# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010934
**Filing Date:** 2026-5
**Character Count:** 93600
**Document Hash:** 2d7d2251ecc92ed9138d496f8a5f884b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010934.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010934

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**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:** 261011779

**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:** 2026-03-31

**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:** $583709053.71

**Total Liabilities:** $1894366.48

**Net Assets:** $581814687.23

**Cash Not Reported:** $252119.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151790 | 9.68%                | 7.01%                | -9.82%               |
| Class ID C000151791 | 9.74%                | 6.93%                | -9.79%               |
| Class ID C000151792 | 9.68%                | 7.01%                | -9.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9139991.68              | $43851086.25                               |
| Month 2  | $-96.12                  | $40550681.04                               |
| Month 3  | $10908247.07             | $-73807243.06                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mexican Peso                                             | Mexican Peso                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | MX        |    134400 | OU      | $7498.76      | 0.00%             |  |  |  | No            |                  1 | 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      | $366865.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                     | Turk Hava Yollari AO                                              | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               | CORP              | TR        |    376357 | NS      | $2498826.20   | 0.43%             |  |  |  | No            |                  2 | 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      |
| Bank of Beijing Co. Ltd.                                 | Bank of Beijing Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    535278 | NS      | $428213.07    | 0.07%             |  |  |  | No            |                  1 | 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      | $215091.46    | 0.04%             |  |  |  | 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      | $379940.80    | 0.07%             |  |  |  | No            |                  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        |    923000 | NS      | $813576.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                             | Harmony Gold Mining Co. Ltd.                                      | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |    148231 | NS      | $2278310.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG Ltd.                                                 | MMG Ltd.                                                          | CUSIP: N/A<br>LEI: 529900XB5IQXFMSWEC48       | Long             | EC               | CORP              | HK        |    904000 | NS      | $856495.26    | 0.15%             |  |  |  | No            |                  2 | 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      |
| Sino Biopharmaceutical Ltd.                              | Sino Biopharmaceutical Ltd.                                       | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |   1722000 | NS      | $1308239.80   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                              | Astra International Tbk. PT                                       | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  18836200 | NS      | $6953640.59   | 1.20%             |  |  |  | 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      | $1617938.35   | 0.28%             |  |  |  | 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      | $1414946.19   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                      | Etihad Etisalat Co.                                               | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |    304131 | NS      | $5296353.98   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                     | Rand                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | ZA        |    112500 | OU      | $6648.47      | 0.00%             |  |  |  | No            |                  1 | 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      | $278524.91    | 0.05%             |  |  |  | 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      | $906601.80    | 0.16%             |  |  |  | No            |                  2 | 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      |
| LG Uplus Corp.                                           | LG Uplus Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     11488 | NS      | $119471.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Malayan Banking Bhd.                                     | Malayan Banking Bhd.                                              | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |    130700 | NS      | $367878.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                               | Alibaba Group Holding Ltd.                                        | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    510804 | NS      | $8006591.85   | 1.38%             |  |  |  | No            |                  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      | $263703.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp.                                        | Eva Airways Corp.                                                 | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |    202000 | NS      | $217643.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Leapmotor Technology Co. Ltd.                   | Zhejiang Leapmotor Technology Co. Ltd., Class H                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    106300 | NS      | $648228.07    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Santander Chile                                    | Banco Santander Chile                                             | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      9851 | NS      | $329023.40    | 0.06%             |  |  |  | No            |                  1 | 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      | $571943.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Varun Beverages Ltd.                                     | Varun Beverages Ltd.                                              | CUSIP: N/A<br>LEI: 33580058NWEMWBDNMD48       | Long             | EC               | CORP              | IN        |    166720 | NS      | $681937.07    | 0.12%             |  |  |  | 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      | $3134383.23   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                  | Vale SA, Class B                                                  | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    262138 | NS      | $4170615.58   | 0.72%             |  |  |  | No            |                  1 | 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        |    835000 | NS      | $4971106.06   | 0.85%             |  |  |  | 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      |
| Agricultural Bank of China Ltd.                          | Agricultural Bank of China Ltd., Class A                          | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |    577700 | NS      | $561960.90    | 0.10%             |  |  |  | No            |                  1 | 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      | $6866558.06   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                               | Embraer SA                                                        | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     65208 | NS      | $3869442.72   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Ltd.                                | China Resources Land Ltd.                                         | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |    558000 | NS      | $2068133.26   | 0.36%             |  |  |  | No            |                  2 | 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      |
| Kingsoft Corp. Ltd.                                      | Kingsoft Corp. Ltd.                                               | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |   1089200 | NS      | $3173511.88   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                                  | Sinotruk Hong Kong Ltd.                                           | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |   1545000 | NS      | $7708368.89   | 1.32%             |  |  |  | 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      |
| Larsen & Toubro Ltd.                                     | Larsen & Toubro Ltd.                                              | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     14876 | NS      | $556996.57    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                   | Kunlun Energy Co. Ltd.                                            | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |   1942000 | NS      | $1774497.24   | 0.30%             |  |  |  | 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        |   1387900 | NS      | $80268537.06  | 13.80%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                | GE Vernova T&D India Ltd.                                         | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |     74350 | NS      | $2876793.39   | 0.49%             |  |  |  | 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        |    777000 | NS      | $4901281.81   | 0.84%             |  |  |  | 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      | $1285804.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                | Kia Corp.                                                         | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     53980 | NS      | $5329499.60   | 0.92%             |  |  |  | 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      | $2198916.57   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd.                                 | InterGlobe Aviation Ltd.                                          | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     22763 | NS      | $960839.03    | 0.17%             |  |  |  | Yes           |                  2 | 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      |
| DB Insurance Co. Ltd.                                    | DB Insurance Co. Ltd.                                             | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     19219 | NS      | $2155682.03   | 0.37%             |  |  |  | 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      | $296791.46    | 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      | $372613.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                  | Latam Airlines Group SA                                           | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | EC               | CORP              | CL        |  40884329 | NS      | $1008846.46   | 0.17%             |  |  |  | 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      | $683501.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                       | Arab National Bank                                                | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               | CORP              | SA        |    174628 | NS      | $1002676.28   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                       | Banco do Brasil SA                                                | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |   1608200 | NS      | $7140863.15   | 1.23%             |  |  |  | No            |                  1 | 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        |   3544000 | NS      | $2468143.90   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                         | Kasikornbank PCL                                                  | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    408000 | NS      | $2380406.93   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                    | Emaar Properties PJSC                                             | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    418516 | NS      | $1369567.55   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                 | ORLEN SA                                                          | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    202793 | NS      | $7348056.77   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                      | Krung Thai Bank PCL                                               | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |   6320900 | NS      | $6759619.14   | 1.16%             |  |  |  | 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        |     88323 | NS      | $298564.31    | 0.05%             |  |  |  | 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      | $4050913.97   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan High Speed Rail Corp.                             | Taiwan High Speed Rail Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    210000 | NS      | $173975.21    | 0.03%             |  |  |  | No            |                  2 | 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      | $1892088.23   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd.                                | Yadea Group Holdings Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   1014000 | NS      | $1724156.82   | 0.30%             |  |  |  | Yes           |                  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      | $155659.07    | 0.03%             |  |  |  | No            |                  2 | 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      | $2843186.78   | 0.49%             |  |  |  | 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      | $666132.30    | 0.11%             |  |  |  | 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      | $606772.71    | 0.10%             |  |  |  | No            |                  2 | 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      |
| 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      |
| China Hongqiao Group Ltd.                                | China Hongqiao Group Ltd.                                         | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |   1518500 | NS      | $6859382.54   | 1.18%             |  |  |  | No            |                  2 | 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      |
| Cencosud SA                                              | Cencosud SA                                                       | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |    611480 | NS      | $1669413.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd.                                           | HDFC Bank Ltd.                                                    | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     88058 | NS      | $689762.39    | 0.12%             |  |  |  | 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      | $322257.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd.                                                 | ITC Ltd.                                                          | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |   1012820 | NS      | $3094896.50   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd.                                       | AMMB Holdings Bhd.                                                | CUSIP: N/A<br>LEI: 254900R0GQB7U67SCH62       | Long             | EC               | CORP              | MY        |    443300 | NS      | $724844.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                         | Gold Fields Ltd.                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     93920 | NS      | $4263968.00   | 0.73%             |  |  |  | No            |                  1 | 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      | $365756.95    | 0.06%             |  |  |  | No            |                  2 | 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        |      2500 | NS      | $7042.99      | 0.00%             |  |  |  | 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      | $1419644.76   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                          | Gruma SAB de CV, Class B                                          | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | EC               | CORP              | MX        |     90570 | NS      | $1660761.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Compal Electronics, Inc.                                 | Compal Electronics, Inc.                                          | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    321000 | NS      | $279229.42    | 0.05%             |  |  |  | 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      | $591252.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC Agri-Nutrients Co.                                 | SABIC Agri-Nutrients Co.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      8513 | NS      | $326928.80    | 0.06%             |  |  |  | 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      | $951776.46    | 0.16%             |  |  |  | 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        |    447988 | NS      | $1270759.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                                 | Itau Unibanco Holding SA (Preference)                             | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    405408 | NS      | $3403021.29   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Riyad Bank                                               | Riyad Bank                                                        | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |     48875 | NS      | $387158.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                               | Hindustan Aeronautics Ltd.                                        | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     94694 | NS      | $3481510.48   | 0.60%             |  |  |  | Yes           |                  1 | On Loan: No      |
| China Vanke Co. Ltd.                                     | China Vanke Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 529900E66UJ2DWY7KW55       | Long             | EC               | CORP              | CN        |    259600 | NS      | $151782.67    | 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      | $4288918.09   | 0.74%             |  |  |  | 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      |
| Yuan Renminbi                                            | Yuan Renminbi                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CN        |         2 | OU      | $0.26         | 0.00%             |  |  |  | No            |                  1 | 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      | $2709756.13   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd.                                            | RHB Bank Bhd.                                                     | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |   1441654 | NS      | $3015805.56   | 0.52%             |  |  |  | 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      | $270931.08    | 0.05%             |  |  |  | Yes           |                  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      | $510071.62    | 0.09%             |  |  |  | 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      | $175762.58    | 0.03%             |  |  |  | No            |                  2 | 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      | $470190.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                     | Muthoot Finance Ltd.                                              | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     22601 | NS      | $758976.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                    | Tencent Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    306900 | NS      | $19356913.76  | 3.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp.                               | Unimicron Technology Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4222 | NS      | $61777.87     | 0.01%             |  |  |  | No            |                  2 | 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      | $1322671.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp. Ltd.                                    | Indian Oil Corp. Ltd.                                             | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |    473306 | NS      | $675661.33    | 0.12%             |  |  |  | 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      | $488842.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                          | Absa Group Ltd.                                                   | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |     51820 | NS      | $746461.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                        | Lenovo Group Ltd.                                                 | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |   1224000 | NS      | $1472119.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd.                                       | Nedbank Group Ltd.                                                | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |     47005 | NS      | $741024.09    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile SA                                            | Enel Chile SA                                                     | CUSIP: 29278D105<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |     62924 | NS      | $247920.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APR Corp.                                                | APR Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     14663 | NS      | $3345647.37   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology, Inc.                                  | ASPEED Technology, Inc.                                           | CUSIP: N/A<br>LEI: 984500D002CB7E149R74       | Long             | EC               | CORP              | TW        |      1000 | NS      | $344694.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                       | Orient Overseas International Ltd.                                | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |     76000 | NS      | $1355414.97   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                            | NetEase, Inc.                                                     | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     45100 | NS      | $1007751.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd.                                               | Sasol Ltd.                                                        | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |    211867 | NS      | $2794565.15   | 0.48%             |  |  |  | No            |                  2 | 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      | $645270.74    | 0.11%             |  |  |  | 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      | $244453.16    | 0.04%             |  |  |  | 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      | $680621.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                      | State Bank of India                                               | CUSIP: 856552203<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |      3533 | NS      | $375925.79    | 0.06%             |  |  |  | Yes           |                  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      | $1194850.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                           | MediaTek, Inc.                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     68980 | NS      | $3308637.70   | 0.57%             |  |  |  | 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        |   4134000 | NS      | $1944200.37   | 0.33%             |  |  |  | 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      | $3714690.21   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                         | Hong Kong Dollar                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |     49700 | OU      | $6338.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                              | Canara Bank                                                       | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |   4011121 | NS      | $5284481.09   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Peso                                          | Philippine Peso                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | PH        |         7 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| China State Construction International Holdings Ltd.     | China State Construction International Holdings Ltd.              | CUSIP: N/A<br>LEI: 529900QVUUH13RIZIR85       | Long             | EC               | CORP              | KY        |   1078000 | NS      | $1145199.71   | 0.20%             |  |  |  | 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        |      4307 | NS      | $1447711.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Remegen Co. Ltd.                                         | Remegen Co. Ltd., Class H                                         | CUSIP: N/A<br>LEI: 300300M9HCX4TFAD4I10       | Long             | EC               | CORP              | CN        |     31500 | NS      | $392582.29    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                           | OTP Bank Nyrt.                                                    | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      7468 | NS      | $800777.83    | 0.14%             |  |  |  | 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      | $1055476.47   | 0.18%             |  |  |  | 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      |
| Bharat Petroleum Corp. Ltd.                              | Bharat Petroleum Corp. Ltd.                                       | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |    613426 | NS      | $1839205.76   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| 3SBio, Inc.                                              | 3SBio, Inc.                                                       | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |     70000 | NS      | $206357.16    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                      | PetroChina Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    421600 | NS      | $739432.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd.                                                 | BSE Ltd.                                                          | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |     48913 | NS      | $1408197.25   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| China Airlines Ltd.                                      | China Airlines Ltd.                                               | CUSIP: N/A<br>LEI: 25490032B2A0G6D0JP27       | Long             | EC               | CORP              | TW        |   2267000 | NS      | $1285439.13   | 0.22%             |  |  |  | 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      | $1095653.81   | 0.19%             |  |  |  | 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        |    104690 | NS      | $1692808.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                | Gerdau SA                                                         | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |    552949 | NS      | $1996145.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA                                                   | TIM SA                                                            | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    217900 | NS      | $1155155.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp.                                  | Accton Technology Corp.                                           | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    175960 | NS      | $8681369.17   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd.                                               | Cipla Ltd.                                                        | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |     23282 | NS      | $303374.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Won                                                      | Won                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KR        |      5398 | OU      | $3.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Ltd.                                  | Sibanye Stillwater Ltd.                                           | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |   1444447 | NS      | $4433688.43   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                        | Saudi Telecom Co.                                                 | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    157138 | NS      | $1780973.27   | 0.31%             |  |  |  | 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        |     37892 | NS      | $896297.03    | 0.15%             |  |  |  | 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      | $1115559.00   | 0.19%             |  |  |  | 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        |    185300 | NS      | $157674.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund                     | Limited Purpose Cash Investment Fund                              | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |  21882551 | NS      | $21882550.77  | 3.76%             |  |  |  | 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        |     45700 | NS      | $2031193.27   | 0.35%             |  |  |  | No            |                  1 | 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      |
| Indian Rupee                                             | Indian Rupee                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | IN        |  30382315 | OU      | $320323.83    | 0.06%             |  |  |  | No            |                  1 | 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      |
| 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      | $786852.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                       | Petroleo Brasileiro SA - Petrobras (Preference)                   | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |    205000 | NS      | $1926185.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                           | Tata Consultancy Services Ltd.                                    | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     22849 | NS      | $575352.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                              | Woori Financial Group, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    351425 | NS      | $7703891.48   | 1.32%             |  |  |  | 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      | $1161670.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                    | Aldar Properties PJSC                                             | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |    216781 | NS      | $468555.74    | 0.08%             |  |  |  | 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        |     20520 | NS      | $4755865.15   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                             | Falabella SA                                                      | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |     84986 | NS      | $520232.57    | 0.09%             |  |  |  | No            |                  1 | 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      | $247131.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazilian Real                                           | Brazilian Real                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | BR        |         0 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hero MotoCorp Ltd.                                       | Hero MotoCorp Ltd.                                                | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |      9101 | NS      | $491947.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                  | Bharat Electronics Ltd.                                           | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    364165 | NS      | $1558353.44   | 0.27%             |  |  |  | No            |                  2 | 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      |
| China Taiping Insurance Holdings Co. Ltd.                | China Taiping Insurance Holdings Co. Ltd.                         | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | EC               | CORP              | HK        |   2172000 | NS      | $5735724.65   | 0.99%             |  |  |  | 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      | $291622.80    | 0.05%             |  |  |  | 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      | $12439025.33  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                  | United Tractors Tbk. PT                                           | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   2457000 | NS      | $4489090.59   | 0.77%             |  |  |  | No            |                  1 | 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      | $7002151.88   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                           | Hindustan Petroleum Corp. Ltd.                                    | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |    561722 | NS      | $2001772.78   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                | SCB X PCL                                                         | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    398600 | NS      | $1752233.05   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                        | Banco Bradesco SA (Preference)                                    | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |   2063000 | NS      | $7634914.14   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                                  | Delta Electronics, Inc.                                           | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    162000 | NS      | $7304640.14   | 1.26%             |  |  |  | No            |                  2 | 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        |   1219590 | NS      | $1218024.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix, Inc.                                           | SK hynix, Inc.                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     36346 | NS      | $20621452.89  | 3.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Ltd.                                               | CITIC Ltd.                                                        | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |   4894000 | NS      | $7452778.70   | 1.28%             |  |  |  | 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        |     33867 | NS      | $202494.65    | 0.03%             |  |  |  | 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      | $343134.75    | 0.06%             |  |  |  | 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      | $267568.63    | 0.05%             |  |  |  | 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        |   1187000 | NS      | $5271744.83   | 0.91%             |  |  |  | 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      | $514534.53    | 0.09%             |  |  |  | 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      | $308064.44    | 0.05%             |  |  |  | No            |                  1 | 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      | $506731.97    | 0.09%             |  |  |  | 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      | $3474389.98   | 0.60%             |  |  |  | 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      | $428747.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                    | Anglogold Ashanti plc                                             | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     41969 | NS      | $4189009.84   | 0.72%             |  |  |  | No            |                  2 | 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      |
| United Microelectronics Corp.                            | United Microelectronics Corp.                                     | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |   3812580 | NS      | $6834431.90   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                 | Reliance Industries Ltd.                                          | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      5457 | NS      | $320825.28    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| New Taiwan Dollar                                        | New Taiwan Dollar                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | TW        |        -3 | OU      | $-0.09        | -0.00%            |  |  |  | No            |                  1 | 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      | $242627.37    | 0.04%             |  |  |  | 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      | $397267.54    | 0.07%             |  |  |  | No            |                  1 | 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      | $1042525.75   | 0.18%             |  |  |  | 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      | $1933106.15   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| China National Building Material Co. Ltd.                | China National Building Material Co. Ltd., Class H                | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |   1250000 | NS      | $766841.42    | 0.13%             |  |  |  | No            |                  2 | 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      | $250232.12    | 0.04%             |  |  |  | No            |                  1 | 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      |
| Telefonica Brasil SA                                     | Telefonica Brasil SA                                              | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    156160 | NS      | $1242985.18   | 0.21%             |  |  |  | No            |                  1 | 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      | $214699.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration & Production PCL                         | PTT Exploration & Production PCL                                  | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    260500 | NS      | $1255092.42   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                           | Axis Bank Ltd.                                                    | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8881 | NS      | $549250.38    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Punjab National Bank                                     | Punjab National Bank                                              | CUSIP: N/A<br>LEI: 335800LE3GBR6I412V82       | Long             | EC               | CORP              | IN        |   1061916 | NS      | $1137682.96   | 0.20%             |  |  |  | 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      | $1627141.49   | 0.28%             |  |  |  | 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      | $405554.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Dagangan Bhd.                                   | Petronas Dagangan Bhd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    131900 | NS      | $713229.38    | 0.12%             |  |  |  | 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      |
| Elm Co.                                                  | Elm Co.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      2260 | NS      | $325134.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                           | Geely Automobile Holdings Ltd.                                    | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |   1253000 | NS      | $3342952.61   | 0.57%             |  |  |  | No            |                  1 | 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      |
| China Everbright Bank Co. Ltd.                           | China Everbright Bank Co. Ltd., Class A                           | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |    505900 | NS      | $236512.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                       | Bharti Airtel Ltd.                                                | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     73668 | NS      | $1399941.96   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                               | Korea Electric Power Corp.                                        | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     99562 | NS      | $2830581.97   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Zloty                                                    | Zloty                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | PL        |    624555 | OU      | $168243.80    | 0.03%             |  |  |  | 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      |
| Hindalco Industries Ltd.                                 | Hindalco Industries Ltd.                                          | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |    292298 | NS      | $2764106.47   | 0.48%             |  |  |  | No            |                  2 | 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      |
| 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      | $328496.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                               | Hana Financial Group, Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     70942 | NS      | $5171450.61   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                        | Indus Towers Ltd.                                                 | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    647195 | NS      | $2881272.55   | 0.50%             |  |  |  | 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      | $183641.02    | 0.03%             |  |  |  | No            |                  2 | 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      | $5118482.41   | 0.88%             |  |  |  | No            |                  1 | 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      |
| EURO                                                     | EURO                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |     34284 | OU      | $39627.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | MSCI Emerging Markets Index                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       223 | NC      | $-280505.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Far East Horizon Ltd.                                    | Far East Horizon Ltd.                                             | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | EC               | CORP              | HK        |   1067000 | NS      | $964639.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd.                                          | Coal India Ltd.                                                   | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |   1454501 | NS      | $6954112.50   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                       | Eicher Motors Ltd.                                                | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     46686 | NS      | $3268885.20   | 0.56%             |  |  |  | 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      | $223326.76    | 0.04%             |  |  |  | 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        |    536000 | NS      | $1709964.75   | 0.29%             |  |  |  | No            |                  2 | 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      | $335410.40    | 0.06%             |  |  |  | No            |                  2 | 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      |
| International Games System Co. Ltd.                      | International Games System Co. Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     75000 | NS      | $1791524.43   | 0.31%             |  |  |  | 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        |   1096000 | NS      | $5016880.58   | 0.86%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NTPC Ltd.                                                | NTPC Ltd.                                                         | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    820022 | NS      | $3229729.60   | 0.56%             |  |  |  | No            |                  2 | 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      |
| Samsung Electronics Co. Ltd.                             | Samsung Electronics Co. Ltd.                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    221666 | NS      | $25926363.81  | 4.46%             |  |  |  | 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      | $1233496.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer