# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-004768
**Filing Date:** 2026-2
**Character Count:** 70453
**Document Hash:** 7d5ad58c5775c91cf17bc2793c0411a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004768.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004768

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 26682637

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $127727460.65

**Total Liabilities:** $13179523.54

**Net Assets:** $114547937.11

**Cash Not Reported:** $6251488.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000115555 | -1.22%               | 2.30%                | 1.31%                |
| Class ID C000115556 | -1.21%               | 2.33%                | 1.30%                |
| Class ID C000145935 | -1.15%               | 2.27%                | 1.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-582.41                 | $-3330471.34                               |
| Month 2  | $25142700.89             | $-24047312.90                              |
| Month 3  | $2388520.51              | $-1074483.63                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAE Systems plc                        | BAE Systems plc                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     34843 | NS      | $801913.61    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc           | British American Tobacco plc                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     26501 | NS      | $1502359.05   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                    | Imperial Brands plc                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     36723 | NS      | $1542005.37   | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                      | HSBC Holdings plc                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     56724 | NS      | $892605.52    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods plc           | Associated British Foods plc                 | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     19785 | NS      | $565125.41    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                        | AstraZeneca plc                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6746 | NS      | $1248410.36   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                       | Bank of Montreal                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      1972 | NS      | $256099.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group, Inc. (The)    | Descartes Systems Group, Inc. (The)          | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1837 | NS      | $161154.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                           | Cameco Corp.                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       449 | NS      | $41113.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.        | Canadian Natural Resources Ltd.              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     22038 | NS      | $746454.86    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.          | Canadian National Railway Co.                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     29660 | NS      | $2933477.83   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                           | Fortis, Inc.                                 | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      1201 | NS      | $62440.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd.                      | Imperial Oil Ltd.                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     10711 | NS      | $925365.47    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                         | Enbridge, Inc.                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      9862 | NS      | $471921.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos. Ltd.                       | Loblaw Cos. Ltd.                             | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     39882 | NS      | $1802978.47   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial, Inc.               | Sun Life Financial, Inc.                     | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      1322 | NS      | $82524.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.        | Fairfax Financial Holdings Ltd.              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        83 | NS      | $158186.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro, Inc.                            | Metro, Inc., Class A                         | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     11957 | NS      | $860611.29    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                   | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      6459 | NS      | $1101119.38   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd.                     | George Weston Ltd.                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3945 | NS      | $272159.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                               | Next plc                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      1110 | NS      | $204351.19    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                            | Bouygues SA                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |      1461 | NS      | $75950.63     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                               | Generali                                     | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     13836 | NS      | $578184.56    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                             | L'Oreal SA                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      2959 | NS      | $1270345.99   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                              | Thales SA                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |      1048 | NS      | $282714.57    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                      | Lotus Bakeries NV                            | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |        13 | NS      | $119660.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                           | KBC Group NV                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      3106 | NS      | $404513.10    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                      | Hannover Rueck SE                            | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |      1051 | NS      | $327051.57    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                       | Wartsila OYJ Abp                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |      3498 | NS      | $123845.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                             | Genmab A/S                                   | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      2339 | NS      | $725052.78    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                 | OMV AG                                       | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     11896 | NS      | $661981.91    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                            | Telenor ASA                                  | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     42887 | NS      | $623767.61    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                 | RWE AG                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |      3090 | NS      | $163729.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                 | SAP SE                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      7348 | NS      | $1785332.77   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                   | Henkel AG & Co. KGaA (Preference)            | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |      7806 | NS      | $636851.24    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                          | Beiersdorf AG                                | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     28665 | NS      | $3147911.18   | 2.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                   | ASM International NV                         | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |       581 | NS      | $351734.68    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                              | Orange SA                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     41562 | NS      | $693527.09    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                             | Allianz SE (Registered)                      | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       817 | NS      | $377762.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA               | Hermes International SCA                     | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |       718 | NS      | $1782686.78   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                              | Endesa SA                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      2393 | NS      | $86139.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                         | Rheinmetall AG                               | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |        27 | NS      | $49258.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                 | Mercedes-Benz Group AG                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      4684 | NS      | $324704.68    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                            | Swisscom AG (Registered)                     | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      2068 | NS      | $1502106.87   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                              | Elisa OYJ                                    | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1380 | NS      | $61155.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                    | Deutsche Telekom AG (Registered)             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      2520 | NS      | $82028.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                              | Nokia OYJ                                    | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |     37844 | NS      | $243983.01    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                            | Rational AG                                  | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       312 | NS      | $240892.59    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                     | Koninklijke KPN NV                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     57634 | NS      | $269307.35    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG | Chocoladefabriken Lindt & Spruengli AG       | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |        64 | NS      | $935159.99    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                    | Societe Generale SA                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      9319 | NS      | $750216.95    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                           | Telia Co. AB                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |     98455 | NS      | $420793.49    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG              | Zurich Insurance Group AG                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1631 | NS      | $1234182.07   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                    | Ajinomoto Co., Inc.                          | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |     11500 | NS      | $243110.04    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp.                            | Asics Corp.                                  | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |      5500 | NS      | $132035.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                | ANZ Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |      6958 | NS      | $168227.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                         | Fortescue Ltd.                               | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     29644 | NS      | $433469.28    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                     | Telstra Group Ltd.                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    567810 | NS      | $1842295.38   | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                      | Trend Micro, Inc.                            | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     28600 | NS      | $1187823.10   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                          | Obic Co. Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     39400 | NS      | $1236713.94   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                     | Oracle Corp. Japan                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      7700 | NS      | $647177.67    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                         | BHP Group Ltd.                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     14312 | NS      | $431923.74    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                        | Capcom Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     31000 | NS      | $720100.31    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                | DBS Group Holdings Ltd.                      | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     29320 | NS      | $1284352.47   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.         | Chugai Pharmaceutical Co. Ltd.               | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     25900 | NS      | $1358754.65   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                         | REA Group Ltd.                               | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     11269 | NS      | $1373747.48   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                          | Cochlear Ltd.                                | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      1306 | NS      | $226746.75    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                             | KDDI Corp.                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     45200 | NS      | $782308.22    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                | Aristocrat Leisure Ltd.                      | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     58402 | NS      | $2260998.22   | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                           | Otsuka Corp.                                 | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     18100 | NS      | $372961.42    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                            | Disco Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $60932.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                | Fast Retailing Co. Ltd.                      | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |      1400 | NS      | $507623.59    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                           | Subaru Corp.                                 | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      2900 | NS      | $62440.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                          | Fujikura Ltd.                                | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |       400 | NS      | $44358.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                            | FANUC Corp.                                  | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      1000 | NS      | $38915.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                           | Fujitsu Ltd.                                 | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |      9000 | NS      | $247346.24    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.      | Sumitomo Mitsui Trust Group, Inc.            | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     16400 | NS      | $499787.80    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.             | Power Assets Holdings Ltd.                   | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    237500 | NS      | $1682979.56   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                             | Hoya Corp.                                   | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     12500 | NS      | $1895869.98   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                    | Japan Tobacco, Inc.                          | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     34700 | NS      | $1247198.08   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                         | Kikkoman Corp.                               | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |     10000 | NS      | $90806.11     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                          | Keyence Corp.                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      1000 | NS      | $361725.00    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                     | Konami Group Corp.                           | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      1900 | NS      | $258033.84    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                         | Lasertec Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $38108.53     | 0.03%             |  |  |  | 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        |     84500 | NS      | $428836.79    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.              | Mitsubishi Electric Corp.                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |     14000 | NS      | $408195.98    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                      | Nintendo Co. Ltd.                            | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     16300 | NS      | $1100487.46   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT, Inc.                              | NTT, Inc.                                    | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |    445000 | NS      | $449223.46    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                      | Nitto Denko Corp.                            | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     22000 | NS      | $523813.69    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                        | Nippon Yusen KK                              | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |      9500 | NS      | $307720.08    | 0.27%             |  |  |  | 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      | $656715.97    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.               | QBE Insurance Group Ltd.                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     13708 | NS      | $181486.31    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                | Ryohin Keikaku Co. Ltd.                      | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      6900 | NS      | $121836.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanrio Co. Ltd.                        | Sanrio Co. Ltd.                              | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |      6000 | NS      | $187741.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                            | Santos Ltd.                                  | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     24447 | NS      | $100408.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                         | Secom Co. Ltd.                               | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |     19300 | NS      | $685809.94    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.            | Shin-Etsu Chemical Co. Ltd.                  | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      1900 | NS      | $59016.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                    | Shionogi & Co. Ltd.                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     21400 | NS      | $387336.22    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Co. Ltd.                     | Sino Land Co. Ltd.                           | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |    337866 | NS      | $444580.55    | 0.39%             |  |  |  | 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        |     75500 | NS      | $919309.74    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                        | Advantest Corp.                              | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |      9800 | NS      | $1239189.63   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co. Ltd.                          | Toho Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |      4900 | NS      | $249629.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co. Ltd.                     | Tokyo Gas Co. Ltd.                           | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      2400 | NS      | $95146.72     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                    | Tokyo Electron Ltd.                          | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      3100 | NS      | $690454.87    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.              | United Overseas Bank Ltd.                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     53100 | NS      | $1446206.75   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                        | Wesfarmers Ltd.                              | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     29017 | NS      | $1563234.93   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                 | Yakult Honsha Co. Ltd.                       | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     16900 | NS      | $264138.53    | 0.23%             |  |  |  | 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      | $31479.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                            | Novartis AG (Registered)                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9803 | NS      | $1350814.13   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                       | Roche Holding AG                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2649 | NS      | $1093958.26   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                              | Holcim AG                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      1641 | NS      | $159751.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                              | Nestle SA (Registered)                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      8205 | NS      | $814421.08    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                            | Equinor ASA                                  | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     23813 | NS      | $561554.04    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                | Eni SpA                                      | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      8120 | NS      | $153923.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                      | Sonova Holding AG (Registered)               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |       510 | NS      | $131920.06    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                  | EMS-Chemie Holding AG (Registered)           | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       239 | NS      | $164869.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                            | Heineken NV                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |      2316 | NS      | $191086.03    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                      | Australian Dollar                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |         1 | OU      | $0.49         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury plc                        | J Sainsbury plc                              | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |     12504 | NS      | $54777.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                               | Mowi ASA                                     | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |      4935 | NS      | $118711.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.      | Singapore Telecommunications Ltd.            | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    132900 | NS      | $470200.09    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                 | Intact Financial Corp.                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      6881 | NS      | $1432449.19   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone OYJ                               | Kone OYJ, Class B                            | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      4446 | NS      | $314967.76    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                               | Engie SA                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      3782 | NS      | $99350.69     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                           | Leonardo SpA                                 | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      5201 | NS      | $297500.07    | 0.26%             |  |  |  | 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        |     72100 | NS      | $1107688.39   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                               | Ipsen SA                                     | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      3093 | NS      | $431564.69    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                            | Inpex Corp.                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     53600 | NS      | $1072028.88   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                   | Schindler Holding AG                         | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       349 | NS      | $131246.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG        | Kuehne + Nagel International AG (Registered) | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       965 | NS      | $206949.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software, Inc.           | Constellation Software, Inc.                 | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       223 | NS      | $536382.79    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                       | TotalEnergies SE                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       574 | NS      | $37423.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                          | Brambles Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12311 | NS      | $187992.89    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                              | Orkla ASA                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    124796 | NS      | $1389695.94   | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA               | Jeronimo Martins SGPS SA                     | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |     10428 | NS      | $248148.33    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                              | Danone SA                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     16723 | NS      | $1508399.43   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                         | Air Liquide SA                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2883 | NS      | $541871.28    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                | MatsukiyoCocokara & Co.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     39200 | NS      | $678692.54    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc            | Reckitt Benckiser Group plc                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      9482 | NS      | $767277.24    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                           | CaixaBank SA                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     26058 | NS      | $318588.38    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                           | Iberdrola SA                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     85769 | NS      | $1857190.08   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO, Inc.                             | ZOZO, Inc.                                   | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     28900 | NS      | $238333.45    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                    | Suncor Energy, Inc.                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     16118 | NS      | $715390.01    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                   | Tourmaline Oil Corp.                         | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      3221 | NS      | $144487.97    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA              | Gjensidige Forsikring ASA                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      8755 | NS      | $261672.37    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                   | HKT Trust & HKT Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     60000 | NS      | $88845.49     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc               | Rolls-Royce Holdings plc                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     66770 | NS      | $1032645.65   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                         | Nexon Co. Ltd.                               | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     46100 | NS      | $1126061.51   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC Resources Ltd.                     | ARC Resources Ltd.                           | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     18662 | NS      | $350112.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                 | BKW AG                                       | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |       696 | NS      | $147629.01    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                   | Sage Group plc (The)                         | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     51327 | NS      | $746524.92    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                         | Commerzbank AG                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     10383 | NS      | $438210.57    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                        | ASML Holding NV                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       437 | NS      | $470876.32    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                       | Coca-Cola HBC AG                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     22889 | NS      | $1184129.84   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.           | Suntory Beverage & Food Ltd.                 | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |      7100 | NS      | $213522.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV          | Koninklijke Ahold Delhaize NV                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     44101 | NS      | $1808444.99   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                             | Ferrari NV                                   | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |       433 | NS      | $160909.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                      | Compass Group plc                            | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |     14477 | NS      | $458704.49    | 0.40%             |  |  |  | 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        |     15000 | NS      | $47408.76     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp.          | Wheaton Precious Metals Corp.                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     10443 | NS      | $1227702.07   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                              | Essity AB, Class B                           | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |      8808 | NS      | $253242.09    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                         | SoftBank Corp.                               | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    160700 | NS      | $220634.35    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                     | Vodafone Group plc                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     82081 | NS      | $109414.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc      | InterContinental Hotels Group plc            | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      3687 | NS      | $518129.75    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                              | Prosus NV                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |      1956 | NS      | $121113.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                           | Evolution AB                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     17808 | NS      | $1209190.72   | 1.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tesco plc                              | Tesco plc                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    162101 | NS      | $963987.01    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                          | WH Group Ltd.                                | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    352500 | NS      | $392689.96    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dassault Systemes SE                   | Dassault Systemes SE                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |      6712 | NS      | $187521.56    | 0.16%             |  |  |  | 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      | $928742.67    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                   | Dassault Aviation SA                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      4571 | NS      | $1465488.48   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                | GSK plc                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      7865 | NS      | $192827.91    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                              | Argenx SE                                    | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |      1362 | NS      | $1148906.70   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumine Group, Inc.                     | Lumine Group, Inc.                           | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |      2895 | NS      | $57244.03     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Universal Music Group NV               | Universal Music Group NV                     | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     24428 | NS      | $636833.97    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                      | Belimo Holding AG (Registered)               | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        75 | NS      | $73279.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                              | Shell plc                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     50273 | NS      | $1852673.19   | 1.62%             |  |  |  | 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        |     27387 | NS      | $1806574.75   | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.              | Recruit Holdings Co. Ltd.                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     18900 | NS      | $1062020.89   | 0.93%             |  |  |  | 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      |
| Medibank Pvt Ltd.                      | Medibank Pvt Ltd.                            | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |     50505 | NS      | $161179.81    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                  | Kongsberg Gruppen ASA                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      4596 | NS      | $117773.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold, Inc.                      | Lundin Gold, Inc.                            | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     10510 | NS      | $873083.09    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Trader Group plc                  | Auto Trader Group plc                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    136347 | NS      | $1075690.74   | 0.94%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unilever plc                           | Unilever plc                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      4710 | NS      | $307738.14    | 0.27%             |  |  |  | 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        |     70100 | NS      | $986802.98    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                             | Scout24 SE                                   | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      4305 | NS      | $432393.91    | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coles Group Ltd.                       | Coles Group Ltd.                             | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     28284 | NS      | $404270.72    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV             | Anheuser-Busch InBev SA/NV                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     10546 | NS      | $676853.27    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd.                         | Hydro One Ltd.                               | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     32166 | NS      | $1280499.97   | 1.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CK Asset Holdings Ltd.                 | CK Asset Holdings Ltd.                       | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    123000 | NS      | $621997.02    | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                               | Adyen NV                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |       199 | NS      | $320902.38    | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                        | Canadian Dollar                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CA        |      1191 | OU      | $867.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                            | Swiss Franc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CH        |         0 | OU      | $0.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                           | Danish Krone                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | DK        |         1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                   | EURO                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |       261 | OU      | $306.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                         | Pound Sterling                               | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | GB        |       -16 | OU      | $-21.18       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                       | Hong Kong Dollar                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |     25401 | OU      | $3263.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                    | Yen                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | JP        |    502999 | OU      | $3211.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                        | Norwegian Krone                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | NO        |        98 | OU      | $9.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                          | Swedish Krona                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SE        |         1 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                       | Singapore Dollar                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SG        |         1 | OU      | $0.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer