# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-004771
**Filing Date:** 2026-2
**Character Count:** 66064
**Document Hash:** 68a064f3fe915daadc24db69660ffc7b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004771.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26682640

**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 Multi-Style Fund (Series ID: S000040063)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000124381 | Class I      | QCELX           |
| C000124382 | Class N      | QCENX           |
| C000144290 | Class R6     | QCERX           |

## 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 Multi-Style Fund

- **b. EDGAR series identifier (if any):** S000040063

- **c. LEI of Series:** 5493003AE4S4FUKG0W74

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1150898630.06

**Total Liabilities:** $394630.23

**Net Assets:** $1150503999.83

**Cash Not Reported:** $1850694.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000124381 | 0.98%                | 0.58%                | 1.59%                |
| Class ID C000124382 | 1.02%                | 0.52%                | 1.58%                |
| Class ID C000144290 | 1.03%                | 0.58%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15702257.83             | $-5582312.03                               |
| Month 2  | $16607439.81             | $-10796604.68                              |
| Month 3  | $51755915.45             | $-35778765.86                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Corp. (The)                      | AES Corp. (The)                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    138068 | NS      | $1979895.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                           | AT&T, Inc.                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    431819 | NS      | $10726383.96  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                         | AbbVie, Inc.                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14751 | NS      | $3370455.99   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                         | Acuity, Inc.                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29326 | NS      | $10558533.04  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                          | Adobe, Inc.                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5223 | NS      | $1827997.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.         | Advanced Micro Devices, Inc.               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10260 | NS      | $2197281.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                      | Air Lease Corp., Class A                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      4963 | NS      | $318773.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                | Albertsons Cos., Inc., Class A             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     57967 | NS      | $995293.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                          | Alcoa Corp.                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     61609 | NS      | $3273902.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                            | ATI, Inc.                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3575 | NS      | $410267.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.  | Allison Transmission Holdings, Inc.        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     70084 | NS      | $6861223.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                 | Allstate Corp. (The)                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     42820 | NS      | $8912983.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                 | Ally Financial, Inc.                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     18361 | NS      | $831569.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                       | Alphabet, Inc., Class C                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     79768 | NS      | $25031198.40  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                       | Alphabet, Inc., Class A                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     89431 | NS      | $27991903.00  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                   | Altria Group, Inc.                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    225303 | NS      | $12990970.98  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                     | Amazon.com, Inc.                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    102220 | NS      | $23594420.40  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                   | U-Haul Holding Co.                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1585 | NS      | $79899.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.               | Amkor Technology, Inc.                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    143962 | NS      | $5683619.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                       | Amphenol Corp., Class A                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4560 | NS      | $616238.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                | Elevance Health, Inc.                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     16276 | NS      | $5705551.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                            | APA Corp.                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     49144 | NS      | $1202062.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                          | Apple, Inc.                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    229434 | NS      | $62373927.24  | 5.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.              | Applied Materials, Inc.                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16038 | NS      | $4121605.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                       | AppLovin Corp., Class A                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      5521 | NS      | $3720160.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                | Arista Networks, Inc.                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     53709 | NS      | $7037490.27   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.              | Arrow Electronics, Inc.                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     34780 | NS      | $3832060.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                       | Assurant, Inc.                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2455 | NS      | $591286.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                     | AutoNation, Inc.                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38889 | NS      | $8029800.72   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                          | Avnet, Inc.                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     50244 | NS      | $2415731.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                  | BOK Financial Corp.                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     11651 | NS      | $1380177.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                     | Baker Hughes Co., Class A                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7166 | NS      | $326339.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                | Bank of America Corp.                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     39158 | NS      | $2153690.00   | 0.19%             |  |  |  | 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        |     70270 | NS      | $8157644.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    130554 | NS      | $6008095.08   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.             | Berkshire Hathaway, Inc., Class B          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     31710 | NS      | $15939031.50  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                   | Best Buy Co., Inc.                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     11634 | NS      | $778663.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                         | Biogen, Inc.                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2585 | NS      | $454934.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                      | H&R Block, Inc.                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     15050 | NS      | $655879.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.               | Booking Holdings, Inc.                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1041 | NS      | $5574898.53   | 0.48%             |  |  |  | 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        |     24592 | NS      | $2074581.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                     | BorgWarner, Inc.                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    137553 | NS      | $6198138.18   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.             | Bristol-Myers Squibb Co.                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     60156 | NS      | $3244814.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                       | Broadcom, Inc.                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     84734 | NS      | $29326437.40  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.         | CF Industries Holdings, Inc.               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     40185 | NS      | $3107907.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                    | Cigna Group (The)                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     24624 | NS      | $6777263.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                  | CNA Financial Corp.                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     83847 | NS      | $4002855.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                     | CVS Health Corp.                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     17818 | NS      | $1414036.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                 | Coterra Energy, Inc.                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     48146 | NS      | $1267202.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.          | Capital One Financial Corp.                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1434 | NS      | $347544.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                | Cardinal Health, Inc.                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     11250 | NS      | $2311875.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                          | Ciena Corp.                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     31169 | NS      | $7289494.03   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                   | Cirrus Logic, Inc.                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     30079 | NS      | $3564361.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                  | Cisco Systems, Inc.                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     89053 | NS      | $6859752.59   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                      | Citigroup, Inc.                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    106061 | NS      | $12376258.09  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.       | Citizens Financial Group, Inc.             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     69794 | NS      | $4076667.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                       | Comerica, Inc.                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5311 | NS      | $461685.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                     | Concentrix Corp.                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     93656 | NS      | $3894216.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.           | Corcept Therapeutics, Inc.                 | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      8729 | NS      | $303769.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                        | Cummins, Inc.                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5311 | NS      | $2710999.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                 | Curtiss-Wright Corp.                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      9452 | NS      | $5210604.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                   | DXC Technology Co.                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    217826 | NS      | $3191150.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.              | Dell Technologies, Inc., Class C           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     14944 | NS      | $1881150.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                   | Devon Energy Corp.                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     67954 | NS      | $2489155.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                      | Dillard's, Inc., Class A                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      6099 | NS      | $3698067.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                        | Dropbox, Inc., Class A                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     89336 | NS      | $2483540.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                 | Edison International                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      8741 | NS      | $524634.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                | Electronic Arts, Inc.                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     31640 | NS      | $6465001.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                    | EMCOR Group, Inc.                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     10145 | NS      | $6206609.55   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                       | Exelixis, Inc.                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    126225 | NS      | $5532441.75   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                  | Expedia Group, Inc.                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22992 | NS      | $6513863.52   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                    | Exxon Mobil Corp.                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     74951 | NS      | $9019603.34   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                            | FNB Corp.                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     25005 | NS      | $427585.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                 | Meta Platforms, Inc., Class A              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     38724 | NS      | $25561325.16  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                             | F5, Inc.                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      8105 | NS      | $2068882.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                 | First Hawaiian, Inc.                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     16989 | NS      | $429821.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                     | GE Vernova, Inc.                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     14199 | NS      | $9280040.43   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.               | General Dynamics Corp.                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     28396 | NS      | $9559797.36   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                         | GE Aerospace                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     29744 | NS      | $9162044.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                   | General Motors Co.                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    105978 | NS      | $8618130.96   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                | Gilead Sciences, Inc.                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     48018 | NS      | $5893729.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                | Global Payments, Inc.                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     14577 | NS      | $1128259.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                     | Globe Life, Inc.                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     11146 | NS      | $1558879.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                    | HF Sinclair Corp.                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    135520 | NS      | $6244761.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                             | HP, Inc.                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    259193 | NS      | $5774820.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.          | Halozyme Therapeutics, Inc.                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     37368 | NS      | $2514866.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)  | Hanover Insurance Group, Inc. (The)        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13048 | NS      | $2384782.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The) | Hartford Insurance Group, Inc. (The)       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     49516 | NS      | $6823304.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.       | Hewlett Packard Enterprise Co.             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     28084 | NS      | $674577.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.               | Howmet Aerospace, Inc.                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     40076 | NS      | $8216381.52   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.  | Huntington Ingalls Industries, Inc.        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     19020 | NS      | $6468131.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                         | Incyte Corp.                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     41949 | NS      | $4143302.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                 | JPMorgan Chase & Co.                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     14700 | NS      | $4736634.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                          | Jabil, Inc.                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     46975 | NS      | $10711239.50  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11460 | NS      | $2371647.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                            | KLA Corp.                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1636 | NS      | $1987870.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                     | Kroger Co. (The)                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     79194 | NS      | $4948041.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.          | L3Harris Technologies, Inc.                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2445 | NS      | $717778.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                   | Lam Research Corp.                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     32289 | NS      | $5527231.02   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                           | Lear Corp.                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     32189 | NS      | $3688859.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                      | Eli Lilly & Co.                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       343 | NS      | $368615.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.               | Lincoln National Corp.                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     40119 | NS      | $1786499.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                       | M&T Bank Corp.                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5005 | NS      | $1008407.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                | MGIC Investment Corp.                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    271652 | NS      | $7937671.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                         | Macy's, Inc.                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    110057 | NS      | $2426756.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                       | McKesson Corp.                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9534 | NS      | $7820644.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.               | Medpace Holdings, Inc.                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9690 | NS      | $5442388.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                    | Merck & Co., Inc.                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     26385 | NS      | $2777285.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                        | MetLife, Inc.                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9641 | NS      | $761060.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                      | Microsoft Corp.                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    129624 | NS      | $62688758.88  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.              | Micron Technology, Inc.                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     51627 | NS      | $14734862.07  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                     | Mosaic Co. (The)                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    451175 | NS      | $10868805.75  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.             | Mueller Industries, Inc.                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      7785 | NS      | $893718.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                     | Murphy USA, Inc.                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4931 | NS      | $1989757.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                            | NOV, Inc.                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    338460 | NS      | $5290129.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                | National Fuel Gas Co.                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     34634 | NS      | $2772798.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                        | Newmont Corp.                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    129856 | NS      | $12966121.60  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.               | Norfolk Southern Corp.                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      4517 | NS      | $1304148.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                          | Nucor Corp.                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2013 | NS      | $328340.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                         | NVIDIA Corp.                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    383589 | NS      | $71539348.50  | 6.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.     | Old Republic International Corp.           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    164922 | NS      | $7527040.08   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                        | Oshkosh Corp.                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     28905 | NS      | $3631335.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                            | PVH Corp.                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     17495 | NS      | $1172514.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.          | Palantir Technologies, Inc., Class A       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     32660 | NS      | $5805315.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                    | Pegasystems, Inc.                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     19104 | NS      | $1140890.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.        | Penske Automotive Group, Inc.              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     51358 | NS      | $8129457.82   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                         | Pfizer, Inc.                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     75930 | NS      | $1890657.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                | Pilgrim's Pride Corp.                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      8062 | NS      | $314337.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                      | Pinterest, Inc., Class A                   | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     20981 | NS      | $543198.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                        | Popular, Inc.                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     79819 | NS      | $9939061.88   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                          | Qorvo, Inc.                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      9222 | NS      | $779351.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                       | QUALCOMM, Inc.                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     21681 | NS      | $3708535.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                            | RTX Corp.                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     47810 | NS      | $8768354.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.      | Regeneron Pharmaceuticals, Inc.            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      5386 | NS      | $4157291.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.   | Reinsurance Group of America, Inc.         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3081 | NS      | $626860.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                       | Reliance, Inc.                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2487 | NS      | $718419.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                    | RingCentral, Inc., Class A                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     29920 | NS      | $864089.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                         | ROBLOX Corp., Class A                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |     11045 | NS      | $894976.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                     | Rocket Lab Corp.                           | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19166 | NS      | $1337020.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                     | Royal Gold, Inc.                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3781 | NS      | $840478.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                   | Ryder System, Inc.                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15452 | NS      | $2957358.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                       | Seaboard Corp.                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       596 | NS      | $2649112.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.             | Skyworks Solutions, Inc.                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     13280 | NS      | $842084.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                        | Snap-on, Inc.                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     16004 | NS      | $5514978.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                | Southern Copper Corp.                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      6999 | NS      | $1004146.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                   | State Street Corp.                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     21853 | NS      | $2819255.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                      | TD SYNNEX Corp.                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     29356 | NS      | $4410151.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    145322 | NS      | $12124214.46  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.               | Tenet Healthcare Corp.                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2949 | NS      | $586025.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                       | Teradata Corp.                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     79255 | NS      | $2412522.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                          | Tesla, Inc.                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     32599 | NS      | $14660422.28  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                        | Textron, Inc.                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    112935 | NS      | $9844543.95   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                 | Travel + Leisure Co.                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19785 | NS      | $1395436.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)           | Travelers Cos., Inc. (The)                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2477 | NS      | $718478.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund       | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  74295607 | NS      | $74295606.62  | 6.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                            | UGI Corp.                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     41840 | NS      | $1566071.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     28919 | NS      | $1543117.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                       | Ubiquiti, Inc.                             | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |      6636 | NS      | $3672030.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.       | United Airlines Holdings, Inc.             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     14499 | NS      | $1621278.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.            | United Therapeutics Corp.                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     18158 | NS      | $8847485.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                           | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    141651 | NS      | $10977952.50  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                  | Valero Energy Corp.                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      8742 | NS      | $1423110.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.             | Valmont Industries, Inc.                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2471 | NS      | $994132.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.         | Verizon Communications, Inc.               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    149743 | NS      | $6099032.39   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                        | Walmart, Inc.                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     33685 | NS      | $3752845.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.          | Warner Bros Discovery, Inc.                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     40135 | NS      | $1156690.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                    | Wells Fargo & Co.                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     23700 | NS      | $2208840.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.            | WESCO International, Inc.                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2114 | NS      | $517168.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                | Western Digital Corp.                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     29136 | NS      | $5019258.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)              | Western Union Co. (The)                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    725419 | NS      | $6753650.89   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                | Williams-Sonoma, Inc.                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3601 | NS      | $643102.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                       | Woodward, Inc.                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4244 | NS      | $1283046.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     59477 | NS      | $3481783.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.            | Zoom Communications, Inc., Class A         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    119537 | NS      | $10314847.73  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P 500 E-Mini Index                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       183 | NC      | $255605.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                | Anglogold Ashanti plc                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     92177 | NS      | $7860854.56   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.              | Arch Capital Group Ltd.                    | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      3934 | NS      | $377349.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                | Assured Guaranty Ltd.                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     10974 | NS      | $986233.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.           | Axis Capital Holdings Ltd.                 | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |    119619 | NS      | $12809998.71  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                   | Everest Group Ltd.                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     30124 | NS      | $10222579.40  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc           | Gates Industrial Corp. plc                 | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     21228 | NS      | $455765.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc            | Janus Henderson Group plc                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     25584 | NS      | $1217030.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                         | Invesco Ltd.                               | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    137133 | NS      | $3602483.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.          | RenaissanceRe Holdings Ltd.                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     15450 | NS      | $4343922.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                   | Royalty Pharma plc, Class A                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     23718 | NS      | $916463.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc     | Sensata Technologies Holding plc           | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     50726 | NS      | $1688668.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                       | TechnipFMC plc                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    190173 | NS      | $8474108.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                             | XP, Inc., Class A                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     41931 | NS      | $686410.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA   | Millicom International Cellular SA         | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     92839 | NS      | $5146994.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                | Spotify Technology SA                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      5624 | NS      | $3265913.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer