# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195318
**Filing Date:** 2025-8
**Character Count:** 105122
**Document Hash:** ed08cea1ae9d3cbb256351051d4f8628
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195318.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195318

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20250930

**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:** 251236680

**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 Momentum Style Fund (Series ID: S000025645)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076806 | Class I      | AIMOX           |
| C000120477 | Class N      | AIONX           |
| C000144286 | Class R6     | QIORX           |

## 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 Momentum Style Fund

- **b. EDGAR series identifier (if any):** S000025645

- **c. LEI of Series:** NPBPSWYP2Q3D8RW4BE95

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $207844531.97

**Total Liabilities:** $146684.99

**Net Assets:** $207697846.98

**Cash Not Reported:** $155763.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144286 | 5.25%                | 5.55%                | 3.07%                |
| Class ID C000120477 | 5.18%                | 5.53%                | 3.05%                |
| Class ID C000076806 | 5.29%                | 5.52%                | 3.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2901.44                 | $8277802.64                                |
| Month 2  | $3888339.68              | $4555581.89                                |
| Month 3  | $2006895.53              | $3595782.49                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MonotaRO Co. Ltd.                                         | MonotaRO Co. Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     18200 | NS      | $358282.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                 | CTS Eventim AG & Co. KGaA                                              | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |      1474 | NS      | $183292.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                              | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      1115 | NS      | $1458783.88   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                     | Thomson Reuters Corp.                                                  | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     12893 | NS      | $2592707.27   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     86066 | NS      | $1310629.35   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     38561 | NS      | $1070450.57   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                               | Euronext NV                                                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      5922 | NS      | $1014687.33   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                                   | Canadian Utilities Ltd., Class A                                       | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     18408 | NS      | $509354.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                              | Experian plc                                                           | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |      4463 | NS      | $230140.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      5817 | NS      | $3777178.65   | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     25967 | NS      | $404363.23    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                           | Advantest Corp.                                                        | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      6332 | NS      | $469397.78    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                           | Fairfax Financial Holdings Ltd.                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       781 | NS      | $1409728.66   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     11208 | NS      | $745770.23    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      3865 | NS      | $161511.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                             | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |      3134 | NS      | $103413.66    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                        | Suncorp Group Ltd.                                                     | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |     24821 | NS      | $353740.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                            | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      3074 | NS      | $226100.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                                          | Sony Group Corp.                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     91960 | NS      | $2390990.00   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                  | CSL Ltd.                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      2954 | NS      | $466615.73    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                    | Toray Industries, Inc.                                                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |     11700 | NS      | $80089.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                               | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       454 | NS      | $833787.94    | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goodman Group                                             | Goodman Group                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35291 | NS      | $795622.34    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                                         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     23346 | NS      | $2841401.42   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                                    | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |      2062 | NS      | $174204.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |      3657 | NS      | $258912.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma plc                                                 | Halma plc                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |      8900 | NS      | $391191.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     11895 | NS      | $973288.57    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      4220 | NS      | $408553.88    | 0.20%             |  |  |  | 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        |     28300 | NS      | $362899.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                                  | Next plc                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      2173 | NS      | $371135.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                             | Brambles Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     28352 | NS      | $437862.50    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                 | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      2497 | NS      | $59958.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                              | British American Tobacco plc                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     34047 | NS      | $1618811.20   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                 | Recruit Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     16418 | NS      | $965487.40    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                     | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      2207 | NS      | $721003.83    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                         | Compass Group plc                                                      | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     21313 | NS      | $721914.12    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | Constellation Software, Inc.                                           | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       758 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                    | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      1847 | NS      | $507172.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                                       | Franco-Nevada Corp.                                                    | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1317 | NS      | $216223.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |       845 | NS      | $467777.57    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                                 | Marks & Spencer Group plc                                              | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |     52416 | NS      | $255109.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                        | Tokyo Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      9200 | NS      | $306011.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                              | Barclays plc                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    241087 | NS      | $1114007.70   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp.                                              | Cameco Corp.                                                           | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1378 | NS      | $102336.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                             | Shopify, Inc., Class A                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     20506 | NS      | $2365098.12   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       223 | NS      | $19800.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      1977 | NS      | $103133.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                                                | ZOZO, Inc.                                                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     13000 | NS      | $140461.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                            | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      1959 | NS      | $345166.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                                            | Hydro One Ltd.                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     12421 | NS      | $447584.70    | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG (Registered)                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |       311 | NS      | $314845.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                    | Chocoladefabriken Lindt & Spruengli AG                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        14 | NS      | $235950.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                            | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      1769 | NS      | $119668.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd.                                         | Imperial Oil Ltd.                                                      | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      4106 | NS      | $326188.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion OYJ                                                 | Orion OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      9516 | NS      | $715922.04    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                      | MS&AD Insurance Group Holdings, Inc.                                   | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     24800 | NS      | $554419.08    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                 | Thales SA                                                              | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      2157 | NS      | $636907.29    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      4742 | NS      | $160999.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                | Hexagon AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |     96475 | NS      | $972429.25    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                  | Panasonic Holdings Corp.                                               | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     21000 | NS      | $224685.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                     | Mitsui OSK Lines Ltd.                                                  | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |      3936 | NS      | $131461.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                          | Pro Medicus Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      2631 | NS      | $492351.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     14059 | NS      | $68582.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                | Grifols SA                                                             | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |      4942 | NS      | $60302.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                                        | Oracle Corp. Japan                                                     | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      2000 | NS      | $238381.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                  | QBE Insurance Group Ltd.                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     13889 | NS      | $213878.47    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                  | iA Financial Corp., Inc.                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      3485 | NS      | $382064.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                   | Daiichi Sankyo Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      6106 | NS      | $141464.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     11551 | NS      | $567212.33    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CAE, Inc.                                                 | CAE, Inc.                                                              | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      4450 | NS      | $130420.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helvetia Holding AG                                       | Helvetia Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |      2623 | NS      | $615818.10    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                  | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      5190 | NS      | $1393436.61   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                      | Barrick Mining Corp.                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     25069 | NS      | $521906.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                        | Telstra Group Ltd.                                                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     89499 | NS      | $285378.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                            | Rheinmetall AG                                                         | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      1047 | NS      | $2217230.48   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      5414 | NS      | $747396.39    | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Great-West Lifeco, Inc.                                   | Great-West Lifeco, Inc.                                                | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     10539 | NS      | $400818.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       617 | NS      | $1672604.20   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson, Class B                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     49165 | NS      | $420130.82    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                     | Resona Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |     94450 | NS      | $872323.38    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                              | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      2669 | NS      | $62296.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                              | Hitachi Ltd.                                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     89305 | NS      | $2595592.12   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    111285 | NS      | $921537.53    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                               | Mitsubishi HC Capital, Inc.                                            | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |     42915 | NS      | $315971.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | Westpac Banking Corp.                                                  | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |     67184 | NS      | $1497298.09   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3379 | NS      | $696753.63    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                       | Imperial Brands plc                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     25726 | NS      | $1016438.57   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                        | Baloise Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |       527 | NS      | $124294.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                   | Aristocrat Leisure Ltd.                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |      7783 | NS      | $333461.03    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                          | Brookfield Asset Management Ltd., Class A                              | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |      9670 | NS      | $535214.17    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     10304 | NS      | $1723221.49   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                                             | Toho Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |      7500 | NS      | $442468.87    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                 | Tesco plc                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     11044 | NS      | $60891.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     77668 | NS      | $1494179.36   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     42785 | NS      | $1348284.77   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                              | 3i Group plc                                                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     19506 | NS      | $1103887.71   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                   | Fast Retailing Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      1056 | NS      | $362064.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     40107 | NS      | $436825.10    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                         | Singapore Telecommunications Ltd.                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    275900 | NS      | $831780.13    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                  | Zensho Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |      3200 | NS      | $193684.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                      | Hikari Tsushin, Inc.                                                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |       595 | NS      | $175683.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                 | TIS, Inc.                                                              | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     11800 | NS      | $395414.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      2537 | NS      | $340030.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                              | Telia Co. AB                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     79739 | NS      | $286807.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                        | Computershare Ltd.                                                     | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |     14054 | NS      | $368693.81    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      5327 | NS      | $306063.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                | SCSK Corp.                                                             | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |      2000 | NS      | $60255.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                           | Wesfarmers Ltd.                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |      2036 | NS      | $113623.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                       | Japan Tobacco, Inc.                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |      5898 | NS      | $173751.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                    | Intact Financial Corp.                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      5158 | NS      | $1199398.35   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                                | Hoya Corp.                                                             | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      2187 | NS      | $259732.73    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     20239 | NS      | $1157756.02   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                  | ABB Ltd. (Registered)                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |     15847 | NS      | $949692.33    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                           | London Stock Exchange Group plc                                        | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |      7495 | NS      | $1096122.90   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                           | BAE Systems plc                                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     25065 | NS      | $650509.10    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     41446 | NS      | $1692812.85   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                              | Northern Star Resources Ltd.                                           | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     28333 | NS      | $349973.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |     32028 | NS      | $949098.12    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     26049 | NS      | $1087974.27   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                       | MSCI EAFE Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        60 | NC      | $91214.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                   | Saab AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     12204 | NS      | $682365.96    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                 | Nokia OYJ                                                              | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     44668 | NS      | $231765.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                                          | Loblaw Cos. Ltd.                                                       | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |       354 | NS      | $58555.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                       | Qantas Airways Ltd.                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     33851 | NS      | $239142.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                              | Leonardo SpA                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     22059 | NS      | $1244720.49   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                            | BPER Banca SpA                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     37500 | NS      | $340360.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                   | DBS Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     45243 | NS      | $1597172.10   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                              | ITOCHU Corp.                                                           | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     20729 | NS      | $1085474.48   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    425117 | NS      | $2448848.36   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                               | First Quantum Minerals Ltd.                                            | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     10341 | NS      | $183696.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                     | Sumitomo Mitsui Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     51363 | NS      | $1293369.72   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                       | Hong Kong Exchanges & Clearing Ltd.                                    | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     17100 | NS      | $919750.36    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                         | Nintendo Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     14200 | NS      | $1363623.74   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     15940 | NS      | $4874124.65   | 2.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                           | TC Energy Corp.                                                        | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      4161 | NS      | $203138.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global, Inc.                                          | WSP Global, Inc.                                                       | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      9122 | NS      | $1860707.13   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                  | LY Corp.                                                               | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     70900 | NS      | $261096.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      9912 | NS      | $1285008.91   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                          | Mitsubishi Heavy Industries Ltd.                                       | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     84120 | NS      | $2105051.53   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     21586 | NS      | $767846.86    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     10398 | NS      | $245750.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings, Inc.                               | Bandai Namco Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     12477 | NS      | $447165.89    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                                               | Asics Corp.                                                            | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |     21300 | NS      | $543158.15    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                                      | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      2088 | NS      | $303502.69    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     17773 | NS      | $2342368.50   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                          | Mitsubishi Corp.                                                       | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |      8956 | NS      | $178957.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                     | Power Corp. of Canada                                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     17410 | NS      | $680035.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      6270 | NS      | $533735.67    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                                | Haleon plc                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     79649 | NS      | $409366.54    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                              | Unilever plc                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      5086 | NS      | $310379.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                              | Ferrovial SE                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      5734 | NS      | $305867.04    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB, Class B                                                  | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     21197 | NS      | $317368.51    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                                        | George Weston Ltd.                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3794 | NS      | $760917.45    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      3712 | NS      | $275649.93    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                      | SITC International Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |     85000 | NS      | $272326.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                             | Fujikura Ltd.                                                          | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      7600 | NS      | $399801.35    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     11897 | NS      | $3883417.41   | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE (Registered)                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5824 | NS      | $2363574.57   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                     | TOPPAN Holdings, Inc.                                                  | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      2300 | NS      | $62484.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     19138 | NS      | $362058.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp.                                          | Brookfield Corp., Class A                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     25606 | NS      | $1584779.64   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                      | Limited Purpose Cash Investment Fund                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   9171340 | NS      | $9168588.22   | 4.41%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     24016 | NS      | $442510.16    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                            | Chugai Pharmaceutical Co. Ltd.                                         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     19069 | NS      | $995741.70    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                  | Accor SA                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     17221 | NS      | $902525.96    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                 | Shell plc                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    256683 | NS      | $8955555.17   | 4.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                            | Nomura Research Institute Ltd.                                         | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |     15822 | NS      | $632839.08    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                 | Kesko OYJ, Class B                                                     | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     14091 | NS      | $347542.84    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     13801 | NS      | $496490.46    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     16205 | NS      | $442492.88    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     22251 | NS      | $342626.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                  | Pan Pacific International Holdings Corp.                               | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |      3500 | NS      | $120382.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                               | Tokio Marine Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      5200 | NS      | $220381.49    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                             | WH Group Ltd.                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    427000 | NS      | $411539.23    | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Terumo Corp.                                              | Terumo Corp.                                                           | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |     10414 | NS      | $191116.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd.                                      | WiseTech Global Ltd.                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |      2326 | NS      | $166811.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumine Group, Inc.                                        | Lumine Group, Inc.                                                     | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |      2271 | NS      | $79766.43     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp.                             | Wheaton Precious Metals Corp.                                          | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      8635 | NS      | $776531.74    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |       512 | NS      | $74236.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                | Geberit AG (Registered)                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |       236 | NS      | $185860.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                  | Manulife Financial Corp.                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     19149 | NS      | $612261.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1355 | NS      | $948124.92    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      6920 | NS      | $184720.96    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     46696 | NS      | $3132525.68   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                    | Standard Chartered plc                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     34264 | NS      | $567019.42    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     33961 | NS      | $1075717.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                            | Obayashi Corp.                                                         | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     17900 | NS      | $271217.58    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollarama, Inc.                                           | Dollarama, Inc.                                                        | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      8369 | NS      | $1179188.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                                           | Capcom Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |      6700 | NS      | $228815.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG (Registered)                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      6260 | NS      | $1607932.32   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     28493 | NS      | $612196.66    | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REA Group Ltd.                                            | REA Group Ltd.                                                         | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |      5051 | NS      | $799870.64    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     12350 | NS      | $858418.94    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp. SA                                           | Redeia Corp. SA                                                        | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |     16255 | NS      | $347820.21    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                        | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |      6937 | NS      | $380171.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG (Registered)                                       | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |      1235 | NS      | $185403.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      5146 | NS      | $1678235.18   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                         | Ashtead Group plc                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |      5509 | NS      | $353270.49    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                         | Trend Micro, Inc.                                                      | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      5000 | NS      | $345829.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                            | Techtronic Industries Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |     25361 | NS      | $279832.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                       | Teck Resources Ltd., Class B                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      4057 | NS      | $164067.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                  | Nitori Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2107 | NS      | $202799.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                    | Valterra Platinum Ltd.                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       740 | NS      | $32504.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     36040 | NS      | $847041.05    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG (Registered)                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |       986 | NS      | $705151.18    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                              | BT Group plc                                                           | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    254839 | NS      | $678565.70    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                         | Admiral Group plc                                                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      1274 | NS      | $57211.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                          | Coles Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     42858 | NS      | $587674.01    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                   | DSV A/S                                                                | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |      2592 | NS      | $621702.46    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       871 | NS      | $89895.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                              | Fortis, Inc.                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     14222 | NS      | $679063.29    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                     | Kongsberg Gruppen ASA                                                  | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     30520 | NS      | $1183477.39   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |      6152 | NS      | $321396.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                                 | Hikma Pharmaceuticals plc                                              | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |      5236 | NS      | $142885.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     30174 | NS      | $597589.15    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                             | Obic Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     19115 | NS      | $743288.18    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                      | Dassault Aviation SA                                                   | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       377 | NS      | $133296.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                               | BOC Hong Kong Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    197500 | NS      | $859765.46    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                            | Shimadzu Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7309 | NS      | $180700.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                                 | Bunzl plc                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      7883 | NS      | $251203.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                               | Pearson plc                                                            | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     19693 | NS      | $290097.69    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                    | Daikin Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       874 | NS      | $102593.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Renewable Corp.                                | Brookfield Renewable Corp.                                             | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |      5943 | NS      | $194775.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                   | GFL Environmental, Inc.                                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      6401 | NS      | $323117.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB, Class B                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     51149 | NS      | $746643.34    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd.                                                  | SGH Ltd.                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |      6293 | NS      | $224119.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                              | Fujitsu Ltd.                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |     41080 | NS      | $996575.43    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                              | AltaGas Ltd.                                                           | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |     16628 | NS      | $482691.27    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      2087 | NS      | $491481.83    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                               | Givaudan SA (Registered)                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       101 | NS      | $489802.24    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co. Ltd.                                           | Empire Co. Ltd., Class A                                               | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      7296 | NS      | $302769.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     79725 | NS      | $690801.97    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG (Registered)                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     76140 | NS      | $2786998.14   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                      | Sompo Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     18900 | NS      | $569547.77    | 0.27%             |  |  |  | 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        |      6204 | NS      | $492857.51    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     17683 | NS      | $992131.33    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                               | Amrize Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      3712 | NS      | $185167.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                             | Keyence Corp.                                                          | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       310 | NS      | $123946.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                      | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |      5792 | NS      | $197694.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.                              | Constellation Software, Inc.                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       638 | NS      | $2339387.99   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                   | Singapore Technologies Engineering Ltd.                                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     74700 | NS      | $458036.97    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     20262 | NS      | $2368241.29   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                                | Fortum OYJ                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |     13987 | NS      | $262281.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                        | Konami Group Corp.                                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      4507 | NS      | $712564.58    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                        | Kinross Gold Corp.                                                     | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     57476 | NS      | $898174.61    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                         | HSBC Holdings plc                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    210036 | NS      | $2540635.69   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      2097 | NS      | $412601.17    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1984 | NS      | $849853.35    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                 | Pan American Silver Corp.                                              | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |      8080 | NS      | $229272.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd.                                            | TMX Group Ltd.                                                         | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     12813 | NS      | $543099.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                   | Agnico Eagle Mines Ltd.                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     10914 | NS      | $1300302.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro, Inc.                                               | Metro, Inc., Class A                                                   | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1865 | NS      | $146501.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                               | Emera, Inc.                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     21989 | NS      | $1007287.55   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                         | NatWest Group plc                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    150718 | NS      | $1058485.61   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                            | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      2827 | NS      | $489034.56    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |      1845 | NS      | $903885.61    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                   | SSE plc                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      3616 | NS      | $91051.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                         | InterContinental Hotels Group plc                                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      4832 | NS      | $552467.63    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                  | Rolls-Royce Holdings plc                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    192420 | NS      | $2550074.48   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                                      | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      2710 | NS      | $853957.26    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                 | Xero Ltd.                                                              | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |      3309 | NS      | $391551.53    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     19739 | NS      | $1401117.49   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                                   | Singapore Exchange Ltd.                                                | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     35000 | NS      | $409822.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       463 | NS      | $205689.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                           | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      5935 | NS      | $234665.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                 | United Overseas Bank Ltd.                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     20200 | NS      | $571735.05    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG (Registered)                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     36351 | NS      | $1077641.09   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                           | Celestica, Inc.                                                        | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      3144 | NS      | $491218.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer