GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC Holdings

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC is an investment fund managing more than 17.31B US dollars. The largest holdings include Microsoft, UnitedHealth Group Incorporated and Johnson & Johnson. In Q3 2022 the fund bought assets of total value of 965.38M US dollars and sold assets of total value of 1.92B US dollars.

$17.30B

portfolio value

-35.34%

quarter

-86.94%

1 year

-77.76%

3 years

-49.44%

5 years

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC portfolio changes

Portfolio changes (number of shares)
Period	Buy	Sel
Q1 2016	3992886000	4533368000
Q2 2016	4299304000	6724373000
Q3 2016	2282366000	5307988000
Q4 2016	1526860000	4056418000
Q1 2017	1539424000	2093573000
Q2 2017	2572800000	1795903000
Q3 2017	1934389000	2796680000
Q4 2017	1725148000	1713100000
Q1 2018	1653076000	2003471000
Q2 2018	1358541000	3289448000
Q3 2018	1655094000	1050741000
Q4 2018	794858000	2471581000
Q1 2019	2338100000	552752000
Q2 2019	1804004000	1617596000
Q3 2019	1928637000	1319269000
Q4 2019	2058065000	1207331000
Q1 2020	561216000	3111875000
Q2 2020	2352792000	489131000
Q3 2020	1819520000	1144646000
Q4 2020	3098598000	833861000
Q1 2021	3643255000	1436761000
Q2 2021	3436793000	1302601000
Q3 2021	1949527000	1464320000
Q4 2021	2063782000	971581000
Q1 2022	2410319000	1993386000
Q2 2022	1315654000	3397600000
Q3 2022	965375000	1916019000

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC 13F holdings

Stock	Position type	Portfolio share	Portfolio value	Avg. open price	Current price	P/L	Last change
Software—Infrastructure Microsoft Corporation Portfolio share: 4.22% Portfolio value: 732.01M Avg. open price: $73.4 Current price: $250.2 P/L: +240.86% Sold -1.50% shares Q3 2022	share	4.22%	732.01M	$73.4	$250.2	+240.86%	Sold -1.50% shares Q3 2022
Healthcare Plans UnitedHealth Group Incorporated Portfolio share: 3.18% Portfolio value: 550.82M Avg. open price: $197.29 Current price: $535.04 P/L: +171.19% Sold -0.39% shares Q3 2022	share	3.18%	550.82M	$197.29	$535.04	+171.19%	Sold -0.39% shares Q3 2022
Drug Manufacturers—General Johnson & Johnson Portfolio share: 2.83% Portfolio value: 490.48M Avg. open price: $132.73 Current price: $178.78 P/L: +34.69% Bought +32.05% shares Q3 2022	share	2.83%	490.48M	$132.73	$178.78	+34.69%	Bought +32.05% shares Q3 2022
Consumer Electronics Apple Inc. Portfolio share: 2.73% Portfolio value: 472.30M Avg. open price: $50.75 Current price: $146.61 P/L: +188.91% Sold -19.12% shares Q3 2022	share	2.73%	472.30M	$50.75	$146.61	+188.91%	Sold -19.12% shares Q3 2022
Banks—Diversified Wells Fargo & Company Portfolio share: 2.37% Portfolio value: 410.29M Avg. open price: $38.6 Current price: $43.66 P/L: +13.12% Sold -1.23% shares Q3 2022	share	2.37%	410.29M	$38.6	$43.66	+13.12%	Sold -1.23% shares Q3 2022
Banks—Regional U.S. Bancorp Portfolio share: 2.22% Portfolio value: 384.16M Avg. open price: $47.96 Current price: $43.91 P/L: -8.44% Sold -0.62% shares Q3 2022	share	2.22%	384.16M	$47.96	$43.91	-8.44%	Sold -0.62% shares Q3 2022
Semiconductors Texas Instruments Incorporated Portfolio share: 2.08% Portfolio value: 359.75M Avg. open price: $93.25 Current price: $177.39 P/L: +90.23% Sold -0.65% shares Q3 2022	share	2.08%	359.75M	$93.25	$177.39	+90.23%	Sold -0.65% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 1.97% Portfolio value: 341.33M Avg. open price: $1,233.25 Current price: $99.48 P/L: -91.93% Sold -2.09% shares Q3 2022	share	1.97%	341.33M	$1,233.25	$99.48	-91.93%	Sold -2.09% shares Q3 2022
Beverages—Non-Alcoholic The Coca-Cola Company Portfolio share: 1.90% Portfolio value: 329.82M Avg. open price: $44.95 Current price: $63.47 P/L: +41.20% Sold -1.01% shares Q3 2022	share	1.90%	329.82M	$44.95	$63.47	+41.20%	Sold -1.01% shares Q3 2022
Healthcare Plans Elevance Health Inc. Portfolio share: 1.87% Portfolio value: 324.39M Avg. open price: N/A Current price: $522.34 P/L: N/A Sold -2.12% shares Q3 2022	share	1.87%	324.39M	N/A	$522.34	N/A	Sold -2.12% shares Q3 2022
Information Technology Services Accenture plc Portfolio share: 1.81% Portfolio value: 313.84M Avg. open price: $131.77 Current price: $292.93 P/L: +122.30% Sold -6.71% shares Q3 2022	share	1.81%	313.84M	$131.77	$292.93	+122.30%	Sold -6.71% shares Q3 2022
Apparel Retail The TJX Companies, Inc. Portfolio share: 1.72% Portfolio value: 297.50M Avg. open price: $39.75 Current price: $79.46 P/L: +99.89% Sold -0.91% shares Q3 2022	share	1.72%	297.50M	$39.75	$79.46	+99.89%	Sold -0.91% shares Q3 2022
Software—Infrastructure Oracle Corporation Portfolio share: 1.69% Portfolio value: 292.15M Avg. open price: $46.39 Current price: $79.43 P/L: +71.24% Bought +1.48% shares Q3 2022	share	1.69%	292.15M	$46.39	$79.43	+71.24%	Bought +1.48% shares Q3 2022
Semiconductor Equipment & Materials Lam Research Corporation Portfolio share: 1.60% Portfolio value: 276.62M Avg. open price: $346.3 Current price: $452.6 P/L: +30.69% Bought +0.51% shares Q3 2022	share	1.60%	276.62M	$346.3	$452.6	+30.69%	Bought +0.51% shares Q3 2022
Drug Manufacturers—General Merck & Co., Inc. Portfolio share: 1.54% Portfolio value: 267.54M Avg. open price: $55.62 Current price: $110.01 P/L: +97.77% Sold -0.11% shares Q3 2022	share	1.54%	267.54M	$55.62	$110.01	+97.77%	Sold -0.11% shares Q3 2022
Drug Manufacturers—General Eli Lilly and Company Portfolio share: 1.47% Portfolio value: 254.42M Avg. open price: $111.04 Current price: $369.29 P/L: +232.56% Sold -0.39% shares Q3 2022	share	1.47%	254.42M	$111.04	$369.29	+232.56%	Sold -0.39% shares Q3 2022
Internet Content & Information Meta Platforms, Inc. Portfolio share: 1.41% Portfolio value: 244.77M Avg. open price: $199.18 Current price: $122.43 P/L: -38.53% Bought +11.75% shares Q3 2022	share	1.41%	244.77M	$199.18	$122.43	-38.53%	Bought +11.75% shares Q3 2022
Medical Devices Medtronic plc Portfolio share: 1.39% Portfolio value: 240.53M Avg. open price: $76.88 Current price: $78.79 P/L: +2.49% Sold -0.36% shares Q3 2022	share	1.39%	240.53M	$76.88	$78.79	+2.49%	Sold -0.36% shares Q3 2022
Credit Services Visa Inc. Portfolio share: 1.28% Portfolio value: 222.52M Avg. open price: $156.06 Current price: $213.68 P/L: +36.92% Sold -0.35% shares Q3 2022	share	1.28%	222.52M	$156.06	$213.68	+36.92%	Sold -0.35% shares Q3 2022
Credit Services American Express Company Portfolio share: 1.26% Portfolio value: 219.07M Avg. open price: $66.54 Current price: $156.08 P/L: +134.57% Bought +4.24% shares Q3 2022	share	1.26%	219.07M	$66.54	$156.08	+134.57%	Bought +4.24% shares Q3 2022
Internet Retail Amazon.com, Inc. Portfolio share: 1.21% Portfolio value: 210.09M Avg. open price: $3,259.25 Current price: $91.02 P/L: -97.21% Sold -0.39% shares Q3 2022	share	1.21%	210.09M	$3,259.25	$91.02	-97.21%	Sold -0.39% shares Q3 2022
Diagnostics & Research Quest Diagnostics Incorporated Portfolio share: 1.20% Portfolio value: 208.40M Avg. open price: $100.17 Current price: $148.92 P/L: +48.67% Sold -2.13% shares Q3 2022	share	1.20%	208.40M	$100.17	$148.92	+48.67%	Sold -2.13% shares Q3 2022
Healthcare Plans CIGNA CORP NEW Portfolio share: 1.11% Portfolio value: 192.44M Avg. open price: $215.07 Current price: $327.39 P/L: +52.23% Sold -2.35% shares Q3 2022	share	1.11%	192.44M	$215.07	$327.39	+52.23%	Sold -2.35% shares Q3 2022
Semiconductors Taiwan Semiconductor Manufacturing Company Limited Portfolio share: 1.11% Portfolio value: 192.02M Avg. open price: $54.18 Current price: $81.62 P/L: +50.65% Bought +9.79% shares Q3 2022	share	1.11%	192.02M	$54.18	$81.62	+50.65%	Bought +9.79% shares Q3 2022
Engineering & Construction Ameresco, Inc. Portfolio share: 1.08% Portfolio value: 186.54M Avg. open price: $68.43 Current price: $66.85 P/L: -2.30% Sold -9.77% shares Q3 2022	share	1.08%	186.54M	$68.43	$66.85	-2.30%	Sold -9.77% shares Q3 2022
Specialty Industrial Machinery Otis Worldwide Corporation Portfolio share: 1.06% Portfolio value: 183.45M Avg. open price: $69.71 Current price: $78.48 P/L: +12.58% Bought +9.51% shares Q3 2022	share	1.06%	183.45M	$69.71	$78.48	+12.58%	Bought +9.51% shares Q3 2022
Software—Application Salesforce, Inc. Portfolio share: 1.06% Portfolio value: 182.97M Avg. open price: $234.17 Current price: $133.93 P/L: -42.81% Bought +0.34% shares Q3 2022	share	1.06%	182.97M	$234.17	$133.93	-42.81%	Bought +0.34% shares Q3 2022
Solar Sunrun Inc. Portfolio share: 0.95% Portfolio value: 165.05M Avg. open price: $37.82 Current price: $31.07 P/L: -17.86% Sold -3.22% shares Q3 2022	share	0.95%	165.05M	$37.82	$31.07	-17.86%	Sold -3.22% shares Q3 2022
Beverages—Wineries & Distilleries Constellation Brands, Inc. Portfolio share: 0.93% Portfolio value: 160.89M Avg. open price: $231.66 Current price: $254.86 P/L: +10.02% Bought +0.13% shares Q3 2022	share	0.93%	160.89M	$231.66	$254.86	+10.02%	Bought +0.13% shares Q3 2022
Medical Devices Abbott Laboratories Portfolio share: 0.92% Portfolio value: 159.77M Avg. open price: $55.91 Current price: $105.38 P/L: +88.48% Bought +2.73% shares Q3 2022	share	0.92%	159.77M	$55.91	$105.38	+88.48%	Bought +2.73% shares Q3 2022
Packaged Foods Darling Ingredients Inc. Portfolio share: 0.87% Portfolio value: 150.17M Avg. open price: $60.06 Current price: $61.08 P/L: +1.70% Sold -2.37% shares Q3 2022	share	0.87%	150.17M	$60.06	$61.08	+1.70%	Sold -2.37% shares Q3 2022
Other Industrial Metals & Mining Teck Resources Limited Portfolio share: 0.83% Portfolio value: 143.19M Avg. open price: $31.25 Current price: $36.19 P/L: +15.82% Bought +23.49% shares Q3 2022	share	0.83%	143.19M	$31.25	$36.19	+15.82%	Bought +23.49% shares Q3 2022
Solar Canadian Solar Inc. Portfolio share: 0.79% Portfolio value: 137.32M Avg. open price: $35.35 Current price: $36.24 P/L: +2.51% Sold -9.11% shares Q3 2022	share	0.79%	137.32M	$35.35	$36.24	+2.51%	Sold -9.11% shares Q3 2022
Specialty Business Services Global Payments Inc. Portfolio share: 0.75% Portfolio value: 129.75M Avg. open price: $164.38 Current price: $101.43 P/L: -38.29% Bought +0.23% shares Q3 2022	share	0.75%	129.75M	$164.38	$101.43	-38.29%	Bought +0.23% shares Q3 2022
Semiconductor Equipment & Materials KLA Corporation Portfolio share: 0.73% Portfolio value: 125.92M Avg. open price: $279.03 Current price: $388.57 P/L: +39.26% Sold -0.66% shares Q3 2022	share	0.73%	125.92M	$279.03	$388.57	+39.26%	Sold -0.66% shares Q3 2022
Software—Infrastructure Adobe Inc. Portfolio share: 0.69% Portfolio value: 120.08M Avg. open price: $455.21 Current price: $334.28 P/L: -26.57% Bought +0.21% shares Q3 2022	share	0.69%	120.08M	$455.21	$334.28	-26.57%	Bought +0.21% shares Q3 2022
Agricultural Inputs The Mosaic Company Portfolio share: 0.66% Portfolio value: 114.02M Avg. open price: $31.47 Current price: $48.19 P/L: +53.14% Bought +33.49% shares Q3 2022	share	0.66%	114.02M	$31.47	$48.19	+53.14%	Bought +33.49% shares Q3 2022
Medical Instruments & Supplies Intuitive Surgical, Inc. Portfolio share: 0.66% Portfolio value: 113.53M Avg. open price: $68.76 Current price: $269.72 P/L: +292.28% Bought +0.35% shares Q3 2022	share	0.66%	113.53M	$68.76	$269.72	+292.28%	Bought +0.35% shares Q3 2022
Oil & Gas E&P Kosmos Energy Ltd. Portfolio share: 0.65% Portfolio value: 112.36M Avg. open price: $2.4 Current price: $6.02 P/L: +150.87% Bought +13.07% shares Q3 2022	share	0.65%	112.36M	$2.4	$6.02	+150.87%	Bought +13.07% shares Q3 2022
Oil & Gas Integrated BP p.l.c. Portfolio share: 0.62% Portfolio value: 107.15M Avg. open price: $26.31 Current price: $35 P/L: +33.01% Sold -8.28% shares Q3 2022	share	0.62%	107.15M	$26.31	$35	+33.01%	Sold -8.28% shares Q3 2022
Banks—Diversified UBS Group AG Portfolio share: 0.56% Portfolio value: 97.44M Avg. open price: $17.89 Current price: $18.48 P/L: +3.29% Bought +33.17% shares Q3 2022	share	0.56%	97.44M	$17.89	$18.48	+3.29%	Bought +33.17% shares Q3 2022
Farm & Heavy Construction Machinery AGCO Corporation Portfolio share: 0.56% Portfolio value: 96.22M Avg. open price: $86.78 Current price: $131.93 P/L: +52.02% Bought +24.61% shares Q3 2022	share	0.56%	96.22M	$86.78	$131.93	+52.02%	Bought +24.61% shares Q3 2022
Solar SolarEdge Technologies, Inc. Portfolio share: 0.55% Portfolio value: 95.81M Avg. open price: $156.89 Current price: $314.06 P/L: +100.18% Bought +7.89% shares Q3 2022	share	0.55%	95.81M	$156.89	$314.06	+100.18%	Bought +7.89% shares Q3 2022
Specialty Chemicals Livent Corporation Portfolio share: 0.54% Portfolio value: 92.91M Avg. open price: $20.58 Current price: $26.27 P/L: +27.63% Bought +3.68% shares Q3 2022	share	0.54%	92.91M	$20.58	$26.27	+27.63%	Bought +3.68% shares Q3 2022
Auto Parts BorgWarner Inc. Portfolio share: 0.51% Portfolio value: 87.88M Avg. open price: $37.67 Current price: $41.91 P/L: +11.26% Bought +11.28% shares Q3 2022	share	0.51%	87.88M	$37.67	$41.91	+11.26%	Bought +11.28% shares Q3 2022
Chemicals Green Plains Inc. Portfolio share: 0.47% Portfolio value: 80.61M Avg. open price: $30.61 Current price: $32.5 P/L: +6.18% Bought +19.42% shares Q3 2022	share	0.47%	80.61M	$30.61	$32.5	+6.18%	Bought +19.42% shares Q3 2022
Communication Equipment Cisco Systems, Inc. Portfolio share: 0.46% Portfolio value: 79.91M Avg. open price: $38.22 Current price: $49.33 P/L: +29.07% Sold -10.80% shares Q3 2022	share	0.46%	79.91M	$38.22	$49.33	+29.07%	Sold -10.80% shares Q3 2022
Agricultural Inputs Nutrien Ltd. Portfolio share: 0.46% Portfolio value: 79.23M Avg. open price: $67.57 Current price: $78.6 P/L: +16.32% Bought +6.62% shares Q3 2022	share	0.46%	79.23M	$67.57	$78.6	+16.32%	Bought +6.62% shares Q3 2022
Oil & Gas E&P Hess Corporation Portfolio share: 0.45% Portfolio value: 77.56M Avg. open price: $106.91 Current price: $140.59 P/L: +31.50% Sold -12.34% shares Q3 2022	share	0.45%	77.56M	$106.91	$140.59	+31.50%	Sold -12.34% shares Q3 2022
Specialty Chemicals Sociedad Química y Minera de Chile S.A. Portfolio share: 0.43% Portfolio value: 74.81M Avg. open price: $49.12 Current price: $95.14 P/L: +93.68% Sold -35.07% shares Q3 2022	share	0.43%	74.81M	$49.12	$95.14	+93.68%	Sold -35.07% shares Q3 2022
Semiconductors STMicroelectronics N.V. Portfolio share: 0.43% Portfolio value: 73.80M Avg. open price: $24.1 Current price: $38.48 P/L: +59.68% Bought +113.62% shares Q3 2022	share	0.43%	73.80M	$24.1	$38.48	+59.68%	Bought +113.62% shares Q3 2022
Oil & Gas Refining & Marketing Clean Energy Fuels Corp. Portfolio share: 0.39% Portfolio value: 67.98M Avg. open price: $10.72 Current price: $6.09 P/L: -43.17% Sold -20.56% shares Q3 2022	share	0.39%	67.98M	$10.72	$6.09	-43.17%	Sold -20.56% shares Q3 2022
Broadcasting TEGNA Inc. Portfolio share: 0.36% Portfolio value: 63.08M Avg. open price: $16.48 Current price: $20.2 P/L: +22.60% Bought +8.41% shares Q3 2022	share	0.36%	63.08M	$16.48	$20.2	+22.60%	Bought +8.41% shares Q3 2022
Drug Manufacturers—General GSK plc Portfolio share: 0.36% Portfolio value: 63.00M Avg. open price: $36.02 Current price: $35.16 P/L: -2.38% N/A Q3 2022	share	0.36%	63.00M	$36.02	$35.16	-2.38%	N/A Q3 2022
Copper Freeport-McMoRan Inc. Portfolio share: 0.35% Portfolio value: 59.98M Avg. open price: $17.1 Current price: $38.86 P/L: +127.23% Bought +23.67% shares Q3 2022	share	0.35%	59.98M	$17.1	$38.86	+127.23%	Bought +23.67% shares Q3 2022
PETROLEO BRASILEIRO SA PETRO Portfolio share: 0.34% Portfolio value: 59.27M Avg. open price: N/A Current price: N/A P/L: N/A Sold -2.35% shares Q3 2022	share	0.34%	59.27M	N/A	N/A	N/A	Sold -2.35% shares Q3 2022
Tobacco British American Tobacco p.l.c. Portfolio share: 0.32% Portfolio value: 56.21M Avg. open price: $33.89 Current price: $42.35 P/L: +24.95% Sold -5.28% shares Q3 2022	share	0.32%	56.21M	$33.89	$42.35	+24.95%	Sold -5.28% shares Q3 2022
Electronic Gaming & Multimedia Activision Blizzard, Inc. Portfolio share: 0.32% Portfolio value: 56.21M Avg. open price: $47.31 Current price: $76.33 P/L: +61.35% Sold -18.25% shares Q3 2022	share	0.32%	56.21M	$47.31	$76.33	+61.35%	Sold -18.25% shares Q3 2022
Insurance—Property & Casualty Alleghany Corporation Portfolio share: 0.32% Portfolio value: 55.39M Avg. open price: $833.1 Current price: $847.79 P/L: +1.76% Bought +44.20% shares Q3 2022	share	0.32%	55.39M	$833.1	$847.79	+1.76%	Bought +44.20% shares Q3 2022
Software—Infrastructure VMware, Inc. Portfolio share: 0.29% Portfolio value: 50.66M Avg. open price: $115.36 Current price: $119.65 P/L: +3.72% N/A Q3 2022	share	0.29%	50.66M	$115.36	$119.65	+3.72%	N/A Q3 2022
Oil & Gas Integrated Chevron Corporation Portfolio share: 0.28% Portfolio value: 48.84M Avg. open price: $92.21 Current price: $176.56 P/L: +91.49% Bought +1.01% shares Q3 2022	share	0.28%	48.84M	$92.21	$176.56	+91.49%	Bought +1.01% shares Q3 2022
Entertainment Fox Corporation Portfolio share: 0.28% Portfolio value: 48.29M Avg. open price: $31.68 Current price: $30.15 P/L: -4.83% Bought +100.91% shares Q3 2022	share	0.28%	48.29M	$31.68	$30.15	-4.83%	Bought +100.91% shares Q3 2022
Telecom Services Shaw Communications Inc. Portfolio share: 0.28% Portfolio value: 47.79M Avg. open price: $27.24 Current price: $27.13 P/L: -0.39% Bought +81.03% shares Q3 2022	share	0.28%	47.79M	$27.24	$27.13	-0.39%	Bought +81.03% shares Q3 2022
Farm Products Adecoagro S.A. Portfolio share: 0.27% Portfolio value: 47.29M Avg. open price: $8.31 Current price: $7.82 P/L: -5.85% Bought +6.90% shares Q3 2022	share	0.27%	47.29M	$8.31	$7.82	-5.85%	Bought +6.90% shares Q3 2022
Semiconductors Silicon Motion Technology Corporation Portfolio share: 0.27% Portfolio value: 46.73M Avg. open price: $83.7 Current price: $63.22 P/L: -24.47% Bought +53.96% shares Q3 2022	share	0.27%	46.73M	$83.7	$63.22	-24.47%	Bought +53.96% shares Q3 2022
Farm & Heavy Construction Machinery Deere & Company Portfolio share: 0.27% Portfolio value: 46.30M Avg. open price: $198.26 Current price: $436.89 P/L: +120.37% Bought +10.35% shares Q3 2022	share	0.27%	46.30M	$198.26	$436.89	+120.37%	Bought +10.35% shares Q3 2022
Semiconductors Intel Corporation Portfolio share: 0.27% Portfolio value: 46.10M Avg. open price: $33.63 Current price: $29.17 P/L: -13.27% Bought +7.74% shares Q3 2022	share	0.27%	46.10M	$33.63	$29.17	-13.27%	Bought +7.74% shares Q3 2022
Electrical Equipment & Parts GrafTech International Ltd. Portfolio share: 0.26% Portfolio value: 45.72M Avg. open price: $9.21 Current price: $5.24 P/L: -43.08% Bought +27.65% shares Q3 2022	share	0.26%	45.72M	$9.21	$5.24	-43.08%	Bought +27.65% shares Q3 2022
Utilities—Regulated Electric PNM Resources, Inc. Portfolio share: 0.26% Portfolio value: 45.03M Avg. open price: $47.43 Current price: $48.79 P/L: +2.88% Bought +697.69% shares Q3 2022	share	0.26%	45.03M	$47.43	$48.79	+2.88%	Bought +697.69% shares Q3 2022
REIT—Industrial Duke Realty Corporation Portfolio share: 0.26% Portfolio value: 45.00M Avg. open price: $53.61 Current price: $48.2 P/L: -10.09% Bought +659.14% shares Q3 2022	share	0.26%	45.00M	$53.61	$48.2	-10.09%	Bought +659.14% shares Q3 2022
Oil & Gas Integrated Petróleo Brasileiro S.A. - Petrobras Portfolio share: 0.25% Portfolio value: 43.43M Avg. open price: $9.99 Current price: $11.08 P/L: +10.95% Bought +2.56% shares Q3 2022	share	0.25%	43.43M	$9.99	$11.08	+10.95%	Bought +2.56% shares Q3 2022
Computer Hardware HP Inc. Portfolio share: 0.25% Portfolio value: 43.16M Avg. open price: $18.54 Current price: $29.21 P/L: +57.56% Bought +2.17% shares Q3 2022	share	0.25%	43.16M	$18.54	$29.21	+57.56%	Bought +2.17% shares Q3 2022
Internet Retail Vipshop Holdings Limited Portfolio share: 0.25% Portfolio value: 42.73M Avg. open price: $14.42 Current price: $12.38 P/L: -14.17% Sold -24.16% shares Q3 2022	share	0.25%	42.73M	$14.42	$12.38	-14.17%	Sold -24.16% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 0.24% Portfolio value: 41.10M Avg. open price: $1,760.05 Current price: $99.87 P/L: -94.33% Bought +4.93% shares Q3 2022	share	0.24%	41.10M	$1,760.05	$99.87	-94.33%	Bought +4.93% shares Q3 2022
Telecom Services Comcast Corporation Portfolio share: 0.23% Portfolio value: 40.43M Avg. open price: $40.72 Current price: $35.15 P/L: -13.68% Bought +32.95% shares Q3 2022	share	0.23%	40.43M	$40.72	$35.15	-13.68%	Bought +32.95% shares Q3 2022
Banks—Regional First Horizon Corporation Portfolio share: 0.23% Portfolio value: 40.07M Avg. open price: $23.49 Current price: $24.49 P/L: +4.26% Sold -23.06% shares Q3 2022	share	0.23%	40.07M	$23.49	$24.49	+4.26%	Sold -23.06% shares Q3 2022
Information Technology Services Infosys Limited Portfolio share: 0.22% Portfolio value: 38.95M Avg. open price: $8.66 Current price: $19.75 P/L: +127.99% Bought +5.14% shares Q3 2022	share	0.22%	38.95M	$8.66	$19.75	+127.99%	Bought +5.14% shares Q3 2022
Internet Content & Information Autohome Inc. Portfolio share: 0.22% Portfolio value: 38.63M Avg. open price: $39.52 Current price: $29.8 P/L: -24.60% Bought +9.02% shares Q3 2022	share	0.22%	38.63M	$39.52	$29.8	-24.60%	Bought +9.02% shares Q3 2022
Utilities—Renewable Archaea Energy Inc. Portfolio share: 0.22% Portfolio value: 38.38M Avg. open price: $17.43 Current price: $25.88 P/L: +48.48% Bought +57.14% shares Q3 2022	share	0.22%	38.38M	$17.43	$25.88	+48.48%	Bought +57.14% shares Q3 2022
Oil & Gas E&P EOG Resources, Inc. Portfolio share: 0.22% Portfolio value: 38.26M Avg. open price: $56.44 Current price: $134.14 P/L: +137.66% Bought +6.14% shares Q3 2022	share	0.22%	38.26M	$56.44	$134.14	+137.66%	Bought +6.14% shares Q3 2022
Information Technology Services Switch, Inc. Portfolio share: 0.22% Portfolio value: 38.17M Avg. open price: $33.5 Current price: $34.25 P/L: +2.24% Bought +14.97% shares Q3 2022	share	0.22%	38.17M	$33.5	$34.25	+2.24%	Bought +14.97% shares Q3 2022
Drug Manufacturers—General Biogen Inc. Portfolio share: 0.22% Portfolio value: 37.59M Avg. open price: $277.49 Current price: $292.75 P/L: +5.50% Sold -0.28% shares Q3 2022	share	0.22%	37.59M	$277.49	$292.75	+5.50%	Sold -0.28% shares Q3 2022
Health Information Services Change Healthcare Inc. Portfolio share: 0.22% Portfolio value: 37.45M Avg. open price: $22.65 Current price: $27.49 P/L: +21.39% Sold -50.19% shares Q3 2022	share	0.22%	37.45M	$22.65	$27.49	+21.39%	Sold -50.19% shares Q3 2022
Lumber & Wood Production West Fraser Timber Co. Ltd. Portfolio share: 0.21% Portfolio value: 37.21M Avg. open price: $85.04 Current price: $75.77 P/L: -10.90% Bought +11.74% shares Q3 2022	share	0.21%	37.21M	$85.04	$75.77	-10.90%	Bought +11.74% shares Q3 2022
Biotechnology Regeneron Pharmaceuticals, Inc. Portfolio share: 0.21% Portfolio value: 37.19M Avg. open price: $530.69 Current price: $755.45 P/L: +42.35% Sold -4.26% shares Q3 2022	share	0.21%	37.19M	$530.69	$755.45	+42.35%	Sold -4.26% shares Q3 2022
Semiconductors Micron Technology, Inc. Portfolio share: 0.21% Portfolio value: 37.09M Avg. open price: $43.51 Current price: $54.04 P/L: +24.19% Bought +8.10% shares Q3 2022	share	0.21%	37.09M	$43.51	$54.04	+24.19%	Bought +8.10% shares Q3 2022
Internet Retail eBay Inc. Portfolio share: 0.21% Portfolio value: 36.97M Avg. open price: $48.28 Current price: $43.94 P/L: -8.99% Bought +15.64% shares Q3 2022	share	0.21%	36.97M	$48.28	$43.94	-8.99%	Bought +15.64% shares Q3 2022
Financial Data & Stock Exchanges Intercontinental Exchange, Inc. Portfolio share: 0.21% Portfolio value: 36.78M Avg. open price: $122.6 Current price: $107.09 P/L: -12.65% Sold -32.86% shares Q3 2022	share	0.21%	36.78M	$122.6	$107.09	-12.65%	Sold -32.86% shares Q3 2022
Electronic Components Rogers Corporation Portfolio share: 0.21% Portfolio value: 36.61M Avg. open price: $262.09 Current price: $119.69 P/L: -54.33% Bought +3.89% shares Q3 2022	share	0.21%	36.61M	$262.09	$119.69	-54.33%	Bought +3.89% shares Q3 2022
Banks—Diversified Bank of Montreal Portfolio share: 0.21% Portfolio value: 36.04M Avg. open price: $78.21 Current price: $97.84 P/L: +25.10% Sold -10.97% shares Q3 2022	share	0.21%	36.04M	$78.21	$97.84	+25.10%	Sold -10.97% shares Q3 2022
Oil & Gas Integrated Exxon Mobil Corporation Portfolio share: 0.21% Portfolio value: 35.92M Avg. open price: $60.66 Current price: $106.85 P/L: +76.14% Bought +3.91% shares Q3 2022	share	0.21%	35.92M	$60.66	$106.85	+76.14%	Bought +3.91% shares Q3 2022
Insurance—Life Manulife Financial Corporation Portfolio share: 0.20% Portfolio value: 35.50M Avg. open price: $16.34 Current price: $17.81 P/L: +8.96% Bought +41.57% shares Q3 2022	share	0.20%	35.50M	$16.34	$17.81	+8.96%	Bought +41.57% shares Q3 2022
Healthcare Plans CVS Health Corporation Portfolio share: 0.20% Portfolio value: 35.44M Avg. open price: $82.52 Current price: $102.01 P/L: +23.62% Bought +14.47% shares Q3 2022	share	0.20%	35.44M	$82.52	$102.01	+23.62%	Bought +14.47% shares Q3 2022
Drug Manufacturers—General Pfizer Inc. Portfolio share: 0.20% Portfolio value: 35.43M Avg. open price: $26.12 Current price: $50.73 P/L: +94.19% Sold -1.18% shares Q3 2022	share	0.20%	35.43M	$26.12	$50.73	+94.19%	Sold -1.18% shares Q3 2022
Telecom Services Verizon Communications Inc. Portfolio share: 0.20% Portfolio value: 35.39M Avg. open price: $49.68 Current price: $37.07 P/L: -25.38% Sold -13.41% shares Q3 2022	share	0.20%	35.39M	$49.68	$37.07	-25.38%	Sold -13.41% shares Q3 2022
Software—Application Lyft, Inc. Portfolio share: 0.20% Portfolio value: 35.30M Avg. open price: $41.6 Current price: $10.78 P/L: -74.09% Sold -2.94% shares Q3 2022	share	0.20%	35.30M	$41.6	$10.78	-74.09%	Sold -2.94% shares Q3 2022
Information Technology Services International Business Machines Corporation Portfolio share: 0.20% Portfolio value: 34.95M Avg. open price: $126.18 Current price: $147.41 P/L: +16.83% Bought +1.98% shares Q3 2022	share	0.20%	34.95M	$126.18	$147.41	+16.83%	Bought +1.98% shares Q3 2022
Real Estate Services CBRE Group, Inc. Portfolio share: 0.20% Portfolio value: 34.49M Avg. open price: $66.16 Current price: $77.73 P/L: +17.48% Sold -22.07% shares Q3 2022	share	0.20%	34.49M	$66.16	$77.73	+17.48%	Sold -22.07% shares Q3 2022
Utilities—Diversified South Jersey Industries, Inc. Portfolio share: 0.20% Portfolio value: 34.46M Avg. open price: $34.14 Current price: $34.42 P/L: +0.82% Bought +15.05% shares Q3 2022	share	0.20%	34.46M	$34.14	$34.42	+0.82%	Bought +15.05% shares Q3 2022
Telecom Services Liberty Global plc Portfolio share: 0.20% Portfolio value: 34.36M Avg. open price: $25.44 Current price: $19.46 P/L: -23.51% Bought +327.33% shares Q3 2022	share	0.20%	34.36M	$25.44	$19.46	-23.51%	Bought +327.33% shares Q3 2022
Banks—Regional Umpqua Holdings Corporation Portfolio share: 0.20% Portfolio value: 34.31M Avg. open price: $18.86 Current price: $18.79 P/L: -0.37% Sold -1.72% shares Q3 2022	share	0.20%	34.31M	$18.86	$18.79	-0.37%	Sold -1.72% shares Q3 2022
Healthcare Plans Centene Corporation Portfolio share: 0.20% Portfolio value: 33.99M Avg. open price: $66.23 Current price: $86.35 P/L: +30.38% Bought +2.78% shares Q3 2022	share	0.20%	33.99M	$66.23	$86.35	+30.38%	Bought +2.78% shares Q3 2022
Building Products & Equipment Carrier Global Corporation Portfolio share: 0.19% Portfolio value: 33.69M Avg. open price: $40.97 Current price: $43.76 P/L: +6.81% Bought +3.82% shares Q3 2022	share	0.19%	33.69M	$40.97	$43.76	+6.81%	Bought +3.82% shares Q3 2022
Drug Manufacturers—General Gilead Sciences, Inc. Portfolio share: 0.19% Portfolio value: 33.55M Avg. open price: $69.44 Current price: $87.98 P/L: +26.70% Sold -6.19% shares Q3 2022	share	0.19%	33.55M	$69.44	$87.98	+26.70%	Sold -6.19% shares Q3 2022
Electronic Gaming & Multimedia NetEase, Inc. Portfolio share: 0.19% Portfolio value: 32.78M Avg. open price: $60.38 Current price: $69.02 P/L: +14.32% Sold -15.65% shares Q3 2022	share	0.19%	32.78M	$60.38	$69.02	+14.32%	Sold -15.65% shares Q3 2022
Biotechnology Vertex Pharmaceuticals Incorporated Portfolio share: 0.19% Portfolio value: 32.71M Avg. open price: $154.49 Current price: $317.6 P/L: +105.59% Sold -0.44% shares Q3 2022	share	0.19%	32.71M	$154.49	$317.6	+105.59%	Sold -0.44% shares Q3 2022
Scientific & Technical Instruments Sensata Technologies Holding plc Portfolio share: 0.19% Portfolio value: 32.67M Avg. open price: $40.2 Current price: $44.59 P/L: +10.93% Bought +6.91% shares Q3 2022	share	0.19%	32.67M	$40.2	$44.59	+10.93%	Bought +6.91% shares Q3 2022
Aerospace & Defense Raytheon Technologies Corporation Portfolio share: 0.19% Portfolio value: 32.07M Avg. open price: $64.39 Current price: $100.68 P/L: +56.37% Sold -2.69% shares Q3 2022	share	0.19%	32.07M	$64.39	$100.68	+56.37%	Sold -2.69% shares Q3 2022
Oil & Gas E&P Continental Resources, Inc. Portfolio share: 0.18% Portfolio value: 32.03M Avg. open price: $41.44 Current price: $74.27 P/L: +79.22% N/A Q3 2022	share	0.18%	32.03M	$41.44	$74.27	+79.22%	N/A Q3 2022
Farm Products Tyson Foods, Inc. Portfolio share: 0.18% Portfolio value: 30.83M Avg. open price: $69.49 Current price: $64.77 P/L: -6.79% Sold -12.01% shares Q3 2022	share	0.18%	30.83M	$69.49	$64.77	-6.79%	Sold -12.01% shares Q3 2022
Furnishings, Fixtures & Appliances Whirlpool Corporation Portfolio share: 0.17% Portfolio value: 30.11M Avg. open price: $196.64 Current price: $141.46 P/L: -28.06% Bought +10.38% shares Q3 2022	share	0.17%	30.11M	$196.64	$141.46	-28.06%	Bought +10.38% shares Q3 2022
Credit Services PayPal Holdings, Inc. Portfolio share: 0.17% Portfolio value: 29.78M Avg. open price: $115.65 Current price: $73.62 P/L: -36.34% Sold -3.41% shares Q3 2022	share	0.17%	29.78M	$115.65	$73.62	-36.34%	Sold -3.41% shares Q3 2022
Oil & Gas Integrated Imperial Oil Limited Portfolio share: 0.17% Portfolio value: 29.68M Avg. open price: $30.46 Current price: $53.39 P/L: +75.27% Sold -1.55% shares Q3 2022	share	0.17%	29.68M	$30.46	$53.39	+75.27%	Sold -1.55% shares Q3 2022
Banks—Diversified Citigroup Inc. Portfolio share: 0.17% Portfolio value: 29.66M Avg. open price: $52.33 Current price: $45.64 P/L: -12.78% Bought +4.75% shares Q3 2022	share	0.17%	29.66M	$52.33	$45.64	-12.78%	Bought +4.75% shares Q3 2022
Packaged Foods The Kraft Heinz Company Portfolio share: 0.17% Portfolio value: 29.54M Avg. open price: $37.18 Current price: $39.62 P/L: +6.57% Bought +655.22% shares Q3 2022	share	0.17%	29.54M	$37.18	$39.62	+6.57%	Bought +655.22% shares Q3 2022
Auto Manufacturers Stellantis N.V. Portfolio share: 0.17% Portfolio value: 29.53M Avg. open price: N/A Current price: $15.25 P/L: N/A Sold -11.47% shares Q3 2022	share	0.17%	29.53M	N/A	$15.25	N/A	Sold -11.47% shares Q3 2022
Oil & Gas Midstream Kinder Morgan, Inc. Portfolio share: 0.17% Portfolio value: 29.20M Avg. open price: $15.2 Current price: $18.56 P/L: +22.14% Sold -2.41% shares Q3 2022	share	0.17%	29.20M	$15.2	$18.56	+22.14%	Sold -2.41% shares Q3 2022
Paper & Paper Products Resolute Forest Products Inc. Portfolio share: 0.17% Portfolio value: 29.18M Avg. open price: $12.33 Current price: $20.96 P/L: +70.05% Bought +683.32% shares Q3 2022	share	0.17%	29.18M	$12.33	$20.96	+70.05%	Bought +683.32% shares Q3 2022
Electronics & Computer Distribution Arrow Electronics, Inc. Portfolio share: 0.17% Portfolio value: 29.03M Avg. open price: $69.64 Current price: $106.1 P/L: +52.35% Bought +8.21% shares Q3 2022	share	0.17%	29.03M	$69.64	$106.1	+52.35%	Bought +8.21% shares Q3 2022
Grocery Stores The Kroger Co. Portfolio share: 0.17% Portfolio value: 28.82M Avg. open price: $35.21 Current price: $46.07 P/L: +30.86% Bought +58.89% shares Q3 2022	share	0.17%	28.82M	$35.21	$46.07	+30.86%	Bought +58.89% shares Q3 2022
Banks—Regional Flagstar Bancorp, Inc. Portfolio share: 0.16% Portfolio value: 28.48M Avg. open price: $35.89 Current price: $37.54 P/L: +4.59% Sold -10.87% shares Q3 2022	share	0.16%	28.48M	$35.89	$37.54	+4.59%	Sold -10.87% shares Q3 2022
Computer Hardware Logitech International S.A. Portfolio share: 0.16% Portfolio value: 28.44M Avg. open price: $40.79 Current price: $61.32 P/L: +50.31% Bought +37.02% shares Q3 2022	share	0.16%	28.44M	$40.79	$61.32	+50.31%	Bought +37.02% shares Q3 2022
Insurance—Life Prudential Financial, Inc. Portfolio share: 0.16% Portfolio value: 28.23M Avg. open price: $94.63 Current price: $104.74 P/L: +10.68% Bought +7.23% shares Q3 2022	share	0.16%	28.23M	$94.63	$104.74	+10.68%	Bought +7.23% shares Q3 2022
Auto Parts Magna International Inc. Portfolio share: 0.16% Portfolio value: 28.09M Avg. open price: $55.49 Current price: $59.25 P/L: +6.77% Bought +17.12% shares Q3 2022	share	0.16%	28.09M	$55.49	$59.25	+6.77%	Bought +17.12% shares Q3 2022
Capital Markets The Goldman Sachs Group, Inc. Portfolio share: 0.16% Portfolio value: 27.89M Avg. open price: $269.56 Current price: $371.54 P/L: +37.83% Sold -4.13% shares Q3 2022	share	0.16%	27.89M	$269.56	$371.54	+37.83%	Sold -4.13% shares Q3 2022
Insurance—Life MetLife, Inc. Portfolio share: 0.16% Portfolio value: 27.90M Avg. open price: $57.27 Current price: $75.4 P/L: +31.65% Bought +2.49% shares Q3 2022	share	0.16%	27.90M	$57.27	$75.4	+31.65%	Bought +2.49% shares Q3 2022
Auto Manufacturers General Motors Company Portfolio share: 0.16% Portfolio value: 27.89M Avg. open price: $32.23 Current price: $38.79 P/L: +20.35% Sold -2.57% shares Q3 2022	share	0.16%	27.89M	$32.23	$38.79	+20.35%	Sold -2.57% shares Q3 2022
Credit Services Discover Financial Services Portfolio share: 0.16% Portfolio value: 27.70M Avg. open price: $81.9 Current price: $103.51 P/L: +26.39% Sold -2.93% shares Q3 2022	share	0.16%	27.70M	$81.9	$103.51	+26.39%	Sold -2.93% shares Q3 2022
Computer Hardware Dell Technologies Inc. Portfolio share: 0.16% Portfolio value: 27.59M Avg. open price: $49.51 Current price: $43.07 P/L: -13.01% Bought +43.55% shares Q3 2022	share	0.16%	27.59M	$49.51	$43.07	-13.01%	Bought +43.55% shares Q3 2022
Residential Construction Lennar Corporation Portfolio share: 0.16% Portfolio value: 27.06M Avg. open price: $88.83 Current price: $87.35 P/L: -1.67% Sold -7.98% shares Q3 2022	share	0.16%	27.06M	$88.83	$87.35	-1.67%	Sold -7.98% shares Q3 2022
Telecom Services Liberty Broadband Corporation Portfolio share: 0.16% Portfolio value: 27.06M Avg. open price: $140.21 Current price: $89.39 P/L: -36.25% N/A Q3 2022	share	0.16%	27.06M	$140.21	$89.39	-36.25%	N/A Q3 2022
Biotechnology Jazz Pharmaceuticals plc Portfolio share: 0.16% Portfolio value: 26.92M Avg. open price: $159.67 Current price: $150.97 P/L: -5.45% Bought +2.59% shares Q3 2022	share	0.16%	26.92M	$159.67	$150.97	-5.45%	Bought +2.59% shares Q3 2022
Drug Manufacturers—Specialty & Generic Teva Pharmaceutical Industries Limited Portfolio share: 0.15% Portfolio value: 26.73M Avg. open price: $10.68 Current price: $8.62 P/L: -19.31% Sold -4.38% shares Q3 2022	share	0.15%	26.73M	$10.68	$8.62	-19.31%	Sold -4.38% shares Q3 2022
Specialty Chemicals LyondellBasell Industries N.V. Portfolio share: 0.15% Portfolio value: 26.40M Avg. open price: $62.97 Current price: $83.47 P/L: +32.55% Bought +7.34% shares Q3 2022	share	0.15%	26.40M	$62.97	$83.47	+32.55%	Bought +7.34% shares Q3 2022
Diagnostics & Research Laboratory Corporation of America Holdings Portfolio share: 0.15% Portfolio value: 26.42M Avg. open price: $222.22 Current price: $236.39 P/L: +6.37% Bought +1.34% shares Q3 2022	share	0.15%	26.42M	$222.22	$236.39	+6.37%	Bought +1.34% shares Q3 2022
Beverages—Brewers Molson Coors Beverage Company Portfolio share: 0.15% Portfolio value: 26.37M Avg. open price: $49.24 Current price: $54.5 P/L: +10.67% Sold -5.86% shares Q3 2022	share	0.15%	26.37M	$49.24	$54.5	+10.67%	Sold -5.86% shares Q3 2022
REIT—Specialty PotlatchDeltic Corporation Portfolio share: 0.15% Portfolio value: 26.34M Avg. open price: $51.08 Current price: $46.66 P/L: -8.66% Bought +34.47% shares Q3 2022	share	0.15%	26.34M	$51.08	$46.66	-8.66%	Bought +34.47% shares Q3 2022
Residential Construction D.R. Horton, Inc. Portfolio share: 0.15% Portfolio value: 26.27M Avg. open price: $76.29 Current price: $84.72 P/L: +11.05% Sold -20.97% shares Q3 2022	share	0.15%	26.27M	$76.29	$84.72	+11.05%	Sold -20.97% shares Q3 2022
Pharmaceutical Retailers Walgreens Boots Alliance, Inc. Portfolio share: 0.15% Portfolio value: 26.1M Avg. open price: $44.8 Current price: $41.21 P/L: -8.02% Bought +22.98% shares Q3 2022	share	0.15%	26.1M	$44.8	$41.21	-8.02%	Bought +22.98% shares Q3 2022
Insurance—Life Aflac Incorporated Portfolio share: 0.15% Portfolio value: 25.93M Avg. open price: $37.49 Current price: $71.05 P/L: +89.52% Sold -8.00% shares Q3 2022	share	0.15%	25.93M	$37.49	$71.05	+89.52%	Sold -8.00% shares Q3 2022
Other Industrial Metals & Mining Largo Inc. Portfolio share: 0.15% Portfolio value: 25.91M Avg. open price: $11.81 Current price: $5.09 P/L: -56.90% Bought +2.35% shares Q3 2022	share	0.15%	25.91M	$11.81	$5.09	-56.90%	Bought +2.35% shares Q3 2022
Drug Manufacturers—Specialty & Generic Viatris Inc. Portfolio share: 0.15% Portfolio value: 25.83M Avg. open price: $14.24 Current price: $10.92 P/L: -23.32% Bought +15.13% shares Q3 2022	share	0.15%	25.83M	$14.24	$10.92	-23.32%	Bought +15.13% shares Q3 2022
Credit Services Synchrony Financial Portfolio share: 0.15% Portfolio value: 25.70M Avg. open price: $40.53 Current price: $34.39 P/L: -15.15% Bought +3.05% shares Q3 2022	share	0.15%	25.70M	$40.53	$34.39	-15.15%	Bought +3.05% shares Q3 2022
Insurance—Specialty Fidelity National Financial, Inc. Portfolio share: 0.15% Portfolio value: 25.57M Avg. open price: $44.3 Current price: $37.46 P/L: -15.44% Bought +1.67% shares Q3 2022	share	0.15%	25.57M	$44.3	$37.46	-15.44%	Bought +1.67% shares Q3 2022
Telecom Services AT&T Inc. Portfolio share: 0.15% Portfolio value: 25.56M Avg. open price: $25.88 Current price: $18.75 P/L: -27.55% Sold -24.60% shares Q3 2022	share	0.15%	25.56M	$25.88	$18.75	-27.55%	Sold -24.60% shares Q3 2022
Utilities—Regulated Electric Exelon Corporation Portfolio share: 0.14% Portfolio value: 25.03M Avg. open price: $38.53 Current price: $41.75 P/L: +8.35% Bought +157.93% shares Q3 2022	share	0.14%	25.03M	$38.53	$41.75	+8.35%	Bought +157.93% shares Q3 2022
Marine Shipping ZIM Integrated Shipping Services Ltd. Portfolio share: 0.14% Portfolio value: 25.00M Avg. open price: $47.23 Current price: $19.58 P/L: -58.54% Bought +90.85% shares Q3 2022	share	0.14%	25.00M	$47.23	$19.58	-58.54%	Bought +90.85% shares Q3 2022
Biotechnology Incyte Corporation Portfolio share: 0.14% Portfolio value: 24.89M Avg. open price: $70.01 Current price: $84.08 P/L: +20.11% Sold -2.76% shares Q3 2022	share	0.14%	24.89M	$70.01	$84.08	+20.11%	Sold -2.76% shares Q3 2022
Residential Construction PulteGroup, Inc. Portfolio share: 0.14% Portfolio value: 24.85M Avg. open price: $42.58 Current price: $43.71 P/L: +2.64% Sold -1.53% shares Q3 2022	share	0.14%	24.85M	$42.58	$43.71	+2.64%	Sold -1.53% shares Q3 2022
Insurance—Life Lincoln National Corporation Portfolio share: 0.14% Portfolio value: 24.80M Avg. open price: $59.55 Current price: $37.74 P/L: -36.62% Bought +5.77% shares Q3 2022	share	0.14%	24.80M	$59.55	$37.74	-36.62%	Bought +5.77% shares Q3 2022
Specialty Retail Best Buy Co., Inc. Portfolio share: 0.14% Portfolio value: 24.72M Avg. open price: $67.22 Current price: $84.32 P/L: +25.43% Bought +13.39% shares Q3 2022	share	0.14%	24.72M	$67.22	$84.32	+25.43%	Bought +13.39% shares Q3 2022
Steel Steel Dynamics, Inc. Portfolio share: 0.14% Portfolio value: 24.38M Avg. open price: $77.31 Current price: $106.74 P/L: +38.07% Sold -4.29% shares Q3 2022	share	0.14%	24.38M	$77.31	$106.74	+38.07%	Sold -4.29% shares Q3 2022
Medical Care Facilities LHC Group, Inc. Portfolio share: 0.14% Portfolio value: 24.38M Avg. open price: $155.74 Current price: $162.06 P/L: +4.06% Bought +82.85% shares Q3 2022	share	0.14%	24.38M	$155.74	$162.06	+4.06%	Bought +82.85% shares Q3 2022
Internet Content & Information IAC Inc. Portfolio share: 0.14% Portfolio value: 24.31M Avg. open price: $90.02 Current price: $51.02 P/L: -43.32% Bought +33.10% shares Q3 2022	share	0.14%	24.31M	$90.02	$51.02	-43.32%	Bought +33.10% shares Q3 2022
Auto Manufacturers Ford Motor Company Portfolio share: 0.14% Portfolio value: 24.29M Avg. open price: $15.64 Current price: $13.38 P/L: -14.45% Sold -13.51% shares Q3 2022	share	0.14%	24.29M	$15.64	$13.38	-14.45%	Sold -13.51% shares Q3 2022
Software—Application Zoom Video Communications, Inc. Portfolio share: 0.14% Portfolio value: 24.12M Avg. open price: $111.11 Current price: $72.91 P/L: -34.38% Bought +21.59% shares Q3 2022	share	0.14%	24.12M	$111.11	$72.91	-34.38%	Bought +21.59% shares Q3 2022
Insurance—Property & Casualty Markel Corporation Portfolio share: 0.14% Portfolio value: 24.03M Avg. open price: $1,095.19 Current price: $1,304.62 P/L: +19.12% Sold -4.11% shares Q3 2022	share	0.14%	24.03M	$1,095.19	$1,304.62	+19.12%	Sold -4.11% shares Q3 2022
Information Technology Services Cognizant Technology Solutions Corporation Portfolio share: 0.14% Portfolio value: 24.02M Avg. open price: $60.04 Current price: $60.45 P/L: +0.68% Bought +7.98% shares Q3 2022	share	0.14%	24.02M	$60.04	$60.45	+0.68%	Bought +7.98% shares Q3 2022
Asset Management Brookfield Asset Management Inc. Portfolio share: 0.14% Portfolio value: 23.98M Avg. open price: $46.16 Current price: $44.15 P/L: -4.36% Sold -3.62% shares Q3 2022	share	0.14%	23.98M	$46.16	$44.15	-4.36%	Sold -3.62% shares Q3 2022
Utilities—Independent Power Producers NRG Energy, Inc. Portfolio share: 0.14% Portfolio value: 23.98M Avg. open price: $29.05 Current price: $40.84 P/L: +40.61% Sold -4.51% shares Q3 2022	share	0.14%	23.98M	$29.05	$40.84	+40.61%	Sold -4.51% shares Q3 2022
Entertainment Paramount Global Portfolio share: 0.14% Portfolio value: 23.91M Avg. open price: $29.58 Current price: $19.51 P/L: -34.05% Bought +24.93% shares Q3 2022	share	0.14%	23.91M	$29.58	$19.51	-34.05%	Bought +24.93% shares Q3 2022
Credit Services The Western Union Company Portfolio share: 0.14% Portfolio value: 23.85M Avg. open price: $20.31 Current price: $14.15 P/L: -30.34% Bought +10.66% shares Q3 2022	share	0.14%	23.85M	$20.31	$14.15	-30.34%	Bought +10.66% shares Q3 2022
Capital Markets Cowen Inc. Portfolio share: 0.14% Portfolio value: 23.67M Avg. open price: N/A Current price: $38.67 P/L: N/A N/A Q3 2022	share	0.14%	23.67M	N/A	$38.67	N/A	N/A Q3 2022
Medical Care Facilities Universal Health Services, Inc. Portfolio share: 0.14% Portfolio value: 23.61M Avg. open price: $132.83 Current price: $127.36 P/L: -4.12% Bought +8.46% shares Q3 2022	share	0.14%	23.61M	$132.83	$127.36	-4.12%	Bought +8.46% shares Q3 2022
Medical Devices Bio-Rad Laboratories, Inc. Portfolio share: 0.14% Portfolio value: 23.52M Avg. open price: $677.69 Current price: $405.79 P/L: -40.12% Bought +5.03% shares Q3 2022	share	0.14%	23.52M	$677.69	$405.79	-40.12%	Bought +5.03% shares Q3 2022
Asset Management Franklin Resources, Inc. Portfolio share: 0.14% Portfolio value: 23.49M Avg. open price: $31.55 Current price: $27.11 P/L: -14.06% Sold -0.50% shares Q3 2022	share	0.14%	23.49M	$31.55	$27.11	-14.06%	Sold -0.50% shares Q3 2022
Aerospace & Defense Textron Inc. Portfolio share: 0.14% Portfolio value: 23.41M Avg. open price: $50.35 Current price: $69.9 P/L: +38.82% Sold -14.79% shares Q3 2022	share	0.14%	23.41M	$50.35	$69.9	+38.82%	Sold -14.79% shares Q3 2022
Waste Management Li-Cycle Holdings Corp. Portfolio share: 0.13% Portfolio value: 23.12M Avg. open price: $8.19 Current price: $5.98 P/L: -26.94% Bought +2.16% shares Q3 2022	share	0.13%	23.12M	$8.19	$5.98	-26.94%	Bought +2.16% shares Q3 2022
Steel Cleveland-Cliffs Inc. Portfolio share: 0.13% Portfolio value: 23.10M Avg. open price: $14.47 Current price: $15.78 P/L: +9.06% Bought +21.91% shares Q3 2022	share	0.13%	23.10M	$14.47	$15.78	+9.06%	Bought +21.91% shares Q3 2022
Telecom Services Liberty Global plc Portfolio share: 0.13% Portfolio value: 23.08M Avg. open price: $23.67 Current price: $20.18 P/L: -14.73% Bought +25.85% shares Q3 2022	share	0.13%	23.08M	$23.67	$20.18	-14.73%	Bought +25.85% shares Q3 2022
Furnishings, Fixtures & Appliances Mohawk Industries, Inc. Portfolio share: 0.13% Portfolio value: 23.06M Avg. open price: $137 Current price: $98.09 P/L: -28.40% Bought +25.95% shares Q3 2022	share	0.13%	23.06M	$137	$98.09	-28.40%	Bought +25.95% shares Q3 2022
Lodging Hilton Worldwide Holdings Inc. Portfolio share: 0.13% Portfolio value: 22.93M Avg. open price: $107.68 Current price: $139.14 P/L: +29.21% Sold -3.60% shares Q3 2022	share	0.13%	22.93M	$107.68	$139.14	+29.21%	Sold -3.60% shares Q3 2022
Computer Hardware Western Digital Corporation Portfolio share: 0.13% Portfolio value: 22.92M Avg. open price: $60.73 Current price: $34.79 P/L: -42.71% Bought +33.24% shares Q3 2022	share	0.13%	22.92M	$60.73	$34.79	-42.71%	Bought +33.24% shares Q3 2022
Credit Services Ally Financial Inc. Portfolio share: 0.13% Portfolio value: 22.89M Avg. open price: $21.51 Current price: $25.11 P/L: +16.72% Bought +18.29% shares Q3 2022	share	0.13%	22.89M	$21.51	$25.11	+16.72%	Bought +18.29% shares Q3 2022
Steel Nucor Corporation Portfolio share: 0.13% Portfolio value: 22.78M Avg. open price: $124.33 Current price: $151.01 P/L: +21.46% Bought +0.42% shares Q3 2022	share	0.13%	22.78M	$124.33	$151.01	+21.46%	Bought +0.42% shares Q3 2022
Semiconductors ON Semiconductor Corporation Portfolio share: 0.13% Portfolio value: 22.54M Avg. open price: $49.16 Current price: $71.57 P/L: +45.59% Bought +27.19% shares Q3 2022	share	0.13%	22.54M	$49.16	$71.57	+45.59%	Bought +27.19% shares Q3 2022
Telecom Services DISH Network Corporation Portfolio share: 0.13% Portfolio value: 22.30M Avg. open price: $33.53 Current price: $14.47 P/L: -56.84% Bought +17.52% shares Q3 2022	share	0.13%	22.30M	$33.53	$14.47	-56.84%	Bought +17.52% shares Q3 2022
Scientific & Technical Instruments Garmin Ltd. Portfolio share: 0.13% Portfolio value: 22.22M Avg. open price: $109.44 Current price: $93.9 P/L: -14.20% Bought +63.61% shares Q3 2022	share	0.13%	22.22M	$109.44	$93.9	-14.20%	Bought +63.61% shares Q3 2022
Travel Services Booking Holdings Inc. Portfolio share: 0.13% Portfolio value: 22.00M Avg. open price: $2,173.2 Current price: $2,056.52 P/L: -5.37% Sold -3.77% shares Q3 2022	share	0.13%	22.00M	$2,173.2	$2,056.52	-5.37%	Sold -3.77% shares Q3 2022
Integrated Freight & Logistics FedEx Corporation Portfolio share: 0.13% Portfolio value: 21.72M Avg. open price: $226.71 Current price: $176.6 P/L: -22.10% Bought +66.82% shares Q3 2022	share	0.13%	21.72M	$226.71	$176.6	-22.10%	Bought +66.82% shares Q3 2022
Steel POSCO Holdings Inc. Portfolio share: 0.12% Portfolio value: 21.38M Avg. open price: $55.68 Current price: $55.68 P/L: 0.00% Bought +21.13% shares Q3 2022	share	0.12%	21.38M	$55.68	$55.68	0.00%	Bought +21.13% shares Q3 2022
BERKSHIRE HATHAWAY INC DEL Portfolio share: 0.12% Portfolio value: 20.79M Avg. open price: N/A Current price: N/A P/L: N/A Bought +70.51% shares Q3 2022	share	0.12%	20.79M	N/A	N/A	N/A	Bought +70.51% shares Q3 2022
Confectioners The Hershey Company Portfolio share: 0.12% Portfolio value: 20.78M Avg. open price: $195.03 Current price: $233.25 P/L: +19.60% Sold -23.15% shares Q3 2022	share	0.12%	20.78M	$195.03	$233.25	+19.60%	Sold -23.15% shares Q3 2022
Telecom Services Lumen Technologies, Inc. Portfolio share: 0.12% Portfolio value: 20.22M Avg. open price: $12.51 Current price: $5.2 P/L: -58.44% Bought +14.58% shares Q3 2022	share	0.12%	20.22M	$12.51	$5.2	-58.44%	Bought +14.58% shares Q3 2022
Semiconductors QUALCOMM Incorporated Portfolio share: 0.12% Portfolio value: 20.11M Avg. open price: $56.6 Current price: $123.3 P/L: +117.84% Sold -13.51% shares Q3 2022	share	0.12%	20.11M	$56.6	$123.3	+117.84%	Sold -13.51% shares Q3 2022
Medical Distribution Henry Schein, Inc. Portfolio share: 0.11% Portfolio value: 19.66M Avg. open price: $76.74 Current price: $81.47 P/L: +6.16% Bought +28.27% shares Q3 2022	share	0.11%	19.66M	$76.74	$81.47	+6.16%	Bought +28.27% shares Q3 2022
Building Products & Equipment Owens Corning Portfolio share: 0.11% Portfolio value: 19.36M Avg. open price: $75.17 Current price: $88.88 P/L: +18.23% Bought +17.90% shares Q3 2022	share	0.11%	19.36M	$75.17	$88.88	+18.23%	Bought +17.90% shares Q3 2022
Internet Retail Sea Limited Portfolio share: 0.11% Portfolio value: 19.33M Avg. open price: $164.52 Current price: $59.02 P/L: -64.13% Bought +19.19% shares Q3 2022	share	0.11%	19.33M	$164.52	$59.02	-64.13%	Bought +19.19% shares Q3 2022
Internet Retail Coupang, Inc. Portfolio share: 0.11% Portfolio value: 19.13M Avg. open price: $26.25 Current price: $17.91 P/L: -31.78% Sold -45.49% shares Q3 2022	share	0.11%	19.13M	$26.25	$17.91	-31.78%	Sold -45.49% shares Q3 2022
Railroads Westinghouse Air Brake Technologies Corporation Portfolio share: 0.11% Portfolio value: 19.07M Avg. open price: $81.97 Current price: $101.74 P/L: +24.12% Bought +107.74% shares Q3 2022	share	0.11%	19.07M	$81.97	$101.74	+24.12%	Bought +107.74% shares Q3 2022
Resorts & Casinos Las Vegas Sands Corp. Portfolio share: 0.11% Portfolio value: 18.96M Avg. open price: $40.66 Current price: $47.7 P/L: +17.32% Bought +0.86% shares Q3 2022	share	0.11%	18.96M	$40.66	$47.7	+17.32%	Bought +0.86% shares Q3 2022
Asset Management Invesco Ltd. Portfolio share: 0.11% Portfolio value: 18.61M Avg. open price: $23.24 Current price: $18.59 P/L: -20.01% Bought +3.07% shares Q3 2022	share	0.11%	18.61M	$23.24	$18.59	-20.01%	Bought +3.07% shares Q3 2022
Rental & Leasing Services AerCap Holdings N.V. Portfolio share: 0.10% Portfolio value: 17.95M Avg. open price: $39.9 Current price: $60.25 P/L: +50.98% Sold -16.46% shares Q3 2022	share	0.10%	17.95M	$39.9	$60.25	+50.98%	Sold -16.46% shares Q3 2022
Drug Manufacturers—General Bristol-Myers Squibb Company Portfolio share: 0.10% Portfolio value: 17.53M Avg. open price: $59.74 Current price: $80.7 P/L: +35.10% Bought +45.29% shares Q3 2022	share	0.10%	17.53M	$59.74	$80.7	+35.10%	Bought +45.29% shares Q3 2022
Trucking Knight-Swift Transportation Holdings Inc. Portfolio share: 0.10% Portfolio value: 17.32M Avg. open price: $44.91 Current price: $55.54 P/L: +23.68% Bought +36.77% shares Q3 2022	share	0.10%	17.32M	$44.91	$55.54	+23.68%	Bought +36.77% shares Q3 2022
Entertainment Netflix, Inc. Portfolio share: 0.10% Portfolio value: 17.16M Avg. open price: $374.13 Current price: $312.59 P/L: -16.45% Sold -29.09% shares Q3 2022	share	0.10%	17.16M	$374.13	$312.59	-16.45%	Sold -29.09% shares Q3 2022
Conglomerates 3M Company Portfolio share: 0.10% Portfolio value: 16.94M Avg. open price: $176.08 Current price: $124.63 P/L: -29.22% Bought +203.56% shares Q3 2022	share	0.10%	16.94M	$176.08	$124.63	-29.22%	Bought +203.56% shares Q3 2022
Software—Application Black Knight, Inc. Portfolio share: 0.10% Portfolio value: 16.78M Avg. open price: N/A Current price: $59.97 P/L: N/A N/A Q3 2022	share	0.10%	16.78M	N/A	$59.97	N/A	N/A Q3 2022
Oil & Gas E&P Vermilion Energy Inc. Portfolio share: 0.10% Portfolio value: 16.48M Avg. open price: $21.02 Current price: $18.37 P/L: -12.61% Sold -24.15% shares Q3 2022	share	0.10%	16.48M	$21.02	$18.37	-12.61%	Sold -24.15% shares Q3 2022
Telecom Services América Móvil, S.A.B. de C.V. Portfolio share: 0.09% Portfolio value: 16.29M Avg. open price: $19.13 Current price: $18.62 P/L: -2.65% Sold -24.59% shares Q3 2022	share	0.09%	16.29M	$19.13	$18.62	-2.65%	Sold -24.59% shares Q3 2022
Building Products & Equipment Fortune Brands Home & Security, Inc. Portfolio share: 0.09% Portfolio value: 16.27M Avg. open price: $72.49 Current price: $61.47 P/L: -15.20% Bought +14.03% shares Q3 2022	share	0.09%	16.27M	$72.49	$61.47	-15.20%	Bought +14.03% shares Q3 2022
Semiconductors Tower Semiconductor Ltd. Portfolio share: 0.09% Portfolio value: 15.76M Avg. open price: $48.4 Current price: $44.75 P/L: -7.54% Sold -48.07% shares Q3 2022	share	0.09%	15.76M	$48.4	$44.75	-7.54%	Sold -48.07% shares Q3 2022
Insurance—Diversified Arch Capital Group Ltd. Portfolio share: 0.09% Portfolio value: 14.96M Avg. open price: $48.42 Current price: $59.17 P/L: +22.20% Sold -5.49% shares Q3 2022	share	0.09%	14.96M	$48.42	$59.17	+22.20%	Sold -5.49% shares Q3 2022
Insurance Brokers Willis Towers Watson Public Limited Company Portfolio share: 0.09% Portfolio value: 14.90M Avg. open price: N/A Current price: $246.66 P/L: N/A Sold -19.32% shares Q3 2022	share	0.09%	14.90M	N/A	$246.66	N/A	Sold -19.32% shares Q3 2022
Banks—Regional Itaú Unibanco Holding S.A. Portfolio share: 0.09% Portfolio value: 14.82M Avg. open price: $4.02 Current price: $4.8 P/L: +19.54% Sold -5.21% shares Q3 2022	share	0.09%	14.82M	$4.02	$4.8	+19.54%	Sold -5.21% shares Q3 2022
Agricultural Inputs Corteva, Inc. Portfolio share: 0.09% Portfolio value: 14.78M Avg. open price: $34.71 Current price: $64.36 P/L: +85.43% Bought +467.46% shares Q3 2022	share	0.09%	14.78M	$34.71	$64.36	+85.43%	Bought +467.46% shares Q3 2022
Software—Infrastructure Synopsys, Inc. Portfolio share: 0.08% Portfolio value: 14.66M Avg. open price: $137.52 Current price: $331.27 P/L: +140.89% Sold -12.73% shares Q3 2022	share	0.08%	14.66M	$137.52	$331.27	+140.89%	Sold -12.73% shares Q3 2022
Electronic Components TE Connectivity Ltd. Portfolio share: 0.08% Portfolio value: 14.6M Avg. open price: $91.24 Current price: $123.95 P/L: +35.84% Bought +55.18% shares Q3 2022	share	0.08%	14.6M	$91.24	$123.95	+35.84%	Bought +55.18% shares Q3 2022
Steel Reliance Steel & Aluminum Co. Portfolio share: 0.08% Portfolio value: 14.11M Avg. open price: $129.54 Current price: $208.73 P/L: +61.13% Sold -17.27% shares Q3 2022	share	0.08%	14.11M	$129.54	$208.73	+61.13%	Sold -17.27% shares Q3 2022
Home Improvement Retail The Home Depot, Inc. Portfolio share: 0.08% Portfolio value: 14.02M Avg. open price: $131.84 Current price: $320.08 P/L: +142.78% Bought +93.13% shares Q3 2022	share	0.08%	14.02M	$131.84	$320.08	+142.78%	Bought +93.13% shares Q3 2022
Packaged Foods General Mills, Inc. Portfolio share: 0.08% Portfolio value: 13.88M Avg. open price: $67.8 Current price: $86.3 P/L: +27.29% Bought +28.24% shares Q3 2022	share	0.08%	13.88M	$67.8	$86.3	+27.29%	Bought +28.24% shares Q3 2022
Utilities—Diversified Montauk Renewables, Inc. Portfolio share: 0.08% Portfolio value: 13.66M Avg. open price: $11.9 Current price: $11.3 P/L: -5.01% Sold -36.37% shares Q3 2022	share	0.08%	13.66M	$11.9	$11.3	-5.01%	Sold -36.37% shares Q3 2022
Telecom Services Vodafone Group Public Limited Company Portfolio share: 0.08% Portfolio value: 13.54M Avg. open price: $15.58 Current price: $11.06 P/L: -29.01% Bought +120.14% shares Q3 2022	share	0.08%	13.54M	$15.58	$11.06	-29.01%	Bought +120.14% shares Q3 2022
Solar First Solar, Inc. Portfolio share: 0.08% Portfolio value: 13.41M Avg. open price: $57.78 Current price: $167.14 P/L: +189.26% Sold -46.15% shares Q3 2022	share	0.08%	13.41M	$57.78	$167.14	+189.26%	Sold -46.15% shares Q3 2022
HEICO CORP NEW Portfolio share: 0.08% Portfolio value: 13.31M Avg. open price: N/A Current price: N/A P/L: N/A N/A Q3 2022	share	0.08%	13.31M	N/A	N/A	N/A	N/A Q3 2022
Insurance—Property & Casualty The Progressive Corporation Portfolio share: 0.08% Portfolio value: 13.21M Avg. open price: $50.51 Current price: $131.26 P/L: +159.89% Bought +24.25% shares Q3 2022	share	0.08%	13.21M	$50.51	$131.26	+159.89%	Bought +24.25% shares Q3 2022
Farm & Heavy Construction Machinery PACCAR Inc Portfolio share: 0.08% Portfolio value: 13.20M Avg. open price: $82.51 Current price: $103.36 P/L: +25.27% Bought +182.80% shares Q3 2022	share	0.08%	13.20M	$82.51	$103.36	+25.27%	Bought +182.80% shares Q3 2022
Airlines Ryanair Holdings plc Portfolio share: 0.07% Portfolio value: 12.70M Avg. open price: $97.79 Current price: $77.35 P/L: -20.90% Bought +9.64% shares Q3 2022	share	0.07%	12.70M	$97.79	$77.35	-20.90%	Bought +9.64% shares Q3 2022
Industrial Distribution W.W. Grainger, Inc. Portfolio share: 0.07% Portfolio value: 12.68M Avg. open price: $409.93 Current price: $586.45 P/L: +43.06% Sold -4.42% shares Q3 2022	share	0.07%	12.68M	$409.93	$586.45	+43.06%	Sold -4.42% shares Q3 2022
Asset Management The Bank of New York Mellon Corporation Portfolio share: 0.07% Portfolio value: 12.53M Avg. open price: $48.35 Current price: $44.04 P/L: -8.92% Sold -9.99% shares Q3 2022	share	0.07%	12.53M	$48.35	$44.04	-8.92%	Sold -9.99% shares Q3 2022
Oil & Gas Refining & Marketing Aemetis, Inc. Portfolio share: 0.07% Portfolio value: 12.52M Avg. open price: $12.14 Current price: $5.11 P/L: -57.91% Sold -15.57% shares Q3 2022	share	0.07%	12.52M	$12.14	$5.11	-57.91%	Sold -15.57% shares Q3 2022
Specialty Retail Genuine Parts Company Portfolio share: 0.07% Portfolio value: 12.31M Avg. open price: $106.8 Current price: $184.92 P/L: +73.15% Sold -23.97% shares Q3 2022	share	0.07%	12.31M	$106.8	$184.92	+73.15%	Sold -23.97% shares Q3 2022
Scientific & Technical Instruments Keysight Technologies, Inc. Portfolio share: 0.07% Portfolio value: 12.16M Avg. open price: $74.16 Current price: $178.56 P/L: +140.76% Bought +17.30% shares Q3 2022	share	0.07%	12.16M	$74.16	$178.56	+140.76%	Bought +17.30% shares Q3 2022
Software—Application Cadence Design Systems, Inc. Portfolio share: 0.07% Portfolio value: 12.13M Avg. open price: $61.89 Current price: $166.46 P/L: +168.97% Bought +87.24% shares Q3 2022	share	0.07%	12.13M	$61.89	$166.46	+168.97%	Bought +87.24% shares Q3 2022
Software—Application SS&C Technologies Holdings, Inc. Portfolio share: 0.07% Portfolio value: 12.05M Avg. open price: $72.17 Current price: $52.29 P/L: -27.55% Sold -20.15% shares Q3 2022	share	0.07%	12.05M	$72.17	$52.29	-27.55%	Sold -20.15% shares Q3 2022
Gold Yamana Gold Inc. Portfolio share: 0.07% Portfolio value: 11.99M Avg. open price: N/A Current price: $5.5 P/L: N/A Sold -48.76% shares Q3 2022	share	0.07%	11.99M	N/A	$5.5	N/A	Sold -48.76% shares Q3 2022
Copper Southern Copper Corporation Portfolio share: 0.07% Portfolio value: 11.85M Avg. open price: $66.83 Current price: $60.64 P/L: -9.27% Sold -56.29% shares Q3 2022	share	0.07%	11.85M	$66.83	$60.64	-9.27%	Sold -56.29% shares Q3 2022
Auto Manufacturers Honda Motor Co., Ltd. Portfolio share: 0.07% Portfolio value: 11.73M Avg. open price: $28.26 Current price: $23.79 P/L: -15.81% Sold -1.79% shares Q3 2022	share	0.07%	11.73M	$28.26	$23.79	-15.81%	Sold -1.79% shares Q3 2022
Software—Infrastructure VMware, Inc. Portfolio share: 0.07% Portfolio value: 11.72M Avg. open price: $115.36 Current price: $119.65 P/L: +3.72% N/A Q3 2022	put	0.07%	11.72M	$115.36	$119.65	+3.72%	N/A Q3 2022
Electronic Gaming & Multimedia Electronic Arts Inc. Portfolio share: 0.07% Portfolio value: 11.66M Avg. open price: $122.87 Current price: $130.42 P/L: +6.14% Bought +6.89% shares Q3 2022	share	0.07%	11.66M	$122.87	$130.42	+6.14%	Bought +6.89% shares Q3 2022
Discount Stores Costco Wholesale Corporation Portfolio share: 0.06% Portfolio value: 11.14M Avg. open price: $169.46 Current price: $488.66 P/L: +188.37% Sold -16.31% shares Q3 2022	share	0.06%	11.14M	$169.46	$488.66	+188.37%	Sold -16.31% shares Q3 2022
Specialty Chemicals Westlake Corporation Portfolio share: 0.06% Portfolio value: 10.83M Avg. open price: $93.13 Current price: $107.36 P/L: +15.28% N/A Q3 2022	share	0.06%	10.83M	$93.13	$107.36	+15.28%	N/A Q3 2022
Electrical Equipment & Parts Hollysys Automation Technologies Ltd. Portfolio share: 0.06% Portfolio value: 10.80M Avg. open price: $14.74 Current price: $17.68 P/L: +19.94% Sold -3.27% shares Q3 2022	share	0.06%	10.80M	$14.74	$17.68	+19.94%	Sold -3.27% shares Q3 2022
Entertainment Fox Corporation Portfolio share: 0.06% Portfolio value: 10.68M Avg. open price: $29.75 Current price: $32.01 P/L: +7.60% Bought +11.42% shares Q3 2022	share	0.06%	10.68M	$29.75	$32.01	+7.60%	Bought +11.42% shares Q3 2022
Internet Retail Alibaba Group Holding Limited Portfolio share: 0.06% Portfolio value: 10.40M Avg. open price: $128.79 Current price: $90.52 P/L: -29.72% Sold -46.96% shares Q3 2022	share	0.06%	10.40M	$128.79	$90.52	-29.72%	Sold -46.96% shares Q3 2022
Semiconductors Skyworks Solutions, Inc. Portfolio share: 0.06% Portfolio value: 10.39M Avg. open price: $133.28 Current price: $93.74 P/L: -29.67% Sold -9.23% shares Q3 2022	share	0.06%	10.39M	$133.28	$93.74	-29.67%	Sold -9.23% shares Q3 2022
Leisure Acushnet Holdings Corp. Portfolio share: 0.06% Portfolio value: 10.37M Avg. open price: $30.85 Current price: $46.37 P/L: +50.30% Bought +18.57% shares Q3 2022	share	0.06%	10.37M	$30.85	$46.37	+50.30%	Bought +18.57% shares Q3 2022
Semiconductor Equipment & Materials Axcelis Technologies, Inc. Portfolio share: 0.06% Portfolio value: 10.16M Avg. open price: $55.73 Current price: $80.15 P/L: +43.82% Bought +128.59% shares Q3 2022	share	0.06%	10.16M	$55.73	$80.15	+43.82%	Bought +128.59% shares Q3 2022
Medical Devices Globus Medical, Inc. Portfolio share: 0.05% Portfolio value: 9.35M Avg. open price: N/A Current price: $72.28 P/L: N/A N/A Q3 2022	share	0.05%	9.35M	N/A	$72.28	N/A	N/A Q3 2022
Other Industrial Metals & Mining Vale S.A. Portfolio share: 0.05% Portfolio value: 9.31M Avg. open price: $11.76 Current price: $16.46 P/L: +39.93% Bought +697.08% shares Q3 2022	share	0.05%	9.31M	$11.76	$16.46	+39.93%	Bought +697.08% shares Q3 2022
Scientific & Technical Instruments Fortive Corporation Portfolio share: 0.05% Portfolio value: 9.16M Avg. open price: $70.46 Current price: $67.22 P/L: -4.60% Sold -27.05% shares Q3 2022	share	0.05%	9.16M	$70.46	$67.22	-4.60%	Sold -27.05% shares Q3 2022
Consulting Services FTI Consulting, Inc. Portfolio share: 0.05% Portfolio value: 9.14M Avg. open price: $69.6 Current price: $169.86 P/L: +144.04% N/A Q3 2022	share	0.05%	9.14M	$69.6	$169.86	+144.04%	N/A Q3 2022
Electronic Components Celestica Inc. Portfolio share: 0.05% Portfolio value: 9.12M Avg. open price: $9.37 Current price: $10.84 P/L: +15.66% Sold -11.37% shares Q3 2022	share	0.05%	9.12M	$9.37	$10.84	+15.66%	Sold -11.37% shares Q3 2022
Residential Construction Taylor Morrison Home Corporation Portfolio share: 0.05% Portfolio value: 9.00M Avg. open price: $26.35 Current price: $29.75 P/L: +12.89% Sold -11.49% shares Q3 2022	share	0.05%	9.00M	$26.35	$29.75	+12.89%	Sold -11.49% shares Q3 2022
Beverages—Brewers The Boston Beer Company, Inc. Portfolio share: 0.05% Portfolio value: 8.9M Avg. open price: N/A Current price: $379.7 P/L: N/A N/A Q3 2022	share	0.05%	8.9M	N/A	$379.7	N/A	N/A Q3 2022
Telecom Services Telefônica Brasil S.A. Portfolio share: 0.05% Portfolio value: 8.80M Avg. open price: $11.25 Current price: $7.25 P/L: -35.56% Sold -19.97% shares Q3 2022	share	0.05%	8.80M	$11.25	$7.25	-35.56%	Sold -19.97% shares Q3 2022
Building Products & Equipment Johnson Controls International plc Portfolio share: 0.05% Portfolio value: 8.68M Avg. open price: $58.81 Current price: $67.21 P/L: +14.28% Bought +2.66% shares Q3 2022	share	0.05%	8.68M	$58.81	$67.21	+14.28%	Bought +2.66% shares Q3 2022
Building Products & Equipment Trex Company, Inc. Portfolio share: 0.05% Portfolio value: 8.60M Avg. open price: N/A Current price: $45.25 P/L: N/A N/A Q3 2022	share	0.05%	8.60M	N/A	$45.25	N/A	N/A Q3 2022
Utilities—Regulated Electric Consolidated Edison, Inc. Portfolio share: 0.05% Portfolio value: 8.37M Avg. open price: $60.92 Current price: $97.37 P/L: +59.82% N/A Q3 2022	share	0.05%	8.37M	$60.92	$97.37	+59.82%	N/A Q3 2022
Trucking Saia, Inc. Portfolio share: 0.05% Portfolio value: 8.25M Avg. open price: N/A Current price: $229.08 P/L: N/A N/A Q3 2022	share	0.05%	8.25M	N/A	$229.08	N/A	N/A Q3 2022

Showing TOP 250 GRANTHAM, MAYO, VAN OTTERLOO & CO.'s 13F holdings.

Frequently Asked Questions (FAQ)

What is the biggest position of GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC?

The biggest position of the GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC is Microsoft Corporation (MSFT) with 4.22% portfolio share worth of 732.02M US dollars.

Top 5 GRANTHAM, MAYO, VAN OTTERLOO & CO.'s holdings represent 15.32% of the portfolio:

Microsoft Corporation (MSFT) – 4.22%
UnitedHealth Group Incorporated (UNH) – 3.18%
Johnson & Johnson (JNJ) – 2.83%
Apple Inc. (AAPL) – 2.73%
Wells Fargo & Company (WFC) – 2.37%

Who is the portfolio manager of GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC?

The portfolio manager of the GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC is .

What is the total asset value of the GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC portfolio?

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC total asset value (portfolio value) is 17.31B US dollars.

Who is ?

is the portfolio manager of the GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC.

What is (GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC) fund performance?

GRANTHAM, MAYO, VAN OTTERLOO & CO.'s quarterly performance is -35.34%, annualy -86.94%. In the past 3 years, the value of 's portfolio has decreased by -78%. In the past 5 years, the value of the portfolio has decreased by -49%.

What is the GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC CIK?

GRANTHAM, MAYO, VAN OTTERLOO & CO.'s Central Index Key is 0001352662 .

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC Holdings

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC portfolio value:

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC quarter portfolio value change:

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC 1 year portfolio value change:

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC 3 years portfolio value change:

GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC 5 years portfolio value change: