American Electric Power Co., Inc.

NPORT-P false 0001444822 XXXXXXXX S000040063 C000124382 C000144290 C000124381 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 2019-09-30 2019-09-30 N 1457365202.34 11030490.08 1446334712.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 126000.00000000 N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537101 11160.00000000 NS USD 1045580.40000000 0.072291731031 Long EC CORP US N 1 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 Discovery, Inc., Class A 25470F104 76902.00000000 NS USD 2047900.26000000 0.141592415824 Long EC CORP US N 1 N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 Textron, Inc. 883203101 10224.00000000 NS USD 500567.04000000 0.034609349810 Long EC CORP US N 1 N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc. 48238T109 117931.00000000 NS USD 2895206.05000000 0.200175383018 Long EC CORP US N 1 N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 122504.00000000 NS USD 15849567.52000000 1.095843678897 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331107 19956.00000000 NS USD 2653349.76000000 0.183453369231 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc N/A 88396.00000000 NS USD 9601573.52000000 0.663855568051 Long EC CORP IE N 1 N N N Service Corp. International 549300RKVM2ME20JHZ15 Service Corp. International 817565104 9619.00000000 NS USD 459884.39000000 0.031796539632 Long EC CORP US N 1 N N N F5 Networks, Inc. N/A F5 Networks, Inc. 315616102 22687.00000000 NS USD 3185708.54000000 0.220260809133 Long EC CORP US N 1 N N N Old Republic International Corp. N/A Old Republic International Corp. 680223104 190405.00000000 NS USD 4487845.85000000 0.310290959067 Long EC CORP US N 1 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450Y103 36137.00000000 NS USD 3743431.83000000 0.258821958587 Long EC CORP US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 Allergan plc N/A 17701.00000000 NS USD 2978901.29000000 0.205962096100 Long EC CORP IE N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 56227.00000000 NS USD 6673020.36000000 0.461374556209 Long EC CORP US N 1 N N N United Airlines Holdings, Inc. N/A United Airlines Holdings, Inc. 910047109 142130.00000000 NS USD 12565713.30000000 0.868797049084 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp. 723484101 105564.00000000 NS USD 10247097.48000000 0.708487281203 Long EC CORP US N 1 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621X108 18243.00000000 NS USD 2295334.26000000 0.158700074093 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 Limited Purpose Cash Investment Fund 90262Y729 26527532.43200000 NS USD 26530185.19000000 1.834304671326 Long STIV RF US N 1 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 CACI International, Inc., Class A 127190304 11676.00000000 NS USD 2700191.76000000 0.186692038648 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 Waste Management, Inc. 94106L109 108604.00000000 NS USD 12489460.00000000 0.863524873885 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807102 7791.00000000 NS USD 2919988.89000000 0.201888875738 Long EC CORP US N 1 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 Horizon Therapeutics plc N/A 123906.00000000 NS USD 3373960.38000000 0.233276595756 Long EC CORP IE N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140100 367682.00000000 NS USD 18946653.46000000 1.309977095854 Long EC CORP US N 1 N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 AGCO Corp. 001084102 25110.00000000 NS USD 1900827.00000000 0.131423728123 Long EC CORP US N 1 N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 15827.00000000 NS USD 19293113.00000000 1.333931408577 Long EC CORP US N 1 N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 American Financial Group, Inc. 025932104 32791.00000000 NS USD 3536509.35000000 0.244515278519 Long EC CORP US N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 HollyFrontier Corp. 436106108 81032.00000000 NS USD 4346556.48000000 0.300522171192 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 62497.00000000 NS USD 3619201.27000000 0.250232621766 Long EC CORP US N 1 N N N Match Group, Inc. 549300BIJKT86CPCKK96 Match Group, Inc. 57665R106 15735.00000000 NS USD 1124108.40000000 0.077721179646 Long EC CORP US N 1 N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343E102 23064.00000000 NS USD 4350562.32000000 0.300799136128 Long EC CORP US N 1 N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 Avnet, Inc. 053807103 24940.00000000 NS USD 1109455.90000000 0.076708101561 Long EC CORP US N 1 N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 Trade Desk, Inc. (The), Class A 88339J105 11504.00000000 NS USD 2157575.20000000 0.149175372872 Long EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 Dick's Sporting Goods, Inc. 253393102 21981.00000000 NS USD 897044.61000000 0.062021923583 Long EC CORP US N 1 N N N Skechers U.S.A., Inc. 529900D2R54KZPA4XR56 Skechers U.S.A., Inc., Class A 830566105 165979.00000000 NS USD 6199315.65000000 0.428622475658 Long EC CORP US N 1 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 Assured Guaranty Ltd. N/A 154457.00000000 NS USD 6867158.22000000 0.474797303956 Long EC CORP BM N 1 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 Oshkosh Corp. 688239201 104439.00000000 NS USD 7916476.20000000 0.547347452349 Long EC CORP US N 1 N N N Sinclair Broadcast Group, Inc. 529900879GWQV880PQ28 Sinclair Broadcast Group, Inc., Class A 829226109 155678.00000000 NS USD 6653677.72000000 0.460037200490 Long EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 Cummins, Inc. 231021106 19425.00000000 NS USD 3159864.75000000 0.218473962023 Long EC CORP US N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 30023.00000000 NS USD 2529137.52000000 0.174865299059 Long EC CORP US N 1 N N N Spirit AeroSystems Holdings, Inc. N/A Spirit AeroSystems Holdings, Inc., Class A 848574109 92089.00000000 NS USD 7573399.36000000 0.523627020481 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 12423.00000000 NS USD 21565209.93000000 1.491024846959 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 155496.00000000 NS USD 5300858.64000000 0.366502898330 Long EC CORP US N 1 N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 Cisco Systems, Inc. 17275R102 505620.00000000 NS USD 24982684.20000000 1.727310005646 Long EC CORP US N 1 N N N Dow, Inc. 5493003S21INSLK2IP73 Dow, Inc. 260557103 43053.00000000 NS USD 2051475.45000000 0.141839605494 Long EC CORP US N 1 N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 170536.00000000 NS USD 38194947.92000000 2.640809737624 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 Limited Purpose Cash Investment Fund 90262Y729 9110387.17000000 NS USD 9110387.17000000 0.629894801858 Long STIV RF US N 1 N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp. 22160K105 10409.00000000 NS USD 2998936.99000000 0.207347370188 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 902973304 48133.00000000 NS USD 2663680.22000000 0.184167620221 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries, Inc. 446413106 43345.00000000 NS USD 9180037.55000000 0.634710449260 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076C106 91004.00000000 NS USD 13386688.40000000 0.925559504762 Long EC CORP US N 1 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 Baxter International, Inc. 071813109 72617.00000000 NS USD 6351808.99000000 0.439165909257 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 27122.00000000 NS USD 5248378.22000000 0.362874386925 Long EC CORP US N 1 N N N Santander Consumer USA Holdings, Inc. 5493004SHNXEHHZ58X76 Santander Consumer USA Holdings, Inc. 80283M101 20697.00000000 NS USD 527980.47000000 0.036504722283 Long EC CORP US N 1 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 10426.00000000 NS USD 1311278.02000000 0.090662141265 Long EC CORP US N 1 N N N Centene Corp. 549300Z7JJ4TQSQGT333 Centene Corp. 15135B101 26082.00000000 NS USD 1128307.32000000 0.078011494188 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 Popular, Inc. 733174700 140458.00000000 NS USD 7595968.64000000 0.525187467023 Long EC CORP PR N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 Estee Lauder Cos., Inc. (The), Class A 518439104 16214.00000000 NS USD 3225775.30000000 0.223031036499 Long EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 Charles River Laboratories International, Inc. 159864107 68986.00000000 NS USD 9131676.82000000 0.631366774412 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 409316.00000000 NS USD 17539190.60000000 1.212664706953 Long EC CORP US N 1 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 Advance Auto Parts, Inc. 00751Y106 12436.00000000 NS USD 2056914.40000000 0.142215656069 Long EC CORP US N 1 N N Athene Holding Ltd. 549300H316CT32FQXI76 Athene Holding Ltd., Class A N/A 204083.00000000 NS USD 8583730.98000000 0.593481640676 Long EC CORP BM N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752103 39726.00000000 NS USD 9538212.60000000 0.659474775731 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002101 183802.00000000 NS USD 19975601.36000000 1.381118851029 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 82953.00000000 NS USD 6940677.51000000 0.479880448914 Long EC CORP US N 1 N N N Paycom Software, Inc. 254900LSB0HNJUDC6Q18 Paycom Software, Inc. 70432V102 22510.00000000 NS USD 4715619.90000000 0.326039322711 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 48785.00000000 NS USD 6688423.50000000 0.462439533761 Long EC CORP US N 1 N N N Raytheon Co. YR6K3WJN0KKLUPZSNL57 Raytheon Co. 755111507 15048.00000000 NS USD 2952267.12000000 0.204120601889 Long EC CORP US N 1 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 Kohl's Corp. 500255104 95671.00000000 NS USD 4751021.86000000 0.328487024457 Long EC CORP US N 1 N N Cintas Corp. N/A Cintas Corp. 172908105 4797.00000000 NS USD 1286075.70000000 0.088919645577 Long EC CORP US N 1 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 Facebook, Inc., Class A 30303M102 167414.00000000 NS USD 29813085.12000000 2.061285321252 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334104 64908.00000000 NS USD 3577728.96000000 0.247365214267 Long EC CORP US N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 Qorvo, Inc. 74736K101 37902.00000000 NS USD 2810054.28000000 0.194287965031 Long EC CORP US N 1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 Align Technology, Inc. 016255101 14635.00000000 NS USD 2647764.20000000 0.183067181998 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 Omnicom Group, Inc. 681919106 6337.00000000 NS USD 496187.10000000 0.034306519493 Long EC CORP US N 1 N N N ServiceMaster Global Holdings, Inc. 549300GS10644JGL8R77 ServiceMaster Global Holdings, Inc. 81761R109 84843.00000000 NS USD 4742723.70000000 0.327913287276 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 191236.00000000 NS USD 16098246.48000000 1.113037414060 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A Xerox Holdings Corp. 98421M106 124188.00000000 NS USD 3714463.08000000 0.256819050840 Long EC CORP US N 1 N N N Broadridge Financial Solutions, Inc. N/A Broadridge Financial Solutions, Inc. 11133T103 6811.00000000 NS USD 847492.73000000 0.058595892279 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 Macy's, Inc. 55616P104 36075.00000000 NS USD 560605.50000000 0.038760426286 Long EC CORP US N 1 N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 112153.00000000 NS USD 5289135.48000000 0.365692355660 Long EC CORP US N 1 N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573106 62100.00000000 NS USD 3855168.00000000 0.266547429673 Long EC CORP US N 1 N N N Mylan NV 549300A0CD4KNFGIIS89 Mylan NV N/A 378784.00000000 NS USD 7492347.52000000 0.518023072839 Long EC CORP NL N 1 N N N Vistra Energy Corp. 549300KP43CPCUJOOG15 Vistra Energy Corp. 92840M102 45975.00000000 NS USD 1228911.75000000 0.084967313553 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161N101 427699.00000000 NS USD 20662138.69000000 1.428586240436 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040H105 9156.00000000 NS USD 833012.88000000 0.057594751266 Long EC CORP US N 1 N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 Alliance Data Systems Corp. 018581108 5437.00000000 NS USD 696642.81000000 0.048166085214 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 Consolidated Edison, Inc. 209115104 53597.00000000 NS USD 5063308.59000000 0.350078619221 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 76296.00000000 NS USD 17763234.72000000 1.228155182159 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 Clorox Co. (The) 189054109 18133.00000000 NS USD 2753858.71000000 0.190402587081 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 9563.00000000 NS USD 724110.36000000 0.050065199560 Long EC CORP US N 1 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 Manhattan Associates, Inc. 562750109 44535.00000000 NS USD 3592638.45000000 0.248396060714 Long EC CORP US N 1 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735100 33652.00000000 NS USD 2509766.16000000 0.173525957631 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200101 56425.00000000 NS USD 8205323.50000000 0.567318438148 Long EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 Graham Holdings Co., Class B 384637104 6894.00000000 NS USD 4573824.30000000 0.316235533948 Long EC CORP US N 1 N N N Exelixis, Inc. N/A Exelixis, Inc. 30161Q104 714818.00000000 NS USD 12641556.33000000 0.874040858097 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 8883.00000000 NS USD 975797.55000000 0.067466924614 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 57073.00000000 NS USD 13190141.03000000 0.911970162797 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 202338.00000000 NS USD 23813159.22000000 1.646448710533 Long EC CORP US N 1 N N N Incyte Corp. 549300Z4WN6JVZ3T4680 Incyte Corp. 45337C102 12688.00000000 NS USD 941830.24000000 0.065118414984 Long EC CORP US N 1 N N N Evercore, Inc. 529900P6KLPT95DW3W58 Evercore, Inc., Class A 29977A105 5579.00000000 NS USD 446877.90000000 0.030897267154 Long EC CORP US N 1 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 237194105 105950.00000000 NS USD 12525409.00000000 0.866010398134 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc., Class A 928563402 43333.00000000 NS USD 6502549.98000000 0.449588184870 Long EC CORP US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 Brighthouse Financial, Inc. 10922N103 128825.00000000 NS USD 5213547.75000000 0.360466198163 Long EC CORP US N 1 N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 Reinsurance Group of America, Inc. 759351604 54703.00000000 NS USD 8745915.64000000 0.604695134941 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122108 75070.00000000 NS USD 3806799.70000000 0.263203231432 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A PulteGroup, Inc. 745867101 303491.00000000 NS USD 11092596.05000000 0.766945296684 Long EC CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 Arch Capital Group Ltd. N/A 122722.00000000 NS USD 5151869.56000000 0.356201750281 Long EC CORP BM N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512109 39461.00000000 NS USD 3860075.02000000 0.266886702454 Long EC CORP US N 1 N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324P102 7470.00000000 NS USD 1623380.40000000 0.112240990016 Long EC CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147K108 133502.00000000 NS USD 4278071.59000000 0.295787106105 Long EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 Erie Indemnity Co., Class A 29530P102 4271.00000000 NS USD 792911.15000000 0.054822106064 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612E106 17227.00000000 NS USD 1841738.57000000 0.127338336996 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp., Class A 20030N101 213635.00000000 NS USD 9630665.80000000 0.665867016698 Long EC CORP US N 1 N N N Urban Outfitters, Inc. 549300N3DUFR5U6NRN38 Urban Outfitters, Inc. 917047102 138569.00000000 NS USD 3892403.21000000 0.269121882853 Long EC CORP US N 1 N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 AXA Equitable Holdings, Inc. 054561105 169058.00000000 NS USD 3746325.28000000 0.259022012556 Long EC CORP US N 1 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855R100 45094.00000000 NS USD 4947713.68000000 0.342086353736 Long EC CORP US N 1 N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 Macquarie Infrastructure Corp. 55608B105 14016.00000000 NS USD 553211.52000000 0.038249204372 Long EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 Henry Schein, Inc. 806407102 7867.00000000 NS USD 499554.50000000 0.034539342502 Long EC CORP US N 1 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 Foot Locker, Inc. 344849104 240548.00000000 NS USD 10382051.68000000 0.717818053594 Long EC CORP US N 1 N N N Twitter, Inc. 549300I8RX485XMK6836 Twitter, Inc. 90184L102 246715.00000000 NS USD 10164658.00000000 0.702787391731 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 Visa, Inc., Class A 92826C839 48109.00000000 NS USD 8275229.09000000 0.572151730844 Long EC CORP US N 1 N N N New York Community Bancorp, Inc. 529900HVXOTLY61GL030 New York Community Bancorp, Inc. 649445103 60953.00000000 NS USD 764960.15000000 0.052889565846 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp., Class A 192446102 116672.00000000 NS USD 7031238.08000000 0.486141832896 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 NIKE, Inc., Class B 654106103 5145.00000000 NS USD 483218.40000000 0.033409859827 Long EC CORP US N 1 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 LKQ Corp. 501889208 30523.00000000 NS USD 959948.35000000 0.066371106346 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 63565.00000000 NS USD 18514577.55000000 1.280103242566 Long EC CORP US N 1 N N N Accenture plc N/A Accenture plc, Class A N/A 16917.00000000 NS USD 3253984.95000000 0.224981459852 Long EC CORP IE N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967424 49149.00000000 NS USD 3395212.92000000 0.234746002513 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 127125.00000000 NS USD 5199412.50000000 0.359488882893 Long EC CORP US N 1 N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 Casey's General Stores, Inc. 147528103 2865.00000000 NS USD 461723.40000000 0.031923689315 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 Monster Beverage Corp. 61174X109 14924.00000000 NS USD 866487.44000000 0.059909192018 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 241888.00000000 NS USD 8691035.84000000 0.600900729708 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 TJX Cos., Inc. (The) 872540109 139015.00000000 NS USD 7748696.10000000 0.535747087746 Long EC CORP US N 1 N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 Zebra Technologies Corp., Class A 989207105 37469.00000000 NS USD 7732477.53000000 0.534625731129 Long EC CORP US N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The) 743315103 143971.00000000 NS USD 11121759.75000000 0.768961683331 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 Aflac, Inc. 001055102 177962.00000000 NS USD 9310971.84000000 0.643763283911 Long EC CORP US N 1 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 Toll Brothers, Inc. 889478103 62687.00000000 NS USD 2573301.35000000 0.177918799029 Long EC CORP US N 1 N N N Bunge Ltd. 5493007M0RIN8HY3MM77 Bunge Ltd. N/A 56821.00000000 NS USD 3217205.02000000 0.222438484863 Long EC CORP BM N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 MGIC Investment Corp. 552848103 549214.00000000 NS USD 6909112.12000000 0.477698008727 Long EC CORP US N 1 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 Cardinal Health, Inc. 14149Y108 142095.00000000 NS USD 6705463.05000000 0.463617653172 Long EC CORP US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 151.00000000 NC USD -167606.43000000 -0.01158835700 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2019-12-20 22487675.00000000 USD -167606.43000000 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355L106 30700.00000000 NS USD 905650.00000000 0.062616902735 Long EC CORP US N 1 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp. 28176E108 2626.00000000 NS USD 577483.66000000 0.039927387146 Long EC CORP US N 1 N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 IQVIA Holdings, Inc. 46266C105 20647.00000000 NS USD 3084248.86000000 0.213245857536 Long EC CORP US N 1 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp. 682189105 277047.00000000 NS USD 5322072.87000000 0.367969656324 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Co. 039483102 146593.00000000 NS USD 6020574.51000000 0.416264261582 Long EC CORP US N 1 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 Jazz Pharmaceuticals plc N/A 9347.00000000 NS USD 1197724.58000000 0.082811023606 Long EC CORP IE N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 9642.00000000 NS USD 581991.12000000 0.040239034233 Long EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 Jabil, Inc. 466313103 76691.00000000 NS USD 2743237.07000000 0.189668203822 Long EC CORP US N 1 N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 Ulta Beauty, Inc. 90384S303 9371.00000000 NS USD 2348841.15000000 0.162399555931 Long EC CORP US N 1 N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 Lululemon Athletica, Inc. 550021109 13031.00000000 NS USD 2508858.43000000 0.173463196916 Long EC CORP US N 1 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 Fortinet, Inc. 34959E109 99751.00000000 NS USD 7656886.76000000 0.529399363445 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 Everest Re Group Ltd. N/A 49295.00000000 NS USD 13116906.55000000 0.906906709685 Long EC CORP BM N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 25676.00000000 NS USD 31353990.64000000 2.167823974231 Long EC CORP US N 1 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 Allison Transmission Holdings, Inc. 01973R101 72855.00000000 NS USD 3427827.75000000 0.237001001285 Long EC CORP US N 1 N N N SunTrust Banks, Inc. 7E1PDLW1JL6TS0BS1G03 SunTrust Banks, Inc. 867914103 25711.00000000 NS USD 1768916.80000000 0.122303418773 Long EC CORP US N 1 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 PRA Health Sciences, Inc. 69354M108 19669.00000000 NS USD 1951754.87000000 0.134944895773 Long EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc., Class A 902494103 187806.00000000 NS USD 16177608.84000000 1.118524550566 Long EC CORP US N 1 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 LPL Financial Holdings, Inc. 50212V100 33902.00000000 NS USD 2776573.80000000 0.191973114968 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 29591.00000000 NS USD 810201.58000000 0.056017571391 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 500038.00000000 NS USD 69520283.14000000 4.806652467835 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 549300E3VEW8SMS5XW09 OneMain Holdings, Inc. 68268W103 14028.00000000 NS USD 514547.04000000 0.035575931050 Long EC CORP US N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610105 99097.00000000 NS USD 3505060.89000000 0.242340922905 Long EC CORP US N 1 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals, Inc. 015351109 33221.00000000 NS USD 3253664.74000000 0.224959320440 Long EC CORP US N 1 N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919101 54376.00000000 NS USD 5214658.40000000 0.360542988825 Long EC CORP US N 1 N N N MEDNAX, Inc. N/A MEDNAX, Inc. 58502B106 152458.00000000 NS USD 3448599.96000000 0.238437197888 Long EC CORP US N 1 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. (The) 416515104 40574.00000000 NS USD 2459190.14000000 0.170029116991 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 CME Group, Inc. 12572Q105 37606.00000000 NS USD 7947652.04000000 0.549502958936 Long EC CORP US N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corp. 231561101 5650.00000000 NS USD 730940.50000000 0.050537437413 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00912X302 23005.00000000 NS USD 962069.10000000 0.066517735614 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 McKesson Corp. 58155Q103 60581.00000000 NS USD 8278999.46000000 0.572412415315 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc., Class B 913903100 49204.00000000 NS USD 7319095.00000000 0.506044343536 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 099502106 84209.00000000 NS USD 5980523.18000000 0.413495101051 Long EC CORP US N 1 N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 Grand Canyon Education, Inc. 38526M106 20212.00000000 NS USD 1984818.40000000 0.137230917793 Long EC CORP US N 1 N N N AutoNation, Inc. N/A AutoNation, Inc. 05329W102 25435.00000000 NS USD 1289554.50000000 0.089160170814 Long EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co. 532457108 34757.00000000 NS USD 3886875.31000000 0.268739682250 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 258386.00000000 NS USD 32138050.68000000 2.222034111992 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 39735.00000000 NS USD 10976793.75000000 0.758938692195 Long EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A Norwegian Cruise Line Holdings Ltd. N/A 209039.00000000 NS USD 10821949.03000000 0.748232683504 Long EC CORP BM N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 AMERCO 023586100 1585.00000000 NS USD 618213.40000000 0.042743453141 Long EC CORP US N 1 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 Ameren Corp. 023608102 210073.00000000 NS USD 16816343.65000000 1.162686859926 Long EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 Williams-Sonoma, Inc. 969904101 145772.00000000 NS USD 9909580.56000000 0.685151263811 Long EC CORP US N 1 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 Teledyne Technologies, Inc. 879360105 21163.00000000 NS USD 6814274.37000000 0.471140899284 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc., Class B 084670702 101606.00000000 NS USD 21136080.12000000 1.461354687876 Long EC CORP US N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 H&R Block, Inc. 093671105 153357.00000000 NS USD 3622292.34000000 0.250446339239 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746101 278603.00000000 NS USD 14052735.32000000 0.971610181300 Long EC CORP US N 1 N N N TripAdvisor, Inc. N/A TripAdvisor, Inc. 896945201 136884.00000000 NS USD 5294673.12000000 0.366075229690 Long EC CORP US N 1 N N N CDW Corp. N/A CDW Corp. 12514G108 73616.00000000 NS USD 9072435.84000000 0.627270835934 Long EC CORP US N 1 N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 Columbia Sportswear Co. 198516106 15250.00000000 NS USD 1477572.50000000 0.102159789672 Long EC CORP US N 1 N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 22177.00000000 NS USD 2866155.48000000 0.198166818213 Long EC CORP US N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 Starbucks Corp. 855244109 79366.00000000 NS USD 7017541.72000000 0.485194862607 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222105 93626.00000000 NS USD 4671937.40000000 0.323019102037 Long EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc. 00971T101 171733.00000000 NS USD 15692961.54000000 1.085015896180 Long EC CORP US N 1 N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 CNA Financial Corp. 126117100 19946.00000000 NS USD 982340.50000000 0.067919306068 Long EC CORP US N 1 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361702 189102.00000000 NS USD 10892275.20000000 0.753095055222 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 80942.00000000 NS USD 6145926.06000000 0.424931103976 Long EC CORP US N 1 N N N BLACKROCK LIQUIDITY FUNDS T-FUND 5493002L9DNZ83RX7V61 BLACKROCK LIQUIDITY FUNDS T-FUND MUF 1.85% 10/1/2019 09248U718 1269565.31000000 NS USD 1269565.31000000 0.087778112440 Long STIV RF US N 1 N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 Leidos Holdings, Inc. 525327102 28042.00000000 NS USD 2408246.96000000 0.166506890803 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 Nu Skin Enterprises, Inc., Class A 67018T105 10808.00000000 NS USD 459664.24000000 0.031781318397 Long EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp. 143658300 41783.00000000 NS USD 1826334.93000000 0.126273324875 Long EC CORP PA N 1 N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 Euronet Worldwide, Inc. 298736109 6521.00000000 NS USD 954022.30000000 0.065961377536 Long EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 Eaton Corp. plc N/A 59110.00000000 NS USD 4914996.50000000 0.339824278456 Long EC CORP IE N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687106 58693.00000000 NS USD 7648871.76000000 0.528845204029 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088M102 18098.00000000 NS USD 1434266.50000000 0.099165600316 Long EC CORP US N 1 N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 Robert Half International, Inc. 770323103 144737.00000000 NS USD 8056061.42000000 0.556998414800 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389X105 223198.00000000 NS USD 12282585.94000000 0.849221541589 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 First Citizens BancShares, Inc., Class A 31946M103 2571.00000000 NS USD 1212355.05000000 0.083822578530 Long EC CORP US N 1 N N N EPAM Systems, Inc. 549300XCR4R530HJP604 EPAM Systems, Inc. 29414B104 11991.00000000 NS USD 2186199.12000000 0.151154438973 Long EC CORP US N 1 N N N First American Financial Corp. 549300B6VEZK3N0A1P55 First American Financial Corp. 31847R102 120875.00000000 NS USD 7132833.75000000 0.493166186881 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 Danaher Corp. 235851102 133849.00000000 NS USD 19331811.07000000 1.336607004321 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 Kroger Co. (The) 501044101 186974.00000000 NS USD 4820189.72000000 0.333269310287 Long EC CORP US N 1 N N N Viacom, Inc. X0ST5BPF0CZG9FE5OV61 Viacom, Inc., Class B 92553P201 29280.00000000 NS USD 703598.40000000 0.048646996717 Long EC CORP US N 1 N N N Credit Acceptance Corp. N/A Credit Acceptance Corp. 225310101 6587.00000000 NS USD 3038648.97000000 0.210093067962 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 85278.00000000 NS USD 2487559.26000000 0.171990566147 Long EC CORP US N 1 N N N AMC Networks, Inc. 549300VGG9K75226LR46 AMC Networks, Inc., Class A 00164V103 130207.00000000 NS USD 6400976.12000000 0.442565338834 Long EC CORP US N 1 N N N Ciena Corp. W0CZ7N0GH8UIGXDM1H41 Ciena Corp. 171779309 35121.00000000 NS USD 1377796.83000000 0.095261271012 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 Cadence Design Systems, Inc. 127387108 137875.00000000 NS USD 9110780.00000000 0.629921962238 Long EC CORP US N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp. 03073E105 31536.00000000 NS USD 2596358.88000000 0.179513003317 Long EC CORP US N 1 N N N Celgene Corp. 4SIHMF0MOSTTL8CD0X64 Celgene Corp. 151020104 33773.00000000 NS USD 3353658.90000000 0.231872945561 Long EC CORP US N 1 N N N Nexstar Media Group, Inc. 52990083ZRR5UT591988 Nexstar Media Group, Inc., Class A 65336K103 8048.00000000 NS USD 823390.88000000 0.056929483405 Long EC CORP US N 1 N N N Roku, Inc. 549300KR6ITU0YIR1T71 Roku, Inc. 77543R102 25111.00000000 NS USD 2555295.36000000 0.176673859677 Long EC CORP US N 1 N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 Travelers Cos., Inc. (The) 89417E109 101413.00000000 NS USD 15079098.97000000 1.042573260683 Long EC CORP US N 1 N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 JetBlue Airways Corp. 477143101 270685.00000000 NS USD 4533973.75000000 0.313480255404 Long EC CORP US N 1 N N N 2019-10-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer