NPORT-P false 0001444822 XXXXXXXX S000040065 C000124385 C000144292 C000124386 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza Greenwich 06830 203-742-3600 AQR International Multi-Style Fund S000040065 549300N6NJDW0Q39XB03 2022-09-30 2021-12-31 N 510624679.44 909028.66 509715650.78 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 1024914.41000000 UST SKF AB 549300B6HWYEE57O8J84 N/A 21454.00000000 NS 507381.26000000 0.099542020972 Long EC CORP SE N 2 N N N Orange SA 969500MCOONR8990S771 N/A 31790.00000000 NS 339586.63000000 0.066622759077 Long EC CORP FR N 2 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 18499.00000000 NS 1410366.86000000 0.276696793171 Long EC CORP CA N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 N/A 434720.00000000 NS 5521490.23000000 1.083249105957 Long EC CORP JP N 2 N N N Mitsui & Co. Ltd. 2NRSB4GOU9DD6CNW5R48 N/A 95900.00000000 NS 2272626.31000000 0.445861590971 Long EC CORP JP N 2 N N N Idemitsu Kosan Co. Ltd. 549300P0R46FF6DUA630 N/A 58200.00000000 NS 1485249.87000000 0.291387927313 Long EC CORP JP N 2 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 9018.00000000 NS 291330.97000000 0.057155586561 Long EC CORP DE N 2 N N N Scentre Group N/A N/A 354218.00000000 NS 814835.42000000 0.159860780957 Long EC CORP AU N 2 N N N Open Text Corp. 549300HP7ONDQODZJV16 683715106 51627.00000000 NS 2450440.79000000 0.480746625348 Long EC CORP CA N 1 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385101 23966.00000000 NS 1012674.57000000 0.198674411596 Long EC CORP CA N 1 N N N T&D Holdings, Inc. 3538008ARJ1MACEWA242 N/A 105900.00000000 NS 1352953.63000000 0.265433017002 Long EC CORP JP N 2 N N N Unibail-Rodamco-Westfield N/A N/A 4856.00000000 NS 339819.41000000 0.066668427677 Long EC CORP NL N 2 N N N CNH Industrial NV 549300WGC2HZ5J67V817 N/A 12424.00000000 NS 240208.18000000 0.047125918074 Long EC CORP NL N 2 N N N Rio Tinto Ltd. 529900X2VMAQT2PE0V24 N/A 8995.00000000 NS 656385.34000000 0.128774805912 Long EC CORP AU N 2 N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 1179259.00000000 NS 6573396.64000000 1.289620326537 Long EC CORP GB N 2 N N N Toromont Industries Ltd. 5493008W5EPRSLQ0B737 891102105 1695.00000000 NS 153239.42000000 0.030063707042 Long EC CORP CA N 1 N N N Umicore SA 529900F3AIQECS8ZSV61 N/A 12996.00000000 NS 530164.63000000 0.104011840560 Long EC CORP BE N 2 N N N Daiwa House Industry Co. Ltd. N/A N/A 19500.00000000 NS 560412.07000000 0.109946019735 Long EC CORP JP N 2 N N N Onex Corp. 894500LB8PNE5C7CEN88 68272K103 26091.00000000 NS 2047760.37000000 0.401745633446 Long EC CORP CA N 1 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901102 5762.00000000 NS 2834378.34000000 0.556070494532 Long EC CORP CA N 1 N N N Anglo American plc 549300S9XF92D1X8ME43 N/A 59603.00000000 NS 2451605.23000000 0.480975074288 Long EC CORP GB N 2 N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 30429.00000000 NS 2462080.04000000 0.483030104379 Long EC CORP CA N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 N/A 109319.00000000 NS 1519863.05000000 0.298178611481 Long EC CORP NL N 2 N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 17590.00000000 NS 951272.42000000 0.186628057926 Long EC CORP NL N 2 N N N Zalando SE 529900YRFFGH5AXU4S86 N/A 33881.00000000 NS 2729334.78000000 0.535462227974 Long EC CORP DE Y 2 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 1416700.00000000 NS 5292523.81000000 1.038328684218 Long EC CORP JP N 2 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 891160509 12139.00000000 NS 930661.46000000 0.182584438711 Long EC CORP CA N 1 N N N CSL Ltd. 529900ECSECK5ZDQTE14 N/A 4834.00000000 NS 1022392.79000000 0.200581007947 Long EC CORP AU N 2 N N N Link REIT 529900XUE70U36QX5M62 N/A 39000.00000000 NS 343561.56000000 0.067402591910 Long EC CORP HK N 2 N N N Iida Group Holdings Co. Ltd. 35380051BV8PV1I4S949 N/A 15900.00000000 NS 369793.68000000 0.072549014226 Long EC CORP JP N 2 N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 42767.00000000 NS 1057848.42000000 0.207536970540 Long EC CORP FR N 2 N N N Goodman Group N/A N/A 72718.00000000 NS 1401772.11000000 0.275010607944 Long EC CORP AU N 2 N N N Demant A/S 213800RM6L9LN78BVA56 N/A 5064.00000000 NS 259307.95000000 0.050873060225 Long EC CORP DK N 2 N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903709 47290.00000000 NS 5655210.32000000 1.109483358289 Long EC CORP CA N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 N/A 71480.00000000 NS 2688804.96000000 0.527510771130 Long EC CORP IT N 2 N N N Swedish Match AB 529900YVXCGNWAUYZG78 N/A 12100.00000000 NS 96058.06000000 0.018845420942 Long EC CORP SE N 2 N N N Halma plc 2138007FRGLUR9KGBT40 N/A 4177.00000000 NS 181110.09000000 0.035531592903 Long EC CORP GB N 2 N N N Sanofi 549300E9PC51EN656011 N/A 43343.00000000 NS 4349211.20000000 0.853262244026 Long EC CORP FR N 2 N N N Next plc 213800WQD8ECPZP9PH98 N/A 22533.00000000 NS 2492218.05000000 0.488942814721 Long EC CORP GB N 2 N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 329792.00000000 NS 4635807.78000000 0.909489000956 Long EC CORP AU N 2 N N N ICA Gruppen AB 549300ZEFN8VKPK9I111 N/A 61490.00000000 NS 3636512.69000000 0.713439480313 Long EC CORP SE N 2 N N N Sumitomo Corp. V82KK8NH1P0JS71FJC05 N/A 85800.00000000 NS 1269788.39000000 0.249117010250 Long EC CORP JP N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 N/A 41214.00000000 NS 3721783.23000000 0.730168521273 Long EC CORP DE N 2 N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 64615.00000000 NS 2399266.62000000 0.470706876731 Long EC CORP GB N 2 N N N Swedbank AB M312WZV08Y7LYUC71685 N/A 25393.00000000 NS 510293.72000000 0.100113410137 Long EC CORP SE N 2 N N N Sino Land Co. Ltd. 529900G5P51053HJVZ92 N/A 250000.00000000 NS 311289.80000000 0.061071265817 Long EC CORP HK N 2 N N N Entain plc 213800GNI3K45LQR8L28 N/A 125879.00000000 NS 2877176.16000000 0.564466905341 Long EC CORP IM N 2 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 128100.00000000 NS 2583773.60000000 0.506904898063 Long EC CORP JP N 2 N N N NGK Insulators Ltd. 353800701BNCL25VYY16 N/A 16700.00000000 NS 282647.73000000 0.055452040675 Long EC CORP JP N 2 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 N/A 5597.00000000 NS 934555.98000000 0.183348496082 Long EC CORP DE N 2 N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 5800.00000000 NS 448064.45000000 0.087904785602 Long EC CORP JP N 2 N N N Tosoh Corp. 529900YSLFVJF2MDBX02 N/A 151000.00000000 NS 2243334.85000000 0.440114963424 Long EC CORP JP N 2 N N N Daimler AG 529900R27DL06UVNT076 N/A 32697.00000000 NS 2498188.11000000 0.490114067750 Long EC CORP DE N 2 N N N Treasury Wine Estates Ltd. 529900LVOPJGAX6ILK66 N/A 143159.00000000 NS 1290770.60000000 0.253233464192 Long EC CORP AU N 2 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 5163.00000000 NS 1099084.09000000 0.215626906554 Long EC CORP FR N 2 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 32823.00000000 NS 1615409.97000000 0.316923752984 Long EC CORP FI N 2 N N N Coloplast A/S 529900NN7SOJ5QG82X67 N/A 5961.00000000 NS 1049584.39000000 0.205915668548 Long EC CORP DK N 2 N N N Groupe Bruxelles Lambert SA 549300KV0ZEHT2KVU152 N/A 1467.00000000 NS 163844.67000000 0.032144327871 Long EC CORP BE N 2 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 1804940.00000000 NS 4597658.44000000 0.902004565283 Long EC CORP GB N 2 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 486184.00000000 NS 315724.20000000 0.061941241065 Long EC CORP GB N 2 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 65235.00000000 NS 4510417.37000000 0.884888930347 Long EC CORP FR N 2 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A 15871.00000000 NS 6202341.02000000 1.216823735058 Long EC CORP CH N 2 N N N Yamaha Motor Co. Ltd. 3538004LR5NXILJDHY88 N/A 63500.00000000 NS 1525214.15000000 0.299228432100 Long EC CORP JP N 2 N N N Sumitomo Mitsui Trust Holdings, Inc. 353800P843RLCDBLNT17 N/A 117800.00000000 NS 3939037.97000000 0.772791254098 Long EC CORP JP N 2 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 84551.00000000 NS 5947877.18000000 1.166901030191 Long EC CORP FR N 2 N N N Dexus N/A N/A 138456.00000000 NS 1119537.20000000 0.219639557523 Long EC CORP AU N 2 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 44287.00000000 NS 5508900.42000000 1.080779138637 Long EC CORP DK N 2 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 27693.00000000 NS 1781235.91000000 0.349456781888 Long EC CORP DE N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 N/A 20650.00000000 NS 1889677.86000000 0.370731771156 Long EC CORP FR N 2 N N N Shimano, Inc. 529900L32YT3P9DECR10 N/A 2000.00000000 NS 532638.76000000 0.104497234719 Long EC CORP JP N 2 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 N/A 30500.00000000 NS 370094.60000000 0.072608051064 Long EC CORP HK N 2 N N N Mitsubishi Estate Co. Ltd. 353800KOFMRGOXSJ5Z65 N/A 26800.00000000 NS 371782.83000000 0.072939261219 Long EC CORP JP N 2 N N N Ageas SA/NV 5493005DJBML6LY3RV36 N/A 20631.00000000 NS 1068423.82000000 0.209611735163 Long EC CORP BE N 2 N N N Orion OYJ 74370029VAHCXDR7B745 N/A 13540.00000000 NS 562435.46000000 0.110342984198 Long EC CORP FI N 2 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 N/A 2784.00000000 NS 455975.48000000 0.089456833295 Long EC CORP FR N 2 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 210700.00000000 NS 6487936.98000000 1.272854182537 Long EC CORP JP N 2 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 166505.00000000 NS 2988647.88000000 0.586336298566 Long EC CORP CH N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 N/A 13741.00000000 NS 217665.00000000 0.042703220838 Long EC CORP SE N 2 N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 45751.00000000 NS 3082430.62000000 0.604735329449 Long EC CORP FR N 2 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 N/A 468.00000000 NS 386771.06000000 0.075879769320 Long EC CORP FR N 2 N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 N/A 459439.00000000 NS 2898125.90000000 0.568576989065 Long EC CORP KY N 2 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 N/A 9427.00000000 NS 722467.75000000 0.141739369567 Long EC CORP DE N 2 N N N Croda International plc 2138004WCNBFJEEOXV26 N/A 1051.00000000 NS 143957.00000000 0.028242609341 Long EC CORP GB N 2 N N N iA Financial Corp., Inc. 549300ZXLJVHQAIXV215 45075E104 12987.00000000 NS 743111.63000000 0.145789447285 Long EC CORP CA N 1 N N N Canadian Apartment Properties REIT 549300B1MYVTQEB2DI90 134921105 3482.00000000 NS 165050.57000000 0.032380910758 Long EC CORP CA N 1 N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 16746.00000000 NS 3292189.58000000 0.645887481571 Long EC CORP FR N 2 N N N M&G plc 254900TWUJUQ44TQJY84 N/A 196381.00000000 NS 531272.76000000 0.104229242164 Long EC CORP GB N 2 N N N Tokyo Electron Ltd. 549300H5LSF8DP3RIJ34 N/A 6700.00000000 NS 3856337.76000000 0.756566480565 Long EC CORP JP N 2 N N N Great-West Lifeco, Inc. 549300X81X4VZEESFU46 39138C106 6006.00000000 NS 180234.60000000 0.035359832432 Long EC CORP CA N 1 N N N Hermes International 969500Y4IJGHJE2MTJ13 N/A 1321.00000000 NS 2308282.78000000 0.452856955925 Long EC CORP FR N 2 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 67988.00000000 NS 748074.66000000 0.146763133298 Long EC CORP SE N 2 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 1613900.00000000 NS 6271900.68000000 1.230470492793 Long EC CORP JP N 2 N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 21500.00000000 NS 1164726.71000000 0.228505188769 Long EC CORP JP N 2 N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064149107 8454.00000000 NS 598486.66000000 0.117415790369 Long EC CORP CA N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 175525.00000000 NS 582932.15000000 0.114364185032 Long EC CORP ES N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 117323.00000000 NS 938124.92000000 0.184048678623 Long EC CORP IT N 2 N N N Sumitomo Chemical Co. Ltd. 353800RSAU9BD8U4DM91 N/A 65700.00000000 NS 309828.74000000 0.060784623647 Long EC CORP JP N 2 N N N Japan Post Insurance Co. Ltd. 54930042SK2Z708BA841 N/A 242000.00000000 NS 3887455.81000000 0.762671462814 Long EC CORP JP N 2 N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 24800.00000000 NS 543487.05000000 0.106625537035 Long EC CORP GB N 2 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 N/A 266000.00000000 NS 3614633.43000000 0.709147036091 Long EC CORP SG N 2 N N N Power Assets Holdings Ltd. 254900JOWYUW1ZX4DF47 N/A 40000.00000000 NS 249333.21000000 0.048916137775 Long EC CORP HK N 2 N N N Aristocrat Leisure Ltd. 529900TE2HO3OZKYKC27 N/A 4783.00000000 NS 151729.11000000 0.029767402622 Long EC CORP AU N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 35973.00000000 NS 4234058.16000000 0.830670620672 Long EC CORP NL N 2 N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 N/A 188309.00000000 NS 4560784.33000000 0.894770314197 Long EC CORP SE N 2 N N N GEA Group AG 549300PHUU0ZZWO8EO07 N/A 24259.00000000 NS 1325011.84000000 0.259951178264 Long EC CORP DE N 2 N N N Alfa Laval AB 549300UCKT2UK88AG251 N/A 35821.00000000 NS 1438912.84000000 0.282297166625 Long EC CORP SE N 2 N N N IGM Financial, Inc. 254900RYHLVJNTUFDA95 449586106 31421.00000000 NS 1133187.89000000 0.222317656573 Long EC CORP CA N 1 N N N Kirkland Lake Gold Ltd. 5493000QHU254ST8A805 49741E100 7689.00000000 NS 322221.34000000 0.063215900768 Long EC CORP CA N 1 N N N Randstad NV 7245009EAAUUQJ0U4T57 N/A 23093.00000000 NS 1575341.11000000 0.309062730875 Long EC CORP NL N 2 N N N Kyocera Corp. N/A N/A 2500.00000000 NS 156315.09000000 0.030667116020 Long EC CORP JP N 2 N N N 3i Group plc 35GDVHRBMFE7NWATNM84 N/A 30804.00000000 NS 603858.90000000 0.118469758398 Long EC CORP GB N 2 N N N ASM International NV 7245001I22ND6ZFHX623 N/A 4298.00000000 NS 1897213.19000000 0.372210111087 Long EC CORP NL N 2 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 24219.00000000 NS 562639.73000000 0.110383059484 Long EC CORP ES N 2 N N N Gildan Activewear, Inc. 549300SB3IBI34M00Z45 375916103 27604.00000000 NS 1170324.93000000 0.229603491320 Long EC CORP CA N 1 N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 16013.00000000 NS 690903.90000000 0.135546926790 Long EC CORP AU N 2 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 35000.00000000 NS 706718.25000000 0.138649509568 Long EC CORP JP N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 116673.00000000 NS 4009903.14000000 0.786694136988 Long EC CORP FR N 2 N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 2356000.00000000 NS 1355193.51000000 0.265872454166 Long EC CORP SG N 2 N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 402703.00000000 NS 1233203.69000000 0.241939537880 Long EC CORP GB N 2 N N N London Stock Exchange Group plc 213800QAUUUP6I445N30 N/A 9002.00000000 NS 846819.82000000 0.166135730520 Long EC CORP GB N 2 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 28548.00000000 NS 212888.13000000 0.041766057148 Long EC CORP GB N 2 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 44280.00000000 NS 1111131.57000000 0.217990475336 Long EC CORP SE N 2 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 153526.00000000 NS 5268453.80000000 1.033606441540 Long EC CORP NL N 2 N N N Nokia OYJ 549300A0JPRWG1KI7U06 N/A 124892.00000000 NS 791027.25000000 0.155189908096 Long EC CORP FI N 2 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481101 18224.00000000 NS 1493130.45000000 0.292934001087 Long EC CORP CA N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 13470.00000000 NS 10789750.59000000 2.116817596926 Long EC CORP NL N 2 N N N West Fraser Timber Co. Ltd. 5493005WD1ZK6WBVR988 952845105 40577.00000000 NS 3871166.73000000 0.759475743794 Long EC CORP CA N 1 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 N/A 1401.00000000 NS 451202.35000000 0.088520403348 Long EC CORP CH N 2 N N N Canon, Inc. 529900JH1GSC035SSP77 N/A 6200.00000000 NS 151240.73000000 0.029671588417 Long EC CORP JP N 2 N N N ITOCHU Corp. J48DJYXDTLHM30UMYI18 N/A 151300.00000000 NS 4628857.80000000 0.908125499563 Long EC CORP JP N 2 N N N M3, Inc. N/A N/A 12400.00000000 NS 625225.11000000 0.122661548462 Long EC CORP JP N 2 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 17528.00000000 NS 419441.53000000 0.082289317457 Long EC CORP CA N 1 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 N/A 75493.00000000 NS 2279264.79000000 0.447163979860 Long EC CORP AU N 2 N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 96100.00000000 NS 3281556.05000000 0.643801312551 Long EC CORP JP N 2 N N N Hong Kong Exchanges & Clearing Ltd. 213800YTVSXYQN17BW16 N/A 32300.00000000 NS 1889032.63000000 0.370605184892 Long EC CORP HK N 2 N N N Mazda Motor Corp. 52990044YZJLICDQKK92 N/A 32400.00000000 NS 248601.78000000 0.048772640121 Long EC CORP JP N 2 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 N/A 85315.00000000 NS 4195360.19000000 0.823078550478 Long EC CORP NL N 2 N N N Boliden AB 21380059QU7IM1ONDJ56 N/A 7128.00000000 NS 274853.92000000 0.053922990118 Long EC CORP SE N 2 N N N SAP SE 529900D6BF99LW9R2E68 N/A 6543.00000000 NS 920858.88000000 0.180661291955 Long EC CORP DE N 2 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 N/A 184500.00000000 NS 1187889.56000000 0.233049457708 Long EC CORP KY N 2 N N N Chubu Electric Power Co., Inc. 529900A76GOP0PGNHT63 N/A 315400.00000000 NS 3331417.96000000 0.653583611745 Long EC CORP JP N 2 N N N Rohm Co. Ltd. 5493009V2FGDEP7JFE59 N/A 2300.00000000 NS 209229.68000000 0.041048313835 Long EC CORP JP N 2 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 591300.00000000 NS 3218018.76000000 0.631336070429 Long EC CORP JP N 2 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 311302.00000000 NS 5876944.39000000 1.152984881081 Long EC CORP NL N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 40634.00000000 NS 858789.12000000 0.168483961339 Long EC CORP IT N 2 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 N/A 108013.00000000 NS 1514967.22000000 0.297218109289 Long EC CORP FI N 2 N N N Bandai Namco Holdings, Inc. N/A N/A 5500.00000000 NS 430036.42000000 0.084367905780 Long EC CORP JP N 2 N N N Mitsubishi Chemical Holdings Corp. 353800YNKX4RQUGAR072 N/A 89900.00000000 NS 666821.82000000 0.130822316124 Long EC CORP JP N 2 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 N/A 18662.00000000 NS 686055.52000000 0.134595733709 Long EC CORP DE N 1 N N N Swatch Group AG (The) 529900NTES2LEON1JZ55 N/A 12831.00000000 NS 3907501.44000000 0.766604171172 Long EC CORP CH N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 23203.00000000 NS 2462550.10000000 0.483122324423 Long EC CORP CA N 1 N N N Power Corp. of Canada 549300BE2CB8T87IJV50 739239101 5259.00000000 NS 173782.52000000 0.034094012952 Long EC CORP CA N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 231400.00000000 NS 1007897.64000000 0.197737236135 Long EC CORP JP N 2 N N N Securitas AB 635400TTYKE8EIWDS617 N/A 10596.00000000 NS 145763.53000000 0.028597028515 Long EC CORP SE N 2 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 13726.00000000 NS 756332.64000000 0.148383248354 Long EC CORP DE N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 10707.00000000 NS 628932.06000000 0.123388806884 Long EC CORP SE N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 N/A 58347.00000000 NS 6553877.84000000 1.285790975805 Long EC CORP DK N 2 N N N Holcim Ltd. 529900EHPFPYHV6IQO98 N/A 14221.00000000 NS 723266.88000000 0.141896149135 Long EC CORP CH N 2 N N N KION Group AG 5299005KY91C4C6U9H17 N/A 4200.00000000 NS 458748.28000000 0.090000822870 Long EC CORP DE N 2 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 10391.00000000 NS 149830.85000000 0.029394987140 Long EC CORP GB N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 27669.00000000 NS 11478796.03000000 2.251999916509 Long EC CORP CH N 2 N N N Allianz SE 529900K9B0N5BT694847 N/A 4879.00000000 NS 1150755.36000000 0.225764180134 Long EC CORP DE N 2 N N N Evraz plc 5493005B7DAN39RXLK23 N/A 576209.00000000 NS 4710980.20000000 0.924236913814 Long EC CORP GB N 2 N N N GPT Group (The) N/A N/A 232279.00000000 NS 915921.80000000 0.179692697016 Long EC CORP AU N 2 N N N Epiroc AB 5493004Q73OEYW1SPE91 N/A 69802.00000000 NS 1765000.01000000 0.346271496136 Long EC CORP SE N 2 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 12300.00000000 NS 359697.84000000 0.070568333432 Long EC CORP JP N 2 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 67757.00000000 NS 966032.92000000 0.189523888176 Long EC CORP FR N 2 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 N/A 1565829.00000000 NS 3978189.07000000 0.780472222878 Long EC CORP AU N 2 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 13747544.38000000 NS USD 13742045.36000000 2.696021858259 Long STIV RF US N 1 N N N JD Sports Fashion plc 213800HROV6Y9MUU8375 N/A 135530.00000000 NS 399610.89000000 0.078398787517 Long EC CORP GB N 2 N N N Kesko OYJ 743700OX6HSVMCAHPB95 N/A 118762.00000000 NS 3958435.67000000 0.776596846485 Long EC CORP FI N 2 N N N Aisin Corp. 3538004IOK08PDY6I723 N/A 17700.00000000 NS 679106.01000000 0.133232324524 Long EC CORP JP N 2 N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 N/A 171700.00000000 NS 1672872.74000000 0.328197248297 Long EC CORP JP N 2 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 38306.00000000 NS 3387111.03000000 0.664509913481 Long EC CORP CA N 1 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 N/A 189071.00000000 NS 1121376.96000000 0.220000496018 Long EC CORP ES N 2 N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 4400.00000000 NS 244946.42000000 0.048055503029 Long EC CORP JP N 2 N N N Arkema SA 9695000EHMS84KKP2785 N/A 11265.00000000 NS 1589995.61000000 0.311937765216 Long EC CORP FR N 2 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 349728.00000000 NS 6411737.62000000 1.257904796564 Long EC CORP FR N 2 N N N Proximus SADP 549300CWRXC5EP004533 N/A 88373.00000000 NS 1725903.88000000 0.338601311801 Long EC CORP BE N 2 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 2453.00000000 NS 979122.49000000 0.192091902318 Long EC CORP DK N 2 N N N WH Group Ltd. 254900A4AYEDRWYSE928 N/A 7127000.00000000 NS 4473997.03000000 0.877743703406 Long EC CORP KY Y 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 99417.00000000 NS 4577006.86000000 0.897952976918 Long EC CORP DE N 2 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 222700.00000000 NS 1734894.51000000 0.340365163860 Long EC CORP JP N 2 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 5170.00000000 NS 221848.77000000 0.043524025534 Long EC CORP CA N 1 N N N Geberit AG 52990093Z5OHD6T7BS47 N/A 2388.00000000 NS 1946539.74000000 0.381887379173 Long EC CORP CH N 2 N N N Nomura Real Estate Master Fund, Inc. 353800TNNZOQ1CPZE086 N/A 128.00000000 NS 180139.29000000 0.035341133772 Long EC CORP JP N 2 N N N Swire Pacific Ltd. 549300KZOZHII0DGF611 N/A 133000.00000000 NS 756503.34000000 0.148416737614 Long EC CORP HK N 2 N N N Mitsui Fudosan Co. Ltd. 353800ND4ZKNZDYKMF33 N/A 20800.00000000 NS 412272.04000000 0.080882750876 Long EC CORP JP N 2 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 063671101 12049.00000000 NS 1297247.57000000 0.254504166786 Long EC CORP CA N 1 N N N J Sainsbury plc 213800VGZAAJIKJ9Y484 N/A 78461.00000000 NS 293284.60000000 0.057538864963 Long EC CORP GB N 2 N N N Endesa SA 549300LHK07F2CHV4X31 N/A 10799.00000000 NS 248608.54000000 0.048773966351 Long EC CORP ES N 2 N N N Acom Co. Ltd. N/A N/A 26500.00000000 NS 76290.62000000 0.014967290073 Long EC CORP JP N 2 N N N Persimmon plc 213800XI72Y57UWN6F31 N/A 54573.00000000 NS 2115197.80000000 0.414976035513 Long EC CORP GB N 2 N N N Xinyi Glass Holdings Ltd. 52990082YXVVZFK1QJ17 N/A 740000.00000000 NS 1853568.48000000 0.363647550779 Long EC CORP KY N 2 N N N Nippon Express Co. Ltd. 529900NTHOQWZAW95H82 N/A 16200.00000000 NS 969485.93000000 0.190201326664 Long EC CORP JP N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 N/A 21096.00000000 NS 1457751.38000000 0.285993058633 Long EC CORP SE N 2 N N N Universal Music Group NV 724500GJBUL3D9TW9Y18 N/A 12414.00000000 NS 350224.14000000 0.068709708925 Long EC CORP NL N 2 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 N/A 12532.00000000 NS 402009.96000000 0.078869455820 Long EC CORP LU N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 5000.00000000 NS 866014.46000000 0.169901485009 Long EC CORP DE N 2 N N N REA Group Ltd. N/A N/A 7075.00000000 NS 862737.43000000 0.169258571652 Long EC CORP AU N 2 N N N Red Electrica Corp. SA 5493009HMD0C90GUV498 N/A 14437.00000000 NS 312191.60000000 0.061248187989 Long EC CORP ES N 2 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 N/A 2969.00000000 NS 596422.60000000 0.117010846947 Long EC CORP DE N 2 N N N ORIX Corp. 35380016EMHNBOVYE123 N/A 15900.00000000 NS 324490.05000000 0.063660994027 Long EC CORP JP N 2 N N N CCL Industries, Inc. 549300TD3EMSRRC0YH75 124900309 4615.00000000 NS 247468.64000000 0.048550331860 Long EC CORP CA N 1 N N N Afterpay Ltd. 529900P6ROPAX0QTB720 N/A 5690.00000000 NS 343489.51000000 0.067388456578 Long EC CORP AU N 2 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 39988.00000000 NS 2637060.41000000 0.517359120906 Long EC CORP GB N 2 N N N Tabcorp Holdings Ltd. 213800OCCFUN67NEY278 N/A 57040.00000000 NS 208384.94000000 0.040882586140 Long EC CORP AU N 2 N N N Ashtead Group plc 2138007UTBN8X9K1A235 N/A 84229.00000000 NS 6790082.92000000 1.332131534436 Long EC CORP GB N 2 N N N Teck Resources Ltd. T8KI5SQ2JRWHL7XY0E11 878742204 95122.00000000 NS 2739471.49000000 0.537450926964 Long EC CORP CA N 1 N N N Covestro AG 3912005AWHKLQ1CPLV11 N/A 82316.00000000 NS 5066388.95000000 0.993963780050 Long EC CORP DE Y 2 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 244100.00000000 NS 6675711.61000000 1.309693276983 Long EC CORP JP N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 7355.00000000 NS 170095.46000000 0.033370656706 Long EC CORP SE N 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 N/A 12270.00000000 NS 493173.32000000 0.096754596262 Long EC CORP DE N 2 N N N Skanska AB 549300UINV5RINHGMG07 N/A 23967.00000000 NS 619334.62000000 0.121505906097 Long EC CORP SE N 2 N N N Kone OYJ 2138001CNF45JP5XZK38 N/A 7050.00000000 NS 505899.20000000 0.099251258858 Long EC CORP FI N 2 N N N Engie SA LAXUQCHT4FH58LRZDY46 N/A 12876.00000000 NS 190634.23000000 0.037400113123 Long EC CORP FR N 2 N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 2133.00000000 NS 1775910.96000000 0.348412091581 Long EC CORP CH N 2 N N N BT Group plc 213800LRO7NS5CYQMN21 N/A 1756430.00000000 NS 4040670.59000000 0.792730335789 Long EC CORP GB N 2 N N N Telefonica SA 549300EEJH4FEPDBBR25 879382109 880567.00000000 NS 3818323.67000000 0.749108579294 Long EC CORP ES N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 39787.00000000 NS 3980381.63000000 0.780902376434 Long EC CORP DE N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 32187.00000000 NS 4493862.59000000 0.881641084224 Long EC CORP CH N 2 N N N Admiral Group plc 213800FGVM7Z9EJB2685 N/A 20891.00000000 NS 894228.07000000 0.175436651519 Long EC CORP GB N 2 N N N SGS SA 2138007JNS19JHNA2336 N/A 269.00000000 NS 896764.91000000 0.175934348617 Long EC CORP CH N 2 N N N DSV A/S 529900X41C0BSLK67H70 N/A 5938.00000000 NS 1383722.06000000 0.271469408067 Long EC CORP DK N 2 N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 28689.00000000 NS 4115049.73000000 0.807322616777 Long EC CORP CA N 1 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 N/A 6248.00000000 NS 216339.07000000 0.042443089528 Long EC CORP CH N 2 N N N Yamaha Corp. 529900S5TENP3IJS7S02 N/A 3700.00000000 NS 182541.15000000 0.035812349438 Long EC CORP JP N 2 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A 106513.00000000 NS 2338661.48000000 0.458816886713 Long EC CORP GB N 2 N N N Smith & Nephew plc 213800ZTMDN8S67S1H61 N/A 13479.00000000 NS 235240.67000000 0.046151353139 Long EC CORP GB N 2 N N N AGC, Inc. JE4WFFEELMVPFZ0G1E77 N/A 27700.00000000 NS 1323314.84000000 0.259618247541 Long EC CORP JP N 2 N N N BOC Hong Kong Holdings Ltd. N/A N/A 499000.00000000 NS 1636473.59000000 0.321056178576 Long EC CORP HK N 2 N N N UPM-Kymmene OYJ 213800EC6PW5VU4J9U64 N/A 12876.00000000 NS 489914.12000000 0.096115180934 Long EC CORP FI N 2 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 144000.00000000 NS 1455086.97000000 0.285470333856 Long EC CORP HK N 2 N N N Bunzl plc 213800Q1Q9DV4L78UM09 N/A 9899.00000000 NS 386707.60000000 0.075867319241 Long EC CORP GB N 2 N N N South32 Ltd. 213800LAZNPXSBKVHR17 N/A 839139.00000000 NS 2454132.18000000 0.481470831088 Long EC CORP AU N 2 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 175954.00000000 NS 2069447.39000000 0.406000362522 Long EC CORP FR N 2 N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 35900.00000000 NS 6168573.81000000 1.210199019896 Long EC CORP JP N 2 N N N Husqvarna AB 549300GYQIIJ3UXB7655 N/A 177231.00000000 NS 2833730.65000000 0.555943425645 Long EC CORP SE N 2 N N N BHP Group plc 549300C116EOWV835768 N/A 75993.00000000 NS 2261150.88000000 0.443610251429 Long EC CORP GB N 2 N N N Givaudan SA 213800SVRMQA1TD91D41 N/A 58.00000000 NS 304303.19000000 0.059700578064 Long EC CORP CH N 2 N N N Empire Co. Ltd. 549300TX0ZUSTEF7C719 291843407 44014.00000000 NS 1341001.27000000 0.263088109605 Long EC CORP CA N 1 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 236675.00000000 NS 646511.24000000 0.126837627804 Long EC CORP ES N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 54924.00000000 NS 4826283.27000000 0.946857971226 Long EC CORP CH N 2 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 145200.00000000 NS 6123621.79000000 1.201379981295 Long EC CORP JP N 2 N N N DiaSorin SpA 8156002878BDF0EE4348 N/A 8531.00000000 NS 1622989.89000000 0.318410840929 Long EC CORP IT N 2 N N N BlueScope Steel Ltd. 529900H6UQI16XACWC95 N/A 231253.00000000 NS 3530390.07000000 0.692619515331 Long EC CORP AU N 2 N N N Barratt Developments plc 2138006R85VEOF5YNK29 N/A 66145.00000000 NS 671668.35000000 0.131773146257 Long EC CORP GB N 2 N N N Tokyo Electric Power Co. Holdings, Inc. 5299004EMJ3R4RVR5Y75 N/A 418900.00000000 NS 1082945.26000000 0.212460664753 Long EC CORP JP N 2 N N N Constellation Software, Inc. 549300B6PYHMCTDWQV29 21037X100 1663.00000000 NS 3085466.79000000 0.605330989008 Long EC CORP CA N 1 N N N Essity AB 549300G8E6YUVJ1DA153 N/A 38053.00000000 NS 1241471.60000000 0.243561601080 Long EC CORP SE N 2 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 N/A 3772.00000000 NS 96239.94000000 0.018881103582 Long EC CORP DE N 2 N N N Nomura Real Estate Holdings, Inc. N/A N/A 10700.00000000 NS 246549.03000000 0.048369915583 Long EC CORP JP N 2 N N N Spirax-Sarco Engineering plc 213800WFVZQMHOZP2W17 N/A 681.00000000 NS 148206.35000000 0.029076280034 Long EC CORP GB N 2 N N N Straumann Holding AG 50670046ML5FVIM60Z37 N/A 350.00000000 NS 740107.05000000 0.145199985299 Long EC CORP CH N 2 N N N Mitsui Chemicals, Inc. 353800H2UB5ZEZRZQC02 N/A 18000.00000000 NS 483844.10000000 0.094924316971 Long EC CORP JP N 2 N N N L'Oreal SA 529900JI1GG6F7RKVI53 N/A 7631.00000000 NS 3638559.05000000 0.713840951211 Long EC CORP FR N 2 N N N Bollore SA 969500LEKCHH6VV86P94 N/A 58919.00000000 NS 329567.96000000 0.064657218097 Long EC CORP FR N 2 N N N Auto Trader Group plc 213800QLK9BZILB1DI86 N/A 43172.00000000 NS 432362.26000000 0.084824207249 Long EC CORP GB Y 2 N N N Kingfisher plc 213800KBMEV7I92FY281 N/A 1000646.00000000 NS 4602716.52000000 0.902996898948 Long EC CORP GB N 2 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 322059.00000000 NS 3814187.09000000 0.748297032701 Long EC CORP ES N 2 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 N/A 29553.00000000 NS 579892.14000000 0.113767772112 Long EC CORP SE N 2 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069101 17788.00000000 NS 2073473.73000000 0.406790281371 Long EC CORP CA N 1 N N N Canadian Pacific Railway Ltd. N/A 13645T100 48960.00000000 NS 3521388.83000000 0.690853581719 Long EC CORP CA N 1 N N N CapitaLand Integrated Commercial Trust 54930031292WUTXF0L29 N/A 156096.00000000 NS 236168.88000000 0.046333456631 Long EC CORP SG N 2 N N N Taylor Wimpey plc 21380089BTRXTD8S3R66 N/A 156722.00000000 NS 373645.64000000 0.073304721844 Long EC CORP GB N 2 N N N N/A N/A N/A 98.00000000 NC USD 190788.18000000 0.037430316237 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE Index MSDUEAFE Index 2022-03-18 11376820.00000000 USD 190788.18000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 164853.00000000 NS 2053247.57000000 0.402822155226 Long EC CORP DE N 2 N N N EMS-Chemie Holding AG 529900G1XFTGSE0DIX60 N/A 401.00000000 NS 448149.92000000 0.087921553774 Long EC CORP CH N 2 N N N 2022-01-31 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX