X0201 N-CEN LIVE 0001444822 XXXXXXXX 811-22235 true false false N-1A S000048053 true S000048054 true S000040063 true S000035778 true S000025644 true S000048052 true S000055803 true S000037431 true S000035776 true S000055801 true S000055802 true S000045144 true S000025643 true S000025645 true S000037429 true S000060090 true S000035777 true S000040064 true S000048055 true S000055804 true S000037430 true S000024170 true S000040065 true S000024171 true S000045145 true AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 Two Greenwich Plaza 4th Floor Greenwich 06830 US-CT US 203-742-3600 JPMORGAN CHASE BANK, N.A. 4 Metro Tech Center Brooklyn 10005 212-648-0466 Custodian ALPS DISTRIBUTORS, INC. 1290 BROADWAY, SUITE 1100 DENVER 80203 303-623-2577 Principal Underwriter AQR CAPITAL MANAGEMENT, LLC TWO GREENWICH PLAZA 4th Floor GREENWICH 06830 203-742-3600 Investment Adviser ALPS FUND SERVICES, INC. 1290 BROADWAY, SUITE 1100 DENVER 80203 303-623-2577 Transfer Agent STATE STREET BANK AND TRUST COMPANY ONE LINCOLN STREET BOSTON 02111 617-786-3000 Custodian CNH PARTNERS, LLC TWO GREENWICH PLAZA GREENWICH 06830 203-742-3600 Sub-Adviser JPMORGAN CHASE BANK, N.A. 70 Fargo Street Boston 02210 212-648-0466 Administrator N N N-1A 39 Y Marco Hanig N/A Y Mark A. Zurack N/A N Brian Posner N/A N Gregg D. Behrens N/A N L. Joe Moravy N/A N Timothy K. Armour N/A N William L. Atwell N/A N David Kabiller N/A Y H.J. Willcox N/A Two Greenwich Plaza 4th Floor Greenwich 06830 XXXXXX N N N N N N ALPS DISTRIBUTORS, INC. 008-34626 000016853 N/A N N PRICEWATERHOUSECOOPERS, LLP 238 5493002GVO7EO8RNNS37 N N N N N AQR Emerging Relaxed Constraint Equity Fund S000055804 549300B91SYREZHBNX69 N 3 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2554.6 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 83.74 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 924.7 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1746.23 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3535.94 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52808.1 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1114.25 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 13.65 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 61.85 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 652.45 63495.51 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 105890003.1 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11638.8 105901641.9 N 13853330 Committed 350000000 N N N AQR International Momentum Style Fund S000025645 NPBPSWYP2Q3D8RW4BE95 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 2776310.00000000 109529.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Leumi le-Israel B.M. 7JDSZWRGUQY2DSTWCR57 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 7010.26 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5816.68 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3364.49 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4272.06 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7741.78 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 9418.14 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 7464.46 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 9522.85 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 62.43 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 1158.59999999 55831.75 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 403442799.39 403442799.39 N 419048934 Committed 350000000 N N N AQR Small Cap Multi-Style Fund S000040064 549300ZK0OXVB51ZPV91 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 24483098.00000000 1005924.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6440.82 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7378.38 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9626 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1069.33 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1027.06 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 878.78 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3490.57 29910.94 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 326851338.46 326851338.46 N 619184945 Committed 350000000 N N N N AQR TM Large Cap Momentum Style Fund S000035776 549300MKEPAWFJBAIU11 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1491720.00000000 24800.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 271.32 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 94.83 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 108.91 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 325.39999999 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 542.01 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1603.74 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 100.29 3046.5 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 115.01 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 119411302.32 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 137.49 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1686.27 119413241.09 N 215571540 Committed 350000000 N N N N AQR Core Plus Bond Fund S000060090 549300IAZQ32SPIHW528 N 3 0 0 N/A Y N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 80371.00000000 548.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3610.44 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 8.05 3618.49 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1266021691.39 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 60978684.66 CITADEL SECURITIES LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 21781076.57 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 108569994.96 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 378133746.58 HSBC SECURITIES (USA) INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 41973686 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 29100079.61 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 358474450.8 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 413959682.32 SOCIETE GENERALE S.A. N/A N/A O2RNE8IBXP4R0TD8PU41 FR 10916547.29 2773921714.59 N 104890763 Committed 350000000 N N N N AQR TM Large Cap Multi-Style Fund S000048052 549300GNP44OPI8WF781 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1358623.00000000 2365.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2091.89 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 547.51 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 140.15 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 975.53 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 160.52 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 169 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1304.68 5389.28 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 224479708.08 224479708.08 N 296009335 Committed 350000000 N N N N AQR Small Cap Relaxed Constraint Equity Fund S000055802 549300ZQZYM0VZNKI878 N 3 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40.04999999 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 122.9 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 40.79 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52.29 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 143.38999999 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 26.07 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 18.87 444.36 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3103.6 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2811.4 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 24244.06 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 769.06999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 18569.5 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 34399.27999999 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 14761.66 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2681035.69 2779694.26 N 2373549 Committed 350000000 N N N N AQR TM Small Cap Multi-Style Fund S000048053 549300XBL5ZYF5CASN58 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1049207.00000000 43142.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 198.65 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 64.75 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 53.43 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 564.63 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 807.36 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 367.36 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 70.8 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 10.15 2137.13 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 59412184.16 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 678.92 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 8618.09 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 881 59422362.17 N 25399525 Committed 350000000 N N N AQR TM Small Cap Momentum Style Fund S000035777 549300R5ZJMF561IBM75 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 2905122.00000000 67104.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 90.91 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 459.81 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 311.14999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 227.05 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 72.98 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 102.71 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1359.81 2624.42 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52147509.5 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 10587.81 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 660.74 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14870.08 52173628.13 N 54451300 Committed 350000000 N N N AQR TM Emerging Multi-Style Fund S000048055 5493005HRSD7GS7I1R46 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1460224.00000000 22912.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4382.18999999 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20434.09 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 38311.23 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 42203.45 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3689.44 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 5326.01 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 339.27 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10713.98 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 24841.23 150240.89 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9.69 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 284648230.99 284648240.68 N 337023997 Committed 350000000 N N N N AQR Large Cap Relaxed Constraint Equity Fund S000055801 549300ZEUKMWCEFPZ868 N 3 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 119.11 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 309.92 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 50.64 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 204.02 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 45 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 45.14 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 97.64 871.47 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 37961.38 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 40929.73 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 12050663.04 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 41363.41 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 486.35 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 15165.64 12186569.55 N 15080550 Committed 350000000 N N N N AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 7606030.00000000 59130.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y Y AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 787.87 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3709.13 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 639.88 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2364.92 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5049.88 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 774.12 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17423.96 30749.76 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1631893364.02 1631893364.02 N 1555192375 Committed 350000000 N N N AQR Small Cap Momentum Style Fund S000025644 549300F78QHG1DDAYI80 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 9973963.00000000 375784.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1811.29 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 478.9 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 508.34 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1696.52 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4352.47 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3742.97 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 659.4 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4285.26 17535.15 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 105.3 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 299220781.81 299220887.11 N 278321888 Committed 350000000 N N N AQR Emerging Multi-Style Fund S000045144 549300533G0090N3E308 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1082892.00000000 11707.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4218.93999999 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 7120.05 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14513.82 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 15057.91 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 35223.58 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1384.11 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 32582.13 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 4611.02 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3254.73 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 329.32 118295.61 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 369307044.82 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 0.21 369307045.03 N 247926728 Committed 350000000 N N N AQR TM International Multi-Style Fund S000048054 5493003ORX7OR69S5I37 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 965972.00000000 20851.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Leumi le-Israel B.M. 7JDSZWRGUQY2DSTWCR57 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2735.51 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4483.29 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4075.15 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3514.35 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5236.54 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1474.35 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3829.39 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 137.63999999 25486.22 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 161937822.91 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 8.82 161937831.73 N 184736728 Committed 350000000 N N N AQR Large Cap Defensive Style Fund S000037429 549300U8SCLX3D8VIY95 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 8604667.00000000 169324.00000000 Rule 17a-6 (17 CFR 270.17a-6) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y Y AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1025.59999999 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1462.24 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4726.64999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3520.82 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 73588.93 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 983.29 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6211.64 91519.17 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 9324965051.36 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2227.46999999 9324967278.83 N 3214103183 Committed 350000000 N N N N AQR Large Cap Momentum Style Fund S000025643 5493002IY31FI47LX555 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 7461085.00000000 114463.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 322.81 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2439.56 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 483.79 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1342.44 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4154.17 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1278.08 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 407.86 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3170.75 13599.46 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3232.02 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 827465494.8 827468726.82 N 932363807 Committed 350000000 N N N AQR International Relaxed Constraint Equity Fund S000055803 549300BMH8C75S2LJR15 N 3 0 0 N/A N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2641.07 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2909.36 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2645.85 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2257.73999999 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1251.31 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2566.31 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1608.78 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 563.12 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 19.37 16462.91 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 17.72 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 52.95 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 49515866.15 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 39.96 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 39.67 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 52.54 49516068.99 N 34679801 Committed 350000000 N N N AQR Emerging Defensive Style Fund S000037431 549300AH1OKLPOB8NU42 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 320197.00000000 4634.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 59.15 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5119.2 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 176.01 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 456.98 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2716.13 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2719.24 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 834.84 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 501.3 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4571.18 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 13.41 17167.44 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 96221451.57 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.66 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 0.12 96221452.35 N 83112025 Committed 350000000 N N AQR TM International Momentum Style Fund S000035778 A0MV035VRQY7WO514443 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N N/A 1081189.00000000 28912.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 000109120 CRD N N The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Leumi le-Israel B.M. 7JDSZWRGUQY2DSTWCR57 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3407.84 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 310.04 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1506.59 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 828.83 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1473.58 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2028.1 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 735.95 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1861.23 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 13.41 12165.57 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 190433626.23 190433626.23 N 108877771 Committed 350000000 N N N AQR International Multi-Style Fund S000040065 549300N6NJDW0Q39XB03 N 3 0 0 N/A N N Y N N Citibank, N.A. 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