Fund |
Ticker
Symbol |
AQR
Alternative Risk Premia Fund |
|
Class
N |
QRPNX |
Class
I |
QRPIX |
Class
R6 |
QRPRX |
AQR
Diversified Arbitrage Fund |
|
Class
N |
ADANX |
Class
I |
ADAIX |
Class
R6 |
QDARX |
AQR
Diversifying Strategies Fund |
|
Class
N |
QDSNX |
Class
I |
QDSIX |
Class
R6 |
QDSRX |
AQR
Equity Market Neutral Fund |
|
Class
N |
QMNNX |
Class
I |
QMNIX |
Class
R6 |
QMNRX |
AQR
Long-Short Equity Fund |
|
Class
N |
QLENX |
Class
I |
QLEIX |
Class
R6 |
QLERX |
AQR
Macro Opportunities Fund |
|
Class
N |
QGMNX |
Class
I |
QGMIX |
Class
R6 |
QGMRX |
AQR
Managed Futures Strategy Fund |
|
Class
N |
AQMNX |
Class
I |
AQMIX |
Class
R6 |
AQMRX |
AQR
Managed Futures Strategy HV Fund |
|
Class
N |
QMHNX |
Class
I |
QMHIX |
Class
R6 |
QMHRX |
AQR
Multi-Asset Fund |
|
Class
N |
AQRNX |
Class
I |
AQRIX |
Class
R6 |
AQRRX |
AQR
Risk-Balanced Commodities Strategy Fund |
|
Class
N |
ARCNX |
Class
I |
ARCIX |
Class
R6 |
QRCRX |
AQR
Style Premia Alternative Fund |
|
Class
N |
QSPNX |
Class
I |
QSPIX |
Class
R6 |
QSPRX |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
|
Class
N |
QNZNX |
Class
I |
QNZIX |
Class
R6 |
QNZRX |
3 | |
7 | |
8 | |
9 | |
9 | |
9 | |
10 | |
10 | |
10 | |
10 | |
12 | |
12 | |
13 | |
13 | |
13 | |
17 | |
17 | |
17 | |
17 | |
18 | |
18 | |
19 | |
29 | |
29 | |
31 | |
31 | |
31 | |
32 | |
32 | |
33 | |
33 | |
34 | |
34 | |
34 | |
35 | |
35 | |
35 | |
36 | |
36 | |
37 | |
37 | |
37 | |
37 | |
38 | |
38 | |
39 | |
39 | |
39 | |
39 | |
40 | |
40 | |
40 | |
43 |
44 | |
44 | |
46 | |
47 | |
48 | |
49 | |
49 | |
49 | |
51 | |
51 | |
51 | |
53 | |
53 | |
56 | |
56 | |
57 | |
57 | |
57 | |
59 | |
61 | |
62 | |
63 | |
63 | |
64 | |
64 | |
64 | |
66 | |
67 | |
67 | |
67 | |
67 | |
68 | |
68 | |
68 | |
69 | |
74 | |
85 | |
85 | |
87 | |
87 | |
88 | |
88 | |
88 | |
88 | |
88 | |
89 | |
89 | |
89 | |
89 | |
90 | |
90 | |
91 | |
91 | |
91 |
Securities
and/or Investment Strategies |
Funds |
Arbitrage
Strategies |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Borrowing
and Leverage |
All
Funds |
Interfund
Borrowing and Lending |
All
Funds |
Callable
Bonds |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Cash
Management/Temporary Investments |
All
Funds |
Commodities
Instruments |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Commodity-Linked
Notes |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy
Fund |
Securities
and/or Investment Strategies |
Funds |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Contingent
Value Rights |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Convertible
Securities |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Corporate
Loans |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Cybersecurity
Risk |
All
Funds |
Debt
Obligations |
AQR
Alternative Risk Premia Fund |
Newly
Issued Debt Securities |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Depositary
Receipts |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Distressed
Investments |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Emerging
Markets Investments |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Equity
Securities |
All
Funds |
Exchange-Traded
Funds (“ETFs”) |
All
Funds |
Exchange-Traded
Notes (“ETNs”) |
All
Funds |
Foreign
Government Debt Obligations |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Foreign
Investments |
All
Funds |
Foreign
Exchange Risk and Currency Transactions |
All
Funds |
Forwards,
Futures, Swaps and Options |
All
Funds |
Special
Risk Factors Regarding Forwards, Futures, Swaps
and
Options |
All
Funds |
Securities
and/or Investment Strategies |
Funds |
Regulatory
Matters Regarding Forwards, Futures, Swaps
and
Options |
All
Funds |
Forward
Contracts |
All
Funds |
Futures
Contracts |
All
Funds |
Stock
Index Futures |
All
Funds |
Futures
Contracts on Securities |
All
Funds |
Volatility
Index Futures
|
All
Funds |
Swap
Agreements |
All
Funds |
|
|
Credit
Default Swap Agreement (“CDS”) and Credit Default
Index
Swap Agreement Risk (“CDX”) |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Style Premia Alternative Fund |
Swaps
on Equities, Currencies, Commodities and Futures |
All
Funds |
Total
Return and Interest Rate Swaps |
All
Funds |
Writing
Call Options |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Writing
Put Options |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Purchasing
Puts and Calls |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Style Premia Alternative Fund |
Options
on Futures Contracts |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Privately
Negotiated Options |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Additional
Information Regarding Options |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Style Premia Alternative Fund |
Hybrid
Instruments |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Combined
Transactions |
All
Funds |
Hedging
Transactions |
All
Funds |
High
Yield Securities |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Style Premia Alternative Fund |
Illiquid
and Restricted Investments |
All
Funds |
Inflation
Risk |
All
Funds |
Inflation-Linked
Bonds |
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Multi-Asset Fund |
IPOs
and SEOs |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies
Fund |
Securities
and/or Investment Strategies |
Funds |
Loans
of Portfolio Securities |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Margin
Deposits and Cover Requirements |
All
Funds |
Margin
Deposits for Futures Contracts |
All
Funds |
Cover
Requirements for Forward Contracts, Swap
Agreements,
Options, Futures and Options on Futures |
All
Funds |
Market
Disruption Risk |
All
Funds |
Mid-Cap
Securities Risk |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Momentum
Style Risk |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Municipal
Obligations |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
PIPEs |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Portfolio
Risk |
All
Funds |
Regulatory
Limitations on Adviser or Sub-Adviser
Activity |
All
Funds |
Real
Estate- Related Investments |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Repurchase
Agreements |
All
Funds |
Reverse
Repurchase Agreements |
All
Funds |
Securities
and/or Investment Strategies |
Funds |
Rights
and Warrants |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Securities
of Other Investment Companies |
All
Funds |
Short
Sales |
All
Funds |
Small-Cap
Securities Risk |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Style Premia Alternative Fund |
|
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Social,
Political and Economic Uncertainty Risk |
All
Funds |
SPACs |
AQR
Diversified Arbitrage Fund |
|
AQR
Diversifying Strategies Fund |
Structured
Notes |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Subsidiary
Risk |
AQR
Alternative Risk Premia Fund |
|
AQR
Diversifying Strategies Fund |
|
AQR
Macro Opportunities Fund |
|
AQR
Managed Futures Strategy Fund |
|
AQR
Managed Futures Strategy HV Fund |
|
AQR
Multi-Asset Fund |
|
AQR
Risk-Balanced Commodities Strategy Fund |
|
AQR
Style Premia Alternative Fund |
Sustainable
Investment |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
U.S.
Government Securities |
All
Funds |
Zero
Net Carbon Target |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
Risks
Related to the Adviser and to its Quantitative and
Statistical
Approach |
All
Funds |
Name
and Year of
Birth |
Current
Position
with
the Trust,
Term
of Office1
and
Length of
Time
Served |
Principal
Occupation(s)
During
Past 5 Years |
Number
of
Funds
in
Fund
Complex
Overseen
by
Trustee |
Other
Present or
Past
Directorships
Held
by Trustee
(during
the past 5
years) | |
Disinterested
Trustees2 |
|
|
| ||
William
L. Atwell,
M.B.A.,
1950 |
Chairman
of the
Board
since 2023;
Trustee,
since 2011 |
Retired
from Atwell
Partners,
LLC (2012-
2019)
(consulting)
|
36 |
Webster
Financial
Corporation
(since
2014)
(banking);
Blucora,
Inc. (2017-
2019) | |
L.
Joe Moravy, M.B.A.,
CPA,
1950 |
Trustee,
since 2008 |
Retired
Independent
Consultant
(2014-
2021) |
36 |
None | |
Gregg
D. Behrens,
M.M.,
1952 |
Trustee,
since 2011 |
Retired
from
Northern
Trust
Company
(1974-
2009)
(banking) |
36 |
Kiwibank
(since
2022);
Kiwi Wealth
(wealth
management)
(2020-
2022)
| |
Mark
A. Zurack,
M.B.A.,
CFA
1957 |
Trustee,
since 2014 |
Professor,
Columbia
Business
School
(since
2002) |
36 |
Exchange
Traded
Concepts
Trust (21
portfolios)
(since
2011) | |
Kathleen
Hagerty,
Ph.D.,
M.B.A.
1953 |
Trustee,
since 2022 |
Provost
(since 2020)
and
Associate
Provost
(2019-2020),
Northwestern
University;
Interim
Dean
(2019-2020),
Senior
Associate
Dean
(2016-2019)
and
Professor (since
1984),
Kellogg
School
of
Management,
Northwestern
University |
36 |
None | |
Interested
Trustees3 |
|
|
| ||
David
Kabiller, CFA,
1963 |
Trustee,
since 2010 |
Founding
Principal,
AQR
Capital
Management,
LLC
(since
1998) |
36 |
None |
Name
and Year of
Birth |
Current
Position
with
the Trust,
Term
of Office1
and
Length of
Time
Served |
Principal
Occupation(s)
During
Past 5 Years |
Number
of
Funds
in
Fund
Complex
Overseen
by
Trustee |
Other
Present or
Past
Directorships
Held
by Trustee
(during
the past 5
years) | |
Officers |
|
|
| ||
Ted
Pyne, M.B.A.,
Ph.D.,
1966 |
Chief
Executive
Officer
and
President,
since 2020 |
Principal,
AQR
Capital
Management,
LLC
(since 2016) |
N/A |
N/A | |
H.J.
Willcox, J.D.,
1966 |
Chief
Compliance
Officer,
since 2013;
Anti-Money
Laundering
Officer,
since
2017 |
Principal,
Chief Legal
Officer
and Global
Head
of Compliance,
AQR
Capital
Management,
LLC
(since
2013) |
N/A |
N/A | |
Bradley Asness, J.D.,
M.B.A.,
1969 |
Vice
President,
since 2009 |
Principal
and
Co-Chief
Operating
Officer,
AQR Capital
Management,
LLC
(since
1998) |
N/A |
N/A | |
Patrick
Ryan, CPA
1965
|
Assistant
Treasurer,
since
2020 |
Principal,
AQR
Capital
Management,
LLC
(since 2012) |
N/A |
N/A | |
Matthew
Plastina,
1970 |
Chief
Financial
Officer
and
Treasurer,
since 2022 |
Vice
President, AQR
Capital
Management,
LLC
(since 2018);
Executive
Director,
JP
Morgan
Investment
Management
(2010-
2018) |
N/A |
N/A | |
Nicole
DonVito, J.D.,
1979 |
Chief
Legal Officer,
since
2014; Vice
President,
since 2009,
Secretary,
since 2022 |
Managing
Director,
Senior
Counsel &
Head
of Registered
Products,
AQR
Capital
Management,
LLC
(since 2007) |
N/A |
N/A |
Name
of Trustee |
Dollar
Range of Equity Securities in the Fund |
Aggregate
Dollar Range of
Equity
Securities in All
Registered
Investment
Companies
Overseen by
Director
in Family of
Investment
Companies | |
|
Name
of Fund |
Dollar
Range |
|
William
L. Atwell, M.B.A. |
AQR
Diversifying Strategies Fund |
Over $100,000 |
Over $100,000*
|
L.
Joe Moravy, M.B.A.,
CPA |
AQR
Diversified Arbitrage Fund |
$10,001-$50,000 |
Over $100,000*
|
|
AQR
Long-Short Equity Fund |
$50,001-$100,000 |
|
|
AQR
Managed Futures Strategy Fund |
$10,001-$50,000 |
|
|
AQR
Multi-Asset Fund |
$50,001-$100,000 |
|
Gregg
D. Behrens, M.M. |
AQR
Managed Futures Strategy HV Fund |
$50,001-$100,000 |
Over $100,000*
|
|
AQR
Multi-Asset Fund |
$10,001-$50,000 |
|
|
AQR
Style Premia Alternative Fund |
$10,001-$50,000 |
|
Mark
A. Zurack, M.B.A.,
CFA |
N/A |
None |
Over $100,000*
|
Kathleen
Hagerty, Ph.D.,
M.B.A. |
N/A |
None |
None** |
David
Kabiller, CFA |
AQR
Alternative Risk Premia Fund |
$10,001-$50,000 |
Over $100,000*
|
|
AQR
Diversified Arbitrage Fund |
$10,001-$50,000 |
|
|
AQR
Diversifying Strategies Fund |
Over $100,000 |
|
|
AQR
Macro Opportunities Fund |
Over $100,000 |
|
|
AQR
Sustainable Long-Short Equity
Carbon
Aware Fund |
Over $100,000 |
|
Name
of Person, Position |
Estimated
Annual Benefits
upon
Retirement |
Aggregate
Compensation
from
the Trust |
William
L. Atwell, M.B.A., Disinterested Trustee, Chairman of
the
Board |
None |
$167,500 |
L.
Joe Moravy, M.B.A., CPA, Disinterested Trustee, Audit
Committee
Chairman |
None |
$177,500 |
Gregg
D. Behrens, M.M., Disinterested Trustee, Nominating
and
Governance Committee Chairman |
None |
$160,000 |
Mark
A. Zurack, M.B.A., CFA, Disinterested Trustee |
None |
$160,000 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested Trustee*
|
None |
$133,333 |
Brian
Posner, M.B.A., Former Disinterested Trustee, Former
Chairman
of the Board** |
None |
$195,000 |
Name
of Person, Position |
Aggregate
Compensation
from
the
AQR
Alternative
Risk
Premia
Fund |
Aggregate
Compensation
from
the
AQR
Diversified
Arbitrage
Fund |
Aggregate
Compensation
from
the
AQR
Diversifying
Strategies
Fund |
Aggregate
Compensation
from
the
AQR
Equity
Market
Neutral
Fund |
William
L. Atwell, M.B.A., Disinterested Trustee,
Chairman
of the Board |
$2,629 |
$16,416 |
$1,324 |
$2,442 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$2,732 |
$17,414 |
$1,398 |
$2,532 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$2,552 |
$15,667 |
$1,268 |
$2,374 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$2,552 |
$15,667 |
$1,268 |
$2,374 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee*
|
$2,027 |
$13,384 |
$1,200 |
$2,026 |
Brian
Posner, M.B.A., Former Disinterested
Trustee,
Former Chairman of the Board** |
$2,911 |
$19,161 |
$1,529 |
$2,690 |
Name
of Person, Position |
Aggregate
Compensation
from
the
AQR
Long-Short
Equity
Fund |
Aggregate
Compensation
from
the
AQR
Macro
Opportunites
Fund |
Aggregate
Compensation
from
the
AQR
Managed
Futures
Strategy
Fund |
Aggregate
Compensation
from
the
AQR
Managed
Futures
Strategy
HV
Fund |
William
L. Atwell, M.B.A., Disinterested Trustee,
Chairman
of the Board |
$6,236 |
$1,920 |
$16,782 |
$2,506 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$6,572 |
$1,977 |
$17,803 |
$2,600 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$5,983 |
$1,878 |
$16,016 |
$2,435 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$5,983 |
$1,878 |
$16,016 |
$2,435 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee*
|
$5,261 |
$1,549 |
$14,349 |
$2,081 |
Brian
Posner, M.B.A., Former Disinterested
Trustee,
Former Chairman of the Board** |
$7,162 |
$2,075 |
$19,591 |
$2,765 |
Name
of Person, Position |
Aggregate
Compensation
from
the
AQR
Multi
Asset
Fund |
Aggregate
Compensation
from
the
AQR
Risk-Balanced
Commodities
Strategy
Fund |
Aggregate
Compensation
from
the
AQR
Style
Premia
Alternative
Fund |
Aggregate
Compensation
from
the
AQR
Sustainable
Long-Short
Equity
Carbon
Aware
Fund |
William
L. Atwell, M.B.A., Disinterested Trustee,
Chairman
of the Board |
$2,625 |
$6,026 |
$10,178 |
$1,261 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$2,727 |
$6,349 |
$10,771 |
$1,275 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$2,548 |
$5,784 |
$9,734 |
$1,251 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$2,548 |
$5,784 |
$9,734 |
$1,251 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee*
|
$2,065 |
$5,323 |
$8,450 |
$942 |
Brian
Posner, M.B.A., Former Disinterested
Trustee,
Former Chairman of the Board** |
$2,906 |
$6,914 |
$11,809 |
$1,299 |
Fund |
Management
Fee |
AQR
Alternative Risk Premia Fund |
1.20% |
AQR
Diversified Arbitrage Fund |
1.00% |
AQR
Diversifying Strategies Fund |
0.00% |
AQR
Equity Market Neutral Fund |
1.10% |
AQR
Long-Short Equity Fund |
1.10% |
AQR
Macro Opportunities Fund |
1.00% |
AQR
Managed Futures Strategy Fund |
1.05% |
AQR
Managed Futures Strategy HV Fund |
1.45% |
AQR
Multi-Asset Fund |
0.60%
|
AQR
Risk-Balanced Commodities Strategy Fund |
0.80% |
AQR
Style Premia Alternative Fund1
|
1.30% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
1.10% |
Funds |
Management
Fees |
Waivers |
Reimbursements |
Fees
Paid
(After
Waivers
and
Reimbursements) |
AQR
Alternative Risk Premia Fund |
$2,549,522 |
$— |
$248,017 |
$2,301,505.00 |
AQR
Diversified Arbitrage Fund |
$6,005,090 |
$— |
$329,367 |
$5,675,723.00 |
AQR
Diversifying Strategies Fund1
|
$— |
$— |
$145,199 |
$— |
AQR
Equity Market Neutral Fund |
$1,679,273 |
$— |
$171,890 |
$1,507,383.00 |
AQR
Macro Opportunities Fund |
$290,282 |
$— |
$228,521 |
$61,761.00 |
AQR
Long-Short Equity Fund |
$6,576,587 |
$— |
$86,221 |
$6,490,366.00 |
AQR
Managed Futures Strategy Fund |
$38,559,819 |
$— |
$— |
$38,559,819.00 |
AQR
Managed Futures Strategy HV Fund |
$3,525,687 |
$— |
$233,038 |
$3,292,649.00 |
AQR
Multi-Asset Fund |
$887,677 |
$— |
$208,421 |
$679,256.00 |
AQR
Risk-Balanced Commodities Strategy Fund |
$1,172,670 |
$— |
$159,569 |
$1,013,101.00 |
AQR
Style Premia Alternative Fund |
$17,144,099 |
$— |
$716,777 |
$16,427,322.00 |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund2
|
N/A |
N/A |
N/A |
N/A |
Funds |
Management
Fees |
Waivers |
Reimbursements |
Fees
Paid
(After
Waivers
and
Reimbursements) |
AQR
Alternative Risk Premia Fund |
$1,347,744 |
$— |
$345,662 |
$1,002,082.00 |
AQR
Diversified Arbitrage Fund |
$10,959,240 |
$— |
$441,145 |
$10,518,095.00 |
AQR
Diversifying Strategies Fund |
$— |
$— |
$205,402 |
$— |
AQR
Equity Market Neutral Fund |
$608,621 |
$— |
$215,383 |
$393,238.00 |
AQR
Long-Short Equity Fund |
$3,264,421 |
$— |
$170,986 |
$3,093,435.00 |
AQR
Macro Opportunites Fund |
$294,013 |
$— |
$315,922 |
$— |
AQR
Managed Futures Strategy Fund |
$16,924,335 |
$— |
$— |
$16,924,335.00 |
AQR
Managed Futures Strategy HV Fund |
$1,486,878 |
$— |
$242,629 |
$1,244,249.00 |
AQR
Multi-Asset Fund |
$805,856 |
$— |
$243,158 |
$562,698.00 |
AQR
Risk-Balanced Commodities Strategy Fund |
$1,395,318 |
$— |
$190,676 |
$1,204,642.00 |
AQR
Style Premia Alternative Fund |
$9,636,203 |
$— |
$451,798 |
$9,184,405.00 |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund1
|
$4,503 |
$— |
$63,159 |
$— |
Funds |
Management
Fees |
Waivers |
Reimbursements |
Fees
Paid
(After
Waivers
and
Reimbursements) |
AQR
Alternative Risk Premia Fund |
$1,732,689 |
$— |
$270,880 |
$1,461,809 |
AQR
Diversified Arbitrage Fund |
$14,300,023 |
$— |
$213,319 |
$14,086,704 |
AQR
Diversifying Strategies Fund |
$— |
$— |
$99,601 |
$— |
AQR
Equity Market Neutral Fund |
$1,444,384 |
$— |
$201,604 |
$1,242,780 |
AQR
Long-Short Equity Fund |
$5,350,400 |
$— |
$143,540 |
$5,206,860 |
AQR
Macro Opportunites Fund |
$816,094 |
$— |
$281,132 |
$534,962 |
AQR
Managed Futures Strategy Fund |
$14,949,448 |
$— |
$29,955 |
$14,919,493 |
AQR
Managed Futures Strategy HV Fund |
$1,878,481 |
$— |
$354,304 |
$1,524,177 |
AQR
Multi-Asset Fund |
$869,043 |
$— |
$277,601 |
$591,442 |
AQR
Risk-Balanced Commodities Strategy Fund |
$3,866,857 |
$— |
$162,820 |
$3,704,037 |
AQR
Style Premia Alternative Fund |
$11,017,888 |
$— |
$388,710 |
$10,629,178 |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
$207,826 |
$— |
$353,228 |
$— |
Portfolio
Manager |
Name
of Fund |
Dollar Range of Equity
Securities
Beneficially
Owned |
Michele
L. Aghassi, Ph.D. |
AQR
Equity Market Neutral Fund |
$10,001-$50,000 |
|
AQR
Long-Short Equity Fund |
$10,001-$50,000 |
|
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
None |
Clifford S. Asness, Ph.D.,
M.B.A. |
AQR
Equity Market Neutral Fund |
None |
|
AQR
Long-Short Equity Fund |
None |
|
AQR
Managed Futures Strategy Fund |
$100,001-$500,000 |
|
AQR
Managed Futures Strategy HV Fund |
$100,001-$500,000 |
|
AQR
Risk-Balanced Commodities Strategy Fund |
None |
|
AQR
Style Premia Alternative Fund |
None |
|
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
Over
$1,000,000 |
Portfolio
Manager |
Name
of Fund |
Dollar Range of Equity
Securities
Beneficially
Owned |
Jordan
Brooks, Ph.D., M.A. |
AQR
Alternative Risk Premia Fund |
None |
|
AQR
Diversified Arbitrage Fund |
None |
|
AQR
Diversifying Strategies Fund |
None |
|
AQR
Macro Opportunities Fund |
$10,001-$50,000 |
|
AQR
Managed Futures Strategy Fund |
None |
|
AQR
Managed Futures Strategy HV Fund |
None |
|
AQR
Multi-Asset Fund |
None |
|
AQR
Risk-Balanced Commodities Strategy Fund |
None |
|
AQR
Style Premia Alternative Fund |
None |
Robert
F. Bryant |
AQR
Diversified Arbitrage Fund |
$1-$10,000 |
John
Eckert |
AQR
Diversified Arbitrage Fund |
None |
Jonathan
Fader |
AQR
Macro Opportunities Fund |
None |
Andrea
Frazzini, Ph.D., M.S. |
AQR
Alternative Risk Premia Fund |
None |
|
AQR
Diversifying Strategies Fund |
None |
|
AQR
Equity Market Neutral Fund |
$10,001-$50,000 |
|
AQR
Long-Short Equity Fund |
$10,001-$50,000 |
|
AQR
Multi-Asset Fund |
None* |
|
AQR
Style Premia Alternative Fund |
$10,001-$50,000 |
|
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
None |
John
J. Huss |
AQR
Alternative Risk Premia Fund |
None |
|
AQR
Diversifying Strategies Fund |
$10,001-$50,000 |
|
AQR
Equity Market Neutral Fund |
$10,001-$50,000 |
|
AQR
Long-Short Equity Fund |
$50,001-$100,000 |
|
AQR
Multi-Asset Fund |
$10,001-$50,000 |
|
AQR
Style Premia Alternative Fund |
$10,001-$50,000 |
|
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
$10,001-$50,000 |
Bryan
Kelly, Ph.D. |
AQR
Diversifying Strategies Fund |
None* |
John
M. Liew, Ph.D., M.B.A. |
AQR
Diversifying Strategies Fund |
Over
$1,000,000 |
|
AQR
Macro Opportunities Fund |
Over
$1,000,000 |
|
AQR
Managed Futures Strategy Fund |
$100,001-$500,000 |
|
AQR
Managed Futures Strategy HV Fund |
$100,001-$500,000 |
|
AQR
Multi-Asset Fund |
$100,001-$500,000 |
|
AQR
Risk-Balanced Commodities Strategy Fund |
$100,001-$500,000 |
|
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
Over
$1,000,000 |
Michael A. Mendelson,
M.B.A, S.M. |
AQR
Multi-Asset Fund |
$500,001-$1,000,000 |
Mark
L. Mitchell, Ph.D., M.A. |
AQR
Diversified Arbitrage Fund |
Over
$1,000,000 |
Portfolio
Manager |
Name
of Fund |
Dollar Range of Equity
Securities
Beneficially
Owned |
Yao
Hua Ooi |
AQR
Alternative Risk Premia Fund |
$10,001-$50,000 |
|
AQR
Diversifying Strategies Fund |
None |
|
AQR
Macro Opportunities Fund |
$10,001-$50,000 |
|
AQR
Managed Futures Strategy Fund |
$50,001-$100,000 |
|
AQR
Managed Futures Strategy HV Fund |
$10,001-$50,000 |
|
AQR
Multi-Asset Fund |
$10,001-$50,000 |
|
AQR
Risk-Balanced Commodities Strategy Fund |
$10,001-$50,000 |
|
AQR
Style Premia Alternative Fund |
$10,001-$50,000 |
Lukasz
Pomorski, Ph.D., M.A. |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
None |
Todd C. Pulvino, Ph.D., A.M., M.S. |
AQR
Diversified Arbitrage Fund |
Over
$1,000,000 |
Laura
Serban, Ph.D. |
AQR
Equity Market Neutral Fund |
None* |
|
AQR
Long-Short Equity Fund |
$50,001-$100,000* |
Nathan
Sosner, Ph.D. |
AQR
Alternative Risk Premia Fund |
$10,001-$50,000 |
Erik
Stamelos |
AQR
Macro Opportunities Fund |
None |
|
AQR
Managed Futures Strategy Fund |
None |
|
AQR
Managed Futures Strategy HV Fund |
None |
|
AQR
Risk-Balanced Commodities Strategy Fund |
None* |
PORTFOLIO
MANAGER |
NUMBER
OF OTHER ACCOUNTS MANAGED AND
ASSETS
BY ACCOUNT TYPE | ||||||
REGISTERED
INVESTMENT
COMPANY |
OTHER
POOLED
INVESTMENT
VEHICLES |
OTHER
ACCOUNTS | |||||
|
|
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
Michele
L. Aghassi, Ph.D. |
19 |
$10,202,080,205 |
8 |
$3,739,163,200 |
7 |
$3,144,808,140 | |
Clifford
S. Asness, Ph.D., M.B.A. |
13 |
$5,650,483,152 |
21 |
$8,484,988,567 |
26 |
$10,671,641,644 | |
Jordan
Brooks, Ph.D., M.A. |
2 |
$360,331,425 |
1 |
$53,741,422 |
0 |
- | |
Robert
F. Bryant |
1 |
$1,540,035,963 |
7 |
$1,116,872,628 |
0 |
- | |
John
Eckert |
1 |
$1,540,035,963 |
6 |
$1,101,918,620 |
0 |
- |
PORTFOLIO
MANAGER |
NUMBER
OF OTHER ACCOUNTS MANAGED AND
ASSETS
BY ACCOUNT TYPE | ||||||
REGISTERED
INVESTMENT
COMPANY |
OTHER
POOLED
INVESTMENT
VEHICLES |
OTHER
ACCOUNTS | |||||
|
|
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
Jonathan
Fader |
1 |
$182,428,284 |
2 |
$786,613,576 |
0 |
- | |
Andrea
Frazzini, Ph.D., M.S. |
23 |
$11,626,478,328 |
13 |
$4,406,833,992 |
13 |
$7,420,153,745 | |
John
J. Huss |
2 |
$1,213,853,294 |
19 |
$7,343,672,309 |
0 |
- | |
Bryan
Kelly, Ph.D.* |
0 |
- |
0 |
- |
0 |
- | |
John
M. Liew, Ph.D., M.B.A. |
7 |
$2,632,165,892 |
16 |
$7,616,022,710 |
14 |
$5,844,746,347 | |
Michael
A. Mendelson, M.B.A., S.M. |
2 |
$1,213,853,294 |
23 |
$7,524,696,204 |
0 |
- | |
Mark
L. Mitchell, Ph.D., M.A. |
1 |
$1,540,035,963 |
7 |
$1,240,405,050 |
0 |
- | |
Yao
Hua Ooi |
8 |
$4,570,224,962 |
25 |
$7,877,089,936 |
0 |
- | |
Lukasz
Pomorski, Ph.D., M.A. |
0 |
- |
0 |
- |
11 |
$12,466,900,353 | |
Todd
C. Pulvino, Ph.D., A.M., M.S. |
1 |
$1,540,035,963 |
7 |
$1,240,405,050 |
0 |
- | |
Laura
Serban, Ph.D.* |
0 |
- |
13 |
$4,434,500,833 |
12 |
$6,818,234,879 | |
Nathan
Sosner, Ph.D. |
1 |
$161,543,068 |
0 |
- |
0 |
- | |
Erik
Stamelos |
0 |
- |
4 |
$466,888,057 |
1 |
$126,000,000 |
PORTFOLIO
MANAGER |
NUMBER
OF OTHER ACCOUNTS AND
ASSETS
FOR WHICH THE ADVISORY FEE IS BASED ON
PERFORMANCE | ||||||
REGISTERED
INVESTMENT
COMPANY |
OTHER
POOLED
INVESTMENT
VEHICLES |
OTHER
ACCOUNTS | |||||
|
|
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
Michele
L. Aghassi, Ph.D. |
1 |
$120,994,652 |
4 |
$1,975,535,882 |
2 |
$1,350,643,966 | |
Clifford
S. Asness, Ph.D., M.B.A. |
0 |
- |
15 |
$6,122,271,878 |
13 |
$5,923,572,050 | |
Jordan
Brooks, Ph.D., M.A. |
0 |
- |
1 |
$53,741,422 |
0 |
- | |
Robert
F. Bryant |
0 |
- |
7 |
$1,116,872,628 |
0 |
- | |
John
Eckert |
0 |
- |
6 |
$1,101,918,620 |
0 |
- | |
Jonathan
Fader |
0 |
- |
2 |
$786,613,576 |
0 |
- | |
Andrea
Frazzini, Ph.D., M.S. |
1 |
$120,994,652 |
9 |
$2,856,885,422 |
5 |
$3,018,936,385 | |
John
J. Huss |
0 |
- |
17 |
$6,998,314,992 |
0 |
- | |
Bryan
Kelly, Ph.D.* |
0 |
- |
0 |
- |
0 |
- | |
John
M. Liew, Ph.D., M.B.A. |
0 |
- |
11 |
$5,396,229,618 |
7 |
$3,206,084,892 | |
Michael
A. Mendelson, M.B.A., S.M. |
0 |
- |
17 |
$5,671,436,474 |
0 |
- | |
Mark
L. Mitchell, Ph.D., M.A. |
0 |
- |
7 |
$1,240,405,050 |
0 |
- | |
Yao
Hua Ooi |
0 |
- |
20 |
$6,537,596,767 |
0 |
- | |
Lukasz
Pomorski, Ph.D., M.A. |
0 |
- |
0 |
- |
1 |
$134,372,322 | |
Todd
C. Pulvino, Ph.D., A.M., M.S. |
0 |
- |
7 |
$1,240,405,050 |
0 |
- | |
Laura
Serban, Ph.D.* |
0 |
- |
9 |
$2,947,965,331 |
5 |
$2,980,582,733 |
PORTFOLIO
MANAGER |
NUMBER
OF OTHER ACCOUNTS AND
ASSETS
FOR WHICH THE ADVISORY FEE IS BASED ON
PERFORMANCE | ||||||
REGISTERED
INVESTMENT
COMPANY |
OTHER
POOLED
INVESTMENT
VEHICLES |
OTHER
ACCOUNTS | |||||
|
|
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
#
of
Accts. |
Assets
Under
Management |
Nathan
Sosner, Ph.D. |
0 |
- |
0 |
- |
0 |
- | |
Erik
Stamelos |
0 |
- |
3 |
$340,886,973 |
0 |
- |
Funds |
Fees
Paid |
AQR
Alternative Risk Premia Fund |
$15,986 |
AQR
Diversified Arbitrage Fund |
$132,883 |
AQR
Diversifying Strategies Fund |
$12,073 |
AQR
Equity Market Neutral Fund |
$57,026 |
AQR
Long-Short Equity Fund |
$34,698 |
AQR
Macro Opportunities Fund |
$11,338 |
AQR
Managed Futures Strategy Fund |
$162,002 |
AQR
Managed Futures Strategy HV Fund |
$20,334 |
AQR
Multi Asset Fund |
$17,819 |
AQR
Risk-Balanced Commodities Strategy Fund |
$102,935 |
AQR
Style Premia Alternative Fund |
$75,202 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
$8,070 |
|
AQR
Alternative
Risk
Premia Fund |
AQR
Diversified
Arbitrage
Fund |
AQR
Diversifying
Strategies
Fund
|
AQR
Equity
Market
Neutral
Fund |
Net
Assets |
$54,627,373 |
$1,017,383,333 |
$177,048,132 |
$116,153,489 |
Number
of Shares Outstanding |
5,768,614 |
87,011,068 |
15,429,691 |
13,224,680 |
Net
Asset Value Per Share
(net
assets divided by number
of
shares outstanding) |
$9.47 |
$11.69 |
$11.47 |
$8.78 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
$9.47 |
$11.69 |
$11.47 |
$8.78 |
|
AQR
Long-
Short
Equity
Fund
|
AQR
Macro
Opportunities
Fund
|
AQR
Managed
Futures
Strategy
Fund |
AQR
Managed
Futures Strategy
HV
Fund |
Net
Assets |
$544,239,315 |
$129,055,411 |
$1,311,468,950 |
$131,821,538 |
Number
of Shares Outstanding |
42,486,728 |
11,930,178 |
150,640,327 |
15,784,683 |
Net
Asset Value Per
Share
(net assets
divided
by number of
shares
outstanding) |
$12.81 |
$10.82 |
$8.71 |
$8.35 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
$12.81 |
$10.82 |
$8.71 |
$8.35 |
|
AQR
Multi-
Asset
Fund |
AQR
Risk-Balanced
Commodities
Strategy
Fund |
AQR
Style Premia
Alternative
Fund |
AQR
Sustainable
Long-Short
Equity
Carbon
Aware
Fund |
Net
Assets |
$94,401,086 |
$391,025,612 |
$322,368,110 |
$9,446,408 |
Number
of Shares Outstanding |
10,693,455 |
43,761,998 |
43,075,480 |
829,442 |
Net
Asset Value Per
Share
(net assets
divided
by number of
shares
outstanding) |
$8.83 |
$8.94 |
$7.48 |
$11.39 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
$8.83 |
$8.94 |
$7.48 |
$11.39 |
Fund |
Fiscal
Year Ended
December
31, 2021 |
Fiscal
Year Ended
December
31, 2022 |
AQR
Alternative Risk Premia Fund |
179% |
262% |
AQR
Diversified Arbitrage Fund |
518% |
164% |
AQR
Diversifying Strategies Fund |
14% |
48% |
AQR
Equity Market Neutral Fund |
282% |
319% |
AQR
Long-Short Equity Fund |
0% |
0% |
AQR
Macro Opportunities Fund |
0% |
319% |
AQR
Managed Futures Strategy Fund |
0% |
0% |
AQR
Managed Futures Strategy HV Fund |
0% |
0% |
AQR
Multi-Asset Fund |
125% |
179% |
AQR
Risk-Balanced Commodities Strategy Fund |
0% |
0% |
AQR
Style Premia Alternative Fund |
194% |
174% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund1
|
0% |
0% |
Funds |
Brokerage
Commissions |
Amount
of
Transactions
Involved |
AQR
Alternative Risk Premia Fund |
$197,125 |
$15,726,657,610 |
AQR
Diversified Arbitrage Fund |
$275,335 |
$2,144,711,111 |
AQR
Diversifying Strategies Fund1
|
N/A |
N/A |
AQR
Equity Market Neutral Fund |
$112,233 |
$1,773,512,939 |
AQR
Long-Short Equity Fund |
$421,838 |
$8,445,342,000 |
AQR
Macro Opportunities Fund |
$37,111 |
$2,217,754,929 |
AQR
Managed Futures Strategy Fund |
$4,644,227 |
$425,060,514,051 |
AQR
Managed Futures Strategy HV Fund |
$487,735 |
$43,123,567,752 |
AQR
Multi-Asset Fund |
$70,196 |
$4,167,203,306 |
AQR
Risk-Balanced Commodities Strategy Fund |
$255,800 |
$5,671,041,678 |
AQR
Style Premia Alternative Fund |
$2,299,751 |
$209,661,916,611 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund2
|
N/A |
N/A |
Funds |
Brokerage
Commissions |
Amount
of
Transactions
Involved |
AQR
Alternative Risk Premia Fund |
$148,871 |
$14,737,947,198 |
AQR
Diversified Arbitrage Fund |
$495,279 |
$5,594,368,202 |
AQR
Diversifying Strategies Fund |
N/A |
N/A |
AQR
Equity Market Neutral Fund |
$3,202 |
$132,859,565 |
AQR
Long-Short Equity Fund |
$21,217 |
$1,832,921,651 |
AQR
Macro Opportunities Fund |
$42,415 |
$2,797,648,050 |
AQR
Managed Futures Strategy Fund |
$1,447,470 |
$160,024,823,428 |
AQR
Managed Futures Strategy HV Fund |
$141,071 |
$15,372,709,830 |
AQR
Multi-Asset Fund |
$57,609 |
$3,391,532,589 |
AQR
Risk-Balanced Commodities Fund |
$235,651 |
$6,656,528,310 |
AQR
Style Premia Alternative Fund |
$828,338 |
$91,111,369,197 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund1
|
$0 |
$0 |
Funds |
Brokerage
Commissions |
Amount
of
Transactions
Involved |
AQR
Alternative Risk Premia Fund |
$156,361 |
$12,031,402,052 |
AQR
Diversified Arbitrage Fund |
$334,684 |
$8,754,879,643 |
AQR
Diversifying Strategies Fund |
$- |
$- |
AQR
Equity Market Neutral Fund |
$4,260 |
$102,688,260 |
AQR
Long-Short Equity Fund |
$25,603 |
$2,175,609,569 |
AQR
Macro Opportunites Fund |
$132,996 |
$8,069,740,700 |
AQR
Managed Futures Strategy Fund |
$884,697 |
$68,242,824,833 |
AQR
Managed Futures Strategy HV Fund |
$119,742 |
$8,763,057,521 |
AQR
Multi-Asset Fund |
$62,057 |
$4,267,596,812 |
AQR
Risk-Balanced Commodities Strategy Fund |
$485,622 |
$15,209,268,064 |
AQR
Style Premia Alternative Fund |
$829,938 |
$81,907,992,325 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
$78 |
$7,639,471 |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
NatWest
Group plc |
E |
72 |
Jefferies
Financial Group, Inc. |
E |
292 |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
Wells
Fargo & Co. |
E |
152 |
Barclays
plc |
E |
1,160 |
Goldman
Sachs Group, Inc. (The) |
E |
293 |
UBS
Group AG (Registered) |
E |
615 |
BNP
Paribas SA |
E |
1,164 |
Nomura
Holdings, Inc. |
E |
235 |
Deutsche
Bank AG (Registered) |
E |
1,395 |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
Barclays
plc |
E |
492 |
Bank
of America Corp. |
E |
157 |
UBS
Group AG (Registered) |
E |
114 |
Citigroup,
Inc. |
E |
886 |
Deutsche
Bank AG (Registered) |
E |
697 |
Wells
Fargo & Co. |
E |
562 |
Name
and Address |
Percentage
Ownership |
AQR
Alternative Risk Premia Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
53.57% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
23.17% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
6.48% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
5.71% |
AQR
Alternative Risk Premia Fund—Class N |
|
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
51.51% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
40.03% |
AQR
Alternative Risk Premia Fund—Class R6 |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
211
Main Street
San
Francisco, CA 94105-1901 |
59.53% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
28.72% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
8.77% |
AQR
Diversified Arbitrage Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
23.95% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
22.43% |
Merrill
Lynch, Pierce, Fenner & Smith Inc.
4800
Deer Lake Drive East
Jacksonville,
FL 32246-6484 |
19.22% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
16.54% |
Name
and Address |
Percentage
Ownership |
Wells
Fargo Clearing Services, LLC
Exclusive
Benefit of Customer
2801
Market Street
Saint
Louis, MO 63103-2523 |
5.85% |
AQR
Diversified Arbitrage Fund—Class N |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
57.96% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
15.33% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
15.23% |
AQR
Diversified Arbitrage Fund—Class R6 |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
32.37% |
Merrill
Lynch, Pierce, Fenner & Smith Inc.
4800
Deer Lake Drive East
Jacksonville,
FL 32246-6484 |
30.83% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
19.45% |
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
6.42% |
AQR
Diversifying Strategies Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
38.65% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
37.35% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
13.12% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
5.21% |
AQR
Diversifying Strategies Fund—Class N |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
89.84% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
7.38% |
Name
and Address |
Percentage
Ownership |
AQR
Diversifying Strategies Fund—Class R6 |
|
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
32.46% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
26.41% |
John
M. Liew
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
21.89% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
6.66% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
6.57% |
AQR
Equity Market Neutral Fund—Class I |
|
Morgan
Stanley Smith Barney LLC
1
New York Plaza
12th
Floor
New
York, NY 10004-1965 |
25.87% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
25.35% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
20.09% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
14.18% |
Nationwide
Trust Company, FSB
C/O
IPO Portfolio Accounting
P.O.
Box 182029
Columbus,
OH 43218-2029 |
5.07% |
AQR
Equity Market Neutral Fund—Class N |
|
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
39.62% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
14.55% |
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge, PA 19482-1170 |
11.37% |
Axos
Clearing LLC
FBO
#643
P.O.
Box 6503
Englewood,
CO 80155-6503 |
14.37% |
Name
and Address |
Percentage
Ownership |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
8.18% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
7.15% |
AQR
Equity Market Neutral Fund—Class R6 |
|
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
97.46% |
AQR
Long-Short Equity Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
22.20% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
21.29% |
Wells
Fargo Clearing Services, LLC
Exclusive
Benefit of Customer
2801
Market Street
Saint
Louis, MO 63103-2523 |
12.43% |
Morgan
Stanley Smith Barney LLC
1
New York Plaza
12th
Floor
New
York, NY 10004-1965 |
11.80% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
8.10% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
7.45% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
6.30% |
AQR
Long-Short Equity Fund—Class N |
|
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
35.69% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
18.93% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
16.39% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
9.15% |
Name
and Address |
Percentage
Ownership |
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge, PA 19482-1170 |
7.93% |
AQR
Long-Short Equity Fund—Class R6 |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
211
Main Street
San
Francisco, CA 94105-1901 |
52.71% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
10.60% |
J.P.
Morgan Securities LLC.
Omnibus
Acct for the
Exclusive
Benefit of Customers
3rd
Mutual Fund Dept
4
Chase MetroTech Ctr
Brooklyn,
NY 11245-0003 |
9.38% |
Great-West
Trust Company LLC TTEE F
Employee
Benefits Clients 401K
8515
E Orchard Road 2T2
Greenwood
Village, CO 80111-5002 |
6.99% |
SEI
Private Trust Company
c/o
GWP US Advisors
1
Freedom Valley Drive
Oaks,
PA 19456-9989 |
5.94% |
AQR
Macro Opportunities Fund—Class I |
|
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
26.57% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
22.44% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
20.37% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
17.15% |
AQR
Macro Opportunities Fund—Class N |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
59.03% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
19.96% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
18.29% |
Name
and Address |
Percentage
Ownership |
AQR
Macro Opportunities Fund—Class R6 |
|
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
61.64% |
Clifford
S. Asness
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
22.12% |
John
M. Liew
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
7.85% |
David
G. Kabiller
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
7.00% |
AQR
Managed Futures Strategy Fund—Class I |
|
Merrill
Lynch, Pierce, Fenner & Smith Inc.
4800
Deer Lake Drive East
Jacksonville,
FL 32246-6484 |
15.14% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
14.40% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
13.67% |
Morgan
Stanley Smith Barney LLC
1
New York Plaza
12th
Floor
New
York, NY 10004-1965 |
13.55% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
11.34% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
5.99% |
Wells
Fargo Clearing Services, LLC
Exclusive
Benefit of Customer
2801
Market Street
Saint
Louis, MO 63103-2523 |
5.94% |
Raymond
James
880
Carillion Parkway
St.
Petersburg, FL 33716-1102 |
5.37% |
AQR
Managed Futures Strategy Fund—Class N |
|
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
33.48% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
31.65% |
Name
and Address |
Percentage
Ownership |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
11.44% |
Morgan
Stanley Smith Barney LLC
1
New York Plaza
12th
Floor
New
York, NY 10004-1965 |
5.91% |
AQR
Managed Futures Strategy Fund—Class R6 |
|
Wells
Fargo Bank NA FBO
P.O.
Box 1533
Minneapolis,
MN 55480-1533 |
38.94% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
211
Main Street
San
Francisco, CA 94105-1901 |
21.27% |
SEI
Private Trust Company
c/o
City National Bank ID 541
1
Freedom Valley Drive
Oaks,
PA 19456-9989 |
7.26% |
Reliance
Trust Co FBO
ABNY
EB R/R
P.O.
Box 78446
Atlanta,
GA 30357 |
6.78% |
Saxon
& Co.
P.O.
Box 945597
Cleveland,
OH 44101-4597 |
5.81% |
AQR
Managed Futures Strategy HV Fund—Class I |
|
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
29.97% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
22.41% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
13.72% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
13.08% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
9.37% |
AQR
Managed Futures Strategy HV Fund—Class N |
|
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
48.36% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
12.74% |
Name
and Address |
Percentage
Ownership |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
11.83% |
Interactive
Brokers LLC
2
Pickwick Plaza, Ste 202
Greenwich,
CT 06830-5576 |
10.72% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
7.14% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
6.25% |
AQR
Managed Futures Strategy HV Fund—Class R6 |
|
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
56.14% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
20.38% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
11.60% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
7.82% |
AQR
Multi-Asset Fund—Class I |
|
Merrill
Lynch, Pierce, Fenner & Smith Inc.
4800
Deer Lake Drive East
Jacksonville,
FL 32246-6484 |
34.08% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
26.23% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
11.71% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
8.77% |
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge, PA 19482-1170 |
7.62% |
AQR
Multi-Asset Fund—Class N |
|
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
58.41% |
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
18.26% |
Name
and Address |
Percentage
Ownership |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
6.93% |
AQR
Multi-Asset Fund—Class R6 |
|
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
98.28% |
AQR
Risk-Balanced Commodities Strategy Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
18.20% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
17.46% |
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
16.17% |
Raymond
James
880
Carillion Parkway
St.
Petersburg, FL 33716-1102 |
15.65% |
LPL
Financial
ATTN:
Mutual Fund Operations
4707
Executive Drive
San
Diego, CA 92121-3091 |
14.01% |
AQR
Risk-Balanced Commodities Strategy Fund—Class N |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
54.24% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
33.01% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
8.32% |
AQR
Risk-Balanced Commodities Strategy Fund—Class R6 |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
211
Main Street
San
Francisco, CA 94105-1901 |
44.55% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
38.12% |
DCGT
as TTEE and/or Cust
FBO
PLIC Various Retirement Plans
Omnibus
Attn
NPIO Trade Desk
711
High St
Des
Moines, IA 50392-0001 |
7.50% |
Name
and Address |
Percentage
Ownership |
AQR
Style Premia Alternative Fund—Class I |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
34.23% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
25.01% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
11.11% |
Morgan
Stanley Smith Barney LLC
1
New York Plaza
12th
Floor
New
York, NY 10004-1965 |
8.24% |
UBS
WM USA.
1000
Harbor Boulevard, 5th Floor
Weehawken,
NJ 07086-6761 |
6.04% |
AQR
Style Premia Alternative Fund—Class N |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
211
Main Street
San
Francisco, CA 94105-1901 |
39.04% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
16.10% |
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge, PA 19482-1170 |
14.17% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
8.50% |
Merrill
Lynch, Pierce, Fenner & Smith Inc.
4800
Deer Lake Drive East
Jacksonville,
FL 32246-6484 |
8.36% |
AQR
Style Premia Alternative Fund—Class R6 |
|
Charles
Schwab & Co. Inc.
ATTN:
Mutual Funds
101
Montgomery Street
San
Francisco, CA 94104-4151 |
34.73% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
30.77% |
AQR
Diversifying Strategies Fund
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
11.04% |
TD
Ameritrade Inc.
P.O.
Box 2226
Omaha,
NE 68103-2226 |
9.00% |
Name
and Address |
Percentage
Ownership |
SEI
Private Trust Company
c/o
GWP US Advisors
1
Freedom Valley Drive
Oaks,
PA 19456-9989 |
6.60% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund—Class
I |
|
Pershing
LLC
1
Pershing Plaza
Jersey
City, NJ 07399-0001 |
88.67% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund—Class
N |
|
Axos
Clearing LLC
FBO
#332
P.O.
Box 6503
Englewood,
CO 80155-6503 |
49.70% |
National
Financial Services LLC
ATTN:
Mutual Funds
499
Washington Boulevard, FL 4
Jersey
City, NJ 07310-1995 |
38.91% |
Clifford
S. Asness
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
5.80% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund—Class
R6 |
|
Clifford
S. Asness
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
56.27% |
John
M. Liew
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
20.25% |
David
G. Kabiller
One
Greenwich Plaza
Suite
130
Greenwich,
CT 06830-6353 |
18.39% |