# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-004762
**Filing Date:** 2026-2
**Character Count:** 85767
**Document Hash:** 125d742606d6646582745abe76dd1332
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004762.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004762

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26682624

**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           |

## 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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1200414228.85

**Total Liabilities:** $47302124.81

**Net Assets:** $1153112104.04

**Amount of Assets Invested in Other Investment Companies:** $250487092.19

**Cash Not Reported:** $4294782.37

**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 C000115559 | 3.14%                | 2.64%                | 1.80%                |
| Class ID C000115560 | 3.17%                | 2.78%                | 1.74%                |
| Class ID C000145941 | 3.15%                | 2.76%                | 1.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1385.05                | $42179.50                                  |
| Month 2  | $-747.46                 | $-147018.03                                |
| Month 3  | $-11110.76               | $189356.93                                 |

**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                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3720610 | PA      | $-4584.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1796689 | PA      | $-1628.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    875219 | PA      | $-793.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  17319373 | PA      | $-15702.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3650303 | PA      | $3309.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    241930 | PA      | $-219.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    373569 | PA      | $338.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  87123419 | PA      | $-78988.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    704444 | PA      | $638.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    490976 | PA      | $-445.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 155721370 | PA      | $-141180.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3261972 | PA      | $-23751.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    200953 | PA      | $-1895.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1515772 | PA      | $-29947.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        | 604956689 | NS      | $604956689.01 | 52.46%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2467000 | PA      | $2462129.97   | 0.21%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10137000 | PA      | $10088836.78  | 0.87%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  34000000 | PA      | $33653859.94  | 2.92%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3156000 | PA      | $3115553.15   | 0.27%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  32680000 | PA      | $32174452.49  | 2.79%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24475000 | PA      | $24475000.00  | 2.12%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3071000 | PA      | $3069222.29   | 0.27%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    152000 | PA      | $151805.73    | 0.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11819000 | PA      | $11787788.50  | 1.02%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1375000 | PA      | $1369379.15   | 0.12%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    390000 | PA      | $387861.72    | 0.03%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41310000 | PA      | $41029206.84  | 3.56%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 112062000 | PA      | $111153250.02 | 9.64%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26735000 | PA      | $26497487.59  | 2.30%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27015000 | PA      | $26756152.54  | 2.32%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  63365000 | PA      | $62674829.69  | 5.44%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36185000 | PA      | $35766762.19  | 3.10%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5773000 | PA      | $5702175.68   | 0.49%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16709000 | PA      | $16482988.38  | 1.43%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    319000 | PA      | $314467.08    | 0.03%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6672000 | PA      | $6573218.30   | 0.57%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13049000 | PA      | $12829055.97  | 1.11%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  47060000 | PA      | $46230642.32  | 4.01%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Soybean Oil                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       583 | NC      | $-1131820.12  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Corn                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      4027 | NC      | $-1062827.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Milling Wheat No. 2                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      2536 | NC      | $-520125.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-108269.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       324 | NC      | $173259.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       822 | NC      | $-97628.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       437 | NC      | $-626623.83   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1389 | NC      | $-911642.41   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cotton No. 2                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       123 | NC      | $-17739.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $50181.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        31 | NC      | $173381.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       440 | NC      | $499534.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 100 oz Gold                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       426 | NC      | $9022574.49   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Copper                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1957.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -135 | NC      | $420545.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -267 | NC      | $338710.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |        71 | NC      | $379791.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |        24 | NC      | $-22509.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Phelix De Base Electricity           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |         5 | NC      | $2968.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Coffee 'C'                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       376 | NC      | $-3099266.52  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KC HRW Wheat                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       719 | NC      | $-426132.84   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1926 | NC      | $9100626.28   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -908 | NC      | $-2807310.38  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Live Cattle                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       223 | NC      | $913827.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Lean Hogs                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       259 | NC      | $433475.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       584 | NC      | $-542754.93   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -411 | NC      | $-71287.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        61 | NC      | $378897.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $91390.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        50 | NC      | $310777.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        89 | NC      | $418233.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $27355.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        37 | NC      | $220565.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $79292.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        43 | NC      | $227636.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        35 | NC      | $180648.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $156195.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $25055.09     | 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      | $33399.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        90 | NC      | $239494.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $6422.08      | 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      | $9815.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $85154.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $14876.83     | 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      | $49063.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $26048.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        46 | NC      | $128103.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -61 | NC      | $-379605.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-88901.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-309819.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -89 | NC      | $-425319.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-27505.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -37 | NC      | $-222732.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-79405.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -43 | NC      | $-236391.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-182170.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-162151.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-24428.28    | -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      | $-36958.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -90 | NC      | $-247267.99   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-6471.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-10526.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-86867.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-15921.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-49652.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-26249.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -46 | NC      | $-133237.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $1210778.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $315074.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $1347952.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        33 | NC      | $1338902.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $92646.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $961731.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $763263.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $287922.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $410074.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $324698.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $499462.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $157195.65    | 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      | $1142603.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $189634.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $338493.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        33 | NC      | $1283468.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $116630.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $767536.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $44387.87     | 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      | $294287.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-1215585.12  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-315909.16   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-1373346.28  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-1333400.51  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-89074.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-954520.19   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-750390.51   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-288095.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-407999.71   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-320301.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-498515.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-160077.98   | -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      | $-1152212.32  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-188785.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-331781.37   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-1281821.31  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-117265.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-778177.21   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-44513.35    | -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      | $-297349.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $32559.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $27421.69     | 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      | $6137.68      | 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      | $41017.51     | 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      | $15609.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $126016.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $56201.54     | 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      | $107592.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $25750.27     | 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      | $8088.79      | 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      | $24931.22     | 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      | $97447.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $57118.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $21858.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $133556.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $82322.53     | 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      | $104981.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $171462.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $86271.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-32369.24    | -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      | $-27460.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6103.97     | -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      | $-40782.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-15766.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-125014.27   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-56151.61    | -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      | $-107149.47   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-25714.46    | -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      | $-7956.63     | -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      | $-24959.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-97611.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-58990.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-21824.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-135146.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-82238.75    | -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      | $-105900.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-171101.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-85911.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $-37210.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $-22030.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-7396.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        71 | NC      | $-103879.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $-12121.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        69 | NC      | $-30472.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        69 | NC      | $-3831.22     | -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      | $-69.26       | -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      | $-1486.14     | -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      | $-2278.26     | -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      | $-1926.26     | -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      | $-959.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $40600.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $24026.64     | 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      | $7176.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -71 | NC      | $99233.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $11315.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -69 | NC      | $27037.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -69 | NC      | $5721.60      | 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      | $48.21        | 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      | $1909.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1954.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1937.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $791.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $24517.55     | 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      | $32225.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $20829.43     | 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      | $14978.32     | 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      | $6255.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $46446.68     | 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      | $59025.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $17785.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $6476.12      | 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      | $32982.49     | 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      | $8007.66      | 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      | $1184.37      | 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      | $12978.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $1135.11      | 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      | $1622.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $13018.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $9116.47      | 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      | $-24377.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-35201.10    | -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      | $-21365.70    | -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      | $-13635.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-7752.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-47450.94    | -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      | $-60983.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-17364.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-5993.64     | -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      | $-31785.03    | -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      | $-7643.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-422.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-13230.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-1468.70     | -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      | $-3851.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-11072.14    | -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      | $-11078.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       495 | NC      | $4331884.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -231 | NC      | $-2187349.15  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       782 | NC      | $29701091.39  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -293 | NC      | $-9705883.66  | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       607 | NC      | $1459548.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -371 | NC      | $-607063.21   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ECX Emission                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       526 | NC      | $2600271.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        56 | NC      | $-13235.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       321 | NC      | $-866320.12   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -44 | NC      | $-34933.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        74 | NC      | $-53446.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       373 | NC      | $20235.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1679 | NC      | $-1553001.93  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Sugar No. 11                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      4086 | NC      | $-3516170.85  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SGX IODEX Iron Ore                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |      2100 | NC      | $138320.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Silver                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       118 | NC      | $9683008.87   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Meal                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1108 | NC      | $-2647226.40  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        40 | NC      | $21626.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Wheat                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       973 | NC      | $-1413088.17  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -102 | NC      | $103919.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -287 | NC      | $286990.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer