# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-25-005941
**Filing Date:** 2025-11
**Character Count:** 137072
**Document Hash:** 4cdd21936c61219646b0de228dd5b93a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-005941.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-005941

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**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:** 251510875

**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 Risk-Balanced Commodities Strategy Fund (Series ID: S000037432)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000115559 | Class N      | ARCNX           |
| C000115560 | Class I      | ARCIX           |
| C000145941 | Class R6     | QRCRX           |

## Nport-Ex

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## 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 Risk-Balanced Commodities Strategy Fund

- **b. EDGAR series identifier (if any):** S000037432

- **c. LEI of Series:** 549300CB2F28N2YCWV77

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $1038202806.21

**Total Liabilities:** $27032850.04

**Net Assets:** $1011169956.17

**Amount of Assets Invested in Other Investment Companies:** $226735832.36

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000145941 | 0.98%                | 3.11%                | 2.50%                |
| Class ID C000115560 | 0.98%                | 3.14%                | 2.41%                |
| Class ID C000115559 | 1.01%                | 3.10%                | 2.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-108192.82              | $-40693.43                                 |
| Month 2  | $-68453.80               | $230535.62                                 |
| Month 3  | $-17931.39               | $53658.25                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index Total Return

- **Index Identifier:** AQR2433719

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $-8375.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $3798.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $-26343.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $18237.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-2176.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-1431.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $4591.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $2680.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $5371.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-36347.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $8782.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1035 | NC      | $-843363.63   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-40312.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $93627.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $3417.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-109234.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-4640.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $-13198.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $78412.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $181180.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $621.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $113.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-741.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $9630.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -58 | NC      | $487885.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $159863.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $18767.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $33039.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24580000 | PA      | $24409671.42  | 2.41%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $183106.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $2314.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $154069.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $16569.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $-18832.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $40968.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $-156222.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-68517.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $-18998.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-9599.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $458121.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $143362.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1359.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-5574.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $70568.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Silver                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       208 | NC      | $7630823.90   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-15737.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-802.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $18986.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-958.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Coffee 'C'                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       352 | NC      | $9289696.68   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-40465.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-87538.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $103235.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $584.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-3844.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-5800.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $68584.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26735000 | PA      | $26232338.96  | 2.59%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $1102.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $28375.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-32673.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        40 | NC      | $-58879.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $-41483.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $29775.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-22018.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $12756.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-66088.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $102119.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $1207.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $-2128.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-78797.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $90111.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $-54326.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-34815.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       310 | NC      | $-486254.83   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-10190.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-4365.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $83133.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $119320.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-13822.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $100630.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-3612.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $632.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $43694.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $-34526.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-778.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-106192.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $9770.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $1559.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-5124.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-920.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1193.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       594 | NC      | $193545.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $-3972.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $25529.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-28112.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-814.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-32113.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-17189.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-13027.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $117095.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $387.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-76770.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2467000 | PA      | $2437580.63   | 0.24%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $31789.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-90191.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $273564.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-17600.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-150666.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-66860.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $6628.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-684.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        36 | NC      | $63265.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $3762.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-24263.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Sugar No. 11                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      3421 | NC      | $886778.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $18995.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-16233.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -36 | NC      | $-60845.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-183542.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-73805.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $-71033.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $7271.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        32 | NC      | $67883.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-25437.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Meal                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1033 | NC      | $-1773045.86  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-745.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-65361.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        34 | NC      | $66412.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $-699.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-6994.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $8134.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-3870.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1352 | NC      | $2380156.69   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        32 | NC      | $504491.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $105937.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2306.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  46458000 | PA      | $46030472.58  | 4.55%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $25586.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        36 | NC      | $-29346.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $-2965.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-159721.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $-17872.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-73489.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $20917.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-1971.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        42 | NC      | $116547.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       638 | NC      | $-743844.17   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-1829.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11831000 | PA      | $11765765.17  | 1.16%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -37 | NC      | $-105936.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $2325.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $3802.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $14160.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $8092.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    390000 | PA      | $384003.53    | 0.04%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-42024.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $13687.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $5685.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $14419.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $41401.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-9133.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-1828.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-13806.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-946.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $2394.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $25418.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27447000 | PA      | $27357361.66  | 2.71%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-592445.09   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-2081.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-32.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-433.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $62050.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $141364.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 100 oz Gold                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       517 | NC      | $19373577.05  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KC HRW Wheat                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       214 | NC      | $-202776.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $1848.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $286.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $541.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       163 | NC      | $-170871.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -152 | NC      | $-1822105.51  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-28355.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $73482.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    152000 | PA      | $150305.33    | 0.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $-37583.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-19171.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-281256.10   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |       165 | NC      | $612964.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-23904.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $35235.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $169396.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-114254.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $3854.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $28995.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $2477.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $-8484.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-188768.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-868.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $6446.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $3516.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $1140.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        26 | NC      | $42441.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -42 | NC      | $-113851.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -32 | NC      | $-498597.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-6379.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -136 | NC      | $221818.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11819000 | PA      | $11669923.05  | 1.15%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        43 | NC      | $590025.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $13001.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $297.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2318.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        41 | NC      | $-51811.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $71035.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $774.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -36 | NC      | $19255.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $-3939.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41310000 | PA      | $40615068.72  | 4.02%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $1673.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $62770.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $785.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $-146634.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $113.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $375.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-11183.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-741.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        59 | NC      | $16961.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $15307.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Corn                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      4258 | NC      | $138549.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       581 | NC      | $2667570.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $21661.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10137000 | PA      | $9988601.61   | 0.99%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $10277.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $-19710.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $12861.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15681000 | PA      | $15679248.43  | 1.55%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-95638.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $164284.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $16757.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-72468.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ECX Emission                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       694 | NC      | $2734156.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6380000 | PA      | $6374241.67   | 0.63%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-140012.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $-1244.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $32240.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 112062000 | PA      | $110021089.88 | 10.88%            | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-164254.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-50021.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-98599.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2175.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Milling Wheat No. 2                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1245 | NC      | $-546689.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -41 | NC      | $-113884.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-72886.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-85.71       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-159051.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $19366.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $18014.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $10068.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $12844.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       387 | NC      | $-604158.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -32 | NC      | $-66523.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-329.58      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-18278.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-40574.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3071000 | PA      | $3038988.26   | 0.30%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $746.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-115692.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        | 508143889 | NS      | $508042260.11 | 50.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-379.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $2011.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $143736.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Live Cattle                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       260 | NC      | $-267019.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $18482.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $1898.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-22318.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $1959.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-15215.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-287652.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $6129.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       113 | NC      | $193681.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $51256.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $26801.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $340.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SGX IODEX Iron Ore                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |      1530 | NC      | $-180453.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $5406.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $18118.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-9038.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-1216.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $57853.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $551.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -303 | NC      | $516938.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $257.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9054000 | PA      | $8985252.43   | 0.89%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $158353.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-4287.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-9868.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-29550.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $-22935.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        16 | NC      | $-44384.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-14285.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -195 | NC      | $-39586.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $142.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-1782.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       657 | NC      | $7753799.44   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1364.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  38530000 | PA      | $38435168.04  | 3.80%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $-447250.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       331 | NC      | $-46582.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $92697.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24475000 | PA      | $24231338.65  | 2.40%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -214 | NC      | $104428.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $4270.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $8205.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -34 | NC      | $-65437.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-5464.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $-20510.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       184 | NC      | $134289.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-12939.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -26 | NC      | $2674.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-636.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       335 | NC      | $138900.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -38 | NC      | $-75334.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $40210.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $76.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-40850.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-61967.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $-9035.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $7347.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $684.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $19603.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-30186.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $9213.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $1154.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $195.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-3583.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $35502.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $73836.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $21586.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-319.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $1464.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Lean Hogs                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       302 | NC      | $74952.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $71384.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $25086.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $105233.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $13143.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $5242.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $13067.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $6114.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $-67612.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $39.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -48 | NC      | $20034.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      2313 | NC      | $-3796375.70  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-5330.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $511.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-17446.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-82734.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $29188.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Phelix De Base Electricity           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |        -6 | NC      | $-1723.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $-4830.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $24805.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-3493.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-91605.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $158196.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-21442.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-12776.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $9316.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-129972.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $41309.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $23644.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $86870.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $18637.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-1736.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Copper                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $48040.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-97946.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Wheat                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       453 | NC      | $-548516.43   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -113 | NC      | $-201943.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-6129.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        26 | NC      | $-6823.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       427 | NC      | $-512182.24   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $5552.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-147226.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $3078.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-7731.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Oil                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       610 | NC      | $-523336.93   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-8202.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $-3424.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cotton No. 2                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       348 | NC      | $-332157.70   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-24734.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        41 | NC      | $112863.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-41196.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1375000 | PA      | $1355896.53   | 0.13%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $3177.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-156563.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1000.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $286044.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $17395.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-19185.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $3514.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $24836.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-26623.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1238.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        36 | NC      | $79908.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -59 | NC      | $-14917.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-3413.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $9019.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $65469.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $7052.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-6352.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-3969.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-14538.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $2867.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -173 | NC      | $-245905.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $48970.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $114074.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-102.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-102340.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-107146.21   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  47759000 | PA      | $47678326.93  | 4.72%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Aluminum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $2441.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-6658.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $143250.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-2208.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $80433.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-145433.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-7825.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-25123.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $94079.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        38 | NC      | $77532.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-94663.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $41096.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -36 | NC      | $-87285.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $85322.03     | 0.01%             |  |  |  | No            |                  1 | 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