NPORT-EX 2 primary-document.htm
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
LARGE
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
(Continued)
AQR
Funds
|
N-PORT
Part
F
|
June
2024
1
INVESTMENTS
SHARES
VALUE
($)
COMMON
STOCKS
-
95.3%
Communication
Services
-
6
.9
%
Diversified
Telecommunication
Services
-
0
.2
%
AT&T,
Inc.
110,579
2,113,165
Entertainment
-
0
.2
%
Netflix,
Inc.
*
636
429,224
Playtika
Holding
Corp.
192,452
1,514,597
1,943,821
Interactive
Media
&
Services
-
6
.5
%
Alphabet,
Inc.,
Class
A
124,685
22,711,373
Alphabet,
Inc.,
Class
C
118,248
21,689,048
Meta
Platforms,
Inc.,
Class
A
61,915
31,218,781
TripAdvisor,
Inc.
*
60,084
1,070,096
76,689,298
Media
-
0
.0
%
†
Comcast
Corp.,
Class
A
17,843
698,732
Total
Communication
Services
81,445,016
Consumer
Discretionary
-
10
.2
%
Automobiles
-
0
.5
%
General
Motors
Co.
127,258
5,912,407
Broadline
Retail
-
2
.8
%
Amazon.com,
Inc.
*
137,564
26,584,243
eBay,
Inc.
21,705
1,165,993
Kohl's
Corp.
51,599
1,186,261
Macy's,
Inc.
194,452
3,733,478
32,669,975
Diversified
Consumer
Services
-
0
.4
%
ADT,
Inc.
70,954
539,250
H&R
Block,
Inc.
73,435
3,982,380
4,521,630
Hotels,
Restaurants
&
Leisure
-
1
.1
%
Aramark
70,390
2,394,668
Booking
Holdings,
Inc.
1,667
6,603,820
Expedia
Group,
Inc.
*
27,057
3,408,911
Travel
+
Leisure
Co.
11,174
502,607
12,910,006
Household
Durables
-
2
.1
%
Lennar
Corp.,
Class
A
54,570
8,178,406
PulteGroup,
Inc.
82,424
9,074,883
Toll
Brothers,
Inc.
65,635
7,559,839
24,813,128
Specialty
Retail
-
3
.1
%
AutoNation,
Inc.
*
55,494
8,844,634
Best
Buy
Co.,
Inc.
27,463
2,314,856
Dick's
Sporting
Goods,
Inc.
5,679
1,220,133
Gap,
Inc.
(The)
91,339
2,182,089
Murphy
USA,
Inc.
12,078
5,670,138
Penske
Automotive
Group,
Inc.
51,358
7,653,369
Victoria's
Secret
&
Co.
*
14,497
256,162
INVESTMENTS
SHARES
VALUE
($)
Specialty
Retail
-
3.1%
(continued)
Williams-Sonoma,
Inc.
29,175
8,238,145
36,379,526
Textiles,
Apparel
&
Luxury
Goods
-
0
.2
%
Capri
Holdings
Ltd.
*
21,374
707,052
Carter's,
Inc.
12,941
801,954
PVH
Corp.
14,566
1,542,102
3,051,108
Total
Consumer
Discretionary
120,257,780
Consumer
Staples
-
2
.6
%
Beverages
-
0
.4
%
Molson
Coors
Beverage
Co.,
Class
B
94,301
4,793,320
Consumer
Staples
Distribution
&
Retail
-
0
.9
%
Albertsons
Cos.,
Inc.,
Class
A
4,409
87,078
Kroger
Co.
(The)
147,970
7,388,142
Walmart,
Inc.
33,685
2,280,811
9,756,031
Food
Products
-
0
.7
%
Archer-Daniels-Midland
Co.
40,540
2,450,643
Bunge
Global
SA
39,568
4,224,675
Seaboard
Corp.
474
1,498,191
WK
Kellogg
Co.
17,288
284,561
8,458,070
Tobacco
-
0
.6
%
Altria
Group,
Inc.
157,727
7,184,465
Total
Consumer
Staples
30,191,886
Energy
-
5
.2
%
Energy
Equipment
&
Services
-
0
.4
%
Baker
Hughes
Co.,
Class
A
62,491
2,197,809
Halliburton
Co.
54,550
1,842,699
NOV,
Inc.
50,808
965,860
5,006,368
Oil,
Gas
&
Consumable
Fuels
-
4
.8
%
APA
Corp.
73,970
2,177,677
Chesapeake
Energy
Corp.
16,717
1,373,970
Chevron
Corp.
23,061
3,607,202
EOG
Resources,
Inc.
42,955
5,406,746
Exxon
Mobil
Corp.
128,336
14,774,040
HF
Sinclair
Corp.
133,280
7,109,155
Marathon
Petroleum
Corp.
41,232
7,152,927
Ovintiv,
Inc.
108,946
5,106,299
Phillips
66
5,626
794,222
Valero
Energy
Corp.
52,747
8,268,620
55,770,858
Total
Energy
60,777,226
2
AQR
Funds
|
N-PORT
Part
F
|
June
2024
See
notes
to
Schedule
of
Investments.
AQR
LARGE
CAP
MULTI-STYLE
FUND
Schedule
of
Investments
June
30,
2024
(Unaudited)
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Financials
-
16
.0
%
Banks
-
2
.7
%
Bank
OZK
140,066
5,742,706
Citigroup,
Inc.
120,386
7,639,695
Citizens
Financial
Group,
Inc.
9,992
360,012
FNB
Corp.
31,113
425,626
JPMorgan
Chase
&
Co.
33,218
6,718,673
M&T
Bank
Corp.
2,171
328,602
Popular,
Inc.
64,511
5,704,708
Wells
Fargo
&
Co.
23,700
1,407,543
Western
Alliance
Bancorp
9,022
566,762
Zions
Bancorp
NA
57,632
2,499,500
31,393,827
Capital
Markets
-
1
.0
%
Bank
of
New
York
Mellon
Corp.
(The)
70,270
4,208,470
Janus
Henderson
Group
plc
93,626
3,156,133
State
Street
Corp.
60,776
4,497,424
Stifel
Financial
Corp.
4,089
344,089
12,206,116
Consumer
Finance
-
1
.5
%
Capital
One
Financial
Corp.
32,536
4,504,609
Synchrony
Financial
283,845
13,394,646
17,899,255
Financial
Services
-
4
.0
%
Berkshire
Hathaway,
Inc.,
Class
B
*
43,607
17,739,328
Corebridge
Financial,
Inc.
256,760
7,476,851
Equitable
Holdings,
Inc.
8,486
346,738
Global
Payments,
Inc.
33,279
3,218,079
MGIC
Investment
Corp.
282,035
6,077,854
PayPal
Holdings,
Inc.
*
17,705
1,027,421
Visa,
Inc.,
Class
A
1,219
319,951
Voya
Financial,
Inc.
22,246
1,582,803
Western
Union
Co.
(The)
749,248
9,155,811
46,944,836
Insurance
-
6
.8
%
American
International
Group,
Inc.
105,132
7,805,000
Arch
Capital
Group
Ltd.
*
3,810
384,391
Assurant,
Inc.
43,210
7,183,662
Assured
Guaranty
Ltd.
44,591
3,440,196
Axis
Capital
Holdings
Ltd.
119,619
8,451,082
CNA
Financial
Corp.
87,245
4,019,377
Everest
Group
Ltd.
34,794
13,257,210
Hartford
Financial
Services
Group,
Inc.
(The)
46,043
4,629,163
Markel
Group,
Inc.
*
221
348,221
MetLife,
Inc.
10,090
708,217
Old
Republic
International
Corp.
145,087
4,483,188
Reinsurance
Group
of
America,
Inc.
39,412
8,090,101
RenaissanceRe
Holdings
Ltd.
20,258
4,527,866
Travelers
Cos.,
Inc.
(The)
1,930
392,446
INVESTMENTS
SHARES
VALUE
($)
Insurance
-
6.8%
(continued)
Unum
Group
230,791
11,795,728
79,515,848
Total
Financials
187,959,882
Health
Care
-
6
.3
%
Biotechnology
-
1
.3
%
AbbVie,
Inc.
20,841
3,574,648
Incyte
Corp.
*
33,982
2,059,989
United
Therapeutics
Corp.
*
29,190
9,298,475
Vertex
Pharmaceuticals,
Inc.
*
771
361,383
15,294,495
Health
Care
Equipment
&
Supplies
-
0
.3
%
Solventum
Corp.
*
74,440
3,936,387
Health
Care
Providers
&
Services
-
4
.1
%
Cardinal
Health,
Inc.
66,677
6,555,682
Centene
Corp.
*
28,980
1,921,374
Cigna
Group
(The)
28,763
9,508,185
CVS
Health
Corp.
62,564
3,695,030
Elevance
Health,
Inc.
24,456
13,251,728
McKesson
Corp.
9,346
5,458,438
Molina
Healthcare,
Inc.
*
25,826
7,678,070
UnitedHealth
Group,
Inc.
658
335,093
48,403,600
Life
Sciences
Tools
&
Services
-
0
.2
%
Medpace
Holdings,
Inc.
*
4,498
1,852,501
Pharmaceuticals
-
0
.4
%
Eli
Lilly
&
Co.
2,605
2,358,515
Jazz
Pharmaceuticals
plc
*
6,224
664,287
Organon
&
Co.
33,558
694,651
Viatris,
Inc.
110,976
1,179,675
4,897,128
Total
Health
Care
74,384,111
Industrials
-
13
.2
%
Aerospace
&
Defense
-
2
.6
%
Curtiss-Wright
Corp.
6,990
1,894,150
General
Electric
Co.
65,530
10,417,304
Howmet
Aerospace,
Inc.
40,076
3,111,100
Huntington
Ingalls
Industries,
Inc.
24,947
6,145,194
Textron,
Inc.
93,665
8,042,077
Woodward,
Inc.
4,244
740,069
30,349,894
Building
Products
-
1
.7
%
Builders
FirstSource,
Inc.
*
45,250
6,263,052
Owens
Corning
76,630
13,312,164
Trane
Technologies
plc
1,767
581,219
20,156,435
Commercial
Services
&
Supplies
-
0
.1
%
Vestis
Corp.
115,259
1,409,618
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
LARGE
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
AQR
Funds
|
N-PORT
Part
F
|
June
2024
3
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Construction
&
Engineering
-
0
.8
%
EMCOR
Group,
Inc.
19,228
7,019,758
MDU
Resources
Group,
Inc.
77,869
1,954,512
8,974,270
Electrical
Equipment
-
1
.1
%
Acuity
Brands,
Inc.
41,644
10,054,527
Generac
Holdings,
Inc.
*
3,940
520,947
Vertiv
Holdings
Co.,
Class
A
22,793
1,973,190
12,548,664
Ground
Transportation
-
0
.7
%
Ryder
System,
Inc.
53,088
6,576,542
Schneider
National,
Inc.,
Class
B
49,439
1,194,446
U-Haul
Holding
Co.
*
1,585
97,842
7,868,830
Machinery
-
4
.5
%
AGCO
Corp.
86,352
8,452,134
Allison
Transmission
Holdings,
Inc.
119,730
9,087,507
Caterpillar,
Inc.
7,394
2,462,941
Crane
Co.
17,447
2,529,466
Cummins,
Inc.
17,733
4,910,800
Esab
Corp.
6,989
659,971
Gates
Industrial
Corp.
plc
*
289,192
4,572,126
Oshkosh
Corp.
46,231
5,002,194
PACCAR,
Inc.
95,335
9,813,785
Snap-on,
Inc.
16,004
4,183,286
Timken
Co.
(The)
23,364
1,872,157
53,546,367
Passenger
Airlines
-
0
.1
%
United
Airlines
Holdings,
Inc.
*
20,895
1,016,751
Professional
Services
-
0
.7
%
Booz
Allen
Hamilton
Holding
Corp.,
Class
A
24,592
3,784,709
ManpowerGroup,
Inc.
64,245
4,484,301
Robert
Half,
Inc.
5,535
354,129
8,623,139
Trading
Companies
&
Distributors
-
0
.9
%
Core
&
Main,
Inc.,
Class
A
*
22,196
1,086,272
Ferguson
plc
2,545
492,839
MSC
Industrial
Direct
Co.,
Inc.,
Class
A
19,204
1,523,069
United
Rentals,
Inc.
7,439
4,811,025
WESCO
International,
Inc.
17,737
2,811,669
10,724,874
Total
Industrials
155,218,842
Information
Technology
-
32
.9
%
Communications
Equipment
-
0
.9
%
Arista
Networks,
Inc.
*
3,766
1,319,908
Cisco
Systems,
Inc.
158,269
7,519,360
F5,
Inc.
*
8,105
1,395,924
10,235,192
INVESTMENTS
SHARES
VALUE
($)
Electronic
Equipment,
Instruments
&
Components
-
2
.1
%
Arrow
Electronics,
Inc.
*
86,103
10,397,798
Avnet,
Inc.
65,774
3,386,703
Jabil,
Inc.
60,562
6,588,540
TD
SYNNEX
Corp.
40,084
4,625,694
24,998,735
IT
Services
-
0
.3
%
Accenture
plc,
Class
A
3,932
1,193,008
Cognizant
Technology
Solutions
Corp.,
Class
A
9,464
643,552
DXC
Technology
Co.
*
105,624
2,016,362
3,852,922
Semiconductors
&
Semiconductor
Equipment
-
11
.1
%
Advanced
Micro
Devices,
Inc.
*
5,614
910,647
Applied
Materials,
Inc.
50,413
11,896,964
Broadcom,
Inc.
10,541
16,923,892
Cirrus
Logic,
Inc.
*
12,668
1,617,197
KLA
Corp.
769
634,048
Lam
Research
Corp.
12,726
13,551,281
Monolithic
Power
Systems,
Inc.
1,499
1,231,698
NVIDIA
Corp.
577,350
71,325,819
ON
Semiconductor
Corp.
*
17,699
1,213,266
QUALCOMM,
Inc.
25,393
5,057,778
Skyworks
Solutions,
Inc.
53,574
5,709,917
130,072,507
Software
-
10
.4
%
Adobe,
Inc.
*
15,313
8,506,984
AppLovin
Corp.,
Class
A
*
23,932
1,991,621
Cadence
Design
Systems,
Inc.
*
25,455
7,833,776
Crowdstrike
Holdings,
Inc.,
Class
A
*
3,548
1,359,558
DocuSign,
Inc.,
Class
A
*
27,687
1,481,255
Dropbox,
Inc.,
Class
A
*
176,137
3,957,798
Fortinet,
Inc.
*
7,915
477,037
Gitlab,
Inc.,
Class
A
*
21,373
1,062,666
Intuit,
Inc.
600
394,326
Manhattan
Associates,
Inc.
*
4,944
1,219,586
Microsoft
Corp.
177,109
79,158,868
NCR
Voyix
Corp.
*
38,955
481,094
Nutanix,
Inc.,
Class
A
*
7,238
411,480
RingCentral,
Inc.,
Class
A
*
82,560
2,328,192
Teradata
Corp.
*
33,371
1,153,302
Zoom
Video
Communications,
Inc.,
Class
A
*
186,000
11,009,340
122,826,883
Technology
Hardware,
Storage
&
Peripherals
-
8
.1
%
Apple,
Inc.
338,495
71,293,817
Hewlett
Packard
Enterprise
Co.
418,657
8,862,969
HP,
Inc.
283,151
9,915,948
NetApp,
Inc.
7,621
981,585
Pure
Storage,
Inc.,
Class
A
*
68,529
4,400,247
95,454,566
Total
Information
Technology
387,440,805
4
AQR
Funds
|
N-PORT
Part
F
|
June
2024
See
notes
to
Schedule
of
Investments.
AQR
LARGE
CAP
MULTI-STYLE
FUND
Schedule
of
Investments
June
30,
2024
(Unaudited)
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Materials
-
1
.4
%
Chemicals
-
0
.5
%
LyondellBasell
Industries
NV,
Class
A
21,143
2,022,539
Mosaic
Co.
(The)
91,373
2,640,680
NewMarket
Corp.
2,761
1,423,489
6,086,708
Construction
Materials
-
0
.1
%
Eagle
Materials,
Inc.
6,222
1,353,036
Containers
&
Packaging
-
0
.2
%
Berry
Global
Group,
Inc.
30,415
1,789,923
Metals
&
Mining
-
0
.6
%
Cleveland-Cliffs,
Inc.
*
115,553
1,778,361
Reliance,
Inc.
17,715
5,059,404
United
States
Steel
Corp.
5,123
193,649
7,031,414
Total
Materials
16,261,081
Real
Estate
-
0
.3
%
Specialized
REITs
-
0
.3
%
SBA
Communications
Corp.,
REIT
15,990
3,138,837
Utilities
-
0
.3
%
Electric
Utilities
-
0
.3
%
Hawaiian
Electric
Industries,
Inc.
465,947
4,202,842
TOTAL
COMMON
STOCKS
(Cost
$596,245,039)
1,121,278,308
SHORT-TERM
INVESTMENTS
-
4.4%
INVESTMENT
COMPANIES
-
4
.4
%
Limited
Purpose
Cash
Investment
Fund,
5.33%
(a)
(Cost
$52,330,511)
52,354,312
52,333,370
TOTAL
INVESTMENTS
IN
SECURITIES
AT
VALUE
-
99.7%
(Cost
$648,575,550)
1,173,611,678
OTHER
ASSETS
IN
EXCESS
OF
LIABILITIES
-
0.3%
‡
3,403,808
NET
ASSETS
-
100.0%
1,177,015,486
SECTOR
VALUE
%
OF
NET
ASSETS
Communication
Services
$
81,445,016
6
.9
%
Consumer
Discretionary
120,257,780
10
.2
Consumer
Staples
30,191,886
2
.6
Energy
60,777,226
5
.2
Financials
187,959,882
16
.0
Health
Care
74,384,111
6
.3
Industrials
155,218,842
13
.2
Information
Technology
387,440,805
32
.9
Materials
16,261,081
1
.4
Real
Estate
3,138,837
0
.3
Utilities
4,202,842
0
.3
Investment
Companies
52,333,370
4
.4
Total
Investments
In
Securities
At
Value
1,173,611,678
99
.7
Other
Assets
in
Excess
of
Liabilities
‡
3,403,808
0
.3
Net
Assets
$
1,177,015,486
100
.0
%
All
securities
are
United
States
companies,
unless
noted
otherwise
in
parentheses.
*
Non-income
producing
security.
†
Represents
less
than
0.05%
of
net
assets.
‡
Includes
appreciation/(depreciation)
on
futures
contracts.
(a)
Represents
7-day
effective
yield
as
of
June
30,
2024.
All
securities
are
Level
1
with
respect
to
ASC
820.
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
LARGE
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
AQR
Funds
|
N-PORT
Part
F
|
June
2024
5
Futures
contracts
outstanding
as
of
June
30,
2024:
Exchange-Traded
DESCRIPTION
NUMBER
OF
CONTRACTS
EXPIRATION
DATE
TRADING
CURRENCY
NOTIONAL
AMOUNT
VALUE
AND
UNREALIZED
APPRECIATION
(DEPRECIATION)
Long
Contracts
S&P
500
E-Mini
Index
177
9/2024
USD
$
48,865,275
$
256,819
Net
value
$
256,819
6
AQR
Funds
|
N-PORT
Part
F
|
June
2024
See
notes
to
Schedule
of
Investments.
(Continued)
AQR
SMALL
CAP
MULTI-STYLE
FUND
Schedule
of
Investments
June
30,
2024
(Unaudited)
INVESTMENTS
SHARES
VALUE
($)
COMMON
STOCKS
-
93.6%
Communication
Services
-
0
.8
%
Diversified
Telecommunication
Services
-
0
.0
%
†
IDT
Corp.,
Class
B
1,366
49,067
Interactive
Media
&
Services
-
0
.5
%
Cargurus,
Inc.,
Class
A
*
6,208
162,650
EverQuote,
Inc.,
Class
A
*
6,521
136,028
Yelp,
Inc.,
Class
A
*
5,657
209,026
507,704
Media
-
0
.3
%
AMC
Networks,
Inc.,
Class
A
*
12,812
123,764
Gannett
Co.,
Inc.
*
19,449
89,660
Gray
Television,
Inc.
8,486
44,127
TEGNA,
Inc.
2,174
30,305
287,856
Wireless
Telecommunication
Services
-
0
.0
%
†
Telephone
and
Data
Systems,
Inc.
1,954
40,506
Total
Communication
Services
885,133
Consumer
Discretionary
-
11
.7
%
Automobile
Components
-
1
.1
%
Adient
plc
*
2,404
59,403
American
Axle
&
Manufacturing
Holdings,
Inc.
*
10,303
72,018
Dana,
Inc.
2,433
29,488
Holley,
Inc.
*
16,747
59,954
Modine
Manufacturing
Co.
*
3,669
367,597
Patrick
Industries,
Inc.
5,106
554,256
1,142,716
Automobiles
-
0
.0
%
†
Winnebago
Industries,
Inc.
1,070
57,994
Distributors
-
0
.1
%
A-Mark
Precious
Metals,
Inc.
2,404
77,818
Diversified
Consumer
Services
-
1
.8
%
2U,
Inc.
*
5,450
27,959
Adtalem
Global
Education,
Inc.
*
2,445
166,773
Chegg,
Inc.
*
107,944
341,103
Duolingo,
Inc.,
Class
A
*
932
194,480
Frontdoor,
Inc.
*
1,007
34,027
Perdoceo
Education
Corp.
40,792
873,765
Stride,
Inc.
*
3,904
275,232
1,913,339
Hotels,
Restaurants
&
Leisure
-
0
.7
%
Bloomin'
Brands,
Inc.
11,605
223,164
Brinker
International,
Inc.
*
2,169
157,014
El
Pollo
Loco
Holdings,
Inc.
*
14,144
159,969
Monarch
Casino
&
Resort,
Inc.
646
44,012
RCI
Hospitality
Holdings,
Inc.
2,387
103,978
Target
Hospitality
Corp.
*
3,105
27,044
715,181
INVESTMENTS
SHARES
VALUE
($)
Household
Durables
-
3
.4
%
Beazer
Homes
USA,
Inc.
*
12,185
334,844
Century
Communities,
Inc.
659
53,814
Ethan
Allen
Interiors,
Inc.
1,406
39,213
Green
Brick
Partners,
Inc.
*
3,118
178,474
Hovnanian
Enterprises,
Inc.,
Class
A
*
3,412
484,231
KB
Home
7,991
560,808
Landsea
Homes
Corp.
*
7,827
71,930
Lovesac
Co.
(The)
*
5,996
135,390
M/I
Homes,
Inc.
*
3,649
445,689
Meritage
Homes
Corp.
1,424
230,474
Taylor
Morrison
Home
Corp.,
Class
A
*
14,109
782,203
Tri
Pointe
Homes,
Inc.
*
6,166
229,684
Worthington
Enterprises,
Inc.
778
36,823
3,583,577
Leisure
Products
-
0
.6
%
Acushnet
Holdings
Corp.
1,421
90,205
JAKKS
Pacific,
Inc.
*
18,032
322,953
MasterCraft
Boat
Holdings,
Inc.
*
5,963
112,581
Vista
Outdoor,
Inc.
*
2,472
93,071
618,810
Specialty
Retail
-
3
.3
%
1-800-Flowers.com,
Inc.,
Class
A
*
5,907
56,235
Abercrombie
&
Fitch
Co.,
Class
A
*
400
71,136
Academy
Sports
&
Outdoors,
Inc.
533
28,382
Asbury
Automotive
Group,
Inc.
*
2,406
548,255
Build-A-Bear
Workshop,
Inc.
5,092
128,675
Caleres,
Inc.
5,005
168,168
Carvana
Co.,
Class
A
*
794
102,204
Children's
Place,
Inc.
(The)
*
8,023
65,307
Designer
Brands,
Inc.,
Class
A
19,326
131,997
Destination
XL
Group,
Inc.
*
16,203
58,979
Genesco,
Inc.
*
3,633
93,949
Group
1
Automotive,
Inc.
2,771
823,763
Haverty
Furniture
Cos.,
Inc.
1,684
42,588
Hibbett,
Inc.
456
39,768
J
Jill,
Inc.
1,292
45,181
ODP
Corp.
(The)
*
7,955
312,393
Sally
Beauty
Holdings,
Inc.
*
2,816
30,216
Signet
Jewelers
Ltd.
4,375
391,912
Sonic
Automotive,
Inc.,
Class
A
626
34,098
Stitch
Fix,
Inc.,
Class
A
*
32,357
134,281
Upbound
Group,
Inc.
3,070
94,249
Urban
Outfitters,
Inc.
*
2,394
98,274
3,500,010
Textiles,
Apparel
&
Luxury
Goods
-
0
.7
%
Figs,
Inc.,
Class
A
*
17,561
93,600
G-III
Apparel
Group
Ltd.
*
19,757
534,822
Vera
Bradley,
Inc.
*
25,802
161,521
789,943
Total
Consumer
Discretionary
12,399,388
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
SMALL
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
AQR
Funds
|
N-PORT
Part
F
|
June
2024
7
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Consumer
Staples
-
2
.6
%
Beverages
-
1
.1
%
Coca-Cola
Consolidated,
Inc.
876
950,460
Vita
Coco
Co.,
Inc.
(The)
*
8,955
249,397
1,199,857
Consumer
Staples
Distribution
&
Retail
-
0
.6
%
Ingles
Markets,
Inc.,
Class
A
7,717
529,463
SpartanNash
Co.
1,939
36,376
United
Natural
Foods,
Inc.
*
2,942
38,540
604,379
Food
Products
-
0
.6
%
Cal-Maine
Foods,
Inc.
521
31,839
Dole
plc
2,646
32,387
John
B
Sanfilippo
&
Son,
Inc.
6,083
591,085
655,311
Personal
Care
Products
-
0
.2
%
BellRing
Brands,
Inc.
*
1,124
64,225
Edgewell
Personal
Care
Co.
746
29,982
elf
Beauty,
Inc.
*
237
49,940
Medifast,
Inc.
3,185
69,497
213,644
Tobacco
-
0
.1
%
Universal
Corp.
561
27,034
Vector
Group
Ltd.
6,859
72,500
99,534
Total
Consumer
Staples
2,772,725
Energy
-
9
.5
%
Energy
Equipment
&
Services
-
2
.7
%
Archrock,
Inc.
2,657
53,725
ChampionX
Corp.
7,665
254,555
DMC
Global,
Inc.
*
5,709
82,324
Helmerich
&
Payne,
Inc.
2,802
101,264
Liberty
Energy,
Inc.,
Class
A
35,816
748,196
Newpark
Resources,
Inc.
*
5,072
42,148
Noble
Corp.
plc
1,016
45,364
Oil
States
International,
Inc.
*
7,807
34,663
ProPetro
Holding
Corp.
*
44,558
386,318
Ranger
Energy
Services,
Inc.
35,346
371,840
RPC,
Inc.
13,769
86,056
Select
Water
Solutions,
Inc.,
Class
A
24,322
260,245
US
Silica
Holdings,
Inc.
*
6,206
95,883
Weatherford
International
plc
*
2,457
300,860
2,863,441
Oil,
Gas
&
Consumable
Fuels
-
6
.8
%
Amplify
Energy
Corp.
*
43,540
295,201
Ardmore
Shipping
Corp.
(Ireland)
26,136
588,844
California
Resources
Corp.
2,701
143,747
Centrus
Energy
Corp.,
Class
A
*
1,289
55,105
Chord
Energy
Corp.
499
83,672
CONSOL
Energy,
Inc.
*
4,905
500,457
INVESTMENTS
SHARES
VALUE
($)
Oil,
Gas
&
Consumable
Fuels
-
6.8%
(continued)
Dorian
LPG
Ltd.
7,568
317,553
Equitrans
Midstream
Corp.
17,496
227,098
FutureFuel
Corp.
65,462
335,820
Granite
Ridge
Resources,
Inc.
4,900
31,017
Gulfport
Energy
Corp.
*
2,580
389,580
Hallador
Energy
Co.
*
10,141
78,796
International
Seaways,
Inc.
7,245
428,397
Nordic
American
Tankers
Ltd.
7,762
30,893
Par
Pacific
Holdings,
Inc.
*
1,050
26,513
PBF
Energy,
Inc.,
Class
A
11,580
532,912
Peabody
Energy
Corp.
11,145
246,527
REX
American
Resources
Corp.
*
2,958
134,855
Ring
Energy,
Inc.
*
85,565
144,605
Scorpio
Tankers,
Inc.
(Monaco)
6,730
547,082
SilverBow
Resources,
Inc.
*
10,019
379,019
Sitio
Royalties
Corp.,
Class
A
3,114
73,522
SM
Energy
Co.
6,750
291,802
Teekay
Corp.
*
23,487
210,678
Teekay
Tankers
Ltd.,
Class
A
(Canada)
12,672
871,960
Uranium
Energy
Corp.
*
15,619
93,870
VAALCO
Energy,
Inc.
4,980
31,225
Vital
Energy,
Inc.
*
3,138
140,645
7,231,395
Total
Energy
10,094,836
Financials
-
14
.3
%
Banks
-
7
.1
%
1st
Source
Corp.
4,426
237,322
Amalgamated
Financial
Corp.
5,637
154,454
Associated
Banc-Corp.
2,189
46,297
Bancorp,
Inc.
(The)
*
6,521
246,233
Bank
of
Marin
Bancorp
3,168
51,290
Business
First
Bancshares,
Inc.
4,745
103,251
Cathay
General
Bancorp
6,118
230,771
Central
Pacific
Financial
Corp.
6,161
130,613
Community
Trust
Bancorp,
Inc.
2,336
101,990
CrossFirst
Bankshares,
Inc.
*
12,704
178,110
Customers
Bancorp,
Inc.
*
6,901
331,110
Eagle
Bancorp,
Inc.
7,250
137,025
First
Community
Bankshares,
Inc.
2,312
85,174
First
Financial
Corp.
13,265
489,213
First
Merchants
Corp.
4,786
159,326
First
Mid
Bancshares,
Inc.
1,063
34,951
First
of
Long
Island
Corp.
(The)
5,460
54,709
Flushing
Financial
Corp.
4,751
62,476
Fulton
Financial
Corp.
5,753
97,686
Great
Southern
Bancorp,
Inc.
7,773
432,256
Hancock
Whitney
Corp.
1,620
77,485
Hanmi
Financial
Corp.
21,657
362,105
Heartland
Financial
USA,
Inc.
1,655
73,565
Heritage
Commerce
Corp.
17,381
151,215
Heritage
Financial
Corp.
1,705
30,741
Hope
Bancorp,
Inc.
20,831
223,725
8
AQR
Funds
|
N-PORT
Part
F
|
June
2024
See
notes
to
Schedule
of
Investments.
AQR
SMALL
CAP
MULTI-STYLE
FUND
Schedule
of
Investments
June
30,
2024
(Unaudited)
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Banks
-
7.1%
(continued)
Horizon
Bancorp,
Inc.
3,764
46,561
Independent
Bank
Corp.
7,384
199,368
International
Bancshares
Corp.
10,172
581,940
Mercantile
Bank
Corp.
4,280
173,640
Metropolitan
Bank
Holding
Corp.
*
6,357
267,566
Midland
States
Bancorp,
Inc.
15,758
356,919
NBT
Bancorp,
Inc.
2,515
97,079
Northfield
Bancorp,
Inc.
5,801
54,993
OceanFirst
Financial
Corp.
17,438
277,090
OFG
Bancorp
3,824
143,209
Peapack-Gladstone
Financial
Corp.
1,615
36,580
Premier
Financial
Corp.
4,073
83,334
Provident
Financial
Services,
Inc.
11,928
171,167
Sandy
Spring
Bancorp,
Inc.
9,468
230,640
TrustCo
Bank
Corp.
5,633
162,061
Univest
Financial
Corp.
5,223
119,241
Valley
National
Bancorp
4,272
29,819
Veritex
Holdings,
Inc.
3,360
70,862
WesBanco,
Inc.
1,826
50,964
Westamerica
Bancorp
1,618
78,521
7,514,647
Capital
Markets
-
0
.6
%
Brightsphere
Investment
Group,
Inc.
4,263
94,511
Diamond
Hill
Investment
Group,
Inc.
208
29,276
Donnelley
Financial
Solutions,
Inc.
*
4,172
248,735
StoneX
Group,
Inc.
*
2,985
224,800
Virtus
Investment
Partners,
Inc.
373
84,242
681,564
Consumer
Finance
-
0
.9
%
Bread
Financial
Holdings,
Inc.
12,187
543,053
Enova
International,
Inc.
*
2,754
171,436
Green
Dot
Corp.,
Class
A
*
16,797
158,732
Navient
Corp.
2,234
32,527
PROG
Holdings,
Inc.
978
33,917
939,665
Financial
Services
-
2
.8
%
Banco
Latinoamericano
de
Comercio
Exterior
SA,
Class
E
(Panama)
7,806
231,604
Hannon
Armstrong
Sustainable
Infrastructure
Capital,
Inc.
4,604
136,278
Jackson
Financial,
Inc.,
Class
A
11,378
844,930
Mr
Cooper
Group,
Inc.
*
16,899
1,372,706
Pagseguro
Digital
Ltd.,
Class
A
(Brazil)
*
12,937
151,233
Paysafe
Ltd.
*
2,067
36,545
Radian
Group,
Inc.
1,781
55,389
StoneCo
Ltd.,
Class
A
(Brazil)
*
10,520
126,135
2,954,820
Insurance
-
2
.6
%
American
Coastal
Insurance
Corp.
*
10,032
105,838
Employers
Holdings,
Inc.
13,872
591,364
Genworth
Financial,
Inc.,
Class
A
*
80,234
484,613
INVESTMENTS
SHARES
VALUE
($)
Insurance
-
2.6%
(continued)
HCI
Group,
Inc.
790
72,814
James
River
Group
Holdings
Ltd.
53,897
416,624
ProAssurance
Corp.
*
2,478
30,281
Selective
Insurance
Group,
Inc.
4,313
404,689
SiriusPoint
Ltd.
*
7,840
95,648
Stewart
Information
Services
Corp.
3,042
188,847
Universal
Insurance
Holdings,
Inc.
19,679
369,178
2,759,896
Mortgage
Real
Estate
Investment
Trusts
(REITs)
-
0
.3
%
Apollo
Commercial
Real
Estate
Finance,
Inc.
10,665
104,410
Arbor
Realty
Trust,
Inc.
6,322
90,721
Blackstone
Mortgage
Trust,
Inc.,
Class
A
9,163
159,620
354,751
Total
Financials
15,205,343
Health
Care
-
11
.1
%
Biotechnology
-
6
.1
%
ACADIA
Pharmaceuticals,
Inc.
*
4,832
78,520
ADMA
Biologics,
Inc.
*
30,828
344,657
Alkermes
plc
*
37,148
895,267
Amicus
Therapeutics,
Inc.
*
15,837
157,103
Arcellx,
Inc.
*
2,501
138,030
Ardelyx,
Inc.
*
6,541
48,469
Bluebird
Bio,
Inc.
*
100,245
98,661
CareDx,
Inc.
*
6,304
97,901
Catalyst
Pharmaceuticals,
Inc.
*
45,441
703,881
Cerevel
Therapeutics
Holdings,
Inc.
*
2,765
113,061
Cytokinetics,
Inc.
*
3,638
197,107
Eagle
Pharmaceuticals,
Inc.
*
96,256
539,034
Emergent
BioSolutions,
Inc.
*
13,007
88,708
Entrada
Therapeutics,
Inc.
*
2,614
37,250
Halozyme
Therapeutics,
Inc.
*
6,000
314,160
Insmed,
Inc.
*
6,637
444,679
Kiniksa
Pharmaceuticals
International
plc
*
8,824
164,744
Krystal
Biotech,
Inc.
*
1,711
314,208
MacroGenics,
Inc.
*
8,898
37,817
Madrigal
Pharmaceuticals,
Inc.
*
595
166,695
Organogenesis
Holdings,
Inc.,
Class
A
*
178,242
499,078
PDL
BioPharma,
Inc.
(3)*
32,677
2,663
Protagonist
Therapeutics,
Inc.
*
1,159
40,159
Rhythm
Pharmaceuticals,
Inc.
*
2,496
102,486
Vericel
Corp.
*
2,997
137,502
Viking
Therapeutics,
Inc.
*
4,745
251,532
Voyager
Therapeutics,
Inc.
*
58,508
462,798
Y-mAbs
Therapeutics,
Inc.
*
2,801
33,836
6,510,006
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
SMALL
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
AQR
Funds
|
N-PORT
Part
F
|
June
2024
9
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Health
Care
Equipment
&
Supplies
-
1
.3
%
Axonics,
Inc.
*
1,936
130,157
Integer
Holdings
Corp.
*
268
31,032
Lantheus
Holdings,
Inc.
*
1,776
142,595
LeMaitre
Vascular,
Inc.
1,143
94,046
OraSure
Technologies,
Inc.
*
46,484
198,022
Semler
Scientific,
Inc.
*
16,633
572,175
Tactile
Systems
Technology,
Inc.
*
10,052
120,021
Zimvie,
Inc.
*
1,801
32,868
Zynex,
Inc.
*
4,657
43,403
1,364,319
Health
Care
Providers
&
Services
-
2
.0
%
AdaptHealth
Corp.,
Class
A
*
20,545
205,450
Community
Health
Systems,
Inc.
*
29,250
98,280
CorVel
Corp.
*
2,410
612,791
Cross
Country
Healthcare,
Inc.
*
7,753
107,301
Ensign
Group,
Inc.
(The)
3,439
425,370
Owens
&
Minor,
Inc.
*
13,262
179,037
Patterson
Cos.,
Inc.
5,749
138,666
Pediatrix
Medical
Group,
Inc.
*
24,187
182,612
PetIQ,
Inc.,
Class
A
*
3,645
80,409
Select
Medical
Holdings
Corp.
1,101
38,601
2,068,517
Life
Sciences
Tools
&
Services
-
0
.0
%
†
Singular
Genomics
Systems,
Inc.
*
252
2,129
Pharmaceuticals
-
1
.7
%
Amneal
Pharmaceuticals,
Inc.
*
61,522
390,665
Amphastar
Pharmaceuticals,
Inc.
*
3,261
130,440
Amylyx
Pharmaceuticals,
Inc.
*
254,005
482,609
Corcept
Therapeutics,
Inc.
*
15,077
489,852
EyePoint
Pharmaceuticals,
Inc.
*
9,325
81,128
Harmony
Biosciences
Holdings,
Inc.
*
1,411
42,570
Innoviva,
Inc.
*
10,365
169,986
Prestige
Consumer
Healthcare,
Inc.
*
488
33,599
Supernus
Pharmaceuticals,
Inc.
*
1,006
26,910
1,847,759
Total
Health
Care
11,792,730
Industrials
-
20
.7
%
Aerospace
&
Defense
-
0
.6
%
AAR
Corp.
*
1,965
142,855
Ducommun,
Inc.
*
1,921
111,533
Moog,
Inc.,
Class
A
1,353
226,357
National
Presto
Industries,
Inc.
997
74,905
V2X,
Inc.
*
732
35,107
590,757
Air
Freight
&
Logistics
-
0
.2
%
Hub
Group,
Inc.,
Class
A
4,758
204,832
INVESTMENTS
SHARES
VALUE
($)
Building
Products
-
2
.5
%
American
Woodmark
Corp.
*
789
62,015
Apogee
Enterprises,
Inc.
12,449
782,233
Insteel
Industries,
Inc.
7,233
223,934
JELD-WEN
Holding,
Inc.
*
2,571
34,631
Masterbrand,
Inc.
*
18,473
271,184
Quanex
Building
Products
Corp.
5,172
143,006
UFP
Industries,
Inc.
10,124
1,133,888
2,650,891
Commercial
Services
&
Supplies
-
1
.0
%
ACCO
Brands
Corp.
35,378
166,277
Cimpress
plc
(Ireland)
*
776
67,985
Deluxe
Corp.
2,272
51,029
Ennis,
Inc.
5,975
130,793
Interface,
Inc.,
Class
A
14,577
213,990
MillerKnoll,
Inc.
1,146
30,358
Steelcase,
Inc.,
Class
A
29,680
384,653
1,045,085
Construction
&
Engineering
-
4
.3
%
API
Group
Corp.
*
5,691
214,152
Arcosa,
Inc.
3,143
262,158
Argan,
Inc.
6,770
495,293
Comfort
Systems
USA,
Inc.
2,375
722,285
Fluor
Corp.
*
2,352
102,430
IES
Holdings,
Inc.
*
1,107
154,238
Limbach
Holdings,
Inc.
*
8,047
458,116
MYR
Group,
Inc.
*
5,868
796,346
Sterling
Infrastructure,
Inc.
*
7,551
893,585
Tutor
Perini
Corp.
*
22,305
485,803
4,584,406
Electrical
Equipment
-
1
.1
%
Array
Technologies,
Inc.
*
6,223
63,848
Atkore,
Inc.
4,053
546,871
Encore
Wire
Corp.
588
170,420
Energy
Vault
Holdings,
Inc.
*
161,490
153,351
FTC
Solar,
Inc.
*
82,727
29,203
Powell
Industries,
Inc.
999
143,256
Preformed
Line
Products
Co.
748
93,156
1,200,105
Ground
Transportation
-
0
.6
%
ArcBest
Corp.
3,638
389,557
Covenant
Logistics
Group,
Inc.,
Class
A
5,641
278,045
667,602
Machinery
-
4
.2
%
Blue
Bird
Corp.
*
10,787
580,880
Commercial
Vehicle
Group,
Inc.
*
7,519
36,843
Federal
Signal
Corp.
2,937
245,739
Greenbrier
Cos.,
Inc.
(The)
568
28,144
Hyster-Yale,
Inc.
3,997
278,711
Manitowoc
Co.,
Inc.
(The)
*
31,390
361,927
Mueller
Industries,
Inc.
24,918
1,418,831
Proto
Labs,
Inc.
*
3,501
108,146
10
AQR
Funds
|
N-PORT
Part
F
|
June
2024
See
notes
to
Schedule
of
Investments.
AQR
SMALL
CAP
MULTI-STYLE
FUND
Schedule
of
Investments
June
30,
2024
(Unaudited)
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Machinery
-
4.2%
(continued)
REV
Group,
Inc.
23,986
597,011
Shyft
Group,
Inc.
(The)
3,057
36,256
Standex
International
Corp.
367
59,142
Terex
Corp.
6,014
329,808
Wabash
National
Corp.
19,839
433,284
4,514,722
Marine
Transportation
-
1
.8
%
Costamare,
Inc.
(Monaco)
47,064
773,262
Genco
Shipping
&
Trading
Ltd.
5,937
126,517
Matson,
Inc.
2,797
366,323
Pangaea
Logistics
Solutions
Ltd.
13,402
104,938
Safe
Bulkers,
Inc.
(Monaco)
84,820
493,652
1,864,692
Passenger
Airlines
-
0
.2
%
Blade
Air
Mobility,
Inc.
*
19,634
68,326
SkyWest,
Inc.
*
1,956
160,529
228,855
Professional
Services
-
1
.3
%
Barrett
Business
Services,
Inc.
8,892
291,391
CSG
Systems
International,
Inc.
749
30,836
IBEX
Holdings
Ltd.
*
5,847
94,605
Kelly
Services,
Inc.,
Class
A
20,981
449,203
Kforce,
Inc.
5,911
367,251
Legalzoom.com,
Inc.
*
8,742
73,345
Resources
Connection,
Inc.
6,059
66,891
1,373,522
Trading
Companies
&
Distributors
-
2
.9
%
BlueLinx
Holdings,
Inc.
*
4,333
403,359
Boise
Cascade
Co.
10,064
1,199,830
DNOW,
Inc.
*
8,573
117,707
DXP
Enterprises,
Inc.
*
1,041
47,720
GMS,
Inc.
*
7,975
642,865
Karat
Packaging,
Inc.
1,914
56,616
McGrath
RentCorp
969
103,247
Rush
Enterprises,
Inc.,
Class
A
11,459
479,788
3,051,132
Total
Industrials
21,976,601
Information
Technology
-
19
.2
%
Communications
Equipment
-
0
.1
%
Aviat
Networks,
Inc.
*
986
28,288
Extreme
Networks,
Inc.
*
3,530
47,479
75,767
Electronic
Equipment,
Instruments
&
Components
-
5
.0
%
Arlo
Technologies,
Inc.
*
50,120
653,565
Bel
Fuse,
Inc.,
Class
B
2,091
136,417
Benchmark
Electronics,
Inc.
3,100
122,326
Daktronics,
Inc.
*
35,802
499,438
ePlus,
Inc.
*
6,394
471,110
Fabrinet
(Thailand)
*
2,096
513,080
Insight
Enterprises,
Inc.
*
6,778
1,344,484
INVESTMENTS
SHARES
VALUE
($)
Electronic
Equipment,
Instruments
&
Components
-
5.0%
(continued)
Kimball
Electronics,
Inc.
*
3,423
75,237
PC
Connection,
Inc.
6,496
417,043
Sanmina
Corp.
*
10,460
692,975
ScanSource,
Inc.
*
6,789
300,821
TTM
Technologies,
Inc.
*
2,115
41,094
Vishay
Intertechnology,
Inc.
1,424
31,755
5,299,345
IT
Services
-
0
.5
%
Hackett
Group,
Inc.
(The)
9,556
207,556
Perficient,
Inc.
*
680
50,857
Squarespace,
Inc.,
Class
A
*
3,885
169,503
Unisys
Corp.
*
18,022
74,431
502,347
Semiconductors
&
Semiconductor
Equipment
-
4
.1
%
ACM
Research,
Inc.,
Class
A
*
8,519
196,448
Amkor
Technology,
Inc.
24,527
981,571
Axcelis
Technologies,
Inc.
*
2,645
376,093
Diodes,
Inc.
*
5,446
391,731
FormFactor,
Inc.
*
6,265
379,220
inTEST
Corp.
*
15,293
151,095
NVE
Corp.
434
32,415
Onto
Innovation,
Inc.
*
1,983
435,388
Photronics,
Inc.
*
23,311
575,082
Rambus,
Inc.
*
2,331
136,970
SMART
Global
Holdings,
Inc.
*
13,121
300,077
Synaptics,
Inc.
*
1,422
125,420
Ultra
Clean
Holdings,
Inc.
*
6,059
296,891
4,378,401
Software
-
6
.6
%
8x8,
Inc.
*
117,635
261,150
ACI
Worldwide,
Inc.
*
1,023
40,501
Adeia,
Inc.
11,411
127,632
Amplitude,
Inc.,
Class
A
*
3,381
30,091
Appfolio,
Inc.,
Class
A
*
581
142,095
Aurora
Innovation,
Inc.
*
13,718
37,999
Blackbaud,
Inc.
*
1,709
130,175
Cerence,
Inc.
*
5,750
16,272
Cleanspark,
Inc.
*
13,483
215,054
Clear
Secure,
Inc.,
Class
A
12,585
235,465
CommVault
Systems,
Inc.
*
3,568
433,762
Consensus
Cloud
Solutions,
Inc.
*
26,541
455,974
CS
Disco,
Inc.
*
5,281
31,475
Daily
Journal
Corp.
*
470
185,406
Digital
Turbine,
Inc.
*
68,709
114,057
Everbridge,
Inc.
*
2,042
71,450
EverCommerce,
Inc.
*
3,012
33,072
Expensify,
Inc.,
Class
A
*
101,368
151,038
InterDigital,
Inc.
4,625
539,090
LiveRamp
Holdings,
Inc.
*
5,263
162,837
Marathon
Digital
Holdings,
Inc.
*
5,050
100,242
MicroStrategy,
Inc.,
Class
A
*
433
596,449
Mitek
Systems,
Inc.
*
11,190
125,104
Schedule
of
Investments
June
30,
2024
(Unaudited)
AQR
SMALL
CAP
MULTI-STYLE
FUND
See
notes
to
Schedule
of
Investments.
AQR
Funds
|
N-PORT
Part
F
|
June
2024
11
(Continued)
INVESTMENTS
SHARES
VALUE
($)
Software
-
6.6%
(continued)
ON24,
Inc.
*
10,193
61,260
OneSpan,
Inc.
*
6,671
85,522
Progress
Software
Corp.
5,680
308,197
Qualys,
Inc.
*
6,165
879,129
Sapiens
International
Corp.
NV
(Israel)
1,145
38,850
SolarWinds
Corp.
12,078
145,540
SPS
Commerce,
Inc.
*
3,897
733,259
Terawulf,
Inc.
*
24,834
110,511
Verint
Systems,
Inc.
*
3,278
105,552
Workiva,
Inc.
*
888
64,815
Xperi,
Inc.
*
8,159
66,985
Yext,
Inc.
*
12,496
66,854
Zeta
Global
Holdings
Corp.,
Class
A
*
8,754
154,508
7,057,372
Technology
Hardware,
Storage
&
Peripherals
-
2
.9
%
Eastman
Kodak
Co.
*
113,107
608,516
Immersion
Corp.
62,399
587,174
Super
Micro
Computer,
Inc.
*
2,076
1,700,970
Turtle
Beach
Corp.
*
8,520
122,177
Xerox
Holdings
Corp.
10,514
122,173
3,141,010
Total
Information
Technology
20,454,242
Materials
-
3
.3
%
Chemicals
-
0
.3
%
Core
Molding
Technologies,
Inc.
*
7,532
120,060
Koppers
Holdings,
Inc.
3,235
119,662
Orion
SA
(Germany)
2,222
48,751
288,473
Construction
Materials
-
0
.1
%
Knife
River
Corp.
*
2,158
151,362
United
States
Lime
&
Minerals,
Inc.
82
29,863
181,225
Metals
&
Mining
-
2
.9
%
Alpha
Metallurgical
Resources,
Inc.
992
278,286
Arch
Resources,
Inc.
872
132,745
Commercial
Metals
Co.
16,408
902,276
Constellium
SE,
Class
A
*
16,716
315,097
Metallus,
Inc.
*
16,003
324,381
Olympic
Steel,
Inc.
8,744
391,994
Ramaco
Resources,
Inc.,
Class
A
4,278
53,261
Ryerson
Holding
Corp.
8,939
174,310
SunCoke
Energy,
Inc.
15,698
153,840
Warrior
Met
Coal,
Inc.
5,463
342,912
3,069,102
Total
Materials
3,538,800
INVESTMENTS
SHARES
VALUE
($)
Real
Estate
-
0
.4
%
Office
REITs
-
0
.1
%
Piedmont
Office
Realty
Trust,
Inc.,
Class
A,
REIT
13,987
101,406
Real
Estate
Management
&
Development
-
0
.3
%
Forestar
Group,
Inc.
*
11,508
368,141
Total
Real
Estate
469,547
TOTAL
COMMON
STOCKS
(Cost
$59,116,103)
99,589,345
SHORT-TERM
INVESTMENTS
-
6.0%
INVESTMENT
COMPANIES
-
6
.0
%
Limited
Purpose
Cash
Investment
Fund,
5.33%
(a)
(Cost
$6,385,948)
6,388,850
6,386,294
TOTAL
INVESTMENTS
IN
SECURITIES
AT
VALUE
-
99.6%
(Cost
$65,502,051)
105,975,639
OTHER
ASSETS
IN
EXCESS
OF
LIABILITIES
-
0.4%
‡
414,885
NET
ASSETS
-
100.0%
106,390,524