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 | |
8 | |
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 | |
41 |
41 | |
43 | |
45 | |
45 | |
47 | |
48 | |
49 | |
50 | |
51 | |
51 | |
53 | |
53 | |
53 | |
55 | |
55 | |
57 | |
58 | |
59 | |
59 | |
59 | |
61 | |
62 | |
64 | |
64 | |
65 | |
65 | |
66 | |
66 | |
68 | |
68 | |
68 | |
69 | |
69 | |
69 | |
70 | |
70 | |
71 | |
75 | |
87 | |
88 | |
89 | |
89 | |
90 | |
90 | |
90 | |
90 | |
91 | |
91 | |
91 | |
91 | |
91 | |
92 | |
92 | |
93 |
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
Swap
Execution Facilities |
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 |
Compliance
with Exemptions in Rule 18f-4 |
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 |
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 |
Regulatory
Limitations on Adviser or Sub-Adviser
Activity |
All
Funds |
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 |
SOFR
and Other Benchmark-Related Risks |
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 |
Tax-Managed
Investing |
AQR
Alternative Risk Premia Fund |
|
AQR
Equity Market Neutral Fund |
|
AQR
Long-Short Equity 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 |
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
(2022-
2023);
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 (18
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 | |
Disinterested
Advisory Board Member |
|
|
| ||
Roy
Swan,
1964 |
Advisory
Board
Member,
since 2024 |
Head
of Mission
Investments,
The
Ford
Foundation
(since
2018) |
N/A |
Freddie
Mac (since
2024);
Parnassus
Funds
(6 funds)
(since
2021); Varo
Bank
(2021-2023);
Aequi
Acquisition
Corp.
(2020-2023) |
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 |
|
|
| ||
John
Howard,
1969 |
Chief
Executive
Officer
and
President,
since
August
2023 |
Principal,
Co-Chief
Operating
Officer and
Head
of US Wealth,
AQR
Capital
Management,
LLC
(since
2011) |
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
and
Risk, 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
and Chief
Financial
Officer,
AQR
Capital
Management,
LLC
(since
2012) |
N/A |
N/A | |
Matthew
Plastina,
1970 |
Chief
Financial
Officer
and
Treasurer,
since 2022 |
Executive
Director,
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 | |
Roxana
Steblea-Lora
1980 |
Assistant
Treasurer,
since
2024 |
Executive
Director,
AQR
Capital
Management,
LLC
(since
2017) |
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 |
$50,001-$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.** |
AQR
Style Premia Alternative Fund |
Over$100,000 |
Over$100,000 |
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 |
|
David
Kabiller, CFA |
AQR
Alternative Risk Premia Fund |
$10,001-$50,000 |
Over$100,000
* |
|
AQR
Diversified Arbitrage Fund |
$10,001-$50,000 |
|
|
AQR
Macro Opportunities Fund |
Over$100,000 |
|
|
AQR
Sustainable Long-Short Equity
Carbon
Aware Fund |
Over$100,000 |
|
Roy
Swan*** |
N/A |
None |
None |
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 |
$225,000 |
L.
Joe Moravy, M.B.A., CPA, Disinterested Trustee, Audit
Committee
Chairman |
None |
$207,500 |
Gregg
D. Behrens, M.M., Disinterested Trustee, Nominating
and
Governance Committee Chairman |
None |
$197,500 |
Mark
A. Zurack, M.B.A., CFA, Disinterested Trustee |
None |
$185,000 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested Trustee |
None |
$185,000 |
Roy
Swan, Advisory Board Member* |
None |
$N/A |
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 |
$3,733 |
$26,737 |
$5,052 |
$4,612 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$3,522 |
$24,605 |
$4,647 |
$4,327 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$3,401 |
$23,386 |
$4,415 |
$4,164 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$3,250 |
$21,863 |
$4,126 |
$3,961 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee |
$3,250 |
$21,863 |
$4,126 |
$3,961 |
Roy
Swan, Advisory Board Member* |
N/A |
N/A |
N/A |
N/A |
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 |
$11,923 |
$3,224 |
$23,525 |
$3,738 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$11,028 |
$3,055 |
$21,661 |
$3,526 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$10,516 |
$2,959 |
$20,596 |
$3,405 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$9,876 |
$2,838 |
$19,264 |
$3,253 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee |
$9,876 |
$2,838 |
$19,264 |
$3,253 |
Roy
Swan, Advisory Board Member* |
N/A |
N/A |
N/A |
N/A |
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 |
$4,298 |
$8,361 |
$14,695 |
$1,644 |
L.
Joe Moravy, M.B.A., CPA, Disinterested
Trustee,
Audit Committee Chairman |
$4,039 |
$7,763 |
$13,568 |
$1,607 |
Gregg
D. Behrens, M.M., Disinterested Trustee,
Nominating
and Governance Committee Chairman |
$3,892 |
$7,422 |
$12,924 |
$1,586 |
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 |
Mark
A. Zurack, M.B.A., CFA, Disinterested
Trustee |
$3,707 |
$6,995 |
$12,120 |
$1,559 |
Kathleen
Hagerty, Ph.D., M.B.A., Disinterested
Trustee |
$3,707 |
$6,995 |
$12,120 |
$1,559 |
Roy
Swan, Advisory Board Member* |
N/A |
N/A |
N/A |
N/A |
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 Fund |
1.30% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
1.10% |
Funds |
Management
Fees |
Reimbursements |
Fees
Paid
(After
Reimbursements) |
AQR
Alternative Risk Premia Fund |
$1,347,744 |
$345,662 |
$1,002,082 |
AQR
Diversified Arbitrage Fund |
$10,959,240 |
$441,145 |
$10,518,095 |
AQR
Diversifying Strategies Fund |
$— |
$205,402 |
$— |
AQR
Equity Market Neutral Fund |
$608,621 |
$215,383 |
$393,238 |
AQR
Long-Short Equity Fund |
$3,264,421 |
$170,986 |
$3,093,435 |
AQR
Macro Opportunites Fund |
$294,013 |
$315,922 |
$— |
AQR
Managed Futures Strategy Fund |
$16,924,335 |
$— |
$16,924,335 |
AQR
Managed Futures Strategy HV Fund |
$1,486,878 |
$242,629 |
$1,244,249 |
AQR
Multi-Asset Fund |
$805,856 |
$243,158 |
$562,698 |
AQR
Risk-Balanced Commodities Strategy Fund |
$1,395,318 |
$190,676 |
$1,204,642 |
AQR
Style Premia Alternative Fund |
$9,636,203 |
$451,798 |
$9,184,405 |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund1
|
$4,503 |
$63,159 |
$— |
Funds |
Management
Fees |
Reimbursements |
Fees
Paid
(After
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 |
Funds |
Management
Fees |
Reimbursements |
Fees
Paid
(After
Reimbursements) |
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 |
$— |
Funds |
Management
Fees |
Reimbursements |
Fees
Paid
(After
Reimbursements) |
AQR
Alternative Risk Premia Fund |
$2,025,778 |
$278,672 |
$1,747,106 |
AQR
Diversified Arbitrage Fund |
$17,258,268 |
$115,550 |
$17,142,718 |
AQR
Diversifying Strategies Fund |
$— |
$37,548 |
$— |
AQR
Equity Market Neutral Fund |
$2,544,879 |
$196,856 |
$2,348,023 |
AQR
Long-Short Equity Fund |
$7,992,716 |
$103,455 |
$7,889,261 |
AQR
Macro Opportunites Fund |
$1,314,387 |
$322,857 |
$991,530 |
AQR
Managed Futures Strategy Fund |
$15,490,975 |
$22,249 |
$15,468,726 |
AQR
Managed Futures Strategy HV Fund |
$2,380,007 |
$323,230 |
$2,056,777 |
AQR
Multi-Asset Fund |
$1,293,817 |
$229,134 |
$1,064,683 |
AQR
Risk-Balanced Commodities Strategy Fund |
$3,767,375 |
$188,028 |
$3,579,347 |
AQR
Style Premia Alternative Fund |
$11,704,240 |
$145,451 |
$11,558,789 |
AQR
Sustainable Long-Short Equity Carbon Aware
Fund |
$328,055 |
$206,169 |
$121,886 |
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 |
$10,001-$50,000 |
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 |
$100,001-$500,000 |
|
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 |
Mark
L. Mitchell, Ph.D., M.A. |
AQR
Diversified Arbitrage Fund |
Over
$1,000,000 |
Yao
Hua Ooi |
AQR
Alternative Risk Premia Fund |
$10,001-$50,000 |
|
AQR
Diversifying Strategies Fund |
$10,001-$50,000 |
|
AQR
Macro Opportunities Fund |
$10,001-$50,000 |
|
AQR
Managed Futures Strategy Fund |
$10,001-$50,000 |
|
AQR
Managed Futures Strategy HV Fund |
$10,001-$50,000 |
Portfolio
Manager |
Name
of Fund |
Dollar Range of Equity
Securities
Beneficially
Owned |
|
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 |
Todd C. Pulvino, Ph.D., A.M., M.S. |
AQR
Diversified Arbitrage Fund |
$100,001-$500,000 |
Laura
Serban, Ph.D. |
AQR
Equity Market Neutral Fund |
$10,001-$50,000 |
|
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. |
20 |
$9,608,811,727 |
15 |
$8,272,344,013 |
30 |
$16,557,833,459 | |
Clifford
S. Asness, Ph.D., M.B.A. |
26 |
$13,843,543,921 |
29 |
$13,512,624,285 |
53 |
$32,068,728,619 | |
Jordan
Brooks, Ph.D., M.A. |
12 |
$5,710,342,903 |
17 |
$8,614,213,574 |
19 |
$14,179,189,425 | |
Robert
F. Bryant |
1 |
$1,800,137,364 |
6 |
$1,157,403,447 |
0 |
- | |
Jonathan
Fader |
2 |
$270,248,659 |
0 |
- |
0 |
- | |
Andrea
Frazzini, Ph.D., M.S. |
28 |
$11,578,969,202 |
35 |
$17,634,686,797 |
49 |
$30,737,022,885 | |
John
J. Huss |
29 |
$12,633,535,988 |
41 |
$9,943,810,640 |
49 |
$30,737,022,885 | |
Bryan
Kelly, Ph.D. |
1 |
$9,026,675 |
1 |
$214,499,337 |
0 |
- | |
John
M. Liew, Ph.D., M.B.A. |
11 |
$3,174,411,284 |
27 |
$13,407,022,776 |
16 |
$6,959,310,077 | |
Mark
L. Mitchell, Ph.D., M.A. |
1 |
$1,800,137,364 |
5 |
$1,140,385,446 |
0 |
- | |
Yao
Hua Ooi |
10 |
$4,616,113,420 |
30 |
$12,333,638,026 |
7 |
$8,998,338,056 | |
Todd
C. Pulvino, Ph.D., A.M., M.S. |
1 |
$1,800,137,364 |
5 |
$1,140,385,446 |
0 |
- | |
Laura
Serban, Ph.D. |
14 |
$8,006,130,910 |
33 |
$18,224,525,404 |
37 |
$21,904,688,885 |
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 |
Nathan
Sosner, Ph.D. |
5 |
$865,566,409 |
0 |
- |
0 |
- | |
Erik
Stamelos |
4 |
$2,078,725,416 |
2 |
$513,475,780 |
0 |
- |
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 |
$132,399,513 |
7 |
$5,157,181,070 |
6 |
$4,332,652,815 | |
Clifford
S. Asness, Ph.D., M.B.A. |
0 |
- |
18 |
$9,059,135,339 |
16 |
$7,977,791,611 | |
Jordan
Brooks, Ph.D., M.A. |
0 |
- |
9 |
$3,177,998,958 |
9 |
$3,911,506,342 | |
Robert
F. Bryant |
0 |
- |
6 |
$1,157,403,447 |
0 |
- | |
Jonathan
Fader |
0 |
- |
0 |
- |
0 |
- | |
Andrea
Frazzini, Ph.D., M.S. |
1 |
$132,399,513 |
19 |
$9,306,616,332 |
15 |
$8,244,159,157 | |
John
J. Huss |
1 |
$132,399,513 |
25 |
$11,852,123,242 |
15 |
$8,244,159,157 | |
Bryan
Kelly, Ph.D. |
0 |
- |
0 |
- |
0 |
- | |
John
M. Liew, Ph.D., M.B.A. |
0 |
- |
16 |
$6,406,124,425 |
10 |
$4,617,398,814 | |
Mark
L. Mitchell, Ph.D., M.A. |
0 |
- |
5 |
$1,140,385,446 |
0 |
- | |
Yao
Hua Ooi |
0 |
- |
19 |
$6,934,782,587 |
1 |
$159,177,088 | |
Todd
C. Pulvino, Ph.D., A.M., M.S. |
0 |
- |
5 |
$1,140,385,446 |
0 |
- | |
Laura
Serban, Ph.D. |
1 |
$132,399,513 |
23 |
$11,206,528,943 |
10 |
$7,473,878,848 | |
Nathan
Sosner, Ph.D. |
0 |
- |
0 |
- |
0 |
- | |
Erik
Stamelos |
0 |
- |
1 |
$267,435 |
0 |
- |
Funds |
Fees
Paid |
AQR
Alternative Risk Premia Fund |
$15,346 |
AQR
Diversified Arbitrage Fund |
$146,636 |
AQR
Diversifying Strategies Fund |
$52,546 |
AQR
Equity Market Neutral Fund |
$66,454 |
AQR
Long-Short Equity Fund |
$63,111 |
AQR
Macro Opportunities Fund |
$17,905 |
AQR
Managed Futures Strategy Fund |
$149,554 |
AQR
Managed Futures Strategy HV Fund |
$10,874 |
AQR
Multi-Asset Fund |
$27,343 |
AQR
Risk-Balanced Commodities Strategy Fund |
$108,787 |
AQR
Style Premia Alternative Fund |
$87,649 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
$19,054 |
|
AQR
Alternative
Risk
Premia Fund |
AQR
Diversified
Arbitrage
Fund |
AQR
Diversifying
Strategies
Fund
|
AQR
Equity
Market
Neutral
Fund |
Net
Assets |
53,905,495 |
1,217,508,771 |
422,537,688 |
142,947,212 |
Number
of Shares Outstanding |
5,531,350 |
102,379,836 |
37,660,958 |
16,865,505 |
Net
Asset Value Per Share
(net
assets divided by number
of
shares outstanding) |
9.75 |
11.89 |
11.22 |
8.48 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
9.75 |
11.89 |
11.22 |
8.48 |
|
AQR
Long-
Short
Equity
Fund
|
AQR
Macro
Opportunities
Fund
|
AQR
Managed
Futures
Strategy
Fund |
AQR
Managed
Futures Strategy
HV
Fund |
Net
Assets |
909,817,413 |
36,897,605 |
1,147,293,309 |
77,589,772 |
Number
of Shares Outstanding |
69,014,395 |
3,769,119 |
140,232,406 |
10,059,144 |
Net
Asset Value Per
Share
(net assets
divided
by number of
shares
outstanding) |
13.18 |
9.79 |
8.18 |
7.71 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
13.18 |
9.79 |
8.18 |
7.71 |
|
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 |
119,048,018 |
374,018,579 |
356,484,036 |
2,811,910 |
Number
of Shares Outstanding |
12,420,748 |
45,138,520 |
52,104,314 |
246,514 |
Net
Asset Value Per
Share
(net assets
divided
by number of
shares
outstanding) |
9.58 |
8.29 |
6.84 |
11.41 |
Sales
Charge |
None |
None |
None |
None |
Offering
Price |
9.58 |
8.29 |
6.84 |
11.41 |
Fund |
Fiscal
Year Ended
December
31, 2022 |
Fiscal
Year Ended
December
31, 2023 |
AQR
Alternative Risk Premia Fund |
262% |
158% |
AQR
Diversified Arbitrage Fund |
164% |
197% |
AQR
Diversifying Strategies Fund |
48% |
37% |
AQR
Equity Market Neutral Fund |
319% |
197% |
AQR
Long-Short Equity Fund |
0% |
0% |
AQR
Macro Opportunities Fund |
319% |
70% |
AQR
Managed Futures Strategy Fund |
0% |
0% |
AQR
Managed Futures Strategy HV Fund |
0% |
0% |
AQR
Multi-Asset Fund |
179% |
125% |
AQR
Risk-Balanced Commodities Strategy Fund |
0% |
0% |
AQR
Style Premia Alternative Fund |
174% |
115% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
0% |
0% |
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 |
$- |
$- |
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
|
$- |
$- |
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 |
Funds |
Brokerage
Commissions |
Amount
of
Transactions
Involved |
AQR
Alternative Risk Premia Fund |
$190,887 |
$9,314,235,069 |
AQR
Diversified Arbitrage Fund |
$301,328 |
$6,159,789,547 |
AQR
Diversifying Strategies Fund |
$- |
$- |
AQR
Equity Market Neutral Fund |
$4,272 |
$45,182,046 |
AQR
Long-Short Equity Fund |
$25,847 |
$2,267,233,910 |
AQR
Macro Opportunites Fund |
$295,169 |
$14,352,665,994 |
AQR
Managed Futures Strategy Fund |
$1,243,151 |
$76,379,495,762 |
AQR
Managed Futures Strategy HV Fund |
$223,228 |
$13,217,726,917 |
AQR
Multi-Asset Fund |
$111,516 |
$6,094,496,966 |
AQR
Risk-Balanced Commodities Strategy Fund |
$647,581 |
$15,224,329,915 |
AQR
Style Premia Alternative Fund |
$918,803 |
$48,792,039,556 |
AQR
Sustainable Long-Short Equity Carbon Aware Fund |
$- |
$- |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
Bank
of Montreal |
E |
$353 |
Barclays
plc |
E |
$1,260 |
Citigroup,
Inc. |
E |
$1,075 |
Deutsche
Bank AG (Registered) |
E |
$2,175 |
HSBC
Holdings plc |
E |
$286 |
Jefferies
Financial Group, Inc. |
E |
$344 |
Nomura
Holdings, Inc. |
E |
$340 |
UBS
Group AG (Registered) |
E |
$1,076 |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
Barclays
plc |
E |
$272 |
BNP
Paribas SA |
E |
$473 |
NatWest
Group plc |
E |
$178 |
Regular
Broker-Dealer |
Debt (D)/Equity (E) |
Aggregate Holdings
(000’s) |
Bank
of America Corp. |
E |
$1,062 |
Barclays
plc |
E |
$446 |
Citigroup,
Inc. |
E |
$1,393 |
Deutsche
Bank AG (Registered) |
E |
$847 |
HSBC
Holdings plc |
E |
$683 |
JPMorgan
Chase & Co. |
E |
$19 |
Name
and Address |
Percentage
Ownership |
AQR
Alternative Risk Premia Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
60.79% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
22.19% |
Interactive
Brokers LLC.
2
Pickwick Plz Ste 202
Greenwich
CT 06830 |
6.66% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
5.48% |
AQR
Alternative Risk Premia Fund - N |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
62.62% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
30.90% |
Name
and Address |
Percentage
Ownership |
AQR
Alternative Risk Premia Fund - R6 |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
68.34% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
29.14% |
AQR
Diversified Arbitrage Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
24.60% |
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
20.37% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
20.35% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
16.62% |
Wells
Fargo Clearing Services, LLC.
Special
Custody Acct For The
Exclusive
Benefit Of Customer
2801
Market Street
Saint
Louis MO 63103-2523 |
5.81% |
AQR
Diversified Arbitrage Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
70.27% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
16.51% |
AQR
Diversified Arbitrage Fund - R6 |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
47.14% |
Name
and Address |
Percentage
Ownership |
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
32.68% |
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
7.27% |
AQR
Diversifying Strategies Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
45.75% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
40.25% |
AQR
Diversifying Strategies Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
62.48% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
23.69% |
Vanguard
Marketing Corporation
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge PA 19482-1170 |
5.03% |
AQR
Diversifying Strategies Fund - R6 |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
94.62% |
AQR
Equity Market Neutral Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
50.66% |
Morgan
Stanley & Co., Incorporated
Morgan
Stanley Smith Barney LLC.
For
The Exclusive Benefit
Of
Its Customers
1
New York Plz FL 12
New
York NY 10004-1965 |
17.41% |
Name
and Address |
Percentage
Ownership |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
14.48% |
Raymond
James & Associates, Inc.
Raymond
James
Omnibus
For Mutual Funds
880
Carillion Parkway
Saint
Petersburg FL 33716-1102 |
6.61% |
AQR
Equity Market Neutral Fund - N |
|
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
33.00% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
30.78% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
24.72% |
Vanguard
Marketing Corporation
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge PA 19482-1170 |
7.18% |
AQR
Equity Market Neutral Fund - R6 |
|
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
97.73% |
AQR
Long-Short Equity Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
29.44% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
16.99% |
Morgan
Stanley & Co., Incorporated
Morgan
Stanley Smith Barney LLC.
For
The Exclusive Benefit
Of
Its Customers
1
New York Plz FL 12
New
York NY 10004-1965 |
11.60% |
Wells
Fargo Clearing Services, LLC.
Special
Custody Acct For The
Exclusive
Benefit Of Customer
2801
Market Street
Saint
Louis MO 63103-2523 |
11.55% |
Name
and Address |
Percentage
Ownership |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
10.65% |
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
8.03% |
AQR
Long-Short Equity Fund - N |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
51.30% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
21.67% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
16.72% |
AQR
Long-Short Equity Fund - R6 |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
44.97% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
13.39% |
Empower
Financial Services, Inc
Great-West
Trust Company LLC.
Employee
Benefits Clients 401K
8515
E Orchard Rd 2T2
Greenwood
Vlg CO 80111-5002 |
9.03% |
MSCS
Financial Services, LLC.
SEI
Private Trust Company
c/o
GWP US Advisors
1
Freedom Valley Dr.
Oaks
PA 19456-9989 |
8.40% |
J.P.
Morgan Securities LLC.
Omnibus
Acct For The
Exclusive
Benefit Of Customers
4
Chase Metrotech CTR
3rd
Mutual Fund Dept.
Brooklyn
NY 11245-0003 |
6.71% |
Name
and Address |
Percentage
Ownership |
AQR
Macro Opportunities Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
41.02% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
31.19% |
Raymond
James & Associates, Inc.
Raymond
James
Omnibus
For Mutual Funds
880
Carillion Parkway
Saint
Petersburg FL 33716-1102 |
8.04% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
7.36% |
J.P.
Morgan Securities LLC.
Omnibus
Acct For The
Exclusive
Benefit Of Customers
4
Chase Metrotech CTR
3rd
Mutual Fund Dept.
Brooklyn
NY 11245-0003 |
5.49% |
AQR
Macro Opportunities Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
53.10% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
37.96% |
AQR
Macro Opportunities Fund - R6 |
|
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
89.13% |
AQR
Managed Futures Strategy Fund - I |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
19.10% |
Morgan
Stanley & Co., Incorporated
Morgan
Stanley Smith Barney LLC.
For
The Exclusive Benefit
Of
Its Customers
1
New York Plz FL 12
New
York NY 10004-1965 |
15.20% |
Name
and Address |
Percentage
Ownership |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
13.65% |
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
13.54% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
11.28% |
Raymond
James & Associates, Inc.
Raymond
James
Omnibus
For Mutual Funds
880
Carillion Parkway
Saint
Petersburg FL 33716-1102 |
5.99% |
AQR
Managed Futures Strategy Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
37.27% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
34.93% |
Morgan
Stanley & Co., Incorporated
Morgan
Stanley Smith Barney LLC.
For
The Exclusive Benefit
Of
Its Customers
1
New York Plz FL 12
New
York NY 10004-1965 |
5.93% |
AQR
Managed Futures Strategy Fund - R6 |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
37.60% |
Wells
Fargo Bank, N.A.
Wells
Fargo Bank NA FBO
Omnibus
Cash Cash
P.O.
Box 1533
Minneapolis
MN 55480-1533 |
31.28% |
PNC
Bank, N.A.
Saxon
& Co.
FBO
P.O
Box 94597
Cleveland
OH 44101-4597 |
8.50% |
MSCS
Financial Services, LLC.
SEI
Private Trust Company
c/o
GWP US Advisors
1
Freedom Valley Dr.
Oaks
PA 19456-9989 |
7.46% |
Name
and Address |
Percentage
Ownership |
AQR
Managed Futures Strategy HV Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
42.95% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
18.51% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
8.08% |
UBS
Financial Services, Inc.
UBS
WM USA
Omni
Account M/F
Attn:
Department Manager
Spec
Cdy A/C Excl Ben Cust UBSFSI
1000
Harbor Blvd.
Weehawken
NJ 07086-6761 |
7.97% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
6.77% |
AQR
Managed Futures Strategy HV Fund - N |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
56.86% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
13.59% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
12.10% |
Vanguard
Marketing Corporation
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge PA 19482-1170 |
6.50% |
AQR
Managed Futures Strategy HV Fund - R6 |
|
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
79.05% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
11.77% |
Name
and Address |
Percentage
Ownership |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
10.80% |
AQR
Multi-Asset Fund - I |
|
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
38.11% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
25.14% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
10.55% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
9.07% |
Vanguard
Marketing Corporation
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge PA 19482-1170 |
7.21% |
AQR
Multi-Asset Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
47.59% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
18.03% |
J.P.
Morgan Securities LLC.
Omnibus
Acct For The
Exclusive
Benefit Of Customers
4
Chase Metrotech CTR
3rd
Mutual Fund Dept.
Brooklyn
NY 11245-0003 |
7.95% |
Raymond
James & Associates, Inc.
Raymond
James
Omnibus
For Mutual Funds
880
Carillion Parkway
Saint
Petersburg FL 33716-1102 |
7.37% |
AQR
Multi-Asset Fund - R6 |
|
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
95.96% |
Name
and Address |
Percentage
Ownership |
AQR
Risk-Balanced Commodities Strategy Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
19.87% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
17.49% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
17.42% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
14.68% |
Raymond
James & Associates, Inc.
Raymond
James
Omnibus
For Mutual Funds
880
Carillion Parkway
Saint
Petersburg FL 33716-1102 |
13.39% |
SEI
Private Trust Company
Attn:
Mutual Funds
c/o
GWP Us Advisors
1
Freedom Valley Dr.
Oaks
PA 19456-9989 |
5.66% |
AQR
Risk-Balanced Commodities Strategy Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
58.83% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
34.95% |
AQR
Risk-Balanced Commodities Strategy Fund - R6 |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
30.44% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
15.49% |
Ascensus
Trust Company FBO
P.O.
Box 10758
Fargo
ND 58106-0758 |
14.26% |
Name
and Address |
Percentage
Ownership |
Principal
Securities, Inc.
DCGT
as TTEE and/or Cust
FBO
Plic Various Retirement Plans
Omnibus
Attn:
NPIO Trade Desk
711
High St.
Des
Moines IA 50392-0001 |
12.29% |
AQR
Style Premia Alternative Fund - I |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
38.04% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
22.60% |
Morgan
Stanley & Co., Incorporated
Morgan
Stanley Smith Barney LLC.
For
The Exclusive Benefit
Of
Its Customers
1
New York Plz FL 12
New
York NY 10004-1965 |
9.29% |
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
9.01% |
LPL
Financial LLC.
Attn:
Mutual Fund Operations
4707
Executive Dr.
San
Diego CA 92121-3091 |
6.39% |
AQR
Style Premia Alternative Fund - N |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
35.92% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
28.81% |
Vanguard
Marketing Corporation
Vanguard
Brokerage Services
P.O.
Box 1170
Valley
Forge PA 19482-1170 |
14.33% |
Merrill
Lynch Pierce Fenner & Smith, Inc.
For
The Sole Benefit Of Its Customers
4800
Deer Lake Dr. E
Jacksonville
FL 32246-6484 |
7.73% |
Name
and Address |
Percentage
Ownership |
AQR
Style Premia Alternative Fund - R6 |
|
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
42.67% |
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
27.29% |
AQR
Diversifying Strategies Fund
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
24.76% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund - I |
|
Pershing
LLC.
1
Pershing Plaza
Jersey
City NJ 07399-0001 |
53.13% |
Charles
Schwab & Co., Inc.
Special
Custody A/C FBO Customers
Attn:
Mutual Funds
101
Montgomery St.
San
Francisco CA 94104-4151 |
23.43% |
Cliff
S Asness
c/o
AQR Capital Management
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6390 |
11.97% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund - N |
|
National
Financial Services, LLC.
NFS
LLC For The Exclusive Benefit
Of
Our Customers
499
Washington Blvd. FL 4
Attn:
Mutual Funds Dept.
Jersey
City NJ 07310-2010 |
90.37% |
AQR
Sustainable Long-Short Equity Carbon Aware Fund - R6 |
|
Cliff
S Asness
c/o
AQR Capital Management
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6390 |
56.27% |
John
Liew
c/o
AQR Capital Management
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6353 |
20.25% |
David
G Kabiller
c/o
AQR Capital Management
1
Greenwich Plaza, Suite 130
Greenwich
CT 06830-6390 |
18.39% |