# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043528
**Filing Date:** 2023-2
**Character Count:** 404823
**Document Hash:** 8b6a71f575c4a29e8e7f1f3987c1d988
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043528.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043528

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 23675320

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Small Cap Multi-Style Fund (Series ID: S000040064)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000124383 | Class I      | QSMLX           |
| C000124384 | Class N      | QSMNX           |
| C000144291 | Class R6     | QSERX           |

## Nport-Ex

Schedule of Investments

December 31, 2022 (Unaudited)

AQR LARGE CAP MULTISTYLE FUND

| INVESTMENTS | SHARES | VALUE (B) | INVESTMENTS | SHARES | VALUE (B) |
| --- | --- | --- | --- | --- | --- |
| COMMON STOCKS - 84.5% |  |  | Chemicals - 5.8% (continued) |  |  |
| Agri-Funds - 5.8% |  |  | Lowest/Based Industries Wt. Class |  |  |
| Agri-Funds - 5.8% |  |  | Moisture Co. (The) |  |  |
| Agri-Funds - 5.8% |  |  | Oil Corp. |  |  |
| Carbohydrates Corp. | 7,305 | 1,228,801 |  |  |  |
| General Dynamics Corp. | 4,028 | 998,397 |  |  |  |
| Hayward Energy, Inc. | -0,078 | 1,576,306 |  |  |  |
| Huntington-Ingalls Industries, Inc. | 18,118 | 3,718,331 |  |  |  |
| Lockheed Martin Corp. | 1,247 | 666,650 |  |  |  |
|  |  |  | Commercial Services & Supplies - 5.8% |  |  |

See notes to Schedule of Investments.

(Continued)

AQR Funds | N-PORT Part F | December 2022

1

See notes to Schedule of Investments.

(Continued)

AQR Funds | N-PORT Part F | December 2022

8

| INVESTMENTS | SHARES | VALUE (R) | INVESTMENTS | SHARES | VALUE (R) |
| --- | --- | --- | --- | --- | --- |
| Food & Staples Retailing - 3.0% (continued) | 99,357 | 16,824,600 | ITW/AG/AG - 2.0% | 1,331 | 543,466 |
| Walnut, Inc. |  |  | AG/AG - 2.0% | 13,142 | 1,617,347 |
| Automobiles - 0.0% |  | 12,001,574 | AG/AG - 2.0% | 13,142 | 1,617,347 |
| Food Products - 1.0% | 37,048 | 1,246,236 | AG/AG - 2.0% | 12,302 | 1,207,413 |
| Foods, Inc. | 53,124 | 5,543,814 | AG/AG - 2.0% | 12,302 | 1,207,413 |
| Action Canada Midland Co. | 10,000 | 1,018,000 | AG/AG - 2.0% | 12,302 | 1,207,413 |
| Flowers Foods, Inc. | 10,214 | 7,788,600 | AG/AG - 2.0% | 12,302 | 1,207,413 |

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR LARGE CAP MULTISTYLE FUND[{"box_2d": [10, 54, 469, 110], "label": "table", "caption": "

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| SUBDIVISION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Depreciation | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<table><thead><tr><th>SUBDIVISION</th><th>1st Qtr</th><th>2nd Qtr</th><th>3rd Qtr</th></tr></thead><tr><td>Depreciation</td><td>1,000,000

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP MULTISTYLE FUND[{"box_2d": [10, 52, 469, 110], "label": "table", "caption": "

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

| Capital | Value | % OF NET | Capital | Value | % OF NET |
| --- | --- | --- | --- | --- | --- |
| Capital | $1,000,000 | 1,000,000 | Capital | 1,000,000 | 1,000,000 |

<table><thead

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| REVENUE | 2,000,000 | 2,000,000 | REVENUE | 2,000,000 | 2,000,000 |
| --- | --- | --- | --- | --- | --- |
| REVENUE | 2,000,000 | 2,000,000 | REVENUE | 2,000,000 | 2,000,000 |
| REVENUE | 2,000,000 | 2,000,000 | REVENUE | 2,000,000 | 2,000,000 |
| REVENUE | 2,000,000 | 2,000,000 | REVENUE | 2,000,000 | 2,000,000 |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

9

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR SMALL CAP MULTI-STYLE FUND[{"box_2d": [10, 54, 469, 110], "label": "table", "caption": "

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| ASSET | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- |
| ASSET | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<table><thead><tr><th>ASSET</th><th>1</th><th>2</th><th>3</th><th>4</th><th>5</th><th>6</th></tr></thead><tr><td>ASSET</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td><

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP MULTI-STYLE FUND

| ASSOCIATES, Inc. and its respective ASC | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| ASSOCIATES, Inc. and its respective ASC | 1,000,000 | 1,000,000 |
| ASSOCIATES, Inc. and its respective ASC | 1,000,000 | 1,000,000 |
| ASSOCIATES, Inc. and its respective ASC | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AOR Funds | N-PORT Part F | December 2022

7

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| RETAIL | RETAIL | RETAIL | RETAIL |
| --- | --- | --- | --- |
| 1.0% | 1.0% | 1.0% | 1.0% |
| 1.0% | 1.0% | 1.0% | 1.0% |
| 1.0% | 1.0% | 1.0% | 1.0% |
| 1.0% | 1.0% | 1.0% | 1.0% |
| 1.0% | 1.0% | 1.0% | 1.0% |
| 1.0% | 1.0% | 1.0% | 1.0% |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

8

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| Investment Name | Value | Total |
| --- | --- | --- |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |
| AMERICAN EXPRESS, Inc. | $0.00 | $0.00 |

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)

9

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| REVENUE | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |  |
| --- | --- | --- | --- | --- | --- | --- |
| REVENUE | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr | 6th Qtr |
| REVENUE | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr | 6th Qtr |
| REVENUE | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr | 6th Qtr |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

10

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITAL'S STYLE FUND

![img-0.jpeg](img-0.jpeg)

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)
11

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| Total | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| Cost of sales | $1,000,000 | $1,000,000 |
| Gross profit | $1,000,000 | $1,000,000 |
| Operating income | $1,000,000 | $1,000,000 |
| Net income | $1,000,000 | $1,000,000 |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

12

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

| At securities are United States companies, unless stated otherwise in the following section. | 12,000 | 10,000 |
| --- | --- | --- |
| At securities are United States companies, unless stated otherwise in the following section. | 12,000 | 10,000 |
| At securities are United States companies, unless stated otherwise in the following section. | 12,000 | 10,000 |
| At securities are United States companies, unless stated otherwise in the following section. | 12,000 | 10,000 |

See notes to Schedule of Investments.

AOR Funds | N-PORT Part F | December 2022

13

Schedule of Investments

December 31, 2022

# AOR INTERNATIONAL MULTI-STYLE FUND

| Investments, Liabilities and other liabilities | 2022 | 2021 |
| --- | --- | --- |
| Investments, Liabilities and other liabilities | 2022 | 2021 |
| Investments, Liabilities and other liabilities | 2022 | 2021 |
| Investments, Liabilities and other liabilities | 2022 | 2021 |
| Investments, Liabilities and other liabilities | 2022 | 2021 |

14

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)

Schedule of Investments

December 31, 2022

# AOR INTERNATIONAL MULTI-ETYLE FUND

| REVENUE | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| REVENUE | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| REVENUE | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)
15

Schedule of Investments

December 31, 2022

# AOR INTERNATIONAL MULTI-STYLE FUND

| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |

16

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)

Schedule of Investments

December 31, 2022

# AQR INTERNATIONAL MULTI-STYLE FUND

| Unit: RCT | 30,000 | In 1,000,000 | Balance (in millions) (in €) | 107,000 | 4,773,000 |
| --- | --- | --- | --- | --- | --- |
| Balance (in €) | 30,000 | In 1,000,000 | Balance (in millions) (in €) | 107,000 | 4,773,000 |
| Balance (in €) | 30,000 | In 1,000,000 | Balance (in millions) (in €) | 107,000 | 4,773,000 |
| Balance (in €) | 30,000 | In 1,000,000 | Balance (in millions) (in €) | 107,000 | 4,773,000 |

![img-1.jpeg](img-1.jpeg)

Securities in Schedule of Investments
AQR Funds | N-PORT Part F | December 2022

17

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR OWNERS MULTISTYLE FUNDS

| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 2,000,000 | 2,000,000 | 2,000,000 | 2,000,000 |
| 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| 4,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |
| 5,000,000 | 5,000,000 | 5,000,000 | 5,000,000 |
| 6,000,000 | 6,000,000 | 6,000,000 | 6,000,000 |
| 7,000,000 | 7,000,000 | 7,000,000 | 7,000,000 |
| 8,000,000 | 8,000,000 | 8,000,000 | 8,000,000 |
| 9,000,000 | 9,000,000 | 9,000,000 | 9,000,000 |
| 10,000,000 | 10,000,000 | 10,000,000 | 10,000,000 |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

18

Schedule of Investments

December 31, 2022 (Unaudited)

# AOF EMERGING MULTI-STYLE FUNDS

| DESCRIPTION | QUANTITY | UNIT | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |
| AMERICAN EXPRESS LIMITED | 1 | EA | 1.00 | 1.00 |

See notes to Schedule of Investments.
AOF Funds | N-PORT Part F | December 2022

(Continued)
19

Schedule of Investments

December 31, 2022 (Unaudited)

# AOF OWNERSHIP MULTI-STYLE, LIFO

| Total AOF (LIFO) | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| Total AOF (LIFO) | 1,000,000 | 1,000,000 |
| Total AOF (LIFO) | 1,000,000 | 1,000,000 |
| Total AOF (LIFO) | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AOF Funds | N-PORT Part F | December 2022

20

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR EMERGING MULTI-STYLE FUNDS

![img-0.jpeg](img-0.jpeg)

See notes to Schedule of Investments.
AQR Funds | N-PORT Part F | December 2022

(Continued)
21

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR EMERGING MULTI-STYLE X-FUND

| 1. 2023-2024 | 1. 2023-2024 | 1. 2023-2024 | 1. 2023-2024 |
| --- | --- | --- | --- |
| 2. 2023-2024 | 2. 2023-2024 | 2. 2023-2024 | 2. 2023-2024 |
| 3. 2023-2024 | 3. 2023-2024 | 3. 2023-2024 | 3. 2023-2024 |
| 4. 2023-2024 | 4. 2023-2024 | 4. 2023-2024 | 4. 2023-2024 |
| 5. 2023-2024 | 5. 2023-2024 | 5. 2023-2024 | 5. 2023-2024 |
| 6. 2023-2024 | 6. 2023-2024 | 6. 2023-2024 | 6. 2023-2024 |
| 7. 2023-2024 | 7. 2023-2024 | 7. 2023-2024 | 7. 2023-2024 |
| 8. 2023-2024 | 8. 2023-2024 | 8. 2023-2024 | 8. 2023-2024 |
| 9. 2023-2024 | 9. 2023-2024 | 9. 2023-2024 | 9. 2023-2024 |
| 10. 2023-2024 | 10. 2023-2024 | 10. 2023-2024 | 10. 2023-2024 |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

22

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR EMERGING MULTI-STYLE FUNDS

| Net Investment (Net Investment) as of December 31, 2022 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| --- | --- | --- | --- | --- |
| Net Investment (Net Investment) as of December 31, 2021 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2020 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2019 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2018 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2017 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2016 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |
| Net Investment (Net Investment) as of December 31, 2015 | 2,000,000 | Net Investment (Net Investment) | 24,467,000 | 2,000,000 |

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

23

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP MOMENTUM STYLE FUND

| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

24

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP MOMENTUM STYLE FUND

| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022

25

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP INVENTION STYLE FUND

| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

26

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP INVENTION STYLE FUND

| Bank of India, India | 1,000,000 | 1,000,000 | Bank of India, India | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Bank of India, India | 1,000,000 | 1,000,000 | Bank of India, India | 1,000,000 | 1,000,000 |
| Bank of India, India | 1,000,000 | 1,000,000 | Bank of India, India | 1,000,000 | 1,000,000 |
| Bank of India, India | 1,000,000 | 1,000,000 | Bank of India, India | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022

27

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR LARGE CAP INVENTION STYLE FUND

| Balance at December 31, 2022 | 1,000,000 | 1,000,000 | Balance at December 31, 2022 | 1,000,000 |
| --- | --- | --- | --- | --- |
| Balance at December 31, 2021 | 1,000,000 | 1,000,000 | Balance at December 31, 2021 | 1,000,000 |
| Balance at December 31, 2020 | 1,000,000 | 1,000,000 | Balance at December 31, 2020 | 1,000,000 |
| Balance at December 31, 2019 | 1,000,000 | 1,000,000 | Balance at December 31, 2019 | 1,000,000 |
| Balance at December 31, 2018 | 1,000,000 | 1,000,000 | Balance at December 31, 2018 | 1,000,000 |
| Balance at December 31, 2017 | 1,000,000 | 1,000,000 | Balance at December 31, 2017 | 1,000,000 |
| Balance at December 31, 2016 | 1,000,000 | 1,000,000 | Balance at December 31, 2016 | 1,000,000 |
| Balance at December 31, 2015 | 1,000,000 | 1,000,000 | Balance at December 31, 2015 | 1,000,000 |
| Balance at December 31, 2014 | 1,000,000 | 1,000,000 | Balance at December 31, 2014 | 1,000,000 |
| Balance at December 31, 2013 | 1,000,000 | 1,000,000 | Balance at December 31, 2013 | 1,000,000 |
| Balance at December 31, 2012 | 1,000,000 | 1,000,000 | Balance at December 31, 2012 | 1,000,000 |

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28

See notes to Schedule of Investments.

AOR Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INVENTORY STYLE FUND

| Schedule of Investments | December 31, 2022 | 2021 |
| --- | --- | --- |
| Net Income | $1,000,000 | $1,000,000 |
| Net Income (losses) - 0.12% of net income | 1,000,000 | 1,000,000 |
| Net Income (losses) - 0.0% | 1,000,000 | 1,000,000 |
| Net Income (losses) - 0.0% | 1,000,000 | 1,000,000 |
| Net Income (losses) - 0.0% | 1,000,000 | 1,000,000 |
| Net Income (losses) - 0.0% | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)
29

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INVENTORY STYLE FUND[{"box_2d": [10, 54, 469, 110], "label": "table", "caption": "

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

<table><thead><tr><th>DESCRIPTION</th><th>1st Qtr</th><th>2nd Qtr</th><th>3rd Qtr</th></thead><tr><td

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENIUM STYLE FUND[{"box_2d": [10, 54, 469, 110], "label": "table", "caption": "

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |
| --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 1st Qtr | 2nd Qtr | 3rd Qtr |  |  |
| --- | --- | --- | --- | --- | --- |
| Investment in the Company | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<table><thead><tr><th>DESCRIPTION</th><

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INVENTORY STYLE FUND

| INVESTMENTS | 2022 | 2021 | 2020 | 2019 |
| --- | --- | --- | --- | --- |
| EBITDA | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| EBITDA (EBITDA) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| EBITDA (EBITDA) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| EBITDA (EBITDA) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

32

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENON STYLE FUND

| Fund | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr |
| --- | --- | --- | --- | --- |
| 1. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 6. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 7. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 8. AOR | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)

33

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENIUM STYLE FUND

| ASSETS | 1st Qtr 2022 | 2nd Qtr 2021 | 2nd Qtr 2020 | 2nd Qtr 2019 |
| --- | --- | --- | --- | --- |
| Net Assets | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Cash and cash equivalents at end of year | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Cash and cash equivalents at end of year | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Cash and cash equivalents at end of year | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

34

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENIUM STYLE FUND

| Total | 1,000,000 | 1,000,000 | Total | 1,000,000 |
| --- | --- | --- | --- | --- |
| Total | 1,000,000 | 1,000,000 | Total | 1,000,000 |
| Total | 1,000,000 | 1,000,000 | Total | 1,000,000 |
| Total | 1,000,000 | 1,000,000 | Total | 1,000,000 |

Securities in Schedule of Investments
AOR Funds | N-PORT Part F | December 2022

(Continued)
35

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INNOVATION STYLE FUND

| Balance at December 31, 2022 | 1,000,000 | 1,000,000 | Balance at December 31, 2022 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Balance at December 31, 2021 | 1,000,000 | 1,000,000 | Balance at December 31, 2021 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2020 | 1,000,000 | 1,000,000 | Balance at December 31, 2020 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2019 | 1,000,000 | 1,000,000 | Balance at December 31, 2019 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2018 | 1,000,000 | 1,000,000 | Balance at December 31, 2018 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2017 | 1,000,000 | 1,000,000 | Balance at December 31, 2017 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2016 | 1,000,000 | 1,000,000 | Balance at December 31, 2016 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2015 | 1,000,000 | 1,000,000 | Balance at December 31, 2015 | 1,000,000 | 1,000,000 |
| Balance at December 31, 2014 | 1,000,000 | 1,000,000 | Balance at December 31, 2014 | 1,000,000 | 1,000,000 |

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[{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}]

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[{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}]

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[{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}][{"box_2d": [413, 244, 470, 244], "label": "text", "---"}]

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[{"box_2

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INNOVATION STYLE FUND

| Fund | Value | Total | Fund | Value | Total |
| --- | --- | --- | --- | --- | --- |
| 1 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 2 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 3 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 4 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 5 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 6 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 7 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 8 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| 9 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

37

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENIUM STYLE FUND

| Name | Amount | Amount |
| --- | --- | --- |
| 1. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 2. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 3. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 4. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 5. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 6. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 7. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 8. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 9. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |
| 10. The Company's Shareholders' Equity | $1,000,000 | $1,000,000 |

Securities in Schedule of Investments

AOR Funds | N-PORT Part F | December 2022

30

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE FUND

REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992

REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992

REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992

REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992
REVENUE OF THE 1992

Securities in Schedule of Investments
AQP Funds | N-PORT Part F | December 2022

(Continued)
39

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL MOMENTUM OFFICE FUND

| International | 1,000,000 | 4,000,000 | International | 1,000,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- |
| International | 1,000,000 | 4,000,000 | International | 1,000,000 | 4,000,000 |
| International | 1,000,000 | 4,000,000 | International | 1,000,000 | 4,000,000 |
| International | 1,000,000 | 4,000,000 | International | 1,000,000 | 4,000,000 |

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

40

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM STYLE FUND

| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments
AQP Funds | N-PORT Part F | December 2022

(Continued)
41

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE FUND

| REVENUE | 1,000,000 | 1,000,000 | REVENUE | 1,000,000 |
| --- | --- | --- | --- | --- |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 |
| LIABILITIES | 1,000,000 | 1,000,000 | LIABILITIES | 1,000,000 |
| LIABILITIES AND CASH FLOW | 1,000,000 | 1,000,000 | LIABILITIES | 1,000,000 |
| LIABILITIES AND CASH FLOW IN SECURITIES | 1,000,000 | 1,000,000 | LIABILITIES | 1,000,000 |
| LIABILITIES AND CASH FLOW IN SECURITIES | 1,000,000 | 1,000,000 | LIABILITIES | 1,000,000 |
| LIABILITIES AND CASH FLOW IN SECURITIES | 1,000,000 | 1,000,000 | LIABILITIES | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

42

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE EURO

| NUMBER OF | EXPIRATION | TRADING | NOTIONAL | VALUE AND UNREALIZED APPROXIMATION |
| --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

43

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR LARGE CAP DEFENSIVE STYLE FUND

| Depreciation of the 1st and 2nd of net assets | 1,000,000 | Depreciation of the 1st and 2nd of net assets | 1,000,000 |
| --- | --- | --- | --- |
| Depreciation of the 1st and 2nd of net assets | 1,000,000 | Depreciation of the 1st and 2nd of net assets | 1,000,000 |
| Depreciation of the 1st and 2nd of net assets | 1,000,000 | Depreciation of the 1st and 2nd of net assets | 1,000,000 |
| Depreciation of the 1st and 2nd of net assets | 1,000,000 | Depreciation of the 1st and 2nd of net assets | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

44

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Investments & Companies | 1,000,000 | 1,000,000 | Investments & Companies | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 | Investments | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments
AQR Funds | N-PORT Part F | December 2022

(Continued)
45

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

| INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 | INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 | INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 |
| INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 | INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 |
| INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 | INVESTMENT OF THE SECURITIES | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

46

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

| 1. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| 2. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 6. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 7. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 8. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 9. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 10. AQR Funded by AQR, Inc. | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022 47

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

| Accumulated other than the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| Accumulated other than the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | 1,000,000 | 1,000,000 |
| Accumulated other than the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | 1,000,000 | 1,000,000 |

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

48

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL GEOSOCO STYLE FUND

| REVENUE | 1,000,000 | 1,000,000 | REVENUE | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |
| ASSETS | 1,000,000 | 1,000,000 | ASSETS | 1,000,000 | 1,000,000 |

![img-0.jpeg](img-0.jpeg)

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

49

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 | International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 | International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 | International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |  |  |  |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |  |  |  |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |  |  |  |
| International Investment & Securities - 2.4% | 1,000,000 | 1,000,000 |  |  |  |

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

50

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

| Investments | 2022 | 2021 |
| --- | --- | --- |
| Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022 51

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITS STYLE FUND

| INVESTMENT (in € million) | 1,000,000 | 10,000,000 | INVESTMENT (in € million) | 1,000,000 | 10,000,000 |
| --- | --- | --- | --- | --- | --- |
| INVESTMENT (in € million) | 1,000,000 | 10,000,000 | INVESTMENT (in € million) | 1,000,000 | 10,000,000 |
| INVESTMENT (in € million) | 1,000,000 | 10,000,000 | INVESTMENT (in € million) | 1,000,000 | 10,000,000 |
| INVESTMENT (in € million) | 1,000,000 | 10,000,000 | INVESTMENT (in € million) | 1,000,000 | 10,000,000 |

52

Securities in Schedule of Investments
AQR Funds | N-PORT Part F | December 2022

(Continued)

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

| Net Interest and other assets | 2,000,000 | 2,000,000 | Total Interest and other assets | 2,000,000 |
| --- | --- | --- | --- | --- |
| Net Interest and other assets | 2,000,000 | 2,000,000 | Total Interest and other assets | 2,000,000 |
| Net Interest and other assets | 2,000,000 | 2,000,000 | Total Interest and other assets | 2,000,000 |
| Net Interest and other assets | 2,000,000 | 2,000,000 | Total Interest and other assets | 2,000,000 |

![img-0.jpeg](img-0.jpeg)

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

53

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| Fund | 2021 | 2020 | 2019 |
| --- | --- | --- | --- |
| Accumulated other than a 2% share of the AQR | $1,000,000 | $1,000,000 | $1,000,000 |
| Accumulated other than a 1% share of the AQR | $1,000,000 | $1,000,000 | $1,000,000 |
| Accumulated other than a 0% share of the AQR | $1,000,000 | $1,000,000 | $1,000,000 |
| Accumulated other than a 0% share of the AQR | $1,000,000 | $1,000,000 | $1,000,000 |
| Accumulated other than a 0% share of the AQR | $1,000,000 |  |  |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

54

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| Fund | Value | Total | Fund | Value | Total |
| --- | --- | --- | --- | --- | --- |
| AQR Global Equity Fund | 1,000,000 | 1,000,000 | AQR Global Equity Fund | 1,000,000 | 1,000,000 |
| AQR Global Equity Fund | 1,000,000 | 1,000,000 | AQR Global Equity Fund | 1,000,000 | 1,000,000 |
| AQR Global Equity Fund | 1,000,000 | 1,000,000 | AQR Global Equity Fund | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022 55

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| REVENUE (in € million) | 2022 | 2021 | 2020 | 2019 |
| --- | --- | --- | --- | --- |
| Net assets acquired | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| Net assets acquired (continued) | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 |  |  |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 |  |  |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 |  |  |
| Net assets acquired (in € million) | 3,000,000 | 3,000,000 |  |  |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

96

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 | REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 | REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 |
| REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 | REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 |
| REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 | REVENUE (Group, Inc. (2)) | 1,000,000 | 1,000,000 |

Securities in Schedule of Investments (Continued)
AQR Funds | N-PORT Part F | December 2022 17

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| Number of shares | Percentage of the total | Percentage of the total |
| --- | --- | --- |
| 1 | 100.00% | 100.00% |
| 2 | 100.00% | 100.00% |
| 3 | 100.00% | 100.00% |
| 4 | 100.00% | 100.00% |
| 5 | 100.00% | 100.00% |
| 6 | 100.00% | 100.00% |
| 7 | 100.00% | 100.00% |
| 8 | 100.00% | 100.00% |
| 9 | 100.00% | 100.00% |
| 10 | 100.00% | 100.00% |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

98

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| REFERENCE | PAYMENTS MADE BY FUND | PAYMENTS RECEIVED BY FUND | PAYMENT | MATURITY | NOTIONAL | VALUE AND UNREALIZED APPRECIATION |
| --- | --- | --- | --- | --- | --- | --- |
| ACQ (AQR) | 1,000,000 | 1,000,000 | 1,000,000 | General Manager | $1,000,000 | 1,000,000 |
| ACQ (AQR) | 1,000,000 | 1,000,000 | 1,000,000 | General Manager | 1,000,000 | 1,000,000 |
| ACQ (AQR) | 1,000,000 | 1,000,000 | 1,000,000 | General Manager | 1,000,000 | 1,000,000 |
| ACQ (AQR) | 1,000,000 | 1,000,000 | 1,000,000 | General Manager | 1,000,000 | 1,000,000 |

See notes to Schedule of Investments.
AQP Funds | N-PORT Part F | December 2022

(Continued)

99

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| CURRENCY FURTHER | CURRENCY FOUR | COUNTERPARTY | SETTLEMENT | UNREALIZED APPLICATIONS |
| --- | --- | --- | --- | --- |
| EUR/USD | EUR/USD | CTG | EUR/USD | EUR/USD |
| EUR/USD | EUR/USD | JPMC | EUR/USD | EUR/USD |

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

60

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

| COMMERCIAL PUBLICATIONS | COMMERCIAL FIELDS | COUNTERPARTY | SETTLEMENT | UNREALIZED APPLICATION |
| --- | --- | --- | --- | --- |
| ACRIFLIGHTS | ACRIFLIGHTS | CTG | ACRIFLIGHTS | ACRIFLIGHTS |
| ACRIFLIGHTS | ACRIFLIGHTS | JPMC | ACRIFLIGHTS | ACRIFLIGHTS |
| ACRIFLIGHTS | ACRIFLIGHTS | CTG | ACRIFLIGHTS | ACRIFLIGHTS |
| ACRIFLIGHTS | ACRIFLIGHTS | JPMC | ACRIFLIGHTS | ACRIFLIGHTS |
| ACRIFLIGHTS | ACRIFLIGHTS | CTG | ACRIFLIGHTS | ACRIFLIGHTS |

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

41

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR INTERNATIONAL EQUITY FUND

| INVESTMENTS | 2022 | 2021 | 2020 |
| --- | --- | --- | --- |
| INVESTMENTS | 1,000,000 | 1,000,000 | 1,000,000 |
| INVESTMENTS | 1,000,000 | 1,000,000 | 1,000,000 |
| INVESTMENTS | 1,000,000 | 1,000,000 | 1,000,000 |
| INVESTMENTS | 1,000,000 | 1,000,000 | 1,000,000 |

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

62

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

| Revenues | 1,000,000 |
| --- | --- |
| Costs and expenses | (1,000,000) |
| Operating income | (1,000,000) |
| Income from operations | (1,000,000) |
| Net income | (1,000,000) |
| Income from operations | (1,000,000) |
| Net income | (1,000,000) |

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

63

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL EQUITY FUND

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

| INDUSTRIAL | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |

</table>

64

See notes to Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR INTERNATIONAL EQUITY FUND

![img-0.jpeg](img-0.jpeg)

![img-1.jpeg](img-1.jpeg)

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

85

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

| REFERENCE | PAYMENTS MADE BY | PAYMENTS RECEIVED BY | PAYMENT | MATURITY | NOTIONAL | VALUE AND UNREALIZED APPRECIATION |
| --- | --- | --- | --- | --- | --- | --- |
| AQP INTERNATIONAL EQUITY FUND | 1,000 | 1,000 | 1,000 | Value of the Company's Equity Fund | 1,000 | 1,000 |
| AQP INTERNATIONAL EQUITY FUND | 1,000 | 1,000 | 1,000 | Value of the Company's Equity Fund | 1,000 | 1,000 |
| AQP INTERNATIONAL EQUITY FUND | 1,000 | 1,000 | 1,000 | Value of the Company's Equity Fund | 1,000 | 1,000 |
| AQP INTERNATIONAL EQUITY FUND | 1,000 | 1,000 | 1,000 | Value of the Company's Equity Fund | 1,000 | 1,000 |

![img-2.jpeg](img-2.jpeg)

![img-3.jpeg](img-3.jpeg)

66

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

![img-4.jpeg](img-4.jpeg)

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

87

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

| COMMERCIAL AUTHORITY | COMMERCIAL NAME | COURTHOUGHT | SETTLEMENT | UNREALIZED APPROPRIATION |
| --- | --- | --- | --- | --- |
| AQP INTERNATIONAL EQUITY FUND | AQP INTERNATIONAL EQUITY FUND | 2022 | 2022 | 2022 |
| AQP INTERNATIONAL EQUITY FUND | AQP INTERNATIONAL EQUITY FUND | 2022 | 2022 | 2022 |
| AQP INTERNATIONAL EQUITY FUND | AQP INTERNATIONAL EQUITY FUND | 2022 | 2022 | 2022 |

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

98

Schedule of Investments

December 31, 2022 (Unaudited)

Abbreviations

| AOR - American Depositary Receipt |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| AOR - Global Depositary Receipt |  |  |  |  |  |  |
| American Depositary Receipt | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| American Depositary Receipt | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| American Depositary Receipt | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |
| American Depositary Receipt | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 | 1,000 |

See notes to Schedule of Investments.

AOR Funds | N-PORT Part F | December 2022

99

Notes to Schedules of Investments

December 31, 2022 (Unaudited)

**Fair Value Hierarchy:** Various inputs are utilized in determining the value of each Fund's investments. GAAP establishes a hierarchy for inputs used in

the investment and the value of observable inputs and minimizes the use of unobservable inputs by requiring the most observable inputs to be available. These inputs are summarized into three broad levels as follows:

| Total Investment | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Total Investment | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 |
| Total Investment | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 | 1,147,000 |
| Total Investment | 1,147,000 | 1,147,000 |  |  |  |  |  |  |
| Total Investment | 1,147,000 | 1,147,000 |  |  |  |  |  |  |
| Total Investment | 1,147,000 | 1,147,000 |  |  |  |  |  |  |
| Total Investment | 1,147,000 | 1,147,000 |  |  |  |  |  |  |

![img-5.jpeg](img-5.jpeg)

70

AQR Funds | N-PORT Part F | December 2022

Notes to Schedules of Investments

December 31, 2022 (Unaudited)[{"box_2d": [10, 32, 469, 114], "label": "table", "caption": "

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |

<table><thead><tr><th>DESCRIPTION</th><th>QUANTITY</th><th>UNIT</th><th>UNIT PRICE</th><th>TOTAL</th></tr></thead><tr><td>REVENUE</td><td>1,000,000</td><td>USD</td><td>1.00</td><

Notes to Schedules of Investments

December 31, 2022 (Unaudited)

| SHOULDING ASSETS |  | LEVEL 1 | LEVEL 2 | LEVEL 3 | TOTAL |
| --- | --- | --- | --- | --- | --- |
| 1 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 3 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 4 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 5 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 6 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 7 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

72

AQR Funds | N-PORT Part F | December 2022

AUGUST, 1970 (1,000,000,000,000) of the unit approved, including proprietary models for which sufficient and reliable data is available. While cover & commercial use of the materials is limited to the purchase of a large, comparable market for markets, other the use of the income approach includes the full responsibility of the firm's employees to purchase the value. In connection with the project due to the use of the whole of the business of the business, the company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business. The company is not a member of the company's business.

| 1. Les services de l'tourisme et de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature | 1. Les services de l'tourisme et de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature |
| --- | --- |
| 2. Les services de l'tourisme et de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature | 1. Les services de l'tourisme et de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature de la nature |

| Total Funds | $ | 865,068,622 | $ | - | $ | 864,968,622 |
| --- | --- | --- | --- | --- | --- | --- |
| Cash and cash equivalents (Currency Exchange Contractor) | $ | (570,848) | $ | (580,768) | $ | (580,768) |
| Liabilities |  |  |  | (84,467) |  | (84,467) |
| Liabilities |  |  |  |  |  | (84,467) |
| Foreign Commercial |  |  |  |  |  |  |
| Foreign Commercial |  |  |  |  |  |  |
| General and Financial |  |  |  |  |  |  |
| Monetary and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |
| Investments and other |  |  |  |  |  |  |

LIABILITIES
1. The Company's share of investment is now occurring in the period 1,728,453
(a) Total assets are not available
(2) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(b) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(c) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(d) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(e) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(f) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(g) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(h) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(i) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(j) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(k) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(l) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(m) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(n) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(o) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(p) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(q) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(r) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(s) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(t) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(u) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(v) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(w) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(x) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(y) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(z) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(w) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(x) Total assets are not available
LIABILITIES
The Company's share of investment is now occurring in the period 1,728,453
(y) Total assets are not available

in **statement** **could** presumably use in solving the securities. Changes in significant market inputs could cause significant changes in value **in** financial management and in aggregate. The value determinations **can** occur in the business through the year 2015, including market **at** the end of 2016. The other results are shown that would have been used but please may be used to proceed.

| COMPARISON | DISPOSITION | STYLE FUNDS | 5 | 52,000,000 | 5 | 372,000,000 | 5 | 1,000,000 | 5 | 1,000,000 | 5 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| For a long-term start on the Public policy regarding the valuation of investments and other significant accounting policies, please refer to the notes to the financial management as disclosed in the most recent serial annual and annual report. |  |  |  |  |  |  |  |  |  |  |  |  |
| 2,000,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |
| Short-term investments |  |  |  |  |  |  |  |  |  |  |  |  |
| 5,000,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |
| 5,000,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |

LAUGHLIN
Fundamentalization
December 6, 2022, the Board of Trustees of the AQR Funds **rapproved** a proposal to liquidate the AQR International Equity (IAPRA) in addition to the Funds scheduled December 2022 annual income and capital assets distribution, the Fund Highland additional (Highland) in which the Fund is based on 31 January 30, 2023, consisting of undistributed income of the Fund, 29 January 27, 2023 (the "Liquidation Date"), the Fund Fields and (other) distribution of its remaining assets proportionately to any shareholders holding shares on the Liquidation Date. The Funds have evaluated subsequent events through the date of issuance of this report and have determined that there are no material events other than that disclosed above.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

**Item A.2. Information about the Series.**

- **a. Name of Series:** AQR Small Cap Multi-Style Fund

- **b. EDGAR series identifier (if any):** S000040064

- **c. LEI of Series:** 549300ZK0OXVB51ZPV91

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $115532693.32

**Total Liabilities:** $81980.05

**Net Assets:** $115450713.27

**Cash Not Reported:** $199192.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000124383 | 12.87%               | 3.87%                | -6.44%               |
| Class ID C000144291 | 12.93%               | 3.86%                | -6.41%               |
| Class ID C000124384 | 12.84%               | 3.81%                | -6.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-62260.87               | $12897542.86                               |
| Month 2  | $-183777.92              | $4470199.45                                |
| Month 3  | $2412.77                 | $-7880451.60                               |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     17777 | NS      | $339007.39    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2771 | NS      | $499805.27    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                   | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      2804 | NS      | $119057.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                            | Renasant Corp.                                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3553 | NS      | $133557.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                 | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      5370 | NS      | $164590.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13965 | NS      | $28907.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                                 | GMS, Inc.                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7975 | NS      | $397155.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     25083 | NS      | $160280.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1421 | NS      | $52548.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4008 | NS      | $193947.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar, Inc.                                          | Globalstar, Inc.                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     28658 | NS      | $38115.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                         | Foot Locker, Inc.                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1335 | NS      | $50449.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                               | Brinker International, Inc.                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      2169 | NS      | $69212.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     22525 | NS      | $425272.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                      | Addus HomeCare Corp.                                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       875 | NS      | $87053.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma, Inc.                                       | Athira Pharma, Inc.                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6108 | NS      | $19362.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                   | Oxford Industries, Inc.                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       362 | NS      | $33731.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                                    | Koppers Holdings, Inc.                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2557 | NS      | $72107.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                               | TEGNA, Inc.                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     10636 | NS      | $225376.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8777 | NS      | $171853.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                                       | Rimini Street, Inc.                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     39544 | NS      | $150662.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                        | Kosmos Energy Ltd.                                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     10916 | NS      | $69425.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                             | Axonics, Inc.                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       538 | NS      | $33641.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                               | Ethan Allen Interiors, Inc.                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3663 | NS      | $96776.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                                     | Intrepid Potash, Inc.                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      9004 | NS      | $259945.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights, Inc.                                     | Berkeley Lights, Inc.                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     34779 | NS      | $93207.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                    | Lakeland Bancorp, Inc.                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1943 | NS      | $34216.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                             | John B Sanfilippo & Son, Inc.                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      6589 | NS      | $535817.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                                 | Meridian Bioscience, Inc.                                 | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      1809 | NS      | $60076.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                           | Urstadt Biddle Properties, Inc., Class A                  | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     13707 | NS      | $259747.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                  | Tango Therapeutics, Inc.                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5374 | NS      | $38961.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      9367 | NS      | $510033.15    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1123 | NS      | $35026.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      4023 | NS      | $370920.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                           | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1939 | NS      | $58635.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                  | Target Hospitality Corp.                                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10515 | NS      | $159197.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, Inc.                                     | Spirit Airlines, Inc.                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      4469 | NS      | $87056.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3253 | NS      | $161413.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                                         | Haemonetics Corp.                                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1334 | NS      | $104919.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      5894 | NS      | $118587.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      3887 | NS      | $130136.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11170 | NS      | $158055.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology, Inc.                                       | WM Technology, Inc.                                       | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     88398 | NS      | $89281.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      2973 | NS      | $202818.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      7717 | NS      | $744381.82    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                    | Integer Holdings Corp.                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3477 | NS      | $238035.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      2645 | NS      | $209907.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                                        | Franklin Covey Co.                                        | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $44478.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      3253 | NS      | $160763.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings, Inc.                                | Oppenheimer Holdings, Inc., Class A                       | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7017 | NS      | $297029.61    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2690 | NS      | $128017.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                               | Standex International Corp.                               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       367 | NS      | $37584.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12340 | NS      | $350209.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                             | Semtech Corp.                                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4198 | NS      | $120440.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $33178.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                    | Hilltop Holdings, Inc.                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      6476 | NS      | $194344.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp.                                              | Atrion Corp.                                              | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $35804.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4946 | NS      | $38677.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | Proto Labs, Inc.                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     13607 | NS      | $347386.71    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                              | REX American Resources Corp.                              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12912 | NS      | $411376.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      7626 | NS      | $295202.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.                         | PAM Transportation Services, Inc.                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4717 | NS      | $122170.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       393 | NS      | $102777.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1911 | NS      | $100709.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                                    | Medpace Holdings, Inc.                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2607 | NS      | $553752.87    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                              | Insmed, Inc.                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6637 | NS      | $132607.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.                     | Solaris Oilfield Infrastructure, Inc., Class A            | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     14484 | NS      | $143826.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                                          | Lands' End, Inc.                                          | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      5636 | NS      | $42777.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                                     | Scorpio Tankers, Inc.                                     | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      2747 | NS      | $147706.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                           | LHC Group, Inc.                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1331 | NS      | $215209.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                               | Trinseo plc                                               | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |      4106 | NS      | $93247.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16134 | NS      | $147948.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     12058 | NS      | $216802.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                                           | Trustmark Corp.                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1383 | NS      | $48280.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2724 | NS      | $91390.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                  | Comstock Resources, Inc.                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     16666 | NS      | $228490.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13872 | NS      | $598299.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      7548 | NS      | $856094.16    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                              | Cactus, Inc., Class A                                     | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3493 | NS      | $175558.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                 | Titan International, Inc.                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     21931 | NS      | $335982.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                            | Constellium SE                                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     11352 | NS      | $134294.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                              | Vishay Intertechnology, Inc.                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8911 | NS      | $192210.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     14507 | NS      | $228920.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                          | Elme Communities                                          | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      2136 | NS      | $38020.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                             | Navient Corp.                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2646 | NS      | $43526.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Root, Inc.                                                | Root, Inc., Class A                                       | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4699 | NS      | $21098.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                                  | TETRA Technologies, Inc.                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     20864 | NS      | $72189.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                            | Office Properties Income Trust                            | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11826 | NS      | $157877.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                              | CorVel Corp.                                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2593 | NS      | $376840.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       964 | NS      | $47852.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                  | Chimera Investment Corp.                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     12242 | NS      | $67331.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10181 | NS      | $352669.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                               | Merit Medical Systems, Inc.                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5491 | NS      | $387774.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                              | Kiniksa Pharmaceuticals Ltd., Class A                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      9317 | NS      | $139568.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                              | Organogenesis Holdings, Inc.                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     89468 | NS      | $240668.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                                | Phibro Animal Health Corp., Class A                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7823 | NS      | $104906.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                         | Squarespace, Inc., Class A                                | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      6353 | NS      | $140846.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi, Inc.                                               | Valhi, Inc.                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8998 | NS      | $197956.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                            | Ironwood Pharmaceuticals, Inc.                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     35096 | NS      | $434839.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                   | National Energy Services Reunited Corp.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     22086 | NS      | $153276.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy, Inc.                                    | SandRidge Energy, Inc.                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      5449 | NS      | $92796.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.                           | American Public Education, Inc.                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      2780 | NS      | $34166.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                                          | NextDecade Corp.                                          | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |      6156 | NS      | $30410.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     14641 | NS      | $509946.03    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4920 | NS      | $250723.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       373 | NS      | $71407.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                           | National Health Investors, Inc.                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      2687 | NS      | $140315.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3434 | NS      | $346147.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                        | Weis Markets, Inc.                                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2014 | NS      | $165732.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                                      | Allegiant Travel Co.                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       806 | NS      | $54799.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources, Inc.                                   | Newpark Resources, Inc.                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     23308 | NS      | $96728.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                    | Argo Group International Holdings Ltd.                    | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |      2147 | NS      | $55499.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA             | Banco Latinoamericano de Comercio Exterior SA, Class E    | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |      5267 | NS      | $85325.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                            | Community Health Systems, Inc.                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45691 | NS      | $197385.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                               | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18267 | NS      | $146136.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2352 | NS      | $81520.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                              | Midland States Bancorp, Inc.                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     12798 | NS      | $340682.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)                         | Necessity Retail REIT, Inc. (The)                         | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     52008 | NS      | $308407.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      2761 | NS      | $318481.35    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                                          | Cleanspark, Inc.                                          | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    160348 | NS      | $327109.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                             | Genco Shipping & Trading Ltd.                             | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |     15671 | NS      | $240706.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     14483 | NS      | $439559.05    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                                  | Ormat Technologies, Inc.                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1695 | NS      | $146583.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                                           | Universal Corp.                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       790 | NS      | $41719.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6560 | NS      | $514828.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                                   | National Research Corp.                                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      2904 | NS      | $108319.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)                          | First of Long Island Corp. (The)                          | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8410 | NS      | $151380.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2456 | NS      | $132034.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     18631 | NS      | $1099229.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7991 | NS      | $254513.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                  | Hersha Hospitality Trust, Class A                         | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      8259 | NS      | $70366.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                            | Cargurus, Inc.                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     11222 | NS      | $157220.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     10270 | NS      | $478787.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     19146 | NS      | $337735.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                          | New York Community Bancorp, Inc.                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      9078 | NS      | $78070.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9256 | NS      | $196690.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                                        | TrustCo Bank Corp.                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3610 | NS      | $135699.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                               | USANA Health Sciences, Inc.                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2414 | NS      | $128424.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2091 | NS      | $195048.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                  | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      5468 | NS      | $701106.96    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                             | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5194 | NS      | $87778.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     44525 | NS      | $248894.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      9546 | NS      | $389381.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     13096 | NS      | $899302.32    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3275 | NS      | $448052.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                           | Interface, Inc.                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     16972 | NS      | $167513.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                                    | JELD-WEN Holding, Inc.                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3587 | NS      | $34614.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      3638 | NS      | $166693.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      8562 | NS      | $62930.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                      | LSB Industries, Inc.                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     12713 | NS      | $169082.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                                      | Patterson Cos., Inc.                                      | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      7968 | NS      | $223343.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     14282 | NS      | $115398.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      3352 | NS      | $124325.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1800 | NS      | $64422.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      7077 | NS      | $507562.44    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      4626 | NS      | $197622.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                           | Quanterix Corp.                                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4004 | NS      | $55455.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                       | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     18047 | NS      | $247424.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                                         | Vital Farms, Inc.                                         | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      9955 | NS      | $148528.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                   | National Beverage Corp.                                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2318 | NS      | $107856.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                                       | Mitek Systems, Inc.                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      6033 | NS      | $58459.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     15144 | NS      | $342254.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      6950 | NS      | $206971.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                           | REV Group, Inc.                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     10741 | NS      | $135551.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      8746 | NS      | $876961.42    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     15837 | NS      | $193369.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      9789 | NS      | $685621.56    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                                  | Flushing Financial Corp.                                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6603 | NS      | $127966.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology, Inc.                                   | Cullinan Oncology, Inc.                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12908 | NS      | $136179.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                          | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      7052 | NS      | $201475.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1415 | NS      | $34978.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                        | NorthWestern Corp.                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2627 | NS      | $155886.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                              | Great Southern Bancorp, Inc.                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      7773 | NS      | $462415.77    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.                       | Diamond Hill Investment Group, Inc.                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       625 | NS      | $115637.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.               | Apollo Commercial Real Estate Finance, Inc.               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     10665 | NS      | $114755.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                                    | Laredo Petroleum, Inc.                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      2155 | NS      | $110810.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2214 | NS      | $248477.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co., Inc. (The)                                    | Honest Co., Inc. (The)                                    | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14958 | NS      | $45023.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                            | Northeast Bank                                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      1865 | NS      | $78516.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                                  | Ensign Group, Inc. (The)                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      4930 | NS      | $466427.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                     | Bank of Marin Bancorp                                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2327 | NS      | $76511.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     30884 | NS      | $740598.32    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                        | Hope Bancorp, Inc.                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     15385 | NS      | $197081.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      9788 | NS      | $207114.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2110 | NS      | $36376.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     46038 | NS      | $425391.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      4502 | NS      | $89454.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6074 | NS      | $145290.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      4357 | NS      | $530290.47    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                               | ePlus, Inc.                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      6394 | NS      | $283126.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                                    | Alto Ingredients, Inc.                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     56984 | NS      | $164113.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      7966 | NS      | $211656.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media, Inc.                                       | Cumulus Media, Inc., Class A                              | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5772 | NS      | $35844.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      8737 | NS      | $368351.92    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis, Inc.                                             | Codexis, Inc.                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15627 | NS      | $72821.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      8648 | NS      | $286681.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                                    | Clearwater Paper Corp.                                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1096 | NS      | $41439.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2270 | NS      | $90822.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                                         | Playstudios, Inc.                                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30524 | NS      | $118433.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6528 | NS      | $211376.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                               | Eagle Pharmaceuticals, Inc.                               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      7208 | NS      | $210689.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                         | Vector Group Ltd.                                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      6859 | NS      | $81347.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      3468 | NS      | $94086.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                           | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       997 | NS      | $65921.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                               | Horace Mann Educators Corp.                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     10240 | NS      | $382668.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      8298 | NS      | $103725.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4174 | NS      | $181235.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                                | Resources Connection, Inc.                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9064 | NS      | $166596.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy, Inc.                                     | FuelCell Energy, Inc.                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     10435 | NS      | $29009.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                    | WW International, Inc.                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      8514 | NS      | $32864.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                  | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      9163 | NS      | $193980.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     14495 | NS      | $1148728.75   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5235 | NS      | $319073.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                 | Manitowoc Co., Inc. (The)                                 | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     42765 | NS      | $391727.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                | Moog, Inc., Class A                                       | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1149 | NS      | $100836.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology, Inc.                          | Tactile Systems Technology, Inc.                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     20138 | NS      | $231184.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech, Inc.                                            | ESS Tech, Inc.                                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14392 | NS      | $34972.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                      | Avanos Medical, Inc.                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5091 | NS      | $137762.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      5760 | NS      | $80467.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1473 | NS      | $32023.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     10496 | NS      | $317608.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                          | Photronics, Inc.                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     24229 | NS      | $407774.07    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     12744 | NS      | $70474.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       876 | NS      | $31098.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     11810 | NS      | $118336.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                  | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |      4065 | NS      | $60487.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.                   | First Business Financial Services, Inc.                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       147 | NS      | $5372.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A          | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      6316 | NS      | $44969.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                    | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1688 | NS      | $40984.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     26323 | NS      | $146882.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                                | XPEL, Inc.                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       738 | NS      | $44324.28     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     13179 | NS      | $585938.34    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables, Inc.                                  | Montauk Renewables, Inc.                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17498 | NS      | $193002.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3397 | NS      | $106258.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                          | NV5 Global, Inc.                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $35064.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1094 | NS      | $35533.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8104 | NS      | $281938.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                                | Adient plc                                                | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      2404 | NS      | $83394.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                      | Federal Signal Corp.                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2937 | NS      | $136482.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                             | Fresh Del Monte Produce, Inc.                             | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      3900 | NS      | $102141.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1137 | NS      | $129163.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                              | Xencor, Inc.                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2700 | NS      | $70308.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                        | PennyMac Mortgage Investment Trust                        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      6655 | NS      | $82455.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                                    | 1Life Healthcare, Inc.                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7533 | NS      | $125876.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5575 | NS      | $127388.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                  | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $6817.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3431 | NS      | $35991.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                                  | Magnolia Oil & Gas Corp., Class A                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14434 | NS      | $338477.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                     | Hanmi Financial Corp.                                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10564 | NS      | $261459.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                                | Atea Pharmaceuticals, Inc.                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15998 | NS      | $76950.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1440 | NS      | $79632.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                           | MasterCraft Boat Holdings, Inc.                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     11845 | NS      | $306430.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                              | Conn's, Inc.                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      9940 | NS      | $68387.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     12286 | NS      | $324596.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.                       | Brightsphere Investment Group, Inc.                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      4835 | NS      | $99504.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                             | Altra Industrial Motion Corp.                             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      3179 | NS      | $189945.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                 | AAR Corp.                                                 | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1965 | NS      | $88228.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      4174 | NS      | $44369.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2080 | NS      | $52936.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                        | SPS Commerce, Inc.                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      3897 | NS      | $500491.71    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     11147 | NS      | $257384.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                                         | TimkenSteel Corp.                                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     20203 | NS      | $367088.51    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                           | Whitestone REIT                                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23431 | NS      | $225874.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2581 | NS      | $38095.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      6508 | NS      | $534306.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      5648 | NS      | $384064.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      8108 | NS      | $348725.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                                        | Clear Secure, Inc., Class A                               | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $48112.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1700 | NS      | $44166.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                             | Genesco, Inc.                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3420 | NS      | $157388.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                                  | Keros Therapeutics, Inc.                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $41681.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      7964 | NS      | $131485.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      4786 | NS      | $196752.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      8910 | NS      | $338758.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                                    | Federated Hermes, Inc., Class B                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      7470 | NS      | $271235.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1868 | NS      | $82827.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                                    | NACCO Industries, Inc., Class A                           | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3397 | NS      | $129086.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                                   | Beam Therapeutics, Inc.                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3862 | NS      | $151042.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35 | NC      | $-110430.37   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian, Inc.                           | Riley Exploration Permian, Inc.                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      3536 | NS      | $104064.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1300 | NS      | $99268.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3256 | NS      | $229027.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties, Inc.                              | One Liberty Properties, Inc.                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      1959 | NS      | $43528.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain, Inc.                                            | Outbrain, Inc.                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     22635 | NS      | $81938.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                                          | Ranger Oil Corp.                                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      1751 | NS      | $70792.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       535 | NS      | $19029.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                                    | Extreme Networks, Inc.                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     18579 | NS      | $340181.49    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                                 | RPC, Inc.                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22528 | NS      | $200273.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Express, Inc.                                             | Express, Inc.                                             | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51031 | NS      | $52051.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                                      | ADMA Biologics, Inc.                                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30828 | NS      | $119612.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       806 | NS      | $29838.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                               | Calix, Inc.                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      5771 | NS      | $394909.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                                           | API Group Corp.                                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      9020 | NS      | $169666.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                              | Amneal Pharmaceuticals, Inc.                              | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     25987 | NS      | $51714.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                                            | Ducommun, Inc.                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1921 | NS      | $95973.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       459 | NS      | $103848.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12023 | NS      | $169404.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                                 | Hackett Group, Inc. (The)                                 | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      9556 | NS      | $194655.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                                  | Artesian Resources Corp., Class A                         | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1281 | NS      | $75040.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                  | Array Technologies, Inc.                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      3098 | NS      | $59884.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                             | AerSale Corp.                                             | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14151 | NS      | $229529.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     21242 | NS      | $321391.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                                       | VAALCO Energy, Inc.                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     44958 | NS      | $205008.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp.                                              | BayCom Corp.                                              | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      3194 | NS      | $60622.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     23233 | NS      | $295523.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                      | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      9732 | NS      | $48465.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      7867 | NS      | $450307.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      7472 | NS      | $319278.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      9184 | NS      | $252743.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     34839 | NS      | $353615.85    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                             | Alector, Inc.                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      7439 | NS      | $68661.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd.                             | Textainer Group Holdings Ltd.                             | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |      7363 | NS      | $228326.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       971 | NS      | $497501.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix, Inc.                                            | Chimerix, Inc.                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     30366 | NS      | $56480.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                           | CSG Systems International, Inc.                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2538 | NS      | $145173.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      9392 | NS      | $315383.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12275 | NS      | $253847.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1482 | NS      | $74114.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3086 | NS      | $105572.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                              | Worthington Industries, Inc.                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       778 | NS      | $38674.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                              | ServisFirst Bancshares, Inc.                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4239 | NS      | $292109.49    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                                    | Simulations Plus, Inc.                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $61657.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     13403 | NS      | $700708.84    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                            | Catalyst Pharmaceuticals, Inc.                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     56630 | NS      | $1053318.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                    | Fulton Financial Corp.                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     10873 | NS      | $182992.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc.                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      3686 | NS      | $215999.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                            | Covenant Logistics Group, Inc.                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8508 | NS      | $294121.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                              | ACADIA Pharmaceuticals, Inc.                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      4832 | NS      | $76925.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |       153 | NS      | $703.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                                          | 1st Source Corp.                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4426 | NS      | $234976.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      3774 | NS      | $263538.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     10765 | NS      | $616726.85    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio, Inc.                                          | Adicet Bio, Inc.                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      3553 | NS      | $31763.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp, Inc.                                     | Horizon Bancorp, Inc.                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      2191 | NS      | $33040.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                        | Safe Bulkers, Inc.                                        | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |     60929 | NS      | $177303.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6511 | NS      | $517559.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                                        | EverCommerce, Inc.                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10020 | NS      | $74548.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     12177 | NS      | $276174.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.                            | Ruth's Hospitality Group, Inc.                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1944 | NS      | $30093.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON, Inc.                                            | RumbleON, Inc., Class B                                   | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |     24622 | NS      | $159304.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                             | AMN Healthcare Services, Inc.                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3648 | NS      | $375087.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     12156 | NS      | $151099.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      4459 | NS      | $139745.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      4000 | NS      | $380640.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                  | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       674 | NS      | $217836.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                            | International Bancshares Corp.                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     10482 | NS      | $479656.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                      | Cohen & Steers, Inc.                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1237 | NS      | $79860.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      9403 | NS      | $117725.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.                       | Computer Programs and Systems, Inc.                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1210 | NS      | $32936.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                              | Vacasa, Inc., Class A                                     | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23398 | NS      | $29481.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3690 | NS      | $176898.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                                       | PNM Resources, Inc.                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      4384 | NS      | $213895.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4744 | NS      | $129653.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                     | Sitio Royalties Corp.                                     | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3114 | NS      | $89838.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings, Inc.                            | Xeris Biopharma Holdings, Inc.                            | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49423 | NS      | $65732.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                                     | MGP Ingredients, Inc.                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      2225 | NS      | $236695.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      6241 | NS      | $105223.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3296 | NS      | $151879.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                            | Wingstop, Inc.                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       228 | NS      | $31377.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group, Inc. (The)                         | Container Store Group, Inc. (The)                         | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      7502 | NS      | $32333.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                                      | BRT Apartments Corp.                                      | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2609 | NS      | $51240.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      5106 | NS      | $309423.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                           | Arrowhead Pharmaceuticals, Inc.                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2886 | NS      | $117056.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      6235 | NS      | $165788.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                   | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       648 | NS      | $32801.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                      | Limited Purpose Cash Investment Fund                      | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   4131103 | NS      | $4129450.26   | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                                             | SunOpta, Inc.                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      6001 | NS      | $50648.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc.                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       416 | NS      | $36258.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2685 | NS      | $212383.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20181 | NS      | $974742.30    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                     | PGT Innovations, Inc.                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2028 | NS      | $36422.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                                           | EverQuote, Inc., Class A                                  | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16508 | NS      | $243327.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1260 | NS      | $57871.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                          | OptimizeRx Corp.                                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $63067.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3649 | NS      | $168510.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                                 | Karuna Therapeutics, Inc.                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $123402.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      9543 | NS      | $878624.01    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                           | Amphastar Pharmaceuticals, Inc.                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3704 | NS      | $103786.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |       998 | NS      | $154560.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1213 | NS      | $52789.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                                | Figs, Inc., Class A                                       | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17561 | NS      | $118185.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2406 | NS      | $431275.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                                   | Shockwave Medical, Inc.                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1741 | NS      | $357967.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market, Inc. (The)                                  | Fresh Market, Inc. (The) Escrow                           | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |        20 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Primoris Services Corp.                                   | Primoris Services Corp.                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5206 | NS      | $114219.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.                          | National Presto Industries, Inc.                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $34503.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                       | Vista Outdoor, Inc.                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     14614 | NS      | $356143.18    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA, Inc.                                    | Beazer Homes USA, Inc.                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      4512 | NS      | $57573.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                                   | Vir Biotechnology, Inc.                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20939 | NS      | $529966.09    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                            | RCI Hospitality Holdings, Inc.                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2387 | NS      | $222444.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3139 | NS      | $136577.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     25803 | NS      | $158688.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8416 | NS      | $161755.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                        | STAAR Surgical Co.                                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       631 | NS      | $30628.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5371 | NS      | $191583.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      6322 | NS      | $83387.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                                   | Cushman & Wakefield plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     16404 | NS      | $204393.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      4495 | NS      | $159707.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $34055.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics, Inc.                                | Mersana Therapeutics, Inc.                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |      5411 | NS      | $31708.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6970 | NS      | $530695.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                            | Sinclair Broadcast Group, Inc., Class A                   | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      5279 | NS      | $81877.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                                | Destination XL Group, Inc.                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6428 | NS      | $43389.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                                            | Precigen, Inc.                                            | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     54522 | NS      | $82873.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      4105 | NS      | $202253.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                          | FutureFuel Corp.                                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     38997 | NS      | $317045.61    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                                  | Digi International, Inc.                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3152 | NS      | $115205.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                           | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8626 | NS      | $392828.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                             | Monarch Casino & Resort, Inc.                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1873 | NS      | $144014.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends, Inc.                                         | Citi Trends, Inc.                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      5015 | NS      | $132797.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                      | Calavo Growers, Inc.                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1831 | NS      | $53831.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies, Inc.                                  | Maxar Technologies, Inc.                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      2692 | NS      | $139284.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5037 | NS      | $84017.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      5768 | NS      | $326814.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1983 | NS      | $135022.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                     | Digital Turbine, Inc.                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      5789 | NS      | $88224.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      8810 | NS      | $255401.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     20202 | NS      | $823837.56    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       444 | NS      | $31923.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      5241 | NS      | $167030.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      6623 | NS      | $178821.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     15134 | NS      | $307371.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                         | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1522 | NS      | $56648.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                    | ProPetro Holding Corp.                                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62318 | NS      | $646237.66    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                  | Service Properties Trust                                  | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     13360 | NS      | $97394.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems, Inc.                           | Singular Genomics Systems, Inc.                           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7564 | NS      | $15203.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10160 | NS      | $96316.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                                   | Shyft Group, Inc. (The)                                   | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      2730 | NS      | $67867.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                                       | Quad/Graphics, Inc.                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     28182 | NS      | $114982.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3416 | NS      | $71906.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                            | Preferred Bank                                            | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       614 | NS      | $45816.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                   | Progress Software Corp.                                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5680 | NS      | $286556.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma, Inc.                                       | PDL BioPharma, Inc.                                       | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     32677 | NS      | $32581.98     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3834 | NS      | $105665.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                       | Sprout Social, Inc., Class A                              | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1717 | NS      | $96941.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.                            | Cass Information Systems, Inc.                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       864 | NS      | $39588.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      2995 | NS      | $115427.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                                   | American Software, Inc., Class A                          | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6281 | NS      | $92205.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                       | PC Connection, Inc.                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      5566 | NS      | $261045.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2375 | NS      | $273315.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                               | PCB Bancorp                                               | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      5321 | NS      | $94128.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     20820 | NS      | $320836.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4804 | NS      | $144744.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6568 | NS      | $108831.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4512 | NS      | $282045.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                    | Kronos Worldwide, Inc.                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      5109 | NS      | $48024.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                                  | Modine Manufacturing Co.                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2667 | NS      | $52966.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                                   | LeMaitre Vascular, Inc.                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1491 | NS      | $68615.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      5609 | NS      | $364585.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                                     | Diebold Nixdorf, Inc.                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     51084 | NS      | $72539.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      5978 | NS      | $134803.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics, Inc.                                     | C4 Therapeutics, Inc.                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14226 | NS      | $83933.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                                 | Triton International Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3107 | NS      | $213699.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                               | Zynex, Inc.                                               | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14540 | NS      | $202251.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                           | Selective Insurance Group, Inc.                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4313 | NS      | $382174.93    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                               | Halozyme Therapeutics, Inc.                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6000 | NS      | $341400.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                | Zeta Global Holdings Corp., Class A                       | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18286 | NS      | $149396.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1459 | NS      | $85657.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      4333 | NS      | $308119.63    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                                          | Murphy USA, Inc.                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1573 | NS      | $439716.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                              | Cimpress plc                                              | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      1607 | NS      | $44369.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.                           | Empire State Realty Trust, Inc., Class A                  | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      8995 | NS      | $60626.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      2354 | NS      | $90723.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       535 | NS      | $134755.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                           | Dril-Quip, Inc.                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      4030 | NS      | $109495.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      5317 | NS      | $148716.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                          | FormFactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      8568 | NS      | $190466.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                    | Celsius Holdings, Inc.                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3420 | NS      | $355816.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.                        | Prestige Consumer Healthcare, Inc.                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $159692.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                             | Select Medical Holdings Corp.                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $250783.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                      | Centrus Energy Corp., Class A                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3713 | NS      | $120598.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                                | iRhythm Technologies, Inc.                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       335 | NS      | $31379.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4415 | NS      | $231964.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     11188 | NS      | $175315.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                    | NetScout Systems, Inc.                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      4666 | NS      | $151691.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                                    | Ardmore Shipping Corp.                                    | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |      2325 | NS      | $33503.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3781 | NS      | $100196.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp.                                   | Oportun Financial Corp.                                   | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      8809 | NS      | $48537.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                      | Evolent Health, Inc., Class A                             | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      2415 | NS      | $67813.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                               | SMART Global Holdings, Inc.                               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |      7802 | NS      | $116093.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                | Golden Entertainment, Inc.                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       807 | NS      | $30181.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5463 | NS      | $751490.28    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc., Class A                         | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     80234 | NS      | $424437.86    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                | Northern Oil and Gas, Inc.                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      4666 | NS      | $143806.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                                          | Stitch Fix, Inc., Class A                                 | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     13164 | NS      | $40940.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus, Inc.                                              | Agenus, Inc.                                              | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     12441 | NS      | $29858.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.                          | Kulicke & Soffa Industries, Inc.                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      5752 | NS      | $254583.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     10086 | NS      | $314884.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                              | Arcosa, Inc.                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3429 | NS      | $186331.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                                | Stepan Co.                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2573 | NS      | $273921.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      3064 | NS      | $83769.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      5640 | NS      | $132201.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      7551 | NS      | $247672.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                                   | Earthstone Energy, Inc., Class A                          | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      4713 | NS      | $67065.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                            | Innoviva, Inc.                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     20829 | NS      | $275984.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3240 | NS      | $103129.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                                   | United Fire Group, Inc.                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4554 | NS      | $124597.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1232 | NS      | $34804.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                                         | S&T Bancorp, Inc.                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5198 | NS      | $177667.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                  | Perdoceo Education Corp.                                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     35925 | NS      | $499357.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      6630 | NS      | $134456.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                                     | Mr Cooper Group, Inc.                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     17221 | NS      | $691078.73    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                                         | BCB Bancorp, Inc.                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      4925 | NS      | $88600.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                         | Joint Corp. (The)                                         | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4251 | NS      | $59428.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                 | Methode Electronics, Inc.                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      8648 | NS      | $383711.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       907 | NS      | $56125.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                             | Sylvamo Corp.                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2025 | NS      | $98394.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3784 | NS      | $150338.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                                      | Century Aluminum Co.                                      | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      4182 | NS      | $34208.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20795 | NS      | $406126.35    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      4570 | NS      | $176630.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2470 | NS      | $94773.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                                          | Kennametal, Inc.                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      4258 | NS      | $102447.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                      | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      1085 | NS      | $41902.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                                  | Anika Therapeutics, Inc.                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      3350 | NS      | $99160.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6646 | NS      | $250288.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                             | Caleres, Inc.                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1961 | NS      | $43691.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2729 | NS      | $399498.31    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates, Inc.                                | Vintage Wine Estates, Inc.                                | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28754 | NS      | $93738.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      2643 | NS      | $44508.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                     | Texas Roadhouse, Inc.                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      4893 | NS      | $445018.35    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     12955 | NS      | $177613.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                              | StoneCo Ltd., Class A                                     | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |     37998 | NS      | $358701.12    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                             | Weatherford International plc                             | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      1633 | NS      | $83152.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      2230 | NS      | $30952.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy, Inc.                                       | Vertex Energy, Inc.                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     12616 | NS      | $78219.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                                | CIRCOR International, Inc.                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      4458 | NS      | $106813.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3124 | NS      | $58668.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3044 | NS      | $134331.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      1757 | NS      | $133040.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics, Inc.                                 | AbCellera Biologics, Inc.                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |      2614 | NS      | $26479.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2252 | NS      | $33960.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                              | Kforce, Inc.                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     17755 | NS      | $973506.65    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                 | 8x8, Inc.                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     20985 | NS      | $90655.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian, Inc.                                             | Aterian, Inc.                                             | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32119 | NS      | $24741.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2314 | NS      | $29642.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                            | Archrock, Inc.                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     13939 | NS      | $125172.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      5922 | NS      | $191695.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                           | BancFirst Corp.                                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1011 | NS      | $89149.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                            | Cheesecake Factory, Inc. (The)                            | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       958 | NS      | $30378.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics, Inc.                                | Foghorn Therapeutics, Inc.                                | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23679 | NS      | $151072.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp.                                   | Tupperware Brands Corp.                                   | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     14628 | NS      | $60559.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      7844 | NS      | $303170.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                             | Vericel Corp.                                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      6599 | NS      | $173817.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                   | Civitas Resources, Inc.                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8283 | NS      | $479834.19    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc., Class A                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38105 | NS      | $610061.05    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4386 | NS      | $233773.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                        | Harmony Biosciences Holdings, Inc.                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2503 | NS      | $137915.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      3118 | NS      | $75549.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix, Inc.                                  | Ocular Therapeutix, Inc.                                  | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |     11699 | NS      | $32874.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                     | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     15976 | NS      | $147618.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      5172 | NS      | $122472.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                              | Haverty Furniture Cos., Inc.                              | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1847 | NS      | $55225.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      8161 | NS      | $96381.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1513 | NS      | $54195.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      2016 | NS      | $31752.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands, Inc.                                  | Whole Earth Brands, Inc.                                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53135 | NS      | $216259.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                               | Ennis, Inc.                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9892 | NS      | $219206.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                           | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      7550 | NS      | $143072.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      4938 | NS      | $167645.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1724 | NS      | $78183.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4991 | NS      | $52854.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16091 | NS      | $366713.89    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1990 | NS      | $189647.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1134 | NS      | $31219.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                         | EMCOR Group, Inc.                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5140 | NS      | $761285.40    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9845 | NS      | $183018.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $21099.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                             | Pediatrix Medical Group, Inc.                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2284 | NS      | $33940.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3467 | NS      | $65873.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      3637 | NS      | $519327.23    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                                        | Movado Group, Inc.                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2248 | NS      | $72498.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                    | Dycom Industries, Inc.                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1050 | NS      | $98280.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17610 | NS      | $499067.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                              | Alkermes plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      7634 | NS      | $199476.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     11538 | NS      | $273796.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                                           | Noble Corp. plc                                           | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |      3332 | NS      | $125649.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1718 | NS      | $158829.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping, Inc.                                 | Eagle Bulk Shipping, Inc.                                 | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |       665 | NS      | $33210.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ, Inc.                                               | PetIQ, Inc.                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      5072 | NS      | $46763.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                                        | ProAssurance Corp.                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2576 | NS      | $45002.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                      | SunCoke Energy, Inc.                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     15698 | NS      | $135473.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                                   | American Vanguard Corp.                                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      8142 | NS      | $176762.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems, Inc.                                        | Casa Systems, Inc.                                        | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |     11195 | NS      | $30562.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4604 | NS      | $133423.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3124 | NS      | $137424.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     13930 | NS      | $272052.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                                          | HomeStreet, Inc.                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4921 | NS      | $135721.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer