# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043548
**Filing Date:** 2023-2
**Character Count:** 129272
**Document Hash:** 9ce95d4f412d241cf30604de2a2194e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043548.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043548

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 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:** 23675346

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $453263139.37

**Total Liabilities:** $483520.38

**Net Assets:** $452779618.99

**Amount of Assets Invested in Other Investment Companies:** $105984470.40

**Cash Not Reported:** $3017099.54

**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 | 1.34%                | 6.27%                | 2.08%                |
| Class ID C000115560 | 1.35%                | 6.31%                | 2.10%                |
| Class ID C000115559 | 1.26%                | 6.21%                | 2.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-520.44                 | $-109752.80                                |
| Month 2  | $-868.91                 | $119043.64                                 |
| Month 3  | $10496.10                | $153662.43                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity TR Index

- **Index Identifier:** AQR2433719

### Schedule of Portfolio Investments

| Name                                 | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $4470.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $46836.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2403.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-13151.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-157.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        29 | NC      | $-33968.90    | -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      | $326478.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-437756.46   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-10478.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -66 | NC      | $209055.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $341002.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-2236.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Live Cattle                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       209 | NC      | $378509.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        32 | NC      | $759615.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-25196.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $106188.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-2079.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $467457.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $180132.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-22219.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $17222.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-177407.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-1612.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2011000 | PA      | $1967971.86   | 0.43%             | 2023-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24646000 | PA      | $24207415.56  | 5.35%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        29 | NC      | $288219.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $16717.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $-25154.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       113 | NC      | $-197857.73   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $87571.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Feeder Cattle                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        18 | NC      | $-3833.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        55 | NC      | $552014.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $216119.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $-8566.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $12457.27     | 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      | $-6092.95     | -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      | $1621.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-9060.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-44204.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-169973.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2209.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-181.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $6571.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $60708.48     | 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      | $8790.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | RBOB Gasoline                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       192 | NC      | $2146418.58   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-70556.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-109805.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-193643.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -113 | NC      | $179070.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-25851.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-258071.45   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -55 | NC      | $-594083.49   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3078.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3973000 | PA      | $3929892.95   | 0.87%             | 2023-04-06      | 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        |         4 | NC      | $188707.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $289417.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9615000 | PA      | $9567185.37   | 2.11%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-49334.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12912000 | PA      | $12717103.82  | 2.81%             | 2023-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-11561.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-53367.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $42217.40     | 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      | $322581.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-653035.07   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -34 | NC      | $-273798.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2584.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $1436.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-107733.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        33 | NC      | $7030.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -57 | NC      | $170647.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-60402.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |        -4 | NC      | $-1617.69     | -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      | $10522.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        60 | NC      | $-46880.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-12151.30    | -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      | $-19643.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       693 | NC      | $1637302.35   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $13535.90     | 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      | $23165.20     | 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      | $1188.30      | 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      | $10533.00     | 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      | $-8324.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $13294.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-67158.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $2079.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $67338.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $7306.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-13017.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-540269.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -80 | NC      | $57544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $32246.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $55816.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1769.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16446000 | PA      | $16124590.39  | 3.56%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    457000 | PA      | $452746.49    | 0.10%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        53 | NC      | $-801.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $15958.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -37 | NC      | $-19765.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-81622.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-12749.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $20907.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $21401.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $394.00       | 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      | $-1224.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-203835.55   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-25049.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-13310.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2395.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-197449.59   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $347361.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $34381.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $46353.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-116876.69   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $40430.05     | 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      | $360614.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Meal                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       576 | NC      | $3676844.86   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $6899.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-2547.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-105891.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -53 | NC      | $-43471.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $20618.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $-29069.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $147376.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-76967.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-30729.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $49176.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Coffee 'C'                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       173 | NC      | $-114867.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $5811.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -212 | NC      | $-1396108.81  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $58852.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -33 | NC      | $-18907.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5356000 | PA      | $5280529.24   | 1.17%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-232984.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $447062.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-242.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -46 | NC      | $-108798.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-2077.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-2823.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-13741.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Lean Hogs                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       321 | NC      | $25287.02     | 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      | $-161393.43   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $1371.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-34988.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $7713.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-12438.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-71277.23    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $159671.35    | 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      | $17033.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Soybean Oil                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       422 | NC      | $-239736.27   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $9620.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Platinum                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |        16 | NC      | $13785.77     | 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      | $-4915.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        45 | NC      | $-77813.06    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $1621.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $109135.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-114704.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-28398.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -44 | NC      | $-50004.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $-6642.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-295469.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $3987.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $266279.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-124039.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-168655.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $1926.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $636972.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-11915.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -422 | NC      | $-2154752.28  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-672494.55   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-36095.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        37 | NC      | $33912.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -80 | NC      | $-445112.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-164375.70   | -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      | $23500.34     | 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      | $516276.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $14597.45     | 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      | $-20176.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-315835.83   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        44 | NC      | $80520.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $102504.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        83 | NC      | $-5405.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -54 | NC      | $163136.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $36757.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $77989.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-18341.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-168023.04   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1749.05      | 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      | $2719.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $381354.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-33316.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $3704.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-184204.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-14834.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        66 | NC      | $-225149.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-9253.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17642000 | PA      | $17521517.49  | 3.87%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-417769.79   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $271577.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-56783.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -36 | NC      | $105051.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $12699.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-9130.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-51043.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $177474.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $-28664.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $8144.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $33268.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        57 | NC      | $-186184.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-48364.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $9403.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $5707.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-210811.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $17133.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20062000 | PA      | $19908296.59  | 4.40%             | 2023-03-09      | 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        |        -7 | NC      | $-274216.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-50118.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        49 | NC      | $70640.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $18229.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $-122651.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -32 | NC      | $-764249.15   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $76950.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Cotton No. 2                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       163 | NC      | $104035.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Brent Crude Oil                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-98210.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        29 | NC      | $221773.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $419821.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $177609.74    | 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      | $-119597.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  34725000 | PA      | $34437025.58  | 7.61%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $52728.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5124000 | PA      | $5071510.51   | 1.12%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -174 | NC      | $-149959.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-84482.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $41958.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $6712.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | WTI Crude Oil                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       282 | NC      | $1304849.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $10584.90     | 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      | $122008.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       112 | NC      | $3467936.60   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $26016.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-4281.42     | -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      | $3920.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-46725.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $-32887.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $60244.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1643.60      | 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      | $4999.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $152800.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        45 | NC      | $133541.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        | 219488292 | NS      | $219400496.95 | 48.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-9257.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-5350.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-78391.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-58071.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -23 | NC      | $-169850.59   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4880.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $129407.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-41539.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3238.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $36039.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        35 | NC      | $117593.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-259377.76   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-38460.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $169208.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $7763.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $193139.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-12709.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-10255.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $226521.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $-61563.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Silver                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       148 | NC      | $1943009.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-352.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-209807.58   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -49 | NC      | $-70295.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $21433.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $-33.09       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $7150.70      | 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      | $-8145.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13135000 | PA      | $12890224.68  | 2.85%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Cocoa                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       533 | NC      | $723058.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $14924.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-328564.72   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-7330.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        46 | NC      | $114484.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-6461.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-59421.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -50 | NC      | $-353706.81   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       169 | NC      | $-1335386.08  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $83598.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -453 | NC      | $-649785.17   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-335528.55   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $-9047.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-16712.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-106981.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $20196.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-113238.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-29406.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-14771.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $33341.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-45219.37    | -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      | $104245.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $204525.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        80 | NC      | $394314.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $6975.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $3024.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-28330.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $122327.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $15334.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       721 | NC      | $-795791.70   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $102736.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-473748.47   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Sugar No. 11                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1139 | NC      | $2459061.51   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       607 | NC      | $70393.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-16516.00    | -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      | $79209.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $13370.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        35 | NC      | $694894.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $22334.12     | 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      | $-56018.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-131533.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       587 | NC      | $12460624.94  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -28 | NC      | $20454.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-15742.76    | -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      | $-41369.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $39055.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-53106.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Wheat                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -101 | NC      | $-13920.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -37 | NC      | $25622.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-21664.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -45 | NC      | $74321.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $360.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $149457.92    | 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      | $-28379.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        34 | NC      | $244570.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1684.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        50 | NC      | $332918.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-46795.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-154208.23   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11316.05     | 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      | $-15608.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $4448.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $12571.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-94613.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -115 | NC      | $-2781202.25  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-357186.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2671.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $47497.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -19 | NC      | $-32112.47    | -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      | $-317.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $91014.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $83915.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5442.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $336552.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $56225.49     | 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      | $-351967.22   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $-8861.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $33854.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        44 | NC      | $-19256.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $-295241.76   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $170280.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $49709.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-2782.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-88403.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $31965.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22602000 | PA      | $22307323.03  | 4.93%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $25307.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $39579.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $25919.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $54735.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $3060.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        80 | NC      | $-28718.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        23 | NC      | $80219.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -45 | NC      | $-145662.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2278.98     | -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      | $-12083.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -46 | NC      | $44990.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       440 | NC      | $2770227.22   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-76942.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        54 | NC      | $-164968.46   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-20493.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-6480.26     | -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      | $7989.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $53641.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $217604.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-16177.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        36 | NC      | $-98563.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America             | U.S. Treasury Bills                  | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    133000 | PA      | $132199.58    | 0.03%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-25655.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-8231.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $201702.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Copper Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-213809.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        35 | NC      | $56380.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Low Sulphur Gasoil                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       150 | NC      | $436439.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        35 | NC      | $-254796.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-434924.25   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | 100 oz Gold                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       692 | NC      | $3271420.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Corn                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       757 | NC      | $450101.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -83 | NC      | $32184.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $5039.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Zinc Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -35 | NC      | $245870.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Aluminum Base Metal              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $14592.75     | 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      | $91656.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Lead Base Metal                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $107181.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Natural Gas                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        29 | NC      | $-626498.99   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NY Harbor ULSD                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-287662.17   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-346303.01   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | LME Nickel Base Metal                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-5136.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer