AbbVie, Inc.

NPORT-P false 0001444822 XXXXXXXX S000040063 C000124382 C000144290 C000124381 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 2020-09-30 2020-06-30 N 1037932469.83 11165855.67 1026766614.16 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 143874.00000000 NS USD 14125549.32000000 1.375731264066 Long EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 Graham Holdings Co., Class B 384637104 3238.00000000 NS USD 1109565.46000000 0.108064037600 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc., Class B 913903100 12065.00000000 NS USD 1120717.85000000 0.109150203614 Long EC CORP US N 1 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621X108 23344.00000000 NS USD 2411201.76000000 0.234834452810 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 41306.00000000 NS USD 796379.68000000 0.077561898587 Long EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 Whirlpool Corp. 963320106 23708.00000000 NS USD 3070897.24000000 0.299084251245 Long EC CORP US N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corp. 494368103 63620.00000000 NS USD 8992687.00000000 0.875825808512 Long EC CORP US N 1 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 Baxter International, Inc. 071813109 34166.00000000 NS USD 2941692.60000000 0.286500608749 Long EC CORP US N 1 N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 Qurate Retail, Inc., Series A 74915M100 64213.00000000 NS USD 610023.50000000 0.059412089523 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 116111.00000000 NS USD 823226.99000000 0.080176641765 Long EC CORP US N 1 N N N Copart, Inc. 549300KVYX3JWMYEHU61 Copart, Inc. 217204106 21047.00000000 NS USD 1752583.69000000 0.170689586691 Long EC CORP US N 1 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 Yum! Brands, Inc. 988498101 3157.00000000 NS USD 274374.87000000 0.026722223552 Long EC CORP US N 1 N N N Mylan NV 549300A0CD4KNFGIIS89 Mylan NV N/A 219823.00000000 NS USD 3534753.84000000 0.344260690915 Long EC CORP NL N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 89449.00000000 NS USD 10714201.22000000 1.043489442707 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 87246.00000000 NS USD 4213981.80000000 0.410412818442 Long EC CORP US N 1 N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742101 18591.00000000 NS USD 1036634.16000000 0.100961031037 Long EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076102 16715.00000000 NS USD 4187274.65000000 0.407811725883 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141G104 2890.00000000 NS USD 571121.80000000 0.055623331740 Long EC CORP US N 1 N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 Carlisle Cos., Inc. 142339100 17094.00000000 NS USD 2045638.98000000 0.199231154557 Long EC CORP US N 1 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 Best Buy Co., Inc. 086516101 81706.00000000 NS USD 7130482.62000000 0.694459921238 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 549300E3VEW8SMS5XW09 OneMain Holdings, Inc. 68268W103 24309.00000000 NS USD 596542.86000000 0.058099167987 Long EC CORP US N 1 N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 Wyndham Destinations, Inc. 98310W108 88049.00000000 NS USD 2481220.82000000 0.241653827245 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 26024.00000000 NS USD 786705.52000000 0.076619701999 Long EC CORP US N 1 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 Molina Healthcare, Inc. 60855R100 29008.00000000 NS USD 5162843.84000000 0.502825449211 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 Interpublic Group of Cos., Inc. (The) 460690100 16401.00000000 NS USD 281441.16000000 0.027410431554 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 9642.00000000 NS USD 531563.46000000 0.051770621742 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 Clorox Co. (The) 189054109 52812.00000000 NS USD 11585368.44000000 1.128335132855 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389X105 210608.00000000 NS USD 11640304.16000000 1.133685493808 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 State Street Corp. 857477103 14703.00000000 NS USD 934375.65000000 0.091001756106 Long EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002101 126373.00000000 NS USD 12256917.27000000 1.193739365983 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV, Class A N/A 61329.00000000 NS USD 4030541.88000000 0.392547033027 Long EC CORP NL N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 Cummins, Inc. 231021106 19425.00000000 NS USD 3365575.50000000 0.327783885216 Long EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc., Class A 902494103 147791.00000000 NS USD 8824600.61000000 0.859455351225 Long EC CORP US N 1 N N N Vistra Energy Corp. 549300KP43CPCUJOOG15 Vistra Energy Corp. 92840M102 45975.00000000 NS USD 856054.50000000 0.083373815255 Long EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558103 52445.00000000 NS USD 4035118.30000000 0.392992744831 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp. 723484101 64674.00000000 NS USD 4739957.46000000 0.461639226931 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class A 02079K305 19311.00000000 NS USD 27383963.55000000 2.667009539690 Long EC CORP US N 1 N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 ANSYS, Inc. 03662Q105 3850.00000000 NS USD 1123160.50000000 0.109388100909 Long EC CORP US N 1 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 Ralph Lauren Corp. 751212101 6451.00000000 NS USD 467826.52000000 0.045563082549 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 Howmet Aerospace, Inc. 443201108 95226.00000000 NS USD 1509332.10000000 0.146998556359 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 94700.00000000 NS USD 12525022.00000000 1.219850921063 Long EC CORP US N 1 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp. 22160K105 13321.00000000 NS USD 4039060.41000000 0.393376679208 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A Xerox Holdings Corp. 98421M106 182977.00000000 NS USD 2797718.33000000 0.272478505963 Long EC CORP US N 1 N N N Alexion Pharmaceuticals, Inc. M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals, Inc. 015351109 51761.00000000 NS USD 5809654.64000000 0.565820368512 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 Lennar Corp., Class A 526057104 44904.00000000 NS USD 2766984.48000000 0.269485240544 Long EC CORP US N 1 N N N PBF Energy, Inc. 2549003PBEDCSZMZIY02 PBF Energy, Inc., Class A 69318G106 25048.00000000 NS USD 256491.52000000 0.024980508370 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 14365.00000000 NS USD 1823924.05000000 0.177637646651 Long EC CORP US N 1 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 Horizon Therapeutics plc N/A 83269.00000000 NS USD 4628091.02000000 0.450744205759 Long EC CORP IE N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 304784.00000000 NS USD 62026591.84000000 6.040963056706 Long EC CORP US N 1 N N N Cerence, Inc. 5493002WL2W5WMS89568 Cerence, Inc. 156727109 37290.00000000 NS USD 1522923.60000000 0.148322274896 Long EC CORP US N 1 N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441C204 6554.00000000 NS USD 523599.06000000 0.050994944009 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112103 109138.00000000 NS USD 5622789.76000000 0.547621015570 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 Aramark 03852U106 69875.00000000 NS USD 1577078.75000000 0.153596613704 Long EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353T100 40135.00000000 NS USD 1247395.80000000 0.121487763898 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 Teradyne, Inc. 880770102 46845.00000000 NS USD 3958870.95000000 0.385566777825 Long EC CORP US N 1 N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 Eli Lilly and Co. 532457108 4214.00000000 NS USD 691854.52000000 0.067381867549 Long EC CORP US N 1 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 Foot Locker, Inc. 344849104 103197.00000000 NS USD 3009224.52000000 0.293077752870 Long EC CORP US N 1 N N N Lululemon Athletica, Inc. 549300D9GZ4BMLDW5T40 Lululemon Athletica, Inc. 550021109 13031.00000000 NS USD 4065802.31000000 0.395981156177 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200101 65474.00000000 NS USD 7907294.98000000 0.770116097558 Long EC CORP US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 Apple Hospitality REIT, Inc. 03784Y200 31129.00000000 NS USD 300706.14000000 0.029286707987 Long EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 Tesla, Inc. 88160R101 5313.00000000 NS USD 5737030.53000000 0.558747280139 Long EC CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp. 72147K108 264853.00000000 NS USD 4473367.17000000 0.435675167882 Long EC CORP US N 1 N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 Avnet, Inc. 053807103 31739.00000000 NS USD 885042.02000000 0.086197000155 Long EC CORP US N 1 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 Darden Restaurants, Inc. 237194105 19606.00000000 NS USD 1485546.62000000 0.144682014346 Long EC CORP US N 1 N N N Cintas Corp. N/A Cintas Corp. 172908105 4797.00000000 NS USD 1277728.92000000 0.124442000974 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 McKesson Corp. 58155Q103 2814.00000000 NS USD 431723.88000000 0.042046933942 Long EC CORP US N 1 N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 J M Smucker Co. (The) 832696405 28546.00000000 NS USD 3020452.26000000 0.294171257454 Long EC CORP US N 1 N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 Veeva Systems, Inc., Class A 922475108 4713.00000000 NS USD 1104821.46000000 0.107602004658 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135106 10409.00000000 NS USD 28716557.38000000 2.796795005210 Long EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 Intuit, Inc. 461202103 10213.00000000 NS USD 3024988.47000000 0.294613053081 Long EC CORP US N 1 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 Facebook, Inc., Class A 30303M102 139469.00000000 NS USD 31669225.83000000 3.084364586192 Long EC CORP US N 1 N N N International Game Technology plc 549300UQ6KHRCZDRGZ76 International Game Technology plc N/A 110489.00000000 NS USD 983352.10000000 0.095771725184 Long EC CORP GB N 1 N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 Bio-Rad Laboratories, Inc., Class A 090572207 1671.00000000 NS USD 754439.79000000 0.073477242013 Long EC CORP US N 1 N N N Medical Properties Trust, Inc. 254900U6E39J1MQCCY14 Medical Properties Trust, Inc. 58463J304 87402.00000000 NS USD 1643157.60000000 0.160032238810 Long EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 Limited Purpose Cash Investment Fund 90262Y729 7995868.04000000 NS USD 7995868.04000000 0.778742503868 Long STIV RF US N 1 N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 Manhattan Associates, Inc. 562750109 13903.00000000 NS USD 1309662.60000000 0.127552121576 Long EC CORP US N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 Monster Beverage Corp. 61174X109 18991.00000000 NS USD 1316456.12000000 0.128213763658 Long EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 27122.00000000 NS USD 6396994.92000000 0.623023268557 Long EC CORP US N 1 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. 931427108 25861.00000000 NS USD 1096247.79000000 0.106766988221 Long EC CORP US N 1 N N N PVH Corp. 123WALMHY1GZXG2YDL90 PVH Corp. 693656100 45759.00000000 NS USD 2198719.95000000 0.214140187232 Long EC CORP US N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 Electronic Arts, Inc. 285512109 47747.00000000 NS USD 6304991.35000000 0.614062754188 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 NVR, Inc. 62944T105 626.00000000 NS USD 2039977.50000000 0.198679765378 Long EC CORP US N 1 N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc. 48238T109 43832.00000000 NS USD 603128.32000000 0.058740546457 Long EC CORP US N 1 N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 Berkshire Hathaway, Inc., Class B 084670702 67597.00000000 NS USD 12066740.47000000 1.175217454832 Long EC CORP US N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 AMERCO 023586100 1585.00000000 NS USD 478971.15000000 0.046648492792 Long EC CORP US N 1 N N N Old Republic International Corp. N/A Old Republic International Corp. 680223104 80007.00000000 NS USD 1304914.17000000 0.127089657182 Long EC CORP US N 1 N N N PRA Health Sciences, Inc. 549300R1HR1VWWHIAK47 PRA Health Sciences, Inc. 69354M108 7115.00000000 NS USD 692218.35000000 0.067417302087 Long EC CORP US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 65947.00000000 NS USD 2588419.75000000 0.252094265074 Long EC CORP US N 1 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 TJX Cos., Inc. (The) 872540109 80062.00000000 NS USD 4047934.72000000 0.394240975911 Long EC CORP US N 1 N N N First American Financial Corp. 549300B6VEZK3N0A1P55 First American Financial Corp. 31847R102 93165.00000000 NS USD 4473783.30000000 0.435715696079 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 Everest Re Group Ltd. N/A 34299.00000000 NS USD 7072453.80000000 0.688808313638 Long EC CORP BM N 1 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 HP, Inc. 40434L105 73935.00000000 NS USD 1288687.05000000 0.125509247401 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 Leidos Holdings, Inc. 525327102 28042.00000000 NS USD 2626694.14000000 0.255821927181 Long EC CORP US N 1 N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 Gap, Inc. (The) 364760108 305096.00000000 NS USD 3850311.52000000 0.374993836661 Long EC CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 Estee Lauder Cos., Inc. (The), Class A 518439104 9763.00000000 NS USD 1842082.84000000 0.179406187793 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc., Class A 928563402 6694.00000000 NS USD 1036632.84000000 0.100960902478 Long EC CORP US N 1 N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp. 28176E108 11178.00000000 NS USD 772511.58000000 0.075237309954 Long EC CORP US N 1 N N N Domino's Pizza, Inc. 5299004V0Y8MI5D9FF45 Domino's Pizza, Inc. 25754A201 7354.00000000 NS USD 2716861.76000000 0.264603632659 Long EC CORP US N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 ManpowerGroup, Inc. 56418H100 81384.00000000 NS USD 5595150.00000000 0.544929093217 Long EC CORP US N 1 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334104 64908.00000000 NS USD 4001578.20000000 0.389726169980 Long EC CORP US N 1 N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 United Therapeutics Corp. 91307C102 26440.00000000 NS USD 3199240.00000000 0.311583952563 Long EC CORP US N 1 N N N SYNNEX Corp. 5493004HI6PFLF46NS53 SYNNEX Corp. 87162W100 77549.00000000 NS USD 9288043.73000000 0.904591520790 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296103 37038.00000000 NS USD 3157119.12000000 0.307481668809 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076C106 68358.00000000 NS USD 10256434.32000000 0.998906097895 Long EC CORP US N 1 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088M102 29492.00000000 NS USD 3770847.12000000 0.367254551131 Long EC CORP US N 1 N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 Simon Property Group, Inc. 828806109 12824.00000000 NS USD 876905.12000000 0.085404522109 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833100 143857.00000000 NS USD 52479033.60000000 5.111096609128 Long EC CORP US N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 Qorvo, Inc. 74736K101 30809.00000000 NS USD 3405318.77000000 0.331654606123 Long EC CORP US N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 21459.00000000 NS USD 958788.12000000 0.093379362629 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries, Inc. 446413106 27433.00000000 NS USD 4786784.17000000 0.466199826132 Long EC CORP US N 1 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 Cadence Design Systems, Inc. 127387108 54502.00000000 NS USD 5230011.92000000 0.509367157820 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 Consolidated Edison, Inc. 209115104 15515.00000000 NS USD 1115993.95000000 0.108690128273 Long EC CORP US N 1 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 Akamai Technologies, Inc. 00971T101 100805.00000000 NS USD 10795207.45000000 1.051378891865 Long EC CORP US N 1 N N N AMC Networks, Inc. 549300VGG9K75226LR46 AMC Networks, Inc., Class A 00164V103 77316.00000000 NS USD 1808421.24000000 0.176127779678 Long EC CORP US N 1 N N N CDW Corp. N/A CDW Corp. 12514G108 17982.00000000 NS USD 2089148.76000000 0.203468707609 Long EC CORP US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 175.00000000 NS USD 278659.50000000 0.027139517019 Long EC CORP US N 1 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 Nordstrom, Inc. 655664100 34037.00000000 NS USD 527233.13000000 0.051348877410 Long EC CORP US N 1 N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 Limited Purpose Cash Investment Fund 90262Y729 33377615.24200000 NS USD 33384290.77000000 3.251400104912 Long STIV RF US N 1 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 LKQ Corp. 501889208 30523.00000000 NS USD 799702.60000000 0.077885528120 Long EC CORP US N 1 N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 Alliance Data Systems Corp. 018581108 67328.00000000 NS USD 3037839.36000000 0.295864641302 Long EC CORP US N 1 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 Oshkosh Corp. 688239201 117080.00000000 NS USD 8385269.60000000 0.816667535188 Long EC CORP US N 1 N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 NortonLifeLock, Inc. 668771108 188986.00000000 NS USD 3747592.38000000 0.364989699540 Long EC CORP US N 1 N N N Cinemark Holdings, Inc. N/A Cinemark Holdings, Inc. 17243V102 119840.00000000 NS USD 1384152.00000000 0.134806876354 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 Medtronic plc N/A 88396.00000000 NS USD 8105913.20000000 0.789460144906 Long EC CORP IE N 1 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 Charles River Laboratories International, Inc. 159864107 51468.00000000 NS USD 8973445.80000000 0.873951848087 Long EC CORP US N 1 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687106 31057.00000000 NS USD 3463166.07000000 0.337288534925 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161N101 208382.00000000 NS USD 7562182.78000000 0.736504545016 Long EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 Jabil, Inc. 466313103 238690.00000000 NS USD 7657175.20000000 0.745756152800 Long EC CORP US N 1 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 CACI International, Inc., Class A 127190304 19257.00000000 NS USD 4176458.16000000 0.406758274217 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 Danaher Corp. 235851102 47334.00000000 NS USD 8370071.22000000 0.815187317601 Long EC CORP US N 1 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 Visa, Inc., Class A 92826C839 26881.00000000 NS USD 5192602.77000000 0.505723764133 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 65615.00000000 NS USD 4596986.90000000 0.447714878591 Long EC CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612E106 118083.00000000 NS USD 14161694.19000000 1.379251525585 Long EC CORP US N 1 N N N Ingredion, Inc. PKSTQ48QDN0XSVS7YK88 Ingredion, Inc. 457187102 5161.00000000 NS USD 428363.00000000 0.041719607366 Long EC CORP US N 1 N N N Amdocs Ltd. N/A Amdocs Ltd. N/A 26270.00000000 NS USD 1599317.60000000 0.155762524603 Long EC CORP GG N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610105 99097.00000000 NS USD 2501208.28000000 0.243600468256 Long EC CORP US N 1 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 Carter's, Inc. 146229109 21080.00000000 NS USD 1701156.00000000 0.165680883711 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 First Citizens BancShares, Inc., Class A 31946M103 3515.00000000 NS USD 1423645.30000000 0.138653251904 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 225241.00000000 NS USD 7365380.70000000 0.717337377201 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661107 10735.00000000 NS USD 1450513.20000000 0.141270000406 Long EC CORP US N 1 N N N BLACKROCK LIQUIDITY FUNDS T-FUND 5493002L9DNZ83RX7V61 BLACKROCK LIQUIDITY FUNDS T-FUND MUF 0.1% 7/1/2020 09248U718 2688062.79000000 NS USD 2688062.79000000 0.261798811232 Long STIV RF US N 1 N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 580135101 12453.00000000 NS USD 2297204.91000000 0.223731944369 Long EC CORP US N 1 N N N SS&C Technologies Holdings, Inc. 529900POY8H7NPPNKK71 SS&C Technologies Holdings, Inc. 78467J100 11151.00000000 NS USD 629808.48000000 0.061339010376 Long EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 Williams-Sonoma, Inc. 969904101 79170.00000000 NS USD 6492731.70000000 0.632347371881 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp. 099502106 54881.00000000 NS USD 4269192.99000000 0.415790008276 Long EC CORP US N 1 N N Alphabet, Inc. 5493006MHB84DD0ZWV18 Alphabet, Inc., Class C 02079K107 11331.00000000 NS USD 16017614.91000000 1.560005427631 Long EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807102 7791.00000000 NS USD 2395265.04000000 0.233282325989 Long EC CORP US N 1 N N N Robert Half International, Inc. 529900VPCUY9H3HLIC08 Robert Half International, Inc. 770323103 70168.00000000 NS USD 3706975.44000000 0.361033889189 Long EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 eBay, Inc. 278642103 16283.00000000 NS USD 854043.35000000 0.083177943090 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045V100 69899.00000000 NS USD 1768444.70000000 0.172234339879 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 T-Mobile US, Inc. 872590104 12754.00000000 NS USD 1328329.10000000 0.129370110177 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556102 16533.00000000 NS USD 5990567.22000000 0.583440008409 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140100 259710.00000000 NS USD 15538449.30000000 1.513337995773 Long EC CORP US N 1 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 LPL Financial Holdings, Inc. 50212V100 8078.00000000 NS USD 633315.20000000 0.061680540764 Long EC CORP US N 1 N N N Outfront Media, Inc. 549300RZWDYU5722I639 Outfront Media, Inc. 69007J106 73791.00000000 NS USD 1045618.47000000 0.101836040983 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 Applied Materials, Inc. 038222105 104833.00000000 NS USD 6337154.85000000 0.617195257676 Long EC CORP US N 1 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 75513E101 35134.00000000 NS USD 2164957.08000000 0.210851916116 Long EC CORP US N 1 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525103 17268.00000000 NS USD 1575014.28000000 0.153395548538 Long EC CORP US N 1 N N N Accenture plc N/A Accenture plc, Class A N/A 16917.00000000 NS USD 3632418.24000000 0.353772531158 Long EC CORP IE N 1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355L106 13629.00000000 NS USD 224878.50000000 0.021901617845 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859102 32397.00000000 NS USD 12561936.75000000 1.223446163593 Long EC CORP US N 1 N N N SLM Corp. 4K8SLPBF5DXXGPW03H93 SLM Corp. 78442P106 122240.00000000 NS USD 859347.20000000 0.083694501569 Long EC CORP US N 1 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 Hanesbrands, Inc. 410345102 139201.00000000 NS USD 1571579.29000000 0.153061004158 Long EC CORP US N 1 N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 036752103 30203.00000000 NS USD 7942784.94000000 0.773572575350 Long EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp. 143658300 326386.00000000 NS USD 5359258.12000000 0.521954847975 Long EC CORP PA N 1 N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 10426.00000000 NS USD 1018620.20000000 0.099206595340 Long EC CORP US N 1 N N N PulteGroup, Inc. N/A PulteGroup, Inc. 745867101 158422.00000000 NS USD 5391100.66000000 0.525056092168 Long EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 MSCI, Inc. 55354G100 2368.00000000 NS USD 790485.76000000 0.076987871352 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp., Class A 192446102 70491.00000000 NS USD 4005298.62000000 0.390088513276 Long EC CORP US N 1 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 Discovery, Inc., Class A 25470F104 93542.00000000 NS USD 1973736.20000000 0.192228318761 Long EC CORP US N 1 N N Twitter, Inc. 549300I8RX485XMK6836 Twitter, Inc. 90184L102 38137.00000000 NS USD 1136101.23000000 0.110648438927 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 T-Mobile US, Inc. 872590112 12754.00000000 NS USD 2142.67000000 0.000208681307 Long CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 159778.00000000 NS USD 19104655.46000000 1.860661926140 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122108 112687.00000000 NS USD 6625995.60000000 0.645326358358 Long EC CORP US N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 HollyFrontier Corp. 436106108 72344.00000000 NS USD 2112444.80000000 0.205737581536 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 Omnicom Group, Inc. 681919106 6337.00000000 NS USD 346000.20000000 0.033698037628 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00912X302 44479.00000000 NS USD 1302789.91000000 0.126882768881 Long EC CORP US N 1 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 Penske Automotive Group, Inc. 70959W103 18374.00000000 NS USD 711257.54000000 0.069271588128 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp., Class A 20030N101 176855.00000000 NS USD 6893807.90000000 0.671409432769 Long EC CORP US N 1 N N N Lam Research Corp. 549300I4GMO6D34U1T02 Lam Research Corp. 512807108 21258.00000000 NS USD 6876112.68000000 0.669686040154 Long EC CORP US N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 Curtiss-Wright Corp. 231561101 5650.00000000 NS USD 504432.00000000 0.049128204310 Long EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 Biogen, Inc. 09062X103 42053.00000000 NS USD 11251280.15000000 1.095797233259 Long EC CORP US N 1 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 Jazz Pharmaceuticals plc N/A 50128.00000000 NS USD 5531123.52000000 0.538693354820 Long EC CORP IE N 1 N N N Brixmor Property Group, Inc. 5299007UXW6Y0W2EGZ95 Brixmor Property Group, Inc. 11120U105 211302.00000000 NS USD 2708891.64000000 0.263827397837 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 Nu Skin Enterprises, Inc., Class A 67018T105 10808.00000000 NS USD 413189.84000000 0.040241846034 Long EC CORP US N 1 N N N Exelixis, Inc. N/A Exelixis, Inc. 30161Q104 324406.00000000 NS USD 7701398.44000000 0.750063191945 Long EC CORP US N 1 N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 Trade Desk, Inc. (The), Class A 88339J105 2682.00000000 NS USD 1090233.00000000 0.106181189080 Long EC CORP US N 1 N N N Huntsman Corp. 5299000V56320A7RIQ67 Huntsman Corp. 447011107 52085.00000000 NS USD 935967.45000000 0.091156786468 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 182581.00000000 NS USD 14118988.73000000 1.375092307763 Long EC CORP US N 1 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 Assured Guaranty Ltd. N/A 26537.00000000 NS USD 647768.17000000 0.063088160548 Long EC CORP BM N 1 N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 DaVita, Inc. 23918K108 60409.00000000 NS USD 4780768.26000000 0.465613917911 Long EC CORP US N 1 N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA Communications Corp. 78410G104 24156.00000000 NS USD 7196555.52000000 0.700894966855 Long EC CORP US N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 MGIC Investment Corp. 552848103 51692.00000000 NS USD 423357.48000000 0.041232104176 Long EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 Kroger Co. (The) 501044101 129815.00000000 NS USD 4394237.75000000 0.427968507097 Long EC CORP US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 205.00000000 NC USD 680938.11000000 0.066318684364 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2020-09-18 31674550.00000000 USD 680938.11000000 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 122504.00000000 NS USD 17227737.52000000 1.677863039410 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 13221.00000000 NS USD 5755233.51000000 0.560520125082 Long EC CORP US N 1 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 DuPont de Nemours, Inc. 26614N102 32826.00000000 NS USD 1744045.38000000 0.169858014075 Long EC CORP US N 1 N N N Skechers USA, Inc. 529900D2R54KZPA4XR56 Skechers USA, Inc., Class A 830566105 172434.00000000 NS USD 5410978.92000000 0.526992097851 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 105572.00000000 NS USD 6859012.84000000 0.668020633453 Long EC CORP US N 1 N N N Match Group, Inc. 549300BIJKT86CPCKK96 Match Group, Inc. 57665R106 9433.00000000 NS USD 1009802.65000000 0.098347826670 Long EC CORP US N 1 N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 Macquarie Infrastructure Corp. 55608B105 14016.00000000 NS USD 430151.04000000 0.041893750153 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 Waste Management, Inc. 94106L109 68006.00000000 NS USD 7202515.46000000 0.701475423983 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 61683.00000000 NS USD 5801902.98000000 0.565065410190 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677105 22985.00000000 NS USD 4378872.35000000 0.426472022912 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027X100 9964.00000000 NS USD 2576092.56000000 0.250893681628 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830109 906.00000000 NS USD 330617.52000000 0.032199870490 Long EC CORP US N 1 N N N Athene Holding Ltd. 549300H316CT32FQXI76 Athene Holding Ltd., Class A N/A 57203.00000000 NS USD 1784161.57000000 0.173765054823 Long EC CORP BM N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 Flowers Foods, Inc. 343498101 17814.00000000 NS USD 398321.04000000 0.038793727270 Long EC CORP US N 1 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 Burlington Stores, Inc. 122017106 6937.00000000 NS USD 1366103.41000000 0.133049067934 Long EC CORP US N 1 N N N AmerisourceBergen Corp. AI8GXW8LG5WK7E9UD086 AmerisourceBergen Corp. 03073E105 22417.00000000 NS USD 2258961.09000000 0.220007259570 Long EC CORP US N 1 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343E102 23064.00000000 NS USD 4770327.12000000 0.464597022752 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 Popular, Inc. 733174700 158886.00000000 NS USD 5905792.62000000 0.575183545954 Long EC CORP PR N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The) 743315103 18793.00000000 NS USD 1505507.23000000 0.146626040352 Long EC CORP US N 1 N N N AutoNation, Inc. N/A AutoNation, Inc. 05329W102 97501.00000000 NS USD 3664087.58000000 0.356856906863 Long EC CORP US N 1 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX