# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010952
**Filing Date:** 2026-5
**Character Count:** 98827
**Document Hash:** 1ac3a59532cc28b06fafc58eddeacb96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010952.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010952

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 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:** 261011808

**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           |

## 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:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $568838398.16

**Total Liabilities:** $286773.87

**Net Assets:** $568551624.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120475 | 2.16%                | -0.05%               | -4.73%               |
| Class ID C000076804 | 2.21%                | -0.05%               | -4.73%               |
| Class ID C000144284 | 2.23%                | -0.05%               | -4.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11694830.40             | $885355.18                                 |
| Month 2  | $18.93                   | $-171421.61                                |
| Month 3  | $12701707.89             | $-40955008.13                              |

### 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      | $681808.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                              | Oracle Corp.                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     10305 | NS      | $1515968.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                           | Eaton Corp. plc                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      6837 | NS      | $2445389.79   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp.                    | Monster Beverage Corp.                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     21254 | NS      | $1540064.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                       | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     15749 | NS      | $1071246.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.              | Cadence Design Systems, Inc.               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4122 | NS      | $1145380.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                        | Lam Research Corp.                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     39128 | NS      | $8360088.48   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                           | Blackrock, Inc.                            | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       365 | NS      | $351024.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                         | Exxon Mobil Corp.                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4042 | NS      | $685765.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                            | Alphabet, Inc., Class A                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    143867 | NS      | $41370394.52  | 7.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.               | Ionis Pharmaceuticals, Inc.                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     12611 | NS      | $946959.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                 | United Therapeutics Corp.                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2312 | NS      | $1370969.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                             | Walmart, Inc.                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     60656 | NS      | $7538327.68   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                           | CME Group, Inc.                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4233 | NS      | $1250216.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.           | Interactive Brokers Group, Inc., Class A   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      9833 | NS      | $659499.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                        | QuantumScape Corp.                         | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Long             | EC               | CORP              | US        |     68440 | NS      | $436647.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                       | Valero Energy Corp.                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3151 | NS      | $778549.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                | Microchip Technology, Inc.                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     12290 | NS      | $794056.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                            | Amphenol Corp., Class A                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     26448 | NS      | $3341704.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                   | Robinhood Markets, Inc., Class A           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     25156 | NS      | $1743310.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                        | CoStar Group, Inc.                         | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     20700 | NS      | $835038.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                              | NVIDIA Corp.                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    236997 | NS      | $41332276.80  | 7.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                               | Jabil, Inc.                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      8553 | NS      | $2271933.39   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                               | Xylem, Inc.                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3586 | NS      | $428527.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                        | nVent Electric plc                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3197 | NS      | $378141.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                            | Ubiquiti, Inc.                             | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |      2163 | NS      | $1709397.27   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                     | AECOM                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      8308 | NS      | $704684.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.               | Lattice Semiconductor Corp.                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     16307 | NS      | $1512637.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                    | Northrop Grumman Corp.                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      5286 | NS      | $3606320.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                 | KLA Corp.                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      3704 | NS      | $5453806.64   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                      | Curtiss-Wright Corp.                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      5358 | NS      | $3649440.96   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                            | TechnipFMC plc                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     39850 | NS      | $2754830.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                           | Eli Lilly & Co.                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7741 | NS      | $7119939.57   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile, Inc.                     | AST SpaceMobile, Inc.                      | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |     14401 | NS      | $1193410.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                             | Stryker Corp.                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1647 | NS      | $541187.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                    | Howmet Aerospace, Inc.                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     17600 | NS      | $4056096.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                    | Medpace Holdings, Inc.                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       930 | NS      | $446576.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                             | Cummins, Inc.                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1481 | NS      | $796807.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                 | ATI, Inc.                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5635 | NS      | $819667.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                               | Intel Corp.                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     75369 | NS      | $3326033.97   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                   | Boston Scientific Corp.                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     17375 | NS      | $1090281.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                              | Insmed, Inc.                               | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      7202 | NS      | $1177671.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                              | Intuit, Inc.                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2897 | NS      | $1252604.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.     | International Business Machines Corp.      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5940 | NS      | $1439796.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                              | Biogen, Inc.                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1294 | NS      | $237229.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                          | GE Vernova, Inc.                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      5363 | NS      | $4681362.70   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.               | CH Robinson Worldwide, Inc.                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      5013 | NS      | $832508.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                               | Apple, Inc.                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      8006 | NS      | $2031842.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                             | Moody's Corp.                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2295 | NS      | $1001193.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.           | Automatic Data Processing, Inc.            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3597 | NS      | $730838.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                            | DoorDash, Inc., Class A                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4429 | NS      | $665014.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                      | NextEra Energy, Inc.                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      7395 | NS      | $686847.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                          | Boeing Co. (The)                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2327 | NS      | $463142.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                 | Fox Corp., Class A                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      6502 | NS      | $379716.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                          | Fair Isaac Corp.                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       118 | NS      | $125969.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                     | Cheniere Energy, Inc.                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4455 | NS      | $1264150.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                         | Ross Stores, Inc.                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2920 | NS      | $632559.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                 | UGI Corp.                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     20052 | NS      | $730293.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                   | Uber Technologies, Inc.                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6226 | NS      | $447836.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                     | Spotify Technology SA                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      2367 | NS      | $1147781.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                | Digital Realty Trust, Inc.                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3200 | NS      | $576672.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines, Inc.                | Revolution Medicines, Inc.                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     11282 | NS      | $1097174.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     47595 | NS      | $11634121.80  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                         | Merck & Co., Inc.                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16199 | NS      | $1948577.71   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                          | Mastercard, Inc., Class A                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7433 | NS      | $3713972.78   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                | AT&T, Inc.                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    116094 | NS      | $3365565.06   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                   | Lumentum Holdings, Inc.                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4312 | NS      | $3030301.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                               | Tesla, Inc.                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     17320 | NS      | $6438710.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                       | IPG Photonics Corp.                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1352 | NS      | $154925.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                        | Atmos Energy Corp.                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      5400 | NS      | $997488.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                     | Assured Guaranty Ltd.                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     14302 | NS      | $1165326.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                     | Arista Networks, Inc.                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     19296 | NS      | $2369162.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                      | Steel Dynamics, Inc.                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6772 | NS      | $1218960.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                   | Aramark                                    | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4926 | NS      | $199700.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc        | Johnson Controls International plc         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      2534 | NS      | $331827.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                            | Teradyne, Inc.                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7542 | NS      | $2235901.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                     | Roivant Sciences Ltd.                      | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     45024 | NS      | $1247164.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                         | HF Sinclair Corp.                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      8578 | NS      | $535181.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                          | NU Holdings Ltd., Class A                  | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     58509 | NS      | $840774.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                   | Progressive Corp. (The)                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     14432 | NS      | $2860999.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.               | Warner Bros Discovery, Inc.                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     54307 | NS      | $1491270.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp.  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      6146 | NS      | $1535946.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                        | Talen Energy Corp.                         | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2035 | NS      | $649633.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                    | Home Depot, Inc. (The)                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6141 | NS      | $2019713.49   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                             | Newmont Corp.                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26100 | NS      | $2825325.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                            | Exelixis, Inc.                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     12523 | NS      | $537111.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                            | Coherent Corp.                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      5979 | NS      | $1424257.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                    | Trane Technologies plc                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      8172 | NS      | $3405599.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                    | Lincoln National Corp.                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     15597 | NS      | $553693.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                            | Seaboard Corp.                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        94 | NS      | $531477.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                             | Hologic, Inc.                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      7943 | NS      | $600411.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                         | WW Grainger, Inc.                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1363 | NS      | $1486774.03   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                         | First Solar, Inc.                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4289 | NS      | $846048.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.              | Chipotle Mexican Grill, Inc., Class A      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     31271 | NS      | $1000984.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                               | Adobe, Inc.                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       969 | NS      | $235544.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                               | Carvana Co., Class A                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      3564 | NS      | $1120450.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                        | Altria Group, Inc.                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     20395 | NS      | $1345866.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                       | Veeva Systems, Inc., Class A               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      9078 | NS      | $1594641.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                    | Amkor Technology, Inc.                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     26861 | NS      | $1209550.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                       | Vertiv Holdings Co., Class A               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      8436 | NS      | $2113892.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                              | ROBLOX Corp., Class A                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      7229 | NS      | $408872.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                      | Dollar General Corp.                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3003 | NS      | $356546.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                            | Autodesk, Inc.                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3076 | NS      | $736394.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                               | Deere & Co.                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4046 | NS      | $2279111.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.              | Royal Caribbean Cruises Ltd.               | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |      6285 | NS      | $1729506.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                    | Freeport-McMoRan, Inc.                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9533 | NS      | $560349.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                              | Natera, Inc.                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      7744 | NS      | $1548722.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                | MSCI, Inc., Class A                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3987 | NS      | $2149032.87   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                | Sherwin-Williams Co. (The)                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5814 | NS      | $1863677.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                  | Diamondback Energy, Inc.                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2119 | NS      | $419117.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                           | Citigroup, Inc.                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     44635 | NS      | $5062055.35   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                     | Axon Enterprise, Inc.                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       983 | NS      | $417470.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                              | Watsco, Inc.                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1443 | NS      | $524948.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                     | Williams-Sonoma, Inc.                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      5622 | NS      | $1025059.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                   | Element Solutions, Inc.                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     11386 | NS      | $388718.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                             | Sandisk Corp.                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $935855.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                           | TD SYNNEX Corp.                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      8495 | NS      | $1433191.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                          | S&P Global, Inc.                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3044 | NS      | $1294734.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                              | Nasdaq, Inc.                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11442 | NS      | $971311.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                             | Rollins, Inc.                              | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     14763 | NS      | $788491.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                            | Broadcom, Inc.                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     67932 | NS      | $21025633.32  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                            | McKesson Corp.                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2935 | NS      | $2539831.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                   | SoFi Technologies, Inc.                    | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      9950 | NS      | $158006.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                      | Meta Platforms, Inc., Class A              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3712 | NS      | $2123746.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                          | Five Below, Inc.                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1945 | NS      | $444393.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.            | United Airlines Holdings, Inc.             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     15871 | NS      | $1461242.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.               | Capital One Financial Corp.                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3365 | NS      | $613876.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                    | Costco Wholesale Corp.                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6004 | NS      | $5982565.72   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                    | BWX Technologies, Inc.                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      2935 | NS      | $600178.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.               | Keysight Technologies, Inc.                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2578 | NS      | $727949.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.         | Philip Morris International, Inc.          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18014 | NS      | $2978434.76   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                            | Carnival Corp.                             | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      9419 | NS      | $243763.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.             | Alnylam Pharmaceuticals, Inc.              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2779 | NS      | $919487.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.               | Palantir Technologies, Inc., Class A       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     41777 | NS      | $6111139.56   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                            | Fortinet, Inc.                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     13258 | NS      | $1083443.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                     | Cardinal Health, Inc.                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4863 | NS      | $1027600.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                       | Expedia Group, Inc.                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $245897.85    | 0.04%             |  |  |  | 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      | $-179337.48   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                             | Netflix, Inc.                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17510 | NS      | $1683586.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                  | Arthur J Gallagher & Co.                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      7060 | NS      | $1529054.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                    | Tenet Healthcare Corp.                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1647 | NS      | $310805.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                              | Dexcom, Inc.                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      4031 | NS      | $253146.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                         | Wells Fargo & Co.                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     24700 | NS      | $1966367.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                | Brookfield Renewable Corp.                 | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |     10291 | NS      | $409890.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                              | Macy's, Inc.                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     15614 | NS      | $282457.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                       | Cisco Systems, Inc.                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     12767 | NS      | $990591.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                           | Starbucks Corp.                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2633 | NS      | $235890.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                             | Corning, Inc.                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     20996 | NS      | $2854826.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.              | Casey's General Stores, Inc.               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2884 | NS      | $2099148.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                      | JPMorgan Chase & Co.                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     36599 | NS      | $10765961.84  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.       | Huntington Ingalls Industries, Inc.        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       999 | NS      | $379520.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.          | JB Hunt Transport Services, Inc.           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2681 | NS      | $568103.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     31752 | NS      | $5225426.64   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                     | Affirm Holdings, Inc., Class A             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7556 | NS      | $346215.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                         | T-Mobile US, Inc.                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     11869 | NS      | $2492846.07   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                     | Quanta Services, Inc.                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      9317 | NS      | $5115219.34   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO, Inc.                                 | QXO, Inc.                                  | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27461 | NS      | $533292.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.              | Advanced Micro Devices, Inc.               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     29008 | NS      | $5901097.44   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                | Constellation Energy Corp.                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4804 | NS      | $1341517.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                               | Ciena Corp.                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      6747 | NS      | $2619387.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                         | Lowe's Cos., Inc.                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5244 | NS      | $1239052.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                      | Analog Devices, Inc.                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11619 | NS      | $3696468.66   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                   | Applied Materials, Inc.                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16377 | NS      | $5597494.83   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                           | Dillard's, Inc., Class A                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       418 | NS      | $239141.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                | Allegro MicroSystems, Inc.                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28726 | NS      | $905730.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund      | Limited Purpose Cash Investment Fund       | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  14191311 | NS      | $14191310.87  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                 | MKS, Inc.                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      7851 | NS      | $1804238.31   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                           | Bunge Global SA                            | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |      3973 | NS      | $505365.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                 | Flex Ltd.                                  | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      6187 | NS      | $405001.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                     | Southern Copper Corp.                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      3155 | NS      | $542849.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.            | Somnigroup International, Inc.             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     14032 | NS      | $1037245.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                      | Avery Dennison Corp.                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2796 | NS      | $482813.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                            | Reliance, Inc.                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3454 | NS      | $1049739.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                | Edwards Lifesciences Corp.                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5160 | NS      | $413212.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                              | Vistra Corp.                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     10140 | NS      | $1524346.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                   | Micron Technology, Inc.                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     22228 | NS      | $7509507.52   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                    | Verisk Analytics, Inc., Class A            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3228 | NS      | $612513.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                  | IDEXX Laboratories, Inc.                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3637 | NS      | $2043593.93   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                  | Guidewire Software, Inc.                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1071 | NS      | $160178.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                       | Coca-Cola Co. (The)                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     14095 | NS      | $1071924.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                         | Caterpillar, Inc.                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6582 | NS      | $4663083.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                  | Zebra Technologies Corp., Class A          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1545 | NS      | $323028.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc. | MACOM Technology Solutions Holdings, Inc.  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7216 | NS      | $1602457.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                      | TJX Cos., Inc. (The)                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5956 | NS      | $951173.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                           | Welltower, Inc.                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     15340 | NS      | $3032871.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                            | AppLovin Corp., Class A                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      5864 | NS      | $2333872.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.             | Penske Automotive Group, Inc.              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      5891 | NS      | $880822.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                          | ServiceNow, Inc.                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     16710 | NS      | $1747030.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                | Ameriprise Financial, Inc.                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4717 | NS      | $2096234.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports, Inc.                         | Amer Sports, Inc.                          | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |     21390 | NS      | $704158.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                | Lear Corp.                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      3544 | NS      | $429107.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                 | Commerce Bancshares, Inc.                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7903 | NS      | $388827.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                      | Domino's Pizza, Inc.                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1642 | NS      | $589133.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.               | Dick's Sporting Goods, Inc.                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      5406 | NS      | $1071955.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.              | LPL Financial Holdings, Inc.               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      8227 | NS      | $2474928.41   | 0.44%             |  |  |  | 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        |      2497 | NS      | $179209.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                     | Coinbase Global, Inc., Class A             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       840 | NS      | $146672.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)           | Goldman Sachs Group, Inc. (The)            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4330 | NS      | $3663136.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                         | Rocket Cos., Inc., Class A                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66462 | NS      | $947083.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                          | AutoNation, Inc.                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11012 | NS      | $2150203.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                          | Rocket Lab Corp.                           | CUSIP: 773121108<br>LEI: 254900LNRW7906KUMM93 | Long             | EC               | CORP              | US        |     19425 | NS      | $1247473.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                               | Amgen, Inc.                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3956 | NS      | $1391918.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                           | Microsoft Corp.                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     21042 | NS      | $7789117.14   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                 | Comfort Systems USA, Inc.                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1423 | NS      | $1962302.77   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                               | Alcoa Corp.                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      5321 | NS      | $352941.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                     | Bank of America Corp.                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     32318 | NS      | $1575502.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                   | Rivian Automotive, Inc., Class A           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     30631 | NS      | $460996.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.            | FactSet Research Systems, Inc.             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1300 | NS      | $282087.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.               | Halozyme Therapeutics, Inc.                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      5281 | NS      | $341311.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)       | Bank of New York Mellon Corp. (The)        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     20757 | NS      | $2462402.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                    | Celsius Holdings, Inc.                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8277 | NS      | $293667.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                            | Tapestry, Inc.                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      5302 | NS      | $748165.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.             | Honeywell International, Inc.              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      5345 | NS      | $1208130.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                    | OneMain Holdings, Inc.                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     10201 | NS      | $545651.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                 | RTX Corp.                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     10597 | NS      | $2044161.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.           | Old Dominion Freight Line, Inc.            | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      9440 | NS      | $1844576.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                      | HCA Healthcare, Inc.                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3101 | NS      | $1467517.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                     | Elevance Health, Inc.                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3098 | NS      | $906939.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                  | Intuitive Surgical, Inc.                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      3924 | NS      | $1808924.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                              | AbbVie, Inc.                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17565 | NS      | $3820211.85   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                         | Dollar Tree, Inc.                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1871 | NS      | $204893.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA        | Millicom International Cellular SA         | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      7576 | NS      | $567745.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                  | Marathon Petroleum Corp.                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10106 | NS      | $2467683.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                              | PACCAR, Inc.                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6399 | NS      | $739084.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                     | Western Digital Corp.                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     13403 | NS      | $3625377.47   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.           | Regeneron Pharmaceuticals, Inc.            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       527 | NS      | $407181.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                    | Booking Holdings, Inc.                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       264 | NS      | $1111524.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                      | United Rentals, Inc.                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2557 | NS      | $1862927.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                        | Tractor Supply Co.                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     22325 | NS      | $1011322.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.       | Allison Transmission Holdings, Inc.        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     12357 | NS      | $1446510.42   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs, Inc.                         | Astera Labs, Inc.                          | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      2427 | NS      | $265999.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings, Inc.                     | Karman Holdings, Inc.                      | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1809 | NS      | $144810.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                              | Copart, Inc.                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     34720 | NS      | $1152704.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.           | Everus Construction Group, Inc.            | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |      5625 | NS      | $664087.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                     | Gilead Sciences, Inc.                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     23735 | NS      | $3307946.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                  | UnitedHealth Group, Inc.                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1309 | NS      | $354202.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                        | General Motors Co.                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     22413 | NS      | $1669768.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                | Carpenter Technology Corp.                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1597 | NS      | $629457.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.            | Thermo Fisher Scientific, Inc.             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5257 | NS      | $2583973.21   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                     | Anglogold Ashanti plc                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     19393 | NS      | $1888102.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                            | Synopsys, Inc.                             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1470 | NS      | $582825.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                             | Wayfair, Inc., Class A                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      4663 | NS      | $350704.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                 | O'Reilly Automotive, Inc.                  | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     18960 | NS      | $1750197.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                              | Incyte Corp.                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      9532 | NS      | $897151.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                             | MongoDB, Inc., Class A                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2323 | NS      | $568600.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.            | Medical Properties Trust, Inc.             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     34176 | NS      | $158234.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                | Visa, Inc., Class A                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9790 | NS      | $2958929.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                     | Parker-Hannifin Corp.                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4198 | NS      | $3758217.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                 | Illinois Tool Works, Inc.                  | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6540 | NS      | $1702296.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                          | McDonald's Corp.                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1564 | NS      | $486075.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                           | Albemarle Corp.                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      4746 | NS      | $852049.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                | Elanco Animal Health, Inc.                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     38438 | NS      | $919821.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                              | GE Aerospace                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     26580 | NS      | $7542606.60   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                      | EURO                                       | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | N/A       |        -1 | OU      | $-0.74        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                        | DT Midstream, Inc.                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3906 | NS      | $526021.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                             | Accenture plc, Class A                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      1073 | NS      | $212765.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                     | Targa Resources Corp.                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     20960 | NS      | $5255300.80   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                 | Aptiv plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |      2386 | NS      | $165683.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                          | CVS Health Corp.                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12997 | NS      | $933444.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                          | BorgWarner, Inc.                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     21326 | NS      | $1157148.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                              | Fastenal Co.                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     28056 | NS      | $1301798.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                     | Electronic Arts, Inc.                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      6096 | NS      | $1242791.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                             | Entergy Corp.                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7859 | NS      | $883037.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                        | MP Materials Corp.                         | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     14199 | NS      | $685243.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                           | AES Corp. (The)                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     43868 | NS      | $618100.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                          | NRG Energy, Inc.                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     11020 | NS      | $1610462.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                            | Ford Motor Co.                             | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     95821 | NS      | $1105774.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                     | Lockheed Martin Corp.                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2840 | NS      | $1716467.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.            | Citizens Financial Group, Inc.             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     36302 | NS      | $2177030.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit, Inc.                              | Reddit, Inc., Class A                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1206 | NS      | $162387.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                | Packaging Corp. of America                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3115 | NS      | $661065.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                         | EMCOR Group, Inc.                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2495 | NS      | $1842083.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.         | Booz Allen Hamilton Holding Corp., Class A | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      5497 | NS      | $428930.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                   | Texas Instruments, Inc.                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6524 | NS      | $1266569.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                             | Moderna, Inc.                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      3874 | NS      | $196799.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                          | Salesforce, Inc.                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2432 | NS      | $453981.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                               | Garmin Ltd.                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      9655 | NS      | $2240056.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                     | National Fuel Gas Co.                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3427 | NS      | $322000.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.           | Jefferies Financial Group, Inc.            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      9896 | NS      | $408407.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                          | Cloudflare, Inc., Class A                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      4252 | NS      | $877357.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.            | Monolithic Power Systems, Inc.             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2219 | NS      | $2426143.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis, Inc.                              | Zoetis, Inc., Class A                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      5446 | NS      | $643771.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                  | Palo Alto Networks, Inc.                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      6438 | NS      | $1032140.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                | eBay, Inc.                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7392 | NS      | $672819.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                           | A O Smith Corp.                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      4045 | NS      | $266727.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                              | Cintas Corp.                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21328 | NS      | $3607417.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer