# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-25-005929
**Filing Date:** 2025-11
**Character Count:** 100168
**Document Hash:** eb6ae17a92f8832a44b851980ac45c86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-005929.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-005929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**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:** 251510856

**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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $591715681.18

**Total Liabilities:** $2286226.63

**Net Assets:** $589429454.55

**Cash Not Reported:** $318120.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151790 | 0.25%                | 1.26%                | 6.38%                |
| Class ID C000151791 | 0.17%                | 1.25%                | 6.33%                |
| Class ID C000151792 | 0.25%                | 1.26%                | 6.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2956860.98              | $-3577979.84                               |
| Month 2  | $2889999.67              | $2902456.32                                |
| Month 3  | $3391278.49              | $29499752.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Huatai Securities Co. Ltd.                                       | Huatai Securities Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 3003009ABT0UCWO79Q77       | Long             | EC               | CORP              | CN        |    371600 | NS      | $979624.36    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                                     | China Yangtze Power Co. Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |     93300 | NS      | $356785.03    | 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        |    274448 | NS      | $2081180.15   | 0.35%             |  |  |  | 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      |
| Wipro Ltd.                                                       | Wipro Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |    143482 | NS      | $387109.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Beijing Co. Ltd.                                         | Bank of Beijing Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    535278 | NS      | $413835.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co. Ltd.                                   | HDFC Asset Management Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |     17588 | NS      | $1095729.09   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Guotai Haitong Securities Co. Ltd.                               | Guotai Haitong Securities Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 300300E1005431000017       | Long             | EC               | CORP              | CN        |     88600 | NS      | $235061.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Info Edge India Ltd.                                             | Info Edge India Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800MXUVHTBF9DEC78       | Long             | EC               | CORP              | IN        |     12188 | NS      | $179812.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd.                                            | Exxaro Resources Ltd.                                                                  | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |      6113 | NS      | $63777.67     | 0.01%             |  |  |  | No            |                  1 | 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      | $331577.92    | 0.06%             |  |  |  | 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        |   1300000 | NS      | $957248.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                     | Harmony Gold Mining Co. Ltd.                                                           | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |    296301 | NS      | $5377863.15   | 0.91%             |  |  |  | No            |                  1 | 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      |
| Astra International Tbk. PT                                      | Astra International Tbk. PT                                                            | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  16317800 | NS      | $5659041.23   | 0.96%             |  |  |  | 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      | $1012149.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                              | Etihad Etisalat Co.                                                                    | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |    310632 | NS      | $5595219.35   | 0.95%             |  |  |  | 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      | $312905.06    | 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      | $926045.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                                   | LG Uplus Corp.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     11488 | NS      | $125655.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    888604 | NS      | $19872843.32  | 3.37%             |  |  |  | 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      | $288186.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Mutual Ltd.                                                  | Old Mutual Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800MON84ZWWPQCN47       | Long             | EC               | CORP              | ZA        |    469381 | NS      | $362688.45    | 0.06%             |  |  |  | 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        |     23500 | NS      | $200489.95    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd.                                   | Zhongsheng Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |     55000 | NS      | $102780.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                    | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |    148900 | NS      | $570711.03    | 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      | $832848.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil India Ltd.                                                   | Oil India Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | EC               | CORP              | IN        |     35914 | NS      | $167259.44    | 0.03%             |  |  |  | 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      | $3661180.09   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co. Ltd.                                | New China Life Insurance Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |    718700 | NS      | $4256595.04   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                                  | Agricultural Bank of China Ltd., Class A                                               | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |    577700 | NS      | $540473.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co. Ltd.                          | Sunny Optical Technology Group Co. Ltd.                                                | CUSIP: N/A<br>LEI: 3003004QIVP0DFVVWM94       | Long             | EC               | CORP              | KY        |     23300 | NS      | $270260.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                              | Kuaishou Technology                                                                    | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |    116100 | NS      | $1255721.33   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China CITIC Bank Corp. Ltd.                                      | China CITIC Bank Corp. Ltd., Class H                                                   | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   6779000 | NS      | $5820894.96   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc., Class A                                                                  | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |    242200 | NS      | $4243468.02   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                                       | Embraer SA                                                                             | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |    119898 | NS      | $7247834.10   | 1.23%             |  |  |  | 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      | $2174801.68   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingsoft Corp. Ltd.                                              | Kingsoft Corp. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |   1315000 | NS      | $5834951.19   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                                          | Sinotruk Hong Kong Ltd.                                                                | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |   1696500 | NS      | $5002706.09   | 0.85%             |  |  |  | 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      | $617389.19    | 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        |   2084000 | NS      | $1861378.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Wan Hai Lines Ltd.                                               | Wan Hai Lines Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    171000 | NS      | $417934.25    | 0.07%             |  |  |  | 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        |   1538900 | NS      | $66846472.23  | 11.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd.                                               | Bank of China Ltd., Class H                                                            | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   3488000 | NS      | $1906565.22   | 0.32%             |  |  |  | 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        |   1171000 | NS      | $6896872.67   | 1.17%             |  |  |  | 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      | $1067987.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                        | Kia Corp.                                                                              | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     53980 | NS      | $3874516.91   | 0.66%             |  |  |  | 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        |    192600 | NS      | $6596903.89   | 1.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| InterGlobe Aviation Ltd.                                         | InterGlobe Aviation Ltd.                                                               | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     73870 | NS      | $4643960.94   | 0.79%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk. PT                                   | Indofood Sukses Makmur Tbk. PT                                                         | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |    352600 | NS      | $152990.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                            | DB Insurance Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     63663 | NS      | $6291682.88   | 1.07%             |  |  |  | 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      | $289771.89    | 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      | $345602.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Page Industries Ltd.                                             | Page Industries Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800D6UFCCKUP3KD53       | Long             | EC               | CORP              | IN        |       546 | NS      | $250079.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                          | Latam Airlines Group SA                                                                | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | EC               | CORP              | CL        |  37895307 | NS      | $860923.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Holdings & Investment Ltd.                                 | Bajaj Holdings & Investment Ltd.                                                       | CUSIP: N/A<br>LEI: 335800NL7NWD9IPOHL48       | Long             | EC               | CORP              | IN        |      2987 | NS      | $412049.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab National Bank                                               | Arab National Bank                                                                     | CUSIP: N/A<br>LEI: 213800CYWGYQVT1ZBQ57       | Long             | EC               | CORP              | SA        |    178216 | NS      | $1174811.67   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                           | Grupo Mexico SAB de CV, Series B                                                       | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     51618 | NS      | $450183.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                               | Banco do Brasil SA                                                                     | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |   1805100 | NS      | $7492068.02   | 1.27%             |  |  |  | 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        |   2953000 | NS      | $2583410.51   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                 | Kasikornbank PCL                                                                       | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    508300 | NS      | $2629112.53   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                            | Emaar Properties PJSC                                                                  | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    418516 | NS      | $1486947.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu, Inc.                                                      | Baidu, Inc., Class A                                                                   | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |     14400 | NS      | $238096.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                               | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     96897 | NS      | $2308753.13   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                              | Krung Thai Bank PCL                                                                    | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |   7078300 | NS      | $5415610.13   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                      | Anhui Conch Cement Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     51723 | NS      | $168678.45    | 0.03%             |  |  |  | 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      | $3891174.80   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                             | WuXi AppTec Co. Ltd., Class H                                                          | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     25300 | NS      | $387093.76    | 0.07%             |  |  |  | Yes           |                  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        |    721895 | NS      | $2277535.70   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                       | Akbank TAS                                                                             | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |    107162 | NS      | $161940.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Shekou Industrial Zone Holdings Co. Ltd.         | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A                      | CUSIP: N/A<br>LEI: 300300T3ACALX7NIPW13       | Long             | EC               | CORP              | CN        |    126400 | NS      | $180652.44    | 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        |     51475 | NS      | $2480752.45   | 0.42%             |  |  |  | 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      | $756684.05    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                     | Infosys Ltd.                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |    278480 | NS      | $4530869.60   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                 | Powszechny Zaklad Ubezpieczen SA                                                       | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     34858 | NS      | $522006.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| China Everbright Bank Co. Ltd.                                   | China Everbright Bank Co. Ltd., Class H                                                | CUSIP: N/A<br>LEI: 549300U6PKQ4H1P34E17       | Long             | EC               | CORP              | CN        |    702000 | NS      | $292276.36    | 0.05%             |  |  |  | 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        |   1645500 | NS      | $5573035.71   | 0.95%             |  |  |  | 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        |    805426 | NS      | $2292252.37   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                   | HDFC Bank Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     88058 | NS      | $943691.72    | 0.16%             |  |  |  | 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      | $292841.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd.                                                         | ITC Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    177680 | NS      | $803183.63    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                                 | Gold Fields Ltd.                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |    143709 | NS      | $6030029.64   | 1.02%             |  |  |  | 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      | $337863.67    | 0.06%             |  |  |  | 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      | $1200905.30   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzlon Energy Ltd.                                               | Suzlon Energy Ltd.                                                                     | CUSIP: N/A<br>LEI: 724500ZW9AZP283ZN723       | Long             | EC               | CORP              | IN        |    629217 | NS      | $389705.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Bank of India Ltd.                                         | Union Bank of India Ltd.                                                               | CUSIP: N/A<br>LEI: 5493000P4HD6132SQ711       | Long             | EC               | CORP              | IN        |   1635855 | NS      | $2550583.71   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics, Inc.                                         | Compal Electronics, Inc.                                                               | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |   1386560 | NS      | $1481290.81   | 0.25%             |  |  |  | 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      | $585809.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp. Ltd.                         | China Communications Services Corp. Ltd., Class H                                      | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |   1878000 | NS      | $1108894.57   | 0.19%             |  |  |  | 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      | $807513.15    | 0.14%             |  |  |  | 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        |    816993 | NS      | $2415548.64   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                       | Riyad Bank                                                                             | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |     48875 | NS      | $354383.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                       | Hindustan Aeronautics Ltd.                                                             | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |    126474 | NS      | $6758525.42   | 1.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Vanke Co. Ltd.                                             | China Vanke Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: 529900E66UJ2DWY7KW55       | Long             | EC               | CORP              | CN        |    175300 | NS      | $169802.03    | 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      | $4737353.16   | 0.80%             |  |  |  | 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      |
| Korea Investment Holdings Co. Ltd.                               | Korea Investment Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     21724 | NS      | $2246761.82   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd.                                                    | RHB Bank Bhd.                                                                          | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |    939054 | NS      | $1472162.20   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuxi Biologics Cayman, Inc.                                      | Wuxi Biologics Cayman, Inc.                                                            | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |    218500 | NS      | $1153792.28   | 0.20%             |  |  |  | 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      | $543760.19    | 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        |     36959 | NS      | $157372.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sany Heavy Industry Co. Ltd.                                     | Sany Heavy Industry Co. Ltd., Class A                                                  | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |    166900 | NS      | $544990.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Ltd.                          | Oracle Financial Services Software Ltd.                                                | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |     13529 | NS      | $1280904.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                             | Muthoot Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     22601 | NS      | $781568.04    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                            | Tencent Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    324400 | NS      | $27641994.97  | 4.69%             |  |  |  | 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      | $1202417.32   | 0.20%             |  |  |  | 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      | $416646.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                                  | Absa Group Ltd.                                                                        | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |    119663 | NS      | $1255787.42   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                | Lenovo Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    810000 | NS      | $1200249.60   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd.                                               | Nedbank Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |    124588 | NS      | $1540216.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Chile SA                                                    | Enel Chile SA                                                                          | CUSIP: 29278D105<br>LEI: 549300YM5CWCAUVOPB53 | Long             | EC               | CORP              | CL        |     62924 | NS      | $244774.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Communications Co. Ltd.                                  | Bank of Communications Co. Ltd., Class H                                               | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |    533000 | NS      | $446603.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Ltd.                                                         | REC Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |    307398 | NS      | $1289521.42   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                               | Orient Overseas International Ltd.                                                     | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |     65500 | NS      | $1061761.37   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                    | NetEase, Inc.                                                                          | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |    201900 | NS      | $6132180.16   | 1.04%             |  |  |  | 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      | $683438.12    | 0.12%             |  |  |  | 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      | $240941.06    | 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      | $337670.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                                              | State Bank of India                                                                    | CUSIP: 856552203<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |      3533 | NS      | $347635.81    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HMM Co. Ltd.                                                     | HMM Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 988400M8Q35QDZ4XXW80       | Long             | EC               | CORP              | KR        |     21025 | NS      | $301296.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd.                                                         | DLF Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800PJLUEOB8914F48       | Long             | EC               | CORP              | IN        |     44240 | NS      | $355494.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                   | MediaTek, Inc.                                                                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    158980 | NS      | $6894923.02   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Minsheng Banking Corp. Ltd.                                | China Minsheng Banking Corp. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |   2145000 | NS      | $1132072.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                                     | Vedanta Ltd.                                                                           | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    809777 | NS      | $4250375.36   | 0.72%             |  |  |  | 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      | $4552312.83   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Fubon Financial Holding Co. Ltd.                                 | Fubon Financial Holding Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300G7Y2TS2XNIB476       | Long             | EC               | CORP              | TW        |    200900 | NS      | $583321.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                           | Hyundai Rotem Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1956 | NS      | $305763.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd.                                            | Lodha Developers Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900B5QCN52ETNU557       | Long             | EC               | CORP              | IN        |     17053 | NS      | $218141.43    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canara Bank                                                      | Canara Bank                                                                            | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |   4873890 | NS      | $6791858.66   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                   | Grupo Aeroportuario del Centro Norte SAB de CV                                         | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |      2163 | NS      | $224670.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                        | Grupo Aeroportuario del Sureste SAB de CV                                              | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      5615 | NS      | $1815497.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP Bank Nyrt.                                                                         | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      7468 | NS      | $646007.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                                 | Apollo Hospitals Enterprise Ltd.                                                       | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |      2543 | NS      | $212355.07    | 0.04%             |  |  |  | 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      | $1048840.19   | 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      |
| Alamtri Resources Indonesia Tbk. PT                              | Alamtri Resources Indonesia Tbk. PT                                                    | CUSIP: N/A<br>LEI: 529900P2WAH7XA87OI24       | Long             | EC               | CORP              | ID        |  13961200 | NS      | $1417295.42   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                              | PetroChina Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    421600 | NS      | $476590.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV, Class A                                                                        | CUSIP: N/A<br>LEI: 254900JSFON4WL81TW77       | Long             | EC               | CORP              | NL        |     47089 | NS      | $703038.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BSE Ltd.                                                         | BSE Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |    142566 | NS      | $3270458.40   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Yang Ming Marine Transport Corp.                                 | Yang Ming Marine Transport Corp.                                                       | CUSIP: N/A<br>LEI: 254900WG2ACWNVSP6E13       | Long             | EC               | CORP              | TW        |   2722000 | NS      | $4747731.67   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                         | Power Finance Corp. Ltd.                                                               | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |    487657 | NS      | $2251941.93   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                           | TIM SA                                                                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    217900 | NS      | $962121.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp.                                          | Accton Technology Corp.                                                                | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     78960 | NS      | $2730532.29   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipla Ltd.                                                       | Cipla Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |     46564 | NS      | $790009.13    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd.                                          | Sibanye Stillwater Ltd.                                                                | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |   1444447 | NS      | $4085695.76   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co. Ltd.                                               | SK Square Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     16829 | NS      | $2424044.93   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Telecom Co.                                                | Saudi Telecom Co.                                                                      | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    207170 | NS      | $2436139.30   | 0.41%             |  |  |  | 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        |     85094 | NS      | $1653435.48   | 0.28%             |  |  |  | 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      | $1382488.75   | 0.23%             |  |  |  | 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        |    151800 | NS      | $167751.71    | 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        |  31755186 | NS      | $31748834.74  | 5.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV                                     | Industrias Penoles SAB de CV                                                           | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |     29100 | NS      | $1300589.73   | 0.22%             |  |  |  | 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      |
| 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      | $824294.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                   | Tata Consultancy Services Ltd.                                                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     22849 | NS      | $743719.57    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                      | Woori Financial Group, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    392969 | NS      | $7277453.43   | 1.23%             |  |  |  | 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      | $1116269.02   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                            | Aldar Properties PJSC                                                                  | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | EC               | CORP              | AE        |    216781 | NS      | $559960.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.            | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                  | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      4623 | NS      | $1354629.65   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Falabella SA                                                     | Falabella SA                                                                           | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |     85523 | NS      | $507037.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome, Inc.                                                   | Autohome, Inc.                                                                         | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     77541 | NS      | $2213795.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                                         | KB Financial Group, Inc.                                                               | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     10762 | NS      | $888251.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co. Ltd.                                          | Bank of Ningbo Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 300300C1092133000091       | Long             | EC               | CORP              | CN        |     55900 | NS      | $207418.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                          | Bharat Electronics Ltd.                                                                | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    662219 | NS      | $3014313.68   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                                   | Cia Energetica de Minas Gerais (Preference)                                            | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EP               | CORP              | BR        |    728920 | NS      | $1527071.82   | 0.26%             |  |  |  | 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        |   2367200 | NS      | $4627251.55   | 0.79%             |  |  |  | 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      | $253029.91    | 0.04%             |  |  |  | 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        |  11988000 | NS      | $11498485.75  | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                          | United Tractors Tbk. PT                                                                | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   3022000 | NS      | $4859708.04   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                                     | Oil & Natural Gas Corp. Ltd.                                                           | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |   1568693 | NS      | $4228183.89   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB X PCL                                                        | SCB X PCL                                                                              | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    473300 | NS      | $1877737.17   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Thailand PCL                                   | Delta Electronics Thailand PCL                                                         | CUSIP: N/A<br>LEI: 529900JKLVG9Y2SVWL93       | Long             | EC               | CORP              | TH        |    189100 | NS      | $928230.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                | Banco Bradesco SA (Preference)                                                         | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |   1930300 | NS      | $6415896.85   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics, Inc.                                          | Delta Electronics, Inc.                                                                | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    133000 | NS      | $3746624.02   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa SAB de CV                                                   | Alfa SAB de CV, Class A                                                                | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               | CORP              | MX        |   2118690 | NS      | $1698330.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                   | SK Hynix, Inc.                                                                         | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     57581 | NS      | $14274214.01  | 2.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                     | Xiaomi Corp., Class B                                                                  | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |   1321400 | NS      | $9183660.43   | 1.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    180000 | NS      | $180000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd.                                                       | CITIC Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |   3897000 | NS      | $5708004.47   | 0.97%             |  |  |  | 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        |     34567 | NS      | $189453.54    | 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      | $389016.26    | 0.07%             |  |  |  | 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      | $324547.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Mining Co.                                         | Saudi Arabian Mining Co.                                                               | CUSIP: N/A<br>LEI: 254900R4HAVLB4GY9713       | Long             | EC               | CORP              | SA        |     66543 | NS      | $1135754.72   | 0.19%             |  |  |  | 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      | $269134.99    | 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      | $605567.22    | 0.10%             |  |  |  | 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      | $3050968.02   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BB Seguridade Participacoes SA                                   | BB Seguridade Participacoes SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     26800 | NS      | $167479.54    | 0.03%             |  |  |  | No            |                  1 | 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      | $529483.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                            | Anglogold Ashanti plc                                                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     47011 | NS      | $3282495.43   | 0.56%             |  |  |  | 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        |   2100580 | NS      | $3159979.16   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                               | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      5457 | NS      | $333336.97    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Shenwan Hongyuan Group Co. Ltd.                                  | Shenwan Hongyuan Group Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: 300300I0GB4QPIGPS572       | Long             | EC               | CORP              | CN        |    354200 | NS      | $265519.65    | 0.05%             |  |  |  | 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      | $405114.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asustek Computer, Inc.                                           | Asustek Computer, Inc.                                                                 | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |     23000 | NS      | $508122.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                                | Zhen Ding Technology Holding Ltd.                                                      | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |    312000 | NS      | $1706240.18   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                                 | CUSIP: N/A<br>LEI: 254900JSFON4WL81TW77       | Long             | EC               | CORP              | NL        |    146581 | NS      | $2192001.84   | 0.37%             |  |  |  | No            |                  1 | 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        |   1208000 | NS      | $855967.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Ltd.                                               | Tech Mahindra Ltd.                                                                     | CUSIP: N/A<br>LEI: 3358005FZUZ1I25XQH69       | Long             | EC               | CORP              | IN        |     34568 | NS      | $545974.49    | 0.09%             |  |  |  | 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      | $170694.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings, Inc.                                  | AAC Technologies Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: 549300SKEDE1VKS0A552       | Long             | EC               | CORP              | KY        |     76000 | NS      | $446297.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets Index                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       407 | NC      | $190410.94    | 0.03%             |  |  |  | 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      |
| Doosan Bobcat, Inc.                                              | Doosan Bobcat, Inc.                                                                    | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |      7986 | NS      | $315945.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                 | China Galaxy Securities Co. Ltd., Class H                                              | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |   1026000 | NS      | $1554877.31   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Brasil SA                                             | Telefonica Brasil SA                                                                   | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    156160 | NS      | $999646.99    | 0.17%             |  |  |  | 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      | $242918.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                   | Axis Bank Ltd.                                                                         | CUSIP: 05462W109<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |      8881 | NS      | $568183.02    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Punjab National Bank                                             | Punjab National Bank                                                                   | CUSIP: N/A<br>LEI: 335800LE3GBR6I412V82       | Long             | EC               | CORP              | IN        |   1061916 | NS      | $1349394.98   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd.                                         | Standard Bank Group Ltd.                                                               | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    120379 | NS      | $1646914.42   | 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      | $378242.41    | 0.06%             |  |  |  | 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        |     11212 | NS      | $2677282.81   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                   | Geely Automobile Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |   1732000 | NS      | $4351171.62   | 0.74%             |  |  |  | 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      | $238741.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                               | Bharti Airtel Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     32045 | NS      | $677735.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd.                                         | Hindalco Industries Ltd.                                                               | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |    395548 | NS      | $3394617.70   | 0.58%             |  |  |  | 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      |
| Controladora Alpek SAB de CV                                     | Controladora Alpek SAB de CV                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     56490 | NS      | $9346.37      | 0.00%             |  |  |  | No            |                  1 | 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      | $312630.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                                       | Hana Financial Group, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     91800 | NS      | $5707660.57   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                                | Indus Towers Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    647195 | NS      | $2498897.27   | 0.42%             |  |  |  | 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      | $186174.90    | 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      | $4648974.57   | 0.79%             |  |  |  | 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      |
| HCL Technologies Ltd.                                            | HCL Technologies Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    194398 | NS      | $3034833.06   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                            | Far East Horizon Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | EC               | CORP              | HK        |   1655000 | NS      | $1461054.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd.                                                  | Coal India Ltd.                                                                        | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    998060 | NS      | $4385504.50   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd.                                         | Alchip Technologies Ltd.                                                               | CUSIP: N/A<br>LEI: 529900HKE9RIY07SLX84       | Long             | EC               | CORP              | KY        |      3000 | NS      | $344625.29    | 0.06%             |  |  |  | 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      | $287152.06    | 0.05%             |  |  |  | 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      | $392655.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                              | International Games System Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    156000 | NS      | $4039300.31   | 0.69%             |  |  |  | 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        |    142000 | NS      | $658726.76    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NTPC Ltd.                                                        | NTPC Ltd.                                                                              | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    820487 | NS      | $3146312.09   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    232599 | NS      | $13944386.29  | 2.37%             |  |  |  | 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      | $1527059.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer