AQR Large Cap R.C. Equity Mutual Fund June 30, 2019

Portfolio Exposures

NAV: $13,980,766

Asset Class Security Description Exposure Quantity

Equity 3M Ord Shs 6,240 36

Equity Abbott Laboratories Ord Shs 23,464 279

Equity AbbVie Ord Shs 107,771 1,482

Equity Acadia Healthcare Company Ord Shs (135,571) (3,879)

Equity Accenture Ord Shs Class A 4,619 25

Equity Activision Blizzard Ord Shs 63,578 1,347

Equity Adient Ord Shs (53,127) (2,189)

Equity Adobe Ord Shs 118,744 403

Equity Advanced Micro Devices Ord Shs (19,376) (638)

Equity AFLAC Ord Shs 125,186 2,284

Equity Agilent Technologies Ord Shs 90,052 1,206

Equity Agios Pharmaceuticals Ord Shs (20,401) (409)

Equity Akamai Technologies Ord Shs 94,886 1,184

Equity Albemarle Ord Shs (95,265) (1,353)

Equity Alexion Pharmaceuticals Ord Shs 26,065 199

Equity Align Technology Ord Shs 23,265 85

Equity Alkermes Ord Shs 50,445 2,238

Equity Allegheny Technologies Ord Shs (40,068) (1,590)

Equity Alliance Data Systems Ord Shs 3,223 23

Equity Allscripts Healthcare Solutions Ord Shs 7,164 616

Equity Allstate Ord Shs 110,029 1,082

Equity Alphabet Ord Shs Class C 169,703 157

Equity Altice USA Ord Shs Class A 15,949 655

Equity Amazon Com Ord Shs 566,195 299

Equity AMC Networks Class A Ord Shs 70,401 1,292

Equity Amdocs Ord Shs 9,314 150

Equity American Electric Power Ord Shs 6,601 75

Equity American National Insurance Ord Shs 5,591 48

Equity American Tower REIT 12,880 63

Equity Ameriprise Finance Ord Shs 12,629 87

Equity Amgen Ord Shs 67,815 368

Equity Anadarko Petroleum Ord Shs 19,333 274

Equity Anthem Ord Shs 72,810 258

Equity APPLE 506,081 2,557

Equity Applied Material Ord Shs 169,939 3,784

Equity Aptiv Ord Shs (103,382) (1,279)

Equity Archer Daniels Midland Ord Shs 63,648 1,560

Equity Aspen Technology Ord Shs 44,989 362

Equity Assured Guaranty Ord Shs 39,808 946

Equity AT&T 42,457 1,267

Equity Athene Holding Ord Shs Class A 46,591 1,082

Equity AutoDesk Ord Shs 37,304 229

Equity Autoliv Ord Shs (5,218) (74)

Equity AutoZone Ord Shs 41,780 38

Equity AvalonBay Communities REIT Ord Shs 9,956 49

Equity Baker Hughes Ord Shs Class A (73,397) (2,980)

Equity Bank of America Ord Shs 76,212 2,628

Equity Baxter International Ord Shs 151,597 1,851

Equity Berkshire Hathaway Ord Shs Class B 204,217 958

Equity Best Buy Ord Shs 97,622 1,400

Equity Biogen Inc Ord Shs 224,047 958

Equity Black Hills Ord Shs 64,490 825

Equity bluebird bio Ord Shs (81,662) (642)

Equity Boeing Ord Shs 163,440 449

Equity Booking Holdings Ord Shs 121,856 65

Equity Booz Allen Hamilton Holding Ord Shs Class A 9,402 142

Equity Boston Properties REIT Ord Shs 23,607 183

Equity Boston Scientific Ord Shs 32,622 759

Equity Brinker International Ord Shs 5,273 134

Equity Bristol Myers Squibb Ord Shs 121,175 2,672

Equity Brixmor Property Group REIT Ord Shs 67,104 3,753

Equity Broadridge Financial Solutions Ord Shs 22,089 173

Equity Bruker Ord Shs 100,699 2,016

Equity BWX Technologies Ord Shs (14,901) (286)

Equity CACI International Ord Shs Class A 16,572 81

Equity Cadence Design Systems Ord Shs 115,349 1,629

Equity Caesars Entertainment Ord Shs (48,060) (4,066)

Equity Callon Petroleum Ord Shs (59,883) (9,087)

Equity Cardinal Health Ord Shs 29,390 624

Equity Carmax Ord Shs (30,738) (354)

Equity Catalent Ord Shs (22,172) (409)

Equity CBS Ord Shs Class B 130,588 2,617

Equity CDW Ord Shs 51,726 466

Equity Celanese Ord Shs 85,809 796

Equity Celgene Ord Shs 37,068 401

Equity CenterPoint Energy Ord Shs 34,070 1,190

Equity Cerner Ord Shs 112,296 1,532

Equity Charles River Laboratories International Ord Shs 18,731 132

Equity Chemours Ord Shs (8,472) (353)

Equity Cheniere Energy Ord Shs (50,242) (734)

Equity CHEVRON 25,261 203

Equity Ciena Ord Shs 18,303 445

Equity CIRRUS LOGIC 38,325 877

Equity Cisco Systems Ord Shs 216,895 3,963

Equity Citigroup Ord Shs 116,950 1,670

Equity Clean Harbors Ord Shs 48,135 677

Equity Cognex Ord Shs (80,127) (1,670)

Equity Cognizant Technology Solutions Ord Shs Class A 66,243 1,045

Equity COLGATE-PALMOLIVE 11,324 158

Equity Colony Capital Ord Shs Class A (12,605) (2,521)

Equity Columbia Sportswear Ord Shs 13,822 138

Equity COMCAST 223,069 5,276

Equity Commercial Metals Ord Shs (3,320) (186)

Equity Commscope Holding Ord Shs 25,514 1,622

Equity CommVault Systems Ord Shs 65,201 1,314

Equity Compass Minerals International Ord Shs (33,849) (616)

Equity Conagra Brands Ord Shs (128,993) (4,864)

Equity Concho Resources Ord Shs (71,607) (694)

Equity Conduent Ord Shs 57,358 5,981

Equity ConocoPhillips Ord Shs 171,593 2,813

Equity Copa Holdings A Ord Shs (23,417) (240)

Equity Core Laboratories Ord Shs (10,822) (207)

Equity Crane Ord Shs 9,679 116

Equity Cree Ord Shs (34,944) (622)

Equity CSX Ord Shs 3,714 48

Equity Cummins Ord Shs 112,228 655

Equity Curtiss Wright Ord Shs 52,759 415

Equity Danaher Ord Shs 80,035 560

Equity Darden Restaurants Ord Shs 22,764 187

Equity Deckers Outdoor Ord Shs 64,757 368

Equity Deluxe Ord Shs 10,653 262

Equity Dentsply Sirona Ord Shs 17,391 298

Equity Devon Energy Ord Shs 68,819 2,413

Equity Dollar General Ord Shs 5,136 38

Equity DropBox Ord Shs Class A 13,101 523

Equity DXC Technology Ord Shs 68,882 1,249

Equity Eastman Chemical Ord Shs 8,483 109

Equity Eaton Ord Shs 49,135 590

Equity eBay Ord Shs 116,012 2,937

Equity Edwards Lifesciences Ord Shs 39,719 215

Equity Electronic Arts Ord Shs 109,563 1,082

Equity Element Solutions Ord Shs (6,101) (590)

Equity Eli Lilly Ord Shs 17,616 159

Equity Ensco Rowan Ord Shs Class A (67,668) (7,933)

Equity EPAM Systems Ord Shs 75,818 438

Equity Equitrans Midstream Ord Shs (52,764) (2,677)

Equity Equity Residential REIT Ord Shs 20,802 274

Equity Exelixis Ord Shs 114,800 5,372

Equity Exelon Ord Shs 211,415 4,410

Equity EXXON MOBIL 102,531 1,338

Equity F5 Networks Ord Shs 28,689 197

Equity Facebook Class A Ord Shs 393,334 2,038

Equity Fidelity National Financial Ord Shs 79,190 1,965

Equity Fifth Third Bancorp Ord Shs 9,374 336

Equity First American Financial Ord Shs 36,677 683

Equity First Citizens Bancshares Ord Shs Class A 22,964 51

Equity First Data Ord Shs Class A 8,392 310

Equity Floor Decor Holdings Ord Shs Class A (86,524) (2,065)

Equity Foot Locker Ord Shs 51,352 1,225

Equity Fortinet Ord Shs 49,018 638

Equity Freeport McMoRan Ord Shs (39,265) (3,382)

Equity GENERAL ELECTRIC 55,398 5,276

Equity Gilead Sciences Ord Shs 109,177 1,616

Equity Globus Medical Ord Shs Class A 36,378 860

Equity GOOGLE 242,547 224

Equity GrafTech International Ord Shs 10,132 881

Equity Graham Holdings Company Ord Shs Class B 4,140 6

Equity Granite Construction Ord Shs (32,714) (679)

Equity H&R Block Ord Shs 28,157 961

Equity Haemonetics Ord Shs 16,366 136

Equity HAIN CELESTIAL GROUP (14,410) (658)

Equity HCA Healthcare Ord Shs 19,464 144

Equity Herman Miller Ord Shs 44,924 1,005

Equity Hess Ord Shs (57,404) (903)

Equity Hewlett Packard Enterprise Ord Shs 2,885 193

Equity HNI Ord Shs 47,445 1,341

Equity HollyFrontier Ord Shs 40,032 865

Equity Home BancShares Ord Shs (57,376) (2,979)

Equity HOME DEPOT 89,219 429

Equity Honeywell International Ord Shs 68,090 390

Equity Host Hotels & Resorts REIT Ord Shs 9,055 497

Equity HP Ord Shs 71,996 3,463

Equity Humana Ord Shs 67,917 256

Equity Huntington Ingalls Industries Ord Shs 49,892 222

Equity IAC InterActive Ord Shs 95,496 439

Equity IBM 199,679 1,448

Equity Incyte Ord Shs 32,285 380

Equity Ingersoll Rand Ord Shs 106,909 844

Equity Ingredion Ord Shs 13,611 165

Equity Inogen Ord Shs 78,777 1,180

Equity Insperity Ord Shs 60,215 493

Equity Insulet Ord Shs (120,932) (1,013)

Equity INTEL 166,300 3,474

Equity International Flavors & Fragrances Ord Shs (86,474) (596)

Equity International Paper Ord Shs 19,884 459

Equity Intuit Ord Shs 109,497 419

Equity IPG Photonics Ord Shs (31,004) (201)

Equity Iqvia Holdings Ord Shs 4,666 29

Equity Itt Ord Shs 29,531 451

Equity JOHNSON & JOHNSON 180,507 1,296

Equity JPMORGAN CHASE 144,893 1,296

Equity Juniper Networks Ord Shs 15,126 568

Equity Kennametal Ord Shs 21,565 583

Equity Keysight Technologies Ord Shs 47,060 524

Equity KIMBERLY-CLARK 54,778 411

Equity Knight-Swift Transportation Holdings Ord Shs Class A (78,323) (2,385)

Equity Kraft Heinz Ord Shs (20,704) (667)

Equity Kroger Ord Shs 33,694 1,552

Equity L3 Technologies Ord Shs 12,504 51

Equity Lam Research Ord Shs 54,661 291

Equity Las Vegas Sands Ord Shs 99,921 1,691

Equity Lear Ord Shs 23,537 169

Equity Legg Mason Ord Shs (2,909) (76)

Equity Lendingtree Ord Shs (15,961) (38)

Equity Ligand Pharmaceuticals Ord Shs (80,247) (703)

Equity Littelfuse Ord Shs (10,792) (61)

Equity lululemon athletica Ord Shs 64,876 360

Equity Lumentum Holdings Ord Shs (10,629) (199)

Equity LyondellBasell Industries Ord Shs Class A 146,679 1,703

Equity Mallinckrodt Ord Shs 2,396 261

Equity Manhattan Associates Ord Shs 33,001 476

Equity Manpower Ord Shs 46,175 478

Equity Marathon Oil Ord Shs 20,931 1,473

Equity Marvell Technology Group Ord Shs (151,980) (6,367)

Equity Masco Ord Shs 18,443 470

Equity Masimo Ord Shs 65,332 439

Equity Mastercard Ord Shs Class A 84,121 318

Equity Matador Resources Ord Shs (83,476) (4,199)

Equity Mattel Ord Shs (31,859) (2,842)

Equity McKesson Ord Shs 106,571 793

Equity Medical Properties Trust REIT Ord Shs 2,773 159

Equity Medtronic Ord Shs 123,588 1,269

Equity MERCK 189,836 2,264

Equity Meredith Ord Shs (29,512) (536)

Equity MetLife Ord Shs 15,497 312

Equity Michaels Companies Ord Shs 21,341 2,453

Equity Microchip Technology Ord Shs (62,684) (723)

Equity Micron Technology Ord Shs 92,346 2,393

Equity MICROSOFT 635,908 4,747

Equity Monster Beverage Ord Shs 71,234 1,116

Equity Moody's Ord Shs 22,461 115

Equity Morgan Stanley Ord Shs 5,695 130

Equity MSA Safety Ord Shs 14,755 140

Equity MSC Industrial Ord Shs Class A 13,887 187

Equity Murphy USA Ord Shs 2,689 32

Equity Mylan Ord Shs 17,669 928

Equity National Oilwell Varco Ord Shs (17,273) (777)

Equity Newmont Goldcorp Ord Shs (8,386) (218)

Equity Nike Ord Shs Class B 67,916 809

Equity Noble Energy Ord Shs (31,786) (1,419)

Equity Norfolk Southern Ord Shs 16,345 82

Equity NorthWestern Ord Shs 59,740 828

Equity Norwegian Cruise Line Holdings Ord Shs 12,871 240

Equity Nu Skin Enterprises Ord Shs Class A 6,264 127

Equity Nutanix Ord Shs Class A 10,921 421

Equity NuVasive Ord Shs 14,401 246

Equity nVent Electric Ord Shs 32,599 1,315

Equity Oasis Petroleum Ord Shs (26,758) (4,711)

Equity OGE Energy Ord Shs 7,576 178

Equity Olin Ord Shs (31,222) (1,425)

Equity ON Semiconductor Ord Shs 1,556 77

Equity Oracle Ord Shs 128,866 2,262

Equity Oshkosh Ord Shs 50,094 600

Equity OUTFRONT Media Ord Shs 18,724 726

Equity Patterson UTI Energy Ord Shs 25,299 2,198

Equity Paycom Software Ord Shs 11,336 50

Equity PayPal Holdings Ord Shs 124,761 1,090

Equity Penn National Gaming Ord Shs (74,363) (3,861)

Equity Penumbra Ord Shs (3,840) (24)

Equity Pepsico Ord Shs 63,991 488

Equity Perrigo Ord Shs (35,763) (751)

Equity PFIZER 230,073 5,311

Equity Phillips 66 Ord Shs 87,553 936

Equity Pinnacle Financial Partners Ord Shs (79,495) (1,383)

Equity Pinnacle West Ord Shs 27,662 294

Equity Pioneer Natural Resource Ord Shs 14,771 96

Equity PNC Financial Services Group Ord Shs 16,885 123

Equity PolyOne Ord Shs 24,610 784

Equity Popular Ord Shs 56,247 1,037

Equity PRA Health Sciences Ord Shs 24,292 245

Equity PROCTER & GAMBLE 179,607 1,638

Equity Progressive Ord Shs 8,952 112

Equity ProLogis REIT 1,602 20

Equity Prudential Financial Ord Shs 3,636 36

Equity Public Service Enterprise Group Ord Shs 15,117 257

Equity Pultegroup Ord Shs 65,137 2,060

Equity QUALCOMM Ord Shs 87,633 1,152

Equity Qurate Retail Ord Shs Series A 26,750 2,159

Equity Ralph Lauren Ord Shs Class A 43,051 379

Equity Range Resources Ord Shs (8,020) (1,149)

Equity Raytheon Ord Shs 24,691 142

Equity Red Hat Ord Shs 21,592 115

Equity Regeneron Pharmaceuticals Ord Shs 21,597 69

Equity Reinsurance Group of America Ord Shs 58,043 372

Equity Reliance Steel & Aluminum Ord Shs 55,163 583

Equity Retail Properties of America REIT Ord Class A 15,065 1,281

Equity Robert Half Ord Shs 64,022 1,123

Equity Royal Gold Ord Shs (44,993) (439)

Equity S&P Global Ord Shs 34,624 152

Equity Sabre Ord Shs 2,930 132

Equity SAGE Therapeutics Ord Shs (61,335) (335)

Equity SALESFORCE.COM 24,884 164

Equity Sally Beauty Holdings Ord Shs 8,191 614

Equity Scientific Games Ord Shs (48,896) (2,467)

Equity Senior Housing Properties Trust REIT Ord Shs 14,357 1,736

Equity ServiceNow Ord Shs 36,792 134

Equity Signet Jewelers Ord Shs 4,309 241

Equity Simon Property Group REIT Ord Shs 25,881 162

Equity Skechers USA Ord Shs Class A 77,938 2,475

Equity Skyworks Solutions Ord Shs 70,625 914

Equity Southwest Airlines Ord Shs 26,050 513

Equity Southwestern Energy Ord Shs 7,173 2,270

Equity SPDR S&P 500 ETF Trust 419,869 1,433

Equity Spirit Aerosystems Ord Shs Class A 107,734 1,324

Equity Starbucks Ord Shs 11,988 143

Equity Stericycle Ord Shs (57,778) (1,210)

Equity Sterling Ban Ord Shs (120,615) (5,668)

Equity SunTrust Banks Ord Shs 15,650 249

Equity SVB Financial Group Ord Shs (11,005) (49)

Equity Switch Ord Shs Class A (40,946) (3,128)

Equity Symantec Ord Shs 55,444 2,548

Equity Synchrony Financial Ord Shs 128,279 3,700

Equity Synnex Ord Shs (2,952) (30)

Equity Targa Resources Ord Shs (45,267) (1,153)

Equity Target Ord Shs 97,176 1,122

Equity Tech Data Ord Shs 63,911 611

Equity Tegna Ord Shs 60,176 3,972

Equity Teledyne Technologies Ord Shs 10,133 37

Equity Tenet Healthcare Ord Shs 2,830 137

Equity Tesla Ord Shs (111,953) (501)

Equity Texas Instrument Ord Shs 42,346 369

Equity Thermo Fisher Scientific Ord Shs 69,015 235

Equity TJX Ord Shs 33,156 627

Equity Toll Brothers Ord Shs 4,175 114

Equity Tractor Supply Ord Shs 15,341 141

Equity TransDigm Group Ord Shs (44,026) (91)

Equity Transocean Ord Shs (130,052) (20,289)

Equity Travelers Companies Ord Shs 62,649 419

Equity TripAdvisor Ord Shs 50,317 1,087

Equity Tupperware Brands Ord Shs 13,283 698

Equity Twitter Ord Shs 14,449 414

Equity Tyson Foods Ord Shs Class A 181,019 2,242

Equity UGI Ord Shs 5,822 109

Equity Under Armour Ord Shs Class A (26,187) (1,033)

Equity United Bankshares Ord Shs (90,351) (2,436)

Equity UnitedHealth Group Ord Shs 93,944 385

Equity Univar Ord Shs (9,235) (419)

Equity Universal Display Ord Shs (57,358) (305)

Equity Unum Ord Shs 2,416 72

Equity Urban Outfitters Ord Shs 32,146 1,413

Equity US Steel Corp Ord Shs (19,138) (1,250)

Equity Valero Energy Ord Shs 93,829 1,096

Equity Varian Medical Systems Ord Shs 3,812 28

Equity Veeva Systems Ord Shs Class A 135,200 834

Equity VeriSign Ord Shs 57,728 276

Equity Verizon Communications Ord Shs 106,662 1,867

Equity Viacom Ord Shs Class B 48,389 1,620

Equity ViaSat Ord Shs (36,935) (457)

Equity Vishay Intertechnology Ord Shs 3,998 242

Equity Visteon Ord Shs (52,605) (898)

Equity Vornado Realty Trust REIT Ord Shs 2,756 43

Equity Walgreen Boots Alliance Ord Shs 6,232 114

Equity WALMART 169,271 1,532

Equity Walt Disney Ord Shs 131,541 942

Equity Waste Management Ord Shs 93,680 812

Equity Weight Watchers International Ord Shs 48,610 2,545

Equity Welbilt Ord Shs (34,686) (2,077)

Equity WELLS FARGO 113,189 2,392

Equity Wesco International Ord Shs 115,127 2,273

Equity Westinghouse Air Brake Technologies Ord Shs (227,336) (3,168)

Equity Whiting Petroleum Ord Shs 7,024 376

Equity World Fuel Services Ord Shs 78,788 2,191

Equity Worldpay Ord Shs Class A 19,731 161

Equity WW Grainger Ord Shs 63,571 237

Equity Xerox Ord Shs 11,473 324

Equity Xilinx Ord Shs 78,063 662

Equity Yelp Ord Shs 39,615 1,159

Equity Zillow Group Ord Shs Class C (39,478) (851)

Equity Zynga Ord Shs Class A 54,667 8,918

Disclosures:

AQR Funds are distributed by ALPS Distributors, Inc.

Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing. To obtain a prospectus containing this and other important information, please call 1-866-290-2688 or visit "http://aqrfunds.com/Reference_Materials/Prospectus_and_Reports/Content/default.fs" 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. AQR006995 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.