X0404 N-CEN LIVE 0001444822 XXXXXXXX 811-22235 true false false N-1A S000025644 true S000037429 true S000040065 true S000060090 true S000024171 true S000040063 true S000040064 true S000037430 true S000048055 true S000024170 true S000025643 true S000025645 true AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 Two Greenwich Plaza Greenwich 06830 US-CT US 203-742-3600 JPMORGAN CHASE BANK, N.A. 70 Fargo Street Boston 02210 212-648-0466 Administrator AQR CAPITAL MANAGEMENT, LLC TWO GREENWICH PLAZA GREENWICH 06830 203-742-3600 Investment Adviser ALPS FUND SERVICES, INC. 1290 BROADWAY SUITE 1000 DENVER 80203 303-623-2577 Transfer Agent JPMORGAN CHASE BANK, N.A. 4 Metro Tech Center Brooklyn 11245 212-648-0466 Custodian ALPS DISTRIBUTORS, INC. 1290 BROADWAY SUITE 1000 DENVER 80203 303-623-2577 Principal Underwriter N N N-1A 24 Y Gregg D. Behrens N/A N David Kabiller N/A Y Mark A. Zurack N/A N L. Joe Moravy N/A N William L. Atwell N/A N Brian Posner N/A N H.J. Willcox N/A Two Greenwich Plaza 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 Small Cap Momentum Style Fund S000025644 549300F78QHG1DDAYI80 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 11668066.78230767 242568.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N N JPMorgan 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 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2995.42000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2100.39000000 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4639.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2362.84000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 505.50000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3221.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 602.93000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 7337.87000000 23765.85000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 373686607.17000002 373686607.17000002 N 262166689.13999999 Committed 350000000.00000000 N N N AQR Large Cap Defensive Style Fund S000037429 549300U8SCLX3D8VIY95 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 7368393.07153845 19816.00000000 Rule 32a-4 (17 CFR 270.32a-4) 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 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv Global Markets Inc. 109120 CRD N N JPMorgan 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 8-00129 000000361 FOR8UP27PHTHYVLBNG30 56750.84000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 833.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 409.90999999 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 2868.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 3164.22999999 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 4235.64000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2465.50000000 70728.33000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6127741488.19999980 6127741488.19999980 N 6036650446.18000030 Committed 350000000.00000000 N N N N AQR International Multi-Style Fund S000040065 549300N6NJDW0Q39XB03 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 441912.90153846 2232.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-8 (17 CFR 270.17a-8) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N N 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) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK 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) Santander Securities Services, S.A. 95980020140005970915 ES 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 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) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 3363.10000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5143.47999999 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 838.79000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6350.15000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 8398.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9737.67000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 988.60000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3572.71000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 6206.04000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2455.63000000 48138.43999999 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6.43000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 336564627.76999998 336564634.19999999 N 413917319.08999997 Committed 350000000.00000000 N N N N AQR Core Plus Bond Fund S000060090 549300IAZQ32SPIHW528 N 3 0 0 N/A Y N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 80139.96461538 1325.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Group Holdings Ltd 2138005LTLTVZ4WMEX25 GB N N 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Nordea Bank Abp 529900ODI3047E2LIV03 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5169.22000000 5169.22000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 28104973.43000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 23643142.97000000 Credit Agricole Securities (USA) Inc. 8-13753 000000190 549300WO2DKF0Q3YMV43 10502824.60999999 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 997780347.17999995 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 19778028.61000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10302472.92000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 449122848.95999998 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 1165024864.90000010 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 246926461.45000002 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 11895880.07000000 3051826737.80999990 N 89558353.64000000 Committed 350000000.00000000 N N AQR International Equity Fund S000024171 LV6KC6PDTP56I8J0MN25 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 126480.88769230 887.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) 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 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N N Nordea Bank Abp 529900ODI3047E2LIV03 DK 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) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR 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 Abp 529900ODI3047E2LIV03 SE 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT 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 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 5R6J7JCQRIPQR1EEP713 IE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 2604.19999999 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2795.27999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2535.04000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 649.27000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2375.77000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 5142.68000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2319.46000000 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 14670.56000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 848.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3853.45000000 37794.03000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 263177862.70000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 91.27000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 6.99000000 263177960.96000000 N 120329814.34999999 Committed 350000000.00000000 N N N N AQR Large Cap Multi-Style Fund S000040063 5493003AE4S4FUKG0W74 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 1782222.75846153 11074.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y Y AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N JPMorgan 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 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2148.66000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2578.75000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 545.74000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 25058.37000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3415.46000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 684.40000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1855.21000000 36286.59000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2138018824.34999990 2138018824.34999990 N 1293627995.21000000 Committed 350000000.00000000 N N AQR Small Cap Multi-Style Fund S000040064 549300ZK0OXVB51ZPV91 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 3379315.28846153 47615.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-8 (17 CFR 270.17a-8) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv Global Markets Inc. 109120 CRD N N JPMorgan 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 8-00129 000000361 FOR8UP27PHTHYVLBNG30 3838.39999999 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 426.92000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2166.04999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10965.68000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 1920.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 323.36000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2130.41000000 21771.65000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 573607492.29999995 573607492.29999995 N 136833031.83000001 Committed 350000000.00000000 N N N AQR International Defensive Style Fund S000037430 549300ZLSM7X66O2G695 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 473905.19769230 988.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 GB 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Continental Europe MP6I5ZYZBEU3UXPYFY54 GR 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT 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) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3623.58000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2109.59000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 2927.47000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 962.22000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 349.19000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6191.28000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 1660.88000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2040.94999999 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 468.06000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 219.06000000 20667.48999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 351219388.77999997 351219388.77999997 N 252465718.74000001 Committed 350000000.00000000 N N N AQR Emerging Multi-Style II Fund S000048055 5493005HRSD7GS7I1R46 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 2212967.98538461 16339.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-8 (17 CFR 270.17a-8) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N Refinitiv Global Markets Inc. 109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR 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) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 IN 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL 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) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA 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) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Saudi Arabia Company 549300HST49806XTCK29 SA 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU 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) HSBC Continental Europe MP6I5ZYZBEU3UXPYFY54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 34887.57000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 603.60000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 39013.40000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 58305.11999999 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 260.14999999 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 13960.93000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 39756.46000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 26434.99000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 28319.69000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 13624.68000000 255199.95000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 833436611.04999995 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 0.98000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.24000000 833436612.26999998 N 543006041.38000000 Committed 350000000.00000000 N N N N AQR Global Equity Fund S000024170 549300DK4GUZLUHSMW05 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 374289.18076923 2615.00000000 Rule 32a-4 (17 CFR 270.32a-4) 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 Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv Global Markets Inc. 109120 CRD N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT 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 HK 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) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP 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) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 2101.8000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3375.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 581.74000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 678.31999999 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 39739.83000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1975.84000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2773.94000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2369.54000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 10620.11000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2055.89000000 67689.51000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 454323207.46000004 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 12.12000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 9684.75000000 454332904.33000004 N 346704106.52999997 Committed 350000000.00000000 N N N AQR Large Cap Momentum Style Fund S000025643 5493002IY31FI47LX555 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 4575373.96307692 20300.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-8 (17 CFR 270.17a-8) 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 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N N JPMorgan 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 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2423.67999999 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 723.01000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 8217.63000000 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 8935.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 764.86000000 Citigroup Global Markets Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3190.06000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 2305.05000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2679.47000000 29238.95999999 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1177747706.12999990 1177747706.12999990 N 993277599.58999991 Committed 350000000.00000000 N N N N AQR International Momentum Style Fund S000025645 NPBPSWYP2Q3D8RW4BE95 N 3 0 0 N/A N N Y N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 N N Revenue sharing split 957571.38461538 4700.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-8 (17 CFR 270.17a-8) Y Y Y N AQR CAPITAL MANAGEMENT, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N ALPS Fund Services, Inc. 84-05730 N/A N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv Global Markets Inc. 109120 CRD N Bloomberg L.P. 549300B56MD0ZC402L06 N N BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 IT 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 5R6J7JCQRIPQR1EEP713 IE 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) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK 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) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 NO 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) J.P. Morgan Bank Luxembourg S.A. 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 6251.45999999 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 5846.22000000 Credit Suisse Securities (USA) LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 11379.07000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15070.38000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 8857.76000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7525.65000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 2268.41000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 12086.17000000 Barclays Capital, Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 7256.94000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5618.37000000 84481.06000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 555378305.86000001 555378305.86000001 N 534430870.98000002 Committed 350000000.00000000 N N N N false false true false true false