AQR TM Small Cap Multi-Style Fund December 31, 2020
Portfolio Exposures
NAV: $22,699,230
Asset Class Security Description Exposure Quantity
Equity 1-800 FLOWERS.COM Ord Shs Class A 79,300 3,050
Equity 1Life Healthcare Ord Shs 31,297 717
Equity AAR Ord Shs 30,135 832
Equity Aaron's Company Ord Shs 2,692 142
Equity Abercrombie and Fitch Ord Class A 17,387 854
Equity ABM Industries Ord Shs 47,641 1,259
Equity Acacia Communications Ord Shs 32,613 447
Equity ACCO Brands Ord Shs 40,045 4,739
Equity ACI Worldwide Ord Shs 43,772 1,139
Equity Acushnet Holdings Ord Shs 94,661 2,335
Equity Addus HomeCare Ord Shs 10,070 86
Equity Adient Ord Shs 28,233 812
Equity Adverum Biotechnologies Ord Shs 7,957 734
Equity Aerojet Rocketdyne Holdings Ord Shs 8,615 163
Equity Affimed Ord Shs 6,798 1,168
Equity Allakos Ord Shs 15,540 111
Equity Allegiant Travel Ord Shs 18,924 100
Equity Alpha Pro Tech Ord Shs 64,146 5,753
Equity Altra Industrial Motion Ord Shs 9,756 176
Equity American Equity Investment Life Holding Ord Shs 9,819 355
Equity American Fin Ord Shs Class A 18,590 2,502
Equity American Public Education Ord Shs 34,778 1,141
Equity American Software Ord Shs Class A 9,598 559
Equity American Woodmark Ord Shs 18,958 202
Equity Ameris Bancorp Ord Shs 21,319 560
Equity Amicus Therapeutics Ord Shs 45,118 1,954
Equity Amkor Technology Ord Shs 153,303 10,166
Equity AMN Healthcare Ord Shs 76,577 1,122
Equity Anika Therapeutics Ord Shs 33,854 748
Equity Apellis Pharmaceuticals Ord Shs 15,444 270
Equity APi Group Ord Shs 23,904 1,317
Equity Apogee Enterprises Ord Shs 67,383 2,127
Equity Apollo Commercial Real Estate Finance REIT Ord Shs 28,428 2,545
Equity AppFolio Ord Shs Class A 35,108 195
Equity ArcBest Ord Shs 89,266 2,092
Equity Arconic Ord Shs 43,210 1,450
Equity Arcosa Ord Shs 94,040 1,712
Equity Arcus Biosciences Ord Shs 12,643 487 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity ARENA PHARMACEUTICALS 56,086 730
Equity Arlo Technologies Ord Shs 11,615 1,491
Equity Arrowhead Pharmaceuticals Ord Shs 80,950 1,055
Equity Artisan Partners Asset Management Ord Shs Class A 121,470 2,413
Equity Asbury Automotive Group Ord Shs 60,482 415
Equity ASGN Ord Shs 12,697 152
Equity Astec Industries Ord Shs 32,760 566
Equity Atkore International Group Ord Shs 122,426 2,978
Equity Atlas Air Worldwide Holdings Ord Shs 39,378 722
Equity ATRION Ord Shs 10,276 16
Equity Avaya Holdings Ord Shs 21,333 1,114
Equity Avid Technology Ord Shs 16,886 1,064
Equity Avis Budget Group Ord Shs 18,389 493
Equity Axos Financial Ord Shs 17,151 457
Equity B and G Foods Ord Shs 53,380 1,925
Equity BancFirst Ord Shs 33,753 575
Equity Bancorp Ord Shs 42,574 3,119
Equity BancorpSouth Ord Shs 12,046 439
Equity Bandwidth Ord Shs Class A 21,053 137
Equity Bank of NT Butterfield & Son Ord Shs 38,046 1,221
Equity Barrett Business Services Ord Shs 33,286 488
Equity Beazer Homes Ord Shs 8,378 553
Equity Bed Bath and Beyond Ord Shs 48,591 2,736
Equity Big Lots Ord Shs 17,387 405
Equity Biglari Holdings Ordinary Shs Class B 6,783 61
Equity Biohaven Pharmaceutical Holding Company Ord Shs 21,428 250
Equity BJs Restaurants Ord Shs 16,936 440
Equity BJs Wholesale Club Holdings Ord Shs 46,190 1,239
Equity Blackstone Mortgage Trust REIT Class A Ord Shs 43,773 1,590
Equity Bloom Energy Class A Ord Shs 9,630 336
Equity Blueprint Medicines Ord Shs 33,981 303
Equity Bluerock Residential Growth REIT Class A 20,741 1,637
Equity BMC Stock Holdings Ord Shs 33,979 633
Equity Boise Cascade Ord Shs 173,992 3,640
Equity Bonanza Creek Energy Ord Shs 12,197 631
Equity Box Ord Shs Class A 7,599 421
Equity Boyd Gaming Ord Shs 15,365 358
Equity BridgeBio Pharma Ord Shs 42,808 602
Equity BrightSphere Investment Group Ord Shs 29,151 1,512
Equity Brinker International Ord Shs 68,054 1,203
Equity Brookdale Senior Living Ord Shs 17,436 3,936
Equity Brookfield Renewable Subordinate Voting Ord Shs Class A 56,464 969
Equity Brooks Automation Ord Shs 11,331 167
Equity Builders FirstSource Ord Shs 168,872 4,138 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Caesars Entertainment Ord Shs 64,541 869
Equity CAI International Ord Shs 22,774 729
Equity Caledonia Mining Ord Shs 19,993 1,259
Equity Calix Networks Ord Shs 42,527 1,429
Equity Callaway Golf Ord Shs 11,093 462
Equity Cambium Networks Ord Shs 20,415 814
Equity Camping World Holdings Ord Shs Class A 19,121 734
Equity Cannae Holdings Ord Shs 33,689 761
Equity Cantel Medical Ord Shs 15,535 197
Equity Cardtronics Ord Shs Class A 34,629 981
Equity Caredx Ord Shs 23,909 330
Equity Carrols Restaurant Group Ord Shs 19,983 3,182
Equity Cars.com Ord Shs 12,227 1,082
Equity Catalyst Pharmaceuticals Ord Shs 45,230 13,542
Equity CatchMark Timber Trust Ord Shs Class A 10,343 1,105
Equity Cathay General Bancorp Ord Shs 42,748 1,328
Equity CBIZ Ord Shs 15,833 595
Equity Celsius Holdings Ord Shs 41,254 820
Equity Century Communities Ord Shs 28,851 659
Equity Cerence Ord Shs 29,541 294
Equity ChannelAdvisor Ord Shs 23,571 1,475
Equity Chart Industries Ord Shs 8,481 72
Equity ChemoCentryx Ord Shs 28,297 457
Equity Chimera Investment Ord Shs 18,409 1,796
Equity Cimpress Ord Shs 26,848 306
Equity CIT Group Ord Shs 31,556 879
Equity Citi Trends Ord Shs 22,853 460
Equity City Holding Ord Shs 15,023 216
Equity City Office REIT Ord Shs 10,522 1,077
Equity Clearfield Ord Shs 16,290 659
Equity Clearwater Paper Ord Shs 35,636 944
Equity Clearway Energy Ord Shs Class C 26,087 817
Equity Cloudera Ord Shs 28,738 2,066
Equity CMC Materials Ord Shs 97,286 643
Equity CNO Financial Group Ord Shs 29,344 1,320
Equity Cnx Resources Ord Shs 12,582 1,165
Equity Co Diagnostics Inc Ord Shs 4,836 520
Equity Coca Cola Consolidated Ord Shs 62,573 235
Equity Cogent Communications Holdings Ord Shs 13,710 229
Equity Coherus Biosciences Ord Shs 19,778 1,138
Equity Collectors Universe Ord Shs 49,236 653
Equity Collegium Pharmaceutical Ord Shs 9,074 453
Equity Columbus McKinnon Ord Shs 16,837 438
Equity Comfort Systems USA Ord Shs 27,015 513 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Commercial Metals Ord Shs 108,965 5,305
Equity Community Health Systems Ord Shs 38,421 5,171
Equity Computer Programs and Systems Ord Shs 46,755 1,742
Equity Comtech Telecommunications Ord Shs 10,345 500
Equity Conduent Ord Shs 17,189 3,581
Equity CONMED Ord Shs 11,984 107
Equity ConnectOne Bancorp Ord Shs 13,893 702
Equity Consolidated Communications Holdings Ord Shs 46,025 9,412
Equity Cooper Tire And Rubber Ord Shs 80,474 1,987
Equity Corcept Therapeutics Ord Shs 105,006 4,014
Equity Core Mark Holding Ord Shs 5,345 182
Equity CorVel Ord Shs 69,430 655
Equity Covetrus Ord Shs 10,490 365
Equity Cowen Ord Shs Class A 74,435 2,864
Equity Cracker Barrel Old Country Store Ord Shs 25,724 195
Equity Crocs Ord Shs 8,334 133
Equity Curo Group Holdings Ord Shs 24,418 1,704
Equity Cushman and Wakefield Ord Shs 10,959 739
Equity Customers Bancorp Ord Shs 38,451 2,115
Equity Dana Incorporated Ord Shs 60,102 3,079
Equity Darling Ingredients Ord Shs 47,932 831
Equity Daseke Ord Shs 5,078 874
Equity Deciphera Pharmaceuticals Ord Shs 11,015 193
Equity Deckers Outdoor Ord Shs 89,189 311
Equity Deluxe Ord Shs 12,994 445
Equity Denali Therapeutics Ord Shs 28,143 336
Equity Diamond S Shipping Ord Shs 5,941 892
Equity DiamondRock Hospitality REIT Ord Shs 6,419 778
Equity Dicerna Pharmaceuticals Ord Shs 9,187 417
Equity Diebold Nixdorf Ord Shs 10,671 1,001
Equity Digi International Ord Shs 8,921 472
Equity Digital Turbine Ord Shs 83,030 1,468
Equity Dine Brands Global Ord Shs 7,308 126
Equity Diodes Ord Shs 135,924 1,928
Equity Donnelley Financial Solutions Ord Shs 32,362 1,907
Equity Dorman Products Ord Shs 8,508 98
Equity Ducommun Ord Shs 14,392 268
Equity Duluth Holdings Ord Shs Class B 16,199 1,534
Equity DXP Enterprises Ord Shs 13,316 599
Equity Dycom Industries Ord Shs 19,862 263
Equity Eagle Bancorp Ord Shs 12,638 306
Equity Eagle Pharmaceuticals Ord Shs 31,574 678
Equity Easterly Government Properties Ord Shs 15,017 663
Equity EastGroup Properties REIT Ord Shs 37,552 272 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Edgewell Personal Care Ord Shs 26,350 762
Equity eHealth Ord Shs 8,756 124
Equity El Pollo Loco Ord Shs 10,679 590
Equity Electromed Ord Shs 34,276 3,494
Equity EMCOR Group Ord Shs 123,197 1,347
Equity Emergent BioSolutions Ord Shs 97,843 1,092
Equity Employers Holdings Ord Shs 110,444 3,431
Equity Enanta Pharmaceuticals Ord Shs 21,724 516
Equity Encore Capital Group Ord Shs 46,935 1,205
Equity Encore Wire Ord Shs 59,722 986
Equity Endo International Ord Shs 20,039 2,791
Equity EnerSys Ord Shs 27,991 337
Equity Ennis Ord Shs 68,241 3,823
Equity Ensign Group Ord Shs 54,617 749
Equity Enterprise Financial Services Ord Shs 15,588 446
Equity Envestnet Ord Shs 8,394 102
Equity ePlus Ord Shs 30,343 345
Equity Evertec Ord Shs 54,144 1,377
Equity Evofem Biosciences Ord Shs 2,716 1,127
Equity Evolent Health Ord Shs Class A 21,416 1,336
Equity eXp World Holdings Ord Shs 55,735 883
Equity Extreme Networks Ord Shs 24,322 3,530
Equity Fabrinet Ord Shs 113,592 1,464
Equity Fate Therapeutics Ord Shs 57,468 632
Equity Federated Hermes Ord Shs Class B 24,412 845
Equity FibroGen Ord Shs 21,994 593
Equity Fiesta Restaurant Group Ord Shs 19,745 1,732
Equity First Bancorp Ord Shs 27,614 2,995
Equity First Financial Bancorp Ord Shs 8,467 483
Equity First Interstate BancSystem Ord Shs Class A 43,583 1,069
Equity First Merchants Ord Shs 34,978 935
Equity First Midwest Bancorp Ord Shs 9,568 601
Equity Fitbit Ord Shs Class A 17,000 2,500
Equity Flagstar Bancorp Ord Shs 117,063 2,872
Equity Fluidigm Ord Shs 22,782 3,797
Equity FormFactor Ord Shs 152,678 3,549
Equity Fossil Group Ord Shs 6,286 725
Equity Foundation Building Materials Ord Shs 6,397 333
Equity Four Corners Property Ord Shs 19,529 656
Equity Fox Factory Holding Ord Shs 16,914 160
Equity Franchise Group Ord Shs 17,570 577
Equity Franklin Electric Ord Shs 26,507 383
Equity Fresh Del Monte Produce Ord Shs 22,265 925
Equity Front Yard Residential Ord Shs 6,512 402 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Fulton Financial Ord Shs 48,819 3,838
Equity FutureFuel Ord Shs 12,433 979
Equity G III Apparel Group Ord Shs 117,109 4,933
Equity GameStop Ord Shs Class A 11,568 614
Equity Genesco Ord Shs 14,624 486
Equity Genworth Financial A Ord Shs 29,541 7,815
Equity Geo Group REIT Ord Shs 13,210 1,491
Equity Glacier Bancorp Ord Shs 8,052 175
Equity Global Net Lease Ord Shs 10,215 596
Equity GMS Ord Shs 50,048 1,642
Equity Great Lakes Dredge and Dock Ord Shs 30,765 2,336
Equity Great Southern Bancorp Ord Shs 41,516 849
Equity Green Brick Partners Ord Shs 12,743 555
Equity Greenbrier Ord Shs 29,322 806
Equity Greif Ord Shs Class A 16,830 359
Equity Griffon Ord Shs 22,907 1,124
Equity Group 1 Automotive Ord Shs 95,208 726
Equity Groupon Ord Shs 25,229 664
Equity GTT Communications Ord Shs 5,516 1,545
Equity Hackett Group Ord Shs 13,958 970
Equity Halozyme Therapeutics Ord Shs 69,062 1,617
Equity Hanmi Financial Ord Shs 25,946 2,288
Equity Hannon Armstrong Sustainable Infrastructure Capital Ord Shs 44,464 701
Equity Healthcare Realty Trust REIT Ord Shs 14,326 484
Equity Healthcare Services Ord Shs 35,518 1,264
Equity Healthstream Ord Shs 7,316 335
Equity Heartland Financial USA Ord Shs 46,103 1,142
Equity Helen Of Troy Ord Shs 30,218 136
Equity Heritage Insurance Holdings Ord Shs 21,070 2,080
Equity Herman Miller Ord Shs 10,782 319
Equity Heron Therapeutics Ord Shs 9,842 465
Equity Hersha Hospitality REIT Ord Shs Class A 8,553 1,084
Equity Hibbett Sports Ord Shs 71,025 1,538
Equity Hilltop Holdings Ord Shs 115,294 4,191
Equity HMS Holdings Ord Shs 23,042 627
Equity HNI Ord Shs 51,793 1,503
Equity Home BancShares Ord Shs 13,558 696
Equity HomeStreet Ord Shs 28,654 849
Equity Hooker Furniture Ord Shs 33,540 1,040
Equity Hope Bancorp Ord Shs 32,883 3,014
Equity Horace Mann Educators Ord Shs 68,483 1,629
Equity Houghton Mifflin Harcourt Ord Shs 19,717 5,921
Equity Houlihan Lokey Ord Shs Class A 16,404 244
Equity Hub Group Ord Shs Class A 39,501 693 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity ICF International Ord Shs 18,805 253
Equity Ichor Holdings Ord Shs 43,168 1,432
Equity IES Ord Shs 14,549 316
Equity ImmunoGen Ord Shs 17,873 2,771
Equity Independence Realty Ord Shs 40,720 3,032
Equity Ingles Markets Ord Shs Class A 90,354 2,118
Equity Innovative Industrial Properties Ord Shs 9,523 52
Equity Innoviva Ord Shs 11,201 904
Equity Inovalon Holdings Ord Shs Class A 23,766 1,308
Equity Insight Enterprises Ord Shs 142,593 1,874
Equity Insmed Ord Shs 33,423 1,004
Equity Inspire Medical Systems Ord Shs 13,731 73
Equity Insteel Industries Ord Shs 44,763 2,010
Equity Integer Holdings Ord Shs 63,815 786
Equity Intelligent Systems Ord Shs 11,231 280
Equity Interface Ord Shs 34,535 3,289
Equity International Bancshares Ord Shs 81,207 2,169
Equity International Game Technology Ord Shs 50,684 2,992
Equity International Money Express Ord Shs 30,947 1,994
Equity Invacare Ord Shs 37,214 4,158
Equity Investors Bancorp Ord Shs 16,769 1,588
Equity Invitae Ord Shs 11,999 287
Equity iRhythm Technologies Ord Shs 45,307 191
Equity iRobot Ord Shs 7,467 93
Equity Ironwood Pharma Ord Shs Class A 41,186 3,616
Equity Istar REIT Ord Shs 13,365 900
Equity j2 Global Ord Shs 116,935 1,197
Equity Jack in the Box Ord Shs 7,610 82
Equity John B Sanfilippo and Son Ord Shs 56,227 713
Equity Johnson Outdoors Ord Shs Class A 147,207 1,307
Equity Joint Ord Shs 9,060 345
Equity Jounce Therapeutics Ord Shs 21,406 3,058
Equity KAR Auction Services Ord Shs 6,216 334
Equity Karuna Therapeutics Ord Shs 13,207 130
Equity KB Home Ord Shs 59,833 1,785
Equity KBR Ord Shs 84,006 2,716
Equity Kelly Services Ord Shs Class A 75,081 3,650
Equity Kennametal Ord Shs 20,222 558
Equity Kforce Ord Shs 162,846 3,869
Equity Kimball International Ord Shs Class B 10,289 861
Equity Kinsale Capital Group Ord Shs 78,651 393
Equity Kite Realty Group Trust REIT Ord Shs 7,076 473
Equity Kodiak Sciences Ord Shs 49,068 334
Equity Koppers Holdings Ord Shs 33,092 1,062 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity La-Z-Boy Ord Shs 13,107 329
Equity Lakeland Industries Ord Shs 63,602 2,334
Equity Lancaster Colony Ord Shs 9,554 52
Equity Lands' End Ord Shs 48,727 2,259
Equity Lattice Semiconductor Ord Shs 107,814 2,353
Equity LCI Industries Ord Shs 132,274 1,020
Equity Lexicon Pharmaceuticals Ord Shs 13,040 3,813
Equity Lexington Realty Trust REIT Ord Shs 59,238 5,578
Equity LHC Group Ord Shs 40,317 189
Equity Liberty Broadband Cum Redeemable Prf Shs Series A 2,989 105
Equity Lifevantage Ord Shs 8,630 926
Equity Ligand Pharmaceuticals Ord Shs 15,116 152
Equity Lithia Motors Ord Shs Class A 76,094 260
Equity LTC Properties REIT Ord Shs 9,572 246
Equity Luminex Ord Shs 34,495 1,492
Equity Lydall Ord Shs 9,339 311
Equity M I Homes Ord Shs 60,057 1,356
Equity Macys Ord Shs 33,761 3,001
Equity Magellan Health Ord Shs 60,639 732
Equity Malibu Boats Class A Ord Shs 64,501 1,033
Equity ManTech International Ord Shs Class A 7,204 81
Equity MarineMax Ord Shs 46,205 1,319
Equity Marriott Vacations Worldwide Ord Shs 49,399 360
Equity Masonite International Ord Shs 32,649 332
Equity Mastec Ord Shs 13,227 194
Equity Mastech Digital Ord Shs 27,125 1,706
Equity MasterCraft Boat Holdings Ord Shs 22,207 894
Equity Maxar Technologies Ord Shs 29,521 765
Equity Maximus Ord Shs 72,531 991
Equity MDC Holdings Ord Shs 70,567 1,452
Equity Medifast Ord Shs 79,910 407
Equity Medpace Holdings Ord Shs 175,531 1,261
Equity Megalith Financial Acquisition Ord Shs Class A 3,257 232
Equity Meridian Bioscience Ord Shs 24,858 1,330
Equity Merit Medical Systems Ord Shs 35,804 645
Equity Meritage Ord Shs 92,427 1,116
Equity Meritor Ord Shs 102,318 3,666
Equity Mersana Therapeutics Ord Shs 10,644 400
Equity Methode Electronics Ord Shs 63,430 1,657
Equity Miller Industries Ord Shs 14,600 384
Equity Mirati Therapeutics Ord Shs 44,367 202
Equity Mitek Systems Ord Shs 6,845 385
Equity Modine Manufacturing Ord Shs 6,946 553
Equity Monmouth Real Estate Investment REIT Ord Shs 34,605 1,998 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Moog Ord Shs Class A 47,977 605
Equity Mr Cooper Group Ord Shs 137,432 4,429
Equity Mueller Industries Ord Shs 71,203 2,028
Equity Murphy USA Ord Shs 46,066 352
Equity MYR Group Ord Shs 113,289 1,885
Equity Nanthealth Ord Shs 13,353 4,134
Equity Natera Ord Shs 103,600 1,041
Equity National Beverage Ord Shs 98,399 1,159
Equity National Energy Services Reunited Ord Shs 18,092 1,822
Equity National General Holdings Ord Shs 21,602 632
Equity National Health Investors REIT Ord Shs 24,210 350
Equity National Research Ord Shs 23,769 556
Equity National Western Life Group Ord Shs Class A 40,875 198
Equity Nautilus Ord Shs 27,156 1,497
Equity Navistar International Ord Shs 20,046 456
Equity NBT Bancorp Ord Shs 25,199 785
Equity Nelnet Ord Shs Class A 10,187 143
Equity Neogen Ord Shs 13,005 164
Equity NeoGenomics Ord Shs 105,742 1,964
Equity Neoleukin Therapeutics Ord Shs 6,486 460
Equity NeoPhotonics Ord Shs 6,836 752
Equity Netgear Ord Shs 61,920 1,524
Equity NetScout Systems Ord Shs 14,450 527
Equity Nevro Ord Shs 46,218 267
Equity New Senior Investment Group Ord Shs 16,669 3,218
Equity NexPoint Residential Trust Ord Shs 25,894 612
Equity NextGen Healthcare Ord Shs 17,966 985
Equity Novavax Ord Shs 62,780 563
Equity NuVasive Ord Shs 12,674 225
Equity O I Glass Ord Shs 24,419 2,052
Equity ODP Ord Shs 80,663 2,753
Equity Office Properties Income Ord Shs 30,945 1,362
Equity OFG Bancorp Ord Shs 28,459 1,535
Equity Old National Bancorp Ord Shs 25,618 1,547
Equity Omnicell Ord Shs 90,855 757
Equity ONE Gas Ord Shs 30,862 402
Equity Onto Innovation Ord Shs 26,248 552
Equity Ooma Ord Shs 7,589 527
Equity Opko Health Ord Shs 19,612 4,965
Equity Oppenheimer Holdings Non Voting Ord Shs Class A 81,907 2,606
Equity Orion Energy Systems Ord Shs 21,576 2,186
Equity Orion Engineered Carbons Ord Shs 12,118 707
Equity Ormat Tech Ord Shs 44,779 496
Equity Osmotica Pharmaceuticals Ord Shs 6,571 1,595 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Owens & Minor Ord Shs 78,147 2,889
Equity Pacific Biosciences of California Ord Shs 40,415 1,558
Equity PAE Ord Shs Class A 14,817 1,614
Equity Papa Johns International Ord Shs 36,995 436
Equity Patrick Industries Ord Shs 80,243 1,174
Equity Patterson Companies Ord Shs 91,734 3,096
Equity PC Connection Ord Shs 80,629 1,705
Equity PDL BioPharma Ord Shs 24,018 9,724
Equity Penn National Gaming Ord Shs 62,532 724
Equity Penn VA Ord Shs 13,834 1,363
Equity PennyMac Financial Services Ord Shs 120,872 1,842
Equity PennyMac Mortgage Investment Trust REIT Ord Shs 18,909 1,075
Equity Performance Food Group Ord Shs 58,227 1,223
Equity Perspecta Ord Shs 30,317 1,259
Equity PetMed Express Ord Shs 51,040 1,592
Equity Phibro Animal Health Ord Shs Class A 13,011 670
Equity Photronics Ord Shs 78,042 6,993
Equity Physicians Realty Trust REIT Ord Shs 9,434 530
Equity Piedmont Office Realty Trust REIT Ord Shs 27,672 1,705
Equity Pitney Bowes Ord Shs 15,702 2,549
Equity Plug Power Ord Shs 68,295 2,014
Equity PNM Resources Ord Shs 34,747 716
Equity PotlatchDeltic Ord Shs 13,756 275
Equity Powell Industries Ord Shs 9,614 326
Equity Power Integrations Ord Shs 76,457 934
Equity Preferred Bank Ord Shs 25,487 505
Equity Prestige Consumer Healthcare Ord Shs 10,810 310
Equity Primo Water Ord Shs 53,124 3,388
Equity Primoris Services Ord Shs 31,006 1,123
Equity PROG Holdings Ord Shs 15,353 285
Equity Progress Software Ord Shs 38,050 842
Equity ProPetro Holding Ord Shs 91,651 12,402
Equity Providence Service Ord Shs 24,815 179
Equity PS Business Parks REIT Ord Shs 14,217 107
Equity PTC Therapeutics Ord Shs 15,563 255
Equity Purple Innovation Ord Shs 34,258 1,040
Equity QTS Realty REIT Ord Shs Class A 27,165 439
Equity Quad Graphics Ord Shs Class A 7,648 2,002
Equity Qualys Ord Shs 95,790 786
Equity Radian Group Ord Shs 65,448 3,232
Equity Rayonier Advanced Materials Ord Shs 20,531 3,149
Equity RCI Hospitality Holdings Ord Shs 48,630 1,233
Equity Realogy Holdings Ord Shs 17,607 1,342
Equity Redfin Ord Shs 15,854 231 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Renewable Energy Ord Shs 73,015 1,031
Equity Rent-A-Center Ord Shs 10,223 267
Equity Resources Connection Ord Shs 8,208 653
Equity Retractable Technologies Ord Shs 16,260 1,514
Equity Rexnord Ord Shs 16,665 422
Equity RH Ord Shs 35,354 79
Equity Rush Enterprises Ord Shs Class A 90,875 2,194
Equity Ryerson Holding Ord Shs 178,207 13,065
Equity Sabra Health Care REIT Ord Shs 29,112 1,676
Equity Sally Beauty Holdings Ord Shs 44,258 3,394
Equity Sanmina Ord Shs 132,184 4,145
Equity Sapiens International Ord Shs 7,438 243
Equity ScanSource Ord Shs 10,420 395
Equity Schnitzer Steel Industries Ord Shs Class A 11,232 352
Equity Schweitzer Mauduit International Ord Shs 7,037 175
Equity SeaSpine Holdings Ord Shs 17,223 987
Equity Secureworks Class A Ord Shs 47,082 3,311
Equity SELECT COMFORT 47,561 581
Equity Select Medical Holdings Ord Shs 37,673 1,362
Equity Selective Insurance Group Ord Shs 87,610 1,308
Equity Seneca Foods Ord Shs Class A 73,536 1,843
Equity Service Properties Trust Ord Shs 22,727 1,978
Equity Shenandoah Telecommunications Ord Shs 14,532 336
Equity Shoe Carnival Ord Shs 25,859 660
Equity Shutterstock Ord Shs 19,072 266
Equity Shyft Group Ord Shs 22,080 778
Equity Signet Jewelers Ord Shs 37,469 1,374
Equity Simmons First National Ord Shs Class A 26,253 1,216
Equity SiteOne Landscape Supply Ord Shs 11,263 71
Equity SMART Global Holdings Ord Shs 31,308 832
Equity Smith Micro Software Ord Shs 8,943 1,650
Equity Smith Wesson Brands Ord Shs 74,657 4,206
Equity Sonic Automotive Ord Shs Class A 42,581 1,104
Equity Sorrento Therapeutics Ord Shs 10,900 1,597
Equity South State Ord Shs 14,243 197
Equity SpartanNash Ord Shs 33,549 1,927
Equity Sportsmans Warehouse Holdings Ord Shs 28,484 1,623
Equity SPS Commerce Ord Shs 134,000 1,234
Equity Staar Surgical Ord Shs 7,764 98
Equity Stamps.com Ord Shs 71,021 362
Equity Standard Motor Products Ord Shs 13,069 323
Equity Steelcase Ord Shs Class A 83,034 6,128
Equity Stepan Ord Shs 8,352 70
Equity Sterling Construction Ord Shs 20,006 1,075 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity STEVEN MADDEN 6,534 185
Equity Stewart Info Services Ord Shs 55,711 1,152
Equity Stifel Financial Ord Shs 113,686 2,253
Equity Stitch Fix Ord Shs Class A 19,143 326
Equity StoneX Group Ord Shs 20,670 357
Equity STURM RUGER & CO 32,730 503
Equity Summit Materials Ord Shs Class A 27,469 1,368
Equity SunCoke Energy Ord Shs 19,775 4,546
Equity Sunrun Ord Shs 48,080 693
Equity Super Micro Computer Ord Shs 40,145 1,268
Equity Superior Group of Companies Ord Shs 26,540 1,142
Equity Supernus Pharmaceuticals Ord Shs 17,386 691
Equity SurModics Ord Shs 10,575 243
Equity Sykes Enterprises Ord Shs 109,130 2,897
Equity Synaptics Ord Shs 94,183 977
Equity Taylor Morrison Home Ord Shs 40,476 1,578
Equity Tegna Ord Shs 28,472 2,041
Equity Tenet Healthcare Ord Shs 49,034 1,228
Equity Tenneco Ord Shs Class A 12,709 1,199
Equity Tetra Tech Ord Shs 24,661 213
Equity Texas Roadhouse Ord Shs 44,239 566
Equity Textainer Group Holdings Ord Shs 16,667 869
Equity TG Therapeutics Ord Shs 42,604 819
Equity TopBuild Ord Shs 75,473 410
Equity Translate Bio Ord Shs 17,674 959
Equity TRI Pointe Group Ord Shs 42,073 2,439
Equity TriNet Group Ordinary Shs 10,800 134
Equity Triple S Management Ord Shs Class B 83,906 3,930
Equity Triton International Ord Shs 40,506 835
Equity Trueblue Ord Shs 25,998 1,391
Equity Trupanion Ord Shs 88,466 739
Equity Trustmark Ord Shs 37,770 1,383
Equity TTEC Holdings Ord Shs 22,462 308
Equity Tupperware Brands Ord Shs 5,636 174
Equity Turning Point Brands Ord Shs 91,125 2,045
Equity Turning Point Therapeutics Ord Shs 16,084 132
Equity Turtle Beach Ord Shs 9,978 463
Equity Tutor Perini Ord Shs 30,109 2,325
Equity Twist Bioscience Ord Shs 9,043 64
Equity U S Concrete Ord Shs 4,397 110
Equity U S Xpress Enterprises Ord Shs Class A 20,110 2,940
Equity UFP Industries Ord Shs 187,426 3,374
Equity Ultra Clean Holdings Ord Shs 38,595 1,239
Equity Ultragenyx Pharmaceutical Ord Shs 50,942 368 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Unifirst Ord Shs 23,498 111
Equity United Bankshares Ord Shs 23,846 736
Equity United Natural Foods Ord Shs 26,175 1,639
Equity Uniti Group Ord Shs 46,509 3,965
Equity Universal Electronics Ord Shs 22,453 428
Equity Universal Insurance Holdings Ord Shs 25,778 1,706
Equity Universal Technical Institute Ord Shs 10,323 1,598
Equity Urban Edge Properties Ord Shs 29,788 2,302
Equity Urstadt Biddle Properties REIT Ord Shs Class A 12,039 852
Equity USANA Health Sciences Ord Shs 42,791 555
Equity Valley National Ord Shs 10,091 1,035
Equity Vectrus Ord Shs 106,301 2,138
Equity Vera Bradley Ord Shs 5,476 688
Equity Veracyte Ord Shs 39,739 812
Equity Vericel Ord Shs 46,629 1,510
Equity Verint Systems Ord Shs 57,103 850
Equity Veritiv Ord Shs 85,218 4,099
Equity Verso Ord Shs Class A 23,175 1,928
Equity Vicor Ord Shs 13,372 145
Equity Viemed Healthcare Ord Shs 12,152 1,566
Equity Vir Biotechnology Ord Shs 5,597 209
Equity Virtus Investment Partners Ord Shs 80,941 373
Equity Vishay Intertechnology Ord Shs 53,411 2,579
Equity Vista Outdoor Ord Shs 82,186 3,459
Equity Vonage Holdings Ord Shs 10,764 836
Equity Wabash National Ord Shs 23,329 1,354
Equity Waddell and Reed Financial Ord Shs Class A 115,557 4,537
Equity Walker & Dunlop Ord Shs 129,840 1,411
Equity Warrior Met Coal Ord Shs 28,078 1,317
Equity Waterstone Financial Ord Shs 32,634 1,734
Equity WD-40 Ord Shs 34,007 128
Equity Weis Markets Ord Shs 6,454 135
Equity WESCO International 1000 DS Rep1 Cum Pref Shs Series A 7,719 247
Equity Wesco International Ord Shs 43,332 552
Equity Whitestone REIT Ord Shs 40,073 5,028
Equity Wingstop Ord Shs 32,607 246
Equity Winnebago Industries Ord Shs 11,508 192
Equity Worthington Industries Ord Shs 39,943 778
Equity XBiotech Ord Shs 16,949 1,083
Equity Xencor Ord Shs 27,836 638
Equity Xpel Ord Shs 36,247 703
Equity Xperi Holding Ord Shs 14,149 677
Equity Yeti Holdings Ord Shs 109,757 1,603
Equity Zumiez Ord Shs 47,005 1,278 rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR TM Small Cap Multi-Style Fund
Equity Zynex Ord Shs 23,797 1,768
Equity Russell 2000 EMini CME 789,942 8
Disclosures:
© AQR Funds are distributed by ALPS Distributors, Inc. AQR Capital Management, LLC is the Investment Manager of the Funds and a federally registered investment adviser. ALPS Distributors is not affiliated with AQR Capital Management.
Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing. To obtain a prospectus or summary prospectus containing this and other important information, please call 1-866-290-2688 or visit funds.aqr.com to view or download a prospectus online. Read the prospectus carefully before you invest. There are risks involved with investing including the possible loss of principal. Past performance does not guarantee future results. © AQR Funds. All rights reserved. AQR007013 1/31/2021
Holdings are subject to change.
The information set forth herein has been obtained or derived from sources believed by AQR Capital Management, LLC ("AQR") to be reliable. However, AQR does not make any representation or warranty, express or implied, as to the information's accuracy or completeness, nor does AQR recommend that the attached information serve as the basis of any investment decision. This document is intended exclusively for the use of the person to whom it has been delivered by AQR and it is not to be reproduced or redistributed to any other person without AQR's written consent.
rrid-4135854 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com