# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-004764
**Filing Date:** 2026-2
**Character Count:** 97876
**Document Hash:** e08c09a2acb82a4d89231f27450a85c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004764.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004764

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 26682628

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

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

## Series and Classes Contracts Data

### AQR Emerging Multi-Style II Fund (Series ID: S000048055)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000151790 | Class I      | QTELX           |
| C000151791 | Class N      | QTENX           |
| C000151792 | Class R6     | QTERX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

- **a. Name of Series:** AQR Emerging Multi-Style II Fund

- **b. EDGAR series identifier (if any):** S000048055

- **c. LEI of Series:** 5493005HRSD7GS7I1R46

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $566617797.41

**Total Liabilities:** $3772058.63

**Net Assets:** $562845738.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151790 | 4.13%                | -1.20%               | 2.89%                |
| Class ID C000151791 | 4.17%                | -1.19%               | 2.76%                |
| Class ID C000151792 | 4.13%                | -1.12%               | 2.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2759591.32              | $23024329.28                               |
| Month 2  | $2540051.64              | $-9735790.44                               |
| Month 3  | $6128741.47              | $5532632.40                                |

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Autohome, Inc.                                                   | Autohome, Inc.                                                                         | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     24104 | NS      | $536555.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Chile                                            | Banco Santander Chile                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      5904 | NS      | $183673.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PhosAgro PJSC                                                    | PhosAgro PJSC                                                                          | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |        72 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sigma Foods SAB de CV                                            | Sigma Foods SAB de CV, Class A                                                         | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               | CORP              | MX        |   1380190 | NS      | $1206396.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Credito e Inversiones SA                                | Banco de Credito e Inversiones SA                                                      | CUSIP: N/A<br>LEI: 549300E9E5Y3PKW24142       | Long             | EC               | CORP              | CL        |      3863 | NS      | $250213.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                               | Banco do Brasil SA                                                                     | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |   1744400 | NS      | $6962460.15   | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV               | Promotora y Operadora de Infraestructura SAB de CV                                     | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |     13735 | NS      | $203910.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                               | Grupo Financiero Banorte SAB de CV, Class O                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    461508 | NS      | $4278447.62   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV                                     | Industrias Penoles SAB de CV                                                           | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |     29100 | NS      | $1529925.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                           | Grupo Mexico SAB de CV, Series B                                                       | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     51618 | NS      | $487386.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                               | Petroleo Brasileiro SA - Petrobras (Preference)                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |    205000 | NS      | $1150758.94   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                                     | Falabella SA                                                                           | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |     85523 | NS      | $596583.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                                       | Arca Continental SAB de CV                                                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |    114678 | NS      | $1241063.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                                       | Embraer SA                                                                             | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     65831 | NS      | $4237541.47   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile SA                                                    | Enel Chile SA                                                                          | CUSIP: 29278D105<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |     62924 | NS      | $252954.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                                 | Gold Fields Ltd.                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |    123968 | NS      | $5412442.88   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    160000 | NS      | $160000.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                   | Grupo Aeroportuario del Centro Norte SAB de CV                                         | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      2163 | NS      | $235269.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                        | Grupo Aeroportuario del Sureste SAB de CV                                              | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      5615 | NS      | $1815891.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                     | Harmony Gold Mining Co. Ltd.                                                           | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |    196645 | NS      | $3913235.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                              | State Bank of India                                                                    | CUSIP: 856552203<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |      3533 | NS      | $384390.40    | 0.07%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                       | Bank Polska Kasa Opieki SA                                                             | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |     47983 | NS      | $2721675.23   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                               | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    170144 | NS      | $4542289.18   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co. Ltd.                                          | Jiangxi Copper Co. Ltd., Class H                                                       | CUSIP: N/A<br>LEI: 3003002E74YFQ6MEZY56       | Long             | EC               | CORP              | CN        |    121000 | NS      | $668802.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                          | Accton Technology Corp.                                                                | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    166960 | NS      | $6300569.39   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp. Ltd.                                      | Bharat Petroleum Corp. Ltd.                                                            | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |    613426 | NS      | $2624066.89   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                         | Wuliangye Yibin Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     22782 | NS      | $346097.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                                     | Vedanta Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    486135 | NS      | $3270889.23   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                                     | Oil & Natural Gas Corp. Ltd.                                                           | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   2324205 | NS      | $6219503.13   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                            | DB Insurance Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     53906 | NS      | $4894886.21   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd.                                   | CSPC Pharmaceutical Group Ltd.                                                         | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |   1638000 | NS      | $1777299.62   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land & Investment Ltd.                            | China Overseas Land & Investment Ltd.                                                  | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    287500 | NS      | $454035.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Land Ltd.                                        | China Resources Land Ltd.                                                              | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |    558000 | NS      | $1952052.67   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                                       | CITIC Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |   4460000 | NS      | $6931372.00   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                | Lenovo Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    852000 | NS      | $1013194.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                          | United Tractors Tbk. PT                                                                | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2744800 | NS      | $4852863.25   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd.                                                    | RHB Bank Bhd.                                                                          | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |   1098454 | NS      | $2086396.34   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Oil Corp. Ltd.                                            | Indian Oil Corp. Ltd.                                                                  | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |    473306 | NS      | $877447.91    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                          | Delta Electronics, Inc.                                                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    162000 | NS      | $4941641.80   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| China Taiping Insurance Holdings Co. Ltd.                        | China Taiping Insurance Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | EC               | CORP              | HK        |   2172000 | NS      | $5230302.19   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                                          | Dubai Islamic Bank PJSC                                                                | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    110098 | NS      | $277817.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                                   | LG Uplus Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     11488 | NS      | $117388.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Ltd.                                            | HCL Technologies Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    117517 | NS      | $2123931.40   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                | China Minsheng Banking Corp. Ltd., Class A                                             | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |    333155 | NS      | $182916.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                          | Elite Material Co. Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     14000 | NS      | $733487.16    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp. Taiwan Ltd.                               | Evergreen Marine Corp. Taiwan Ltd.                                                     | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |   1080000 | NS      | $6515049.22   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd.                                               | Hero MotoCorp Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |      9101 | NS      | $584804.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                           | Kunlun Energy Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |   1692000 | NS      | $1617448.38   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                              | Krung Thai Bank PCL                                                                    | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |   6696600 | NS      | $6000323.95   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                 | Kasikornbank PCL                                                                       | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    408000 | NS      | $2516435.81   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                   | MediaTek, Inc.                                                                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    121980 | NS      | $5538525.18   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                 | Shinhan Financial Group Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     23819 | NS      | $1268356.42   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co. Ltd.                                 | Fubon Financial Holding Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300G7Y2TS2XNIB476       | Long             | EC               | CORP              | TW        |    200900 | NS      | $614884.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                         | Kweichow Moutai Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      5500 | NS      | $1086432.02   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                              | Hon Hai Precision Industry Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    512760 | NS      | $3758697.70   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                               | Bharti Airtel Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     73668 | NS      | $1729097.16   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.            | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                  | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      4623 | NS      | $1304479.56   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                   | SK hynix, Inc.                                                                         | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     45915 | NS      | $20793901.59  | 3.69%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                  | International Container Terminal Services, Inc.                                        | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |    124804 | NS      | $1197652.29   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                                         | Industrial Bank of Korea                                                               | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |    280445 | NS      | $4076413.57   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                        | Kia Corp.                                                                              | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     53980 | NS      | $4576074.08   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                       | Korea Electric Power Corp.                                                             | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     82694 | NS      | $2713990.87   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzhou Laojiao Co. Ltd.                                          | Luzhou Laojiao Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17500 | NS      | $291844.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Ltd.                          | Oracle Financial Services Software Ltd.                                                | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |      3392 | NS      | $290618.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                   | Geely Automobile Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |   1249000 | NS      | $2888783.10   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd.                                         | Union Bank of India Ltd.                                                               | CUSIP: N/A<br>LEI: 5493000P4HD6132SQ711       | Long             | EC               | CORP              | IN        |   1635855 | NS      | $2801704.91   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                        | First Abu Dhabi Bank PJSC                                                              | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |     37043 | NS      | $175898.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd.                                               | Nedbank Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |     47005 | NS      | $755770.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sany Heavy Industry Co. Ltd.                                     | Sany Heavy Industry Co. Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |    166900 | NS      | $505649.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                               | Korea Investment Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     19423 | NS      | $2186937.32   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                               | Orient Overseas International Ltd.                                                     | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |     65500 | NS      | $1056129.09   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                                | PICC Property & Casualty Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   2018000 | NS      | $4242659.11   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co. Ltd.                                    | China Life Insurance Co. Ltd., Class H                                                 | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |     43000 | NS      | $152002.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                              | International Games System Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    164000 | NS      | $3762756.61   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    232599 | NS      | $19495261.54  | 3.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Bank Co. Ltd.                                            | Ping An Bank Co. Ltd., Class A                                                         | CUSIP: N/A<br>LEI: 549300W9MKNIVWXFM679       | Long             | EC               | CORP              | CN        |    151385 | NS      | $247633.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                            | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   1432900 | NS      | $70437473.98  | 12.51%            |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corp.                                    | United Microelectronics Corp.                                                          | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |   2473580 | NS      | $3862707.66   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                          | Mobile TeleSystems PJSC                                                                | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |    306032 | NS      | $3.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP Bank Nyrt.                                                                         | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      7468 | NS      | $800750.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  26875020 | NS      | $26875020.31  | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Uae Dirham                                                       | Uae Dirham                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AE        |         1 | OU      | $0.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                                | Banco Bradesco SA (Preference)                                                         | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |   2063000 | NS      | $6753957.60   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                            | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |    611480 | NS      | $1963254.51   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd.                                      | Sino Biopharmaceutical Ltd.                                                            | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |    672000 | NS      | $534668.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd.                                                       | Cipla Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |     23282 | NS      | $391319.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                   | Tata Consultancy Services Ltd.                                                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     22849 | NS      | $816376.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                            | Emaar Properties PJSC                                                                  | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    418516 | NS      | $1597284.67   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd.                                         | Standard Bank Group Ltd.                                                               | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |     89849 | NS      | $1575995.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                        | NTPC Ltd.                                                                              | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    820022 | NS      | $3010087.54   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                         | Itau Unibanco Holding SA (Preference)                                                  | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    405408 | NS      | $2897398.34   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                             | Turk Hava Yollari AO                                                                   | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               | CORP              | TR        |    310067 | NS      | $1937140.85   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                      | Powszechna Kasa Oszczednosci Bank Polski SA                                            | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |     64646 | NS      | $1525774.99   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                   | Axis Bank Ltd.                                                                         | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8881 | NS      | $615091.54    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hindalco Industries Ltd.                                         | Hindalco Industries Ltd.                                                               | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |    395548 | NS      | $3903773.02   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd.                                                         | ITC Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    427731 | NS      | $1919702.34   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                    | China Construction Bank Corp., Class H                                                 | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |  11526000 | NS      | $11408561.68  | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                            | Aldar Properties PJSC                                                                  | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |    216781 | NS      | $513064.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                                       | Hana Financial Group, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     82224 | NS      | $5364835.11   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                          | Hyundai Glovis Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      9053 | NS      | $1136337.58   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                              | Etihad Etisalat Co.                                                                    | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |    310632 | NS      | $5457903.59   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                               | Arab National Bank                                                                     | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               | CORP              | SA        |    178216 | NS      | $1027407.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                       | Riyad Bank                                                                             | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |     48875 | NS      | $353742.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                                | Saudi Telecom Co.                                                                      | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    282082 | NS      | $3230356.11   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                               | Bank of China Ltd., Class H                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   2567000 | NS      | $1471731.86   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd.                                             | Larsen & Toubro Ltd.                                                                   | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     14876 | NS      | $663481.59    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                               | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      5457 | NS      | $382088.94    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                       | Industrial & Commercial Bank of China Ltd., Class H                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   1293000 | NS      | $1046303.29   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                    | Severstal PAO                                                                          | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |     54062 | NS      | $0.54         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| China Communications Services Corp. Ltd.                         | China Communications Services Corp. Ltd., Class H                                      | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |   1288000 | NS      | $742425.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                         | Power Finance Corp. Ltd.                                                               | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |    271057 | NS      | $1073244.39   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                        | Ping An Insurance Group Co. of China Ltd., Class A                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     48800 | NS      | $478895.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp. Ltd.                                      | China CITIC Bank Corp. Ltd., Class H                                                   | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   6779000 | NS      | $6049306.24   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                   | Cia Energetica de Minas Gerais (Preference)                                            | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               | CORP              | BR        |    228120 | NS      | $462122.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd.                                                         | DLF Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800PJLUEOB8914F48       | Long             | EC               | CORP              | IN        |     44240 | NS      | $338482.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co. Ltd.                                          | Bank of Ningbo Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 300300C1092133000091       | Long             | EC               | CORP              | CN        |     55900 | NS      | $225096.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Grid Corp. of India Ltd.                                   | Power Grid Corp. of India Ltd.                                                         | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    600989 | NS      | $1772171.26   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corp. Ltd.                                              | Kingsoft Corp. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |    904200 | NS      | $3317147.08   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                           | Emirates NBD Bank PJSC                                                                 | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    461167 | NS      | $3496971.19   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                                          | Sinotruk Hong Kong Ltd.                                                                | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |   1774000 | NS      | $6295828.11   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic International Co. Ltd.                            | BYD Electronic International Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | HK        |    277500 | NS      | $1201737.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamtri Resources Indonesia Tbk. PT                              | Alamtri Resources Indonesia Tbk. PT                                                    | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |   1623500 | NS      | $175936.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co.                                         | Saudi Arabian Mining Co.                                                               | CUSIP: N/A<br>LEI: 254900R4HAVLB4GY9713       | Long             | EC               | CORP              | SA        |     29771 | NS      | $483584.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PhosAgro PJSC                                                    | PhosAgro PJSC                                                                          | CUSIP: N/A<br>LEI: 25340053KRUNNYUWF472       | Long             | EC               | CORP              | RU        |      3717 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Muthoot Finance Ltd.                                             | Muthoot Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     22601 | NS      | $958643.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                                        | China Hongqiao Group Ltd.                                                              | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |   1518500 | NS      | $6377281.35   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd.                                                  | Coal India Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |   1454501 | NS      | $6461060.89   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                   | China Everbright Bank Co. Ltd., Class A                                                | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |    505900 | NS      | $253159.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                                 | PGE Polska Grupa Energetyczna SA                                                       | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |    736677 | NS      | $1800411.64   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co. Ltd.                                | New China Life Insurance Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |    718700 | NS      | $5035774.12   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                | China Minsheng Banking Corp. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |   2145000 | NS      | $1084449.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                      | Polyus PJSC                                                                            | CUSIP: N/A<br>LEI: 549300FUXVT7TF6ZKV71       | Long             | EC               | CORP              | RU        |     12910 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tatneft PJSC                                                     | Tatneft PJSC                                                                           | CUSIP: N/A<br>LEI: 253400PAT768SVJMV121       | Long             | EC               | CORP              | RU        |    134766 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novolipetsk Steel PJSC                                           | Novolipetsk Steel PJSC                                                                 | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |    326680 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magnit PJSC                                                      | Magnit PJSC                                                                            | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               | CORP              | RU        |      6681 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Novatek PJSC                                                     | Novatek PJSC                                                                           | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |     71760 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gazprom PJSC                                                     | Gazprom PJSC                                                                           | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |    863552 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL PJSC                                                      | LUKOIL PJSC                                                                            | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     29987 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rosneft Oil Co. PJSC                                             | Rosneft Oil Co. PJSC                                                                   | CUSIP: N/A<br>LEI: 253400JT3MQWNDKMJE44       | Long             | EC               | CORP              | RU        |    106000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                         | GMK Norilskiy Nickel PAO                                                               | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |    679000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgutneftegas PAO                                               | Surgutneftegas PAO                                                                     | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |   1249260 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Huatai Securities Co. Ltd.                                       | Huatai Securities Co. Ltd., Class A                                                    | CUSIP: N/A<br>LEI: 3003009ABT0UCWO79Q77       | Long             | EC               | CORP              | CN        |    128200 | NS      | $433715.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                 | Powszechny Zaklad Ubezpieczen SA                                                       | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     34858 | NS      | $645202.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                            | Far East Horizon Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | EC               | CORP              | HK        |   1067000 | NS      | $1102436.05   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Brasil SA                                             | Telefonica Brasil SA                                                                   | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    156160 | NS      | $934968.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                                | Zhen Ding Technology Holding Ltd.                                                      | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |    156000 | NS      | $703013.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                      | Astra International Tbk. PT                                                            | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  16760900 | NS      | $6727105.23   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Insurance Co. Group of China Ltd. (The)                 | People's Insurance Co. Group of China Ltd. (The), Class H                              | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |   2953000 | NS      | $2565259.41   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                                | Indus Towers Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    647195 | NS      | $3018348.90   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                                   | BB Seguridade Participacoes SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    212700 | NS      | $1405021.57   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd.                                                         | BSE Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |     52647 | NS      | $1543997.12   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co. Ltd.                             | Luxshare Precision Industry Co. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 300300QLLDUELXN16530       | Long             | EC               | CORP              | CN        |    167407 | NS      | $1364006.34   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BOE Technology Group Co. Ltd.                                    | BOE Technology Group Co. Ltd., Class A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   1583900 | NS      | $956153.19    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co. Ltd.         | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A                      | CUSIP: N/A<br>LEI: 300300T3ACALX7NIPW13       | Long             | EC               | CORP              | CN        |    126600 | NS      | $156872.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenwan Hongyuan Group Co. Ltd.                                  | Shenwan Hongyuan Group Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: 300300I0GB4QPIGPS572       | Long             | EC               | CORP              | CN        |    354200 | NS      | $267624.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co. Ltd.                                             | China Vanke Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 529900E66UJ2DWY7KW55       | Long             | EC               | CORP              | CN        |    225400 | NS      | $150220.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                     | BYD Co. Ltd., Class A                                                                  | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     68100 | NS      | $953931.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Shanghai Co. Ltd.                                        | Bank of Shanghai Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 300300C1091231000098       | Long             | EC               | CORP              | CN        |    214111 | NS      | $310003.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Electronics Ltd.                                          | Bharat Electronics Ltd.                                                                | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    662219 | NS      | $2947670.56   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                           | Hyundai Rotem Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1956 | NS      | $255102.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                                  | Absa Group Ltd.                                                                        | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |     51820 | NS      | $748947.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                  | ASE Technology Holding Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |     61840 | NS      | $487603.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                     | Xiaomi Corp., Class B                                                                  | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |    542200 | NS      | $2736392.64   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                      | Woori Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    384880 | NS      | $7470295.33   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co. Ltd.                             | Hansoh Pharmaceutical Group Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 254900Q6MR00EBXTPF42       | Long             | EC               | CORP              | KY        |    886000 | NS      | $4105134.02   | 0.73%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                   | HDFC Bank Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     88058 | NS      | $972767.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    743904 | NS      | $13658793.26  | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Energy India Ltd.                                        | Hitachi Energy India Ltd.                                                              | CUSIP: N/A<br>LEI: 549300ASJQYQLII9F213       | Long             | EC               | CORP              | IN        |      2643 | NS      | $538737.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd.                                          | Sibanye Stillwater Ltd.                                                                | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |   1444447 | NS      | $5266165.08   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman, Inc.                                      | Wuxi Biologics Cayman, Inc.                                                            | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |     63000 | NS      | $254760.29    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NetEase, Inc.                                                    | NetEase, Inc.                                                                          | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     71500 | NS      | $1968051.39   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co. Ltd.                                               | SK Square Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     13537 | NS      | $3447310.43   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                            | Tencent Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    324400 | NS      | $24895604.22  | 4.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                               | Eicher Motors Ltd.                                                                     | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     46686 | NS      | $3800363.16   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                | Pop Mart International Group Ltd.                                                      | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |    118200 | NS      | $2851779.19   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TIM SA                                                           | TIM SA                                                                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    328400 | NS      | $1274509.45   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co.                                                          | Elm Co.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      4611 | NS      | $919521.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                              | PetroChina Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    421600 | NS      | $628875.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                       | Industrial & Commercial Bank of China Ltd., Class A                                    | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    329800 | NS      | $375056.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                  | Agricultural Bank of China Ltd., Class A                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |    577700 | NS      | $636018.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of China Ltd.                                               | Bank of China Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |    573300 | NS      | $471160.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Petroleum & Chemical Corp.                                 | China Petroleum & Chemical Corp., Class A                                              | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |    446400 | NS      | $395405.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                    | China Merchants Bank Co. Ltd., Class A                                                 | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    103158 | NS      | $622861.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co. Ltd.                                         | Industrial Bank Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |    145390 | NS      | $439014.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pudong Development Bank Co. Ltd.                        | Shanghai Pudong Development Bank Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 300300C1031031001330       | Long             | EC               | CORP              | CN        |    145263 | NS      | $259130.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                            | SAIC Motor Corp. Ltd., Class A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    130000 | NS      | $283874.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Communications Co. Ltd.                                  | Bank of Communications Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |    366400 | NS      | $381011.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Securities Co. Ltd.                                        | CITIC Securities Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 300300E1006744000068       | Long             | EC               | CORP              | CN        |    143965 | NS      | $592685.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                           | China Pacific Insurance Group Co. Ltd., Class A                                        | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |     59300 | NS      | $356525.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                                     | China Yangtze Power Co. Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |     93300 | NS      | $363661.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China State Construction Engineering Corp. Ltd.                  | China State Construction Engineering Corp. Ltd., Class A                               | CUSIP: N/A<br>LEI: 300300CWW8WOEV3BR645       | Long             | EC               | CORP              | CN        |   1076500 | NS      | $791624.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Huaxia Bank Co. Ltd.                                             | Huaxia Bank Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 300300AKNDEHIGVDZW37       | Long             | EC               | CORP              | CN        |    273900 | NS      | $269752.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                    | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |    148900 | NS      | $610898.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co. Ltd.                                         | Bank of Beijing Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    535278 | NS      | $420499.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baoshan Iron & Steel Co. Ltd.                                    | Baoshan Iron & Steel Co. Ltd., Class A                                                 | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |    688322 | NS      | $735361.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                      | Anhui Conch Cement Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     51723 | NS      | $162031.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Securities Co. Ltd.                              | China Merchants Securities Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 30030060IEIMX476KH87       | Long             | EC               | CORP              | CN        |    225800 | NS      | $538768.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Poly Developments and Holdings Group Co. Ltd.                    | Poly Developments and Holdings Group Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: 300300W9OF1ZRGUDVU96       | Long             | EC               | CORP              | CN        |    175700 | NS      | $153682.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                         | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |    137638 | NS      | $1176217.50   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co. Ltd.                                | New China Life Insurance Co. Ltd., Class A                                             | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |     36300 | NS      | $362821.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                        | Haier Smart Home Co. Ltd., Class A                                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |    212400 | NS      | $794603.17    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co. Ltd.                                         | NARI Technology Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    250249 | NS      | $806646.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp. Ltd.                         | China Tourism Group Duty Free Corp. Ltd., Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     28792 | NS      | $390575.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                        | SCB X PCL                                                                              | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    398600 | NS      | $1756740.01   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd.                                             | Varun Beverages Ltd.                                                                   | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |    166720 | NS      | $910172.99    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                       | Hindustan Aeronautics Ltd.                                                             | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |    114354 | NS      | $5589480.01   | 0.99%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                            | Anglogold Ashanti plc                                                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     47011 | NS      | $4048578.37   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                   | Brazilian Real                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | BR        |    274633 | OU      | $50117.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                                      | Canara Bank                                                                            | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |   4011121 | NS      | $6917737.59   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi National Bank (The)                                        | Saudi National Bank (The)                                                              | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |    143322 | NS      | $1447434.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Punjab National Bank                                             | Punjab National Bank                                                                   | CUSIP: N/A<br>LEI: 335800LE3GBR6I412V82       | Long             | EC               | CORP              | IN        |   1061916 | NS      | $1460762.21   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavouring & Food Co. Ltd.                        | Foshan Haitian Flavouring & Food Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     31867 | NS      | $169254.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                                   | Bank of Baroda                                                                         | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |   1626937 | NS      | $5361690.76   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio, Inc.                                                      | 3SBio, Inc.                                                                            | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |   1164500 | NS      | $3615814.91   | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Guotai Haitong Securities Co. Ltd.                               | Guotai Haitong Securities Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 300300E1005431000017       | Long             | EC               | CORP              | CN        |     88600 | NS      | $260976.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                         | GMK Norilskiy Nickel PAO                                                               | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| InterGlobe Aviation Ltd.                                         | InterGlobe Aviation Ltd.                                                               | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     22763 | NS      | $1283957.08   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Guotai Haitong Securities Co. Ltd.                               | Guotai Haitong Securities Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 300300E1005431000017       | Long             | EC               | CORP              | CN        |    108624 | NS      | $319957.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chilean Peso                                                     | Chilean Peso                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | CL        |       -82 | OU      | $-0.09        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                    | Yuan Renminbi                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CN        |         2 | OU      | $0.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |     34284 | OU      | $40290.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                 | Hong Kong Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |     49700 | OU      | $6385.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                           | Forint                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HU        |         1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                           | Rupiah                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | ID        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                     | Indian Rupee                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | IN        |  45988465 | OU      | $511668.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                              | Won                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KR        |  15279918 | OU      | $10607.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       318 | NC      | $369828.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                     | Mexican Peso                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | MX        |    129100 | OU      | $7169.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                | Malaysian Ringgit                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | MY        |         1 | OU      | $0.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Peso                                                  | Philippine Peso                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | PH        |         7 | OU      | $0.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                            | Zloty                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | PL        |    624555 | OU      | $173970.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatari Rial                                                      | Qatari Rial                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | QA        |         0 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Riyal                                                      | Saudi Riyal                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SA        |         0 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                             | Baht                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | TH        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                 | New Turkish Lira                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | TR        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                | New Taiwan Dollar                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | TW        |        -3 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                                             | Rand                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | ZA        |    112500 | OU      | $6793.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer