# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195319
**Filing Date:** 2025-8
**Character Count:** 82713
**Document Hash:** 448622e3ee1f77fb14508b6f236c7d6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195319.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195319

**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:** 251236682

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR International Defensive Style Fund (Series ID: S000037430)

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

**Item A.2. Information about the Series.**

- **a. Name of Series:** AQR International Defensive Style Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $260045823.53

**Total Liabilities:** $149388.04

**Net Assets:** $259896435.49

**Cash Not Reported:** $180299.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000115556 | 6.37%                | 2.84%                | 1.59%                |
| Class ID C000145935 | 6.30%                | 2.84%                | 1.60%                |
| Class ID C000115555 | 6.30%                | 2.78%                | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4087.70                | $14175812.56                               |
| Month 2  | $27572.16                | $5678639.27                                |
| Month 3  | $1822032.36              | $1413610.99                                |

### 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        |     74000 | NS      | $1456753.27   | 0.56%             |  |  |  | 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        |      1933 | NS      | $240369.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                  | Thomson Reuters Corp.                        | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     15214 | NS      | $3059446.86   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                              | Orange SA                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     84827 | NS      | $1291761.63   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                | MEIJI Holdings Co. Ltd.                      | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |     43000 | NS      | $950893.72    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd.                | Canadian Utilities Ltd., Class A             | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      2613 | NS      | $72302.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                | Idemitsu Kosan Co. Ltd.                      | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     34500 | NS      | $209221.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.        | Canadian Natural Resources Ltd.              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     26710 | NS      | $839499.17    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                           | Evolution AB                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |      3773 | NS      | $299663.34    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                   | Tourmaline Oil Corp.                         | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      1590 | NS      | $76712.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                            | Telenor ASA                                  | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     30331 | NS      | $472320.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                        | Advantest Corp.                              | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      9800 | NS      | $726484.25    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA   | Infrastrutture Wireless Italiane SpA         | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |      6967 | NS      | $85192.18     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                    | Ajinomoto Co., Inc.                          | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |      7600 | NS      | $206136.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.        | Fairfax Financial Holdings Ltd.              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        83 | NS      | $149817.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp.                 | Pembina Pipeline Corp.                       | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      6613 | NS      | $248300.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                 | RWE AG                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      2994 | NS      | $125113.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                             | Zalando SE                                   | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |     11077 | NS      | $365511.50    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CSL Ltd.                               | CSL Ltd.                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      5539 | NS      | $874943.98    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                               | Adyen NV                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       533 | NS      | $978874.38    | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goodman Group                          | Goodman Group                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3476 | NS      | $78365.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.         | Nissin Foods Holdings Co. Ltd.               | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |     21300 | NS      | $442510.77    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA               | Jeronimo Martins SGPS SA                     | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |     20528 | NS      | $519725.52    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                     | Zealand Pharma A/S                           | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |      2094 | NS      | $117435.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                              | Danone SA                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     28355 | NS      | $2320100.69   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                              | Sanofi SA                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     10579 | NS      | $1024192.28   | 0.39%             |  |  |  | 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        |    258400 | NS      | $3313544.81   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                               | Next plc                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1031 | NS      | $176088.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.               | Japan Post Bank Co. Ltd.                     | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |    252900 | NS      | $2726395.84   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                         | Fortescue Ltd.                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     49795 | NS      | $500550.93    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                | GSK plc                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     20352 | NS      | $388040.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                          | Brambles Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     35064 | NS      | $541521.26    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.      | Daito Trust Construction Co. Ltd.            | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |     18400 | NS      | $2004099.70   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc           | British American Tobacco plc                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     81546 | NS      | $3877216.14   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co. Ltd.                     | Sino Land Co. Ltd.                           | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    323866 | NS      | $344960.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.              | Recruit Holdings Co. Ltd.                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     22300 | NS      | $1311388.05   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                | MatsukiyoCocokara & Co.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30000 | NS      | $617115.76    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                     | Deutsche Boerse AG                           | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1426 | NS      | $465859.29    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                  | Sonic Healthcare Ltd.                        | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     63253 | NS      | $1116490.69   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                      | Nitto Denko Corp.                            | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     35000 | NS      | $675901.56    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.  | Wharf Real Estate Investment Co. Ltd.        | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     30000 | NS      | $85157.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                     | Vodafone Group plc                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    173856 | NS      | $186104.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                 | Mercedes-Benz Group AG                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      9384 | NS      | $546713.35    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Constellation Software, Inc.                 | CUSIP: 21037X134<br>LEI: N/A                  | N/A              | DO               |  | CA        |       883 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elisa OYJ                              | Elisa OYJ                                    | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     29366 | NS      | $1632205.72   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                    | EssilorLuxottica SA                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      1091 | NS      | $299580.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp.                    | Franco-Nevada Corp.                          | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       485 | NS      | $79626.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                              | Argenx SE                                    | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |      1392 | NS      | $770587.43    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV            | Groupe Bruxelles Lambert NV                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |       354 | NS      | $30217.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                     | Tokyo Gas Co. Ltd.                           | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      7700 | NS      | $256118.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                      | Sonova Holding AG (Registered)               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       872 | NS      | $260052.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA          | Industria de Diseno Textil SA                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     47630 | NS      | $2484702.41   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.      | Sumitomo Mitsui Trust Group, Inc.            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     48800 | NS      | $1297954.62   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                             | ZOZO, Inc.                                   | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |    168600 | NS      | $1821673.50   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                            | Pandora A/S                                  | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |      3324 | NS      | $585673.46    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                         | Hydro One Ltd.                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     45825 | NS      | $1651281.62   | 0.64%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Ipsen SA                               | Ipsen SA                                     | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      6323 | NS      | $753181.87    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG | Chocoladefabriken Lindt & Spruengli AG       | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |       127 | NS      | $2140407.49   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.           | Sun Hung Kai Properties Ltd.                 | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    118500 | NS      | $1365481.06   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                      | Lotus Bakeries NV                            | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |        84 | NS      | $809417.99    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd.                      | Imperial Oil Ltd.                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     17907 | NS      | $1422566.01   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                              | Thales SA                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      3228 | NS      | $953146.38    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                | Eni SpA                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     15770 | NS      | $254750.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                       | Pro Medicus Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      3220 | NS      | $602573.69    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                 | CK Asset Holdings Ltd.                       | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    281500 | NS      | $1243898.99   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                   | Schindler Holding AG                         | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       957 | NS      | $356358.28    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                     | Koninklijke KPN NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    199601 | NS      | $973691.72    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                     | Oracle Corp. Japan                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |     12600 | NS      | $1501801.76   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.               | QBE Insurance Group Ltd.                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     21446 | NS      | $330249.68    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                 | AXA SA                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      2954 | NS      | $145056.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                 | OMV AG                                       | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     13966 | NS      | $759487.07    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                     | Telstra Group Ltd.                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   1181967 | NS      | $3768846.59   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                         | Rheinmetall AG                               | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       405 | NS      | $857667.95    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                             | Scout24 SE                                   | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      6394 | NS      | $882684.24    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hermes International SCA               | Hermes International SCA                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       810 | NS      | $2195801.29   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson        | Telefonaktiebolaget LM Ericsson, Class B     | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    103744 | NS      | $886526.02    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                       | Novo Nordisk A/S, Class B                    | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     20916 | NS      | $1449354.35   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                         | Air Liquide SA                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      9143 | NS      | $1885296.96   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                    | Imperial Brands plc                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     49225 | NS      | $1944887.99   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.          | Canadian National Railway Co.                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     14914 | NS      | $1553991.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd.             | Power Assets Holdings Ltd.                   | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    511000 | NS      | $3285509.38   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA              | Gjensidige Forsikring ASA                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      8755 | NS      | $221938.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                | Aristocrat Leisure Ltd.                      | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     19108 | NS      | $818678.31    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                      | Wolters Kluwer NV                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |      9661 | NS      | $1615687.39   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                    | Shionogi & Co. Ltd.                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     57500 | NS      | $1035131.14   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                          | Toho Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |      6600 | NS      | $389372.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                              | Tesco plc                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    274835 | NS      | $1515309.16   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                           | Iberdrola SA                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     72838 | NS      | $1401259.67   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                         | Commerzbank AG                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     39214 | NS      | $1235751.76   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                               | Snam SpA                                     | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |     13493 | NS      | $81682.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                            | Moncler SpA                                  | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |      1168 | NS      | $66624.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc           | Associated British Foods plc                 | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     37789 | NS      | $1067704.03   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                              | Orkla ASA                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    186109 | NS      | $2027004.81   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.      | Singapore Telecommunications Ltd.            | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    113700 | NS      | $342781.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                   | ASM International NV                         | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       554 | NS      | $355378.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                           | Telia Co. AB                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    149931 | NS      | $539275.59    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG              | Fresenius Medical Care AG                    | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      1277 | NS      | $73370.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                             | SCSK Corp.                                   | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     10500 | NS      | $316340.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                        | Wesfarmers Ltd.                              | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     29562 | NS      | $1649777.24   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd. | Washington H Soul Pattinson & Co. Ltd.       | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |     14169 | NS      | $391709.91    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                    | Japan Tobacco, Inc.                          | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    111000 | NS      | $3269996.33   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                 | Intact Financial Corp.                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     11764 | NS      | $2735502.55   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                             | Hoya Corp.                                   | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     19000 | NS      | $2256480.08   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     25036 | NS      | $1432164.60   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                 | Genting Singapore Ltd.                       | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |   1812500 | NS      | $1019420.92   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                     | Osaka Gas Co. Ltd.                           | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     18900 | NS      | $484783.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                        | BAE Systems plc                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    107149 | NS      | $2780825.84   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                            | Investor AB, Class B                         | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |      8212 | NS      | $243349.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                              | Kao Corp.                                    | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      3700 | NS      | $165780.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV          | Koninklijke Ahold Delhaize NV                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     67223 | NS      | $2807666.10   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MSCI EAFE Index                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        77 | NC      | $134921.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                | Saab AB, Class B                             | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      3114 | NS      | $174114.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                              | Argenx SE                                    | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        81 | NS      | $44840.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                              | Nokia OYJ                                    | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     79412 | NS      | $412039.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos. Ltd.                       | Loblaw Cos. Ltd.                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     21658 | NS      | $3582496.42   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                            | Swisscom AG (Registered)                     | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      4748 | NS      | $3371500.01   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                   | Sage Group plc (The)                         | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    120786 | NS      | $2074234.66   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                           | Leonardo SpA                                 | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      8618 | NS      | $486286.83    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                              | BCE, Inc.                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      4165 | NS      | $92368.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co. Ltd.            | West Fraser Timber Co. Ltd.                  | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      4448 | NS      | $326181.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                | DBS Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     48420 | NS      | $1709326.82   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG        | Kuehne + Nagel International AG (Registered) | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      4123 | NS      | $892805.95    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd.                    | Hang Seng Bank Ltd.                          | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |      9000 | NS      | $135055.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc            | Reckitt Benckiser Group plc                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      9660 | NS      | $658106.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                            | Canon, Inc.                                  | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     63700 | NS      | $1847537.65   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                         | BHP Group Ltd.                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     38878 | NS      | $935311.27    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                           | Otsuka Corp.                                 | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     75200 | NS      | $1531929.29   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                      | Nintendo Co. Ltd.                            | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     42600 | NS      | $4090871.23   | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     12082 | NS      | $3694427.47   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.             | CK Hutchison Holdings Ltd.                   | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     15500 | NS      | $95444.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                             | Diageo plc                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |      2674 | NS      | $67427.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                   | Dassault Systemes SE                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |     10831 | NS      | $392533.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                               | Generali                                     | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     15350 | NS      | $546022.86    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                          | Cochlear Ltd.                                | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      7214 | NS      | $1426756.16   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                   | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      9565 | NS      | $1260606.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                           | Unilever plc                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     41111 | NS      | $2508850.57   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd.                     | George Weston Ltd.                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1315 | NS      | $263733.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                              | Holcim AG                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1641 | NS      | $121859.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                              | Holmen AB, Class B                           | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |      3328 | NS      | $131829.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                       | Roche Holding AG                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4030 | NS      | $1315472.15   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                             | Allianz SE (Registered)                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      2356 | NS      | $956143.83    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                             | KDDI Corp.                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    163600 | NS      | $2809107.91   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                  | TOPPAN Holdings, Inc.                        | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     14900 | NS      | $404788.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB       | Skandinaviska Enskilda Banken AB, Class A    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |      8264 | NS      | $144045.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund   | Limited Purpose Cash Investment Fund         | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  12266489 | NS      | $12262809.30  | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                | ANZ Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |     53331 | NS      | $1022717.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.         | Chugai Pharmaceutical Co. Ltd.               | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     34200 | NS      | $1785849.62   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                              | Shell plc                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     64890 | NS      | $2263983.11   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                        | Nippon Yusen KK                              | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     13500 | NS      | $485661.99    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI, Inc.                              | CGI, Inc.                                    | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     19885 | NS      | $2088308.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd.           | Suntory Beverage & Food Ltd.                 | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     47200 | NS      | $1509429.68   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.               | Sun Life Financial, Inc.                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      3828 | NS      | $254712.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                             | Genmab A/S                                   | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      4567 | NS      | $948421.73    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                          | WH Group Ltd.                                | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    352500 | NS      | $339736.72    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wilmar International Ltd.              | Wilmar International Ltd.                    | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |     58200 | NS      | $131373.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.           | Japan Post Holdings Co. Ltd.                 | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      7700 | NS      | $71319.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumine Group, Inc.                     | Lumine Group, Inc.                           | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |      2895 | NS      | $101683.75    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.         | Takeda Pharmaceutical Co. Ltd.               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |      2600 | NS      | $80269.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.          | Wheaton Precious Metals Corp.                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     35604 | NS      | $3201810.79   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG              | Zurich Insurance Group AG                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2614 | NS      | $1829076.41   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                       | Bank of Montreal                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      1972 | NS      | $218538.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury plc                        | J Sainsbury plc                              | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    142828 | NS      | $568436.11    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                              | Endesa SA                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      2393 | NS      | $75798.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co. Ltd.                         | Secom Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     22200 | NS      | $797533.36    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Descartes Systems Group, Inc. (The)    | Descartes Systems Group, Inc. (The)          | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      7270 | NS      | $738504.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co. Ltd.                        | Capcom Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     31000 | NS      | $1058696.32   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV               | Universal Music Group NV                     | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     40577 | NS      | $1316340.67   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                         | REA Group Ltd.                               | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     14545 | NS      | $2303329.73   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                        | AstraZeneca plc                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     12430 | NS      | $1729872.75   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                          | Volkswagen AG (Preference)                   | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |       770 | NS      | $81399.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.               | Otsuka Holdings Co. Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7600 | NS      | $376802.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                          | Beiersdorf AG                                | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     25162 | NS      | $3162812.21   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                    | Swiss Prime Site AG (Registered)             | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |       514 | NS      | $77163.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                         | Nexon Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     63400 | NS      | $1276977.39   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                            | Inpex Corp.                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     46600 | NS      | $654132.04    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                   | Galp Energia SGPS SA                         | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |      4609 | NS      | $84371.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                 | BKW AG                                       | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |       870 | NS      | $190747.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                      | Trend Micro, Inc.                            | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      9800 | NS      | $677825.43    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                            | Equinor ASA                                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     45513 | NS      | $1149387.79   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                            | Rational AG                                  | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |      1256 | NS      | $1055414.66   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                            | Santos Ltd.                                  | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |    209827 | NS      | $1057919.85   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                         | SoftBank Corp.                               | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    557000 | NS      | $862766.04    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.     | Nippon Telegraph & Telephone Corp.           | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |   1370000 | NS      | $1464681.31   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                       | TotalEnergies SE                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     37989 | NS      | $2321988.73   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                  | Woolworths Group Ltd.                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |     42953 | NS      | $879841.08    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                               | Kone OYJ, Class B                            | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      5428 | NS      | $357600.58    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                               | Engie SA                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      4240 | NS      | $99651.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                          | Telefonica SA                                | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     13761 | NS      | $72425.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                              | Nestle SA (Registered)                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     18834 | NS      | $1872596.31   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                       | Transurban Group                             | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |     25174 | NS      | $231625.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                       | Coles Group Ltd.                             | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     42828 | NS      | $587262.65    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                           | KBC Group NV                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      3106 | NS      | $320569.09    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                           | Fortis, Inc.                                 | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     14717 | NS      | $702698.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                  | Kongsberg Gruppen ASA                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     65485 | NS      | $2539319.03   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                       | Coca-Cola HBC AG                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     37799 | NS      | $1974719.48   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                          | Obic Co. Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     77500 | NS      | $3013593.20   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                   | Dassault Aviation SA                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      8336 | NS      | $2947377.10   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                 | Yakult Honsha Co. Ltd.                       | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     66700 | NS      | $1256162.37   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                         | Enbridge, Inc.                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     28663 | NS      | $1299754.18   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.            | BOC Hong Kong Holdings Ltd.                  | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    590500 | NS      | $2570589.90   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                            | Heineken NV                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      2595 | NS      | $226395.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                               | Tele2 AB, Class B                            | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      6560 | NS      | $95759.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                           | Fujitsu Ltd.                                 | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      9000 | NS      | $218334.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                           | AltaGas Ltd.                                 | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |      2595 | NS      | $75329.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                      | Medibank Pvt Ltd.                            | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    149829 | NS      | $497567.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                           | ROCKWOOL A/S, Class B                        | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |     15900 | NS      | $745269.45    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                           | CaixaBank SA                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     28514 | NS      | $247068.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd.                          | Vicinity Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    414908 | NS      | $677322.84    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                    | Deutsche Telekom AG (Registered)             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     30425 | NS      | $1113664.55   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                            | Novartis AG (Registered)                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     27193 | NS      | $3300607.73   | 1.27%             |  |  |  | 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        |     12615 | NS      | $1002159.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                            | Amrize Ltd.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |      1641 | NS      | $81858.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB            | Swedish Orphan Biovitrum AB                  | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |     41635 | NS      | $1267167.45   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                          | Keyence Corp.                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      3900 | NS      | $1559330.34   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.           | Constellation Software, Inc.                 | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       655 | NS      | $2401722.78   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                              | Essity AB, Class B                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     40052 | NS      | $1108994.79   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV             | Anheuser-Busch InBev SA/NV                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     15325 | NS      | $1054365.80   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                             | Fortum OYJ                                   | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |      4733 | NS      | $88752.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                            | Disco Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       700 | NS      | $207370.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA            | FinecoBank Banca Fineco SpA                  | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |      3706 | NS      | $82212.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                     | Konami Group Corp.                           | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      2300 | NS      | $363634.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                      | HSBC Holdings plc                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     80167 | NS      | $969715.39    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen AB               | L E Lundbergforetagen AB, Class B            | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |      1464 | NS      | $73079.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.            | Shin-Etsu Chemical Co. Ltd.                  | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      2300 | NS      | $75950.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                 | UCB SA                                       | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |      1127 | NS      | $221746.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                             | L'Oreal SA                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      7066 | NS      | $3026745.86   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                  | Auto Trader Group plc                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    275178 | NS      | $3116885.22   | 1.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Metro, Inc.                            | Metro, Inc., Class A                         | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     36820 | NS      | $2892333.69   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                            | Bouygues SA                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      9854 | NS      | $445644.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                    | Suncor Energy, Inc.                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     16118 | NS      | $603766.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                             | Ferrari NV                                   | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |       804 | NS      | $393888.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Verbund AG                             | Verbund AG                                   | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |      2071 | NS      | $159107.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc               | Rolls-Royce Holdings plc                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     86757 | NS      | $1149759.96   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.              | Mitsubishi Electric Corp.                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |      6300 | NS      | $135506.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                      | Hannover Rueck SE                            | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      1425 | NS      | $449036.57    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.              | United Overseas Bank Ltd.                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     76700 | NS      | $2170894.97   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                   | Henkel AG & Co. KGaA (Preference)            | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |     32696 | NS      | $2569368.82   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                  | EMS-Chemie Holding AG (Registered)           | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |      1207 | NS      | $912496.44    | 0.35%             |  |  |  | No            |                  2 | 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