29.2	$26.27	-10.03%	Sold -27.16% shares Q3 2022
Electronic Gaming & Multimedia Playtika Holding Corp. Portfolio share: 0.10% Portfolio value: 42.6M Avg. open price: $17.11 Current price: $9.05 P/L: -47.12% Bought +41.86% shares Q3 2022	share	0.10%	42.6M	$17.11	$9.05	-47.12%	Bought +41.86% shares Q3 2022
Packaged Foods The J. M. Smucker Company Portfolio share: 0.10% Portfolio value: 42.38M Avg. open price: $114.27 Current price: $154.02 P/L: +34.79% Sold -27.59% shares Q3 2022	share	0.10%	42.38M	$114.27	$154.02	+34.79%	Sold -27.59% shares Q3 2022
Household & Personal Products Church & Dwight Co., Inc. Portfolio share: 0.10% Portfolio value: 42.29M Avg. open price: $64.15 Current price: $80.39 P/L: +25.32% Sold -12.40% shares Q3 2022	share	0.10%	42.29M	$64.15	$80.39	+25.32%	Sold -12.40% shares Q3 2022
Farm & Heavy Construction Machinery Caterpillar Inc. Portfolio share: 0.10% Portfolio value: 42.02M Avg. open price: $120.38 Current price: $232.57 P/L: +93.20% Bought +18.95% shares Q3 2022	share	0.10%	42.02M	$120.38	$232.57	+93.20%	Bought +18.95% shares Q3 2022
Airlines Alaska Air Group, Inc. Portfolio share: 0.10% Portfolio value: 41.76M Avg. open price: $61.47 Current price: $46.74 P/L: -23.97% Sold -31.66% shares Q3 2022	share	0.10%	41.76M	$61.47	$46.74	-23.97%	Sold -31.66% shares Q3 2022
Credit Services Discover Financial Services Portfolio share: 0.10% Portfolio value: 41.44M Avg. open price: $69.54 Current price: $103.51 P/L: +48.84% Bought +323.86% shares Q3 2022	share	0.10%	41.44M	$69.54	$103.51	+48.84%	Bought +323.86% shares Q3 2022
Semiconductor Equipment & Materials Lam Research Corporation Portfolio share: 0.10% Portfolio value: 41.40M Avg. open price: $169.44 Current price: $452.6 P/L: +167.11% Sold -54.64% shares Q3 2022	share	0.10%	41.40M	$169.44	$452.6	+167.11%	Sold -54.64% shares Q3 2022
Capital Markets Jefferies Financial Group Inc. Portfolio share: 0.10% Portfolio value: 41.35M Avg. open price: $32.73 Current price: $36.09 P/L: +10.25% Sold -23.43% shares Q3 2022	share	0.10%	41.35M	$32.73	$36.09	+10.25%	Sold -23.43% shares Q3 2022
Diagnostics & Research Waters Corporation Portfolio share: 0.10% Portfolio value: 41.29M Avg. open price: $206.51 Current price: $340.29 P/L: +64.78% Sold -13.72% shares Q3 2022	share	0.10%	41.29M	$206.51	$340.29	+64.78%	Sold -13.72% shares Q3 2022
Residential Construction NVR, Inc. Portfolio share: 0.10% Portfolio value: 41.21M Avg. open price: $2,708.16 Current price: $4,649.98 P/L: +71.70% Bought +50.56% shares Q3 2022	share	0.10%	41.21M	$2,708.16	$4,649.98	+71.70%	Bought +50.56% shares Q3 2022
Credit Services Capital One Financial Corporation Portfolio share: 0.10% Portfolio value: 41.17M Avg. open price: $93.42 Current price: $95.02 P/L: +1.71% Sold -45.05% shares Q3 2022	share	0.10%	41.17M	$93.42	$95.02	+1.71%	Sold -45.05% shares Q3 2022
Specialty Chemicals The Chemours Company Portfolio share: 0.10% Portfolio value: 41.09M Avg. open price: $25.79 Current price: $30.75 P/L: +19.22% Bought +28.18% shares Q3 2022	share	0.10%	41.09M	$25.79	$30.75	+19.22%	Bought +28.18% shares Q3 2022
Diagnostics & Research Syneos Health, Inc. Portfolio share: 0.10% Portfolio value: 40.85M Avg. open price: $67.55 Current price: $34.66 P/L: -48.69% Bought +7.83% shares Q3 2022	share	0.10%	40.85M	$67.55	$34.66	-48.69%	Bought +7.83% shares Q3 2022
Software—Infrastructure Oracle Corporation Portfolio share: 0.10% Portfolio value: 40.59M Avg. open price: $46.15 Current price: $79.43 P/L: +72.13% Sold -59.75% shares Q3 2022	share	0.10%	40.59M	$46.15	$79.43	+72.13%	Sold -59.75% shares Q3 2022
Software—Infrastructure NortonLifeLock Inc. Portfolio share: 0.10% Portfolio value: 40.05M Avg. open price: $15.59 Current price: $21.66 P/L: +38.90% Bought +10.60% shares Q3 2022	share	0.10%	40.05M	$15.59	$21.66	+38.90%	Bought +10.60% shares Q3 2022

Showing TOP 250 AQR CAPITAL MANAGEMENT's 13F holdings.

Frequently Asked Questions (FAQ)

What is the biggest position of AQR CAPITAL MANAGEMENT LLC?

The biggest position of the AQR CAPITAL MANAGEMENT LLC is Apple Inc. (AAPL) with 3.36% portfolio share worth of 1.38B US dollars.

Top 5 AQR CAPITAL MANAGEMENT's holdings represent 9.66% of the portfolio:

Apple Inc. (AAPL) – 3.36%
Microsoft Corporation (MSFT) – 2.7%
Alphabet Inc. (GOOGL) – 1.26%
Taiwan Semiconductor Manufacturing Company Limited (TSM) – 1.2%
Pfizer Inc. (PFE) – 1.14%

Who is the portfolio manager of AQR CAPITAL MANAGEMENT LLC?

The portfolio manager of the AQR CAPITAL MANAGEMENT LLC is Cliff Asness.

What is the total asset value of the AQR CAPITAL MANAGEMENT LLC portfolio?

AQR CAPITAL MANAGEMENT LLC total asset value (portfolio value) is 41.02B US dollars.

Who is Cliff Asness?

Cliff Asness is the portfolio manager of the AQR CAPITAL MANAGEMENT LLC.

What is Cliff Asness (AQR CAPITAL MANAGEMENT LLC) fund performance?

AQR CAPITAL MANAGEMENT's quarterly performance is -33.76%, annualy -87.24%. In the past 3 years, the value of Cliff Asness's portfolio has decreased by -34%. In the past 5 years, the value of the portfolio has decreased by -23%.

What is the AQR CAPITAL MANAGEMENT LLC CIK?

AQR CAPITAL MANAGEMENT's Central Index Key is 0001167557 .

AQR CAPITAL MANAGEMENT LLC

Cliff Asness Portfolio

AQR CAPITAL MANAGEMENT LLC portfolio value:

AQR CAPITAL MANAGEMENT LLC quarter portfolio value change:

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