# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010935
**Filing Date:** 2026-5
**Character Count:** 73101
**Document Hash:** be684a5ab596884c39f60c2ad8693b05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010935.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010935

**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:** 261011782

**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 International Defensive Style Fund (Series ID: S000037430)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000115555 | Class N      | ANDNX           |
| C000115556 | Class I      | ANDIX           |
| C000145935 | Class R6     | ANDRX           |

## 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 International Defensive Style Fund

- **b. EDGAR series identifier (if any):** S000037430

- **c. LEI of Series:** 549300ZLSM7X66O2G695

**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:** $106303065.41

**Total Liabilities:** $12412830.86

**Net Assets:** $93890234.55

**Cash Not Reported:** $2928791.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000115556 | 3.28%                | 5.34%                | -6.09%               |
| Class ID C000145935 | 3.35%                | 5.35%                | -6.10%               |
| Class ID C000115555 | 3.26%                | 5.33%                | -6.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3551680.83              | $41288.03                                  |
| Month 2  | $3069720.12              | $2622837.15                                |
| Month 3  | $-7377.11                | $-7303096.98                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CTS Eventim AG & Co. KGaA              | CTS Eventim AG & Co. KGaA                    | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1448 | NS      | $84810.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                              | Orange SA                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     24144 | NS      | $495025.84    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                        | Sanrio Co. Ltd.                              | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     30000 | NS      | $186517.64    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                     | ARC Resources Ltd.                           | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     32446 | NS      | $675229.46    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                        | Norwegian Krone                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | NO        |        98 | OU      | $10.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.        | Canadian Natural Resources Ltd.              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     22038 | NS      | $1075047.57   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                           | Evolution AB                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      7252 | NS      | $455776.97    | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                   | Tourmaline Oil Corp.                         | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      2164 | NS      | $103572.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                      | Belimo Holding AG (Registered)               | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        75 | NS      | $60911.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                            | Telenor ASA                                  | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     36640 | NS      | $644413.55    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                           | Unilever plc                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      4710 | NS      | $258576.13    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                        | Advantest Corp.                              | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      5600 | NS      | $772837.35    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                    | Ajinomoto Co., Inc.                          | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     17200 | NS      | $486265.28    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.        | Fairfax Financial Holdings Ltd.              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        83 | NS      | $141425.17    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                 | RWE AG                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      3090 | NS      | $207891.63    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                           | Subaru Corp.                                 | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      2900 | NS      | $46723.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                               | Adyen NV                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       562 | NS      | $562477.93    | 0.60%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA               | Jeronimo Martins SGPS SA                     | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |      9017 | NS      | $215608.65    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                       | Roche Holding AG                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2585 | NS      | $1031649.82   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                              | Danone SA                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     11234 | NS      | $897676.75    | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.     | Oversea-Chinese Banking Corp. Ltd.           | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     59000 | NS      | $1010537.86   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                               | Next plc                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1110 | NS      | $187533.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.               | Japan Post Bank Co. Ltd.                     | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |     19500 | NS      | $318049.37    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                         | Fortescue Ltd.                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     29644 | NS      | $423600.94    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                | GSK plc                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      5272 | NS      | $145219.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                          | Brambles Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12311 | NS      | $193212.24    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc           | British American Tobacco plc                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     21132 | NS      | $1226899.17   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co. Ltd.                     | Sino Land Co. Ltd.                           | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    337866 | NS      | $495087.53    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co. Ltd.              | Recruit Holdings Co. Ltd.                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     18900 | NS      | $823472.44    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                | MatsukiyoCocokara & Co.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30000 | NS      | $477489.68    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                           | Danish Krone                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | DK        |         1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group plc                      | Compass Group plc                            | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     14477 | NS      | $403921.74    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                      | Nitto Denko Corp.                            | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     22000 | NS      | $440093.01    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.  | Wharf Real Estate Investment Co. Ltd.        | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     12000 | NS      | $34921.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                     | Vodafone Group plc                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     82081 | NS      | $123807.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                 | Mercedes-Benz Group AG                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      8582 | NS      | $527474.56    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Constellation Software, Inc.                 | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       883 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elisa OYJ                              | Elisa OYJ                                    | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1380 | NS      | $67220.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                              | Argenx SE                                    | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |      1174 | NS      | $852017.69    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV            | Groupe Bruxelles Lambert NV                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |       354 | NS      | $32201.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                          | Swedish Krona                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SE        |         1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                       | Delivery Hero SE                             | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      9443 | NS      | $175461.84    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cameco Corp.                           | Cameco Corp.                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1057 | NS      | $114947.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                      | Sonova Holding AG (Registered)               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       510 | NS      | $116286.86    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA          | Industria de Diseno Textil SA                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     24127 | NS      | $1404403.52   | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                         | Lasertec Corp.                               | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |       500 | NS      | $111286.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.      | Sumitomo Mitsui Trust Group, Inc.            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     16400 | NS      | $522448.90    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                             | ZOZO, Inc.                                   | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     10300 | NS      | $72130.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                         | Hydro One Ltd.                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     21045 | NS      | $869121.74    | 0.93%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ipsen SA                               | Ipsen SA                                     | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      3093 | NS      | $578031.15    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG | Chocoladefabriken Lindt & Spruengli AG       | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        51 | NS      | $716141.13    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.           | Sun Hung Kai Properties Ltd.                 | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     55500 | NS      | $924121.45    | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                      | Lotus Bakeries NV                            | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |        13 | NS      | $146779.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd.                      | Imperial Oil Ltd.                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      5814 | NS      | $761533.28    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                              | Thales SA                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1048 | NS      | $307320.95    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                | Eni SpA                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      4789 | NS      | $136169.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                       | Pro Medicus Ltd.                             | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |      1121 | NS      | $92389.37     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                 | CK Asset Holdings Ltd.                       | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     50000 | NS      | $286089.60    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                   | Schindler Holding AG                         | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       349 | NS      | $114958.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                     | Koninklijke KPN NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     57634 | NS      | $321230.42    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                     | Oracle Corp. Japan                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      6400 | NS      | $347089.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.               | QBE Insurance Group Ltd.                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     13708 | NS      | $202285.67    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                   | HKT Trust & HKT Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27000 | NS      | $42192.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                 | OMV AG                                       | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     10504 | NS      | $768473.21    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                    | Tokyo Electron Ltd.                          | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      3000 | NS      | $745352.86    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                     | Telstra Group Ltd.                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    448720 | NS      | $1656498.91   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                         | Rheinmetall AG                               | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        27 | NS      | $45543.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                             | Scout24 SE                                   | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      4305 | NS      | $332166.75    | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hermes International SCA               | Hermes International SCA                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       649 | NS      | $1229434.21   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                         | Air Liquide SA                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2883 | NS      | $595911.79    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                    | Imperial Brands plc                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     32396 | NS      | $1313587.03   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC Corp.                            | NIDEC Corp.                                  | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |      4500 | NS      | $57141.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc            | Reckitt Benckiser Group plc                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      5072 | NS      | $341043.02    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.          | Canadian National Railway Co.                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     14765 | NS      | $1519698.58   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd.             | Power Assets Holdings Ltd.                   | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    200500 | NS      | $1564295.14   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA              | Gjensidige Forsikring ASA                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      7062 | NS      | $184732.67    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                | Aristocrat Leisure Ltd.                      | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     32103 | NS      | $1020402.32   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                    | Shionogi & Co. Ltd.                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     11300 | NS      | $249966.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                          | Toho Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     21500 | NS      | $225830.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                              | Tesco plc                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     79449 | NS      | $499339.44    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                            | FANUC Corp.                                  | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      1000 | NS      | $34856.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                           | Iberdrola SA                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     69818 | NS      | $1598424.93   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                         | Commerzbank AG                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     10383 | NS      | $378764.69    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                | Fast Retailing Co. Ltd.                      | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      1200 | NS      | $474127.70    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                            | Swiss Franc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CH        |         0 | OU      | $0.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc           | Associated British Foods plc                 | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     15213 | NS      | $380817.18    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                              | Orkla ASA                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     75699 | NS      | $952644.20    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.      | Singapore Telecommunications Ltd.            | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     87500 | NS      | $336198.18    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                   | ASM International NV                         | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       581 | NS      | $440370.57    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                           | Telia Co. AB                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     98455 | NS      | $504412.03    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                    | Yen                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | JP        |    502999 | OU      | $3169.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                        | Wesfarmers Ltd.                              | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     27930 | NS      | $1425993.41   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                    | Japan Tobacco, Inc.                          | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     32800 | NS      | $1258334.88   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                 | Intact Financial Corp.                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      6881 | NS      | $1246899.92   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                             | Hoya Corp.                                   | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      9200 | NS      | $1594915.99   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                        | Canadian Dollar                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CA        |         0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      9263 | NS      | $676355.61    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                     | Osaka Gas Co. Ltd.                           | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     16800 | NS      | $680476.00    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                        | BAE Systems plc                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     32400 | NS      | $949919.61    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                            | Investor AB, Class B                         | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |      1502 | NS      | $56887.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV          | Koninklijke Ahold Delhaize NV                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     33597 | NS      | $1564585.29   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                | Saab AB, Class B                             | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      1113 | NS      | $72845.59     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                              | Nokia OYJ                                    | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     37844 | NS      | $303585.40    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                       | Loblaw Cos. Ltd.                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     30461 | NS      | $1388711.54   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                            | Swisscom AG (Registered)                     | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      1565 | NS      | $1313290.87   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                        | ASML Holding NV                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       444 | NS      | $590411.95    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                   | Sage Group plc (The)                         | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     51327 | NS      | $575139.18    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                           | Leonardo SpA                                 | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      5201 | NS      | $353769.24    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                | DBS Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     22120 | NS      | $984342.84    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG        | Kuehne + Nagel International AG (Registered) | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       965 | NS      | $220990.06    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                         | Kikkoman Corp.                               | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |     10000 | NS      | $90787.64     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                         | BHP Group Ltd.                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     14312 | NS      | $517844.26    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                           | Otsuka Corp.                                 | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     27900 | NS      | $534137.28    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                      | Nintendo Co. Ltd.                            | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     11500 | NS      | $656484.89    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      6704 | NS      | $1142915.65   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                       | Hong Kong Dollar                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |     25401 | OU      | $3239.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                   | Dassault Systemes SE                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      6712 | NS      | $135879.39    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                               | Generali                                     | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     13836 | NS      | $556643.13    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                       | Wartsila OYJ Abp                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      3498 | NS      | $130293.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                            | Asics Corp.                                  | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      5500 | NS      | $147868.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                          | Cochlear Ltd.                                | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      1306 | NS      | $153677.91    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                   | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      6459 | NS      | $1044137.68   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd.                     | George Weston Ltd.                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3945 | NS      | $278710.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                              | Holcim AG                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1641 | NS      | $135648.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                          | Fujikura Ltd.                                | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      2400 | NS      | $66004.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                             | Allianz SE (Registered)                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      1093 | NS      | $461594.26    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                             | KDDI Corp.                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     36900 | NS      | $628286.36    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                | ANZ Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |      6958 | NS      | $174960.64    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                      | Australian Dollar                            | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |     -2991 | OU      | $-2063.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.         | Chugai Pharmaceutical Co. Ltd.               | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     16700 | NS      | $920979.68    | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                              | Shell plc                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     34845 | NS      | $1613847.65   | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                        | Nippon Yusen KK                              | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      8900 | NS      | $326939.51    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                               | Mowi ASA                                     | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |      4935 | NS      | $112240.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.           | Suntory Beverage & Food Ltd.                 | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      3800 | NS      | $107312.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.               | Sun Life Financial, Inc.                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1322 | NS      | $82821.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                             | Genmab A/S                                   | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      2339 | NS      | $629943.00    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                          | WH Group Ltd.                                | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    352500 | NS      | $463339.02    | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WiseTech Global Ltd.                   | WiseTech Global Ltd.                         | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2341 | NS      | $63161.51     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumine Group, Inc.                     | Lumine Group, Inc.                           | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |      2895 | NS      | $46116.89     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.          | Wheaton Precious Metals Corp.                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      7746 | NS      | $1016763.42   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                       | Singapore Dollar                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SG        |         1 | OU      | $0.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG              | Zurich Insurance Group AG                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1559 | NS      | $1101930.10   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                       | Bank of Montreal                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      1972 | NS      | $267101.03    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                              | Endesa SA                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      2393 | NS      | $99795.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                         | Secom Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     19300 | NS      | $735152.77    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group, Inc. (The)    | Descartes Systems Group, Inc. (The)          | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      4146 | NS      | $296964.59    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                        | Capcom Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     23000 | NS      | $486034.37    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV               | Universal Music Group NV                     | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     24428 | NS      | $474167.52    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                         | REA Group Ltd.                               | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     11269 | NS      | $1234613.25   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                        | AstraZeneca plc                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6285 | NS      | $1228968.87   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                          | Volkswagen AG (Preference)                   | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |       381 | NS      | $38973.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                          | Beiersdorf AG                                | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     12809 | NS      | $1151367.14   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                         | Nexon Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     39600 | NS      | $745933.05    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                            | Inpex Corp.                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     46600 | NS      | $1378404.59   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                   | Galp Energia SGPS SA                         | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      1696 | NS      | $40666.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                 | BKW AG                                       | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |       659 | NS      | $129928.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                      | Trend Micro, Inc.                            | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     24900 | NS      | $830080.82    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                            | Equinor ASA                                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     20046 | NS      | $854047.55    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                            | Rational AG                                  | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       305 | NS      | $223763.39    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                            | Santos Ltd.                                  | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     21143 | NS      | $115727.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                          | Aeon Co. Ltd.                                | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |     27600 | NS      | $329984.07    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT, Inc.                              | NTT, Inc.                                    | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |    341500 | NS      | $341659.32    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                               | Kone OYJ, Class B                            | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      4446 | NS      | $283835.92    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                               | Engie SA                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      3782 | NS      | $121884.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                              | Nestle SA (Registered)                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      6058 | NS      | $594235.59    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                       | Coles Group Ltd.                             | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     26653 | NS      | $404186.50    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                           | KBC Group NV                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      3106 | NS      | $380149.54    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                           | Fortis, Inc.                                 | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      1201 | NS      | $67004.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                  | Kongsberg Gruppen ASA                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      4596 | NS      | $195912.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                       | Coca-Cola HBC AG                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     16132 | NS      | $908702.72    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                          | Obic Co. Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46800 | NS      | $1135903.72   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                   | Dassault Aviation SA                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      3678 | NS      | $1368961.50   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                 | Yakult Honsha Co. Ltd.                       | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     16900 | NS      | $282792.82    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                         | Enbridge, Inc.                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5386 | NS      | $291969.13    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.            | BOC Hong Kong Holdings Ltd.                  | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     18500 | NS      | $102064.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                            | Heineken NV                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      2316 | NS      | $178142.82    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                           | Fujitsu Ltd.                                 | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      9000 | NS      | $184055.98    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd.                      | Medibank Pvt Ltd.                            | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |     50505 | NS      | $152817.19    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                           | CaixaBank SA                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     26058 | NS      | $312374.40    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                    | Deutsche Telekom AG (Registered)             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       834 | NS      | $31127.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                            | Novartis AG (Registered)                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      4800 | NS      | $736773.30    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.      | Canadian Pacific Kansas City Ltd.            | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12615 | NS      | $992713.72    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                              | Prosus NV                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      2709 | NS      | $125414.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                          | Keyence Corp.                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      1800 | NS      | $640633.26    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.           | Constellation Software, Inc.                 | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       208 | NS      | $365131.13    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                              | Essity AB, Class B                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     11572 | NS      | $298242.92    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV             | Anheuser-Busch InBev SA/NV                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     10546 | NS      | $729636.58    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                            | Disco Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $81516.66     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                     | Konami Group Corp.                           | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      1300 | NS      | $160196.61    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.               | SCREEN Holdings Co. Ltd.                     | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       600 | NS      | $35745.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                      | HSBC Holdings plc                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     45019 | NS      | $739328.73    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.            | Shin-Etsu Chemical Co. Ltd.                  | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      1900 | NS      | $77365.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                             | L'Oreal SA                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      2959 | NS      | $1208131.56   | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group plc                   | Autotrader Group plc                         | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    136347 | NS      | $853407.26    | 0.91%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EURO                                   | EURO                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |       261 | OU      | $301.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                         | Pound Sterling                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | GB        |     13085 | OU      | $17319.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro, Inc.                            | Metro, Inc., Class A                         | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     11957 | NS      | $818106.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                            | Bouygues SA                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      1461 | NS      | $84674.81     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                    | Suncor Energy, Inc.                          | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     16118 | NS      | $1066075.18   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                      | Lundin Gold, Inc.                            | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      6140 | NS      | $469228.24    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                             | Ferrari NV                                   | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |       823 | NS      | $279247.16    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc      | InterContinental Hotels Group plc            | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3687 | NS      | $486222.62    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc               | Rolls-Royce Holdings plc                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     66770 | NS      | $1014398.20   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.              | Mitsubishi Electric Corp.                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      6300 | NS      | $206054.69    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                      | Hannover Rueck SE                            | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      1051 | NS      | $330435.42    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                              | Xero Ltd.                                    | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      6793 | NS      | $359008.91    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.              | United Overseas Bank Ltd.                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     46500 | NS      | $1331097.81   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                       | Deutsche Bank AG (Registered)                | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      1444 | NS      | $42973.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                   | Henkel AG & Co. KGaA (Preference)            | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      7657 | NS      | $591496.93    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                  | EMS-Chemie Holding AG (Registered)           | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       152 | NS      | $119515.98    | 0.13%             |  |  |  | No            |                  2 | 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