Walgreens Boots Alliance, Inc.

NPORT-P false 0001444822 XXXXXXXX S000040063 C000124382 C000124381 C000144290 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 One Greenwich Plaza Greenwich 06830 203-742-3600 AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 2023-09-30 2022-12-31 N 913373536.60 326945.12 913046591.48 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1240675.39999999 N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. 931427108 268091.00000000 NS USD 10015879.76000000 1.096973566679 Long EC CORP US N 1 N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 Wintrust Financial Corp. 97650W108 5321.00000000 NS USD 449730.92000000 0.049256075669 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 68435.00000000 NS USD 2248774.10000000 0.246293466399 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 Cadence Design Systems, Inc. 127387108 32463.00000000 NS USD 5214856.32000000 0.571148982829 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Co. 039483102 74090.00000000 NS USD 6879256.50000000 0.753439809555 Long EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231G102 184295.00000000 NS USD 20327738.50000000 2.226363768255 Long EC CORP US N 1 N N N Louisiana-Pacific Corp. 549300C7E2UAO5BVRR75 Louisiana-Pacific Corp. 546347105 66584.00000000 NS USD 3941772.80000000 0.431716501302 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 266620.00000000 NS USD 23523882.60000000 2.576416452293 Long EC CORP US N 1 N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 United Therapeutics Corp. 91307C102 29190.00000000 NS USD 8117447.10000000 0.889050698589 Long EC CORP US N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 56207.00000000 NS USD 7969590.53000000 0.872856938996 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 Valero Energy Corp. 91913Y100 52747.00000000 NS USD 6691484.42000000 0.732874366154 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 Waste Management, Inc. 94106L109 43926.00000000 NS USD 6891110.88000000 0.754738141985 Long EC CORP US N 1 N N N Landstar System, Inc. 254900CUQXQRL09MEI52 Landstar System, Inc. 515098101 2004.00000000 NS USD 326451.60000000 0.035754100945 Long EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017104 9095.00000000 NS USD 638923.75000000 0.069977124493 Long EC CORP US N 1 N N N Kyndryl Holdings, Inc. 549300LQ4LWX2R8ZV130 Kyndryl Holdings, Inc. 50155Q100 67602.00000000 NS USD 751734.24000000 0.082332516983 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 135705.00000000 NS USD 11399220.00000000 1.248481743031 Long EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 Flowers Foods, Inc. 343498101 10214.00000000 NS USD 293550.36000000 0.032150644089 Long EC CORP US N 1 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 Timken Co. (The) 887389104 23364.00000000 NS USD 1651133.88000000 0.180837855965 Long EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 Jabil, Inc. 466313103 98238.00000000 NS USD 6699831.60000000 0.733788577989 Long EC CORP US N 1 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 Syneos Health, Inc. 87166B102 18794.00000000 NS USD 689363.92000000 0.075501505227 Long EC CORP US N 1 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 Horizon Therapeutics plc N/A 5383.00000000 NS USD 612585.40000000 0.067092457900 Long EC CORP IE N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corp. 231561101 7365.00000000 NS USD 1229881.35000000 0.134700831422 Long EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co. 532457108 5145.00000000 NS USD 1882246.80000000 0.206150137086 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 Danaher Corp. 235851102 30060.00000000 NS USD 7978525.20000000 0.873835494754 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201108 40076.00000000 NS USD 1579395.16000000 0.172980784851 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 129892.00000000 NS USD 11525317.16000000 1.262292337274 Long EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 Cummins, Inc. 231021106 5311.00000000 NS USD 1286802.19000000 0.140934997404 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140100 116347.00000000 NS USD 3075051.21000000 0.336790174641 Long EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 Intuit, Inc. 461202103 672.00000000 NS USD 261555.84000000 0.028646494323 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742101 19637.00000000 NS USD 1675036.10000000 0.183455709230 Long EC CORP US N 1 N N N Bank OZK 549300VYK2WBD7SST478 Bank OZK 06417N103 42624.00000000 NS USD 1707517.44000000 0.187013177195 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 3104.00000000 NS USD 859559.68000000 0.094141929669 Long EC CORP US N 1 N N N Crane Holdings Co. 549300EXNPSXEWUD3N21 Crane Holdings Co. 224441105 3299.00000000 NS USD 331384.55000000 0.036294374579 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 Everest Re Group Ltd. N/A 33647.00000000 NS USD 11146241.69000000 1.220774689266 Long EC CORP BM N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 447920.00000000 NS USD 58198245.60000000 6.374071831938 Long EC CORP US N 1 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167735 5154.00000000 NS USD 486382.98000000 0.053270335220 Long EC CORP US N 1 N N N Devon Energy Corp. 54930042348RKR3ZPN35 Devon Energy Corp. 25179M103 75056.00000000 NS USD 4616694.56000000 0.505636251542 Long EC CORP US N 1 N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 Albertsons Cos., Inc., Class A 013091103 4409.00000000 NS USD 91442.66000000 0.010015114327 Long EC CORP US N 1 N N N NCR Corp. 549300YKTY8JX1DV2R67 NCR Corp. 62886E108 113149.00000000 NS USD 2648818.09000000 0.290107658767 Long EC CORP US N 1 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 Snap-on, Inc. 833034101 16004.00000000 NS USD 3656753.96000000 0.400500258598 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 Kroger Co. (The) 501044101 269083.00000000 NS USD 11995720.14000000 1.313812487986 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002101 86235.00000000 NS USD 11693466.00000000 1.280708576004 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 72141.00000000 NS USD 12743707.65000000 1.395734650226 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 Mastercard, Inc., Class A 57636Q104 8627.00000000 NS USD 2999866.71000000 0.328555709861 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 494460.00000000 NS USD 9103008.60000000 0.996992780537 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 272414.00000000 NS USD 13958493.36000000 1.528782155286 Long EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 53124.00000000 NS USD 6543814.32000000 0.716701029395 Long EC CORP US N 1 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 Assured Guaranty Ltd. N/A 8238.00000000 NS USD 512897.88000000 0.056174338175 Long EC CORP BM N 1 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 LKQ Corp. 501889208 8234.00000000 NS USD 439777.94000000 0.048165991100 Long EC CORP US N 1 N N N Playtika Holding Corp. 254900E35Z4TKA4UFG64 Playtika Holding Corp. 72815L107 308499.00000000 NS USD 2625326.49000000 0.287534778016 Long EC CORP US N 1 N N N Knight-Swift Transportation Holdings, Inc. N/A Knight-Swift Transportation Holdings, Inc. 499049104 9438.00000000 NS USD 494645.58000000 0.054175283563 Long EC CORP US N 1 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119100 27419.00000000 NS USD 2678836.30000000 0.293395356271 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 12312.00000000 NS USD 1075453.20000000 0.117787329807 Long EC CORP US N 1 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621X108 2455.00000000 NS USD 307022.30000000 0.033626137249 Long EC CORP US N 1 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855R100 29116.00000000 NS USD 9614685.52000000 1.053033394978 Long EC CORP US N 1 N N N HF Sinclair Corp. N/A HF Sinclair Corp. 403949100 102073.00000000 NS USD 5296567.97000000 0.580098323505 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076102 1055.00000000 NS USD 333232.30000000 0.036496746508 Long EC CORP US N 1 N N N EPAM Systems, Inc. 549300XCR4R530HJP604 EPAM Systems, Inc. 29414B104 5545.00000000 NS USD 1817318.30000000 0.199038944667 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 Popular, Inc. 733174700 107169.00000000 NS USD 7107448.08000000 0.778432135481 Long EC CORP PR N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088M102 7300.00000000 NS USD 665249.00000000 0.072860356328 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 Trane Technologies plc N/A 1767.00000000 NS USD 297015.03000000 0.032530106652 Long EC CORP IE N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343E102 9225.00000000 NS USD 1895184.00000000 0.207567063683 Long EC CORP US N 1 N N N Old Republic International Corp. 549300IV6O2YY2A1KH37 Old Republic International Corp. 680223104 40505.00000000 NS USD 978195.75000000 0.107135359698 Long EC CORP US N 1 N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 Travelers Cos., Inc. (The) 89417E109 1930.00000000 NS USD 361855.70000000 0.039631679629 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 22171.00000000 NS USD 7461206.63000000 0.817176987420 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A Acuity Brands, Inc. 00508Y102 41644.00000000 NS USD 6896662.84000000 0.755346211721 Long EC CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147K108 22078.00000000 NS USD 523910.94000000 0.057380526348 Long EC CORP US N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp. 369550108 4028.00000000 NS USD 999387.08000000 0.109456306975 Long EC CORP US N 1 N N N Huntsman Corp. 5299000V56320A7RIQ67 Huntsman Corp. 447011107 228919.00000000 NS USD 6290694.12000000 0.688978435350 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc., Class B 913903100 41817.00000000 NS USD 5891597.13000000 0.645267961676 Long EC CORP US N 1 N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 Builders FirstSource, Inc. 12008R107 64070.00000000 NS USD 4156861.60000000 0.455273765740 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967424 84263.00000000 NS USD 3811215.49000000 0.417417416106 Long EC CORP US N 1 N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 783549108 5249.00000000 NS USD 438658.93000000 0.048043433280 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV, Class A N/A 66185.00000000 NS USD 5495340.55000000 0.601868579465 Long EC CORP NL N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 Williams-Sonoma, Inc. 969904101 61172.00000000 NS USD 7029886.24000000 0.769937296256 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135F101 12487.00000000 NS USD 6981856.31000000 0.764676893287 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 McKesson Corp. 58155Q103 9346.00000000 NS USD 3505871.52000000 0.383975095325 Long EC CORP US N 1 N N N Teradata Corp. 549300JU9SOUHV4U4R71 Teradata Corp. 88076W103 69103.00000000 NS USD 2326006.98000000 0.254752276795 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 6000.00000000 NS USD 658740.00000000 0.072147468283 Long EC CORP US N 1 N N N Westrock Co. 5493004Z9TCQW68YVL89 Westrock Co. 96145D105 66593.00000000 NS USD 2341409.88000000 0.256439255329 Long EC CORP US N 1 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp. 22160K105 5737.00000000 NS USD 2618940.50000000 0.286835362449 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc., Class A 928563402 6693.00000000 NS USD 821632.68000000 0.089988034309 Long EC CORP US N 1 N N N Concentrix Corp. N/A Concentrix Corp. 20602D101 25395.00000000 NS USD 3381598.20000000 0.370364254305 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 3642.00000000 NS USD 368606.82000000 0.040371085488 Long EC CORP US N 1 N N N Avis Budget Group, Inc. 529900E95812SYWMCE44 Avis Budget Group, Inc. 053774105 10410.00000000 NS USD 1706511.30000000 0.186902981285 Long EC CORP US N 1 N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 Robert Half International, Inc. 770323103 34886.00000000 NS USD 2575633.38000000 0.282092217859 Long EC CORP US N 1 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 Fortinet, Inc. 34959E109 7915.00000000 NS USD 386964.35000000 0.042381665252 Long EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 Activision Blizzard, Inc. 00507V109 21255.00000000 NS USD 1627070.25000000 0.178202324523 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 122162.00000000 NS USD 5044068.98000000 0.552443766514 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 Macy's, Inc. 55616P104 378033.00000000 NS USD 7806381.45000000 0.854981719754 Long EC CORP US N 1 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 158269.00000000 NS USD 7539935.16000000 0.825799606543 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp., Class A 192446102 41453.00000000 NS USD 2370697.07000000 0.259646889011 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 39446.00000000 NS USD 5289708.60000000 0.579347061733 Long EC CORP US N 1 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 Oshkosh Corp. 688239201 28905.00000000 NS USD 2549131.95000000 0.279189690185 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries, Inc. 446413106 16119.00000000 NS USD 3718330.92000000 0.407244378840 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc., Class B 084670702 43607.00000000 NS USD 13470202.30000000 1.475302840588 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 5289.00000000 NS USD 449670.78000000 0.049249488930 Long EC CORP US N 1 N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 AGCO Corp. 001084102 27842.00000000 NS USD 3861406.98000000 0.422914560552 Long EC CORP US N 1 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 HP, Inc. 40434L105 214628.00000000 NS USD 5767054.36000000 0.631627609567 Long EC CORP US N 1 N N N Schneider National, Inc. 529900V6GZ6G6E3BLV72 Schneider National, Inc., Class B 80689H102 126122.00000000 NS USD 2951254.80000000 0.323231566443 Long EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 Chemours Co. (The) 163851108 130703.00000000 NS USD 4002125.86000000 0.438326575811 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222105 79128.00000000 NS USD 7705484.64000000 0.843931154434 Long EC CORP US N 1 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 Manhattan Associates, Inc. 562750109 4944.00000000 NS USD 600201.60000000 0.065736141572 Long EC CORP US N 1 N N N Chevron Corp. N/A Chevron Corp. 166764100 85973.00000000 NS USD 15431293.77000000 1.690088316849 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612E106 24912.00000000 NS USD 3712884.48000000 0.406647866017 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 Limited Purpose Cash Investment Fund 90262Y729 48458998.57600000 NS USD 48439614.98000000 5.305273075000 Long STIV RF US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 95841.00000000 NS USD 11309238.00000000 1.238626605206 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 First Citizens BancShares, Inc., Class A 31946M103 352.00000000 NS USD 266942.72000000 0.029236483930 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 Lennar Corp., Class A 526057104 27071.00000000 NS USD 2449925.50000000 0.268324258899 Long EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc., Class A 902494103 66106.00000000 NS USD 4115098.50000000 0.450699727527 Long EC CORP US N 1 N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 MSC Industrial Direct Co., Inc., Class A 553530106 7290.00000000 NS USD 595593.00000000 0.065231391865 Long EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc. 00971T101 5431.00000000 NS USD 457833.30000000 0.050143476167 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 Reliance Steel & Aluminum Co. 759509102 17715.00000000 NS USD 3586224.60000000 0.392775640746 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 108486.00000000 NS USD 5422130.28000000 0.593850339138 Long EC CORP US N 1 N N N Olin Corp. 549300GKK294V7W57P06 Olin Corp. 680665205 76179.00000000 NS USD 4032916.26000000 0.441698846218 Long EC CORP US N 1 N N N AppLovin Corp. 549300LLVXMUAOL3SQ07 AppLovin Corp., Class A 03831W108 254010.00000000 NS USD 2674725.30000000 0.292945105426 Long EC CORP US N 1 N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 Coterra Energy, Inc. 127097103 220101.00000000 NS USD 5407881.57000000 0.592289771459 Long EC CORP US N 1 N N N XPO, Inc. 54930096DB9LCLPN7H13 XPO, Inc. 983793100 70517.00000000 NS USD 2347510.93000000 0.257107463288 Long EC CORP US N 1 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 Penske Automotive Group, Inc. 70959W103 51358.00000000 NS USD 5902574.94000000 0.646470289148 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076C106 22509.00000000 NS USD 7008627.33000000 0.767608947385 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 81758.00000000 NS USD 12391242.48000000 1.357131453709 Long EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 Dick's Sporting Goods, Inc. 253393102 5679.00000000 NS USD 683126.91000000 0.074818406461 Long EC CORP US N 1 N N N First American Financial Corp. 549300B6VEZK3N0A1P55 First American Financial Corp. 31847R102 28795.00000000 NS USD 1507130.30000000 0.165066089076 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 10090.00000000 NS USD 730213.30000000 0.079975469687 Long EC CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 Estee Lauder Cos., Inc. (The), Class A 518439104 7313.00000000 NS USD 1814428.43000000 0.198722436174 Long EC CORP US N 1 N N N Western Union Co. (The) 28ID94QU1140NC23S047 Western Union Co. (The) 959802109 55122.00000000 NS USD 759029.94000000 0.083131567116 Long EC CORP US N 1 N N N AutoNation, Inc. N/A AutoNation, Inc. 05329W102 96077.00000000 NS USD 10309062.10000000 1.129083903953 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 10707.00000000 NS USD 2812086.48000000 0.307989373843 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 225611.00000000 NS USD 54106030.02000000 5.925878320436 Long EC CORP US N 1 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 Textron, Inc. 883203101 97141.00000000 NS USD 6877582.80000000 0.753256500180 Long EC CORP US N 1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355L106 201784.00000000 NS USD 5347276.00000000 0.585652041187 Long EC CORP US N 1 N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 CF Industries Holdings, Inc. 125269100 118996.00000000 NS USD 10138459.20000000 1.110398888140 Long EC CORP US N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 54035.00000000 NS USD 4496252.35000000 0.492445006854 Long EC CORP US N 1 N N N CDW Corp. 9845001B052ABF0B6755 CDW Corp. 12514G108 1804.00000000 NS USD 322158.32000000 0.035283886168 Long EC CORP US N 1 N N N 3M Co. LUZQVYP4VS22CLWDAR65 3M Co. 88579Y101 70846.00000000 NS USD 8495852.32000000 0.930494938514 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 Unum Group 91529Y106 115797.00000000 NS USD 4751150.91000000 0.520362372997 Long EC CORP US N 1 N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752103 27082.00000000 NS USD 13892253.54000000 1.521527342595 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599105 34793.00000000 NS USD 2191611.07000000 0.240032774937 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 3580.00000000 NS USD 578563.80000000 0.063366295367 Long EC CORP US N 1 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp. 682189105 53322.00000000 NS USD 3325693.14000000 0.364241340040 Long EC CORP US N 1 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735100 105255.00000000 NS USD 11006515.35000000 1.205471380399 Long EC CORP US N 1 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 United States Steel Corp. 912909108 192548.00000000 NS USD 4823327.40000000 0.528267390186 Long EC CORP US N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp. 56585A102 14772.00000000 NS USD 1719313.08000000 0.188305076218 Long EC CORP US N 1 N N N U-Haul Holding Co. 5493003WIDMLDHYC6Y24 U-Haul Holding Co. 023586100 1585.00000000 NS USD 95401.15000000 0.010448661753 Long EC CORP US N 1 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 PACCAR, Inc. 693718108 45714.00000000 NS USD 4524314.58000000 0.495518478708 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. 75886F107 4149.00000000 NS USD 2993462.01000000 0.327854245110 Long EC CORP US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 1209.00000000 NS USD 2436473.52000000 0.266850951828 Long EC CORP US N 1 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 United Rentals, Inc. 911363109 14863.00000000 NS USD 5282607.46000000 0.578569320480 Long EC CORP US N 1 N N N FNB Corp. PCYSKIGYNYFDTBLVZU83 FNB Corp. 302520101 30369.00000000 NS USD 396315.45000000 0.043405829855 Long EC CORP US N 1 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 Allison Transmission Holdings, Inc. 01973R101 179375.00000000 NS USD 7462000.00000000 0.817263880028 Long EC CORP US N 1 N N N Copart, Inc. 549300KVYX3JWMYEHU61 Copart, Inc. 217204106 10142.00000000 NS USD 617546.38000000 0.067635801476 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 American International Group, Inc. 026874784 50531.00000000 NS USD 3195580.44000000 0.349990950058 Long EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 EOG Resources, Inc. 26875P101 76215.00000000 NS USD 9871366.80000000 1.081146010741 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558103 58694.00000000 NS USD 5038879.90000000 0.551875440642 Long EC CORP US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 240.00000000 NC USD -176685.50000000 -0.01935120306 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2023-03-17 46332000.00000000 USD -176685.50000000 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 DocuSign, Inc. 256163106 53454.00000000 NS USD 2962420.68000000 0.324454491987 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 19334.00000000 NS USD 10250500.12000000 1.122669994680 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045V100 37048.00000000 NS USD 1246294.72000000 0.136498480102 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 Visa, Inc., Class A 92826C839 10426.00000000 NS USD 2166105.76000000 0.237239345747 Long EC CORP US N 1 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 Cirrus Logic, Inc. 172755100 17696.00000000 NS USD 1317998.08000000 0.144351678468 Long EC CORP US N 1 N N N Accenture plc N/A Accenture plc, Class A N/A 14799.00000000 NS USD 3948965.16000000 0.432504233283 Long EC CORP IE N 1 N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 Bath & Body Works, Inc. 070830104 147463.00000000 NS USD 6214090.82000000 0.680588578719 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A PulteGroup, Inc. 745867101 77305.00000000 NS USD 3519696.65000000 0.385489271067 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 66540.00000000 NS USD 6200862.60000000 0.679139778611 Long EC CORP US N 1 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 5852.00000000 NS USD 1336538.28000000 0.146382264878 Long EC CORP US N 1 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 19055.00000000 NS USD 2094906.70000000 0.229441380050 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 14577.00000000 NS USD 6126713.10000000 0.671018670588 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377508 132958.00000000 NS USD 4230723.56000000 0.463363381395 Long EC CORP US N 1 N N N Mosaic Co. (The) 2YD5STGSJNMUB7H76907 Mosaic Co. (The) 61945C103 83207.00000000 NS USD 3650291.09000000 0.399792422868 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 M&T Bank Corp. 55261F104 6620.00000000 NS USD 960297.20000000 0.105175049001 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830109 1247.00000000 NS USD 606653.03000000 0.066442724353 Long EC CORP US N 1 N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co. 277432100 17424.00000000 NS USD 1419010.56000000 0.155414912364 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 099502106 39385.00000000 NS USD 4116520.20000000 0.450855436996 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 20600.00000000 NS USD 3403532.00000000 0.372766519448 Long EC CORP US N 1 N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 Moderna, Inc. 60770K107 32715.00000000 NS USD 5876268.30000000 0.643589095543 Long EC CORP US N 1 N N N SLM Corp. N/A SLM Corp. 78442P106 80562.00000000 NS USD 1337329.20000000 0.146468889154 Long EC CORP US N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 H&R Block, Inc. 093671105 93712.00000000 NS USD 3421425.12000000 0.374726235432 Long EC CORP US N 1 N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 Valmont Industries, Inc. 920253101 984.00000000 NS USD 325379.28000000 0.035636656774 Long EC CORP US N 1 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 PDC Energy, Inc. 69327R101 22336.00000000 NS USD 1417889.28000000 0.155292105926 Long EC CORP US N 1 N N N Cintas Corp. N/A Cintas Corp. 172908105 1315.00000000 NS USD 593880.30000000 0.065043811076 Long EC CORP US N 1 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 Best Buy Co., Inc. 086516101 47644.00000000 NS USD 3821525.24000000 0.418546575351 Long EC CORP US N 1 N N N 2023-01-30 AQR Funds Matt Plastina Matt Plastina Principal Financial Officer XXXX