NPORT-P false 0001444822 XXXXXXXX S000040063 C000124381 C000124382 C000144290 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 2020-09-30 2019-12-31 N 1365224697.82 2258376.45 1362966321.37 0 0 0 0 0 0 0 0 0 0 0 0 0 324437.89 UST Assured Guaranty Ltd. 549300BBOQUJEPH87M14 N/A 142283.00000000 NS USD 6974712.66000000 0.511730374451 Long EC CORP BM N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 99097.00000000 NS USD 4024329.17000000 0.295262553953 Long EC CORP US N 1 N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 10989.00000000 NS USD 1155493.35000000 0.084777835804 Long EC CORP US N 1 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 889478103 89821.00000000 NS USD 3548827.71000000 0.260375304536 Long EC CORP US N 1 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 688239201 130293.00000000 NS USD 12332232.45000000 0.904808303524 Long EC CORP US N 1 N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 198516106 15250.00000000 NS USD 1527897.50000000 0.112100899049 Long EC CORP US N 1 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360105 4617.00000000 NS USD 1599975.18000000 0.117389194062 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 27122.00000000 NS USD 6538300.54000000 0.479711085848 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 93481.00000000 NS USD 4665636.71000000 0.342314893394 Long EC CORP US N 1 N N N Ingredion, Inc. PKSTQ48QDN0XSVS7YK88 457187102 5161.00000000 NS USD 479714.95000000 0.035196390584 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 70491.00000000 NS USD 4371851.82000000 0.320760076859 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 34885.00000000 NS USD 5146584.05000000 0.377601703674 Long EC CORP US N 1 N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 30941.00000000 NS USD 4198384.29000000 0.308032870964 Long EC CORP US N 1 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 015351109 33221.00000000 NS USD 3592851.15000000 0.263605277230 Long EC CORP US N 1 N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 55608B105 14016.00000000 NS USD 600445.44000000 0.044054312317 Long EC CORP US N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 18906.00000000 NS USD 2600520.30000000 0.190798573613 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 12329.00000000 NS USD 4066227.49000000 0.298336607900 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 404841.00000000 NS USD 63843425.70000000 4.684152843617 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 108843.00000000 NS USD 6986632.17000000 0.512604901563 Long EC CORP US N 1 N N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932104 30372.00000000 NS USD 3330289.80000000 0.244341312605 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 30258.00000000 NS USD 4340812.68000000 0.318482754264 Long EC CORP US N 1 N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807103 31739.00000000 NS USD 1347003.16000000 0.098828792676 Long EC CORP US N 1 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 32826.00000000 NS USD 2107429.20000000 0.154620783137 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 23005.00000000 NS USD 1093197.60000000 0.080207234974 Long EC CORP US N 1 N N N Vistra Energy Corp. 549300KP43CPCUJOOG15 92840M102 45975.00000000 NS USD 1056965.25000000 0.077548889758 Long EC CORP US N 1 N N N Allergan plc 635400FWJZQC1IPYUH69 N/A 17701.00000000 NS USD 3383900.17000000 0.248274672451 Long EC CORP IE N 1 N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351604 41031.00000000 NS USD 6690514.86000000 0.490878956809 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 159551.00000000 NS USD 22241409.40000000 1.631838516570 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 35455.00000000 NS USD 1538747.00000000 0.112896920186 Long EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 19425.00000000 NS USD 3476298.00000000 0.255053844361 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 97440.00000000 NS USD 11343964.80000000 0.832299714390 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 163964.00000000 NS USD 18437751.80000000 1.352766499869 Long EC CORP US N 1 N N N Accenture plc N/A N/A 16917.00000000 NS USD 3562212.69000000 0.261357352279 Long EC CORP IE N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 37902.00000000 NS USD 4405349.46000000 0.323217778086 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 55616P104 87654.00000000 NS USD 1490118.00000000 0.109329040390 Long EC CORP US N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 58693.00000000 NS USD 8488768.59000000 0.622815726031 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 48133.00000000 NS USD 2853805.57000000 0.209381957958 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 9563.00000000 NS USD 846708.02000000 0.062122446220 Long EC CORP US N 1 N N N AMC Networks, Inc. 549300VGG9K75226LR46 00164V103 137124.00000000 NS USD 5416398.00000000 0.397397787096 Long EC CORP US N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 90926.00000000 NS USD 10805645.84000000 0.792803583667 Long EC CORP US N 1 N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 770323103 101263.00000000 NS USD 6394758.45000000 0.469179491065 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 40932.00000000 NS USD 7691122.80000000 0.564292945424 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 410051.00000000 NS USD 18694225.09000000 1.371583787280 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 1429454.89000000 NS USD 1429454.89000000 0.104878225352 Long STIV RF US N 1 N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 46170.00000000 NS USD 13500108.00000000 0.990494613720 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 39310462.18600000 NS USD 39310462.19000000 2.884184412604 Long STIV RF US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 125909.00000000 NS USD 10876019.42000000 0.797966849912 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 91004.00000000 NS USD 15159446.32000000 1.112239244823 Long EC CORP US N 1 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 20688.00000000 NS USD 4152495.36000000 0.304666028418 Long EC CORP US N 1 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 38203.00000000 NS USD 11538452.09000000 0.846569127137 Long EC CORP US N 1 N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238T109 116225.00000000 NS USD 2532542.75000000 0.185811102614 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 79356.00000000 NS USD 8039556.36000000 0.589857301236 Long EC CORP US N 1 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 11871.00000000 NS USD 3312483.84000000 0.243034900280 Long EC CORP US N 1 N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 152520.00000000 NS USD 7314859.20000000 0.536686716708 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 44904.00000000 NS USD 2505194.16000000 0.183804553400 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 15845.00000000 NS USD 3460231.10000000 0.253875025798 Long EC CORP US N 1 N N N CDW Corp. N/A 12514G108 33343.00000000 NS USD 4762714.12000000 0.349437403208 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 52910.00000000 NS USD 3607932.90000000 0.264711815943 Long EC CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147K108 171649.00000000 NS USD 5615497.04000000 0.412005561102 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 54881.00000000 NS USD 3903685.53000000 0.286411004350 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 140290.00000000 NS USD 7421341.00000000 0.544499220827 Long EC CORP US N 1 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 N/A 74990.00000000 NS USD 2714638.00000000 0.199171319014 Long EC CORP IE N 1 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 73935.00000000 NS USD 1519364.25000000 0.111474819749 Long EC CORP US N 1 N N N N/A N/A N/A 195.00000000 NC USD 59320.95000000 0.004352341585 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-03-20 31503225 USD 59320.95 N N N AutoNation, Inc. N/A 05329W102 56569.00000000 NS USD 2750950.47000000 0.201835542585 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 55949.00000000 NS USD 8587052.52000000 0.630026757474 Long EC CORP US N 1 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 01973R101 31517.00000000 NS USD 1522901.44000000 0.111734341202 Long EC CORP US N 1 N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339100 17094.00000000 NS USD 2766492.96000000 0.202975885509 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 269655.00000000 NS USD 14502045.90000000 1.064006180682 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 9203.00000000 NS USD 17005671.52000000 1.247695651269 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 213635.00000000 NS USD 9607165.95000000 0.704871851884 Long EC CORP US N 1 N N N SYNNEX Corp. 5493004HI6PFLF46NS53 87162W100 43944.00000000 NS USD 5659987.20000000 0.415269776755 Long EC CORP US N 1 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 164511.00000000 NS USD 33765882.75000000 2.477382032159 Long EC CORP US N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 42775.00000000 NS USD 4153452.50000000 0.304736253191 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 61300.00000000 NS USD 5545811.00000000 0.406892739244 Long EC CORP US N 1 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 66533.00000000 NS USD 3389856.35000000 0.248711673711 Long EC CORP US N 1 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 13321.00000000 NS USD 3915308.32000000 0.287263761298 Long EC CORP US N 1 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 562750109 26829.00000000 NS USD 2139612.75000000 0.156982070389 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 9156.00000000 NS USD 942243.96000000 0.069131859329 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 56448.00000000 NS USD 7714748.16000000 0.566026323544 Long EC CORP US N 1 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 12195.00000000 NS USD 1269865.35000000 0.093169239040 Long EC CORP US N 1 N N N Exelixis, Inc. N/A 30161Q104 488652.00000000 NS USD 8610048.24000000 0.631713939295 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 57636.00000000 NS USD 8849431.44000000 0.649277337322 Long EC CORP US N 1 N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 62100.00000000 NS USD 3667005.00000000 0.269045899557 Long EC CORP US N 1 N N N Old Republic International Corp. N/A 680223104 129549.00000000 NS USD 2898011.13000000 0.212625292684 Long EC CORP US N 1 N N N Sinclair Broadcast Group, Inc. 529900879GWQV880PQ28 829226109 98171.00000000 NS USD 3273021.14000000 0.240139546273 Long EC CORP US N 1 N N N Spirit AeroSystems Holdings, Inc. N/A 848574109 92089.00000000 NS USD 6711446.32000000 0.492414685144 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 28042.00000000 NS USD 2745031.38000000 0.201401262596 Long EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 55711.00000000 NS USD 5276945.92000000 0.387166273829 Long EC CORP IE N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 33147.00000000 NS USD 2914284.24000000 0.213819240747 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 928563402 36732.00000000 NS USD 5575550.28000000 0.409074691911 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 186974.00000000 NS USD 5420376.26000000 0.397689669584 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 241888.00000000 NS USD 9477171.84000000 0.695334264053 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 122504.00000000 NS USD 17869658.48000000 1.311085842681 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 68111.00000000 NS USD 8233257.68000000 0.604069047848 Long EC CORP US N 1 N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561105 203507.00000000 NS USD 5042903.46000000 0.369994722608 Long EC CORP US N 1 N N N Skechers U.S.A., Inc. 529900D2R54KZPA4XR56 830566105 253002.00000000 NS USD 10927156.38000000 0.801718737189 Long EC CORP US N 1 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 6631.00000000 NS USD 387780.88000000 0.028451244459 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 77107.00000000 NS USD 6160078.23000000 0.451961147785 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A 98421M106 172837.00000000 NS USD 6372500.19000000 0.467546416230 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 64908.00000000 NS USD 3476472.48000000 0.255066645851 Long EC CORP US N 1 N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117100 14260.00000000 NS USD 638990.60000000 0.046882346979 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 224008.00000000 NS USD 8066528.08000000 0.591836199730 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 42528.00000000 NS USD 13816071.36000000 1.013676650947 Long EC CORP US N 1 N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760108 170954.00000000 NS USD 3022466.72000000 0.221756522711 Long EC CORP US N 1 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 6937.00000000 NS USD 1581844.11000000 0.116058928617 Long EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 238690.00000000 NS USD 9865057.70000000 0.723793210831 Long EC CORP US N 1 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664100 34037.00000000 NS USD 1393134.41000000 0.102213414092 Long EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 969904101 107972.00000000 NS USD 7929463.68000000 0.581779869074 Long EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658300 41783.00000000 NS USD 2123829.89000000 0.155824091666 Long EC CORP PA N 1 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A 195269.00000000 NS USD 11405662.29000000 0.836826421252 Long EC CORP BM N 1 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621X108 18243.00000000 NS USD 2391292.44000000 0.175447654318 Long EC CORP US N 1 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787107 10426.00000000 NS USD 1578183.62000000 0.115790360719 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 7185.00000000 NS USD 533773.65000000 0.039162644126 Long EC CORP US N 1 N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 477143101 315584.00000000 NS USD 5907732.48000000 0.433446695444 Long EC CORP US N 1 N N N United Airlines Holdings, Inc. N/A 910047109 97173.00000000 NS USD 8559969.57000000 0.628039698104 Long EC CORP US N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 03073E105 34611.00000000 NS USD 2942627.22000000 0.215898747743 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 193723.00000000 NS USD 56886758.95000000 4.173746486473 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 25480.00000000 NS USD 34127657.20000000 2.503925200858 Long EC CORP US N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864107 53323.00000000 NS USD 8145621.48000000 0.597639233800 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 549300E3VEW8SMS5XW09 68268W103 14028.00000000 NS USD 591280.20000000 0.043381864300 Long EC CORP US N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 231561101 5650.00000000 NS USD 796028.50000000 0.058404121035 Long EC CORP US N 1 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 11160.00000000 NS USD 1054731.60000000 0.077385008232 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 56425.00000000 NS USD 7563207.00000000 0.554907841919 Long EC CORP US N 1 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 30523.00000000 NS USD 1089671.10000000 0.079948497839 Long EC CORP US N 1 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 23928.00000000 NS USD 3571971.84000000 0.262073375108 Long EC CORP IE N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 80942.00000000 NS USD 6887354.78000000 0.505320980571 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 210458.00000000 NS USD 26286204.20000000 1.928602621198 Long EC CORP US N 1 N N N Raytheon Co. YR6K3WJN0KKLUPZSNL57 755111507 15048.00000000 NS USD 3306647.52000000 0.242606693074 Long EC CORP US N 1 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 45049.00000000 NS USD 2737627.73000000 0.200858061353 Long EC CORP US N 1 N N N Copart, Inc. 549300KVYX3JWMYEHU61 217204106 18437.00000000 NS USD 1676660.78000000 0.123015569329 Long EC CORP US N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848103 660859.00000000 NS USD 9364372.03000000 0.687058211430 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 223198.00000000 NS USD 11825030.04000000 0.867595174920 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670702 87595.00000000 NS USD 19840267.50000000 1.455668213434 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 49295.00000000 NS USD 13646827.80000000 1.001259355130 Long EC CORP BM N 1 N N N Cintas Corp. N/A 172908105 4797.00000000 NS USD 1290776.76000000 0.094703496319 Long EC CORP US N 1 N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 003654100 7934.00000000 NS USD 1353461.06000000 0.099302604824 Long EC CORP US N 1 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 66613.00000000 NS USD 5848621.40000000 0.429109751891 Long EC CORP US N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 25212.00000000 NS USD 1825096.68000000 0.133906219939 Long EC CORP US N 1 N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 147528103 11731.00000000 NS USD 1865111.69000000 0.136842096591 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 6021.00000000 NS USD 3204436.41000000 0.235107526852 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 77719.00000000 NS USD 3961337.43000000 0.290640888765 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 1755.00000000 NS USD 6683759.55000000 0.490383323872 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 108604.00000000 NS USD 12376511.84000000 0.908057055111 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 239496.00000000 NS USD 12884884.80000000 0.945356066248 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 14081.00000000 NS USD 18826578.62000000 1.381294484303 Long EC CORP US N 1 N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 88339J105 2682.00000000 NS USD 696729.96000000 0.051118648280 Long EC CORP US N 1 N N N BLACKROCK LIQUIDITY FUNDS T-FUND 5493002L9DNZ83RX7V61 09248U718 229858.51000000 NS USD 229858.51000000 0.016864577385 Long STIV RF US N 1 N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 47747.00000000 NS USD 5133279.97000000 0.376625591514 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 56794.00000000 NS USD 7286102.26000000 0.534576837722 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A 00508Y102 6975.00000000 NS USD 962550.00000000 0.070621700984 Long EC CORP US N 1 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 344849104 257877.00000000 NS USD 10054624.23000000 0.737701590446 Long EC CORP US N 1 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 50212V100 29531.00000000 NS USD 2724234.75000000 0.199875426654 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 62752.00000000 NS USD 18620400.96000000 1.366167356305 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 150552.00000000 NS USD 19302271.92000000 1.416195808902 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 148029.00000000 NS USD 8696703.75000000 0.638071800722 Long EC CORP PR N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 22985.00000000 NS USD 3585200.30000000 0.263043939075 Long EC CORP US N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 23064.00000000 NS USD 4443971.52000000 0.326051454854 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 9642.00000000 NS USD 592018.80000000 0.043436054927 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 1727.00000000 NS USD 397089.11000000 0.029134183565 Long EC CORP US N 1 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 43053.00000000 NS USD 2356290.69000000 0.172879597467 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 177096.00000000 NS USD 10813481.76000000 0.793378500294 Long EC CORP US N 1 N N N Mylan NV 549300A0CD4KNFGIIS89 N/A 200011.00000000 NS USD 4020221.10000000 0.294961147386 Long EC CORP NL N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 N/A 163142.00000000 NS USD 7672568.26000000 0.562931610246 Long EC CORP BM N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 22807.00000000 NS USD 1156542.97000000 0.084854845777 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 18591.00000000 NS USD 1210645.92000000 0.088824345915 Long EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637104 6260.00000000 NS USD 4000077.40000000 0.293483216516 Long EC CORP US N 1 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 69354M108 4639.00000000 NS USD 515624.85000000 0.037831077842 Long EC CORP US N 1 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 37834.00000000 NS USD 3163679.08000000 0.232117186638 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 61174X109 14924.00000000 NS USD 948420.20000000 0.069585006256 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 60581.00000000 NS USD 8379563.92000000 0.614803446616 Long EC CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 N/A 122722.00000000 NS USD 5263546.58000000 0.386183172501 Long EC CORP BM N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 191236.00000000 NS USD 17392914.20000000 1.276107408326 Long EC CORP US N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 023586100 1585.00000000 NS USD 595674.70000000 0.043704286060 Long EC CORP US N 1 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190304 11676.00000000 NS USD 2918883.24000000 0.214156666546 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 367682.00000000 NS USD 22005767.70000000 1.614549630095 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 114159.00000000 NS USD 10266318.87000000 0.753233495871 Long EC CORP US N 1 N N N Evercore, Inc. 529900P6KLPT95DW3W58 29977A105 18930.00000000 NS USD 1415206.80000000 0.103832851759 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 7791.00000000 NS USD 2679870.27000000 0.196620432066 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 54502.00000000 NS USD 3780258.72000000 0.277355255278 Long EC CORP US N 1 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 48949.00000000 NS USD 3759283.20000000 0.275816294288 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 28357.00000000 NS USD 7114204.16000000 0.521964779940 Long EC CORP US N 1 N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 550021109 13031.00000000 NS USD 3018891.77000000 0.221494230830 Long EC CORP US N 1 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189105 93048.00000000 NS USD 2268510.24000000 0.166439199885 Long EC CORP US N 1 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 146229109 21080.00000000 NS USD 2304887.20000000 0.169108155048 Long EC CORP US N 1 N N N Credit Acceptance Corp. N/A 225310101 4620.00000000 NS USD 2043564.60000000 0.149935076748 Long EC CORP US N 1 N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 9763.00000000 NS USD 2016450.02000000 0.147945696704 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 6337.00000000 NS USD 513423.74000000 0.037669583756 Long EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 26297.00000000 NS USD 3456214.71000000 0.253580345736 Long EC CORP US N 1 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735100 33652.00000000 NS USD 2851670.48000000 0.209225307719 Long EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 179267.00000000 NS USD 16320467.68000000 1.197422667318 Long EC CORP US N 1 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 83712.00000000 NS USD 9125445.12000000 0.669528291119 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 41306.00000000 NS USD 1269746.44000000 0.093160514687 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 104833.00000000 NS USD 6399006.32000000 0.469491154672 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A 745867101 265887.00000000 NS USD 10316415.60000000 0.756909062113 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 46914.00000000 NS USD 4432434.72000000 0.325205006939 Long EC CORP NL N 1 N N N Urban Outfitters, Inc. 549300N3DUFR5U6NRN38 917047102 17022.00000000 NS USD 472700.94000000 0.034681776988 Long EC CORP US N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 093671105 28092.00000000 NS USD 659600.16000000 0.048394457710 Long EC CORP US N 1 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 2626.00000000 NS USD 612619.54000000 0.044947518540 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 14355.00000000 NS USD 5261394.60000000 0.386025283054 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 67018T105 10808.00000000 NS USD 442911.84000000 0.032496169058 Long EC CORP US N 1 N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 73180.00000000 NS USD 10022001.00000000 0.735308044143 Long EC CORP US N 1 N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 25110.00000000 NS USD 1939747.50000000 0.142318080027 Long EC CORP US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N103 78106.00000000 NS USD 3064098.38000000 0.224811011978 Long EC CORP US N 1 N N N First American Financial Corp. 549300B6VEZK3N0A1P55 31847R102 120875.00000000 NS USD 7049430.00000000 0.517212339694 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 88396.00000000 NS USD 10028526.20000000 0.735786794050 Long EC CORP IE N 1 N N N 2020-01-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX