X0201 N-CEN/A 0001752724-18-002547 LIVE 0001444822 XXXXXXXX 811-22235 true false false N-1A S000048053 true S000025644 true S000037431 true S000024170 true S000048054 true S000035777 true S000037430 true S000055801 true S000035778 true S000045144 true S000048055 true S000025645 true S000055803 true S000048052 true S000040063 true S000040065 true S000035776 true S000025643 true S000037429 true S000040064 true S000045145 true S000024171 true S000055804 true S000055802 true S000060090 true AQR Funds 811-22235 1444822 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 Administrator and Custodian CNH PARTNERS, LLC TWO GREENWICH PLAZA GREENWICH 06830 203-742-3600 Sub-Adviser ALPS FUNDS 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 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 Y N N-1A 39 Y David Kabiller N/A Y Timothy K. Armour N/A N Brian Posner N/A N William L. Atwell N/A N Marco Hanig N/A Y L. Joe Moravy N/A N Mark A. Zurack N/A N Gregg D. Behrens N/A N 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 N AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 16186424.00000000 64467.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y Y 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 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 1762.72 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3094.69 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1043.4 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5674.8 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 984.28 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 318.15 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1128.41 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19698.98 33705.43 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 34509738 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1055019218.77 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 424 1089529381 N 1972511687 Committed 350000000 N N N AQR International Equity Fund S000024171 LV6KC6PDTP56I8J0MN25 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 209115.00000000 1107.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK 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) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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) JP MORGAN CHASE BANK, N.A. 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, N.A. 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI 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) JPMorgan Chase Bank, N.A. 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 10890.13 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2214.55 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11134.95 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2957.02 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 50372.69 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 10486.3 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 6963.89 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 14628.52 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 12951.76 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 1172.32 123772.13 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 761856751.1 GOLDMAN SACHS & CO. 8-129 000000361 FOR8UP27PHTHYVLBNG30 1.39 761856755.58 N 440859426 Committed 350000000 N N N N AQR International Relaxed Constraint Equity Fund S000055803 549300BMH8C75S2LJR15 Y 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU 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) Santander Securities Services, S.A. 95980020140005970915 ES 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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)) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI 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 AB (publ) 6SCPQ280AIY8EP3XFW53 SE 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 669.68 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2594.83 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3502.02 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3168.72 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1846.44 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3649.92 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2247.76 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2808.6 BOFA SECURITIES, INC 8-69787 000283942 549300HN4UKV1E2R3U73 610.25 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 1778.28 22876.5 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 194374619.81 BOFA SECURITIES, INC 8-69787 000283942 549300HN4UKV1E2R3U73 6.49 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 50.25 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 70.97 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 41.79 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 65.02 194374854.33 N 55897756 Committed 350000000 N N N AQR TM Large Cap Momentum Style Fund S000035776 549300MKEPAWFJBAIU11 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 2908710.00000000 14574.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N JP MORGAN CHASE BANK, N.A. 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 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1665.26 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 76.85 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 376.26 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 30.8 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 221.44 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 92.02 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 83.18 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 102.34 2648.15 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 16936 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 89447 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 466 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 133126845.15 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 665076 133898770 N 206467043 Committed 350000000 N N N N AQR Small Cap Multi-Style Fund S000040064 549300ZK0OXVB51ZPV91 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 43700134.00000000 990771.00000000 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 ICE Data Pricing & Reference Data, LLC 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 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 411.13 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7573.49 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1027.7 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8076.42 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1220.06 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6609.07 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1540.1 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1233.76 27691.73 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 16930416 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1804 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 380654664.08 397586885 N 742788897 Committed 350000000 N N N AQR Large Cap Momentum Style Fund S000025643 5493002IY31FI47LX555 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 23092730.00000000 125222.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N JP MORGAN CHASE BANK, N.A. 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 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 575.83 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 672.95 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2525.46 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1185.23 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 544.09 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3681.22 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 500.65 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3673.61 13359.04 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 471610247.06 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 193417 471803664 N 1073800761 Committed 350000000 N N N N AQR Emerging Multi-Style Fund S000045144 549300533G0090N3E308 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 4632887.00000000 24091.00000000 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 LU 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, N.A. 7H6GLXDRUGQFU57RNE97 AU 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) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI 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, N.A. 7H6GLXDRUGQFU57RNE97 IN 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) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR 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, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. 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KR6LSKV3BTSJRD41IF75 CZ 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 2454.64 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 4701.78 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1709.8 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 33266.28 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 23679.83 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2285.59 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 25716.97 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11706.92 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4654.95 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 590.43 111307.56 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 779917.73 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 304612746.27 305392664.68 N 330157171 Committed 350000000 N N N N AQR Global Equity Fund S000024170 549300DK4GUZLUHSMW05 Y 3 0 0 N/A N N Y N N Citibank, N.A. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2279.49 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1761.39 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 418.86 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2932.12 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3782.88 Interstate Securities Limited N/A N/A 029200963J4S0D9E9A46 NG 6.7 15265.69 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 61042 J.P. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6.48 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 49.73 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 254.06 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 200.4 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 71.42 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 4.4 BOFA SECURITIES, INC 8-69787 000283942 549300HN4UKV1E2R3U73 16.55 753.07 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 69962.8 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 73855.52 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4784.56 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 631231.83 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15723835.54 BOFA SECURITIES, INC 8-69787 000283942 549300HN4UKV1E2R3U73 7352.17 16511022.42 N 17469089 Committed 350000000 N N N AQR International Multi-Style Fund S000040065 549300N6NJDW0Q39XB03 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 350648.00000000 17311.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 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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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK 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) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 1108.58 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1633.09 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3658.48 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 585.54 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3405.6 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2899.51 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 43169.3 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 870.48 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3154.98 60485.56 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 192308331.83 192308332 N 478019125 Committed 350000000 N N N AQR TM Emerging Multi-Style Fund S000048055 5493005HRSD7GS7I1R46 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 5767449.00000000 31107.00000000 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE 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 Bank Middle East Limited 549300F99IL9YJDWH369 QA 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 France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR 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) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR 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) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL 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, N.A. 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK 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) 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 IN 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 14756.54 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 23482.31999999 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1025.5 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 995.05 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 265.03 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5197.17 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3402.37 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 59.06 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 33799.62999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 31708.63 114710.36 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 155842.91 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 160178062.21 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5122.06 160339027.18 N 358671181 Committed 350000000 N N N N AQR TM International Multi-Style Fund S000048054 5493003ORX7OR69S5I37 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 62387.00000000 385.00000000 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JPMorgan Chase Bank, N.A. 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) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 AB (publ) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 766.32 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 407 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1177.22 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 11672.77999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2038.87 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1100.03 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2419.04 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1275.29 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 402.15 21258.7 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 0.99 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 93360068.7 93360069.689999983 N 188283627 Committed 350000000 N N N N AQR Emerging Momentum Style Fund S000045145 549300JM1XZJHZG2J057 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 151896.00000000 1431.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 TW 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 Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) 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, N.A. 7H6GLXDRUGQFU57RNE97 IE 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) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 SE 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) 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) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 IN 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 S.A. DTVM 5493001LS7J56NZZ3G07 BR 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) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN CHASE BANK, N.A. 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1118.88 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 331.23 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2209.34 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 327.03 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 750.21 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10.99 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 231.86 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1483.64 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 158.04 6621.48 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 157231 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 19314927.89 19472159 N 13340260 Committed 350000000 N N N AQR Small Cap Momentum Style Fund S000025644 549300F78QHG1DDAYI80 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 27492927.00000000 665935.00000000 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 ICE Data Pricing & Reference Data, LLC 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 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 630.46 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1824.35 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 665.45 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1217.39 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 713.75 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4795.44 BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3707.7 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3578.98 17133.52 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 53 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 73867 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 310740039.67 310813959 N 381565827 Committed 350000000 N N N N AQR Large Cap Defensive Style Fund S000037429 549300U8SCLX3D8VIY95 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 15844277.00000000 38785.00000000 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 ICE Data Pricing & Reference Data, LLC 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 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 663.54 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 330.84 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2034.97 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 358.99 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 25559.32 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 378.68 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 297.78 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1006.56 30630.68 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4406.93999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2492516368 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 22079726.149999991 2514600501 N 1508569079 Committed 350000000 N N N N AQR Emerging Relaxed Constraint Equity Fund S000055804 549300B91SYREZHBNX69 Y 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID 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) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR 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) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ 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) 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) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR 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, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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 Middle East Limited 549300F99IL9YJDWH369 AE 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) JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 TW 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 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2375.31 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 1409.92 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4336.51 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 114577.26 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 440.62 BNP Paribas Securities Corp. 8-32682 000015794 2J5703FH5U5M97R1I237 373.37 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1148.6 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 182.6 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3918.36 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 5745.41 134560.92 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 11583.73 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 194551070.46 194562654.19 N 42045776 Committed 350000000 N N N N AQR TM Large Cap Multi-Style Fund S000048052 549300GNP44OPI8WF781 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 1933494.00000000 4956.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N JP MORGAN CHASE BANK, N.A. 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 249.48 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 200.38 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 179.72 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 139.44 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1243.06 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 903.21 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 179.97 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1393.59 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 19.2 4508.05 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4387153.21 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 191421444.62 195808598 N 267579905 Committed 350000000 N N N N AQR Core Plus Bond Fund S000060090 549300IAZQ32SPIHW528 Y 3 3 0 N/A Y N Y 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 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) 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 AB (publ) 6SCPQ280AIY8EP3XFW53 SE 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 1016.21 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 953.22 1969.43 Royal Bank of Scotland Group PLC N/A N/A 2138005O9XJIJN4JPN90 GB 16969546.09 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28545669.65 BOFA SECURITIES, INC 8-69787 000283942 549300HN4UKV1E2R3U73 37757514.4 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 12715658.85 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 352133556.76 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 402370345.04 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 8433151.09 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 20798180.69 HSBC SECURITIES (USA) INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 12262804.4 The Toronto-Dominion Bank N/A N/A PT3QB789TSUIDF371261 CA 8702999.48 953884122.73 N 101106013 Committed 350000000 N N N N AQR TM Small Cap Momentum Style Fund S000035777 549300R5ZJMF561IBM75 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 3883439.00000000 103080.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N JP MORGAN CHASE BANK, N.A. 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 76.53 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 80.68 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 811.01 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 359.77 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 183.68 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 53.13 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 205.76 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 72.48 1843.04 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 454505 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 781 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 48259037 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 62 48714384 N 60638491 Committed 350000000 N N N N AQR TM Small Cap Multi-Style Fund S000048053 549300XBL5ZYF5CASN58 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 1255534.00000000 34887.00000000 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 000110037 CRD N Thomson Reuters Global Markets Inc. 000109120 CRD N N JP MORGAN CHASE BANK, N.A. 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 9.48 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 46 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 60.82 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 243.75 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 72.09 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 376.9 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 56.85 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 334.55 1200.44 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6177.56 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 937.26 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 29476522.18 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9.8 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 808360.39 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 600.02 30292607 N 32747263 Committed 350000000 N N N AQR International Momentum Style Fund S000025645 NPBPSWYP2Q3D8RW4BE95 Y 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 1294229.00000000 32732.00000000 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 Thomson Reuters Global Markets Inc. 000109120 CRD N ICE Data Pricing & Reference Data, LLC 000110037 CRD N N 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 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 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) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ 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) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N BARCLAYS CAPITAL INC. 8-41342 000019714 AC28XWWI3WIBK2824319 3044.48 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6172.18 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 7935.99 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4818.37 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 11798.8 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 7735.98 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6672.12 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8217.11 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 644.36 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1368.97 58408.36 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 297063972.96 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 59480 297123454 N 431112705 Committed 350000000 N N N N AQR TM International Momentum Style Fund S000035778 A0MV035VRQY7WO514443 Y 3 0 0 N/A N N Y N N Citibank, N.A. 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