NPORT-P false 0001444822 XXXXXXXX S000040065 C000124386 C000124385 C000144292 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR International Multi-Style Fund S000040065 549300N6NJDW0Q39XB03 2021-09-30 2020-12-31 N 276571466.51 409089.45 276162377.06 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 739925.31000000 N SKF AB 549300B6HWYEE57O8J84 N/A 22374.00000000 NS 582155.06000000 0.210801726939 Long EC CORP SE N 2 N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491100 170829.00000000 NS 2117748.15000000 0.766848899747 Long EC CORP CA N 1 N N N Orange SA 969500MCOONR8990S771 N/A 52321.00000000 NS 622882.85000000 0.225549496144 Long EC CORP FR N 2 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 16424.00000000 NS 924358.05000000 0.334715416285 Long EC CORP CA N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 N/A 113150.00000000 NS 1436120.74000000 0.520027657383 Long EC CORP JP N 2 N N N Experian plc 635400RXXHHYT1JTSZ26 N/A 2856.00000000 NS 108495.58000000 0.039286879391 Long EC CORP JE N 2 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 5927.00000000 NS 193721.31000000 0.070147611004 Long EC CORP DE N 2 N N N Scentre Group N/A N/A 235569.00000000 NS 505999.69000000 0.183225425340 Long EC CORP AU N 2 N N N Open Text Corp. 549300HP7ONDQODZJV16 683715106 36286.00000000 NS 1648819.42000000 0.597047084238 Long EC CORP CA N 1 N N N T&D Holdings, Inc. 3538008ARJ1MACEWA242 N/A 133500.00000000 NS 1579151.77000000 0.571820023716 Long EC CORP JP N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 N/A 1963.00000000 NS 179971.85000000 0.065168851715 Long EC CORP SE N 2 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 N/A 5989.00000000 NS 526681.87000000 0.190714562789 Long EC CORP AU N 2 N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 755780.00000000 NS 3361734.45000000 1.217303560966 Long EC CORP GB N 2 N N N Daiwa House Industry Co. Ltd. N/A N/A 15100.00000000 NS 448963.94000000 0.162572449143 Long EC CORP JP N 2 N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 13960.00000000 NS 460990.35000000 0.166927282024 Long EC CORP GB N 2 N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 8075.00000000 NS 571638.19000000 0.206993507256 Long EC CORP CA N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 70771.00000000 NS 658017.80000000 0.238272065516 Long EC CORP NL N 2 N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 12769.00000000 NS 552006.89000000 0.199884899556 Long EC CORP NL N 2 N N N Zalando SE 529900YRFFGH5AXU4S86 N/A 31258.00000000 NS 3476873.26000000 1.258995992507 Long EC CORP DE Y 2 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 658700.00000000 NS 2365854.31000000 0.856689580668 Long EC CORP JP N 2 N N N Subaru Corp. 549300N244BVAEE6HH86 N/A 22300.00000000 NS 446199.20000000 0.161571320738 Long EC CORP JP N 2 N N N Link REIT 529900XUE70U36QX5M62 N/A 26000.00000000 NS 236126.19000000 0.085502664234 Long EC CORP HK N 2 N N N Iida Group Holdings Co. Ltd. 35380051BV8PV1I4S949 N/A 11400.00000000 NS 230487.38000000 0.083460818397 Long EC CORP JP N 2 N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 17233.00000000 NS 279985.24000000 0.101384280864 Long EC CORP FR N 2 N N N Goodman Group N/A N/A 41832.00000000 NS 611478.12000000 0.221419777201 Long EC CORP AU N 2 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 49720.00000000 NS 1769666.23000000 0.640806415718 Long EC CORP IT N 2 N N N Halma plc 2138007FRGLUR9KGBT40 N/A 3997.00000000 NS 133860.62000000 0.048471707632 Long EC CORP GB N 2 N N N Sanofi 549300E9PC51EN656011 N/A 32154.00000000 NS 3116462.64000000 1.128489214634 Long EC CORP FR N 2 N N N Next plc 213800WQD8ECPZP9PH98 N/A 10859.00000000 NS 1047092.19000000 0.379158160915 Long EC CORP GB N 2 N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 205143.00000000 NS 3705375.15000000 1.341737853449 Long EC CORP AU N 2 N N N ICA Gruppen AB 549300ZEFN8VKPK9I111 N/A 31582.00000000 NS 1579753.04000000 0.572037747073 Long EC CORP SE N 2 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 N/A 1449.00000000 NS 78054.08000000 0.028263835512 Long EC CORP NL N 2 N N N Brenntag AG NNROIXVWJ7CPSR27SV97 N/A 27044.00000000 NS 2102982.92000000 0.761502324244 Long EC CORP DE N 2 N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 38753.00000000 NS 1439165.00000000 0.521130001603 Long EC CORP GB N 2 N N N Epiroc AB 5493004Q73OEYW1SPE91 N/A 50340.00000000 NS 914916.10000000 0.331296431374 Long EC CORP SE N 2 N N N Entain plc 213800GNI3K45LQR8L28 N/A 209953.00000000 NS 3256539.67000000 1.179211920417 Long EC CORP IM N 2 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 3492.00000000 NS 594590.95000000 0.215304834905 Long EC CORP DE N 2 N N N Compass Group plc 2138008M6MH9OZ6U2T68 N/A 4105.00000000 NS 76563.82000000 0.027724203714 Long EC CORP GB N 2 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 5500.00000000 NS 492690.26000000 0.178406003469 Long EC CORP JP N 2 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 150440.00000000 NS 247095.87000000 0.089474849047 Long EC CORP GB N 2 N N N Tosoh Corp. 529900YSLFVJF2MDBX02 N/A 88300.00000000 NS 1379614.00000000 0.499566238778 Long EC CORP JP N 2 N N N Daimler AG 529900R27DL06UVNT076 N/A 17235.00000000 NS 1221604.70000000 0.442350153922 Long EC CORP DE N 2 N N N Wm Morrison Supermarkets plc 213800IN6LSRGTZSOS29 N/A 87155.00000000 NS 210889.52000000 0.076364319515 Long EC CORP GB N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 5112.00000000 NS 340476.38000000 0.123288473840 Long EC CORP CH N 2 N N N Coloplast A/S 529900NN7SOJ5QG82X67 N/A 6391.00000000 NS 977368.43000000 0.353910782636 Long EC CORP DK N 2 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 N/A 1053.00000000 NS 118728.88000000 0.042992416731 Long EC CORP NL Y 2 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 890692.00000000 NS 1786811.70000000 0.647014889943 Long EC CORP GB N 2 N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A 6163.00000000 NS 963825.56000000 0.349006830785 Long EC CORP DE Y 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 38213.00000000 NS 2017347.88000000 0.730493379104 Long EC CORP FR N 2 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A 10337.00000000 NS 2688587.56000000 0.973553164128 Long EC CORP CH N 2 N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 1314.00000000 NS 1483728.87000000 0.537266837646 Long EC CORP CA N 1 N N N Sumitomo Mitsui Trust Holdings, Inc. 353800P843RLCDBLNT17 N/A 38500.00000000 NS 1187906.98000000 0.430148013877 Long EC CORP JP N 2 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 31746.00000000 NS 1460074.64000000 0.528701503638 Long EC CORP FR N 2 N N N Dexus N/A N/A 104929.00000000 NS 761042.73000000 0.275577990782 Long EC CORP AU N 2 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 28361.00000000 NS 3174101.57000000 1.149360605811 Long EC CORP DK N 2 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 15376.00000000 NS 761662.03000000 0.275802242908 Long EC CORP DE N 2 N N N Kerry Properties Ltd. 5299006T5ULIIRZ7LK49 N/A 39000.00000000 NS 98641.71000000 0.035718735857 Long EC CORP BM N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 9194.00000000 NS 760235.41000000 0.275285655523 Long EC CORP FR N 2 N N N Shimano, Inc. 529900L32YT3P9DECR10 N/A 1100.00000000 NS 257486.75000000 0.093237447019 Long EC CORP JP N 2 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 41000.00000000 NS 524348.19000000 0.189869523713 Long EC CORP HK N 2 N N N Mitsubishi Estate Co. Ltd. 353800KOFMRGOXSJ5Z65 N/A 17800.00000000 NS 286096.57000000 0.103597228936 Long EC CORP JP N 2 N N N Ageas SA/NV 5493005DJBML6LY3RV36 N/A 12609.00000000 NS 669627.50000000 0.242476005286 Long EC CORP BE N 2 N N N Orion OYJ 74370029VAHCXDR7B745 N/A 37639.00000000 NS 1728945.92000000 0.626061355064 Long EC CORP FI N 2 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 N/A 2784.00000000 NS 358459.04000000 0.129800099425 Long EC CORP FR N 2 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 95200.00000000 NS 2896464.32000000 1.048826545757 Long EC CORP JP N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 118327.00000000 NS 1666025.04000000 0.603277339127 Long EC CORP CH N 2 N N N Topicus.com, Inc. N/A 89072T102 2337.00000000 NS 8835.22000000 0.003199284455 Long EC CORP CA N 2 N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 22857.00000000 NS 1136024.29000000 0.411360990622 Long EC CORP FR N 2 N N N Ocado Group plc 213800LO8F61YB8MBC74 N/A 24800.00000000 NS 775498.63000000 0.280812556096 Long EC CORP GB N 2 N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 N/A 350500.00000000 NS 1793473.16000000 0.649427043282 Long EC CORP KY N 2 N N N Mapfre SA 95980020140005693107 N/A 391373.00000000 NS 764856.59000000 0.276959011630 Long EC CORP ES N 2 N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 27458.00000000 NS 801676.41000000 0.290291682210 Long EC CORP ES N 2 N N N Bayer AG 549300J4U55H3WP1XT59 N/A 51651.00000000 NS 3042822.30000000 1.101823619999 Long EC CORP DE N 2 N N N iA Financial Corp., Inc. 549300ZXLJVHQAIXV215 45075E104 7392.00000000 NS 320441.95000000 0.116033890427 Long EC CORP CA N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 18282.00000000 NS 438445.09000000 0.158763512491 Long EC CORP FR N 2 N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 6120.00000000 NS 884507.85000000 0.320285427514 Long EC CORP FR N 2 N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 9200.00000000 NS 3436778.18000000 1.244477331267 Long EC CORP JP N 2 N N N New World Development Co. Ltd. 2549008GWMWXTIRL4S48 N/A 33750.00000000 NS 157018.85000000 0.056857437161 Long EC CORP HK N 2 N N N HOCHTIEF AG 529900Y25S8NZIYTT924 N/A 2837.00000000 NS 276073.06000000 0.099967657774 Long EC CORP DE N 2 N N N Great-West Lifeco, Inc. 549300X81X4VZEESFU46 39138C106 3723.00000000 NS 88768.21000000 0.032143484186 Long EC CORP CA N 1 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 46204.00000000 NS 549617.71000000 0.199019763608 Long EC CORP SE N 2 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 877700.00000000 NS 3072624.33000000 1.112615108079 Long EC CORP JP N 2 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064149107 2990.00000000 NS 161608.92000000 0.058519528156 Long EC CORP CA N 1 N N N Japan Post Insurance Co. Ltd. 54930042SK2Z708BA841 N/A 165200.00000000 NS 3387280.54000000 1.226553948463 Long EC CORP JP N 2 N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 14676.00000000 NS 307822.99000000 0.111464491751 Long EC CORP GB N 2 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 N/A 174300.00000000 NS 2562874.83000000 0.928031854767 Long EC CORP SG N 2 N N N Aristocrat Leisure Ltd. 529900TE2HO3OZKYKC27 N/A 4783.00000000 NS 114844.51000000 0.041585863803 Long EC CORP AU N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 11852.00000000 NS 999919.46000000 0.362076641519 Long EC CORP NL N 2 N N N GEA Group AG 549300PHUU0ZZWO8EO07 N/A 14027.00000000 NS 501706.43000000 0.181670810970 Long EC CORP DE N 2 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 N/A 5155.00000000 NS 286663.45000000 0.103802499475 Long EC CORP IT N 2 N N N Boliden AB 21380059QU7IM1ONDJ56 N/A 14416.00000000 NS 511441.75000000 0.185196026860 Long EC CORP SE N 2 N N N Alfa Laval AB 549300UCKT2UK88AG251 N/A 21902.00000000 NS 604856.21000000 0.219021945146 Long EC CORP SE N 2 N N N IGM Financial, Inc. 254900RYHLVJNTUFDA95 449586106 7878.00000000 NS 213582.98000000 0.077339637018 Long EC CORP CA N 1 N N N Kirkland Lake Gold Ltd. N/A 49741E100 4362.00000000 NS 180250.77000000 0.065269850266 Long EC CORP CA N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 43525.00000000 NS 625467.13000000 0.226485278935 Long EC CORP ES N 2 N N N Randstad NV 7245009EAAUUQJ0U4T57 N/A 22031.00000000 NS 1426126.23000000 0.516408587289 Long EC CORP NL N 2 N N N Kyocera Corp. N/A N/A 23700.00000000 NS 1454668.48000000 0.526743901716 Long EC CORP JP N 2 N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 N/A 2590.00000000 NS 353363.73000000 0.127955058093 Long EC CORP DE N 2 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 20980.00000000 NS 135582.64000000 0.049095261071 Long EC CORP DE N 2 N N N 3i Group plc 35GDVHRBMFE7NWATNM84 N/A 23824.00000000 NS 376822.49000000 0.136449611280 Long EC CORP GB N 2 N N N Teijin Ltd. 3538000RF6UCIMPKCO54 N/A 31600.00000000 NS 594652.18000000 0.215327006643 Long EC CORP JP N 2 N N N Mitsubishi Gas Chemical Co., Inc. 529900G5O4J27ZPLJJ89 N/A 38500.00000000 NS 885323.23000000 0.320580681345 Long EC CORP JP N 2 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 17196.00000000 NS 378307.42000000 0.136987313053 Long EC CORP ES N 2 N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 2274.00000000 NS 192320.67000000 0.069640431128 Long EC CORP FR N 2 N N N BioMerieux 549300AK8Y0LBIQ4T071 N/A 1336.00000000 NS 188035.05000000 0.068088583246 Long EC CORP FR N 2 N N N Fresenius Medical Care AG & Co. KGaA 549300CP8NY40UP89Q40 N/A 12373.00000000 NS 1031752.19000000 0.373603457858 Long EC CORP DE N 2 N N N Yamana Gold, Inc. 54930002VY22NXG01418 98462Y100 121655.00000000 NS 694816.44000000 0.251597066695 Long EC CORP CA N 1 N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 2276.00000000 NS 88461.56000000 0.032032444441 Long EC CORP AU N 2 N N N AGL Energy Ltd. 549300QAZ8A74DEDXO80 N/A 46980.00000000 NS 433643.00000000 0.157024647823 Long EC CORP AU N 2 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 27100.00000000 NS 552492.16000000 0.200060618641 Long EC CORP JP N 2 N N N Kajima Corp. N/A N/A 5900.00000000 NS 79148.55000000 0.028660149453 Long EC CORP JP N 2 N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 712800.00000000 NS 459072.65000000 0.166232871721 Long EC CORP SG N 2 N N N ABB Ltd. 5493000LKVGOO9PELI61 N/A 4586.00000000 NS 128633.68000000 0.046579002313 Long EC CORP CH N 2 N N N London Stock Exchange Group plc 213800QAUUUP6I445N30 N/A 5501.00000000 NS 679024.38000000 0.245878670088 Long EC CORP GB N 2 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 141647.00000000 NS 944611.81000000 0.342049420365 Long EC CORP GB N 2 N N N Fukuoka Financial Group, Inc. N/A N/A 38400.00000000 NS 684477.90000000 0.247853421341 Long EC CORP JP N 2 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 111120.00000000 NS 3134843.57000000 1.135145056098 Long EC CORP NL N 2 N N N Deutsche Wohnen SE 529900QE24Q67I3FWZ10 N/A 5340.00000000 NS 284914.53000000 0.103169205390 Long EC CORP DE N 2 N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 82749.00000000 NS 319603.41000000 0.115730250225 Long EC CORP FI N 2 N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 N/A 4100.00000000 NS 83524.39000000 0.030244666521 Long EC CORP JP N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 8219.00000000 NS 3979452.62000000 1.440982896499 Long EC CORP NL N 2 N N N Sage Group plc (The) 2138005RN5XYLTF8G138 N/A 15256.00000000 NS 121136.05000000 0.043864066962 Long EC CORP GB N 2 N N N Quebecor, Inc. N/A 748193208 12723.00000000 NS 327445.58000000 0.118569945510 Long EC CORP CA N 1 N N N SUMCO Corp. 353800SUSRUOM0V6KU92 N/A 40100.00000000 NS 880528.78000000 0.318844583166 Long EC CORP JP N 2 N N N ITOCHU Corp. J48DJYXDTLHM30UMYI18 N/A 91900.00000000 NS 2643054.83000000 0.957065498254 Long EC CORP JP N 2 N N N M3, Inc. N/A N/A 6700.00000000 NS 632931.09000000 0.229188022183 Long EC CORP JP N 2 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 36560.00000000 NS 656293.50000000 0.237647686475 Long EC CORP CA N 1 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 43604.00000000 NS 1424741.77000000 0.515907266285 Long EC CORP AU N 2 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 79300.00000000 NS 2458153.60000000 0.890111689423 Long EC CORP JP N 2 N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 N/A 19000.00000000 NS 1042182.84000000 0.377380456778 Long EC CORP HK N 2 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 61583.00000000 NS 2278309.73000000 0.824989180008 Long EC CORP NL N 2 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 N/A 200.00000000 NS 128388.28000000 0.046490141548 Long EC CORP JP N 2 N N N Atos SE 5493001EZOOA66PTBR68 N/A 27378.00000000 NS 2500040.61000000 0.905279218920 Long EC CORP FR N 2 N N N SAP SE 529900D6BF99LW9R2E68 N/A 3792.00000000 NS 491135.25000000 0.177842925321 Long EC CORP DE N 2 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 N/A 112500.00000000 NS 785456.41000000 0.284418326044 Long EC CORP KY N 2 N N N Chubu Electric Power Co., Inc. 529900A76GOP0PGNHT63 N/A 32800.00000000 NS 395829.70000000 0.143332232367 Long EC CORP JP N 2 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 8330.00000000 NS 606285.23000000 0.219539401584 Long EC CORP SE N 2 N N N Rohm Co. Ltd. 5493009V2FGDEP7JFE59 N/A 4400.00000000 NS 426539.39000000 0.154452389402 Long EC CORP JP N 2 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 377500.00000000 NS 1671426.49000000 0.605233235531 Long EC CORP JP N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 59803.00000000 NS 1047054.60000000 0.379144549357 Long EC CORP IT N 2 N N N Bandai Namco Holdings, Inc. N/A N/A 3100.00000000 NS 268462.38000000 0.097211786362 Long EC CORP JP N 2 N N N Swatch Group AG (The) 529900NTES2LEON1JZ55 N/A 2884.00000000 NS 783995.73000000 0.283889405336 Long EC CORP CH N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 5587.00000000 NS 459065.39000000 0.166230242832 Long EC CORP CA N 1 N N N Power Corp. of Canada 549300BE2CB8T87IJV50 739239101 5259.00000000 NS 120764.06000000 0.043729367224 Long EC CORP CA N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 664800.00000000 NS 3514845.22000000 1.272745859670 Long EC CORP JP N 2 N N N Securitas AB 635400TTYKE8EIWDS617 N/A 8031.00000000 NS 129569.01000000 0.046917690736 Long EC CORP SE N 2 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 7526.00000000 NS 549654.53000000 0.199033096344 Long EC CORP DE N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 6074.00000000 NS 272646.60000000 0.098726916715 Long EC CORP SE N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 35121.00000000 NS 2450011.90000000 0.887163532586 Long EC CORP DK N 2 N N N LafargeHolcim Ltd. 529900EHPFPYHV6IQO98 N/A 7867.00000000 NS 431802.37000000 0.156358145014 Long EC CORP CH N 2 N N N KION Group AG 5299005KY91C4C6U9H17 N/A 2975.00000000 NS 257998.19000000 0.093422642412 Long EC CORP DE N 2 N N N Direct Line Insurance Group plc 213800FF2R23ALJQOP04 N/A 206809.00000000 NS 904521.92000000 0.327532638453 Long EC CORP GB N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 17412.00000000 NS 6064574.64000000 2.196017685161 Long EC CORP CH N 2 N N N Evraz plc 5493005B7DAN39RXLK23 N/A 148781.00000000 NS 950847.62000000 0.344307443368 Long EC CORP GB N 2 N N N GPT Group (The) N/A N/A 196673.00000000 NS 684093.87000000 0.247714361848 Long EC CORP AU N 2 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 46100.00000000 NS 1366877.05000000 0.494954115238 Long EC CORP JP N 2 N N N Vivendi SA 969500FU4DRAEVJW7U54 N/A 5310.00000000 NS 171271.21000000 0.062018299459 Long EC CORP FR N 2 N N N Keyera Corp. N/A 493271100 4612.00000000 NS 81957.29000000 0.029677210513 Long EC CORP CA N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 63263.00000000 NS 799766.57000000 0.289600118058 Long EC CORP FR N 2 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 N/A 267612.00000000 NS 804021.30000000 0.291140780492 Long EC CORP AU N 2 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 13089763.71100000 NS USD 13084527.81000000 4.737983482506 Long STIV RF US N 1 N N N JD Sports Fashion plc 213800HROV6Y9MUU8375 N/A 65096.00000000 NS 764763.81000000 0.276925415453 Long EC CORP GB N 2 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 44177.00000000 NS 570363.89000000 0.206532075828 Long EC CORP CH N 2 N N N N/A N/A N/A 127.00000000 NC USD 133685.34000000 0.048408237727 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE E-Mini Index MSDUEAFE Index 2021-03-19 13530580.00000000 USD 133685.34000000 N N N Etablissements Franz Colruyt NV 5493000O0NZ1BCXO8K39 N/A 16090.00000000 NS 952743.22000000 0.344993851133 Long EC CORP BE N 2 N N N ASM Pacific Technology Ltd. 529900PYFA1HFYKPT360 N/A 13100.00000000 NS 173007.45000000 0.062647002043 Long EC CORP KY N 2 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 16328.00000000 NS 1295439.33000000 0.469086102093 Long EC CORP CA N 1 N N N Arkema SA 9695000EHMS84KKP2785 N/A 9235.00000000 NS 1056686.31000000 0.382632247465 Long EC CORP FR N 2 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 N/A 1600.00000000 NS 123472.20000000 0.044710000440 Long EC CORP JP N 2 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 131582.00000000 NS 2253265.64000000 0.815920569625 Long EC CORP FR N 2 N N N Proximus SADP 549300CWRXC5EP004533 N/A 15530.00000000 NS 306769.03000000 0.111082846717 Long EC CORP BE N 2 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 3102.00000000 NS 1257842.12000000 0.455471934081 Long EC CORP DK N 2 N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 4030500.00000000 NS 3379784.64000000 1.223839639555 Long EC CORP KY Y 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 42110.00000000 NS 1608122.81000000 0.582310605492 Long EC CORP DE N 2 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 116100.00000000 NS 904319.28000000 0.327459261332 Long EC CORP JP N 2 N N N Geberit AG 52990093Z5OHD6T7BS47 N/A 1253.00000000 NS 784341.82000000 0.284014726535 Long EC CORP CH N 2 N N N Swire Pacific Ltd. 549300KZOZHII0DGF611 N/A 81500.00000000 NS 448935.25000000 0.162562060328 Long EC CORP HK N 2 N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 N/A 13800.00000000 NS 288966.06000000 0.104636287924 Long EC CORP JP N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 063671101 3073.00000000 NS 233643.60000000 0.084603703982 Long EC CORP CA N 1 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A 15901.00000000 NS 100970.43000000 0.036561978888 Long EC CORP GB N 2 N N N Endesa SA 549300LHK07F2CHV4X31 N/A 13089.00000000 NS 359017.15000000 0.130002194296 Long EC CORP ES N 2 N N N Acom Co. Ltd. N/A N/A 10000.00000000 NS 42697.57000000 0.015461037978 Long EC CORP JP N 2 N N N Persimmon plc 213800XI72Y57UWN6F31 N/A 43482.00000000 NS 1641132.10000000 0.594263461037 Long EC CORP GB N 2 N N N Obayashi Corp. 529900YT4O5S0LCXWD54 N/A 105800.00000000 NS 913537.65000000 0.330797286627 Long EC CORP JP N 2 N N N Nippon Express Co. Ltd. 529900NTHOQWZAW95H82 N/A 22000.00000000 NS 1479868.11000000 0.535868834036 Long EC CORP JP N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 3743.00000000 NS 192376.75000000 0.069660738022 Long EC CORP SE N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 7118.00000000 NS 1025322.83000000 0.371275349276 Long EC CORP DE N 2 N N N REA Group Ltd. N/A N/A 2439.00000000 NS 279381.17000000 0.101165543610 Long EC CORP AU N 2 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 N/A 2159.00000000 NS 403482.33000000 0.146103294118 Long EC CORP DE N 2 N N N Nexon Co. Ltd. 5299005SFO0GAJFLKN43 N/A 57700.00000000 NS 1780328.11000000 0.644667144363 Long EC CORP JP N 2 N N N CCL Industries, Inc. 549300TD3EMSRRC0YH75 124900309 7415.00000000 NS 336642.98000000 0.121900377446 Long EC CORP CA N 1 N N N Afterpay Ltd. 529900P6ROPAX0QTB720 N/A 12504.00000000 NS 1136685.00000000 0.411600237549 Long EC CORP AU N 2 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 19982.00000000 NS 1504106.64000000 0.544645746467 Long EC CORP GB N 2 N N N Tabcorp Holdings Ltd. 213800OCCFUN67NEY278 N/A 25699.00000000 NS 77372.99000000 0.028017208869 Long EC CORP AU N 2 N N N Teck Resources Ltd. T8KI5SQ2JRWHL7XY0E11 878742204 102944.00000000 NS 1868180.06000000 0.676478845485 Long EC CORP CA N 1 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 144400.00000000 NS 3705160.05000000 1.341659964490 Long EC CORP JP N 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 9490.00000000 NS 438834.89000000 0.158904661334 Long EC CORP DE N 2 N N N Skanska AB 549300UINV5RINHGMG07 N/A 8749.00000000 NS 222959.82000000 0.080735045219 Long EC CORP SE N 2 N N N TOTAL SE 529900S21EQ1BO4ESM68 N/A 6432.00000000 NS 277619.49000000 0.100527629054 Long EC CORP FR N 2 N N N Kone OYJ 2138001CNF45JP5XZK38 N/A 20529.00000000 NS 1672705.85000000 0.605696499214 Long EC CORP FI N 2 N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 1319.00000000 NS 849656.01000000 0.307665373917 Long EC CORP CH N 2 N N N BT Group plc 213800LRO7NS5CYQMN21 N/A 1910099.00000000 NS 3442875.85000000 1.246685332974 Long EC CORP GB N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 12107.00000000 NS 1068522.64000000 0.386918251274 Long EC CORP DE N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 14750.00000000 NS 1743616.88000000 0.631373794853 Long EC CORP CH N 2 N N N Admiral Group plc 213800FGVM7Z9EJB2685 N/A 12583.00000000 NS 497555.14000000 0.180167604760 Long EC CORP GB N 2 N N N SGS SA 2138007JNS19JHNA2336 N/A 64.00000000 NS 192919.79000000 0.069857375958 Long EC CORP CH N 2 N N N DSV Panalpina A/S 529900X41C0BSLK67H70 N/A 3360.00000000 NS 564687.62000000 0.204476665508 Long EC CORP DK N 2 N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 25576.00000000 NS 3362111.78000000 1.217440194349 Long EC CORP CA N 1 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 N/A 5438.00000000 NS 176099.01000000 0.063766473867 Long EC CORP CH N 2 N N N Yamaha Corp. 529900S5TENP3IJS7S02 N/A 2100.00000000 NS 123741.10000000 0.044807370691 Long EC CORP JP N 2 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 64849.00000000 NS 1099106.92000000 0.397992996620 Long EC CORP GB N 2 N N N Berkeley Group Holdings plc 2138009OQSSLVVHQAL78 N/A 2305.00000000 NS 149104.87000000 0.053991739058 Long EC CORP GB N 2 N N N BOC Hong Kong Holdings Ltd. N/A N/A 182500.00000000 NS 553198.89000000 0.200316529676 Long EC CORP HK N 2 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 99500.00000000 NS 920041.01000000 0.333152191038 Long EC CORP HK N 2 N N N South32 Ltd. 213800LAZNPXSBKVHR17 N/A 568812.00000000 NS 1087094.48000000 0.393643222358 Long EC CORP AU N 2 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 87593.00000000 NS 1386100.91000000 0.501915186549 Long EC CORP FR N 2 N N N Crown Resorts Ltd. 549300D88XW2GD6R0Y98 N/A 54646.00000000 NS 406701.30000000 0.147268901843 Long EC CORP AU N 2 N N N Yangzijiang Shipbuilding Holdings Ltd. 254900Z3JEM14YIGLM66 N/A 1363500.00000000 NS 985678.65000000 0.356919961543 Long EC CORP SG N 2 N N N Parkland Corp. 549300Q72GWZCL8MQC95 70137W108 15395.00000000 NS 488494.03000000 0.176886524225 Long EC CORP CA N 1 N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 23400.00000000 NS 3382129.63000000 1.224688774048 Long EC CORP JP N 2 N N N Fiat Chrysler Automobiles NV 549300LKT9PW7ZIBDF31 N/A 16766.00000000 NS 302895.70000000 0.109680291437 Long EC CORP NL N 2 N N N Husqvarna AB 549300GYQIIJ3UXB7655 N/A 20374.00000000 NS 264412.59000000 0.095745333891 Long EC CORP SE N 2 N N N BHP Group plc 549300C116EOWV835768 N/A 23383.00000000 NS 617413.51000000 0.223569016378 Long EC CORP GB N 2 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 264630.00000000 NS 680172.43000000 0.246294385658 Long EC CORP ES N 2 N N N GN Store Nord A/S 5493008U3H3W0NKPFL10 N/A 1003.00000000 NS 79953.31000000 0.028951557721 Long EC CORP DK N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 37735.00000000 NS 3553050.37000000 1.286580166286 Long EC CORP CH N 2 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 46300.00000000 NS 1877133.86000000 0.679721068446 Long EC CORP JP N 2 N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 N/A 36236.00000000 NS 843100.50000000 0.305291585687 Long EC CORP SE N 2 N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 5207.00000000 NS 562245.07000000 0.203592203972 Long EC CORP NL N 2 N N N DiaSorin SpA 8156002878BDF0EE4348 N/A 15713.00000000 NS 3280728.67000000 1.187970897747 Long EC CORP IT N 2 N N N BlueScope Steel Ltd. 529900H6UQI16XACWC95 N/A 142429.00000000 NS 1923473.27000000 0.696500837832 Long EC CORP AU N 2 N N N Tokyo Electric Power Co. Holdings, Inc. 5299004EMJ3R4RVR5Y75 N/A 130700.00000000 NS 345230.31000000 0.125009899492 Long EC CORP JP N 2 N N N Constellation Software, Inc. 549300B6PYHMCTDWQV29 21037X100 1257.00000000 NS 1632273.11000000 0.591055569327 Long EC CORP CA N 1 N N N Essity AB 549300G8E6YUVJ1DA153 N/A 68141.00000000 NS 2195446.95000000 0.794984086309 Long EC CORP SE N 2 N N N Lundin Mining Corp. 549300FQDIM6C8HTN269 550372106 54576.00000000 NS 484491.16000000 0.175437061759 Long EC CORP CA N 1 N N N Peugeot SA 969500TZ5950IT5FPQ42 N/A 125234.00000000 NS 3429614.19000000 1.241883208897 Long EC CORP FR N 2 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 N/A 3559.00000000 NS 130435.57000000 0.047231477143 Long EC CORP DE N 2 N N N Capgemini SE 96950077L0TN7BAROX36 N/A 810.00000000 NS 125997.43000000 0.045624400883 Long EC CORP FR N 2 N N N Nomura Real Estate Holdings, Inc. N/A N/A 8000.00000000 NS 177389.00000000 0.064233586735 Long EC CORP JP N 2 N N N Kinross Gold Corp. 549300UEBMAQDN0K0R06 496902404 312566.00000000 NS 2293476.66000000 0.830481213413 Long EC CORP CA N 1 N N N L'Oreal SA 529900JI1GG6F7RKVI53 N/A 3782.00000000 NS 1443030.36000000 0.522529670899 Long EC CORP FR N 2 N N N Bollore SA 969500LEKCHH6VV86P94 N/A 31253.00000000 NS 129392.10000000 0.046853630598 Long EC CORP FR N 2 N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 40462.00000000 NS 329350.06000000 0.119259568774 Long EC CORP GB Y 2 N N N Kingfisher plc 213800KBMEV7I92FY281 N/A 786352.00000000 NS 2905682.53000000 1.052164513114 Long EC CORP GB N 2 N N N Pan American Silver Corp. 549300MKTF5851TYIB83 697900108 44793.00000000 NS 1544828.89000000 0.559391509606 Long EC CORP CA N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 163645.00000000 NS 1648579.25000000 0.596960117287 Long EC CORP ES N 2 N N N Shinsei Bank Ltd. 549300PZYOQ2NW83V760 N/A 42100.00000000 NS 520097.16000000 0.188330201071 Long EC CORP JP N 2 N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 N/A 65800.00000000 NS 994478.26000000 0.360106351410 Long EC CORP JP N 2 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069101 9303.00000000 NS 794581.00000000 0.287722393056 Long EC CORP CA N 1 N N N Murata Manufacturing Co. Ltd. 529900QZG6DL8ZRI7140 N/A 3400.00000000 NS 307800.46000000 0.111456333508 Long EC CORP JP N 2 N N N Canadian Pacific Railway Ltd. N/A 13645T100 6206.00000000 NS 2152671.21000000 0.779494742519 Long EC CORP CA N 1 N N N CapitaLand Integrated Commercial Trust 54930031292WUTXF0L29 N/A 105120.00000000 NS 171916.22000000 0.062251861325 Long EC CORP SG N 2 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 35457.00000000 NS 80202.36000000 0.029041740172 Long EC CORP GB N 2 N N N PCCW Ltd. 254900SI7GPUPA1TJX39 N/A 269000.00000000 NS 161991.34000000 0.058658004658 Long EC CORP HK N 2 N N N EMS-Chemie Holding AG 529900G1XFTGSE0DIX60 N/A 176.00000000 NS 169305.47000000 0.061306493593 Long EC CORP CH N 2 N N N 2021-02-01 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX