0001752724-24-113462.txt : 20240522
0001752724-24-113462.hdr.sgml : 20240522
20240522163755
ACCESSION NUMBER: 0001752724-24-113462
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240522
DATE AS OF CHANGE: 20240522
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AQR Funds
CENTRAL INDEX KEY: 0001444822
ORGANIZATION NAME:
IRS NUMBER: 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: 24973899
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
0001444822
S000040065
AQR International Multi-Style Fund
C000124385
Class I
QICLX
C000124386
Class N
QICNX
C000144292
Class R6
QICRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001444822
XXXXXXXX
S000040065
C000124385
C000144292
C000124386
AQR Funds
811-22235
0001444822
549300V0TAB4ICSX2404
One Greenwich Plaza
Suite 130
Greenwich
06830
203-742-3600
AQR International Multi-Style Fund
S000040065
549300N6NJDW0Q39XB03
2024-09-30
2024-03-31
N
563684127.75
242190.81
563441936.94
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
1171692.80000000
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
266097.00000000
NS
5432321.27000000
0.964131512734
Long
EC
CORP
SE
N
2
N
N
N
Square Enix Holdings Co. Ltd.
529900KCRNRDF8DIA489
Square Enix Holdings Co. Ltd.
N/A
75300.00000000
NS
2904007.95000000
0.515405006196
Long
EC
CORP
JP
N
2
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
16507.00000000
NS
896792.39000000
0.159163230708
Long
EC
CORP
CA
N
1
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903808
10563.00000000
NS
1643852.50000000
0.291751889986
Long
EC
CORP
CA
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
156041.00000000
NS
1835044.77000000
0.325684804359
Long
EC
CORP
FR
N
2
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
4864.00000000
NS
409573.54000000
0.072691348149
Long
EC
CORP
CA
N
1
N
N
N
MEIJI Holdings Co. Ltd.
5299002D52YIP6DWMV49
MEIJI Holdings Co. Ltd.
N/A
17700.00000000
NS
386438.29000000
0.068585290633
Long
EC
CORP
JP
N
2
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
70800.00000000
NS
3310012.60000000
0.587462945689
Long
EC
CORP
JP
N
2
N
N
N
ARC Resources Ltd.
5493000OCGNQZEVTDT08
ARC Resources Ltd.
00208D408
139020.00000000
NS
2478559.67000000
0.439896200034
Long
EC
CORP
CA
N
1
N
N
N
Open Text Corp.
549300HP7ONDQODZJV16
Open Text Corp.
683715106
58229.00000000
NS
2259433.94000000
0.401005639067
Long
EC
CORP
CA
N
1
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
28600.00000000
NS
118730.31000000
0.021072323910
Long
EC
CORP
JP
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
40664.00000000
NS
5050630.01000000
0.896388727724
Long
EC
CORP
SE
Y
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)
N/A
11461.00000000
NS
5594582.72000000
0.992929768483
Long
EC
CORP
DE
N
2
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
8995.00000000
NS
713891.26000000
0.126701832646
Long
EC
CORP
AU
N
2
N
N
N
Onex Corp.
894500LB8PNE5C7CEN88
Onex Corp.
68272K103
5414.00000000
NS
405565.38000000
0.071979977600
Long
EC
CORP
CA
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
42828.00000000
NS
632567.72000000
0.112268483853
Long
EC
CORP
SE
N
2
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
6583.00000000
NS
7095964.19000000
1.259395817879
Long
EC
CORP
CA
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
109319.00000000
NS
1799750.32000000
0.319420725012
Long
EC
CORP
NL
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
16388.00000000
NS
756553.37000000
0.134273528539
Long
EC
CORP
NL
N
2
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
259000.00000000
NS
5865794.15000000
1.041064529533
Long
EC
CORP
JP
N
2
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
9710.00000000
NS
586019.34000000
0.104007050519
Long
EC
CORP
CA
N
1
N
N
N
Link
529900XUE70U36QX5M62
Link
N/A
39000.00000000
NS
167950.08000000
0.029807877083
Long
EC
CORP
HK
N
2
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
24500.00000000
NS
317068.11000000
0.056273431069
Long
EC
CORP
JP
N
2
N
N
N
Nissin Foods Holdings Co. Ltd.
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co. Ltd.
N/A
13800.00000000
NS
380440.30000000
0.067520763908
Long
EC
CORP
JP
N
2
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
N/A
4664.00000000
NS
243246.03000000
0.043171445725
Long
EC
CORP
IT
N
2
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
18800.00000000
NS
187847.15000000
0.033339220545
Long
EC
CORP
SG
N
2
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
4263.00000000
NS
496914.36000000
0.088192647267
Long
EC
CORP
GB
N
2
N
N
N
Fortescue Ltd.
529900VEJFORCO6I4826
Fortescue Ltd.
N/A
427362.00000000
NS
7151918.90000000
1.269326692088
Long
EC
CORP
AU
N
2
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
190221.00000000
NS
2001906.06000000
0.355299442365
Long
EC
CORP
AU
N
2
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
52500.00000000
NS
1264617.45000000
0.224445034543
Long
EC
CORP
JP
N
2
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
9500.00000000
NS
1083785.91000000
0.192350948508
Long
EC
CORP
JP
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
37884.00000000
NS
3192903.03000000
0.566678271649
Long
EC
CORP
DE
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA (Registered)
N/A
16564.00000000
NS
1484288.78000000
0.263432428913
Long
EC
CORP
CH
N
2
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
52898.00000000
NS
1605512.20000000
0.284947231425
Long
EC
CORP
GB
N
2
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
76000.00000000
NS
1938344.72000000
0.344018539075
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
5597.00000000
NS
1146209.35000000
0.203429896650
Long
EC
CORP
DE
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
69600.00000000
NS
2041552.72000000
0.362335954452
Long
EC
CORP
GB
N
2
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
5800.00000000
NS
530363.42000000
0.094129205731
Long
EC
CORP
JP
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
629840.00000000
NS
558620.99000000
0.099144375556
Long
EC
CORP
GB
N
2
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
162100.00000000
NS
2202728.15000000
0.390941462746
Long
EC
CORP
JP
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
1318.00000000
NS
1718467.25000000
0.304994558859
Long
EC
CORP
DK
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
6605.00000000
NS
261309.04000000
0.046377279160
Long
EC
CORP
CH
N
2
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
N/A
1467.00000000
NS
110902.47000000
0.019683034351
Long
EC
CORP
BE
N
2
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
145500.00000000
NS
3307625.21000000
0.587039230335
Long
EC
CORP
JP
N
2
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
2994792.00000000
NS
6940874.98000000
1.231870495422
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
751673.00000000
NS
491591.70000000
0.087247978499
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
65235.00000000
NS
4644399.11000000
0.824290633250
Long
EC
CORP
FR
N
2
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
53660.00000000
NS
4139729.06000000
0.734721501647
Long
EC
CORP
CA
N
1
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N/A
35115.00000000
NS
5378866.59000000
0.954644345291
Long
EC
CORP
NL
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
14747.00000000
NS
742604.26000000
0.131797832449
Long
EC
CORP
ES
N
2
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
36500.00000000
NS
786451.12000000
0.139579798456
Long
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
N/A
96024.00000000
NS
7452785.47000000
1.322724664492
Long
EC
CORP
FR
N
2
N
N
N
Pluxee NV
213800RQNIQT48SEEO85
Pluxee NV
N/A
7843.00000000
NS
231842.92000000
0.041147615184
Long
EC
CORP
NL
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
32229.00000000
NS
5201955.25000000
0.923246018613
Long
EC
CORP
DK
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
N/A
27693.00000000
NS
1193496.12000000
0.211822379867
Long
EC
CORP
DE
N
2
N
N
N
Shimizu Corp.
353800BRAE0QFP3ZLY22
Shimizu Corp.
N/A
219100.00000000
NS
1414884.51000000
0.251114519037
Long
EC
CORP
JP
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
15556.00000000
NS
1851106.97000000
0.328535532880
Long
EC
CORP
FR
N
2
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
20250.00000000
NS
1448490.20000000
0.257078876284
Long
EC
CORP
CH
N
2
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P148
21067.00000000
NS
1202384.39000000
0.213399875154
Long
EC
CORP
CA
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
191700.00000000
NS
2372036.70000000
0.420990441869
Long
EC
CORP
JP
N
2
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
18200.00000000
NS
557387.12000000
0.098925387596
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
N/A
43311.00000000
NS
2006408.56000000
0.356098548662
Long
EC
CORP
BE
N
2
N
N
N
Imperial Oil Ltd.
549300JZNB745JT5WY51
Imperial Oil Ltd.
453038408
72342.00000000
NS
4989784.84000000
0.885589891852
Long
EC
CORP
CA
N
1
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
276000.00000000
NS
4873482.53000000
0.864948490782
Long
EC
CORP
JP
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
1224.00000000
NS
208668.00000000
0.037034517013
Long
EC
CORP
FR
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
173314.00000000
NS
5336499.67000000
0.947125039890
Long
EC
CORP
CH
N
2
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
16342.00000000
NS
193177.68000000
0.034285286084
Long
EC
CORP
SE
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
55405.00000000
NS
6040281.80000000
1.072032698312
Long
EC
CORP
FR
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
682.00000000
NS
613661.38000000
0.108912975724
Long
EC
CORP
FR
N
2
N
N
N
Mitsui OSK Lines Ltd.
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
5800.00000000
NS
176938.30000000
0.031403111554
Long
EC
CORP
JP
N
2
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
N/A
54363.00000000
NS
387761.81000000
0.068820189726
Long
EC
CORP
DE
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
N/A
7784.00000000
NS
1959374.74000000
0.347750959156
Long
EC
CORP
CH
N
2
N
N
N
Oracle Corp. Japan
529900MIMKY9RU60Z323
Oracle Corp. Japan
N/A
25900.00000000
NS
1947709.32000000
0.345680573685
Long
EC
CORP
JP
N
2
N
N
N
iA Financial Corp., Inc.
549300ZXLJVHQAIXV215
iA Financial Corp., Inc.
45075E104
13966.00000000
NS
867623.12000000
0.153986251842
Long
EC
CORP
CA
N
1
N
N
N
Canadian Apartment Properties
549300B1MYVTQEB2DI90
Canadian Apartment Properties
134921105
3482.00000000
NS
119506.98000000
0.021210167750
Long
EC
CORP
CA
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
118661.00000000
NS
4456408.13000000
0.790925885673
Long
EC
CORP
FR
N
2
N
N
N
CAE, Inc.
549300FFM2BEH2GF1E44
CAE, Inc.
124765108
20904.00000000
NS
431645.11000000
0.076608623125
Long
EC
CORP
CA
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
N/A
1633.00000000
NS
918433.99000000
0.163004194360
Long
EC
CORP
DE
N
2
N
N
N
Great-West Lifeco, Inc.
549300X81X4VZEESFU46
Great-West Lifeco, Inc.
39138C106
6006.00000000
NS
192078.49000000
0.034090201209
Long
EC
CORP
CA
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
67988.00000000
NS
365650.37000000
0.064895838599
Long
EC
CORP
SE
N
2
N
N
N
Resona Holdings, Inc.
52990067JE75XZCYYT81
Resona Holdings, Inc.
N/A
27800.00000000
NS
171372.01000000
0.030415203193
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
848364.00000000
NS
4143776.22000000
0.735439793939
Long
EC
CORP
ES
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
1438.00000000
NS
163201.80000000
0.028965149609
Long
EC
CORP
FR
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
86044.00000000
NS
11037157.32000000
1.958881048141
Long
EC
CORP
DK
N
2
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
265300.00000000
NS
5071250.20000000
0.900048410940
Long
EC
CORP
JP
N
2
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
24800.00000000
NS
554394.31000000
0.098394221951
Long
EC
CORP
GB
N
2
N
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
62256.00000000
NS
1743225.84000000
0.309388727695
Long
EC
CORP
AU
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
35973.00000000
NS
5633007.37000000
0.999749397531
Long
EC
CORP
NL
N
2
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
84200.00000000
NS
4302769.18000000
0.763657956198
Long
EC
CORP
JP
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
N/A
5091.00000000
NS
200047.48000000
0.035504542151
Long
EC
CORP
SE
N
2
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
805457.00000000
NS
3016817.79000000
0.535426561676
Long
EC
CORP
GB
N
2
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
10969.00000000
NS
829637.51000000
0.147244543866
Long
EC
CORP
DE
N
2
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
362677.00000000
NS
4984702.06000000
0.884687797126
Long
EC
CORP
DE
N
2
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
30804.00000000
NS
1092230.17000000
0.193849640644
Long
EC
CORP
GB
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
1231641.00000000
NS
7726612.95000000
1.371323723605
Long
EC
CORP
GB
N
2
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
30849.00000000
NS
973312.79000000
0.172744115442
Long
EC
CORP
GB
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
N/A
6000.00000000
NS
3674415.22000000
0.652137332899
Long
EC
CORP
NL
N
2
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
1700.00000000
NS
319721.02000000
0.056744271066
Long
EC
CORP
JP
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
26059.00000000
NS
2233864.08000000
0.396467485564
Long
EC
CORP
FR
N
2
N
N
N
SCSK Corp.
529900SNGFXMSUBB7864
SCSK Corp.
N/A
27800.00000000
NS
516739.58000000
0.091711238749
Long
EC
CORP
JP
N
2
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
35000.00000000
NS
933167.46000000
0.165619099115
Long
EC
CORP
JP
N
2
N
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
9300.00000000
NS
190879.48000000
0.033877400222
Long
EC
CORP
JP
N
2
N
N
N
Intact Financial Corp.
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823T106
3695.00000000
NS
600234.62000000
0.106529986614
Long
EC
CORP
CA
N
1
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
29600.00000000
NS
532537.42000000
0.094515048505
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
71514.00000000
NS
1916075.94000000
0.340066263154
Long
EC
CORP
FR
N
2
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
72100.00000000
NS
1621961.05000000
0.287866582812
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Electric Industries Ltd.
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
58300.00000000
NS
903377.84000000
0.160332020173
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
130891.00000000
NS
6072072.88000000
1.077674997529
Long
EC
CORP
CH
N
2
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
9002.00000000
NS
1077126.22000000
0.191168982885
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
495005.00000000
NS
8437571.82000000
1.497505113982
Long
EC
CORP
GB
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
44280.00000000
NS
1111176.80000000
0.197212299466
Long
EC
CORP
SE
N
2
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
63500.00000000
NS
4360599.31000000
0.773921681031
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
112867.00000000
NS
3377183.72000000
0.599384514816
Long
EC
CORP
NL
N
2
N
N
N
Brother Industries Ltd.
549300O5FACQ67KI6R92
Brother Industries Ltd.
114813108
66700.00000000
NS
1237033.04000000
0.219549337544
Long
EC
CORP
JP
N
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
124892.00000000
NS
443128.93000000
0.078646778123
Long
EC
CORP
FI
N
2
N
N
N
Loblaw Cos. Ltd.
5493008LN3O1DIDTSH67
Loblaw Cos. Ltd.
539481101
9400.00000000
NS
1041630.06000000
0.184869103932
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
4376.00000000
NS
4242365.05000000
0.752937396360
Long
EC
CORP
NL
N
2
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
44892.00000000
NS
717466.34000000
0.127336339906
Long
EC
CORP
GB
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
N/A
82200.00000000
NS
2065164.02000000
0.366526501597
Long
EC
CORP
IT
N
2
N
N
N
West Fraser Timber Co. Ltd.
5493005WD1ZK6WBVR988
West Fraser Timber Co. Ltd.
952845105
24359.00000000
NS
2103302.68000000
0.373295372975
Long
EC
CORP
CA
N
1
N
N
N
SUMCO Corp.
353800SUSRUOM0V6KU92
SUMCO Corp.
N/A
26500.00000000
NS
418985.12000000
0.074361720796
Long
EC
CORP
JP
N
2
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB, Class B
N/A
18111.00000000
NS
1611026.14000000
0.285925848677
Long
EC
CORP
SE
N
2
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
105100.00000000
NS
4515053.92000000
0.801334374313
Long
EC
CORP
JP
N
2
N
N
N
M3, Inc.
3538001UOKRWIODYM055
M3, Inc.
N/A
12400.00000000
NS
178452.59000000
0.031671868616
Long
EC
CORP
JP
N
2
N
N
N
Woodside Energy Group Ltd.
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
N/A
17156.00000000
NS
341959.89000000
0.060691238543
Long
EC
CORP
AU
N
2
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
263054.00000000
NS
7605929.69000000
1.349904789002
Long
EC
CORP
AU
N
2
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
127400.00000000
NS
2703231.01000000
0.479770999063
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
34200.00000000
NS
823005.28000000
0.146067451860
Long
EC
CORP
JP
N
2
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
85900.00000000
NS
1225691.19000000
0.217536379463
Long
EC
CORP
JP
N
2
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
32300.00000000
NS
941166.16000000
0.167038713005
Long
EC
CORP
HK
N
2
N
N
N
Hakuhodo DY Holdings, Inc.
N/A
Hakuhodo DY Holdings, Inc.
N/A
19300.00000000
NS
173963.31000000
0.030875108612
Long
EC
CORP
JP
N
2
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
555000.00000000
NS
6432230.93000000
1.141596056007
Long
EC
CORP
JP
N
2
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
28167.00000000
NS
1132127.93000000
0.200930718105
Long
EC
CORP
IE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
90317.00000000
NS
3887088.04000000
0.689882627677
Long
EC
CORP
NL
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
33966.00000000
NS
6613825.56000000
1.173825575696
Long
EC
CORP
DE
N
2
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
138800.00000000
NS
1814969.31000000
0.322121800137
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
22500.00000000
NS
820103.96000000
0.145552523912
Long
EC
CORP
JP
N
2
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
N/A
26197.00000000
NS
2075250.86000000
0.368316719779
Long
EC
CORP
DE
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
218087.00000000
NS
6195643.23000000
1.099606334531
Long
EC
CORP
NL
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
107581.00000000
NS
1634964.56000000
0.290174453268
Long
EC
CORP
FI
N
2
N
N
N
Koito Manufacturing Co. Ltd.
N/A
Koito Manufacturing Co. Ltd.
N/A
84600.00000000
NS
1140377.84000000
0.202394916891
Long
EC
CORP
JP
N
2
N
N
N
Ono Pharmaceutical Co. Ltd.
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co. Ltd.
N/A
205200.00000000
NS
3362191.58000000
0.596723701160
Long
EC
CORP
JP
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
N/A
92688.00000000
NS
4696944.27000000
0.833616378558
Long
EC
CORP
DE
N
2
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
5752.00000000
NS
1341839.67000000
0.238150478696
Long
EC
CORP
CH
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
23203.00000000
NS
2340256.07000000
0.415349997323
Long
EC
CORP
CA
N
1
N
N
N
Power Corp. of Canada
549300BE2CB8T87IJV50
Power Corp. of Canada
739239101
5259.00000000
NS
147456.22000000
0.026170614988
Long
EC
CORP
CA
N
1
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
N/A
8115.00000000
NS
428912.05000000
0.076123558059
Long
EC
CORP
DE
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
N/A
14221.00000000
NS
1288376.85000000
0.228661866561
Long
EC
CORP
CH
N
2
N
N
N
SITC International Holdings Co. Ltd.
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
N/A
899000.00000000
NS
1643604.59000000
0.291707890776
Long
EC
CORP
KY
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
4856.00000000
NS
390647.31000000
0.069332309930
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
12026.00000000
NS
3070466.83000000
0.544948224243
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
3857.00000000
NS
1156009.61000000
0.205169252448
Long
EC
CORP
DE
N
2
N
N
N
Yokogawa Electric Corp.
529900MV0U7C9WWF4L22
Yokogawa Electric Corp.
N/A
9900.00000000
NS
227990.78000000
0.040463935155
Long
EC
CORP
JP
N
2
N
N
N
TOPPAN Holdings, Inc.
3538003H9W4KIDODQY20
TOPPAN Holdings, Inc.
890747108
104300.00000000
NS
2614488.64000000
0.464020952043
Long
EC
CORP
JP
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
63659.00000000
NS
949660.60000000
0.168546311117
Long
EC
CORP
FR
N
2
N
N
N
Limited Purpose Cash Investment Fund
549300GUQBQJ6160QP80
Limited Purpose Cash Investment Fund
90262Y729
22984323.93600000
NS
USD
22975130.21000000
4.077639363299
Long
STIV
RF
US
N
1
N
N
N
ANZ Group Holdings Ltd.
9845005D9C6BAA10BK72
ANZ Group Holdings Ltd.
N/A
40586.00000000
NS
777875.82000000
0.138057849265
Long
EC
CORP
AU
N
2
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
191540.00000000
NS
6355201.67000000
1.127924858507
Long
EC
CORP
GB
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
11900.00000000
NS
326703.70000000
0.057983561141
Long
EC
CORP
JP
N
2
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
71200.00000000
NS
2909428.08000000
0.516366973995
Long
EC
CORP
JP
N
2
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
171700.00000000
NS
2973784.81000000
0.527789043561
Long
EC
CORP
JP
N
2
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532H104
27366.00000000
NS
3019139.23000000
0.535838572186
Long
EC
CORP
CA
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
186782.00000000
NS
3196260.64000000
0.567274182209
Long
EC
CORP
NL
Y
2
N
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
6600.00000000
NS
223244.42000000
0.039621548444
Long
EC
CORP
JP
N
2
N
N
N
Singapore Airlines Ltd.
549300ZG62N2599PWR15
Singapore Airlines Ltd.
N/A
77400.00000000
NS
366837.62000000
0.065106552414
Long
EC
CORP
SG
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
500247.00000000
NS
5957191.12000000
1.057285716493
Long
EC
CORP
ES
N
2
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
15707.00000000
NS
1142780.79000000
0.202821393843
Long
EC
CORP
IE
N
2
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
30800.00000000
NS
778469.08000000
0.138163141392
Long
EC
CORP
JP
N
2
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
139187.00000000
NS
2387659.70000000
0.423763220921
Long
EC
CORP
FR
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
7203000.00000000
NS
4754562.11000000
0.843842426039
Long
EC
CORP
KY
Y
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
6802.00000000
NS
231305.69000000
0.041052267294
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
76400.00000000
NS
194065.53000000
0.034442862214
Long
EC
CORP
SG
N
2
N
N
N
USS Co. Ltd.
5299000RRQD6UZXG4W72
USS Co. Ltd.
N/A
27400.00000000
NS
226519.96000000
0.040202893173
Long
EC
CORP
JP
N
2
N
N
N
WiseTech Global Ltd.
254900VE3AF301Q85K83
WiseTech Global Ltd.
N/A
18202.00000000
NS
1113286.86000000
0.197586794132
Long
EC
CORP
AU
N
2
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
118200.00000000
NS
1190880.15000000
0.211358096003
Long
EC
CORP
JP
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
N/A
2894.00000000
NS
286456.81000000
0.050840519886
Long
EC
CORP
DE
N
2
N
N
N
TFI International, Inc.
5493007R9W7KO7SJN678
TFI International, Inc.
87241L109
32739.00000000
NS
5220644.49000000
0.926562995710
Long
EC
CORP
CA
N
1
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
122000.00000000
NS
1004349.57000000
0.178252541061
Long
EC
CORP
HK
N
2
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501R106
213943.00000000
NS
5343244.39000000
0.948322096686
Long
EC
CORP
CA
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
959.00000000
NS
518065.67000000
0.091946593967
Long
EC
CORP
CH
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
9286.00000000
NS
906628.40000000
0.160908931437
Long
EC
CORP
CA
N
1
N
N
N
Worldline SA
549300CJMQNCA0U4TS33
Worldline SA
N/A
184604.00000000
NS
2283833.41000000
0.405336071078
Long
EC
CORP
FR
Y
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
228170.00000000
NS
8665737.39000000
1.538000070967
Long
EC
CORP
IT
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
187007.00000000
NS
1585393.10000000
0.281376481951
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
297800.00000000
NS
3540971.79000000
0.628453715964
Long
EC
CORP
JP
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
90289.00000000
NS
2481785.32000000
0.440468690257
Long
EC
CORP
LU
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
29500.00000000
NS
1225380.08000000
0.217481163481
Long
EC
CORP
JP
N
2
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
Sandoz Group AG
N/A
21490.00000000
NS
648691.73000000
0.115130182450
Long
EC
CORP
CH
N
2
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
44100.00000000
NS
964544.21000000
0.171187862805
Long
EC
CORP
JP
N
2
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
199200.00000000
NS
3311002.97000000
0.587638717128
Long
EC
CORP
JP
N
2
N
N
N
CCL Industries, Inc.
549300TD3EMSRRC0YH75
CCL Industries, Inc., Class B
124900309
4615.00000000
NS
235869.07000000
0.041862178609
Long
EC
CORP
CA
N
1
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
N/A
7851.00000000
NS
1206426.37000000
0.214117248096
Long
EC
CORP
CH
N
2
N
N
N
Tabcorp Holdings Ltd.
213800OCCFUN67NEY278
Tabcorp Holdings Ltd.
N/A
57040.00000000
NS
28067.96000000
0.004981517732
Long
EC
CORP
AU
N
2
N
N
N
Centrica plc
E26EDV109X6EEPBKVH76
Centrica plc
N/A
4200962.00000000
NS
6772203.06000000
1.201934505759
Long
EC
CORP
GB
N
2
N
N
N
Trend Micro, Inc.
3538005O5UJ5RNAGVE16
Trend Micro, Inc.
N/A
27100.00000000
NS
1376320.43000000
0.244270143872
Long
EC
CORP
JP
N
2
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
N/A
425.00000000
NS
366178.38000000
0.064989550119
Long
EC
CORP
DE
N
2
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
68370.00000000
NS
346150.82000000
0.061435047217
Long
EC
CORP
AU
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
128723.00000000
NS
3488580.14000000
0.619155215699
Long
EC
CORP
SE
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
12270.00000000
NS
330882.83000000
0.058725275544
Long
EC
CORP
DE
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
148521.00000000
NS
10216669.60000000
1.813260414282
Long
EC
CORP
FR
N
2
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
2348595.00000000
NS
3250364.94000000
0.576876644584
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
5910.00000000
NS
681889.02000000
0.121022056629
Long
EC
CORP
DE
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
13069.00000000
NS
1388580.71000000
0.246446105439
Long
EC
CORP
CH
N
2
N
N
N
Canadian Tire Corp. Ltd.
549300RLHDA7VQYMUB14
Canadian Tire Corp. Ltd., Class A
136681202
8795.00000000
NS
877195.01000000
0.155685076400
Long
EC
CORP
CA
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
45952.00000000
NS
1452096.36000000
0.257718899641
Long
EC
CORP
CH
N
2
N
N
N
McDonald's Holdings Co. Japan Ltd.
529900FY9FV0AYNRC729
McDonald's Holdings Co. Japan Ltd.
N/A
23100.00000000
NS
1038740.63000000
0.184356286229
Long
EC
CORP
JP
N
2
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
4500.00000000
NS
679730.20000000
0.120638908010
Long
EC
CORP
JP
N
2
N
N
N
Hirose Electric Co. Ltd.
N/A
Hirose Electric Co. Ltd.
N/A
10400.00000000
NS
1068705.42000000
0.189674454444
Long
EC
CORP
JP
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
19265.00000000
NS
4241575.91000000
0.752797339338
Long
EC
CORP
FR
N
2
N
N
N
BOC Hong Kong Holdings Ltd.
254900JB98W77JDJMW15
BOC Hong Kong Holdings Ltd.
N/A
1302000.00000000
NS
3491038.59000000
0.619591542823
Long
EC
CORP
HK
N
2
N
N
N
Bunzl plc
213800Q1Q9DV4L78UM09
Bunzl plc
N/A
3963.00000000
NS
152486.77000000
0.027063439904
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
192.00000000
NC
USD
207657.77000000
0.036855220810
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE E-Mini Index
MSDUEAFE Index
2024-06-21
22628160.00000000
USD
207657.77000000
N
N
N
Parkland Corp.
549300UY5C6HUV0XLS53
Parkland Corp.
70137W108
30947.00000000
NS
985606.72000000
0.174926049231
Long
EC
CORP
CA
N
1
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
124000.00000000
NS
1984496.21000000
0.352209532144
Long
EC
CORP
JP
N
2
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
N/A
3572.00000000
NS
393210.65000000
0.069787252992
Long
EC
CORP
DE
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
108132.00000000
NS
10473496.75000000
1.858842245020
Long
EC
CORP
CH
N
2
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
142800.00000000
NS
2993096.56000000
0.531216504091
Long
EC
CORP
JP
N
2
N
N
N
Canadian Pacific Kansas City Ltd.
N/A
Canadian Pacific Kansas City Ltd.
13646K108
8837.00000000
NS
779153.90000000
0.138284683641
Long
EC
CORP
CA
N
1
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
N/A
20465.00000000
NS
510860.24000000
0.090667770094
Long
EC
CORP
SE
N
1
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
306169.00000000
NS
4761880.92000000
0.845141372660
Long
EC
CORP
AU
N
2
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
66145.00000000
NS
397007.87000000
0.070461185788
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
996700.00000000
NS
6058070.74000000
1.075189889645
Long
EC
CORP
JP
N
2
N
N
N
Restaurant Brands International, Inc.
5299009RXTX9DN9AKJ98
Restaurant Brands International, Inc.
76131D103
27170.00000000
NS
2157673.69000000
0.382945171195
Long
EC
CORP
CA
N
1
N
N
N
Constellation Software, Inc.
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037X100
143.00000000
NS
390609.43000000
0.069325586966
Long
EC
CORP
CA
N
1
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
3772.00000000
NS
69230.37000000
0.012287046004
Long
EC
CORP
DE
N
2
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
6100.00000000
NS
2229754.29000000
0.395738077664
Long
EC
CORP
JP
N
2
N
N
N
Orica Ltd.
N/A
Orica Ltd.
N/A
57404.00000000
NS
682783.76000000
0.121180855601
Long
EC
CORP
AU
N
2
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S, Class B
N/A
4855.00000000
NS
1597418.94000000
0.283510834971
Long
EC
CORP
DK
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
772459.00000000
NS
6038177.44000000
1.071659215285
Long
EC
CORP
GB
N
2
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB, Class B
N/A
41972.00000000
NS
158905.43000000
0.028202627383
Long
EC
CORP
SE
N
2
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
53318.00000000
NS
167806.55000000
0.029782403296
Long
EC
CORP
GB
N
2
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
21400.00000000
NS
289273.44000000
0.051340417003
Long
EC
CORP
JP
N
2
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
25354.00000000
NS
367053.22000000
0.065144817227
Long
EC
CORP
CA
N
1
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
30090.00000000
NS
1110478.83000000
0.197088423348
Long
EC
CORP
CA
N
1
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
49874.00000000
NS
167045.09000000
0.029647258936
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
441789.00000000
NS
7373998.25000000
1.308741463237
Long
EC
CORP
ES
N
2
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
20903.00000000
NS
2688855.43000000
0.477219612832
Long
EC
CORP
CH
N
2
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
1602482.00000000
NS
8621940.08000000
1.530226899123
Long
EC
CORP
GB
N
2
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
2264.00000000
NS
619943.03000000
0.110027846589
Long
EC
CORP
DE
N
2
N
N
N
Xero Ltd.
254900UG5D8YST164N14
Xero Ltd.
N/A
2862.00000000
NS
248505.85000000
0.044104961613
Long
EC
CORP
NZ
N
2
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
3612.00000000
NS
183113.24000000
0.032499043467
Long
EC
CORP
CA
N
1
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
N/A
156096.00000000
NS
228877.47000000
0.040621305407
Long
EC
CORP
SG
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
530314.00000000
NS
8352582.45000000
1.482421151567
Long
EC
CORP
DE
N
2
N
N
N
Melrose Industries plc
213800RGNXXZY2M7TR85
Melrose Industries plc
N/A
61253.00000000
NS
520093.14000000
0.092306430512
Long
EC
CORP
GB
N
2
N
N
N
2024-04-30
AQR Funds
Matthew Plastina
Matthew Plastina
Chief Financial Officer and Treasurer