# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043549
**Filing Date:** 2023-2
**Character Count:** 388304
**Document Hash:** ef6d5fec8f611afaeb6fe215ed77f5ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043549.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043549

**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:** 23675345

**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 Momentum Style Fund (Series ID: S000025644)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076805 | Class I      | ASMOX           |
| C000120476 | Class N      | ASMNX           |
| C000144285 | Class R6     | QSMRX           |

## 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

|  | 1st Qtr | 1st Qtr 2022 | 1st Qtr 2021 | 1st Qtr 2020 |
| --- | --- | --- | --- | --- |
| Cash and Bank | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Debtors | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Other | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Inventories | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Other | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Inventories | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Other | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

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

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

4

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

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

6

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 | 7th Qtr |
| REVENUE | 1st Qtr | 2nd Qtr | 3rd Qtr | 4th Qtr | 5th Qtr | 6th Qtr | 7th 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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---

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---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

See notes to Schedule of Investments.

AOR Funds | N-PORT Part F | December 2022

28

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 |

---

---

---

---

---

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

36

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INNOVATION STYLE FUND

| Fund | Value | Total Funds | Value | Total Funds |
| --- | --- | --- | --- | --- |
| 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 |
| 9. AOR | $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 |
| 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 |
| 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 Momentum Style Fund

- **b. EDGAR series identifier (if any):** S000025644

- **c. LEI of Series:** 549300F78QHG1DDAYI80

**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:** $211477588.31

**Total Liabilities:** $127433.19

**Net Assets:** $211350155.12

**Cash Not Reported:** $129757.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144285 | 12.08%               | 2.48%                | -5.90%               |
| Class ID C000076805 | 12.03%               | 2.47%                | -5.87%               |
| Class ID C000120476 | 12.04%               | 2.48%                | -5.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20606.35               | $23316784.39                               |
| Month 2  | $-218911.15              | $5065055.10                                |
| Month 3  | $70526.15                | $-13218790.25                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                          | Green Plains, Inc.                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     10765 | NS      | $328332.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                      | Independent Bank Corp.                            | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      8806 | NS      | $743490.58    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                    | Group 1 Automotive, Inc.                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       618 | NS      | $111468.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                     | Acushnet Holdings Corp.                           | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     11396 | NS      | $483874.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                          | Agree Realty Corp.                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10516 | NS      | $745899.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp.                              | MannKind Corp.                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     38474 | NS      | $202757.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                          | PJT Partners, Inc., Class A                       | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8225 | NS      | $606100.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.             | Shoals Technologies Group, Inc., Class A          | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16902 | NS      | $416972.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                   | RLI Corp.                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     10607 | NS      | $1392380.89   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                  | Chesapeake Utilities Corp.                        | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      5322 | NS      | $628953.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.          | Helix Energy Solutions Group, Inc.                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     17513 | NS      | $129245.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                   | GMS, Inc.                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2004 | NS      | $99799.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.           | International Money Express, Inc.                 | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9898 | NS      | $241214.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                       | Gulfport Energy Corp.                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      7198 | NS      | $530060.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                           | Merchants Bancorp                                 | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      7762 | NS      | $188771.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                              | WesBanco, Inc.                                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2649 | NS      | $97960.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                       | Hancock Whitney Corp.                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     23139 | NS      | $1119696.21   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar, Inc.                            | Globalstar, Inc.                                  | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    258270 | NS      | $343499.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                          | Talos Energy, Inc.                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     10001 | NS      | $188818.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                        | Addus HomeCare Corp.                              | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      4847 | NS      | $482228.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                     | Oxford Industries, Inc.                           | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3027 | NS      | $282055.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                     | Equity Bancshares, Inc., Class A                  | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      7849 | NS      | $256426.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.          | Universal Logistics Holdings, Inc.                | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2937 | NS      | $98213.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                  | CBIZ, Inc.                                        | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     11030 | NS      | $516755.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences, Inc.                | Prometheus Biosciences, Inc.                      | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9748 | NS      | $1072280.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                          | Kosmos Energy Ltd.                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     85190 | NS      | $541808.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                               | Axonics, Inc.                                     | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      4271 | NS      | $267065.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                 | Ethan Allen Interiors, Inc.                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5340 | NS      | $141082.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                       | Intrepid Potash, Inc.                             | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      5938 | NS      | $171430.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.               | Apollo Medical Holdings, Inc.                     | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      2203 | NS      | $65186.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.             | Urstadt Biddle Properties, Inc., Class A          | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     14369 | NS      | $272292.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                       | Cal-Maine Foods, Inc.                             | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     12149 | NS      | $661513.05    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                 | Heska Corp.                                       | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      1044 | NS      | $64895.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.              | Madrigal Pharmaceuticals, Inc.                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1873 | NS      | $543638.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                        | Aviat Networks, Inc.                              | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      3954 | NS      | $123325.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                     | Permian Resources Corp.                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     70238 | NS      | $660237.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp, Inc.                 | Greene County Bancorp, Inc.                       | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3664 | NS      | $210386.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                            | TriCo Bancshares                                  | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6351 | NS      | $323837.49    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                               | Balchem Corp.                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       923 | NS      | $112707.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.     | Artisan Partners Asset Management, Inc., Class A  | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      2856 | NS      | $84823.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                             | SpartanNash Co.                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     10252 | NS      | $310020.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                    | Target Hospitality Corp.                          | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30792 | NS      | $466190.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                          | Bloom Energy Corp., Class A                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     18591 | NS      | $355459.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                  | New Jersey Resources Corp.                        | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     17007 | NS      | $843887.34    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                           | Haemonetics Corp.                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      5921 | NS      | $465686.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.               | Tootsie Roll Industries, Inc.                     | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      6684 | NS      | $284537.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings, Inc.         | Cerevel Therapeutics Holdings, Inc.               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     16405 | NS      | $517413.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                        | Ingles Markets, Inc., Class A                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      5760 | NS      | $555609.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                  | Axcelis Technologies, Inc.                        | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      5666 | NS      | $449653.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                          | Franklin Covey Co.                                | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6416 | NS      | $300076.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.               | Northwest Natural Holding Co.                     | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      6054 | NS      | $288109.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                  | Northwest Bancshares, Inc.                        | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17415 | NS      | $243461.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                 | Standex International Corp.                       | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       731 | NS      | $74861.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                         | Bancorp, Inc. (The)                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9159 | NS      | $259932.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                    | Option Care Health, Inc.                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     26841 | NS      | $807645.69    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings, Inc.                      | Tenable Holdings, Inc.                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      4040 | NS      | $154126.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp.                                | Atrion Corp.                                      | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $143778.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                       | Energy Recovery, Inc.                             | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     15172 | NS      | $310874.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                  | United Natural Foods, Inc.                        | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     10937 | NS      | $423371.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                       | ADTRAN Holdings, Inc.                             | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     10230 | NS      | $192221.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.           | PAM Transportation Services, Inc.                 | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5587 | NS      | $144703.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                 | Kinsale Capital Group, Inc.                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      4439 | NS      | $1160887.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                  | Winnebago Industries, Inc.                        | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1098 | NS      | $57864.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                      | Medpace Holdings, Inc.                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1799 | NS      | $382125.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                   | ATI, Inc.                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     18163 | NS      | $542347.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                | Insmed, Inc.                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6482 | NS      | $129510.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.       | Solaris Oilfield Infrastructure, Inc., Class A    | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      8663 | NS      | $86023.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics, Inc.                     | Vera Therapeutics, Inc.                           | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6187 | NS      | $119718.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                       | Scorpio Tankers, Inc.                             | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     13905 | NS      | $747671.85    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                        | Old National Bancorp                              | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     25883 | NS      | $465376.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                         | Hamilton Lane, Inc., Class A                      | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1998 | NS      | $127632.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                             | Trustmark Corp.                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      3865 | NS      | $134927.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                               | Hawkins, Inc.                                     | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      8503 | NS      | $328215.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                              | CryoPort, Inc.                                    | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      4724 | NS      | $81961.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                 | Centerspace                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      1816 | NS      | $106544.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                               | Lindsay Corp.                                     | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1848 | NS      | $300946.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                            | Clearfield, Inc.                                  | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      3758 | NS      | $353778.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                  | Saia, Inc.                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      2913 | NS      | $610797.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                         | PDF Solutions, Inc.                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     10521 | NS      | $300058.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                   | Design Therapeutics, Inc.                         | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4402 | NS      | $45164.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                    | Washington Federal, Inc.                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8502 | NS      | $285242.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                    | Comstock Resources, Inc.                          | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     41149 | NS      | $564152.79    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                    | Northfield Bancorp, Inc.                          | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5976 | NS      | $94002.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru, Inc.                                  | Veru, Inc.                                        | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     15799 | NS      | $83418.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                | Atkore, Inc.                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      6701 | NS      | $760027.42    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                | Cactus, Inc., Class A                             | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      7674 | NS      | $385695.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                   | Titan International, Inc.                         | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     24655 | NS      | $377714.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                | Apple Hospitality REIT, Inc.                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     12682 | NS      | $200121.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp, Inc.           | Farmers & Merchants Bancorp, Inc.                 | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8496 | NS      | $230921.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                            | Elme Communities                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3702 | NS      | $65895.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                              | SunPower Corp.                                    | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     12310 | NS      | $221949.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                    | TETRA Technologies, Inc.                          | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     41860 | NS      | $144835.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                       | GEO Group, Inc. (The)                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     14036 | NS      | $153694.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                | CorVel Corp.                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $234417.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                          | QCR Holdings, Inc.                                | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      3913 | NS      | $194241.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                      | Warrior Met Coal, Inc.                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     14081 | NS      | $487765.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage, Inc.    | Natural Grocers by Vitamin Cottage, Inc.          | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      6937 | NS      | $63404.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                 | Merit Medical Systems, Inc.                       | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2719 | NS      | $192015.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                   | Hudson Technologies, Inc.                         | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25425 | NS      | $257301.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.                | Kiniksa Pharmaceuticals Ltd., Class A             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      4114 | NS      | $61627.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.               | Capital City Bank Group, Inc.                     | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2090 | NS      | $67925.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.             | Southern Missouri Bancorp, Inc.                   | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2890 | NS      | $132448.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                  | Cohu, Inc.                                        | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      3568 | NS      | $114354.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi, Inc.                                 | Valhi, Inc.                                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6379 | NS      | $140338.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources, Inc.                      | Ramaco Resources, Inc.                            | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      9204 | NS      | $80903.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.              | Ironwood Pharmaceuticals, Inc.                    | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     16278 | NS      | $201684.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy, Inc.                      | SandRidge Energy, Inc.                            | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     12279 | NS      | $209111.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                                 | Funko, Inc., Class A                              | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      7032 | NS      | $76719.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                | Nelnet, Inc., Class A                             | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4627 | NS      | $419900.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                  | Haynes International, Inc.                        | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      6297 | NS      | $287709.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                            | NextDecade Corp.                                  | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     46246 | NS      | $228455.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                               | SM Energy Co.                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     25744 | NS      | $896663.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                       | HighPeak Energy, Inc.                             | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     18668 | NS      | $426937.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                         | Equity Commonwealth                               | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     24835 | NS      | $620129.95    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                     | Lantheus Holdings, Inc.                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     11974 | NS      | $610195.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.            | Virtus Investment Partners, Inc.                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1122 | NS      | $214795.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.             | National Health Investors, Inc.                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1611 | NS      | $84126.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.          | Atlas Air Worldwide Holdings, Inc.                | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3760 | NS      | $379008.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                          | Weis Markets, Inc.                                | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7341 | NS      | $604090.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd.                          | Borr Drilling Ltd.                                | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | BM        |     33522 | NS      | $166604.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics, Inc.                 | Viridian Therapeutics, Inc.                       | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      7399 | NS      | $216124.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares, Inc.                      | Shore Bancshares, Inc.                            | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6968 | NS      | $121452.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd.                              | Frontline Ltd.                                    | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | BM        |     18761 | NS      | $227758.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                 | Berry Corp.                                       | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11289 | NS      | $90312.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                | Moelis & Co., Class A                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3390 | NS      | $130074.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp.                                | Teekay Corp.                                      | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | MH        |     14537 | NS      | $65997.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                            | St Joe Co. (The)                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     12871 | NS      | $497464.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                              | Innospec, Inc.                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3153 | NS      | $324317.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                 | Fluor Corp.                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     25094 | NS      | $869758.04    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                        | Uranium Energy Corp.                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     60116 | NS      | $233250.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                          | Saul Centers, Inc.                                | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3820 | NS      | $155397.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.              | Intra-Cellular Therapies, Inc.                    | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     16221 | NS      | $858415.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                              | FibroGen, Inc.                                    | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      9302 | NS      | $149018.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                            | McGrath RentCorp                                  | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2693 | NS      | $265906.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                  | Southside Bancshares, Inc.                        | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2996 | NS      | $107826.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.               | Genco Shipping & Trading Ltd.                     | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |      5306 | NS      | $81500.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                    | Ormat Technologies, Inc.                          | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      8262 | NS      | $714497.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                             | Universal Corp.                                   | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      9679 | NS      | $511147.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                 | Amalgamated Financial Corp.                       | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7704 | NS      | $177500.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.            | Esquire Financial Holdings, Inc.                  | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $238362.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                       | Walker & Dunlop, Inc.                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4938 | NS      | $387534.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                       | Amerant Bancorp, Inc.                             | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      8046 | NS      | $215954.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                    | Mueller Industries, Inc.                          | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10649 | NS      | $628291.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.              | Watts Water Technologies, Inc., Class A           | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1376 | NS      | $201212.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                    | Central Garden & Pet Co., Class A                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3326 | NS      | $119070.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke, Inc.                                | Daseke, Inc.                                      | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     14775 | NS      | $84069.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                      | SPX Technologies, Inc.                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      2896 | NS      | $190122.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                             | ModivCare, Inc.                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1915 | NS      | $171832.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                          | RBC Bearings, Inc.                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2522 | NS      | $527980.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                   | PROCEPT BioRobotics Corp.                         | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2419 | NS      | $100485.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp.                              | iRadimed Corp.                                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      2274 | NS      | $64331.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                  | Korn Ferry                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1155 | NS      | $58466.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.       | Allscripts Healthcare Solutions, Inc.             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     16019 | NS      | $282575.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                  | Ooma, Inc.                                        | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5015 | NS      | $68304.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                            | Scholastic Corp.                                  | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4251 | NS      | $167744.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares, Inc.                 | CrossFirst Bankshares, Inc.                       | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5152 | NS      | $63936.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.             | Barrett Business Services, Inc.                   | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      1084 | NS      | $101115.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                    | Fabrinet                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      1990 | NS      | $255157.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1410 | NS      | $57513.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.           | Aerojet Rocketdyne Holdings, Inc.                 | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      1272 | NS      | $71142.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences, Inc.                      | Cassava Sciences, Inc.                            | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      3712 | NS      | $109652.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                     | Columbus McKinnon Corp.                           | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2322 | NS      | $75395.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                | United Community Banks, Inc.                      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4257 | NS      | $143886.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                           | Boise Cascade Co.                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     10240 | NS      | $703180.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                          | Chord Energy Corp.                                | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      6947 | NS      | $950419.07    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                     | Sage Therapeutics, Inc.                           | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      2760 | NS      | $105266.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                     | Arlo Technologies, Inc.                           | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     16710 | NS      | $58652.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                   | Box, Inc., Class A                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     19251 | NS      | $599283.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                   | National HealthCare Corp.                         | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1803 | NS      | $107278.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                         | MVB Financial Corp.                               | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      3402 | NS      | $74912.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                          | Cytokinetics, Inc.                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     17592 | NS      | $806065.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                        | LSB Industries, Inc.                              | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     21106 | NS      | $280709.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                               | Visteon Corp.                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2318 | NS      | $303263.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                     | ICF International, Inc.                           | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      3372 | NS      | $333996.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                        | Patterson Cos., Inc.                              | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      2954 | NS      | $82800.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling, Inc.             | Diamond Offshore Drilling, Inc.                   | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     36874 | NS      | $383489.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                  | GATX Corp.                                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5629 | NS      | $598587.86    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                               | Parsons Corp.                                     | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      5885 | NS      | $272181.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                 | Casella Waste Systems, Inc., Class A              | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      8498 | NS      | $673976.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                | Safety Insurance Group, Inc.                      | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      7206 | NS      | $607177.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                        | Callon Petroleum Co.                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      3979 | NS      | $147581.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                               | Griffon Corp.                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      4140 | NS      | $148170.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                    | Power Integrations, Inc.                          | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      1637 | NS      | $117405.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group              | California Water Service Group                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      6613 | NS      | $401012.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                          | HealthEquity, Inc.                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3024 | NS      | $186399.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                          | Prothena Corp. plc                                | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      2153 | NS      | $129718.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                 | Greif, Inc., Class A                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      6359 | NS      | $426434.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                     | United Bankshares, Inc.                           | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     14160 | NS      | $573338.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                              | Gentherm, Inc.                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      6563 | NS      | $428498.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                     | Fate Therapeutics, Inc.                           | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      3831 | NS      | $38654.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.            | Day One Biopharmaceuticals, Inc.                  | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9474 | NS      | $203880.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                            | TechTarget, Inc.                                  | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      8191 | NS      | $360895.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                         | Middlesex Water Co.                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $105653.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                     | National Beverage Corp.                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     11468 | NS      | $533606.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                      | Fulgent Genetics, Inc.                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2113 | NS      | $62925.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd.                               | FLEX LNG Ltd.                                     | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | BM        |      4211 | NS      | $137657.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                | Enanta Pharmaceuticals, Inc.                      | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2457 | NS      | $114299.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                   | Insight Enterprises, Inc.                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      2223 | NS      | $222900.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                    | Eastern Bankshares, Inc.                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     15677 | NS      | $270428.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                   | Amicus Therapeutics, Inc.                         | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     27633 | NS      | $337398.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                       | Franchise Group, Inc.                             | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      4771 | NS      | $113645.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                               | ArcBest Corp.                                     | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2349 | NS      | $164523.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp.                    | Flushing Financial Corp.                          | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17949 | NS      | $347851.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                        | Verra Mobility Corp., Class A                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      7465 | NS      | $103240.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.            | Alpha & Omega Semiconductor Ltd.                  | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      8947 | NS      | $255615.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment, Inc.                | Inspired Entertainment, Inc.                      | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      8746 | NS      | $110811.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                      | PTC Therapeutics, Inc.                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     10011 | NS      | $382119.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                | Great Southern Bancorp, Inc.                      | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2451 | NS      | $145809.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.         | Diamond Hill Investment Group, Inc.               | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       689 | NS      | $127478.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                              | Exponent, Inc.                                    | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2525 | NS      | $250202.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                      | Laredo Petroleum, Inc.                            | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1021 | NS      | $52499.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                | Qualys, Inc.                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5350 | NS      | $600430.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                              | Northeast Bank                                    | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      4010 | NS      | $168821.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                    | Ensign Group, Inc. (The)                          | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6328 | NS      | $598692.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                      | Amkor Technology, Inc.                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     25756 | NS      | $617628.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                          | Hope Bancorp, Inc.                                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     11025 | NS      | $141230.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                  | Waterstone Financial, Inc.                        | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      7804 | NS      | $134540.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                       | TreeHouse Foods, Inc.                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      6334 | NS      | $312772.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.             | Evoqua Water Technologies Corp.                   | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     15658 | NS      | $620056.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                              | AtriCure, Inc.                                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4543 | NS      | $201618.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.            | NexTier Oilfield Solutions, Inc.                  | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     54511 | NS      | $503681.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                | Livent Corp.                                      | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     25562 | NS      | $507916.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                               | Veritiv Corp.                                     | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5834 | NS      | $710056.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                 | ePlus, Inc.                                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2935 | NS      | $129961.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.              | Cross Country Healthcare, Inc.                    | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     15230 | NS      | $404661.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                  | Ultra Clean Holdings, Inc.                        | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4617 | NS      | $153053.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                         | UMB Financial Corp.                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4284 | NS      | $357799.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                      | Clearwater Paper Corp.                            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      4845 | NS      | $183189.45    | 0.09%             |  |  |  | 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        |      9104 | NS      | $364251.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                               | EVERTEC, Inc.                                     | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3230 | NS      | $104587.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                           | Vector Group Ltd.                                 | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     31228 | NS      | $370364.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences, Inc.                    | Ventyx Biosciences, Inc.                          | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5289 | NS      | $173426.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                 | Horace Mann Educators Corp.                       | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2139 | NS      | $79934.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                    | US Silica Holdings, Inc.                          | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     16722 | NS      | $209025.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                           | NBT Bancorp, Inc.                                 | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7240 | NS      | $314360.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                  | Resources Connection, Inc.                        | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10942 | NS      | $201113.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA, Inc.                        | Kura Sushi USA, Inc., Class A                     | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4410 | NS      | $210268.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.               | Berkshire Hills Bancorp, Inc.                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     21102 | NS      | $630949.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                        | UFP Industries, Inc.                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7524 | NS      | $596277.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                          | Seneca Foods Corp., Class A                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $76431.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp.                                | Enovix Corp.                                      | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     12448 | NS      | $154853.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                     | Coastal Financial Corp.                           | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      5727 | NS      | $272147.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                 | Mirum Pharmaceuticals, Inc.                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     11388 | NS      | $222066.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.             | Simpson Manufacturing Co., Inc.                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      5349 | NS      | $474242.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                | SeaWorld Entertainment, Inc.                      | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      6250 | NS      | $334437.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                 | Community Bank System, Inc.                       | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1624 | NS      | $102230.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                      | Chart Industries, Inc.                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      5106 | NS      | $588364.38    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                         | Westamerica Bancorp                               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6534 | NS      | $385571.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.          | First Commonwealth Financial Corp.                | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      5869 | NS      | $81989.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                    | Laureate Education, Inc., Class A                 | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     39196 | NS      | $377065.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                    | Heritage Financial Corp.                          | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $120262.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                        | Axos Financial, Inc.                              | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1612 | NS      | $61610.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                       | Ryerson Holding Corp.                             | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     21328 | NS      | $645385.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                   | ExlService Holdings, Inc.                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      5263 | NS      | $891710.09    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                            | Photronics, Inc.                                  | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     10387 | NS      | $174813.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                        | Byline Bancorp, Inc.                              | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     11015 | NS      | $253014.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.     | First Business Financial Services, Inc.           | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      5550 | NS      | $202852.50    | 0.10%             |  |  |  | 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        |     14888 | NS      | $106002.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                    | Pacira BioSciences, Inc.                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3294 | NS      | $127181.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                  | AAON, Inc.                                        | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6349 | NS      | $478206.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                      | First Internet Bancorp                            | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      8042 | NS      | $195259.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                          | W&T Offshore, Inc.                                | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     19010 | NS      | $106075.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                             | Tidewater, Inc.                                   | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     18591 | NS      | $685078.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                  | XPEL, Inc.                                        | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2609 | NS      | $156696.54    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Montauk Renewables, Inc.                    | Montauk Renewables, Inc.                          | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24727 | NS      | $272738.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                | Stride, Inc.                                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      8723 | NS      | $272855.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                            | NV5 Global, Inc.                                  | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $432951.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                | Heritage-Crystal Clean, Inc.                      | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3322 | NS      | $107898.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                     | Jackson Financial, Inc., Class A                  | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5715 | NS      | $198824.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                   | Equitrans Midstream Corp.                         | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      9621 | NS      | $64460.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                | R1 RCM, Inc.                                      | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9951 | NS      | $108963.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                 | Sensient Technologies Corp.                       | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      2996 | NS      | $218468.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                             | Insperity, Inc.                                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      4904 | NS      | $557094.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                         | Shoe Carnival, Inc.                               | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6964 | NS      | $166509.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.              | National Vision Holdings, Inc.                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1621 | NS      | $62829.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics, Inc.                     | DICE Therapeutics, Inc.                           | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1992 | NS      | $62150.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                      | UFP Technologies, Inc.                            | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      1945 | NS      | $229296.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                         | Herc Holdings, Inc.                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      3263 | NS      | $429312.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences, Inc.                  | Enochian Biosciences, Inc.                        | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     20646 | NS      | $21265.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp.             | Brookfield Infrastructure Corp., Class A          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1406 | NS      | $54693.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics, Inc.               | Arcutis Biotherapeutics, Inc.                     | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6849 | NS      | $101365.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                  | RPT Realty                                        | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      6152 | NS      | $61766.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                 | Simply Good Foods Co. (The)                       | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7266 | NS      | $276325.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                   | CNO Financial Group, Inc.                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     19847 | NS      | $453503.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.             | Deciphera Pharmaceuticals, Inc.                   | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      4070 | NS      | $66707.30     | 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        |     42426 | NS      | $994889.70    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                       | Hanmi Financial Corp.                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     33930 | NS      | $839767.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                            | elf Beauty, Inc.                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     13598 | NS      | $751969.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.             | MasterCraft Boat Holdings, Inc.                   | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      3895 | NS      | $100763.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus, Inc.                                | Evolus, Inc.                                      | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      8508 | NS      | $63895.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.              | Focus Financial Partners, Inc., Class A           | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      4686 | NS      | $174647.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo, Inc.                                  | EVgo, Inc.                                        | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13696 | NS      | $61221.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                        | Peabody Energy Corp.                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     28263 | NS      | $746708.46    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute, Inc.         | Universal Technical Institute, Inc.               | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     20707 | NS      | $139151.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.         | Brightsphere Investment Group, Inc.               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9045 | NS      | $186146.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                   | IDT Corp., Class B                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5434 | NS      | $153075.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                | Syndax Pharmaceuticals, Inc.                      | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      9592 | NS      | $244116.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                          | SPS Commerce, Inc.                                | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      3625 | NS      | $465558.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                    | ConnectOne Bancorp, Inc.                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      2742 | NS      | $66383.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                       | Associated Banc-Corp.                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      3081 | NS      | $71140.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.           | Four Corners Property Trust, Inc.                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      5926 | NS      | $153661.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                           | TimkenSteel Corp.                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     15007 | NS      | $272677.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                             | Whitestone REIT                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31937 | NS      | $307872.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                  | Gogo, Inc.                                        | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     19856 | NS      | $293074.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners, Inc.                     | Farmland Partners, Inc.                           | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     15156 | NS      | $188843.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                               | Vaxcyte, Inc.                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     11409 | NS      | $547061.55    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                  | Super Micro Computer, Inc.                        | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      7735 | NS      | $635043.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                        | Signet Jewelers Ltd.                              | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      2892 | NS      | $196656.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.            | Entravision Communications Corp., Class A         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     17942 | NS      | $86121.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                            | Murphy Oil Corp.                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     24495 | NS      | $1053529.95   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                               | Genesco, Inc.                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4199 | NS      | $193237.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                    | Keros Therapeutics, Inc.                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $101946.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                       | First Merchants Corp.                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1655 | NS      | $68037.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                              | AdvanSix, Inc.                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      8544 | NS      | $324842.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                              | Transcat, Inc.                                    | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      1511 | NS      | $107084.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                | Avista Corp.                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1582 | NS      | $70145.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries, Inc.                      | NACCO Industries, Inc., Class A                   | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5612 | NS      | $213256.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | Russell 2000 E-Mini Index                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        57 | NC      | $-179840.88   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                         | Teekay Tankers Ltd., Class A                      | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | MH        |      6112 | NS      | $188310.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                            | SouthState Corp.                                  | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      7547 | NS      | $576288.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                | Unitil Corp.                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $131995.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio, Inc.                                 | Edgio, Inc.                                       | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |     44711 | NS      | $50523.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                           | Black Hills Corp.                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      8714 | NS      | $612942.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb, Inc.                                | PFSweb, Inc.                                      | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11023 | NS      | $67791.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics, Inc.                   | Axsome Therapeutics, Inc.                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      7036 | NS      | $542686.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                            | Ranger Oil Corp.                                  | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     12113 | NS      | $489728.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.         | Dave & Buster's Entertainment, Inc.               | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      2160 | NS      | $76550.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                      | Extreme Networks, Inc.                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     39556 | NS      | $724270.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd.                              | Golar LNG Ltd.                                    | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     15761 | NS      | $359193.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                   | RPC, Inc.                                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48795 | NS      | $433787.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                         | Park National Corp.                               | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2088 | NS      | $293886.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                      | Palomar Holdings, Inc.                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1067 | NS      | $48185.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                        | ADMA Biologics, Inc.                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73150 | NS      | $283822.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                 | International Seaways, Inc.                       | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     13356 | NS      | $494439.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust, Inc.                    | Indus Realty Trust, Inc.                          | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |      1511 | NS      | $95933.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                 | Calix, Inc.                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     14194 | NS      | $971295.42    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                            | MRC Global, Inc.                                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      9353 | NS      | $108307.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                   | American States Water Co.                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      8203 | NS      | $759187.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                      | Cavco Industries, Inc.                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $66743.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                   | Hackett Group, Inc. (The)                         | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      8568 | NS      | $174530.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                    | Artesian Resources Corp., Class A                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2932 | NS      | $171756.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                    | Array Technologies, Inc.                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     17785 | NS      | $343784.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2631 | NS      | $64880.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                               | AerSale Corp.                                     | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7162 | NS      | $116167.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals, Inc.             | Crinetics Pharmaceuticals, Inc.                   | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      6109 | NS      | $111794.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                   | Alexander & Baldwin, Inc.                         | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4147 | NS      | $77673.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                         | VAALCO Energy, Inc.                               | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     37345 | NS      | $170293.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp.                                | BayCom Corp.                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      5640 | NS      | $107047.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                               | First BanCorp                                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     34564 | NS      | $439654.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                       | Matador Resources Co.                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     25497 | NS      | $1459448.28   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.          | Stewart Information Services Corp.                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2176 | NS      | $92980.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                  | Celldex Therapeutics, Inc.                        | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      6718 | NS      | $299421.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                | Rogers Corp.                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1006 | NS      | $120056.04    | 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        |     13278 | NS      | $411750.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                | Coca-Cola Consolidated, Inc.                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1363 | NS      | $698346.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.               | First Western Financial, Inc.                     | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      1825 | NS      | $51373.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                              | Materion Corp.                                    | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1995 | NS      | $174582.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                  | Par Pacific Holdings, Inc.                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2981 | NS      | $69308.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                            | AnaptysBio, Inc.                                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      5714 | NS      | $177076.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.             | CSG Systems International, Inc.                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4867 | NS      | $278392.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                       | Global Industrial Co.                             | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8387 | NS      | $197346.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                     | Arcus Biosciences, Inc.                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5273 | NS      | $109045.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                | Worthington Industries, Inc.                      | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      4697 | NS      | $233487.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                | ServisFirst Bancshares, Inc.                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15347 | NS      | $1057561.77   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                       | CSW Industrials, Inc.                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2595 | NS      | $300838.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                  | Silicon Laboratories, Inc.                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       684 | NS      | $92798.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                   | Kezar Life Sciences, Inc.                         | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     14691 | NS      | $103424.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                         | Donegal Group, Inc., Class A                      | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12407 | NS      | $176179.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                         | CNX Resources Corp.                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     30619 | NS      | $515623.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy, Inc.                           | Ring Energy, Inc.                                 | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     25943 | NS      | $63819.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                      | Rush Enterprises, Inc., Class A                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     10302 | NS      | $538588.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp.                                 | Geron Corp.                                       | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     85424 | NS      | $206726.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.              | Catalyst Pharmaceuticals, Inc.                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     24058 | NS      | $447478.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                      | Fulton Financial Corp.                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      9705 | NS      | $163335.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                        | Light & Wonder, Inc.                              | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4186 | NS      | $245299.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.              | Covenant Logistics Group, Inc.                    | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5720 | NS      | $197740.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.               | Custom Truck One Source, Inc.                     | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11451 | NS      | $72370.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                | ACADIA Pharmaceuticals, Inc.                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     10800 | NS      | $171936.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.            | Information Services Group, Inc.                  | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     14691 | NS      | $67578.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                | Kadant, Inc.                                      | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1781 | NS      | $316359.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                            | MGE Energy, Inc.                                  | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8387 | NS      | $590444.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                            | Perficient, Inc.                                  | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1968 | NS      | $137425.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                    | Nicolet Bankshares, Inc.                          | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $75401.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                               | Sanmina Corp.                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4288 | NS      | $245659.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                    | Cogent Biosciences, Inc.                          | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11738 | NS      | $135691.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio, Inc.                            | Adicet Bio, Inc.                                  | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     10734 | NS      | $95961.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                             | Hub Group, Inc., Class A                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6051 | NS      | $480993.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                             | HCI Group, Inc.                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1734 | NS      | $68649.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz, Inc.                                 | Cadiz, Inc.                                       | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |     10859 | NS      | $27147.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.              | BioCryst Pharmaceuticals, Inc.                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     19140 | NS      | $219727.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings, Inc.                      | Kinetik Holdings, Inc.                            | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18228 | NS      | $602982.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                  | Revance Therapeutics, Inc.                        | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      7296 | NS      | $134684.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.               | AMN Healthcare Services, Inc.                     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      6105 | NS      | $627716.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet, Inc.                            | Red Violet, Inc.                                  | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       802 | NS      | $18462.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp.                        | Amplify Energy Corp.                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     28146 | NS      | $247403.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                            | CVR Energy, Inc.                                  | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     20907 | NS      | $655225.38    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                        | WSFS Financial Corp.                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1366 | NS      | $61934.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                             | Dillard's, Inc., Class A                          | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      3236 | NS      | $1045875.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.              | International Bancshares Corp.                    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      4965 | NS      | $227198.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global, Inc.                | Point Biopharma Global, Inc.                      | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10604 | NS      | $77303.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                               | Agiliti, Inc.                                     | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5634 | NS      | $91890.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.         | Computer Programs and Systems, Inc.               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2552 | NS      | $69465.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                  | Encore Capital Group, Inc.                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3469 | NS      | $166303.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                              | Appfolio, Inc., Class A                           | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      6147 | NS      | $647770.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                     | Physicians Realty Trust                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     22555 | NS      | $326370.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                          | A10 Networks, Inc.                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     25073 | NS      | $416963.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                       | MGP Ingredients, Inc.                             | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      4923 | NS      | $523708.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.             | Independence Realty Trust, Inc.                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     16620 | NS      | $280213.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                       | First Financial Corp.                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3510 | NS      | $161740.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                               | Bowlero Corp.                                     | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27336 | NS      | $368489.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.          | Air Transport Services Group, Inc.                | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     10981 | NS      | $285286.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp.                                  | ACNB Corp.                                        | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2161 | NS      | $86029.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                              | Wingstop, Inc.                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2347 | NS      | $322994.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp.                        | BRT Apartments Corp.                              | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9004 | NS      | $176838.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                    | Patrick Industries, Inc.                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1244 | NS      | $75386.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.             | Arrowhead Pharmaceuticals, Inc.                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      3075 | NS      | $124722.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                | Banner Corp.                                      | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2759 | NS      | $174368.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                     | John Wiley & Sons, Inc., Class A                  | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3231 | NS      | $129433.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                       | Avid Technology, Inc.                             | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     11403 | NS      | $303205.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                          | DHT Holdings, Inc.                                | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |     21206 | NS      | $188309.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                        | Origin Bancorp, Inc.                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      6543 | NS      | $240128.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.           | Installed Building Products, Inc.                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       795 | NS      | $68052.00     | 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        |   6558374 | NS      | $6555751.06   | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                 | Greenbrier Cos., Inc. (The)                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3586 | NS      | $120238.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta, Inc.                               | SunOpta, Inc.                                     | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      9949 | NS      | $83969.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                        | Houlihan Lokey, Inc.                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3031 | NS      | $264181.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                 | Beacon Roofing Supply, Inc.                       | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      4115 | NS      | $217230.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                       | Commercial Metals Co.                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     15907 | NS      | $768308.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.               | Community Trust Bancorp, Inc.                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2376 | NS      | $109129.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                              | Ameresco, Inc., Class A                           | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     11281 | NS      | $644596.34    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                            | Immunovant, Inc.                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4905 | NS      | $87063.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group, Inc.              | Bankwell Financial Group, Inc.                    | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      4185 | NS      | $123164.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                   | Karuna Therapeutics, Inc.                         | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5214 | NS      | $1024551.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                             | MYR Group, Inc.                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3903 | NS      | $359349.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.             | Amphastar Pharmaceuticals, Inc.                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     17113 | NS      | $479506.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                   | Fox Factory Holding Corp.                         | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      1230 | NS      | $112212.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                      | Nabors Industries Ltd.                            | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      2105 | NS      | $326001.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.            | NexPoint Residential Trust, Inc.                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      2673 | NS      | $116328.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.         | Tanger Factory Outlet Centers, Inc.               | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     19832 | NS      | $355786.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.               | Asbury Automotive Group, Inc.                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1031 | NS      | $184806.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                     | CTO Realty Growth, Inc.                           | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12921 | NS      | $236195.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                     | Shockwave Medical, Inc.                           | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      5058 | NS      | $1039975.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                        | LTC Properties, Inc.                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      6428 | NS      | $228386.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                 | Construction Partners, Inc., Class A              | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      7283 | NS      | $194383.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                         | Vista Outdoor, Inc.                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     13087 | NS      | $318930.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                      | First Foundation, Inc.                            | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     10448 | NS      | $149719.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                     | Triumph Financial, Inc.                           | CUSIP: 89679E300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4985 | NS      | $243616.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties, Inc.                    | Stratus Properties, Inc.                          | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       558 | NS      | $10763.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.        | Retail Opportunity Investments Corp.              | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7401 | NS      | $111237.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop, Inc.                 | Build-A-Bear Workshop, Inc.                       | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      6434 | NS      | $153386.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                    | Akero Therapeutics, Inc.                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      5615 | NS      | $307702.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                  | California Resources Corp.                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     14383 | NS      | $625804.33    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                 | Intellia Therapeutics, Inc.                       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      2744 | NS      | $95738.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                          | STAAR Surgical Co.                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1687 | NS      | $81886.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.              | Supernus Pharmaceuticals, Inc.                    | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3747 | NS      | $133655.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                             | ImmunoGen, Inc.                                   | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     26176 | NS      | $129832.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                         | AeroVironment, Inc.                               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1047 | NS      | $89686.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.   | MACOM Technology Solutions Holdings, Inc.         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14251 | NS      | $897527.98    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                       | Dorman Products, Inc.                             | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $71650.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                      | Kearny Financial Corp.                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10442 | NS      | $105986.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                | Impinj, Inc.                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3272 | NS      | $357236.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                  | HomeTrust Bancshares, Inc.                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7178 | NS      | $173492.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                       | Marten Transport Ltd.                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13081 | NS      | $258742.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                 | Spire, Inc.                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8893 | NS      | $612371.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp. Ltd.                              | SFL Corp. Ltd.                                    | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | BM        |      6497 | NS      | $59902.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                | Diodes, Inc.                                      | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3546 | NS      | $269992.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group, Inc.                  | Destination XL Group, Inc.                        | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26625 | NS      | $179718.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                      | Sonic Automotive, Inc., Class A                   | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5550 | NS      | $273448.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                               | HB Fuller Co.                                     | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4454 | NS      | $318995.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC, Inc.                                   | BRC, Inc., Class A                                | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18007 | NS      | $110022.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                    | Digi International, Inc.                          | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      8206 | NS      | $299929.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                             | ODP Corp. (The)                                   | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8720 | NS      | $397108.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.             | Papa John's International, Inc.                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1986 | NS      | $163467.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.               | Monarch Casino & Resort, Inc.                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1222 | NS      | $93959.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals, Inc.                | A-Mark Precious Metals, Inc.                      | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      7222 | NS      | $250820.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                               | Novanta, Inc.                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1513 | NS      | $205571.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies, Inc.                    | Maxar Technologies, Inc.                          | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      4188 | NS      | $216687.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.           | PennyMac Financial Services, Inc.                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     10469 | NS      | $593173.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                | Huron Consulting Group, Inc.                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      5722 | NS      | $415417.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The         | Hingham Institution For Savings The               | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       319 | NS      | $88031.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                       | Onto Innovation, Inc.                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1916 | NS      | $130460.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                             | ChampionX Corp.                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     13468 | NS      | $390437.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp, Inc.                         | Parke Bancorp, Inc.                               | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      1434 | NS      | $29741.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                            | Omega Flex, Inc.                                  | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $79415.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                            | PBF Energy, Inc., Class A                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     21815 | NS      | $889615.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                | Belden, Inc.                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7135 | NS      | $513006.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                  | Travere Therapeutics, Inc.                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13015 | NS      | $273705.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                       | Clearway Energy, Inc., Class C                    | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     29443 | NS      | $938348.41    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                     | Delek US Holdings, Inc.                           | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     12553 | NS      | $338931.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings, Inc.                  | Instructure Holdings, Inc.                        | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3548 | NS      | $83165.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                  | Corcept Therapeutics, Inc.                        | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     15406 | NS      | $312895.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                             | Blackline, Inc.                                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3156 | NS      | $212304.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.           | Peapack-Gladstone Financial Corp.                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      5456 | NS      | $203072.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                        | Verint Systems, Inc.                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      3491 | NS      | $126653.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.            | Advanced Energy Industries, Inc.                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2167 | NS      | $185885.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts, Inc.              | Braemar Hotels & Resorts, Inc.                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     17910 | NS      | $73610.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                        | Hostess Brands, Inc.                              | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34659 | NS      | $777747.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp.                         | NuScale Power Corp.                               | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31645 | NS      | $324677.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.            | First Financial Bankshares, Inc.                  | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      4501 | NS      | $154834.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                        | Terreno Realty Corp.                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5393 | NS      | $306699.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                          | TriNet Group, Inc.                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2850 | NS      | $193230.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                     | Shyft Group, Inc. (The)                           | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     12746 | NS      | $316865.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics, Inc.                         | Quad/Graphics, Inc.                               | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       429 | NS      | $1750.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                     | Kite Realty Group Trust                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10111 | NS      | $212836.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                              | Preferred Bank                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2485 | NS      | $185430.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.            | Zurn Elkay Water Solutions Corp.                  | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5457 | NS      | $115415.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                      | Avid Bioservices, Inc.                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     16132 | NS      | $222137.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma, Inc.                         | PDL BioPharma, Inc.                               | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     34242 | NS      | $34142.42     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| OFG Bancorp                                 | OFG Bancorp                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3208 | NS      | $88412.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                 | Franklin Electric Co., Inc.                       | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2983 | NS      | $237894.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                            | City Holding Co.                                  | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4978 | NS      | $463402.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                  | Edgewell Personal Care Co.                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      6548 | NS      | $252359.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                         | PC Connection, Inc.                               | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3074 | NS      | $144170.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                   | Comfort Systems USA, Inc.                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      5627 | NS      | $647555.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                 | PCB Bancorp                                       | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      5598 | NS      | $99028.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                             | O-I Glass, Inc.                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $103065.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                | Matson, Inc.                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3091 | NS      | $193218.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group, Inc.                             | DHI Group, Inc.                                   | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |     37963 | NS      | $200824.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                      | Kronos Worldwide, Inc.                            | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     12114 | NS      | $113871.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power, Inc.                           | Altus Power, Inc.                                 | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     15678 | NS      | $102220.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                    | Modine Manufacturing Co.                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      3048 | NS      | $60533.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                     | LeMaitre Vascular, Inc.                           | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1447 | NS      | $66590.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                         | CONSOL Energy, Inc.                               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     12663 | NS      | $823095.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                   | Triton International Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10499 | NS      | $722121.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd.                | Nordic American Tankers Ltd.                      | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | BM        |     45008 | NS      | $137724.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                             | CoreCivic, Inc.                                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     13733 | NS      | $158753.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.             | Selective Insurance Group, Inc.                   | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      5243 | NS      | $464582.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                 | Halozyme Therapeutics, Inc.                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     18798 | NS      | $1069606.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                          | Badger Meter, Inc.                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      3605 | NS      | $393053.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.          | Ryman Hospitality Properties, Inc.                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      5030 | NS      | $411353.40    | 0.19%             |  |  |  | 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        |     13375 | NS      | $109273.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                       | Varonis Systems, Inc.                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      3057 | NS      | $73184.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                            | Otter Tail Corp.                                  | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14307 | NS      | $839963.97    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                     | BlueLinx Holdings, Inc.                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      3628 | NS      | $257987.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group, Inc.                           | Weyco Group, Inc.                                 | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      2079 | NS      | $43991.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                            | Murphy USA, Inc.                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4803 | NS      | $1342630.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial, Inc.                     | B Riley Financial, Inc.                           | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7873 | NS      | $269256.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services, Inc.           | Consumer Portfolio Services, Inc.                 | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12647 | NS      | $111925.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                | Hilton Grand Vacations, Inc.                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      6992 | NS      | $269471.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.               | Inspire Medical Systems, Inc.                     | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      3461 | NS      | $871756.68    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial, Inc.                    | Columbia Financial, Inc.                          | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     16667 | NS      | $360340.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                     | CRA International, Inc.                           | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2632 | NS      | $322235.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                            | FormFactor, Inc.                                  | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      8834 | NS      | $196379.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                      | Celsius Holdings, Inc.                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9290 | NS      | $966531.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.          | Prestige Consumer Healthcare, Inc.                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14026 | NS      | $878027.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.               | Select Medical Holdings Corp.                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5752 | NS      | $142822.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group, Inc.                   | Privia Health Group, Inc.                         | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14845 | NS      | $337129.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA, Inc.                                  | MBIA, Inc.                                        | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     10912 | NS      | $140219.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.         | Enterprise Financial Services Corp.               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1410 | NS      | $69033.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                       | Chatham Lodging Trust                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13588 | NS      | $166724.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                         | Inter Parfums, Inc.                               | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3336 | NS      | $321990.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                         | Inari Medical, Inc.                               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3961 | NS      | $251761.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                        | Centrus Energy Corp., Class A                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3116 | NS      | $101207.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                | EZCORP, Inc., Class A                             | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     15046 | NS      | $122624.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                  | iRhythm Technologies, Inc.                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5184 | NS      | $485585.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.             | Academy Sports & Outdoors, Inc.                   | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5059 | NS      | $265799.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                        | Enact Holdings, Inc.                              | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $63797.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                            | ScanSource, Inc.                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2805 | NS      | $81962.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                      | NetScout Systems, Inc.                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      7715 | NS      | $250814.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                     | SIGA Technologies, Inc.                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15759 | NS      | $115986.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                               | Glaukos Corp.                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2261 | NS      | $98760.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources, Inc.                   | SilverBow Resources, Inc.                         | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      5665 | NS      | $160206.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp.                      | Ardmore Shipping Corp.                            | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |      9751 | NS      | $140511.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                        | Evolent Health, Inc., Class A                     | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     26133 | NS      | $733814.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                  | Golden Entertainment, Inc.                        | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      7326 | NS      | $273992.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp.                              | Liquidia Corp.                                    | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37041 | NS      | $235951.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                    | Lakeland Financial Corp.                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6746 | NS      | $492255.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                           | Encore Wire Corp.                                 | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1892 | NS      | $260263.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                    | Genworth Financial, Inc., Class A                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     44714 | NS      | $236537.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                  | Northern Oil and Gas, Inc.                        | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     12701 | NS      | $391444.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                             | MarineMax, Inc.                                   | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2817 | NS      | $87946.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                    | Alarm.com Holdings, Inc.                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2136 | NS      | $105689.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                | Arcosa, Inc.                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3741 | NS      | $203285.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                       | Krystal Biotech, Inc.                             | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      3707 | NS      | $293668.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                  | Stepan Co.                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1189 | NS      | $126580.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                      | Lancaster Colony Corp.                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       688 | NS      | $135742.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico, Inc.                                 | Alico, Inc.                                       | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6296 | NS      | $150285.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                              | Harmonic, Inc.                                    | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     17810 | NS      | $233311.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares, Inc.             | First Guaranty Bancshares, Inc.                   | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      3434 | NS      | $80527.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.               | Sterling Infrastructure, Inc.                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      5513 | NS      | $180826.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                     | Earthstone Energy, Inc., Class A                  | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     21229 | NS      | $302088.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                              | Innoviva, Inc.                                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      6780 | NS      | $89835.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group, Inc.    | Silvercrest Asset Management Group, Inc., Class A | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5450 | NS      | $102296.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.             | Dime Community Bancshares, Inc.                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $71935.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                     | United Fire Group, Inc.                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7667 | NS      | $209769.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.             | Armada Hoffler Properties, Inc.                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     11066 | NS      | $127259.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                           | S&T Bancorp, Inc.                                 | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2397 | NS      | $81929.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                     | Alphatec Holdings, Inc.                           | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     20249 | NS      | $250075.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                       | Mr Cooper Group, Inc.                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     25130 | NS      | $1008466.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                           | BCB Bancorp, Inc.                                 | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |     10795 | NS      | $194202.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                           | Forward Air Corp.                                 | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $224779.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Transphorm, Inc.                            | Transphorm, Inc.                                  | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |     13141 | NS      | $71487.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                   | Methode Electronics, Inc.                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      3694 | NS      | $163902.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                  | Broadstone Net Lease, Inc.                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      3731 | NS      | $60479.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                | Southwest Gas Holdings, Inc.                      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15265 | NS      | $944598.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                               | Sylvamo Corp.                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      4548 | NS      | $220987.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                       | Titan Machinery, Inc.                             | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      3211 | NS      | $127573.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                     | Helmerich & Payne, Inc.                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     18262 | NS      | $905247.34    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises, Inc.          | Babcock & Wilcox Enterprises, Inc.                | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     30705 | NS      | $177167.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.           | First Interstate BancSystem, Inc., Class A        | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      7549 | NS      | $291768.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                     | Veeco Instruments, Inc.                           | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     10345 | NS      | $192210.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury, Inc.                               | Denbury, Inc.                                     | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      8159 | NS      | $709996.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                     | CommVault Systems, Inc.                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1205 | NS      | $75722.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                         | CVB Financial Corp.                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48785 | NS      | $1256213.75   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.               | Apellis Pharmaceuticals, Inc.                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     17190 | NS      | $888894.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                   | NOW, Inc.                                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     15832 | NS      | $201066.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                 | Vicor Corp.                                       | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1200 | NS      | $64500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group, Inc.                | Independent Bank Group, Inc.                      | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $58938.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                           | Q2 Holdings, Inc.                                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2491 | NS      | $66933.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                           | Alamo Group, Inc.                                 | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1547 | NS      | $219055.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                  | ASGN, Inc.                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      6739 | NS      | $549093.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                               | Caleres, Inc.                                     | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      7502 | NS      | $167144.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                         | CTI BioPharma Corp.                               | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36065 | NS      | $216750.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.         | Alpha Metallurgical Resources, Inc.               | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3934 | NS      | $575898.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio, Inc.                          | Gossamer Bio, Inc.                                | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     14043 | NS      | $30473.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                 | Phillips Edison & Co., Inc.                       | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      7104 | NS      | $226191.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                  | Patterson-UTI Energy, Inc.                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     45611 | NS      | $768089.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                       | Texas Roadhouse, Inc.                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      5823 | NS      | $529601.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                         | Unity Bancorp, Inc.                               | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      5484 | NS      | $149877.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                | Chefs' Warehouse, Inc. (The)                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      3281 | NS      | $109191.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                            | Hecla Mining Co.                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     19446 | NS      | $108119.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc               | Weatherford International plc                     | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     18882 | NS      | $961471.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.               | Portland General Electric Co.                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     15179 | NS      | $743771.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy, Inc.                         | Vertex Energy, Inc.                               | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     14806 | NS      | $91797.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                    | NextGen Healthcare, Inc.                          | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6882 | NS      | $129243.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                         | TTEC Holdings, Inc.                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      4738 | NS      | $209087.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                               | ONE Gas, Inc.                                     | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     13440 | NS      | $1017676.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                        | Everi Holdings, Inc.                              | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     12410 | NS      | $178083.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                | Kforce, Inc.                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1699 | NS      | $93156.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.           | Napco Security Technologies, Inc.                 | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      4475 | NS      | $122973.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                        | Gladstone Land Corp.                              | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |      3128 | NS      | $57398.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                              | Archrock, Inc.                                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     19684 | NS      | $176762.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                | Sprouts Farmers Market, Inc.                      | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     14131 | NS      | $457420.47    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                             | BancFirst Corp.                                   | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     12314 | NS      | $1085848.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics, Inc.                  | Foghorn Therapeutics, Inc.                        | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $31427.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium, Inc.                      | Piedmont Lithium, Inc.                            | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      1170 | NS      | $51503.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                  | Chinook Therapeutics, Inc.                        | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     15152 | NS      | $396982.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.         | Donnelley Financial Solutions, Inc.               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     13374 | NS      | $516905.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                     | Civitas Resources, Inc.                           | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     12849 | NS      | $744342.57    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                           | FVCBankcorp, Inc.                                 | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      4274 | NS      | $81505.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                        | Liberty Energy, Inc., Class A                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21189 | NS      | $339235.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp, Inc.                   | Stock Yards Bancorp, Inc.                         | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      7567 | NS      | $491703.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                          | Malibu Boats, Inc., Class A                       | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $99084.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.          | Harmony Biosciences Holdings, Inc.                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11929 | NS      | $657287.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                  | Green Brick Partners, Inc.                        | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      9202 | NS      | $222964.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering, Inc.                    | Altair Engineering, Inc., Class A                 | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      2797 | NS      | $127179.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                | Select Energy Services, Inc., Class A             | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     20973 | NS      | $193790.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                | Rambus, Inc.                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     20045 | NS      | $718011.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                  | Aclaris Therapeutics, Inc.                        | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      9411 | NS      | $148223.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.          | Provident Financial Services, Inc.                | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      7545 | NS      | $161161.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co. | American Equity Investment Life Holding Co.       | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      8399 | NS      | $383162.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness, Inc.                    | Xponential Fitness, Inc., Class A                 | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4263 | NS      | $97750.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                      | EnPro Industries, Inc.                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       733 | NS      | $79669.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio, Inc.                            | IVERIC bio, Inc.                                  | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     17908 | NS      | $383410.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                 | Ennis, Inc.                                       | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3807 | NS      | $84363.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian, Inc.                             | Tellurian, Inc.                                   | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |     75251 | NS      | $126421.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                     | TransMedics Group, Inc.                           | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5362 | NS      | $330942.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                             | Dorian LPG Ltd.                                   | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     21208 | NS      | $401891.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                  | Gibraltar Industries, Inc.                        | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4161 | NS      | $190906.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                          | Buckle, Inc. (The)                                | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      5074 | NS      | $230105.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                       | Home BancShares, Inc.                             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11922 | NS      | $271702.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                     | Carriage Services, Inc.                           | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4824 | NS      | $132852.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                          | StoneX Group, Inc.                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3131 | NS      | $298384.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.             | Metropolitan Bank Holding Corp.                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1731 | NS      | $101557.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                           | EMCOR Group, Inc.                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      4406 | NS      | $652572.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                | Cutera, Inc.                                      | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      1599 | NS      | $70707.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                        | Arch Resources, Inc.                              | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      4013 | NS      | $573016.27    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                          | Movado Group, Inc.                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      9939 | NS      | $320532.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | Dycom Industries, Inc.                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      4642 | NS      | $434491.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                          | SITE Centers Corp.                                | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     17438 | NS      | $238203.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                       | Andersons, Inc. (The)                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      4427 | NS      | $154900.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                     | Customers Bancorp, Inc.                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3559 | NS      | $100862.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                  | Dynavax Technologies Corp.                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      5254 | NS      | $55902.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                | Alkermes plc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     20822 | NS      | $544078.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                         | AngioDynamics, Inc.                               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4736 | NS      | $65214.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                | Valaris Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     17293 | NS      | $1169352.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                             | Noble Corp. plc                                   | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     14852 | NS      | $560068.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                              | LCI Industries                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       790 | NS      | $73035.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings, Inc.             | Concrete Pumping Holdings, Inc.                   | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9702 | NS      | $56756.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping, Inc.                   | Eagle Bulk Shipping, Inc.                         | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |      6131 | NS      | $306182.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp.                  | Anavex Life Sciences Corp.                        | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     20655 | NS      | $191265.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                          | ProAssurance Corp.                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4101 | NS      | $71644.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                | Iridium Communications, Inc.                      | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     18639 | NS      | $958044.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                        | SunCoke Energy, Inc.                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     12892 | NS      | $111257.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                     | American Vanguard Corp.                           | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     12042 | NS      | $261431.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                 | Cabot Corp.                                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      4735 | NS      | $316487.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                        | PotlatchDeltic Corp.                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3535 | NS      | $155504.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.       | Applied Industrial Technologies, Inc.             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      4862 | NS      | $612757.86    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                         | Owens & Minor, Inc.                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     11767 | NS      | $229809.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                            | HomeStreet, Inc.                                  | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5133 | NS      | $141568.14    | 0.07%             |  |  |  | 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