# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010944
**Filing Date:** 2026-5
**Character Count:** 48737
**Document Hash:** b84d051e50aacd382f3692bcd211f1bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010944.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010944

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20261231

**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:** 261011798

**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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1711300797.44

**Total Liabilities:** $61367450.50

**Net Assets:** $1649933346.94

**Amount of Assets Invested in Other Investment Companies:** $391867532.62

**Cash Not Reported:** $20333771.58

**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 | 8.15%                | 2.08%                | 6.70%                |
| Class ID C000115560 | 8.09%                | 2.10%                | 6.65%                |
| Class ID C000115559 | 8.08%                | 2.05%                | 6.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-98405.69               | $-118039.11                                |
| Month 2  | $84083.26                | $-35798.52                                 |
| Month 3  | $82268.55                | $-138065.67                                |

**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                                  | Copper                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $129435.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3331260 | PA      | $116735.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        16 | NC      | $66239.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    563435 | PA      | $19744.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    567548 | PA      | $19888.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11096000 | PA      | $10947083.69  | 0.66%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  32103479 | PA      | $1124988.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   6004494 | PA      | $210412.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  44823958 | PA      | $1570746.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797UH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  98440000 | PA      | $96719776.75  | 5.86%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2076897 | PA      | $72779.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       128 | NC      | $-164593.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -170 | NC      | $200455.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3960498 | PA      | $138786.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | 100 oz Gold                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       476 | NC      | $-15578273.17 | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  12967239 | PA      | $454405.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $12212.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  47060000 | PA      | $46626656.94  | 2.83%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       122 | NC      | $-331334.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26735000 | PA      | $26732305.11  | 1.62%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2660896 | PA      | $-93244.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3549232 | PA      | $124374.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Lean Hogs                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       187 | NC      | $-127130.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     24676 | PA      | $864.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1719095 | PA      | $60241.51     | 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      | $317162.86    | 0.02%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 100710989 | PA      | $3529172.45   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | KC HRW Wheat                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-62158.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $307602.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27015000 | PA      | $26993325.06  | 1.64%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1889 | NC      | $-1325421.67  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36185000 | PA      | $36079198.68  | 2.19%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Corn                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1912 | NC      | $2063546.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       506 | NC      | $-540923.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5773000 | PA      | $5751971.85   | 0.35%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19717923.00  | 1.20%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       111 | NC      | $2841087.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |       107 | NC      | $-364663.05   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       744 | NC      | $-677976.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  63365000 | PA      | $63224448.19  | 3.83%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    748505 | PA      | $-26229.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    279661 | PA      | $9800.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       260 | NC      | $1045813.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -303 | NC      | $-1532224.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  17857200 | PA      | $625762.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       724 | NC      | $-2439937.21  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    851322 | PA      | $-29832.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | SGX IODEX Iron Ore                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |      3140 | NC      | $-101036.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797UF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35249000 | PA      | $34679853.78  | 2.10%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -88 | NC      | $336368.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   4639088 | PA      | $162565.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3746640 | PA      | $131291.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sugar No. 11                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -155 | NC      | $-185671.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | ECX Emission                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       565 | NC      | $-2944227.03  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | KC HRW Wheat                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       325 | NC      | $1145611.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Meal                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       101 | NC      | $16657.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    814308 | PA      | $-28535.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Coffee 'C'                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       124 | NC      | $518692.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2216728 | PA      | $77679.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        | 180007322 | PA      | $6307920.16   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Sugar No. 11                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      5400 | NC      | $7046717.02   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   4170244 | PA      | $146136.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2555757 | PA      | $14437.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10850000 | PA      | $10712597.34  | 0.65%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Wheat                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       438 | NC      | $863083.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   6107310 | PA      | $214015.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Soybean Meal                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       868 | NC      | $-541838.51   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       671 | NC      | $-9454952.12  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -442 | NC      | $-1648474.69  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1192673 | PA      | $-41794.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     65803 | PA      | $-2305.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2196164 | PA      | $76959.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37245000 | PA      | $36875710.98  | 2.23%             | 2026-07-09      | 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        |      -241 | NC      | $718418.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13049000 | PA      | $12938468.58  | 0.78%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Wheat                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -738 | NC      | $-581006.78   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    341351 | PA      | $-11961.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        75 | NC      | $-333832.67   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Milling Wheat No. 2                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      2993 | NC      | $1722580.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2623882 | PA      | $-91947.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    172732 | PA      | $-6052.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   4310075 | PA      | $-151036.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        | 840128172 | NS      | $840128172.14 | 50.92%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    732055 | PA      | $25653.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27177000 | PA      | $26850086.24  | 1.63%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Live Cattle                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       283 | NC      | $1391202.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  51164000 | PA      | $50300937.51  | 3.05%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    209746 | PA      | $7350.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       530 | NC      | $-382673.39   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -306 | NC      | $462260.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2011094 | PA      | $-70473.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1011716 | PA      | $35453.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       120 | NC      | $-624335.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  23000000 | PA      | $22740701.68  | 1.38%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4064000 | PA      | $4003936.36   | 0.24%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Phelix De Base Electricity           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |        73 | NC      | $4949827.59   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        48 | NC      | $29572.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -239 | NC      | $4945762.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1756809 | PA      | $-5507.40     | -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      | $33948631.78  | 2.06%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    230309 | PA      | $8070.63      | 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      | $16624805.19  | 1.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Soybean Oil                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       823 | NC      | $3148666.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    431830 | PA      | $-15132.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Cotton No. 2                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       270 | NC      | $738389.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3960498 | PA      | $138786.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  20020463 | PA      | $701568.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4064000 | PA      | $4021054.82   | 0.24%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Milling Wheat No. 2                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       971 | NC      | $138193.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   4219596 | PA      | $-147865.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        50 | NC      | $771702.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    875998 | PA      | $30697.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -94 | NC      | $-32999.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       531 | NC      | $-1785890.33  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  61051000 | PA      | $59936869.93  | 3.63%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Cotton No. 2                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       203 | NC      | $399895.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  28499000 | PA      | $28058169.49  | 1.70%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       349 | NC      | $4185167.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6672000 | PA      | $6629135.67   | 0.40%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Silver                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       164 | NC      | $-3523767.84  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2191326 | PA      | $26465.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  12535409 | PA      | $439273.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Coffee 'C'                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       499 | NC      | $635126.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3156000 | PA      | $3142276.67   | 0.19%             | 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      | $32448145.86  | 1.97%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3522677 | PA      | $87084.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    238535 | PA      | $-8358.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1764334 | PA      | $-61826.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2566282 | PA      | $77181.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Corn                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      2647 | NC      | $-288474.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |  11651186 | PA      | $408287.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   2167376 | PA      | $75950.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        46 | NC      | $417701.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   3068050 | PA      | $-107512.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   1311941 | PA      | $45973.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |    329013 | PA      | $-11529.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      2368 | NC      | $18492817.46  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        34 | NC      | $181339.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | CTRSI                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |   4314188 | PA      | $151180.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer