O'SHAUGHNESSY ASSET MANAGEMENT, LLC Holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC is an investment fund managing more than 5.32B US dollars. The largest holdings include Apple, Citigroup and Marathon Petroleum. In Q3 2022 the fund bought assets of total value of 705.99M US dollars and sold assets of total value of 780.37M US dollars.

$5.32B

portfolio value

-20.07%

quarter

-56.36%

1 year

-40.89%

3 years

-32.73%

5 years

O'SHAUGHNESSY ASSET MANAGEMENT, LLC portfolio changes

Portfolio changes (number of shares)
Period	Buy	Sel
Q1 2016	646021000	700805000
Q2 2016	484125000	511950000
Q3 2016	686108000	298144000
Q4 2016	758666000	747689000
Q1 2017	679669000	659175000
Q2 2017	631337000	663734000
Q3 2017	679933000	627374000
Q4 2017	679893000	687910000
Q1 2018	1007026000	577905000
Q2 2018	848825000	643811000
Q3 2018	1033611000	850443000
Q4 2018	444723000	1332049000
Q1 2019	745400000	514874000
Q2 2019	624446000	495999000
Q3 2019	612031000	687334000
Q4 2019	875809000	594512000
Q1 2020	92180000	1726982000
Q2 2020	745913000	338362000
Q3 2020	537053000	427929000
Q4 2020	988376000	650014000
Q1 2021	1073807000	246565000
Q2 2021	1056957000	574673000
Q3 2021	774444000	878805000
Q4 2021	1356871000	618868000
Q1 2022	1052223000	675860000
Q2 2022	396186000	968870000
Q3 2022	705991000	780368000

O'SHAUGHNESSY ASSET 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: 1.73% Portfolio value: 92.26M Avg. open price: $74.71 Current price: $146.61 P/L: +96.24% Bought +18.09% shares Q3 2022	share	1.73%	92.26M	$74.71	$146.61	+96.24%	Bought +18.09% shares Q3 2022
Banks—Diversified Citigroup Inc. Portfolio share: 1.56% Portfolio value: 83.12M Avg. open price: $62.21 Current price: $45.64 P/L: -26.64% Bought +2.94% shares Q3 2022	share	1.56%	83.12M	$62.21	$45.64	-26.64%	Bought +2.94% shares Q3 2022
Oil & Gas Refining & Marketing Marathon Petroleum Corporation Portfolio share: 1.50% Portfolio value: 79.65M Avg. open price: $61.32 Current price: $112.45 P/L: +83.38% Bought +22.42% shares Q3 2022	share	1.50%	79.65M	$61.32	$112.45	+83.38%	Bought +22.42% shares Q3 2022
Tobacco Altria Group, Inc. Portfolio share: 1.48% Portfolio value: 78.81M Avg. open price: $38.6 Current price: $47.19 P/L: +22.26% Bought +19.90% shares Q3 2022	share	1.48%	78.81M	$38.6	$47.19	+22.26%	Bought +19.90% shares Q3 2022
Software—Infrastructure Microsoft Corporation Portfolio share: 1.41% Portfolio value: 75.09M Avg. open price: $243.21 Current price: $250.2 P/L: +2.87% Bought +16.43% shares Q3 2022	share	1.41%	75.09M	$243.21	$250.2	+2.87%	Bought +16.43% shares Q3 2022
REIT—Specialty Weyerhaeuser Company Portfolio share: 1.22% Portfolio value: 64.66M Avg. open price: $37.32 Current price: $31.52 P/L: -15.55% Bought +10.25% shares Q3 2022	share	1.22%	64.66M	$37.32	$31.52	-15.55%	Bought +10.25% shares Q3 2022
Diagnostics & Research Quest Diagnostics Incorporated Portfolio share: 1.05% Portfolio value: 56.01M Avg. open price: $148.63 Current price: $148.92 P/L: +0.19% Sold -16.30% shares Q3 2022	share	1.05%	56.01M	$148.63	$148.92	+0.19%	Sold -16.30% shares Q3 2022
Drug Manufacturers—General Johnson & Johnson Portfolio share: 1.05% Portfolio value: 55.78M Avg. open price: $154.21 Current price: $178.78 P/L: +15.93% Bought +11.29% shares Q3 2022	share	1.05%	55.78M	$154.21	$178.78	+15.93%	Bought +11.29% shares Q3 2022
Asset Management Ameriprise Financial, Inc. Portfolio share: 1.02% Portfolio value: 54.14M Avg. open price: $103.28 Current price: $321.11 P/L: +210.90% Sold -22.46% shares Q3 2022	share	1.02%	54.14M	$103.28	$321.11	+210.90%	Sold -22.46% shares Q3 2022
Drug Manufacturers—General Amgen Inc. Portfolio share: 1.00% Portfolio value: 53.39M Avg. open price: $187.01 Current price: $285.01 P/L: +52.40% Bought +7.29% shares Q3 2022	share	1.00%	53.39M	$187.01	$285.01	+52.40%	Bought +7.29% shares Q3 2022
Railroads Union Pacific Corporation Portfolio share: 1.00% Portfolio value: 53.24M Avg. open price: $169.64 Current price: $211.06 P/L: +24.42% Bought +1.68% shares Q3 2022	share	1.00%	53.24M	$169.64	$211.06	+24.42%	Bought +1.68% shares Q3 2022
Computer Hardware HP Inc. Portfolio share: 0.97% Portfolio value: 51.39M Avg. open price: $29.96 Current price: $29.21 P/L: -2.49% Sold -2.85% shares Q3 2022	share	0.97%	51.39M	$29.96	$29.21	-2.49%	Sold -2.85% shares Q3 2022
Software—Infrastructure Oracle Corporation Portfolio share: 0.96% Portfolio value: 51.33M Avg. open price: $52.91 Current price: $79.43 P/L: +50.12% Sold -11.22% shares Q3 2022	share	0.96%	51.33M	$52.91	$79.43	+50.12%	Sold -11.22% shares Q3 2022
Information Technology Services Gartner, Inc. Portfolio share: 0.96% Portfolio value: 51.08M Avg. open price: $294 Current price: $350.46 P/L: +19.21% Sold -14.48% shares Q3 2022	share	0.96%	51.08M	$294	$350.46	+19.21%	Sold -14.48% shares Q3 2022
Oil & Gas E&P APA Corporation Portfolio share: 0.93% Portfolio value: 49.67M Avg. open price: $30.07 Current price: $45.72 P/L: +52.06% Bought +126.28% shares Q3 2022	share	0.93%	49.67M	$30.07	$45.72	+52.06%	Bought +126.28% shares Q3 2022
iShares 1-5 Year Investment Grade Corporate Bond ETF Portfolio share: 0.93% Portfolio value: 49.27M Avg. open price: $52.57 Current price: $49.89 P/L: -5.10% Bought +1.72% shares Q3 2022	share	0.93%	49.27M	$52.57	$49.89	-5.10%	Bought +1.72% shares Q3 2022
iShares Core U.S. Aggregate Bond ETF Portfolio share: 0.92% Portfolio value: 48.96M Avg. open price: $112.79 Current price: $98.54 P/L: -12.63% Bought +8.16% shares Q3 2022	share	0.92%	48.96M	$112.79	$98.54	-12.63%	Bought +8.16% shares Q3 2022
iShares Short Treasury Bond ETF Portfolio share: 0.89% Portfolio value: 47.33M Avg. open price: $110.26 Current price: $109.87 P/L: -0.36% Bought +0.10% shares Q3 2022	share	0.89%	47.33M	$110.26	$109.87	-0.36%	Bought +0.10% shares Q3 2022
Software—Application Fair Isaac Corporation Portfolio share: 0.83% Portfolio value: 43.99M Avg. open price: $430.01 Current price: $612.1 P/L: +42.34% Bought +68.00% shares Q3 2022	share	0.83%	43.99M	$430.01	$612.1	+42.34%	Bought +68.00% shares Q3 2022
Banks—Diversified Bank of America Corporation Portfolio share: 0.82% Portfolio value: 43.70M Avg. open price: $25.96 Current price: $34.47 P/L: +32.76% Sold -1.62% shares Q3 2022	share	0.82%	43.70M	$25.96	$34.47	+32.76%	Sold -1.62% shares Q3 2022
Insurance—Diversified American International Group, Inc. Portfolio share: 0.81% Portfolio value: 42.98M Avg. open price: $54.66 Current price: $61.48 P/L: +12.46% Bought +106.60% shares Q3 2022	share	0.81%	42.98M	$54.66	$61.48	+12.46%	Bought +106.60% shares Q3 2022
Aerospace & Defense Northrop Grumman Corporation Portfolio share: 0.79% Portfolio value: 41.90M Avg. open price: $366.9 Current price: $541.43 P/L: +47.57% Sold -21.09% shares Q3 2022	share	0.79%	41.90M	$366.9	$541.43	+47.57%	Sold -21.09% shares Q3 2022
Banks—Regional KeyCorp Portfolio share: 0.78% Portfolio value: 41.47M Avg. open price: $22.01 Current price: $17.45 P/L: -20.73% Sold -12.10% shares Q3 2022	share	0.78%	41.47M	$22.01	$17.45	-20.73%	Sold -12.10% shares Q3 2022
Telecom Services Lumen Technologies, Inc. Portfolio share: 0.77% Portfolio value: 41.04M Avg. open price: $12.03 Current price: $5.2 P/L: -56.78% Bought +0.61% shares Q3 2022	share	0.77%	41.04M	$12.03	$5.2	-56.78%	Bought +0.61% shares Q3 2022
Banks—Diversified Wells Fargo & Company Portfolio share: 0.76% Portfolio value: 40.59M Avg. open price: $45.37 Current price: $43.66 P/L: -3.78% Bought +29.28% shares Q3 2022	share	0.76%	40.59M	$45.37	$43.66	-3.78%	Bought +29.28% shares Q3 2022
Specialty Retail AutoZone, Inc. Portfolio share: 0.75% Portfolio value: 39.88M Avg. open price: $1,288.77 Current price: $2,526.92 P/L: +96.07% Bought +17.53% shares Q3 2022	share	0.75%	39.88M	$1,288.77	$2,526.92	+96.07%	Bought +17.53% shares Q3 2022
Medical Distribution McKesson Corporation Portfolio share: 0.75% Portfolio value: 39.80M Avg. open price: $143.15 Current price: $382.44 P/L: +167.17% Bought +1.09% shares Q3 2022	share	0.75%	39.80M	$143.15	$382.44	+167.17%	Bought +1.09% shares Q3 2022
Medical Distribution Cardinal Health, Inc. Portfolio share: 0.73% Portfolio value: 39.1M Avg. open price: $44.69 Current price: $79.48 P/L: +77.86% Bought +6.83% shares Q3 2022	share	0.73%	39.1M	$44.69	$79.48	+77.86%	Bought +6.83% shares Q3 2022
Credit Services Synchrony Financial Portfolio share: 0.70% Portfolio value: 37.15M Avg. open price: $30.85 Current price: $34.39 P/L: +11.49% Bought +3.01% shares Q3 2022	share	0.70%	37.15M	$30.85	$34.39	+11.49%	Bought +3.01% shares Q3 2022
BERKSHIRE HATHAWAY INC DEL Portfolio share: 0.69% Portfolio value: 36.87M Avg. open price: N/A Current price: N/A P/L: N/A Bought +3.82% shares Q3 2022	share	0.69%	36.87M	N/A	N/A	N/A	Bought +3.82% shares Q3 2022
Insurance—Property & Casualty Loews Corporation Portfolio share: 0.67% Portfolio value: 35.64M Avg. open price: $56.29 Current price: $56.33 P/L: +0.07% Sold -5.21% shares Q3 2022	share	0.67%	35.64M	$56.29	$56.33	+0.07%	Sold -5.21% shares Q3 2022
Healthcare Plans UnitedHealth Group Incorporated Portfolio share: 0.66% Portfolio value: 35.21M Avg. open price: $379.94 Current price: $535.04 P/L: +40.82% Sold -24.11% shares Q3 2022	share	0.66%	35.21M	$379.94	$535.04	+40.82%	Sold -24.11% shares Q3 2022
REIT—Retail Regency Centers Corporation Portfolio share: 0.65% Portfolio value: 34.42M Avg. open price: $67.64 Current price: $64.82 P/L: -4.17% Sold -1.36% shares Q3 2022	share	0.65%	34.42M	$67.64	$64.82	-4.17%	Sold -1.36% shares Q3 2022
Oil & Gas E&P Marathon Oil Corporation Portfolio share: 0.63% Portfolio value: 33.68M Avg. open price: $21.68 Current price: $28.52 P/L: +31.55% Bought +286.00% shares Q3 2022	share	0.63%	33.68M	$21.68	$28.52	+31.55%	Bought +286.00% shares Q3 2022
Internet Retail Amazon.com, Inc. Portfolio share: 0.61% Portfolio value: 32.67M Avg. open price: $768.97 Current price: $91.02 P/L: -88.16% Bought +30.77% shares Q3 2022	share	0.61%	32.67M	$768.97	$91.02	-88.16%	Bought +30.77% shares Q3 2022
Household & Personal Products The Procter & Gamble Company Portfolio share: 0.61% Portfolio value: 32.63M Avg. open price: $87.45 Current price: $149.09 P/L: +70.49% Bought +6.06% shares Q3 2022	share	0.61%	32.63M	$87.45	$149.09	+70.49%	Bought +6.06% shares Q3 2022
Restaurants Domino's Pizza, Inc. Portfolio share: 0.61% Portfolio value: 32.33M Avg. open price: $452.68 Current price: $381.26 P/L: -15.78% Sold -17.40% shares Q3 2022	share	0.61%	32.33M	$452.68	$381.26	-15.78%	Sold -17.40% shares Q3 2022
Oil & Gas Integrated Exxon Mobil Corporation Portfolio share: 0.60% Portfolio value: 31.98M Avg. open price: $40.55 Current price: $106.85 P/L: +163.52% Bought +6.82% shares Q3 2022	share	0.60%	31.98M	$40.55	$106.85	+163.52%	Bought +6.82% shares Q3 2022
Packaging & Containers Amcor plc Portfolio share: 0.60% Portfolio value: 31.89M Avg. open price: $10.82 Current price: $12.28 P/L: +13.41% Sold -13.13% shares Q3 2022	share	0.60%	31.89M	$10.82	$12.28	+13.41%	Sold -13.13% shares Q3 2022
Drug Manufacturers—General Pfizer Inc. Portfolio share: 0.59% Portfolio value: 31.59M Avg. open price: $35.46 Current price: $50.73 P/L: +43.07% Sold -5.12% shares Q3 2022	share	0.59%	31.59M	$35.46	$50.73	+43.07%	Sold -5.12% shares Q3 2022
Oil & Gas E&P Devon Energy Corporation Portfolio share: 0.59% Portfolio value: 31.32M Avg. open price: $35.44 Current price: $66.55 P/L: +87.78% Bought +356.48% shares Q3 2022	share	0.59%	31.32M	$35.44	$66.55	+87.78%	Bought +356.48% shares Q3 2022
Banks—Diversified Royal Bank of Canada Portfolio share: 0.57% Portfolio value: 30.39M Avg. open price: $85.22 Current price: $98.26 P/L: +15.30% Sold -1.02% shares Q3 2022	share	0.57%	30.39M	$85.22	$98.26	+15.30%	Sold -1.02% shares Q3 2022
Building Products & Equipment Masco Corporation Portfolio share: 0.54% Portfolio value: 28.97M Avg. open price: $53.71 Current price: $49.41 P/L: -8.00% Bought +11.55% shares Q3 2022	share	0.54%	28.97M	$53.71	$49.41	-8.00%	Bought +11.55% shares Q3 2022
Chemicals Celanese Corporation Portfolio share: 0.54% Portfolio value: 28.86M Avg. open price: $102.53 Current price: $108.38 P/L: +5.70% Sold -28.49% shares Q3 2022	share	0.54%	28.86M	$102.53	$108.38	+5.70%	Sold -28.49% shares Q3 2022
Oil & Gas Integrated Chevron Corporation Portfolio share: 0.53% Portfolio value: 27.94M Avg. open price: $88.53 Current price: $176.56 P/L: +99.44% Bought +21.77% shares Q3 2022	share	0.53%	27.94M	$88.53	$176.56	+99.44%	Bought +21.77% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 0.52% Portfolio value: 27.66M Avg. open price: $2,587.98 Current price: $99.48 P/L: -96.16% Bought +2.28% shares Q3 2022	share	0.52%	27.66M	$2,587.98	$99.48	-96.16%	Bought +2.28% shares Q3 2022
Home Improvement Retail Lowe's Companies, Inc. Portfolio share: 0.51% Portfolio value: 27.20M Avg. open price: $134.27 Current price: $206.18 P/L: +53.56% Bought +25.58% shares Q3 2022	share	0.51%	27.20M	$134.27	$206.18	+53.56%	Bought +25.58% shares Q3 2022
Building Products & Equipment Builders FirstSource, Inc. Portfolio share: 0.51% Portfolio value: 27.08M Avg. open price: $54.45 Current price: $61.33 P/L: +12.64% Bought +130.22% shares Q3 2022	share	0.51%	27.08M	$54.45	$61.33	+12.64%	Bought +130.22% shares Q3 2022
Drug Manufacturers—General Eli Lilly and Company Portfolio share: 0.51% Portfolio value: 27.04M Avg. open price: $123.55 Current price: $369.29 P/L: +198.91% Bought +17.96% shares Q3 2022	share	0.51%	27.04M	$123.55	$369.29	+198.91%	Bought +17.96% shares Q3 2022
Staffing & Employment Services Automatic Data Processing, Inc. Portfolio share: 0.50% Portfolio value: 26.79M Avg. open price: $191.65 Current price: $264.32 P/L: +37.92% Bought +15.12% shares Q3 2022	share	0.50%	26.79M	$191.65	$264.32	+37.92%	Bought +15.12% shares Q3 2022
Beverages—Non-Alcoholic PepsiCo, Inc. Portfolio share: 0.50% Portfolio value: 26.39M Avg. open price: $160.28 Current price: $183.12 P/L: +14.25% Bought +43.88% shares Q3 2022	share	0.50%	26.39M	$160.28	$183.12	+14.25%	Bought +43.88% shares Q3 2022
Residential Construction PulteGroup, Inc. Portfolio share: 0.48% Portfolio value: 25.74M Avg. open price: $34.3 Current price: $43.71 P/L: +27.42% Sold -18.56% shares Q3 2022	share	0.48%	25.74M	$34.3	$43.71	+27.42%	Sold -18.56% shares Q3 2022
Asset Management The Bank of New York Mellon Corporation Portfolio share: 0.48% Portfolio value: 25.72M Avg. open price: $47.29 Current price: $44.04 P/L: -6.87% Bought +101.85% shares Q3 2022	share	0.48%	25.72M	$47.29	$44.04	-6.87%	Bought +101.85% shares Q3 2022
Credit Services Discover Financial Services Portfolio share: 0.48% Portfolio value: 25.49M Avg. open price: $68.44 Current price: $103.51 P/L: +51.25% Bought +69.31% shares Q3 2022	share	0.48%	25.49M	$68.44	$103.51	+51.25%	Bought +69.31% shares Q3 2022
Healthcare Plans Elevance Health Inc. Portfolio share: 0.47% Portfolio value: 24.77M Avg. open price: N/A Current price: $522.34 P/L: N/A Sold -8.27% shares Q3 2022	share	0.47%	24.77M	N/A	$522.34	N/A	Sold -8.27% shares Q3 2022
REIT—Hotel & Motel Host Hotels & Resorts, Inc. Portfolio share: 0.46% Portfolio value: 24.40M Avg. open price: $16.82 Current price: $17.68 P/L: +5.09% Bought +848.63% shares Q3 2022	share	0.46%	24.40M	$16.82	$17.68	+5.09%	Bought +848.63% shares Q3 2022
REIT—Retail Simon Property Group, Inc. Portfolio share: 0.45% Portfolio value: 24.19M Avg. open price: $99.69 Current price: $117.69 P/L: +18.05% Sold -21.31% shares Q3 2022	share	0.45%	24.19M	$99.69	$117.69	+18.05%	Sold -21.31% shares Q3 2022
Tobacco Philip Morris International Inc. Portfolio share: 0.45% Portfolio value: 23.87M Avg. open price: $82.33 Current price: $103.48 P/L: +25.69% Bought +17.04% shares Q3 2022	share	0.45%	23.87M	$82.33	$103.48	+25.69%	Bought +17.04% shares Q3 2022
Telecom Services AT&T Inc. Portfolio share: 0.45% Portfolio value: 23.86M Avg. open price: $26.43 Current price: $18.75 P/L: -29.07% Sold -20.31% shares Q3 2022	share	0.45%	23.86M	$26.43	$18.75	-29.07%	Sold -20.31% shares Q3 2022
Banks—Regional Comerica Incorporated Portfolio share: 0.43% Portfolio value: 23.04M Avg. open price: $70.94 Current price: $66.52 P/L: -6.23% Bought +5.01% shares Q3 2022	share	0.43%	23.04M	$70.94	$66.52	-6.23%	Bought +5.01% shares Q3 2022
Packaging & Containers International Paper Company Portfolio share: 0.43% Portfolio value: 22.93M Avg. open price: $40.42 Current price: $36.52 P/L: -9.66% Bought +49.48% shares Q3 2022	share	0.43%	22.93M	$40.42	$36.52	-9.66%	Bought +49.48% shares Q3 2022
Beverages—Non-Alcoholic The Coca-Cola Company Portfolio share: 0.42% Portfolio value: 22.58M Avg. open price: $52.7 Current price: $63.47 P/L: +20.44% Bought +3.74% shares Q3 2022	share	0.42%	22.58M	$52.7	$63.47	+20.44%	Bought +3.74% shares Q3 2022
Waste Management Republic Services, Inc. Portfolio share: 0.42% Portfolio value: 22.29M Avg. open price: $108.79 Current price: $139.11 P/L: +27.87% Sold -10.52% shares Q3 2022	share	0.42%	22.29M	$108.79	$139.11	+27.87%	Sold -10.52% shares Q3 2022
Communication Equipment Cisco Systems, Inc. Portfolio share: 0.42% Portfolio value: 22.23M Avg. open price: $41.46 Current price: $49.33 P/L: +18.97% Bought +38.00% shares Q3 2022	share	0.42%	22.23M	$41.46	$49.33	+18.97%	Bought +38.00% shares Q3 2022
Insurance—Life Prudential Financial, Inc. Portfolio share: 0.42% Portfolio value: 22.19M Avg. open price: $81.01 Current price: $104.74 P/L: +29.29% Sold -14.61% shares Q3 2022	share	0.42%	22.19M	$81.01	$104.74	+29.29%	Sold -14.61% shares Q3 2022
Auto Manufacturers Tesla, Inc. Portfolio share: 0.41% Portfolio value: 21.90M Avg. open price: $608.63 Current price: $182.45 P/L: -70.02% Bought +28.52% shares Q3 2022	share	0.41%	21.90M	$608.63	$182.45	-70.02%	Bought +28.52% shares Q3 2022
Medical Care Facilities HCA Healthcare, Inc. Portfolio share: 0.41% Portfolio value: 21.76M Avg. open price: $167.96 Current price: $235.35 P/L: +40.12% Sold -7.21% shares Q3 2022	share	0.41%	21.76M	$167.96	$235.35	+40.12%	Sold -7.21% shares Q3 2022
Chemicals Dow Inc. Portfolio share: 0.41% Portfolio value: 21.66M Avg. open price: $46.11 Current price: $51.25 P/L: +11.14% Bought +41.14% shares Q3 2022	share	0.41%	21.66M	$46.11	$51.25	+11.14%	Bought +41.14% shares Q3 2022
Banks—Regional Regions Financial Corporation Portfolio share: 0.40% Portfolio value: 21.32M Avg. open price: $14.16 Current price: $21.98 P/L: +55.20% Bought +4.00% shares Q3 2022	share	0.40%	21.32M	$14.16	$21.98	+55.20%	Bought +4.00% shares Q3 2022
Telecom Services Liberty Global plc Portfolio share: 0.39% Portfolio value: 20.93M Avg. open price: $22.2 Current price: $20.18 P/L: -9.08% Bought +20.07% shares Q3 2022	share	0.39%	20.93M	$22.2	$20.18	-9.08%	Bought +20.07% shares Q3 2022
Home Improvement Retail The Home Depot, Inc. Portfolio share: 0.37% Portfolio value: 19.43M Avg. open price: $280.63 Current price: $320.08 P/L: +14.06% Bought +8.30% shares Q3 2022	share	0.37%	19.43M	$280.63	$320.08	+14.06%	Bought +8.30% shares Q3 2022
Drug Manufacturers—General Merck & Co., Inc. Portfolio share: 0.36% Portfolio value: 19.33M Avg. open price: $72.32 Current price: $110.01 P/L: +52.11% Bought +15.82% shares Q3 2022	share	0.36%	19.33M	$72.32	$110.01	+52.11%	Bought +15.82% shares Q3 2022
Telecom Services Comcast Corporation Portfolio share: 0.36% Portfolio value: 19.18M Avg. open price: $46.95 Current price: $35.15 P/L: -25.13% Bought +4.02% shares Q3 2022	share	0.36%	19.18M	$46.95	$35.15	-25.13%	Bought +4.02% shares Q3 2022
Credit Services Capital One Financial Corporation Portfolio share: 0.36% Portfolio value: 19.09M Avg. open price: $133.15 Current price: $95.02 P/L: -28.64% Bought +2.37% shares Q3 2022	share	0.36%	19.09M	$133.15	$95.02	-28.64%	Bought +2.37% shares Q3 2022
Telecom Services Charter Communications, Inc. Portfolio share: 0.36% Portfolio value: 18.95M Avg. open price: $506.94 Current price: $387.79 P/L: -23.50% Sold -9.08% shares Q3 2022	share	0.36%	18.95M	$506.94	$387.79	-23.50%	Sold -9.08% shares Q3 2022
Oil & Gas Midstream Kinder Morgan, Inc. Portfolio share: 0.35% Portfolio value: 18.79M Avg. open price: $15.71 Current price: $18.56 P/L: +18.17% Sold -37.57% shares Q3 2022	share	0.35%	18.79M	$15.71	$18.56	+18.17%	Sold -37.57% shares Q3 2022
Credit Services Visa Inc. Portfolio share: 0.35% Portfolio value: 18.77M Avg. open price: $194.69 Current price: $213.68 P/L: +9.75% Bought +5.96% shares Q3 2022	share	0.35%	18.77M	$194.69	$213.68	+9.75%	Bought +5.96% shares Q3 2022
Information Technology Services Accenture plc Portfolio share: 0.35% Portfolio value: 18.73M Avg. open price: $261.5 Current price: $292.93 P/L: +12.02% Bought +8.67% shares Q3 2022	share	0.35%	18.73M	$261.5	$292.93	+12.02%	Bought +8.67% shares Q3 2022
Railroads Canadian National Railway Company Portfolio share: 0.35% Portfolio value: 18.67M Avg. open price: $106.74 Current price: $126.7 P/L: +18.70% Bought +9.88% shares Q3 2022	share	0.35%	18.67M	$106.74	$126.7	+18.70%	Bought +9.88% shares Q3 2022
Banks—Diversified The Toronto-Dominion Bank Portfolio share: 0.35% Portfolio value: 18.39M Avg. open price: $53.34 Current price: $67.16 P/L: +25.91% Sold -26.90% shares Q3 2022	share	0.35%	18.39M	$53.34	$67.16	+25.91%	Sold -26.90% shares Q3 2022
Information Technology Services International Business Machines Corporation Portfolio share: 0.34% Portfolio value: 18.13M Avg. open price: $117.95 Current price: $147.41 P/L: +24.98% Sold -17.80% shares Q3 2022	share	0.34%	18.13M	$117.95	$147.41	+24.98%	Sold -17.80% shares Q3 2022
Insurance—Life Unum Group Portfolio share: 0.33% Portfolio value: 17.78M Avg. open price: $27.36 Current price: $41.59 P/L: +52.03% Bought +27.47% shares Q3 2022	share	0.33%	17.78M	$27.36	$41.59	+52.03%	Bought +27.47% shares Q3 2022
Telecom Services Verizon Communications Inc. Portfolio share: 0.33% Portfolio value: 17.58M Avg. open price: $53.51 Current price: $37.07 P/L: -30.72% Bought +18.56% shares Q3 2022	share	0.33%	17.58M	$53.51	$37.07	-30.72%	Bought +18.56% shares Q3 2022
Personal Services H&R Block, Inc. Portfolio share: 0.33% Portfolio value: 17.52M Avg. open price: $22.5 Current price: $42.25 P/L: +87.78% Sold -3.61% shares Q3 2022	share	0.33%	17.52M	$22.5	$42.25	+87.78%	Sold -3.61% shares Q3 2022
Specialty Industrial Machinery Cummins Inc. Portfolio share: 0.33% Portfolio value: 17.46M Avg. open price: $128.97 Current price: $245.35 P/L: +90.24% Sold -9.72% shares Q3 2022	share	0.33%	17.46M	$128.97	$245.35	+90.24%	Sold -9.72% shares Q3 2022
Drug Manufacturers—General AbbVie Inc. Portfolio share: 0.32% Portfolio value: 17.23M Avg. open price: $82.51 Current price: $163.96 P/L: +98.73% Bought +20.09% shares Q3 2022	share	0.32%	17.23M	$82.51	$163.96	+98.73%	Bought +20.09% shares Q3 2022
Specialty Chemicals Eastman Chemical Company Portfolio share: 0.32% Portfolio value: 17.12M Avg. open price: $98.35 Current price: $86.08 P/L: -12.48% Bought +35.57% shares Q3 2022	share	0.32%	17.12M	$98.35	$86.08	-12.48%	Bought +35.57% shares Q3 2022
Insurance—Life Manulife Financial Corporation Portfolio share: 0.31% Portfolio value: 16.52M Avg. open price: $16.69 Current price: $17.81 P/L: +6.72% Sold -15.06% shares Q3 2022	share	0.31%	16.52M	$16.69	$17.81	+6.72%	Sold -15.06% shares Q3 2022
Banks—Diversified JPMorgan Chase & Co. Portfolio share: 0.31% Portfolio value: 16.45M Avg. open price: $101.63 Current price: $131.37 P/L: +29.26% Bought +8.29% shares Q3 2022	share	0.31%	16.45M	$101.63	$131.37	+29.26%	Bought +8.29% shares Q3 2022
Furnishings, Fixtures & Appliances Whirlpool Corporation Portfolio share: 0.30% Portfolio value: 16.20M Avg. open price: $184.22 Current price: $141.46 P/L: -23.21% Sold -18.20% shares Q3 2022	share	0.30%	16.20M	$184.22	$141.46	-23.21%	Sold -18.20% shares Q3 2022
Internet Content & Information Alphabet Inc. Portfolio share: 0.30% Portfolio value: 16.13M Avg. open price: $2,174.67 Current price: $99.87 P/L: -95.41% Bought +4.68% shares Q3 2022	share	0.30%	16.13M	$2,174.67	$99.87	-95.41%	Bought +4.68% shares Q3 2022
Aerospace & Defense Lockheed Martin Corporation Portfolio share: 0.30% Portfolio value: 16.12M Avg. open price: $316.84 Current price: $490.67 P/L: +54.86% Bought +61.10% shares Q3 2022	share	0.30%	16.12M	$316.84	$490.67	+54.86%	Bought +61.10% shares Q3 2022
Residential Construction NVR, Inc. Portfolio share: 0.30% Portfolio value: 15.90M Avg. open price: $3,496.78 Current price: $4,649.98 P/L: +32.98% Bought +279.81% shares Q3 2022	share	0.30%	15.90M	$3,496.78	$4,649.98	+32.98%	Bought +279.81% shares Q3 2022
Discount Stores Walmart Inc. Portfolio share: 0.30% Portfolio value: 15.81M Avg. open price: $95.46 Current price: $151.65 P/L: +58.86% Bought +105.26% shares Q3 2022	share	0.30%	15.81M	$95.46	$151.65	+58.86%	Bought +105.26% shares Q3 2022
Oil & Gas Integrated Suncor Energy Inc. Portfolio share: 0.30% Portfolio value: 15.71M Avg. open price: $24.09 Current price: $31.05 P/L: +28.89% Bought +12.18% shares Q3 2022	share	0.30%	15.71M	$24.09	$31.05	+28.89%	Bought +12.18% shares Q3 2022
Insurance—Diversified Equitable Holdings, Inc. Portfolio share: 0.29% Portfolio value: 15.48M Avg. open price: $20.89 Current price: $31.03 P/L: +48.51% Sold -23.00% shares Q3 2022	share	0.29%	15.48M	$20.89	$31.03	+48.51%	Sold -23.00% shares Q3 2022
Discount Stores Costco Wholesale Corporation Portfolio share: 0.29% Portfolio value: 15.37M Avg. open price: $442.41 Current price: $488.66 P/L: +10.45% Bought +43.36% shares Q3 2022	share	0.29%	15.37M	$442.41	$488.66	+10.45%	Bought +43.36% shares Q3 2022
Oil & Gas E&P Canadian Natural Resources Limited Portfolio share: 0.29% Portfolio value: 15.31M Avg. open price: $27.23 Current price: $57.13 P/L: +109.78% Sold -4.70% shares Q3 2022	share	0.29%	15.31M	$27.23	$57.13	+109.78%	Sold -4.70% shares Q3 2022
Banks—Diversified Bank of Montreal Portfolio share: 0.29% Portfolio value: 15.31M Avg. open price: $81.7 Current price: $97.84 P/L: +19.76% Sold -0.35% shares Q3 2022	share	0.29%	15.31M	$81.7	$97.84	+19.76%	Sold -0.35% shares Q3 2022
Specialty Chemicals LyondellBasell Industries N.V. Portfolio share: 0.28% Portfolio value: 14.89M Avg. open price: $70.87 Current price: $83.47 P/L: +17.78% Bought +0.13% shares Q3 2022	share	0.28%	14.89M	$70.87	$83.47	+17.78%	Bought +0.13% shares Q3 2022
Farm Products Tyson Foods, Inc. Portfolio share: 0.28% Portfolio value: 14.79M Avg. open price: $73.79 Current price: $64.77 P/L: -12.23% Sold -17.38% shares Q3 2022	share	0.28%	14.79M	$73.79	$64.77	-12.23%	Sold -17.38% shares Q3 2022
Healthcare Plans CVS Health Corporation Portfolio share: 0.28% Portfolio value: 14.78M Avg. open price: $71.4 Current price: $102.01 P/L: +42.87% Bought +16.46% shares Q3 2022	share	0.28%	14.78M	$71.4	$102.01	+42.87%	Bought +16.46% shares Q3 2022
Oil & Gas Midstream Enbridge Inc. Portfolio share: 0.27% Portfolio value: 14.55M Avg. open price: $33.66 Current price: $39.92 P/L: +18.61% Sold -20.86% shares Q3 2022	share	0.27%	14.55M	$33.66	$39.92	+18.61%	Sold -20.86% shares Q3 2022
Railroads Canadian Pacific Railway Limited Portfolio share: 0.27% Portfolio value: 14.54M Avg. open price: $56.42 Current price: $80.19 P/L: +42.13% Bought +451.69% shares Q3 2022	share	0.27%	14.54M	$56.42	$80.19	+42.13%	Bought +451.69% shares Q3 2022
Grocery Stores The Kroger Co. Portfolio share: 0.27% Portfolio value: 14.50M Avg. open price: $28.77 Current price: $46.07 P/L: +60.13% Sold -35.51% shares Q3 2022	share	0.27%	14.50M	$28.77	$46.07	+60.13%	Sold -35.51% shares Q3 2022
Restaurants Darden Restaurants, Inc. Portfolio share: 0.27% Portfolio value: 14.26M Avg. open price: $91.78 Current price: $143.54 P/L: +56.39% Bought +188.55% shares Q3 2022	share	0.27%	14.26M	$91.78	$143.54	+56.39%	Bought +188.55% shares Q3 2022
Agricultural Inputs Nutrien Ltd. Portfolio share: 0.27% Portfolio value: 14.23M Avg. open price: $57.89 Current price: $78.6 P/L: +35.78% Bought +8.42% shares Q3 2022	share	0.27%	14.23M	$57.89	$78.6	+35.78%	Bought +8.42% shares Q3 2022
Drug Manufacturers—General Bristol-Myers Squibb Company Portfolio share: 0.26% Portfolio value: 14.00M Avg. open price: $62.15 Current price: $80.7 P/L: +29.86% Sold -42.75% shares Q3 2022	share	0.26%	14.00M	$62.15	$80.7	+29.86%	Sold -42.75% shares Q3 2022
Asset Management Brookfield Asset Management Inc. Portfolio share: 0.26% Portfolio value: 13.84M Avg. open price: $46.54 Current price: $44.15 P/L: -5.13% Sold -0.66% shares Q3 2022	share	0.26%	13.84M	$46.54	$44.15	-5.13%	Sold -0.66% shares Q3 2022
Specialty Retail Genuine Parts Company Portfolio share: 0.26% Portfolio value: 13.75M Avg. open price: $116.28 Current price: $184.92 P/L: +59.03% Sold -10.59% shares Q3 2022	share	0.26%	13.75M	$116.28	$184.92	+59.03%	Sold -10.59% shares Q3 2022
Capital Markets Morgan Stanley Portfolio share: 0.24% Portfolio value: 13.00M Avg. open price: $47.48 Current price: $89.81 P/L: +89.17% Bought +5.35% shares Q3 2022	share	0.24%	13.00M	$47.48	$89.81	+89.17%	Bought +5.35% shares Q3 2022
Drug Manufacturers—General Biogen Inc. Portfolio share: 0.24% Portfolio value: 12.79M Avg. open price: $277.49 Current price: $292.75 P/L: +5.50% Sold -36.06% shares Q3 2022	share	0.24%	12.79M	$277.49	$292.75	+5.50%	Sold -36.06% shares Q3 2022
Rental & Leasing Services Ryder System, Inc. Portfolio share: 0.24% Portfolio value: 12.62M Avg. open price: $74.04 Current price: $87.25 P/L: +17.84% Sold -12.41% shares Q3 2022	share	0.24%	12.62M	$74.04	$87.25	+17.84%	Sold -12.41% shares Q3 2022
Insurance—Life MetLife, Inc. Portfolio share: 0.24% Portfolio value: 12.60M Avg. open price: $41.65 Current price: $75.4 P/L: +81.04% Bought +119.76% shares Q3 2022	share	0.24%	12.60M	$41.65	$75.4	+81.04%	Bought +119.76% shares Q3 2022
Information Technology Services Jack Henry & Associates, Inc. Portfolio share: 0.23% Portfolio value: 12.45M Avg. open price: $161.29 Current price: $188.93 P/L: +17.14% Bought +197.08% shares Q3 2022	share	0.23%	12.45M	$161.29	$188.93	+17.14%	Bought +197.08% shares Q3 2022
Oil & Gas E&P ConocoPhillips Portfolio share: 0.23% Portfolio value: 12.44M Avg. open price: $53.62 Current price: $119.37 P/L: +122.62% Bought +21.88% shares Q3 2022	share	0.23%	12.44M	$53.62	$119.37	+122.62%	Bought +21.88% shares Q3 2022
Staffing & Employment Services Paychex, Inc. Portfolio share: 0.23% Portfolio value: 12.36M Avg. open price: $99.66 Current price: $123.19 P/L: +23.62% Bought +9.39% shares Q3 2022	share	0.23%	12.36M	$99.66	$123.19	+23.62%	Bought +9.39% shares Q3 2022
Conglomerates 3M Company Portfolio share: 0.23% Portfolio value: 12.23M Avg. open price: $157.35 Current price: $124.63 P/L: -20.79% Sold -8.41% shares Q3 2022	share	0.23%	12.23M	$157.35	$124.63	-20.79%	Sold -8.41% shares Q3 2022
Banks—Diversified The Bank of Nova Scotia Portfolio share: 0.23% Portfolio value: 12.19M Avg. open price: $48.77 Current price: $49.97 P/L: +2.46% Sold -8.25% shares Q3 2022	share	0.23%	12.19M	$48.77	$49.97	+2.46%	Sold -8.25% shares Q3 2022
Agricultural Inputs Corteva, Inc. Portfolio share: 0.23% Portfolio value: 12.19M Avg. open price: $56.34 Current price: $64.36 P/L: +14.24% Sold -4.14% shares Q3 2022	share	0.23%	12.19M	$56.34	$64.36	+14.24%	Sold -4.14% shares Q3 2022
Restaurants McDonald's Corporation Portfolio share: 0.23% Portfolio value: 12.12M Avg. open price: $116.63 Current price: $271.59 P/L: +132.87% Bought +49.64% shares Q3 2022	share	0.23%	12.12M	$116.63	$271.59	+132.87%	Bought +49.64% shares Q3 2022
REIT—Office Boston Properties, Inc. Portfolio share: 0.23% Portfolio value: 12.12M Avg. open price: $98.08 Current price: $67.85 P/L: -30.82% Sold -26.55% shares Q3 2022	share	0.23%	12.12M	$98.08	$67.85	-30.82%	Sold -26.55% shares Q3 2022
Specialty Retail Best Buy Co., Inc. Portfolio share: 0.23% Portfolio value: 12.08M Avg. open price: $34.69 Current price: $84.32 P/L: +143.03% Sold -5.10% shares Q3 2022	share	0.23%	12.08M	$34.69	$84.32	+143.03%	Sold -5.10% shares Q3 2022
Semiconductors Intel Corporation Portfolio share: 0.22% Portfolio value: 11.95M Avg. open price: $52.61 Current price: $29.17 P/L: -44.56% Sold -35.99% shares Q3 2022	share	0.22%	11.95M	$52.61	$29.17	-44.56%	Sold -35.99% shares Q3 2022
Auto Parts LKQ Corporation Portfolio share: 0.22% Portfolio value: 11.84M Avg. open price: $43.85 Current price: $53.93 P/L: +22.98% Sold -9.22% shares Q3 2022	share	0.22%	11.84M	$43.85	$53.93	+22.98%	Sold -9.22% shares Q3 2022
Packaging & Containers WestRock Company Portfolio share: 0.22% Portfolio value: 11.73M Avg. open price: $44.3 Current price: $36.65 P/L: -17.27% Bought +4.14% shares Q3 2022	share	0.22%	11.73M	$44.3	$36.65	-17.27%	Bought +4.14% shares Q3 2022
iShares Russell 1000 Value ETF Portfolio share: 0.22% Portfolio value: 11.71M Avg. open price: $129.96 Current price: $155.77 P/L: +19.86% Bought +83.94% shares Q3 2022	share	0.22%	11.71M	$129.96	$155.77	+19.86%	Bought +83.94% shares Q3 2022
Healthcare Plans CIGNA CORP NEW Portfolio share: 0.21% Portfolio value: 11.39M Avg. open price: $219.56 Current price: $327.39 P/L: +49.11% Sold -41.62% shares Q3 2022	share	0.21%	11.39M	$219.56	$327.39	+49.11%	Sold -41.62% shares Q3 2022
Insurance—Property & Casualty The Travelers Companies, Inc. Portfolio share: 0.21% Portfolio value: 11.02M Avg. open price: $137.09 Current price: $187.21 P/L: +36.56% Bought +51.43% shares Q3 2022	share	0.21%	11.02M	$137.09	$187.21	+36.56%	Bought +51.43% shares Q3 2022
Auto Manufacturers Ford Motor Company Portfolio share: 0.19% Portfolio value: 10.22M Avg. open price: $15.56 Current price: $13.38 P/L: -13.98% Bought +11.04% shares Q3 2022	share	0.19%	10.22M	$15.56	$13.38	-13.98%	Bought +11.04% shares Q3 2022
Waste Management Waste Management, Inc. Portfolio share: 0.19% Portfolio value: 10.21M Avg. open price: $109.35 Current price: $167.79 P/L: +53.44% Bought +21.27% shares Q3 2022	share	0.19%	10.21M	$109.35	$167.79	+53.44%	Bought +21.27% shares Q3 2022
Oil & Gas Integrated Petróleo Brasileiro S.A. - Petrobras Portfolio share: 0.19% Portfolio value: 10.18M Avg. open price: $10.61 Current price: $11.08 P/L: +4.41% Bought +38.70% shares Q3 2022	share	0.19%	10.18M	$10.61	$11.08	+4.41%	Bought +38.70% shares Q3 2022
Agricultural Inputs CF Industries Holdings, Inc. Portfolio share: 0.19% Portfolio value: 10.15M Avg. open price: $50.28 Current price: $103.48 P/L: +105.79% Bought +3.45% shares Q3 2022	share	0.19%	10.15M	$50.28	$103.48	+105.79%	Bought +3.45% shares Q3 2022
Railroads CSX Corporation Portfolio share: 0.19% Portfolio value: 10.13M Avg. open price: $23.58 Current price: $31.35 P/L: +32.97% Bought +11.50% shares Q3 2022	share	0.19%	10.13M	$23.58	$31.35	+32.97%	Bought +11.50% shares Q3 2022
Oil & Gas Refining & Marketing Valero Energy Corporation Portfolio share: 0.19% Portfolio value: 10.13M Avg. open price: $51.7 Current price: $120.96 P/L: +133.97% Bought +6.42% shares Q3 2022	share	0.19%	10.13M	$51.7	$120.96	+133.97%	Bought +6.42% shares Q3 2022
Information Technology Services CGI Inc. Portfolio share: 0.19% Portfolio value: 10.09M Avg. open price: $69.46 Current price: $86.84 P/L: +25.02% Bought +5.07% shares Q3 2022	share	0.19%	10.09M	$69.46	$86.84	+25.02%	Bought +5.07% shares Q3 2022
Semiconductor Equipment & Materials KLA Corporation Portfolio share: 0.19% Portfolio value: 10.09M Avg. open price: $298.24 Current price: $388.57 P/L: +30.29% Bought +454.96% shares Q3 2022	share	0.19%	10.09M	$298.24	$388.57	+30.29%	Bought +454.96% shares Q3 2022
Semiconductors Taiwan Semiconductor Manufacturing Company Limited Portfolio share: 0.18% Portfolio value: 9.81M Avg. open price: $66.69 Current price: $81.62 P/L: +22.40% Sold -2.93% shares Q3 2022	share	0.18%	9.81M	$66.69	$81.62	+22.40%	Sold -2.93% shares Q3 2022
Aerospace & Defense L3Harris Technologies, Inc. Portfolio share: 0.18% Portfolio value: 9.77M Avg. open price: $195.53 Current price: $224.71 P/L: +14.92% Sold -67.01% shares Q3 2022	share	0.18%	9.77M	$195.53	$224.71	+14.92%	Sold -67.01% shares Q3 2022
Credit Services Mastercard Incorporated Portfolio share: 0.18% Portfolio value: 9.73M Avg. open price: $309.5 Current price: $356.09 P/L: +15.05% Bought +11.12% shares Q3 2022	share	0.18%	9.73M	$309.5	$356.09	+15.05%	Bought +11.12% shares Q3 2022
SPDR S&P 500 ETF Trust Portfolio share: 0.18% Portfolio value: 9.37M Avg. open price: $327.68 Current price: $400.01 P/L: +22.07% Bought +17.86% shares Q3 2022	share	0.18%	9.37M	$327.68	$400.01	+22.07%	Bought +17.86% shares Q3 2022
Insurance Brokers Marsh & McLennan Companies, Inc. Portfolio share: 0.17% Portfolio value: 9.29M Avg. open price: $91.51 Current price: $171.67 P/L: +87.60% Bought +80.07% shares Q3 2022	share	0.17%	9.29M	$91.51	$171.67	+87.60%	Bought +80.07% shares Q3 2022
Insurance—Property & Casualty Chubb Limited Portfolio share: 0.17% Portfolio value: 9.28M Avg. open price: $148.7 Current price: $215.43 P/L: +44.88% Sold -25.42% shares Q3 2022	share	0.17%	9.28M	$148.7	$215.43	+44.88%	Sold -25.42% shares Q3 2022
Semiconductors Broadcom Inc. Portfolio share: 0.17% Portfolio value: 9.14M Avg. open price: $490.47 Current price: $530.64 P/L: +8.19% Bought +8.93% shares Q3 2022	share	0.17%	9.14M	$490.47	$530.64	+8.19%	Bought +8.93% shares Q3 2022
Oil & Gas Integrated Cenovus Energy Inc. Portfolio share: 0.17% Portfolio value: 9.14M Avg. open price: $9.94 Current price: $19.16 P/L: +92.85% Bought +9.15% shares Q3 2022	share	0.17%	9.14M	$9.94	$19.16	+92.85%	Bought +9.15% shares Q3 2022
Banks—Diversified Canadian Imperial Bank of Commerce Portfolio share: 0.17% Portfolio value: 8.95M Avg. open price: $87.2 Current price: $43.28 P/L: -50.37% Sold -7.07% shares Q3 2022	share	0.17%	8.95M	$87.2	$43.28	-50.37%	Sold -7.07% shares Q3 2022
Farm & Heavy Construction Machinery Caterpillar Inc. Portfolio share: 0.17% Portfolio value: 8.85M Avg. open price: $120.06 Current price: $232.57 P/L: +93.71% Bought +1.97% shares Q3 2022	share	0.17%	8.85M	$120.06	$232.57	+93.71%	Bought +1.97% shares Q3 2022
Specialty Retail Bath & Body Works, Inc. Portfolio share: 0.17% Portfolio value: 8.85M Avg. open price: $47.8 Current price: $43.83 P/L: -8.31% Sold -12.02% shares Q3 2022	share	0.17%	8.85M	$47.8	$43.83	-8.31%	Sold -12.02% shares Q3 2022
Semiconductors NXP Semiconductors N.V. Portfolio share: 0.16% Portfolio value: 8.70M Avg. open price: $91.24 Current price: $168.37 P/L: +84.54% Sold -9.52% shares Q3 2022	share	0.16%	8.70M	$91.24	$168.37	+84.54%	Sold -9.52% shares Q3 2022
Asset Management BlackRock, Inc. Portfolio share: 0.16% Portfolio value: 8.69M Avg. open price: $732.5 Current price: $712.76 P/L: -2.70% Bought +13.29% shares Q3 2022	share	0.16%	8.69M	$732.5	$712.76	-2.70%	Bought +13.29% shares Q3 2022
Specialty Retail O'Reilly Automotive, Inc. Portfolio share: 0.16% Portfolio value: 8.51M Avg. open price: $530.76 Current price: $843.1 P/L: +58.85% Bought +27.80% shares Q3 2022	share	0.16%	8.51M	$530.76	$843.1	+58.85%	Bought +27.80% shares Q3 2022
Computer Hardware Dell Technologies Inc. Portfolio share: 0.16% Portfolio value: 8.44M Avg. open price: $42.16 Current price: $43.07 P/L: +2.15% Sold -4.27% shares Q3 2022	share	0.16%	8.44M	$42.16	$43.07	+2.15%	Sold -4.27% shares Q3 2022
Medical Devices Medtronic plc Portfolio share: 0.16% Portfolio value: 8.40M Avg. open price: $97.71 Current price: $78.79 P/L: -19.36% Bought +88.03% shares Q3 2022	share	0.16%	8.40M	$97.71	$78.79	-19.36%	Bought +88.03% shares Q3 2022
Gold Barrick Gold Corporation Portfolio share: 0.16% Portfolio value: 8.38M Avg. open price: $18.72 Current price: $16.52 P/L: -11.77% Sold -0.12% shares Q3 2022	share	0.16%	8.38M	$18.72	$16.52	-11.77%	Sold -0.12% shares Q3 2022
Advertising Agencies Omnicom Group Inc. Portfolio share: 0.16% Portfolio value: 8.37M Avg. open price: $67.62 Current price: $77.2 P/L: +14.16% Sold -15.52% shares Q3 2022	share	0.16%	8.37M	$67.62	$77.2	+14.16%	Sold -15.52% shares Q3 2022
Semiconductors Texas Instruments Incorporated Portfolio share: 0.16% Portfolio value: 8.25M Avg. open price: $127.09 Current price: $177.39 P/L: +39.58% Bought +24.23% shares Q3 2022	share	0.16%	8.25M	$127.09	$177.39	+39.58%	Bought +24.23% shares Q3 2022
Medical Devices Abbott Laboratories Portfolio share: 0.15% Portfolio value: 8.25M Avg. open price: $102 Current price: $105.38 P/L: +3.31% Bought +8.67% shares Q3 2022	share	0.15%	8.25M	$102	$105.38	+3.31%	Bought +8.67% shares Q3 2022
Insurance—Diversified The Hartford Financial Services Group, Inc. Portfolio share: 0.15% Portfolio value: 8.23M Avg. open price: $47.68 Current price: $74.68 P/L: +56.63% Bought +90.65% shares Q3 2022	share	0.15%	8.23M	$47.68	$74.68	+56.63%	Bought +90.65% shares Q3 2022
Oil & Gas E&P EOG Resources, Inc. Portfolio share: 0.15% Portfolio value: 8.21M Avg. open price: $87.14 Current price: $134.14 P/L: +53.93% Bought +116.68% shares Q3 2022	share	0.15%	8.21M	$87.14	$134.14	+53.93%	Bought +116.68% shares Q3 2022
Building Products & Equipment Johnson Controls International plc Portfolio share: 0.15% Portfolio value: 8.19M Avg. open price: $35.83 Current price: $67.21 P/L: +87.59% Sold -66.06% shares Q3 2022	share	0.15%	8.19M	$35.83	$67.21	+87.59%	Sold -66.06% shares Q3 2022
Utilities—Regulated Electric NextEra Energy, Inc. Portfolio share: 0.15% Portfolio value: 8.14M Avg. open price: $72.61 Current price: $85.15 P/L: +17.28% Bought +18.76% shares Q3 2022	share	0.15%	8.14M	$72.61	$85.15	+17.28%	Bought +18.76% shares Q3 2022
Packaged Foods Kellogg Company Portfolio share: 0.15% Portfolio value: 8.10M Avg. open price: $66.19 Current price: $73.35 P/L: +10.81% Bought +121.94% shares Q3 2022	share	0.15%	8.10M	$66.19	$73.35	+10.81%	Bought +121.94% shares Q3 2022
Communication Equipment Hewlett Packard Enterprise Company Portfolio share: 0.15% Portfolio value: 8.08M Avg. open price: $13.87 Current price: $16.21 P/L: +16.85% Bought +309.77% shares Q3 2022	share	0.15%	8.08M	$13.87	$16.21	+16.85%	Bought +309.77% shares Q3 2022
Advertising Agencies The Interpublic Group of Companies, Inc. Portfolio share: 0.15% Portfolio value: 8.02M Avg. open price: $26.1 Current price: $33.03 P/L: +26.54% Bought +51.99% shares Q3 2022	share	0.15%	8.02M	$26.1	$33.03	+26.54%	Bought +51.99% shares Q3 2022
Closed-End Fund - Equity Vanguard Total Stock Market Index Fund Portfolio share: 0.15% Portfolio value: 7.97M Avg. open price: $204.46 Current price: $199.98 P/L: -2.19% Bought +32.36% shares Q3 2022	share	0.15%	7.97M	$204.46	$199.98	-2.19%	Bought +32.36% shares Q3 2022
Waste Management Waste Connections, Inc. Portfolio share: 0.15% Portfolio value: 7.95M Avg. open price: $120.23 Current price: $143.05 P/L: +18.98% Bought +21.90% shares Q3 2022	share	0.15%	7.95M	$120.23	$143.05	+18.98%	Bought +21.90% shares Q3 2022
Internet Content & Information Meta Platforms, Inc. Portfolio share: 0.15% Portfolio value: 7.90M Avg. open price: $170.06 Current price: $122.43 P/L: -28.01% Bought +24.45% shares Q3 2022	share	0.15%	7.90M	$170.06	$122.43	-28.01%	Bought +24.45% shares Q3 2022
Biotechnology Novo Nordisk A/S Portfolio share: 0.15% Portfolio value: 7.85M Avg. open price: $81.82 Current price: $127.08 P/L: +55.31% Sold -1.10% shares Q3 2022	share	0.15%	7.85M	$81.82	$127.08	+55.31%	Sold -1.10% shares Q3 2022
Financial Data & Stock Exchanges S&P Global Inc. Portfolio share: 0.15% Portfolio value: 7.82M Avg. open price: $398.01 Current price: $350.31 P/L: -11.98% Bought +16.15% shares Q3 2022	share	0.15%	7.82M	$398.01	$350.31	-11.98%	Bought +16.15% shares Q3 2022
Auto Manufacturers Honda Motor Co., Ltd. Portfolio share: 0.15% Portfolio value: 7.82M Avg. open price: $27.56 Current price: $23.79 P/L: -13.69% Bought +22.21% shares Q3 2022	share	0.15%	7.82M	$27.56	$23.79	-13.69%	Bought +22.21% shares Q3 2022
Banks—Diversified NatWest Group plc Portfolio share: 0.14% Portfolio value: 7.70M Avg. open price: $5.87 Current price: $6.35 P/L: +8.21% N/A Q3 2022	share	0.14%	7.70M	$5.87	$6.35	+8.21%	N/A Q3 2022
Conglomerates Honeywell International Inc. Portfolio share: 0.14% Portfolio value: 7.68M Avg. open price: $186.08 Current price: $215.6 P/L: +15.87% Sold -13.73% shares Q3 2022	share	0.14%	7.68M	$186.08	$215.6	+15.87%	Sold -13.73% shares Q3 2022
Oil & Gas Midstream TC Energy Corporation Portfolio share: 0.14% Portfolio value: 7.65M Avg. open price: $43.18 Current price: $42.47 P/L: -1.64% Sold -17.16% shares Q3 2022	share	0.14%	7.65M	$43.18	$42.47	-1.64%	Sold -17.16% shares Q3 2022
Oil & Gas Equipment & Services Schlumberger Limited Portfolio share: 0.14% Portfolio value: 7.54M Avg. open price: $28.14 Current price: $51.38 P/L: +82.60% Sold -64.51% shares Q3 2022	share	0.14%	7.54M	$28.14	$51.38	+82.60%	Sold -64.51% shares Q3 2022
Oil & Gas Integrated Imperial Oil Limited Portfolio share: 0.14% Portfolio value: 7.46M Avg. open price: $25.36 Current price: $53.39 P/L: +110.55% Bought +18.12% shares Q3 2022	share	0.14%	7.46M	$25.36	$53.39	+110.55%	Bought +18.12% shares Q3 2022
Resorts & Casinos MGM Resorts International Portfolio share: 0.14% Portfolio value: 7.43M Avg. open price: $40.64 Current price: $37.8 P/L: -7.00% Bought +9.13% shares Q3 2022	share	0.14%	7.43M	$40.64	$37.8	-7.00%	Bought +9.13% shares Q3 2022
Drug Manufacturers—General Gilead Sciences, Inc. Portfolio share: 0.14% Portfolio value: 7.41M Avg. open price: $64.52 Current price: $87.98 P/L: +36.36% Bought +191.77% shares Q3 2022	share	0.14%	7.41M	$64.52	$87.98	+36.36%	Bought +191.77% shares Q3 2022
Diagnostics & Research Danaher Corporation Portfolio share: 0.14% Portfolio value: 7.38M Avg. open price: $218.27 Current price: $267.97 P/L: +22.77% Bought +14.15% shares Q3 2022	share	0.14%	7.38M	$218.27	$267.97	+22.77%	Bought +14.15% shares Q3 2022
Utilities—Regulated Electric Duke Energy Corporation Portfolio share: 0.14% Portfolio value: 7.30M Avg. open price: $86.95 Current price: $99.13 P/L: +14.00% Bought +2.35% shares Q3 2022	share	0.14%	7.30M	$86.95	$99.13	+14.00%	Bought +2.35% shares Q3 2022
Beverages—Non-Alcoholic Coca-Cola FEMSA, S.A.B. de C.V. Portfolio share: 0.14% Portfolio value: 7.23M Avg. open price: $49.45 Current price: $67.47 P/L: +36.44% Bought +48.23% shares Q3 2022	share	0.14%	7.23M	$49.45	$67.47	+36.44%	Bought +48.23% shares Q3 2022
Aerospace & Defense General Dynamics Corporation Portfolio share: 0.14% Portfolio value: 7.20M Avg. open price: $188.56 Current price: $250.91 P/L: +33.07% Bought +67.68% shares Q3 2022	share	0.14%	7.20M	$188.56	$250.91	+33.07%	Bought +67.68% shares Q3 2022
Restaurants Starbucks Corporation Portfolio share: 0.13% Portfolio value: 7.14M Avg. open price: $77.78 Current price: $103.55 P/L: +33.14% Bought +52.01% shares Q3 2022	share	0.13%	7.14M	$77.78	$103.55	+33.14%	Bought +52.01% shares Q3 2022
REIT—Mortgage Annaly Capital Management, Inc. Portfolio share: 0.13% Portfolio value: 7.13M Avg. open price: $6.7 Current price: $21.26 P/L: +217.26% N/A Q3 2022	share	0.13%	7.13M	$6.7	$21.26	+217.26%	N/A Q3 2022
Oil & Gas E&P Occidental Petroleum Corporation Portfolio share: 0.13% Portfolio value: 6.97M Avg. open price: $56.07 Current price: $66.36 P/L: +18.36% Bought +15.95% shares Q3 2022	share	0.13%	6.97M	$56.07	$66.36	+18.36%	Bought +15.95% shares Q3 2022
Diagnostics & Research Thermo Fisher Scientific Inc. Portfolio share: 0.13% Portfolio value: 6.96M Avg. open price: $354.71 Current price: $557.21 P/L: +57.09% Bought +3.15% shares Q3 2022	share	0.13%	6.96M	$354.71	$557.21	+57.09%	Bought +3.15% shares Q3 2022
Insurance—Diversified Arch Capital Group Ltd. Portfolio share: 0.13% Portfolio value: 6.85M Avg. open price: $36.54 Current price: $59.17 P/L: +61.95% Sold -35.96% shares Q3 2022	share	0.13%	6.85M	$36.54	$59.17	+61.95%	Sold -35.96% shares Q3 2022
Telecom Services TURKCELL ILETISIM HIZMETLERI Portfolio share: 0.13% Portfolio value: 6.84M Avg. open price: $3.07 Current price: $4.36 P/L: +42.08% Bought +148.29% shares Q3 2022	share	0.13%	6.84M	$3.07	$4.36	+42.08%	Bought +148.29% shares Q3 2022
Software—Infrastructure Adobe Inc. Portfolio share: 0.13% Portfolio value: 6.82M Avg. open price: $314.34 Current price: $334.28 P/L: +6.34% Sold -27.71% shares Q3 2022	share	0.13%	6.82M	$314.34	$334.28	+6.34%	Sold -27.71% shares Q3 2022
Capital Markets The Goldman Sachs Group, Inc. Portfolio share: 0.13% Portfolio value: 6.71M Avg. open price: $218.22 Current price: $371.54 P/L: +70.26% Bought +12.70% shares Q3 2022	share	0.13%	6.71M	$218.22	$371.54	+70.26%	Bought +12.70% shares Q3 2022
Semiconductors NVIDIA Corporation Portfolio share: 0.13% Portfolio value: 6.68M Avg. open price: $32.57 Current price: $166.1 P/L: +410.03% Sold -23.39% shares Q3 2022	share	0.13%	6.68M	$32.57	$166.1	+410.03%	Sold -23.39% shares Q3 2022
Credit Services The Western Union Company Portfolio share: 0.12% Portfolio value: 6.54M Avg. open price: $18.11 Current price: $14.15 P/L: -21.88% Bought +34.33% shares Q3 2022	share	0.12%	6.54M	$18.11	$14.15	-21.88%	Bought +34.33% shares Q3 2022
Telecom Services BCE Inc. Portfolio share: 0.12% Portfolio value: 6.54M Avg. open price: $44.73 Current price: $47.06 P/L: +5.22% Sold -15.63% shares Q3 2022	share	0.12%	6.54M	$44.73	$47.06	+5.22%	Sold -15.63% shares Q3 2022
Integrated Freight & Logistics United Parcel Service, Inc. Portfolio share: 0.12% Portfolio value: 6.46M Avg. open price: $185.04 Current price: $181.16 P/L: -2.10% Bought +12.24% shares Q3 2022	share	0.12%	6.46M	$185.04	$181.16	-2.10%	Bought +12.24% shares Q3 2022
Insurance—Property & Casualty ALLSTATE CORP Portfolio share: 0.12% Portfolio value: 6.40M Avg. open price: $92.84 Current price: $128.49 P/L: +38.39% Sold -81.25% shares Q3 2022	share	0.12%	6.40M	$92.84	$128.49	+38.39%	Sold -81.25% shares Q3 2022
Other Industrial Metals & Mining Vale S.A. Portfolio share: 0.12% Portfolio value: 6.36M Avg. open price: $15.35 Current price: $16.46 P/L: +7.27% Sold -13.07% shares Q3 2022	share	0.12%	6.36M	$15.35	$16.46	+7.27%	Sold -13.07% shares Q3 2022
Credit Services ORIX Corporation Portfolio share: 0.12% Portfolio value: 6.35M Avg. open price: $85.12 Current price: $78.34 P/L: -7.97% Sold -10.72% shares Q3 2022	share	0.12%	6.35M	$85.12	$78.34	-7.97%	Sold -10.72% shares Q3 2022
Drug Manufacturers—Specialty & Generic Zoetis Inc. Portfolio share: 0.12% Portfolio value: 6.31M Avg. open price: $179.35 Current price: $155.33 P/L: -13.40% Bought +0.26% shares Q3 2022	share	0.12%	6.31M	$179.35	$155.33	-13.40%	Bought +0.26% shares Q3 2022
Credit Services Ally Financial Inc. Portfolio share: 0.12% Portfolio value: 6.27M Avg. open price: $27.48 Current price: $25.11 P/L: -8.63% Sold -20.77% shares Q3 2022	share	0.12%	6.27M	$27.48	$25.11	-8.63%	Sold -20.77% shares Q3 2022
Banks—Diversified Barclays PLC Portfolio share: 0.12% Portfolio value: 6.26M Avg. open price: $8.64 Current price: $7.7 P/L: -10.90% Bought +7.23% shares Q3 2022	share	0.12%	6.26M	$8.64	$7.7	-10.90%	Bought +7.23% shares Q3 2022
Information Technology Services DXC Technology Company Portfolio share: 0.12% Portfolio value: 6.18M Avg. open price: $42.86 Current price: $27.37 P/L: -36.14% Bought +2.52% shares Q3 2022	share	0.12%	6.18M	$42.86	$27.37	-36.14%	Bought +2.52% shares Q3 2022
Discount Stores Target Corporation Portfolio share: 0.11% Portfolio value: 6.09M Avg. open price: $67.34 Current price: $154.93 P/L: +130.06% Bought +51.94% shares Q3 2022	share	0.11%	6.09M	$67.34	$154.93	+130.06%	Bought +51.94% shares Q3 2022
Specialty Industrial Machinery Illinois Tool Works Inc. Portfolio share: 0.11% Portfolio value: 6.08M Avg. open price: $197.35 Current price: $224.19 P/L: +13.60% Bought +46.89% shares Q3 2022	share	0.11%	6.08M	$197.35	$224.19	+13.60%	Bought +46.89% shares Q3 2022
Auto Parts Magna International Inc. Portfolio share: 0.11% Portfolio value: 6.07M Avg. open price: $50.02 Current price: $59.25 P/L: +18.46% Sold -31.77% shares Q3 2022	share	0.11%	6.07M	$50.02	$59.25	+18.46%	Sold -31.77% shares Q3 2022
Telecom Services TELUS Corporation Portfolio share: 0.11% Portfolio value: 6.06M Avg. open price: $22.68 Current price: $21.35 P/L: -5.87% Sold -2.97% shares Q3 2022	share	0.11%	6.06M	$22.68	$21.35	-5.87%	Sold -2.97% shares Q3 2022
Utilities—Regulated Electric Dominion Energy, Inc. Portfolio share: 0.11% Portfolio value: 6.05M Avg. open price: $75.48 Current price: $59.27 P/L: -21.48% Bought +4.96% shares Q3 2022	share	0.11%	6.05M	$75.48	$59.27	-21.48%	Bought +4.96% shares Q3 2022
Staffing & Employment Services Robert Half International Inc. Portfolio share: 0.11% Portfolio value: 6.04M Avg. open price: $90.55 Current price: $75.56 P/L: -16.56% Bought +3.16% shares Q3 2022	share	0.11%	6.04M	$90.55	$75.56	-16.56%	Bought +3.16% shares Q3 2022
Other Industrial Metals & Mining Rio Tinto Group Portfolio share: 0.11% Portfolio value: 6.03M Avg. open price: $44.4 Current price: $69.46 P/L: +56.45% Bought +44.20% shares Q3 2022	share	0.11%	6.03M	$44.4	$69.46	+56.45%	Bought +44.20% shares Q3 2022
Medical Instruments & Supplies Hologic, Inc. Portfolio share: 0.11% Portfolio value: 6.02M Avg. open price: $70.83 Current price: $75.11 P/L: +6.04% Sold -35.31% shares Q3 2022	share	0.11%	6.02M	$70.83	$75.11	+6.04%	Sold -35.31% shares Q3 2022
Specialty Business Services Cintas Corporation Portfolio share: 0.11% Portfolio value: 6.00M Avg. open price: $285.63 Current price: $459.41 P/L: +60.84% Bought +114.88% shares Q3 2022	share	0.11%	6.00M	$285.63	$459.41	+60.84%	Bought +114.88% shares Q3 2022
Oil & Gas Integrated BP p.l.c. Portfolio share: 0.11% Portfolio value: 5.99M Avg. open price: $26.64 Current price: $35 P/L: +31.38% Bought +66.61% shares Q3 2022	share	0.11%	5.99M	$26.64	$35	+31.38%	Bought +66.61% shares Q3 2022
Capital Markets Jefferies Financial Group Inc. Portfolio share: 0.11% Portfolio value: 5.96M Avg. open price: $31.37 Current price: $36.09 P/L: +15.06% Sold -1.70% shares Q3 2022	share	0.11%	5.96M	$31.37	$36.09	+15.06%	Sold -1.70% shares Q3 2022
Insurance—Diversified Sun Life Financial Inc. Portfolio share: 0.11% Portfolio value: 5.95M Avg. open price: $41.3 Current price: $46.7 P/L: +13.08% Sold -15.21% shares Q3 2022	share	0.11%	5.95M	$41.3	$46.7	+13.08%	Sold -15.21% shares Q3 2022
Computer Hardware Seagate Technology Holdings plc Portfolio share: 0.11% Portfolio value: 5.88M Avg. open price: $39.12 Current price: $52.25 P/L: +33.55% Sold -42.90% shares Q3 2022	share	0.11%	5.88M	$39.12	$52.25	+33.55%	Sold -42.90% shares Q3 2022
Telecom Services T-Mobile US, Inc. Portfolio share: 0.11% Portfolio value: 5.84M Avg. open price: $85.84 Current price: $150.62 P/L: +75.46% Bought +52.72% shares Q3 2022	share	0.11%	5.84M	$85.84	$150.62	+75.46%	Bought +52.72% shares Q3 2022
Vanguard Dividend Appreciation Index Fund Portfolio share: 0.11% Portfolio value: 5.83M Avg. open price: $117.5 Current price: $156.13 P/L: +32.87% Sold -2.79% shares Q3 2022	share	0.11%	5.83M	$117.5	$156.13	+32.87%	Sold -2.79% shares Q3 2022
Insurance Brokers Aon plc Portfolio share: 0.11% Portfolio value: 5.77M Avg. open price: $161.76 Current price: $308.89 P/L: +90.95% Bought +99.19% shares Q3 2022	share	0.11%	5.77M	$161.76	$308.89	+90.95%	Bought +99.19% shares Q3 2022
Insurance—Life Aflac Incorporated Portfolio share: 0.11% Portfolio value: 5.76M Avg. open price: $42.7 Current price: $71.05 P/L: +66.39% Bought +55.86% shares Q3 2022	share	0.11%	5.76M	$42.7	$71.05	+66.39%	Bought +55.86% shares Q3 2022
Communication Equipment Motorola Solutions, Inc. Portfolio share: 0.11% Portfolio value: 5.71M Avg. open price: $72.2 Current price: $268.23 P/L: +271.52% Sold -13.37% shares Q3 2022	share	0.11%	5.71M	$72.2	$268.23	+271.52%	Sold -13.37% shares Q3 2022
Furnishings, Fixtures & Appliances Leggett & Platt, Incorporated Portfolio share: 0.11% Portfolio value: 5.68M Avg. open price: $37.99 Current price: $34.92 P/L: -8.08% Sold -1.92% shares Q3 2022	share	0.11%	5.68M	$37.99	$34.92	-8.08%	Sold -1.92% shares Q3 2022
Financial Data & Stock Exchanges FactSet Research Systems Inc. Portfolio share: 0.11% Portfolio value: 5.65M Avg. open price: $405.76 Current price: $459.09 P/L: +13.14% Bought +69.49% shares Q3 2022	share	0.11%	5.65M	$405.76	$459.09	+13.14%	Bought +69.49% shares Q3 2022
Information Technology Services Infosys Limited Portfolio share: 0.11% Portfolio value: 5.59M Avg. open price: $19.45 Current price: $19.75 P/L: +1.55% Sold -6.83% shares Q3 2022	share	0.11%	5.59M	$19.45	$19.75	+1.55%	Sold -6.83% shares Q3 2022
Engineering & Construction Stantec Inc. Portfolio share: 0.11% Portfolio value: 5.59M Avg. open price: $33.46 Current price: $49.04 P/L: +46.57% Sold -8.73% shares Q3 2022	share	0.11%	5.59M	$33.46	$49.04	+46.57%	Sold -8.73% shares Q3 2022
Metal Fabrication Mueller Industries, Inc. Portfolio share: 0.10% Portfolio value: 5.55M Avg. open price: $52.35 Current price: $66.12 P/L: +26.29% Bought +73.65% shares Q3 2022	share	0.10%	5.55M	$52.35	$66.12	+26.29%	Bought +73.65% shares Q3 2022
Insurance—Property & Casualty The Progressive Corporation Portfolio share: 0.10% Portfolio value: 5.43M Avg. open price: $85.08 Current price: $131.26 P/L: +54.28% Sold -82.29% shares Q3 2022	share	0.10%	5.43M	$85.08	$131.26	+54.28%	Sold -82.29% shares Q3 2022
Semiconductors QUALCOMM Incorporated Portfolio share: 0.10% Portfolio value: 5.33M Avg. open price: $60.18 Current price: $123.3 P/L: +104.89% Sold -3.88% shares Q3 2022	share	0.10%	5.33M	$60.18	$123.3	+104.89%	Sold -3.88% shares Q3 2022
Entertainment The Walt Disney Company Portfolio share: 0.10% Portfolio value: 5.30M Avg. open price: $106.38 Current price: $95.93 P/L: -9.83% Bought +25.30% shares Q3 2022	share	0.10%	5.30M	$106.38	$95.93	-9.83%	Bought +25.30% shares Q3 2022
Entertainment Fox Corporation Portfolio share: 0.10% Portfolio value: 5.29M Avg. open price: $38.79 Current price: $32.01 P/L: -17.49% Sold -32.68% shares Q3 2022	share	0.10%	5.29M	$38.79	$32.01	-17.49%	Sold -32.68% shares Q3 2022
Semiconductors Micron Technology, Inc. Portfolio share: 0.10% Portfolio value: 5.26M Avg. open price: $49.98 Current price: $54.04 P/L: +8.13% Bought +55.22% shares Q3 2022	share	0.10%	5.26M	$49.98	$54.04	+8.13%	Bought +55.22% shares Q3 2022
Specialty Business Services Thomson Reuters Corporation Portfolio share: 0.10% Portfolio value: 5.17M Avg. open price: $58.4 Current price: $116.7 P/L: +99.84% Bought +3.41% shares Q3 2022	share	0.10%	5.17M	$58.4	$116.7	+99.84%	Bought +3.41% shares Q3 2022
iShares Core S&P Total U.S. Stock Market ETF Portfolio share: 0.10% Portfolio value: 5.14M Avg. open price: $90.15 Current price: $88.61 P/L: -1.70% Bought +92.97% shares Q3 2022	share	0.10%	5.14M	$90.15	$88.61	-1.70%	Bought +92.97% shares Q3 2022
Banks—Regional U.S. Bancorp Portfolio share: 0.10% Portfolio value: 5.14M Avg. open price: $43.36 Current price: $43.91 P/L: +1.27% Sold -0.69% shares Q3 2022	share	0.10%	5.14M	$43.36	$43.91	+1.27%	Sold -0.69% shares Q3 2022
Software—Application Intuit Inc. Portfolio share: 0.09% Portfolio value: 5.00M Avg. open price: $233.86 Current price: $395.14 P/L: +68.97% Bought +20.04% shares Q3 2022	share	0.09%	5.00M	$233.86	$395.14	+68.97%	Bought +20.04% shares Q3 2022
Household & Personal Products Colgate-Palmolive Company Portfolio share: 0.09% Portfolio value: 4.99M Avg. open price: $75.06 Current price: $77.12 P/L: +2.74% Bought +10.85% shares Q3 2022	share	0.09%	4.99M	$75.06	$77.12	+2.74%	Bought +10.85% shares Q3 2022
Utilities—Regulated Electric Consolidated Edison, Inc. Portfolio share: 0.09% Portfolio value: 4.98M Avg. open price: $77.46 Current price: $97.37 P/L: +25.70% Sold -4.09% shares Q3 2022	share	0.09%	4.98M	$77.46	$97.37	+25.70%	Sold -4.09% shares Q3 2022
Semiconductors ON Semiconductor Corporation Portfolio share: 0.09% Portfolio value: 4.92M Avg. open price: $29.57 Current price: $71.57 P/L: +142.03% Sold -6.15% shares Q3 2022	share	0.09%	4.92M	$29.57	$71.57	+142.03%	Sold -6.15% shares Q3 2022
Banks—Regional The PNC Financial Services Group, Inc. Portfolio share: 0.09% Portfolio value: 4.86M Avg. open price: $114.15 Current price: $153.11 P/L: +34.13% Bought +40.98% shares Q3 2022	share	0.09%	4.86M	$114.15	$153.11	+34.13%	Bought +40.98% shares Q3 2022
Drug Manufacturers—General Novartis AG Portfolio share: 0.09% Portfolio value: 4.86M Avg. open price: $84.05 Current price: $90.96 P/L: +8.22% Sold -3.76% shares Q3 2022	share	0.09%	4.86M	$84.05	$90.96	+8.22%	Sold -3.76% shares Q3 2022
Oil & Gas E&P Ovintiv Inc. Portfolio share: 0.09% Portfolio value: 4.86M Avg. open price: $51.09 Current price: $51.51 P/L: +0.83% Bought +21.98% shares Q3 2022	share	0.09%	4.86M	$51.09	$51.51	+0.83%	Bought +21.98% shares Q3 2022
Farm Products Industrias Bachoco, S.A.B. de C.V. Portfolio share: 0.09% Portfolio value: 4.86M Avg. open price: $43.06 Current price: $49.69 P/L: +15.40% Bought +75.42% shares Q3 2022	share	0.09%	4.86M	$43.06	$49.69	+15.40%	Bought +75.42% shares Q3 2022
Utilities—Regulated Electric WEC Energy Group, Inc. Portfolio share: 0.09% Portfolio value: 4.84M Avg. open price: $85.82 Current price: $94.25 P/L: +9.83% Sold -5.70% shares Q3 2022	share	0.09%	4.84M	$85.82	$94.25	+9.83%	Sold -5.70% shares Q3 2022
Residential Construction Lennar Corporation Portfolio share: 0.09% Portfolio value: 4.81M Avg. open price: $58.45 Current price: $87.35 P/L: +49.45% Bought +173.74% shares Q3 2022	share	0.09%	4.81M	$58.45	$87.35	+49.45%	Bought +173.74% shares Q3 2022
Specialty Retail Williams-Sonoma, Inc. Portfolio share: 0.09% Portfolio value: 4.80M Avg. open price: $169.65 Current price: $113.42 P/L: -33.15% Sold -3.40% shares Q3 2022	share	0.09%	4.80M	$169.65	$113.42	-33.15%	Sold -3.40% shares Q3 2022
Semiconductor Equipment & Materials ASML Holding N.V. Portfolio share: 0.09% Portfolio value: 4.79M Avg. open price: $471.62 Current price: $601.13 P/L: +27.46% Bought +10.64% shares Q3 2022	share	0.09%	4.79M	$471.62	$601.13	+27.46%	Bought +10.64% shares Q3 2022
Medical Care Facilities Universal Health Services, Inc. Portfolio share: 0.09% Portfolio value: 4.71M Avg. open price: $142.17 Current price: $127.36 P/L: -10.42% Bought +2.55% shares Q3 2022	share	0.09%	4.71M	$142.17	$127.36	-10.42%	Bought +2.55% shares Q3 2022
iShares 7-10 Year Treasury Bond ETF Portfolio share: 0.09% Portfolio value: 4.71M Avg. open price: $110.62 Current price: $97.68 P/L: -11.70% Bought +88.02% shares Q3 2022	share	0.09%	4.71M	$110.62	$97.68	-11.70%	Bought +88.02% shares Q3 2022
Other Industrial Metals & Mining Teck Resources Limited Portfolio share: 0.09% Portfolio value: 4.65M Avg. open price: $20.4 Current price: $36.19 P/L: +77.41% Bought +4.59% shares Q3 2022	share	0.09%	4.65M	$20.4	$36.19	+77.41%	Bought +4.59% shares Q3 2022
Marine Shipping Grindrod Shipping Holdings Ltd. Portfolio share: 0.09% Portfolio value: 4.58M Avg. open price: $19.08 Current price: $20.98 P/L: +9.99% Bought +144.24% shares Q3 2022	share	0.09%	4.58M	$19.08	$20.98	+9.99%	Bought +144.24% shares Q3 2022
Discount Stores Dollar General Corporation Portfolio share: 0.09% Portfolio value: 4.55M Avg. open price: $207.28 Current price: $245.93 P/L: +18.64% Bought +60.35% shares Q3 2022	share	0.09%	4.55M	$207.28	$245.93	+18.64%	Bought +60.35% shares Q3 2022
Utilities—Regulated Electric The Southern Company Portfolio share: 0.08% Portfolio value: 4.51M Avg. open price: $67.76 Current price: $67.48 P/L: -0.41% Bought +167.87% shares Q3 2022	share	0.08%	4.51M	$67.76	$67.48	-0.41%	Bought +167.87% shares Q3 2022
Confectioners Mondelez International, Inc. Portfolio share: 0.08% Portfolio value: 4.50M Avg. open price: $59.12 Current price: $67.43 P/L: +14.05% Sold -10.11% shares Q3 2022	share	0.08%	4.50M	$59.12	$67.43	+14.05%	Sold -10.11% shares Q3 2022

Showing TOP 250 O'SHAUGHNESSY ASSET MANAGEMENT's 13F holdings.

Frequently Asked Questions (FAQ)

What is the biggest position of O'SHAUGHNESSY ASSET MANAGEMENT, LLC?

The biggest position of the O'SHAUGHNESSY ASSET MANAGEMENT, LLC is Apple Inc. (AAPL) with 1.73% portfolio share worth of 92.26M US dollars.

Top 5 O'SHAUGHNESSY ASSET MANAGEMENT's holdings represent 7.68% of the portfolio:

Apple Inc. (AAPL) – 1.73%
Citigroup Inc. (C) – 1.56%
Marathon Petroleum Corporation (MPC) – 1.5%
Altria Group, Inc. (MO) – 1.48%
Microsoft Corporation (MSFT) – 1.41%

Who is the portfolio manager of O'SHAUGHNESSY ASSET MANAGEMENT, LLC?

The portfolio manager of the O'SHAUGHNESSY ASSET MANAGEMENT, LLC is .

What is the total asset value of the O'SHAUGHNESSY ASSET MANAGEMENT, LLC portfolio?

O'SHAUGHNESSY ASSET MANAGEMENT, LLC total asset value (portfolio value) is 5.32B US dollars.

Who is ?

is the portfolio manager of the O'SHAUGHNESSY ASSET MANAGEMENT, LLC.

What is (O'SHAUGHNESSY ASSET MANAGEMENT, LLC) fund performance?

O'SHAUGHNESSY ASSET MANAGEMENT's quarterly performance is -20.07%, annualy -56.36%. In the past 3 years, the value of 's portfolio has decreased by -41%. In the past 5 years, the value of the portfolio has decreased by -33%.

What is the O'SHAUGHNESSY ASSET MANAGEMENT, LLC CIK?

O'SHAUGHNESSY ASSET MANAGEMENT's Central Index Key is 0001423442 .

O'SHAUGHNESSY ASSET MANAGEMENT, LLC Holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC portfolio value:

O'SHAUGHNESSY ASSET MANAGEMENT, LLC quarter portfolio value change:

O'SHAUGHNESSY ASSET MANAGEMENT, LLC 1 year portfolio value change:

O'SHAUGHNESSY ASSET MANAGEMENT, LLC 3 years portfolio value change:

O'SHAUGHNESSY ASSET MANAGEMENT, LLC 5 years portfolio value change: