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            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>DK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Citibank Japan Limited</custodianName>
            <custodianLei>DCQFH37O1JGEEWG3HN05</custodianLei>
            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Securities LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan AG</custodianName>
            <custodianLei>549300ZK53CNGEEI6A29</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK N A</custodianName>
            <custodianLei>579100KKDGKCFFKKF005</custodianLei>
            <custodianCountry>SG</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
            <adminStateCountry adminState="US-MA" adminCountry="US"/>
            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <brokers>
          <broker>
            <brokerName>Cowen and Company</brokerName>
            <brokerFileNo>8-22522</brokerFileNo>
            <brokerCrdNo>000007616</brokerCrdNo>
            <brokerLei>549300WR155U7DVMIW58</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>56844.30000000</grossCommission>
          </broker>
          <broker>
            <brokerName>J.P. Morgan Securities LLC</brokerName>
            <brokerFileNo>8-35008</brokerFileNo>
            <brokerCrdNo>000000079</brokerCrdNo>
            <brokerLei>ZBUT11V806EZRVTWT807</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>46199.79000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Liquidnet, Inc.</brokerName>
            <brokerFileNo>8-52461</brokerFileNo>
            <brokerCrdNo>000103987</brokerCrdNo>
            <brokerLei>213800HSKBBO1GCVRG79</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>44833.50000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Citigroup Global Markets Inc.</brokerName>
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            <brokerLei>MBNUM2BPBDO7JBLYG310</brokerLei>
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            <grossCommission>21815.65000000</grossCommission>
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          <broker>
            <brokerName>Barclays Capital, Inc.</brokerName>
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            <brokerCrdNo>000019714</brokerCrdNo>
            <brokerLei>AC28XWWI3WIBK2824319</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>33808.19999999</grossCommission>
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          <broker>
            <brokerName>Goldman Sachs &amp; Co. LLC</brokerName>
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            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>63593.22999999</grossCommission>
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          <broker>
            <brokerName>MKM Partners LLC</brokerName>
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            <brokerLei>25490041O5W104HFWA62</brokerLei>
            <brokerStateCountry brokerState="US-CT" brokerCountry="US"/>
            <grossCommission>22818.72000000</grossCommission>
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          <broker>
            <brokerName>Piper Sandler &amp; Co.</brokerName>
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            <brokerCrdNo>000000665</brokerCrdNo>
            <brokerLei>549300GRQCWQ3XGH0H10</brokerLei>
            <brokerStateCountry brokerState="US-MN" brokerCountry="US"/>
            <grossCommission>26704.98000000</grossCommission>
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          <broker>
            <brokerName>Cantor Fitzgerald &amp; Co.</brokerName>
            <brokerFileNo>8-00201</brokerFileNo>
            <brokerCrdNo>000000134</brokerCrdNo>
            <brokerLei>5493004J7H4GCPG6OB62</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>21881.36000000</grossCommission>
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          <broker>
            <brokerName>Maxim Group LLC</brokerName>
            <brokerFileNo>8-65337</brokerFileNo>
            <brokerCrdNo>000120708</brokerCrdNo>
            <brokerLei>254900OJ6JZO6SDMHQ83</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>47037.85000000</grossCommission>
          </broker>
        </brokers>
        <aggregateCommission>495278.91000000</aggregateCommission>
        <principalTransactions>
          <principalTransaction>
            <principalName>Credit Suisse Securities (USA) LLC</principalName>
            <principalFileNo>8-00422</principalFileNo>
            <principalCrdNo>000000816</principalCrdNo>
            <principalLei>1V8Y6QCX6YMJ2OELII46</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>231845092.47999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Morgan Stanley &amp; Co. LLC</principalName>
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            <principalLei>9R7GPTSO7KV3UQJZQ078</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>529429093.14999998</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Goldman Sachs &amp; Co. LLC</principalName>
            <principalFileNo>8-00129</principalFileNo>
            <principalCrdNo>000000361</principalCrdNo>
            <principalLei>FOR8UP27PHTHYVLBNG30</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>591193973.50999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Citigroup Global Markets Inc.</principalName>
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            <principalCrdNo>000007059</principalCrdNo>
            <principalLei>MBNUM2BPBDO7JBLYG310</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>519124775.92000002</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Wells Fargo Securities, LLC</principalName>
            <principalFileNo>8-65876</principalFileNo>
            <principalCrdNo>000126292</principalCrdNo>
            <principalLei>VYVVCKR63DVZZN70PB21</principalLei>
            <principalStateCountry principalState="US-NC" principalCountry="US"/>
            <principalTotalPurchaseSale>206393952.43000000</principalTotalPurchaseSale>
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          <principalTransaction>
            <principalName>BofA Securities, Inc.</principalName>
            <principalFileNo>8-69787</principalFileNo>
            <principalCrdNo>000283942</principalCrdNo>
            <principalLei>549300HN4UKV1E2R3U73</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>344824625.12000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Barclays Capital, Inc.</principalName>
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            <principalCrdNo>000019714</principalCrdNo>
            <principalLei>AC28XWWI3WIBK2824319</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>268137934.49000001</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Deutsche Bank Securities Inc.</principalName>
            <principalFileNo>8-17822</principalFileNo>
            <principalCrdNo>000002525</principalCrdNo>
            <principalLei>9J6MBOOO7BECTDTUZW19</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>676598602.62000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>J.P. Morgan Securities LLC</principalName>
            <principalFileNo>8-35008</principalFileNo>
            <principalCrdNo>000000079</principalCrdNo>
            <principalLei>ZBUT11V806EZRVTWT807</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>5915532031.64000990</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Jefferies LLC</principalName>
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            <principalCrdNo>000002347</principalCrdNo>
            <principalLei>58PU97L1C0WSRCWADL48</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>237881489.72999999</principalTotalPurchaseSale>
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        <principalAggregatePurchase>10683807019.68000000</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>1095834438.32999990</mnthlyAvgNetAssets>
        <lineOfCredit hasLineOfCredit="Y">
          <lineOfCreditDetails>
            <lineOfCreditDetail>
              <isCreditLineCommitted>Committed</isCreditLineCommitted>
              <lineOfCreditSize>350000000.00000000</lineOfCreditSize>
              <lineOfCreditInstitutions>
                <lineOfCreditInstitution creditInstitutionName="Bank of America, N.A."/>
              </lineOfCreditInstitutions>
              <sharedCreditType creditType="Shared">
                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy HV Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Global Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Style Premia Alternative Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Emerging Multi-Style II Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Equity Market Neutral Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Long-Short Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Risk-Balanced Commodities Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Multi-Asset Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Alternative Risk Premia Fund" secFileNo="811-22235"/>
              </sharedCreditType>
              <isCreditLineUsed>N</isCreditLineUsed>
            </lineOfCreditDetail>
          </lineOfCreditDetails>
        </lineOfCredit>
        <isInterfundLending>N</isInterfundLending>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
      </managementInvestmentQuestion>
      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Managed Futures Strategy HV Fund</mgmtInvFundName>
        <mgmtInvSeriesId>S000041117</mgmtInvSeriesId>
        <mgmtInvLei>549300EEULX15SC8N094</mgmtInvLei>
        <isFirstFilingByFund>N</isFirstFilingByFund>
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        <numAddedClass>0</numAddedClass>
        <numTerminatedClass>0</numTerminatedClass>
        <sharesOutstandings>
          <sharesOutstanding sharesOutstandingClassName="Class N" sharesOutstandingClassId="C000127658" sharesOutstandingTickerSymbol="QMHNX"/>
          <sharesOutstanding sharesOutstandingClassName="Class R6" sharesOutstandingClassId="C000145945" sharesOutstandingTickerSymbol="QMHRX"/>
          <sharesOutstanding sharesOutstandingClassName="Class I" sharesOutstandingClassId="C000127657" sharesOutstandingTickerSymbol="QMHIX"/>
        </sharesOutstandings>
        <fundType>N/A</fundType>
        <isNonDiversifiedCompany>Y</isNonDiversifiedCompany>
        <foreignInvestments isForeignSubsidiary="Y">
          <foreignInvestment foreignSubsidiaryName="AQR Managed Futures Strategy HV Offshore Fund Ltd." foreignSubsidiaryLei="549300MV5HVWZIN5OE45"/>
        </foreignInvestments>
        <isFundSecuritiesLending>N</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>AQR Capital Management, LLC</investmentAdviserName>
            <investmentAdviserFileNo>801-55543</investmentAdviserFileNo>
            <investmentAdviserCrdNo>000111883</investmentAdviserCrdNo>
            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>SE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>Clearstream</custodianName>
            <custodianLei>549300OL514RA0SXJJ44</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
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          <custodian>
            <custodianName>The Hongkong and Shanghai Banking Corporation Limited</custodianName>
            <custodianLei>2HI3YI5320L3RW6NJ957</custodianLei>
            <custodianCountry>PH</custodianCountry>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>Euroclear</custodianName>
            <custodianLei>549300OZ46BRLZ8Y6F65</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
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          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
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            <custodianCountry>HU</custodianCountry>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
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            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>NZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>FirstRand Bank Limited</custodianName>
            <custodianLei>ZAYQDKTCATIXF9OQY690</custodianLei>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
            <custodianLei>549300WCGB70D06XZS54</custodianLei>
            <custodianCountry>PT</custodianCountry>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Royal Bank of Canada</custodianName>
            <custodianLei>ES7IP3U3RHIGC71XBU11</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
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            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DBS Bank Ltd</custodianName>
            <custodianLei>ATUEL7OJR5057F2PV266</custodianLei>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
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            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Mizuho Bank, Ltd.</custodianName>
            <custodianLei>RB0PEZSDGCO3JS6CEU02</custodianLei>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Banco Nacional de Mexico, S.A.</custodianName>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
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            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Czech Republic and Slovakia, a.s.</custodianName>
            <custodianLei>KR6LSKV3BTSJRD41IF75</custodianLei>
            <custodianCountry>CZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>SEB FINLAND</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
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            <isAdminSubAdmin>N</isAdminSubAdmin>
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        <brokers>
          <broker>
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          <broker>
            <brokerName>Goldman Sachs &amp; Co. LLC</brokerName>
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          <broker>
            <brokerName>Societe Generale</brokerName>
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            <brokerCountry>FR</brokerCountry>
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            <brokerName>Merrill Lynch, Pierce, Fenner &amp; Smith Inc.</brokerName>
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            <brokerName>Barclays Capital, Inc.</brokerName>
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          <broker>
            <brokerName>Morgan Stanley &amp; Co. LLC</brokerName>
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          <principalTransaction>
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          <principalTransaction>
            <principalName>Goldman Sachs &amp; Co. LLC</principalName>
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        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
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                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Emerging Multi-Style II Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Multi-Asset Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Risk-Balanced Commodities Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Global Equity Fund" secFileNo="811-22235"/>
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        <isInterfundLending>N</isInterfundLending>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
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      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Sustainable Long-Short Equity Carbon Aware Fund</mgmtInvFundName>
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        <isFundSecuritiesLending>N</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
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        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
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        <transferAgents>
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            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
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            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
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        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
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            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
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            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
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          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
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            <custodianLei>549300WCGB70D06XZS54</custodianLei>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
            <custodianLei>549300WCGB70D06XZS54</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>SEB FINLAND</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>FI</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>EUROCLEAR</custodianName>
            <custodianLei>549300OZ46BRLZ8Y6F65</custodianLei>
            <custodianCountry>IE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>DK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>SE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>NZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DBS Bank Ltd</custodianName>
            <custodianLei>ATUEL7OJR5057F2PV266</custodianLei>
            <custodianCountry>SG</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Euroclear</custodianName>
            <custodianLei>549300OZ46BRLZ8Y6F65</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Santander Securities Services, S.A.</custodianName>
            <custodianLei>95980020140005970915</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
            <custodianLei>549300WOIFUSNYH0FL22</custodianLei>
            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Austria AG</custodianName>
            <custodianLei>D1HEB8VEU6D9M8ZUXG17</custodianLei>
            <custodianCountry>AT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Royal Bank of Canada</custodianName>
            <custodianLei>ES7IP3U3RHIGC71XBU11</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
            <adminStateCountry adminState="US-MA" adminCountry="US"/>
            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <aggregateCommission>0</aggregateCommission>
        <principalTransactions>
          <principalTransaction>
            <principalName>J.P. Morgan Securities LLC</principalName>
            <principalFileNo>8-35008</principalFileNo>
            <principalCrdNo>000000079</principalCrdNo>
            <principalLei>ZBUT11V806EZRVTWT807</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>26684909.96999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Nomura Securities International, Inc.</principalName>
            <principalFileNo>8-15255</principalFileNo>
            <principalCrdNo>000004297</principalCrdNo>
            <principalLei>OXTKY6Q8X53C9ILVV871</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>4392331.84000000</principalTotalPurchaseSale>
          </principalTransaction>
        </principalTransactions>
        <principalAggregatePurchase>31077241.80999999</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>9946652.75999999</mnthlyAvgNetAssets>
        <hasLineOfCredit>N</hasLineOfCredit>
        <isInterfundLending>N</isInterfundLending>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
      </managementInvestmentQuestion>
      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Equity Market Neutral Fund</mgmtInvFundName>
        <mgmtInvSeriesId>S000046740</mgmtInvSeriesId>
        <mgmtInvLei>5493004VUEKIV6063V70</mgmtInvLei>
        <isFirstFilingByFund>N</isFirstFilingByFund>
        <numAuthorizedClass>3</numAuthorizedClass>
        <numAddedClass>0</numAddedClass>
        <numTerminatedClass>0</numTerminatedClass>
        <sharesOutstandings>
          <sharesOutstanding sharesOutstandingClassName="Class N" sharesOutstandingClassId="C000145995" sharesOutstandingTickerSymbol="QMNNX"/>
          <sharesOutstanding sharesOutstandingClassName="Class R6" sharesOutstandingClassId="C000145996" sharesOutstandingTickerSymbol="QMNRX"/>
          <sharesOutstanding sharesOutstandingClassName="Class I" sharesOutstandingClassId="C000145994" sharesOutstandingTickerSymbol="QMNIX"/>
        </sharesOutstandings>
        <fundType>N/A</fundType>
        <isNonDiversifiedCompany>N</isNonDiversifiedCompany>
        <isForeignSubsidiary>N</isForeignSubsidiary>
        <isFundSecuritiesLending>Y</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
        <securityLendings>
          <securityLending>
            <securitiesAgentName>State Street Bank and Trust Company</securitiesAgentName>
            <securitiesAgentLei>571474TGEMMWANRLN572</securitiesAgentLei>
            <isSecuritiesAgentAffiliated>N</isSecuritiesAgentAffiliated>
            <isSecurityAgentIdemnity>N</isSecurityAgentIdemnity>
          </securityLending>
        </securityLendings>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>AQR Capital Management, LLC</investmentAdviserName>
            <investmentAdviserFileNo>801-55543</investmentAdviserFileNo>
            <investmentAdviserCrdNo>000111883</investmentAdviserCrdNo>
            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>J.P. Morgan Securities LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CLEARSTREAM BANKING AG</custodianName>
            <custodianLei>549300298FD7AS4PPU70</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>INTESA SANPAOLO SPA</custodianName>
            <custodianLei>2W8N8UU78PMDQKZENC08</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
            <custodianLei>549300WOIFUSNYH0FL22</custodianLei>
            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK SOCIEDAD ANONIMA ESPA</custodianName>
            <custodianLei>529900SICIK5OVMVY186</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK EUROPE PUBLIC LIMITED COMPANY</custodianName>
            <custodianLei>N1FBEDJ5J41VKZLO2475</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Securities LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK MUTUI S.P.A.</custodianName>
            <custodianLei>8156006ACD5E92B0C985</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
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          </principalTransaction>
          <principalTransaction>
            <principalName>Citigroup Global Markets Inc.</principalName>
            <principalFileNo>8-08177</principalFileNo>
            <principalCrdNo>000007059</principalCrdNo>
            <principalLei>MBNUM2BPBDO7JBLYG310</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>12839355.77999999</principalTotalPurchaseSale>
          </principalTransaction>
        </principalTransactions>
        <principalAggregatePurchase>1577871055.11999990</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>174196000.84000000</mnthlyAvgNetAssets>
        <lineOfCredit hasLineOfCredit="Y">
          <lineOfCreditDetails>
            <lineOfCreditDetail>
              <isCreditLineCommitted>Committed</isCreditLineCommitted>
              <lineOfCreditSize>350000000.00000000</lineOfCreditSize>
              <lineOfCreditInstitutions>
                <lineOfCreditInstitution creditInstitutionName="Bank of America, N.A."/>
              </lineOfCreditInstitutions>
              <sharedCreditType creditType="Shared">
                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Equity Market Neutral Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Multi-Asset Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Style Premia Alternative Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Long-Short Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Emerging Multi-Style II Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Alternative Risk Premia Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Diversified Arbitrage Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy HV Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Global Equity Fund" secFileNo="811-22235"/>
              </sharedCreditType>
              <isCreditLineUsed>N</isCreditLineUsed>
            </lineOfCreditDetail>
          </lineOfCreditDetails>
        </lineOfCredit>
        <isInterfundLending>N</isInterfundLending>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
      </managementInvestmentQuestion>
      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Alternative Risk Premia Fund</mgmtInvFundName>
        <mgmtInvSeriesId>S000058563</mgmtInvSeriesId>
        <mgmtInvLei>5493003TFOLYCKBNVM51</mgmtInvLei>
        <isFirstFilingByFund>N</isFirstFilingByFund>
        <numAuthorizedClass>3</numAuthorizedClass>
        <numAddedClass>0</numAddedClass>
        <numTerminatedClass>0</numTerminatedClass>
        <sharesOutstandings>
          <sharesOutstanding sharesOutstandingClassName="Class N" sharesOutstandingClassId="C000192463" sharesOutstandingTickerSymbol="QRPNX"/>
          <sharesOutstanding sharesOutstandingClassName="Class I" sharesOutstandingClassId="C000192464" sharesOutstandingTickerSymbol="QRPIX"/>
          <sharesOutstanding sharesOutstandingClassName="Class R6" sharesOutstandingClassId="C000192465" sharesOutstandingTickerSymbol="QRPRX"/>
        </sharesOutstandings>
        <fundType>N/A</fundType>
        <isNonDiversifiedCompany>N</isNonDiversifiedCompany>
        <foreignInvestments isForeignSubsidiary="Y">
          <foreignInvestment foreignSubsidiaryName="AQR Alternative Risk Premia Offshore Fund Ltd." foreignSubsidiaryLei="549300YNEGZTJ47X5O32"/>
        </foreignInvestments>
        <isFundSecuritiesLending>Y</isFundSecuritiesLending>
        <fundLendSecurities didFundLendSecurities="Y">
          <isFundLiquidated>N</isFundLiquidated>
          <isFundAdverselyImpacted>N</isFundAdverselyImpacted>
        </fundLendSecurities>
        <securityLendings>
          <securityLending>
            <securitiesAgentName>State Street Bank and Trust Company</securitiesAgentName>
            <securitiesAgentLei>571474TGEMMWANRLN572</securitiesAgentLei>
            <isSecuritiesAgentAffiliated>N</isSecuritiesAgentAffiliated>
            <isSecurityAgentIdemnity>N</isSecurityAgentIdemnity>
          </securityLending>
        </securityLendings>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>21639755.60333330</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>AQR Capital Management, LLC</investmentAdviserName>
            <investmentAdviserFileNo>801-55543</investmentAdviserFileNo>
            <investmentAdviserCrdNo>000111883</investmentAdviserCrdNo>
            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>PricingDirect Inc.</pricingServiceName>
            <pricingServiceLei>549300WIC0TOJ7N7GD54</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>IHS Markit Group Holdings Ltd.</pricingServiceName>
            <pricingServiceLei>2138005LTLTVZ4WMEX25</pricingServiceLei>
            <pricingServiceCountry>GB</pricingServiceCountry>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>J.P. Morgan Securities LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Mizuho Bank, Ltd.</custodianName>
            <custodianLei>RB0PEZSDGCO3JS6CEU02</custodianLei>
            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Citibank Japan Limited</custodianName>
            <custodianLei>DCQFH37O1JGEEWG3HN05</custodianLei>
            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan AG</custodianName>
            <custodianLei>549300ZK53CNGEEI6A29</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEPOSITORY TRUST AND CLEARING CORPORATION</custodianName>
            <custodianLei>MLDY5N6PZ58ZE60QU102</custodianLei>
            <custodianStateCountry custodianState="US-NJ" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Securities depository - rule 17f-4 (17 CFR 270.17f-4)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK MUTUI S.P.A.</custodianName>
            <custodianLei>8156006ACD5E92B0C985</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>SE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
            <custodianLei>549300WOIFUSNYH0FL22</custodianLei>
            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK SOCIEDAD ANONIMA ESPA</custodianName>
            <custodianLei>529900SICIK5OVMVY186</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Trust Company Canada</custodianName>
            <custodianLei>549300L71XG2CTQ2V827</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>INTESA SANPAOLO SPA</custodianName>
            <custodianLei>2W8N8UU78PMDQKZENC08</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK EUROPE PUBLIC LIMITED COMPANY</custodianName>
            <custodianLei>N1FBEDJ5J41VKZLO2475</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street (UK) Service Company Limited</custodianName>
            <custodianLei>549300YVXI5VCEJ6PE67</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. MORGAN SECURITIES LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK,N.A.</custodianName>
            <custodianLei>E57ODZWZ7FF32TWEFA76</custodianLei>
            <custodianCountry>SG</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CLEARSTREAM BANKING AG</custodianName>
            <custodianLei>549300298FD7AS4PPU70</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>DK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>FI</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>HSBC BANK AUSTRALIA LIMITED</custodianName>
            <custodianLei>DY9DBNI4W8J63Z298033</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
            <adminStateCountry adminState="US-MA" adminCountry="US"/>
            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <brokers>
          <broker>
            <brokerName>Deutsche Bank Securities Inc.</brokerName>
            <brokerFileNo>8-17822</brokerFileNo>
            <brokerCrdNo>000002525</brokerCrdNo>
            <brokerLei>9J6MBOOO7BECTDTUZW19</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>857.15000000</grossCommission>
          </broker>
          <broker>
            <brokerName>BofA Securities, Inc.</brokerName>
            <brokerFileNo>8-69787</brokerFileNo>
            <brokerCrdNo>000283942</brokerCrdNo>
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            <principalName>Citigroup Global Markets Inc.</principalName>
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            <principalName>Morgan Stanley &amp; Co. LLC</principalName>
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        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
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                <creditUser fundName="AQR International Multi-Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Equity Market Neutral Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Risk-Balanced Commodities Strategy Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR International Defensive Style Fund" secFileNo="811-22235"/>
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        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
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      <managementInvestmentQuestion>
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        <numTerminatedClass>0</numTerminatedClass>
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        <isForeignSubsidiary>N</isForeignSubsidiary>
        <isFundSecuritiesLending>Y</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
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        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
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        <relyOnRuleTypes>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
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        <isExpenseWaivedRecoupable>Y</isExpenseWaivedRecoupable>
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            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
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        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceName>PricingDirect Inc.</pricingServiceName>
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            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
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          <custodian>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
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          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
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          <custodian>
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          <custodian>
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          <custodian>
            <custodianName>DEUTSCHE BANK MUTUI S.P.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Mizuho Bank, Ltd.</custodianName>
            <custodianLei>RB0PEZSDGCO3JS6CEU02</custodianLei>
            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CLEARSTREAM BANKING AG</custodianName>
            <custodianLei>549300298FD7AS4PPU70</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
            <adminStateCountry adminState="US-MA" adminCountry="US"/>
            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <brokers>
          <broker>
            <brokerName>Barclays Capital, Inc.</brokerName>
            <brokerFileNo>8-41342</brokerFileNo>
            <brokerCrdNo>000019714</brokerCrdNo>
            <brokerLei>AC28XWWI3WIBK2824319</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>21147.23000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Goldman Sachs &amp; Co. LLC</brokerName>
            <brokerFileNo>8-00129</brokerFileNo>
            <brokerCrdNo>000000361</brokerCrdNo>
            <brokerLei>FOR8UP27PHTHYVLBNG30</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>37.70000000</grossCommission>
          </broker>
          <broker>
            <brokerName>J.P. Morgan Securities LLC</brokerName>
            <brokerFileNo>8-35008</brokerFileNo>
            <brokerCrdNo>000000079</brokerCrdNo>
            <brokerLei>ZBUT11V806EZRVTWT807</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>32.46000000</grossCommission>
          </broker>
        </brokers>
        <aggregateCommission>21217.39000000</aggregateCommission>
        <principalTransactions>
          <principalTransaction>
            <principalName>Natwest Markets Securities Inc.</principalName>
            <principalFileNo>8-37135</principalFileNo>
            <principalCrdNo>000011707</principalCrdNo>
            <principalLei>ZE2ZWJ5BTIQJ8M0C6K34</principalLei>
            <principalStateCountry principalState="US-CT" principalCountry="US"/>
            <principalTotalPurchaseSale>91639082.46999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>J.P. Morgan Securities LLC</principalName>
            <principalFileNo>8-35008</principalFileNo>
            <principalCrdNo>000000079</principalCrdNo>
            <principalLei>ZBUT11V806EZRVTWT807</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>2118815070.94000010</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>RBC Capital Markets, LLC</principalName>
            <principalFileNo>8-45411</principalFileNo>
            <principalCrdNo>000031194</principalCrdNo>
            <principalLei>549300LCO2FLSSVFFR64</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>25357116.94999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Deutsche Bank Securities Inc.</principalName>
            <principalFileNo>8-17822</principalFileNo>
            <principalCrdNo>000002525</principalCrdNo>
            <principalLei>9J6MBOOO7BECTDTUZW19</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>59013813.35999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Wells Fargo Securities, LLC</principalName>
            <principalFileNo>8-65876</principalFileNo>
            <principalCrdNo>000126292</principalCrdNo>
            <principalLei>VYVVCKR63DVZZN70PB21</principalLei>
            <principalStateCountry principalState="US-NC" principalCountry="US"/>
            <principalTotalPurchaseSale>46590123.18999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Morgan Stanley &amp; Co. LLC</principalName>
            <principalFileNo>8-15869</principalFileNo>
            <principalCrdNo>000008209</principalCrdNo>
            <principalLei>9R7GPTSO7KV3UQJZQ078</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>90642835.85999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Scotia Capital (USA) Inc.</principalName>
            <principalFileNo>8-03716</principalFileNo>
            <principalCrdNo>000002739</principalCrdNo>
            <principalLei>549300BLWPABP1VNME36</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>49543199.75999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>TD Securities (USA) LLC</principalName>
            <principalFileNo>8-36747</principalFileNo>
            <principalCrdNo>000018476</principalCrdNo>
            <principalLei>SUVUFHICNZMP2WKHG940</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>34103972.96000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Nomura Securities International, Inc.</principalName>
            <principalFileNo>8-15255</principalFileNo>
            <principalCrdNo>000004297</principalCrdNo>
            <principalLei>OXTKY6Q8X53C9ILVV871</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>22375614.52000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Citigroup Global Markets Inc.</principalName>
            <principalFileNo>8-08177</principalFileNo>
            <principalCrdNo>000007059</principalCrdNo>
            <principalLei>MBNUM2BPBDO7JBLYG310</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>55557402.32999999</principalTotalPurchaseSale>
          </principalTransaction>
        </principalTransactions>
        <principalAggregatePurchase>2613260264.90999980</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>296357002.37000000</mnthlyAvgNetAssets>
        <lineOfCredit hasLineOfCredit="Y">
          <lineOfCreditDetails>
            <lineOfCreditDetail>
              <isCreditLineCommitted>Committed</isCreditLineCommitted>
              <lineOfCreditSize>350000000.00000000</lineOfCreditSize>
              <lineOfCreditInstitutions>
                <lineOfCreditInstitution creditInstitutionName="Bank of America, N.A."/>
              </lineOfCreditInstitutions>
              <sharedCreditType creditType="Shared">
                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Equity Market Neutral Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Global Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Multi-Asset Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Diversified Arbitrage Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Alternative Risk Premia Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Style Premia Alternative Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy HV Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Emerging Multi-Style II Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Risk-Balanced Commodities Strategy Fund" secFileNo="811-22235"/>
              </sharedCreditType>
              <isCreditLineUsed>N</isCreditLineUsed>
            </lineOfCreditDetail>
          </lineOfCreditDetails>
        </lineOfCredit>
        <isInterfundLending>N</isInterfundLending>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
      </managementInvestmentQuestion>
      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Macro Opportunities Fund</mgmtInvFundName>
        <mgmtInvSeriesId>S000044524</mgmtInvSeriesId>
        <mgmtInvLei>5493005IC9ET1H2WFC64</mgmtInvLei>
        <isFirstFilingByFund>N</isFirstFilingByFund>
        <numAuthorizedClass>3</numAuthorizedClass>
        <numAddedClass>0</numAddedClass>
        <numTerminatedClass>0</numTerminatedClass>
        <sharesOutstandings>
          <sharesOutstanding sharesOutstandingClassName="Class N" sharesOutstandingClassId="C000138523" sharesOutstandingTickerSymbol="QGMNX"/>
          <sharesOutstanding sharesOutstandingClassName="Class R6" sharesOutstandingClassId="C000145947" sharesOutstandingTickerSymbol="QGMRX"/>
          <sharesOutstanding sharesOutstandingClassName="Class I" sharesOutstandingClassId="C000138522" sharesOutstandingTickerSymbol="QGMIX"/>
        </sharesOutstandings>
        <fundType>N/A</fundType>
        <isNonDiversifiedCompany>Y</isNonDiversifiedCompany>
        <foreignInvestments isForeignSubsidiary="Y">
          <foreignInvestment foreignSubsidiaryName="AQR Macro Opportunities Offshore Fund Ltd." foreignSubsidiaryLei="549300BNP4DRR885DT31"/>
        </foreignInvestments>
        <isFundSecuritiesLending>N</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>AQR Capital Management, LLC</investmentAdviserName>
            <investmentAdviserFileNo>801-55543</investmentAdviserFileNo>
            <investmentAdviserCrdNo>000111883</investmentAdviserCrdNo>
            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>IHS Markit Group Holdings Ltd.</pricingServiceName>
            <pricingServiceLei>2138005LTLTVZ4WMEX25</pricingServiceLei>
            <pricingServiceCountry>GB</pricingServiceCountry>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>PricingDirect Inc.</pricingServiceName>
            <pricingServiceLei>549300WIC0TOJ7N7GD54</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
            <custodianLei>549300WOIFUSNYH0FL22</custodianLei>
            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Euroclear</custodianName>
            <custodianLei>549300OZ46BRLZ8Y6F65</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>NZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Santander Securities Services, S.A.</custodianName>
            <custodianLei>95980020140005970915</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>SE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Czech Republic and Slovakia, a.s.</custodianName>
            <custodianLei>KR6LSKV3BTSJRD41IF75</custodianLei>
            <custodianCountry>CZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
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            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
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          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
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            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
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            <custodianName>Mizuho Bank, Ltd.</custodianName>
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          <custodian>
            <custodianName>UniCredit Bank Austria AG</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
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          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
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            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
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          <custodian>
            <custodianName>Royal Bank of Canada</custodianName>
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          <custodian>
            <custodianName>SEB FINLAND</custodianName>
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        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
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          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
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          <broker>
            <brokerName>Morgan Stanley &amp; Co. LLC</brokerName>
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          <broker>
            <brokerName>Societe Generale</brokerName>
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            <brokerName>Merrill Lynch, Pierce, Fenner &amp; Smith Inc.</brokerName>
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          <principalTransaction>
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          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))</relyOnRuleType>
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          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
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            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DBS Bank Ltd</custodianName>
            <custodianLei>ATUEL7OJR5057F2PV266</custodianLei>
            <custodianCountry>SG</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>HSBC BANK AUSTRALIA LIMITED</custodianName>
            <custodianLei>DY9DBNI4W8J63Z298033</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>SEB FINLAND</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>FI</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Czech Republic and Slovakia, a.s.</custodianName>
            <custodianLei>KR6LSKV3BTSJRD41IF75</custodianLei>
            <custodianCountry>CZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UBS Switzerland AG</custodianName>
            <custodianLei>549300WOIFUSNYH0FL22</custodianLei>
            <custodianCountry>CH</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>DK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
            <custodianLei>549300WCGB70D06XZS54</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CLEARSTREAM BANKING AG</custodianName>
            <custodianLei>549300298FD7AS4PPU70</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>SE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Royal Bank of Canada</custodianName>
            <custodianLei>ES7IP3U3RHIGC71XBU11</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>NZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Bank Leumi le-Israel B.M.</custodianName>
            <custodianLei>7JDSZWRGUQY2DSTWCR57</custodianLei>
            <custodianCountry>IL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Santander Securities Services, S.A.</custodianName>
            <custodianLei>95980020140005970915</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>HU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Trust Company Canada</custodianName>
            <custodianLei>549300L71XG2CTQ2V827</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>FI</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street (UK) Service Company Limited</custodianName>
            <custodianLei>549300YVXI5VCEJ6PE67</custodianLei>
            <custodianCountry>GB</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>The Hongkong and Shanghai Banking Corporation Limited</custodianName>
            <custodianLei>2HI3YI5320L3RW6NJ957</custodianLei>
            <custodianCountry>HK</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>NL</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Mizuho Bank, Ltd.</custodianName>
            <custodianLei>RB0PEZSDGCO3JS6CEU02</custodianLei>
            <custodianCountry>JP</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Austria AG</custodianName>
            <custodianLei>D1HEB8VEU6D9M8ZUXG17</custodianLei>
            <custodianCountry>AT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP Paribas Securities Services S.C.A.</custodianName>
            <custodianLei>549300WCGB70D06XZS54</custodianLei>
            <custodianCountry>PT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Euroclear</custodianName>
            <custodianLei>549300OZ46BRLZ8Y6F65</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>FirstRand Bank Limited</custodianName>
            <custodianLei>ZAYQDKTCATIXF9OQY690</custodianLei>
            <custodianCountry>ZA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK EUROPE PUBLIC LIMITED COMPANY</custodianName>
            <custodianLei>N1FBEDJ5J41VKZLO2475</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>BNP PARIBAS</custodianName>
            <custodianLei>R0MUWSFPU8MPRO8K5P83</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>CITIBANK,N.A.</custodianName>
            <custodianLei>E57ODZWZ7FF32TWEFA76</custodianLei>
            <custodianCountry>SG</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK MUTUI S.P.A.</custodianName>
            <custodianLei>8156006ACD5E92B0C985</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>INTESA SANPAOLO SPA</custodianName>
            <custodianLei>2W8N8UU78PMDQKZENC08</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK SOCIEDAD ANONIMA ESPA</custodianName>
            <custodianLei>529900SICIK5OVMVY186</custodianLei>
            <custodianCountry>ES</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEPOSITORY TRUST AND CLEARING CORPORATION</custodianName>
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            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Securities depository - rule 17f-4 (17 CFR 270.17f-4)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
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            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <brokers>
          <broker>
            <brokerName>Morgan Stanley &amp; Co. LLC</brokerName>
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          <broker>
            <brokerName>Citigroup Global Markets Inc.</brokerName>
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          <broker>
            <brokerName>Credit Suisse Securities (USA) LLC</brokerName>
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            <brokerName>Barclays Capital, Inc.</brokerName>
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          <broker>
            <brokerName>Merrill Lynch, Pierce, Fenner &amp; Smith Inc.</brokerName>
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          <broker>
            <brokerName>J.P. Morgan Securities LLC</brokerName>
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          <broker>
            <brokerName>Goldman Sachs &amp; Co. LLC</brokerName>
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          <broker>
            <brokerName>UBS Securities LLC</brokerName>
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          <principalTransaction>
            <principalName>J.P. Morgan Securities LLC</principalName>
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          <principalTransaction>
            <principalName>Citigroup Global Markets Inc.</principalName>
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            <principalName>Citadel Securities LLC</principalName>
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            <principalName>Wells Fargo Securities, LLC</principalName>
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          <principalTransaction>
            <principalName>BofA Securities, Inc.</principalName>
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            <principalName>UBS Securities LLC</principalName>
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            <principalName>Morgan Stanley &amp; Co. LLC</principalName>
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          <principalTransaction>
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        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
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                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
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                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
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        <fundType>N/A</fundType>
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        <didFundLendSecurities>N</didFundLendSecurities>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
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        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>N</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
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            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
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            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
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        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
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            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianCountry>AU</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>UniCredit Bank Czech Republic and Slovakia, a.s.</custodianName>
            <custodianLei>KR6LSKV3BTSJRD41IF75</custodianLei>
            <custodianCountry>CZ</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. Morgan Bank Luxembourg S.A.</custodianName>
            <custodianLei>7W1GMC6J4KGLBBUSYP52</custodianLei>
            <custodianCountry>FR</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>Skandinaviska Enskilda Banken AB</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>NO</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>SEB FINLAND</custodianName>
            <custodianLei>F3JS33DEI6XQ4ZBPTN86</custodianLei>
            <custodianCountry>FI</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
        </custodians>
        <isCustodianHiredOrTerminated>N</isCustodianHiredOrTerminated>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
          <admin>
            <adminName>JPMorgan Chase Bank, N.A.</adminName>
            <adminLei>7H6GLXDRUGQFU57RNE97</adminLei>
            <adminStateCountry adminState="US-MA" adminCountry="US"/>
            <isAdminAffiliated>N</isAdminAffiliated>
            <isAdminSubAdmin>N</isAdminSubAdmin>
          </admin>
        </admins>
        <isAdminHiredOrTerminated>N</isAdminHiredOrTerminated>
        <brokers>
          <broker>
            <brokerName>Societe Generale</brokerName>
            <brokerFileNo>N/A</brokerFileNo>
            <brokerCrdNo>N/A</brokerCrdNo>
            <brokerLei>O2RNE8IBXP4R0TD8PU41</brokerLei>
            <brokerCountry>FR</brokerCountry>
            <grossCommission>566.00000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Morgan Stanley &amp; Co. LLC</brokerName>
            <brokerFileNo>8-15869</brokerFileNo>
            <brokerCrdNo>000008209</brokerCrdNo>
            <brokerLei>9R7GPTSO7KV3UQJZQ078</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>617561.44999999</grossCommission>
          </broker>
          <broker>
            <brokerName>J.P. Morgan Securities LLC</brokerName>
            <brokerFileNo>8-35008</brokerFileNo>
            <brokerCrdNo>000000079</brokerCrdNo>
            <brokerLei>ZBUT11V806EZRVTWT807</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>385482.42000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Barclays Capital, Inc.</brokerName>
            <brokerFileNo>8-41342</brokerFileNo>
            <brokerCrdNo>000019714</brokerCrdNo>
            <brokerLei>AC28XWWI3WIBK2824319</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>77607.43000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Goldman Sachs &amp; Co. LLC</brokerName>
            <brokerFileNo>8-00129</brokerFileNo>
            <brokerCrdNo>000000361</brokerCrdNo>
            <brokerLei>FOR8UP27PHTHYVLBNG30</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>234568.59000000</grossCommission>
          </broker>
          <broker>
            <brokerName>BofA Securities, Inc.</brokerName>
            <brokerFileNo>8-69787</brokerFileNo>
            <brokerCrdNo>000283942</brokerCrdNo>
            <brokerLei>549300HN4UKV1E2R3U73</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>85246.24000000</grossCommission>
          </broker>
          <broker>
            <brokerName>Merrill Lynch, Pierce, Fenner &amp; Smith Inc.</brokerName>
            <brokerFileNo>8-07221</brokerFileNo>
            <brokerCrdNo>000007691</brokerCrdNo>
            <brokerLei>8NAV47T0Y26Q87Y0QP81</brokerLei>
            <brokerStateCountry brokerState="US-NY" brokerCountry="US"/>
            <grossCommission>46437.89000000</grossCommission>
          </broker>
        </brokers>
        <aggregateCommission>1447470.02000000</aggregateCommission>
        <principalTransactions>
          <principalTransaction>
            <principalName>HSBC Securities (USA) Inc.</principalName>
            <principalFileNo>8-41562</principalFileNo>
            <principalCrdNo>000019585</principalCrdNo>
            <principalLei>CYYGQCGNHMHPSMRL3R97</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>491005425.89999998</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Scotia Capital (USA) Inc.</principalName>
            <principalFileNo>8-03716</principalFileNo>
            <principalCrdNo>000002739</principalCrdNo>
            <principalLei>549300BLWPABP1VNME36</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>461125827.98000002</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Natwest Markets Securities Inc.</principalName>
            <principalFileNo>8-37135</principalFileNo>
            <principalCrdNo>000011707</principalCrdNo>
            <principalLei>ZE2ZWJ5BTIQJ8M0C6K34</principalLei>
            <principalStateCountry principalState="US-CT" principalCountry="US"/>
            <principalTotalPurchaseSale>193598719.38999999</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Morgan Stanley &amp; Co. LLC</principalName>
            <principalFileNo>8-15869</principalFileNo>
            <principalCrdNo>000008209</principalCrdNo>
            <principalLei>9R7GPTSO7KV3UQJZQ078</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>276240224.35000002</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Deutsche Bank Securities Inc.</principalName>
            <principalFileNo>8-17822</principalFileNo>
            <principalCrdNo>000002525</principalCrdNo>
            <principalLei>9J6MBOOO7BECTDTUZW19</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>238995466.53000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Barclays Capital, Inc.</principalName>
            <principalFileNo>8-41342</principalFileNo>
            <principalCrdNo>000019714</principalCrdNo>
            <principalLei>AC28XWWI3WIBK2824319</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>109737817.09000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>BofA Securities, Inc.</principalName>
            <principalFileNo>8-69787</principalFileNo>
            <principalCrdNo>000283942</principalCrdNo>
            <principalLei>549300HN4UKV1E2R3U73</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>294513451.56000000</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Jefferies LLC</principalName>
            <principalFileNo>8-15074</principalFileNo>
            <principalCrdNo>000002347</principalCrdNo>
            <principalLei>58PU97L1C0WSRCWADL48</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>329545710.48000002</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>J.P. Morgan Securities LLC</principalName>
            <principalFileNo>8-35008</principalFileNo>
            <principalCrdNo>000000079</principalCrdNo>
            <principalLei>ZBUT11V806EZRVTWT807</principalLei>
            <principalStateCountry principalState="US-NY" principalCountry="US"/>
            <principalTotalPurchaseSale>7981086298.44999980</principalTotalPurchaseSale>
          </principalTransaction>
          <principalTransaction>
            <principalName>Wells Fargo Securities, LLC</principalName>
            <principalFileNo>8-65876</principalFileNo>
            <principalCrdNo>000126292</principalCrdNo>
            <principalLei>VYVVCKR63DVZZN70PB21</principalLei>
            <principalStateCountry principalState="US-NC" principalCountry="US"/>
            <principalTotalPurchaseSale>109882061.65000001</principalTotalPurchaseSale>
          </principalTransaction>
        </principalTransactions>
        <principalAggregatePurchase>10816037044.60000000</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>1611014884.94000010</mnthlyAvgNetAssets>
        <lineOfCredit hasLineOfCredit="Y">
          <lineOfCreditDetails>
            <lineOfCreditDetail>
              <isCreditLineCommitted>Committed</isCreditLineCommitted>
              <lineOfCreditSize>350000000.00000000</lineOfCreditSize>
              <lineOfCreditInstitutions>
                <lineOfCreditInstitution creditInstitutionName="Bank of America, N.A."/>
              </lineOfCreditInstitutions>
              <sharedCreditType creditType="Shared">
                <creditUser fundName="AQR Multi-Asset Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Long-Short Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Equity Market Neutral Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Emerging Multi-Style II Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Core Plus Bond Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Alternative Risk Premia Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Large Cap Defensive Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Risk-Balanced Commodities Strategy Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Diversified Arbitrage Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Style Premia Alternative Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Multi-Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Small Cap Momentum Style Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Macro Opportunities Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Global Equity Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR Managed Futures Strategy HV Fund" secFileNo="811-22235"/>
                <creditUser fundName="AQR International Equity Fund" secFileNo="811-22235"/>
              </sharedCreditType>
              <isCreditLineUsed>N</isCreditLineUsed>
            </lineOfCreditDetail>
          </lineOfCreditDetails>
        </lineOfCredit>
        <interfundLendingDetails isInterfundLending="Y">
          <interfundLending interfundLendingLoanAverage="7000000.00000000" interfundLendingDaysOutstanding="4"/>
          <interfundLending interfundLendingLoanAverage="6500000.00000000" interfundLendingDaysOutstanding="1"/>
          <interfundLending interfundLendingLoanAverage="25000000.00000000" interfundLendingDaysOutstanding="5"/>
          <interfundLending interfundLendingLoanAverage="3000000.00000000" interfundLendingDaysOutstanding="3"/>
          <interfundLending interfundLendingLoanAverage="18000000.00000000" interfundLendingDaysOutstanding="3"/>
          <interfundLending interfundLendingLoanAverage="400000.00000000" interfundLendingDaysOutstanding="2"/>
          <interfundLending interfundLendingLoanAverage="5000000.00000000" interfundLendingDaysOutstanding="1"/>
        </interfundLendingDetails>
        <isInterfundBorrowing>N</isInterfundBorrowing>
        <isSwingPricing>N</isSwingPricing>
      </managementInvestmentQuestion>
      <managementInvestmentQuestion>
        <mgmtInvFundName>AQR Style Premia Alternative Fund</mgmtInvFundName>
        <mgmtInvSeriesId>S000042050</mgmtInvSeriesId>
        <mgmtInvLei>549300H47CIW5R9UN420</mgmtInvLei>
        <isFirstFilingByFund>N</isFirstFilingByFund>
        <numAuthorizedClass>3</numAuthorizedClass>
        <numAddedClass>0</numAddedClass>
        <numTerminatedClass>0</numTerminatedClass>
        <sharesOutstandings>
          <sharesOutstanding sharesOutstandingClassName="Class N" sharesOutstandingClassId="C000130630" sharesOutstandingTickerSymbol="QSPNX"/>
          <sharesOutstanding sharesOutstandingClassName="Class R6" sharesOutstandingClassId="C000145946" sharesOutstandingTickerSymbol="QSPRX"/>
          <sharesOutstanding sharesOutstandingClassName="Class I" sharesOutstandingClassId="C000130629" sharesOutstandingTickerSymbol="QSPIX"/>
        </sharesOutstandings>
        <fundType>N/A</fundType>
        <isNonDiversifiedCompany>Y</isNonDiversifiedCompany>
        <foreignInvestments isForeignSubsidiary="Y">
          <foreignInvestment foreignSubsidiaryName="AQR Style Premia Alternative Offshore Fund Ltd." foreignSubsidiaryLei="549300ZLQ5E43C0IEJ79"/>
        </foreignInvestments>
        <isFundSecuritiesLending>Y</isFundSecuritiesLending>
        <didFundLendSecurities>N</didFundLendSecurities>
        <securityLendings>
          <securityLending>
            <securitiesAgentName>State Street Bank and Trust Company</securitiesAgentName>
            <securitiesAgentLei>571474TGEMMWANRLN572</securitiesAgentLei>
            <isSecuritiesAgentAffiliated>N</isSecuritiesAgentAffiliated>
            <isSecurityAgentIdemnity>N</isSecurityAgentIdemnity>
          </securityLending>
        </securityLendings>
        <paymentToAgentManagerType>N/A</paymentToAgentManagerType>
        <avgPortfolioSecuritiesValue>N/A</avgPortfolioSecuritiesValue>
        <netIncomeSecuritiesLending>N/A</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-1 (17 CFR 270.12d1-1)</relyOnRuleType>
          <relyOnRuleType>Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>Y</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>Y</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>AQR Capital Management, LLC</investmentAdviserName>
            <investmentAdviserFileNo>801-55543</investmentAdviserFileNo>
            <investmentAdviserCrdNo>000111883</investmentAdviserCrdNo>
            <investmentAdviserLei>549300GC5MDF1KXYMP06</investmentAdviserLei>
            <investmentAdviserStateCountry investmentAdviserState="US-CT" investmentAdviserCountry="US"/>
            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
          </investmentAdviser>
        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>ALPS Fund Services, Inc.</transferAgentName>
            <transferAgentFileNo>84-05730</transferAgentFileNo>
            <transferAgentLei>N/A</transferAgentLei>
            <transferAgentStateCountry transferAgentState="US-CO" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Refinitiv Global Markets Inc.</pricingServiceName>
            <pricingServiceLei>000109120</pricingServiceLei>
            <pricingServiceIdNumberDesc>CRD</pricingServiceIdNumberDesc>
            <pricingServiceStateCountry pricingServiceState="US-MA" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
            <pricingServiceLei>5493000NQ9LYLDBCTL34</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>PricingDirect Inc.</pricingServiceName>
            <pricingServiceLei>549300WIC0TOJ7N7GD54</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
          <pricingService>
            <pricingServiceName>IHS Markit Group Holdings Ltd.</pricingServiceName>
            <pricingServiceLei>2138005LTLTVZ4WMEX25</pricingServiceLei>
            <pricingServiceCountry>GB</pricingServiceCountry>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
          </pricingService>
        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
        <custodians>
          <custodian>
            <custodianName>JPMorgan Chase Bank, N.A.</custodianName>
            <custodianLei>7H6GLXDRUGQFU57RNE97</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>CLEARSTREAM BANKING AG</custodianName>
            <custodianLei>549300298FD7AS4PPU70</custodianLei>
            <custodianCountry>DE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)</custodyType>
          </custodian>
          <custodian>
            <custodianName>J.P. MORGAN SECURITIES LLC</custodianName>
            <custodianLei>ZBUT11V806EZRVTWT807</custodianLei>
            <custodianStateCountry custodianState="US-NY" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>BE</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Bank and Trust Company</custodianName>
            <custodianLei>571474TGEMMWANRLN572</custodianLei>
            <custodianStateCountry custodianState="US-MA" custodianCountry="US"/>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>N</isSubCustodian>
            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
          </custodian>
          <custodian>
            <custodianName>DEUTSCHE BANK MUTUI S.P.A.</custodianName>
            <custodianLei>8156006ACD5E92B0C985</custodianLei>
            <custodianCountry>IT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>State Street Trust Company Canada</custodianName>
            <custodianLei>549300L71XG2CTQ2V827</custodianLei>
            <custodianCountry>CA</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
            <custodyType>Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)</custodyType>
          </custodian>
          <custodian>
            <custodianName>Deutsche Bank AG</custodianName>
            <custodianLei>7LTWFZYICNSX8D621K86</custodianLei>
            <custodianCountry>PT</custodianCountry>
            <isCustodianAffiliated>N</isCustodianAffiliated>
            <isSubCustodian>Y</isSubCustodian>
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