# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010932
**Filing Date:** 2026-5
**Character Count:** 70642
**Document Hash:** b6f391f86604ed993048d708736f1542
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010932.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010932

**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:** 261011770

**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:** 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:** $1165495349.38

**Total Liabilities:** $452607.43

**Net Assets:** $1165042741.95

**Cash Not Reported:** $147444.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000124382 | 2.79%                | 1.24%                | -4.00%               |
| Class ID C000124381 | 2.83%                | 1.26%                | -4.01%               |
| Class ID C000144290 | 2.84%                | 1.26%                | -4.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2281145.04              | $28767544.47                               |
| Month 2  | $-36.02                  | $14647599.61                               |
| Month 3  | $44900604.05             | $-92371851.52                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Match Group, Inc.                    | Match Group, Inc.                          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    134295 | NS      | $4124199.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    138241 | NS      | $9403152.82   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                   | Lam Research Corp.                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     32289 | NS      | $6898867.74   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                    | Exxon Mobil Corp.                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     90960 | NS      | $15432273.60  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                       | Alphabet, Inc., Class A                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     90880 | NS      | $26133452.80  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.            | United Therapeutics Corp.                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     12788 | NS      | $7583028.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                        | Walmart, Inc.                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     33685 | NS      | $4186371.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     59477 | NS      | $3427064.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                  | Valero Energy Corp.                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     10211 | NS      | $2522933.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                       | Amphenol Corp., Class A                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     13676 | NS      | $1727962.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                         | NVIDIA Corp.                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    472462 | NS      | $82397372.80  | 7.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                     | Amazon.com, Inc.                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    105192 | NS      | $21908337.84  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.        | BioMarin Pharmaceutical, Inc.              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     28873 | NS      | $1631035.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                          | Jabil, Inc.                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     18050 | NS      | $4794621.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                       | Ubiquiti, Inc.                             | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |      5982 | NS      | $4727514.78   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                    | RingCentral, Inc., Class A                 | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     32083 | NS      | $1193166.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                 | Curtiss-Wright Corp.                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      9452 | NS      | $6437946.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.             | Bristol-Myers Squibb Co.                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     64869 | NS      | $3934304.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                       | TechnipFMC plc                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    134867 | NS      | $9323355.71   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                      | Eli Lilly & Co.                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2666 | NS      | $2452106.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                           | Elastic NV                                 | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |     50220 | NS      | $2510497.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                | Deckers Outdoor Corp.                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     50195 | NS      | $5024017.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.               | Howmet Aerospace, Inc.                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     37094 | NS      | $8548683.24   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                       | Alphabet, Inc., Class C                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     86989 | NS      | $24953664.54  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.               | Medpace Holdings, Inc.                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     13985 | NS      | $6715457.15   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                        | Cummins, Inc.                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5311 | NS      | $2857424.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                            | ATI, Inc.                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5943 | NS      | $864468.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    100630 | NS      | $4617910.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                         | Biogen, Inc.                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      7224 | NS      | $1324375.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                      | Snowflake, Inc., Class A                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |     15938 | NS      | $2403769.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                     | GE Vernova, Inc.                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     12871 | NS      | $11235095.90  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd.                   | Everest Group Ltd.                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     30124 | NS      | $9846029.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                          | Apple, Inc.                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    229434 | NS      | $58228054.86  | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                      | Pinterest, Inc., Class A                   | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     35939 | NS      | $659121.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                   | Royalty Pharma plc, Class A                | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     29499 | NS      | $1415067.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                   | Devon Energy Corp.                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     66841 | NS      | $3363439.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                        | Dropbox, Inc., Class A                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     89254 | NS      | $2027850.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                | Albertsons Cos., Inc., Class A             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     57967 | NS      | $987757.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                            | UGI Corp.                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     41840 | NS      | $1523812.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                        | Snap-on, Inc.                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     16004 | NS      | $5812972.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                | Spotify Technology SA                      | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |      5624 | NS      | $2727133.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                     | Kroger Co. (The)                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     79194 | NS      | $5730477.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                 | Allstate Corp. (The)                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     43131 | NS      | $8942781.54   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                 | Edison International                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     16368 | NS      | $1197810.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                | MGIC Investment Corp.                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    271652 | NS      | $7130865.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     36366 | NS      | $8889305.04   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                    | Merck & Co., Inc.                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     38297 | NS      | $4606746.13   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                           | AT&T, Inc.                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    438748 | NS      | $12719304.52  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                             | XP, Inc., Class A                          | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |    122631 | NS      | $2334894.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                         | Pfizer, Inc.                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     75930 | NS      | $2132114.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                 | Ally Financial, Inc.                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      8547 | NS      | $335298.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                          | Tesla, Inc.                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     23923 | NS      | $8893375.25   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.             | Mueller Industries, Inc.                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8969 | NS      | $993765.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                | Assured Guaranty Ltd.                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     10974 | NS      | $894161.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                          | Nucor Corp.                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      7709 | NS      | $1303591.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                | Arista Networks, Inc.                      | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     53709 | NS      | $6594391.02   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                       | Assurant, Inc.                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2455 | NS      | $534723.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                    | Pegasystems, Inc.                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     19104 | NS      | $813066.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                     | Globe Life, Inc.                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     13242 | NS      | $1842889.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                    | HF Sinclair Corp.                          | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     87788 | NS      | $5477093.32   | 0.47%             |  |  |  | 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      | $6696048.68   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.          | Warner Bros Discovery, Inc.                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     40135 | NS      | $1102107.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                       | Illumina, Inc.                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     17332 | NS      | $2136342.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                        | Newmont Corp.                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     89554 | NS      | $9694220.50   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                       | Exelixis, Inc.                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    127731 | NS      | $5478382.59   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                        | Popular, Inc.                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     75362 | NS      | $10111319.54  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                      | Maplebear, Inc.                            | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29785 | NS      | $1115746.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.             | Skyworks Solutions, Inc.                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     10533 | NS      | $564042.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                       | Seaboard Corp.                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       783 | NS      | $4427097.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.     | Old Republic International Corp.           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    163723 | NS      | $6532547.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)           | Travelers Cos., Inc. (The)                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2477 | NS      | $722491.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                          | Adobe, Inc.                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     33617 | NS      | $8171620.36   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                         | Acuity, Inc.                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29092 | NS      | $8152160.24   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                   | Altria Group, Inc.                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    225303 | NS      | $14867744.97  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                  | Veeva Systems, Inc., Class A               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     22213 | NS      | $3901935.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp.                         | ROBLOX Corp., Class A                      | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      8648 | NS      | $489130.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.               | General Dynamics Corp.                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     32363 | NS      | $11107628.86  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                 | Dollar General Corp.                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     11117 | NS      | $1319921.41   | 0.11%             |  |  |  | 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      | $12130562.79  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                  | CNA Financial Corp.                        | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     84187 | NS      | $3865867.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                      | Citigroup, Inc.                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     69389 | NS      | $7869406.49   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                         | Airbnb, Inc., Class A                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     13556 | NS      | $1711851.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                   | Ryder System, Inc.                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15452 | NS      | $3163178.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                     | Royal Gold, Inc.                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      4542 | NS      | $1155893.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                      | TD SYNNEX Corp.                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     29356 | NS      | $4952650.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                            | APA Corp.                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     64795 | NS      | $2749899.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                         | Invesco Ltd.                               | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    137133 | NS      | $3330960.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                       | Broadcom, Inc.                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     79915 | NS      | $24734491.65  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                       | McKesson Corp.                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      9534 | NS      | $8250342.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                       | Teradata Corp.                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    107874 | NS      | $2764810.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                 | Meta Platforms, Inc., Class A              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     38724 | NS      | $22155162.12  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.          | Capital One Financial Corp.                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1753 | NS      | $319799.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                        | HubSpot, Inc.                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      7065 | NS      | $1724566.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                     | Concentrix Corp.                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     59813 | NS      | $1636483.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                    | Lucid Group, Inc.                          | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |     61821 | NS      | $589154.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.        | Alnylam Pharmaceuticals, Inc.              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     12944 | NS      | $4282781.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies, Inc.          | Palantir Technologies, Inc., Class A       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     38993 | NS      | $5703896.04   | 0.49%             |  |  |  | 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      | $377624.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                       | Fortinet, Inc.                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      8864 | NS      | $724366.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                | Cardinal Health, Inc.                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     23002 | NS      | $4860552.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                  | Expedia Group, Inc.                        | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38901 | NS      | $8981851.89   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P 500 E-Mini Index                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       141 | NC      | $-815643.07   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     28919 | NS      | $1504077.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.               | Tenet Healthcare Corp.                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2949 | NS      | $556505.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                         | Macy's, Inc.                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    159408 | NS      | $2883690.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                  | Cisco Systems, Inc.                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     89053 | NS      | $6909622.27   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                 | Travel + Leisure Co.                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19785 | NS      | $1368924.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                        | PepsiCo, Inc.                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2076 | NS      | $322382.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      9911 | NS      | $460465.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                 | JPMorgan Chase & Co.                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     14700 | NS      | $4324152.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                        | Oshkosh Corp.                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     28905 | NS      | $4255105.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.  | Huntington Ingalls Industries, Inc.        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      3623 | NS      | $1376377.70   | 0.12%             |  |  |  | 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      | $2261870.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.             | Berkshire Hathaway, Inc., Class B          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     31710 | NS      | $15195432.00  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.         | Advanced Micro Devices, Inc.               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12836 | NS      | $2611227.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                            | NOV, Inc.                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    213544 | NS      | $4016762.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                             | HP, Inc.                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    322036 | NS      | $6186311.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                         | UiPath, Inc., Class A                      | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    231746 | NS      | $2572380.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.              | Applied Materials, Inc.                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     16038 | NS      | $5481628.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                      | Dillard's, Inc., Class A                   | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      5980 | NS      | $3421217.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group (The)                    | Cigna Group (The)                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     27185 | NS      | $7251598.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                             | F5, Inc.                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      8105 | NS      | $2345019.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.          | RenaissanceRe Holdings Ltd.                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     15450 | NS      | $4592203.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp.                      | Atlassian Corp., Class A                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     69835 | NS      | $4766238.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund       | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  51521953 | NS      | $51521952.70  | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                  | BOK Financial Corp.                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     11651 | NS      | $1492027.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                       | Reliance, Inc.                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      8721 | NS      | $2650486.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.              | Micron Technology, Inc.                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     42894 | NS      | $14491308.96  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc            | Janus Henderson Group plc                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      2258 | NS      | $115993.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.          | L3Harris Technologies, Inc.                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2611 | NS      | $901186.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp.                       | AppLovin Corp., Class A                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      5521 | NS      | $2197358.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                 | Coterra Energy, Inc.                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     46731 | NS      | $1642127.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.        | Penske Automotive Group, Inc.              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     51358 | NS      | $7679048.16   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                     | ServiceNow, Inc.                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     21893 | NS      | $2288913.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.               | Norfolk Southern Corp.                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      4517 | NS      | $1296379.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                           | Lear Corp.                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     32189 | NS      | $3897444.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.             | Penn Entertainment, Inc.                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143346 | NS      | $2154490.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                 | Domino's Pizza, Inc.                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     17391 | NS      | $6239716.89   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                | Global Payments, Inc.                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     14577 | NS      | $981032.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                        | MetLife, Inc.                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9641 | NS      | $681811.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)              | Western Union Co. (The)                    | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    725419 | NS      | $6332907.87   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.         | Verizon Communications, Inc.               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    149743 | NS      | $7517098.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                     | AutoNation, Inc.                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35836 | NS      | $6997337.36   | 0.60%             |  |  |  | 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      | $479965.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                      | Microsoft Corp.                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    129624 | NS      | $47982916.08  | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                        | Textron, Inc.                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    112935 | NS      | $9888588.60   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                   | DXC Technology Co.                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    100863 | NS      | $1267847.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                          | Alcoa Corp.                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     61609 | NS      | $4086524.97   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.         | CF Industries Holdings, Inc.               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     35194 | NS      | $4569588.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                          | Avnet, Inc.                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     49766 | NS      | $3066580.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                        | Nutanix, Inc., Class A                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     54713 | NS      | $2079641.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.          | Halozyme Therapeutics, Inc.                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     37368 | NS      | $2415093.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                     | Murphy USA, Inc.                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6289 | NS      | $3106577.33   | 0.27%             |  |  |  | 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      | $8336130.10   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                            | RTX Corp.                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     47810 | NS      | $9222549.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                           | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    134753 | NS      | $9841011.59   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                | Elevance Health, Inc.                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     16276 | NS      | $4764799.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                   | State Street Corp.                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     21853 | NS      | $2765715.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                         | AbbVie, Inc.                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14751 | NS      | $3208194.99   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                           | Etsy, Inc.                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      6948 | NS      | $347261.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.              | Arrow Electronics, Inc.                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     34780 | NS      | $4987799.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA   | Millicom International Cellular SA         | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     64248 | NS      | $4814745.12   | 0.41%             |  |  |  | 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      | $629016.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                   | U-Haul Holding Co.                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1585 | NS      | $75731.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                | Western Digital Corp.                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     29136 | NS      | $7880996.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.      | Regeneron Pharmaceuticals, Inc.            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6494 | NS      | $5017524.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.            | WESCO International, Inc.                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2114 | NS      | $578432.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.               | Booking Holdings, Inc.                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3950 | NS      | $16630764.00  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                         | NetApp, Inc.                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      6674 | NS      | $683350.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                          | Qorvo, Inc.                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      9222 | NS      | $713782.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                            | FNB Corp.                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     25005 | NS      | $418083.60    | 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      | $8204033.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                | Gilead Sciences, Inc.                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     48018 | NS      | $6692268.66   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.            | Zoom Communications, Inc., Class A         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    119537 | NS      | $9609579.43   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                   | General Motors Co.                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    105978 | NS      | $7895361.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.           | Carpenter Technology Corp.                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       980 | NS      | $386267.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti plc                | Anglogold Ashanti plc                      | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     14008 | NS      | $1363818.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                        | Wayfair, Inc., Class A                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     26631 | NS      | $2002917.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                         | Incyte Corp.                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     42895 | NS      | $4037277.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                        | MongoDB, Inc., Class A                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      9114 | NS      | $2230833.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                      | Albemarle Corp.                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     16188 | NS      | $2906231.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                         | GE Aerospace                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     29744 | NS      | $8440454.88   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                   | Cirrus Logic, Inc.                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     31310 | NS      | $4528052.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                        | Accenture plc, Class A                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      8585 | NS      | $1702319.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                     | CVS Health Corp.                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     32059 | NS      | $2302477.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.              | Dell Technologies, Inc., Class C           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     16763 | NS      | $2751311.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                | Electronic Arts, Inc.                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     33465 | NS      | $6822509.55   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                            | FMC Corp.                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     28866 | NS      | $497072.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                       | QUALCOMM, Inc.                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     19055 | NS      | $2453902.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                       | Woodward, Inc.                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4244 | NS      | $1519012.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                 | First Hawaiian, Inc.                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     16989 | NS      | $418608.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                      | AES Corp. (The)                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    102034 | NS      | $1437659.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                     | Mosaic Co. (The)                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    186500 | NS      | $4755750.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                        | Centene Corp.                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    171569 | NS      | $5617169.06   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.       | Citizens Financial Group, Inc.             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     69794 | NS      | $4185546.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                    | EMCOR Group, Inc.                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5486 | NS      | $4050368.66   | 0.35%             |  |  |  | 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      | $1918913.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                      | Air Lease Corp., Class A                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      5291 | NS      | $343597.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                | National Fuel Gas Co.                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     34634 | NS      | $3254210.64   | 0.28%             |  |  |  | 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      | $1786569.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                      | H&R Block, Inc.                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     15050 | NS      | $477687.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.             | Valmont Industries, Inc.                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2471 | NS      | $987337.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                           | Roku, Inc., Class A                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     30774 | NS      | $2911835.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                   | Best Buy Co., Inc.                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     21515 | NS      | $1381263.00   | 0.12%             |  |  |  | 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