# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043530
**Filing Date:** 2023-2
**Character Count:** 272653
**Document Hash:** f1bc561b2c65bb97917ac6417bd3ba72
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043530.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043530

**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:** 23675322

**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 Large Cap Momentum Style Fund (Series ID: S000025643)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076804 | Class I      | AMOMX           |
| C000120475 | Class N      | AMONX           |
| C000144284 | Class R6     | QMORX           |

## 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% |  |  | Landes/Bossell Industries, Inc. Class A | December 31, 2022 (Unaudited) |  |
| Agri-Funds - 5.8% |  |  | Mosaic Co. (The) | 83,207 | 3,093,391 |
| General Dynamics Corp. | 7,305 | 1,228,801 | Olin Corp. | 76,178 | 4,002,414 |
| Hayward Enterprises, Inc. | 4,028 | 998,397 |  |  | 26,688,438 |
| Huntington-Ingalls Industries, Inc. | 43,078 | 1,576,306 |  |  |  |
| Lockheed Martin Corp. | 18,118 | 3,718,331 |  |  |  |
|  | 1,247 | 666,603 | Commercial Services & Supplies - 5.8% |  |  |

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

(Continued)
1

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

(Continued)

8

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

Schedule of Investments

December 31, 2022 (Unaudited)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Schedule of Investments

December 31, 2022 (Unaudited)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

<table><thead

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAPITALS STYLE FUND

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

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

9

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR SMALL CAP MULTI-STYLE FUND

| 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 |

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

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

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

Securities in Schedule of Investments (Continued)
AOR Funds | N-PORT Part F | December 2022 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 |
| --- | --- | --- |
| Cashflow | 1.0% | 1.0% |
| Interest | 1.0% | 1.0% |
| Interest Expense | 1.0% | 1.0% |
| Interest Expense (Net) | 1.0% | 1.0% |
| Interest Expense (Net) | 1.0% | 1.0% |
| Interest Expense (Net) | 1.0% | 1.0% |
| Interest Expense (Net) | 1.0% | 1.0% |

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 |

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

14

Schedule of Investments

December 31, 2022

# AOR INTERNATIONAL MULTI-ETYLE FUND

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

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: NET | 2022 | 2021 | 2020 | 2019 |
| --- | --- | --- | --- | --- |
| Net Income | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Operating Income | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Operating Margin | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Operating Margin Margin | $1,000,000 | $1,000,000 | $1,000,000 | $1,000,000 |
| Operating Margin Margin Margin | $1,000,000 |  |  |  |

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

See notes to 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 |

Securities in 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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---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

---

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 |

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

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

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

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[{"box_2

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INNOVATION STYLE FUND

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

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

37

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR SMALL CAP INOMENIUM STYLE FUND

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

Securities in Schedule of Investments

AOR Funds | N-PORT Part F | December 2022

30

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE FUND

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

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

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

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

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

(Continued)
39

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL MOMENTUM OFFICE FUND

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

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

40

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM STYLE FUND

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

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

(Continued)
41

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE FUND

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

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

42

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL MOMENTUM OFFICE EURO

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

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

43

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR LARGE CAP DEFENSIVE STYLE FUND

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

Securities in Schedule of Investments

(Continued)

AOR Funds | N-PORT Part F | December 2022

44

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

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

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

(Continued)
45

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

46

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

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

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

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR LARGE CAP DEFENSIVE STYLE FUND

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

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

48

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL GEOSOCO STYLE FUND

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

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

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

49

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

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

Securities in Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

50

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

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

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

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITS STYLE FUND

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

52

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

(Continued)

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL DEPOSITIVE STYLE FUND

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

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

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

53

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

54

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

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

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

96

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

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

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

98

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

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

(Continued)

99

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

Securities in Schedule of Investments

(Continued)

AQR Funds | N-PORT Part F | December 2022

60

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR GLOBAL EQUITY FUND

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

See notes to Schedule of Investments.

AQR Funds | N-PORT Part F | December 2022

41

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR INTERNATIONAL EQUITY FUND

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

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

62

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

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

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

63

Schedule of Investments

December 31, 2022 (Unaudited)

# AQR INTERNATIONAL EQUITY FUND

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

</table>

64

See notes to Schedule of Investments

(Continued)

AQP Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

# AOR INTERNATIONAL EQUITY FUND

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

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

See notes to Schedule of Investments.

(Continued)

AOR Funds | N-PORT Part F | December 2022

85

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

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

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

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

66

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

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

See notes to Schedule of Investments.

(Continued)

AQP Funds | N-PORT Part F | December 2022

87

Schedule of Investments

December 31, 2022 (Unaudited)

AQP INTERNATIONAL EQUITY FUND

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

See notes to Schedule of Investments.

AQP Funds | N-PORT Part F | December 2022

98

Schedule of Investments

December 31, 2022 (Unaudited)

Abbreviations

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

See notes to Schedule of Investments.

AOR Funds | N-PORT Part F | December 2022

99

Notes to Schedules of Investments

December 31, 2022 (Unaudited)

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

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

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

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

70

AQR Funds | N-PORT Part F | December 2022

Notes to Schedules of Investments

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

| DESCRIPTION | QUANTITY | UNIT | UNIT PRICE | TOTAL |
| --- | --- | --- | --- | --- |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |
| REVENUE | 1,000,000 | USD | 1.00 | 1,000,000 |
| REVENUE | 1,000,000 | 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 Large Cap Momentum Style Fund

- **b. EDGAR series identifier (if any):** S000025643

- **c. LEI of Series:** 5493002IY31FI47LX555

**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:** $711242423.66

**Total Liabilities:** $297320.16

**Net Assets:** $710945103.50

**Cash Not Reported:** $364.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120475 | 9.65%                | 3.83%                | -4.96%               |
| Class ID C000076804 | 9.59%                | 3.92%                | -5.02%               |
| Class ID C000144284 | 9.63%                | 3.89%                | -4.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-297905.66              | $64379706.84                               |
| Month 2  | $10497905.27             | $15669633.28                               |
| Month 3  | $19208.09                | $-37668602.92                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4335 | NS      | $444727.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3442 | NS      | $281349.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                          | Kraft Heinz Co. (The)                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     54765 | NS      | $2229483.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                       | Wintrust Financial Corp.                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      7954 | NS      | $672272.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                | Eaton Corp. plc                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     20081 | NS      | $3151712.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                         | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11632 | NS      | $1180996.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     15781 | NS      | $2535059.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     19439 | NS      | $1804911.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                     | Pool Corp.                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       759 | NS      | $229468.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                              | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    238302 | NS      | $26284710.60  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                 | Alphabet, Inc., Class A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     30180 | NS      | $2662781.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                      | United Therapeutics Corp.                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4772 | NS      | $1327045.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                  | Walmart, Inc.                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3001 | NS      | $425511.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4233 | NS      | $711821.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3245 | NS      | $411660.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                               | OGE Energy Corp.                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     94351 | NS      | $3731582.05   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     13224 | NS      | $1006875.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      5400 | NS      | $754488.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                     | Chubb Ltd.                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     16196 | NS      | $3572837.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29300 | NS      | $2264304.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15468 | NS      | $2260493.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20560 | NS      | $1727040.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | Flowers Foods, Inc.                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     73110 | NS      | $2101181.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                    | Jabil, Inc.                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      8553 | NS      | $583314.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc.                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6645 | NS      | $734737.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                 | Ubiquiti, Inc.                                 | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5924 | NS      | $1620391.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      8308 | NS      | $705598.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                       | Horizon Therapeutics plc                       | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     29570 | NS      | $3365066.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     13114 | NS      | $7155129.54   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                      | KLA Corp.                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      9827 | NS      | $3705073.81   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     10260 | NS      | $1610717.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.             | BJ's Wholesale Club Holdings, Inc.             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8288 | NS      | $548334.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                       | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     48480 | NS      | $3488136.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                              | Gen Digital, Inc.                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     25570 | NS      | $547965.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co.                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     30177 | NS      | $11039953.68  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                  | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     30504 | NS      | $8096371.68   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1647 | NS      | $402675.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     34314 | NS      | $5437396.44   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                         | Howmet Aerospace, Inc.                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     15217 | NS      | $599701.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1241 | NS      | $300681.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     17375 | NS      | $803941.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                   | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3380 | NS      | $1315563.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1660 | NS      | $233877.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       365 | NS      | $258649.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc., Class A            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      8783 | NS      | $2035460.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                     | Bunge Ltd.                                     | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     11017 | NS      | $1099166.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd.                          | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      5939 | NS      | $1967412.53   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    369746 | NS      | $48041097.78  | 6.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      4581 | NS      | $998199.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2295 | NS      | $639432.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3597 | NS      | $859179.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                        | Chesapeake Energy Corp.                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     33084 | NS      | $3122137.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                   | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6637 | NS      | $670801.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    175847 | NS      | $10816348.97  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57089 | NS      | $4772640.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                          | Cheniere Energy, Inc.                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     18827 | NS      | $2823296.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2920 | NS      | $338924.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     29294 | NS      | $1305926.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                     | Digital Realty Trust, Inc.                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3200 | NS      | $320864.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3598 | NS      | $228904.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     45269 | NS      | $7996768.85   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    114019 | NS      | $12650408.05  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                               | Mastercard, Inc., Class A                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11061 | NS      | $3846241.53   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                   | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     74461 | NS      | $3815381.64   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                  | Zscaler, Inc.                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2599 | NS      | $290828.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                    | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     40348 | NS      | $4970066.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                          | Arista Networks, Inc.                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4824 | NS      | $585392.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                             | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      9639 | NS      | $1080242.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                      | Lululemon Athletica, Inc.                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      4803 | NS      | $1538785.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                          | Assured Guaranty Ltd.                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     38258 | NS      | $2381943.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                    | Nucor Corp.                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     15627 | NS      | $2059794.87   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                      | LKQ Corp.                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     10484 | NS      | $559950.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc.                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     12307 | NS      | $1202393.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.               | Omega Healthcare Investors, Inc.               | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     37449 | NS      | $1046699.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                 | Teradyne, Inc.                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9768 | NS      | $853234.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc.                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4912 | NS      | $1622040.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                            | First Republic Bank                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      4040 | NS      | $492435.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF Sinclair Corp.                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7759 | NS      | $402614.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                     | Lamb Weston Holdings, Inc.                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6873 | NS      | $614171.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                        | Progressive Corp. (The)                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     21600 | NS      | $2801736.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                        | Paylocity Holding Corp.                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      4231 | NS      | $821914.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                         | Home Depot, Inc. (The)                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6141 | NS      | $1939696.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     97637 | NS      | $8186862.45   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                             | EPAM Systems, Inc.                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2662 | NS      | $872443.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3632 | NS      | $330984.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                         | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     16727 | NS      | $2811641.43   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      8007 | NS      | $599003.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                           | Enphase Energy, Inc.                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2626 | NS      | $695784.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                              | WW Grainger, Inc.                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2686 | NS      | $1494087.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                     | Travelers Cos., Inc. (The)                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      6028 | NS      | $1130189.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1708 | NS      | $255841.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                   | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2068 | NS      | $2869329.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                    | Adobe, Inc.                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8721 | NS      | $2934878.13   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     83287 | NS      | $3807048.77   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                              | PerkinElmer, Inc.                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      6856 | NS      | $961348.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                            | Veeva Systems, Inc., Class A                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     10531 | NS      | $1699492.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                           | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13481 | NS      | $3319696.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                 | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      5260 | NS      | $982936.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                    | Deere & Co.                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      9793 | NS      | $4198846.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc., Class A            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2173 | NS      | $913724.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                     | MarketAxess Holdings, Inc.                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2251 | NS      | $627781.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8120 | NS      | $526825.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                     | Axis Capital Holdings Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     32452 | NS      | $1757924.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     98025 | NS      | $9342762.75   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     36034 | NS      | $1369292.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                     | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5391 | NS      | $2507731.47   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7860 | NS      | $1865413.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     26384 | NS      | $3608803.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     40183 | NS      | $2361956.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                   | Watsco, Inc.                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      3619 | NS      | $902578.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                          | Williams-Sonoma, Inc.                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      5353 | NS      | $615166.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                        | Element Solutions, Inc.                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     38953 | NS      | $708555.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                | TD SYNNEX Corp.                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      9191 | NS      | $870479.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                               | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3044 | NS      | $1019557.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.           | White Mountains Insurance Group Ltd.           | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |      1357 | NS      | $1919245.81   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11442 | NS      | $701966.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       572 | NS      | $1410654.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     14763 | NS      | $539440.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3826 | NS      | $2139231.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                 | McKesson Corp.                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     20655 | NS      | $7748103.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     15884 | NS      | $1743904.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc., Class A                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1967 | NS      | $236708.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1700 | NS      | $524042.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3365 | NS      | $312810.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                         | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6245 | NS      | $2850842.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc.                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1638 | NS      | $280212.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     38302 | NS      | $3876545.42   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                             | Marathon Oil Corp.                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    329886 | NS      | $8930014.02   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                 | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     14380 | NS      | $703038.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                              | Ulta Beauty, Inc.                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1053 | NS      | $493930.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4232 | NS      | $325313.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1751 | NS      | $516334.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                       | Arthur J Gallagher & Co.                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      7060 | NS      | $1331092.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                   | Dexcom, Inc.                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     27010 | NS      | $3058612.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                              | W R Berkley Corp.                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     47745 | NS      | $3464854.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     18696 | NS      | $890677.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      9912 | NS      | $983270.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     43656 | NS      | $7886892.96   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                  | Corning, Inc.                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     11812 | NS      | $377275.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     68203 | NS      | $2860433.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3064 | NS      | $687408.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc.            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     13502 | NS      | $3114641.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)            | Hanover Insurance Group, Inc. (The)            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     17866 | NS      | $2414232.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.               | JB Hunt Transport Services, Inc.               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4187 | NS      | $730045.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                       | Berkshire Hathaway, Inc., Class B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     62977 | NS      | $19453595.30  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     63842 | NS      | $5427846.84   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                              | T-Mobile US, Inc.                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     26655 | NS      | $3731700.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc.                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     22005 | NS      | $3135712.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     18062 | NS      | $1169875.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                      | NOV, Inc.                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     25084 | NS      | $524004.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     17380 | NS      | $467000.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     15988 | NS      | $1443076.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                              | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     18011 | NS      | $3588511.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                           | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3373 | NS      | $553273.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                              | Schlumberger Ltd.                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     20195 | NS      | $1079624.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                             | Chemours Co. (The)                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     24214 | NS      | $741432.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                          | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     33837 | NS      | $2666017.23   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                        | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      6626 | NS      | $645239.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.            | Take-Two Interactive Software, Inc.            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      3311 | NS      | $344774.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5091 | NS      | $172228.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                  | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58444 | NS      | $10490113.56  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     12313 | NS      | $4079789.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                   | Target Corp.                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     14466 | NS      | $2156012.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                              | Campbell Soup Co.                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    119864 | NS      | $6802282.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                  | Insulet Corp.                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4343 | NS      | $1278535.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                             | Erie Indemnity Co., Class A                    | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      4412 | NS      | $1097352.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund           | Limited Purpose Cash Investment Fund           | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  11366773 | NS      | $11362226.52  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18475 | NS      | $2180050.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     59552 | NS      | $5654462.40   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                     | Cullen/Frost Bankers, Inc.                     | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3291 | NS      | $440006.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.               | Tempur Sealy International, Inc.               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     14032 | NS      | $481718.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      5543 | NS      | $345051.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                | MSC Industrial Direct Co., Inc., Class A       | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      3123 | NS      | $255149.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4365 | NS      | $790065.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co.                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3454 | NS      | $699227.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                     | Edwards Lifesciences Corp.                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9810 | NS      | $731924.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                 | Westlake Corp.                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      2206 | NS      | $226203.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc.                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      4134 | NS      | $729320.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                       | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      5587 | NS      | $2279272.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                            | Coca-Cola Co. (The)                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    191036 | NS      | $12151799.96  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                              | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4750 | NS      | $1137910.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.               | Reynolds Consumer Products, Inc.               | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46588 | NS      | $1396708.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                       | Zebra Technologies Corp., Class A              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3861 | NS      | $989999.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                           | TJX Cos., Inc. (The)                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5956 | NS      | $474097.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                     | Olin Corp.                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     28898 | NS      | $1529860.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                  | Penske Automotive Group, Inc.                  | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      5891 | NS      | $677052.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                               | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     11738 | NS      | $4557513.26   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                         | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2500 | NS      | $616050.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7144 | NS      | $2224427.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                           | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3319 | NS      | $680029.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                     | Procter & Gamble Co. (The)                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     50365 | NS      | $7633319.40   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4263 | NS      | $637957.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                      | Commerce Bancshares, Inc.                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12973 | NS      | $883055.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                           | Domino's Pizza, Inc.                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1642 | NS      | $568788.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | American Financial Group, Inc.                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     24987 | NS      | $3430215.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                    | Dick's Sporting Goods, Inc.                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     13709 | NS      | $1649055.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                   | LPL Financial Holdings, Inc.                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     13803 | NS      | $2983794.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                  | Estee Lauder Cos., Inc. (The), Class A         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     14828 | NS      | $3678975.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1046 | NS      | $359175.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                    | Kellogg Co.                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     51154 | NS      | $3644210.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AutoNation, Inc.                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16751 | NS      | $1797382.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                   | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1102 | NS      | $564433.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     24720 | NS      | $6492460.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     63807 | NS      | $15302194.74  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                      | Molson Coors Beverage Co., Class B             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     24961 | NS      | $1285990.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc.                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     17173 | NS      | $1463139.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                           | Bank of Hawaii Corp.                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5290 | NS      | $410292.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                 | FactSet Research Systems, Inc.                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1562 | NS      | $626690.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                           | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3592 | NS      | $487614.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc., Class B                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      4315 | NS      | $504898.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      6730 | NS      | $646483.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                  | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      5345 | NS      | $1145433.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                         | OneMain Holdings, Inc.                         | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     11245 | NS      | $374570.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     16279 | NS      | $1237855.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     11852 | NS      | $3363360.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                           | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      6500 | NS      | $1559740.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      5278 | NS      | $216556.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                   | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1707 | NS      | $248470.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4484 | NS      | $2300157.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                       | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      3924 | NS      | $1041233.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                     | Occidental Petroleum Corp.                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     63784 | NS      | $4017754.16   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     63772 | NS      | $10306192.92  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                            | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5640 | NS      | $1167874.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.             | Reinsurance Group of America, Inc.             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6288 | NS      | $893461.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10789 | NS      | $1255731.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                   | PACCAR, Inc.                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4266 | NS      | $422206.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17088 | NS      | $504608.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc.                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      6146 | NS      | $2184411.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                      | FNB Corp.                                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     15623 | NS      | $203880.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     37411 | NS      | $5781495.94   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                             | Tractor Supply Co.                             | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      7711 | NS      | $1734743.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                  | IDACORP, Inc.                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     11157 | NS      | $1203282.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     19481 | NS      | $4511215.17   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     17360 | NS      | $1057050.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     14719 | NS      | $1906404.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31 | NC      | $-212012.63   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                       | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     40321 | NS      | $21377387.78  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                 | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     19433 | NS      | $10701558.77  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      9326 | NS      | $2977698.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen, Inc.                                   | Seagen, Inc.                                   | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7385 | NS      | $949046.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1264 | NS      | $1066853.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                     | Visa, Inc., Class A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     19736 | NS      | $4100351.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                 | Avangrid, Inc.                                 | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     24375 | NS      | $1047637.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4198 | NS      | $1221618.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                           | Crown Holdings, Inc.                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4346 | NS      | $357284.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                      | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      7323 | NS      | $1613256.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                               | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     21662 | NS      | $5708586.86   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     13119 | NS      | $2844986.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                          | Paycom Software, Inc.                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      5862 | NS      | $1819037.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                  | Accenture plc, Class A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     16959 | NS      | $4525339.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                          | Targa Resources Corp.                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     68249 | NS      | $5016301.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     22698 | NS      | $2115226.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co.                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     31130 | NS      | $1473071.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                        | Dell Technologies, Inc., Class C               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      9398 | NS      | $377987.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      6096 | NS      | $744809.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2001 | NS      | $225112.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                      | FMC Corp.                                      | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      6321 | NS      | $788860.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                 | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     28277 | NS      | $3108773.38   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                             | Lam Research Corp.                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1419 | NS      | $596405.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.               | Fortune Brands Innovations, Inc.               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5250 | NS      | $299827.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     10418 | NS      | $331500.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                               | Mosaic Co. (The)                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     37682 | NS      | $1653109.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                           | American Tower Corp.                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4094 | NS      | $867354.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2664 | NS      | $386439.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                        | AmerisourceBergen Corp.                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     14181 | NS      | $2349933.51   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                          | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     15754 | NS      | $7664163.46   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3115 | NS      | $398439.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.              | Booz Allen Hamilton Holding Corp.              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8867 | NS      | $926778.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                        | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     12751 | NS      | $2106720.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                               | Salesforce, Inc.                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3329 | NS      | $441392.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     12279 | NS      | $1133228.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                         | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1400 | NS      | $295260.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                          | National Fuel Gas Co.                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     27297 | NS      | $1727900.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                | H&R Block, Inc.                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     17949 | NS      | $655317.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                      | CSX Corp.                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     31383 | NS      | $972245.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                       | Valmont Industries, Inc.                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2618 | NS      | $865694.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                | Jefferies Financial Group, Inc.                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     24961 | NS      | $855663.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                           | FTI Consulting, Inc.                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      8376 | NS      | $1330108.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                 | Monolithic Power Systems, Inc.                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3941 | NS      | $1393577.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                                   | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7738 | NS      | $1134003.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                       | Palo Alto Networks, Inc.                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3219 | NS      | $449179.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                                | A O Smith Corp.                                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4045 | NS      | $231535.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5774 | NS      | $2607653.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                              | Masterbrand, Inc.                              | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      5250 | NS      | $39637.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3192 | NS      | $256030.32    | 0.04%             |  |  |  | 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