AQR Global Equity Mutual Fund

June 30, 2021

Portfolio Exposures

NAV: $335,527,092

Asset Class Security Description Exposure Quantity

Equity 3i Group PLC 154,671 9,545

Equity A P Moller Maersk Ord Shs Class B 376,566 131

Equity Accenture Ord Shs Class A 121,453 412

Equity Adecco Group Ord Shs 786,065 11,559

Equity Adobe Ord Shs 1,021,942 1,745

Equity AES Ord Shs 99,874 3,831

Equity Aisin Ord Shs 813,136 19,000

Equity Alexion Pharmaceuticals Ord Shs 236,435 1,287

Equity Alleghany Ord Shs 334,869 502

Equity Allegion Ord Shs 111,301 799

Equity Allstate Ord Shs 3,641,885 27,920

Equity Alphabet Ord Shs Class C 3,711,860 1,481

Equity Altria Group Ord Shs 1,715,097 35,971

Equity Amazon Com Ord Shs 4,148,833 1,206

Equity Amerco Ord Shs 158,549 269

Equity American Tower REIT 1,187,535 4,396

Equity AmerisourceBergen Ord Shs 2,399,825 20,961

Equity AMETEK Ord Shs 320,400 2,400

Equity Anglo American Ord Shs 227,974 5,745

Equity Anthem Ord Shs 1,225,196 3,209

Equity APPLE 15,243,922 111,302

Equity Applied Material Ord Shs 1,655,542 11,626

Equity Arch Capital Group Ord Shs 602,363 15,469

Equity Arrow Electronics Ord Shs 2,435,962 21,400

Equity ASML Holding Ord Shs 882,937 1,285

Equity ASX Ord Shs 51,982 891

Equity AT&T 1,176,958 40,895

Equity Atlantia Ord Shs 137,499 7,593

Equity Atos Ord Shs 1,872,188 30,774

Equity Aurizon Holdings Ord Shs 633,779 226,934

Equity Australia and New Zealand Banking Group Ord Shs 91,783 4,343

Equity AutoDesk Ord Shs 543,226 1,861

Equity Autoliv Ord Shs 1,772,096 18,127

Equity AutoZone Ord Shs 1,665,318 1,116

Equity AvalonBay Communities REIT Ord Shs 169,248 811

Equity Aviva Ord Shs 3,615,602 644,802

Equity BAE Systems Ord Shs 209,960 29,116

Equity Banco Santander Ord Shs 371,152 97,211

Equity Bank of New York Mellon Ord Shs 1,614,206 31,509

Equity Barclays Ord Shs 147,685 62,474

Equity Barratt Developments Ord Shs 145,354 15,135

Equity Barrick Gold Ord Shs 1,246,138 60,183

Equity Berkshire Hathaway Ord Shs Class B 2,212,799 7,962

Equity Best Buy Ord Shs 2,705,019 23,526

Equity BGP HOLDINGS PLC 1 96,388

Equity BHP BILLITON 541,015 14,837

Equity BHP Group Ord Shs 1,281,748 43,560

Equity Bluescope Steel Ord Shs 534,887 32,444

Equity BMW Ord Shs 1,637,199 15,458

Equity BNP Paribas Ord Shs 565,039 9,012

Equity Booz Allen Hamilton Holding Ord Shs Class A 780,164 9,159

Equity Brenntag Ord Shs 328,470 3,532

Equity Broadcom Ord Shs 1,606,474 3,369

Equity Brother Industries Ord Shs 647,183 32,400

Equity Canadian Tire Ord Shs Class A 131,322 829

Equity Cardinal Health Ord Shs 3,044,781 53,333

Equity Carmax Ord Shs 117,914 913

Equity Carrefour Ord Shs 2,937,753 149,366

Equity CDW Ord Shs 896,828 5,135

Equity CGI Ord Shs 368,310 4,058

Equity Cheung Kong Infrastructure Holdings Ord Shs 16,390 2,749

Equity Chubb Ord Shs 1,951,465 12,278

Equity Chubu Electric Power Ord Shs 130,918 10,700

Equity Cisco Systems Ord Shs 4,239,576 79,992

Equity Citigroup Ord Shs 977,907 13,822

Equity Citizens Financial Group Ord Shs 257,881 5,622

Equity CK Hutchison Holdings Ord Shs 3,209,694 412,000

Equity CNP Assurances Ord Shs 462,030 27,150

Equity Cognizant Technology Solutions Ord Shs Class A 382,038 5,516

Equity Commerzbank Ord Shs 141,867 19,998

Equity Compagnie de Saint Gobain Ord Shs 1,211,058 18,387

Equity Compagnie Generale des Etablissements Michelin Ord Shs 300,983 1,887

Equity Credit Suisse Group Ord Shs 480,170 45,795

Equity Crown Castle International REIT Ord Shs 384,347 1,970

Equity Crown Holdings Ord Shs 1,128,603 11,042

Equity Daimler Ord Shs 270,752 3,032

Equity Daito Trust Construction Ord Shs 53,202 486

Equity Daiwa House Industry Ord Shs 73,647 2,451

Equity Danske Bank Ord Shs 100,521 5,712

Equity Dell Technologies Ord Shs Class C 904,007 9,070

Equity Dexus Stapled Units 112,692 14,068

Equity Diasorin Ord Shs 101,196 535

Equity Digital Realty Trust REIT Ord Shs 127,741 849

Equity Direct Line Insurance Ord Shs 206,518 52,454

Equity Disco Ord Shs 244,707 800

Equity Dollar General Ord Shs 887,199 4,100

Equity Dollar Tree Ord Shs 1,445,437 14,527

Equity DOMINION RESOURCES 178,039 2,420

Equity Dover Ord Shs 182,226 1,210

Equity E.ON N Ord Shs 197,453 17,070

Equity Eaton Ord Shs 146,402 988

Equity Edison International Ord Shs 704,884 12,191

Equity Electricite de France Ord Shs 379,382 27,770

Equity Electrolux Ord Shs Class B 1,392,892 50,199

Equity Enagas Ord Shs 1,703,514 73,722

Equity Endesa Ord Shs 1,562,595 64,401

Equity Eneos Holdings Ord Shs 436,878 104,300

Equity Entain Ord Shs 748,980 31,061

Equity Entergy Ord Shs 565,997 5,677

Equity Equinix REIT Ord Shs 178,177 222

Equity Equity Residential REIT Ord Shs 157,696 2,048

Equity Ericsson Ord Shs Class B 151,062 12,011

Equity Everest Re Group Ord Shs 844,738 3,352

Equity Evraz Ord Shs 1,331,596 162,823

Equity EXXON MOBIL 96,134 1,524

Equity Facebook Class A Ord Shs 5,996,954 17,247

Equity Fedex Ord Shs 2,059,074 6,902

Equity Fidelity National Financial Ord Shs 1,348,911 31,038

Equity Ford Motor Ord Shs 1,386,780 93,323

Equity Fortescue Metals Group Ord Shs 1,925,916 109,911

Equity Fortune Brands Home And Security Ord Shs 165,153 1,658

Equity Fresenius Medical Care Ord Shs 135,804 1,635

Equity Fresenius Se and Co Kgaa Ord Shs 71,217 1,365

Equity Garmin Ord Shs 1,288,887 8,911

Equity Generac Holdings Ord Shs 252,826 609

Equity General Dynamics Ord Shs 355,435 1,888

Equity General Motors Ord Shs 1,537,473 25,984

Equity Genuine Parts Ord Shs 1,311,747 10,372

Equity Global Payments Ord Shs 1,075,167 5,733

Equity Goldman Sachs Group Ord Shs 1,750,013 4,611

Equity Goodman Group Units 403,167 25,367

Equity GOOGLE 100,113 41

Equity GPT Group Stapled Units 157,907 42,925

Equity Great West Lifeco Ord Shs 39,993 1,345

Equity HelloFresh Ord Shs 1,409,011 14,493

Equity Hochtief Ord Shs 170,340 2,218

Equity Holcim Ltd Ord Shs 1,443,174 24,036

Equity Hologic Ord Shs 898,452 13,466

Equity Honda Motor Ord Shs 767,637 24,000

Equity Hong Kong Exchanges and Clearing Ord Shs 314,002 5,269

Equity HP Ord Shs 1,436,561 47,584

Equity Hulic Ord Shs 16,893 1,500

Equity Humana Ord Shs 259,877 587

Equity Huntington Ingalls Industries Ord Shs 1,056,490 5,013

Equity Husqvarna Ord Shs Class B 543,150 40,854

Equity Ibiden Ord Shs 323,813 6,000

Equity IBM 1,445,817 9,863

Equity Imperial Brands Ord Shs 91,629 4,260

Equity ING Groep Ord Shs 259,832 19,668

Equity INTEL 4,828,601 86,010

Equity Investor Ord Shs Class B 203,336 8,816

Equity Ipsen Ord Shs 235,101 2,260

Equity Japan Metropolitan Fund Investment REIT Ord Shs 232,143 214

Equity Japan Post Insurance Ord Shs 146,199 7,900

Equity Japan Real Estate Investment Trust Ord Shs 184,611 30

Equity JOHNSON & JOHNSON 1,600,284 9,714

Equity Johnson Controls International Ord Shs 301,217 4,389

Equity JPMORGAN CHASE 1,899,299 12,211

Equity Juniper Networks Ord Shs 139,567 5,103

Equity Kajima Ord Shs 825,261 65,100

Equity Keycorp Ord Shs 156,878 7,597

Equity KIMBERLY-CLARK 398,129 2,976

Equity Kingfisher Ord Shs 1,337,333 265,587

Equity Kinnevik Ord Shs Class B 55,283 1,380

Equity Kinross Gold Ord Shs 2,571,559 405,135

Equity KLA Ord Shs 1,514,385 4,671

Equity Knight-Swift Transportation Holdings Ord Shs Class A 1,396,031 30,709

Equity Knorr Bremse Ord Shs 97,432 847

Equity Kone Ord Shs 373,682 4,580

Equity Koninklijke Ahold Delhaize Ord Shs 3,811,303 128,195

Equity L Brands Ord Shs 1,253,700 17,398

Equity L3Harris Technologies Ord Shs 598,952 2,771

Equity La Francaise Des Jeux Ord Shs 142,818 2,429

Equity Lam Research Ord Shs 760,668 1,169

Equity Lanxess Ord Shs 153,868 2,244

Equity Lendlease Group Stapled Units 25,183 2,927

Equity Lennar A Ord Shs 979,392 9,858

Equity Link Real Estate Investment Trust 177,605 18,329

Equity Lion Ord Shs 113,608 6,700

Equity LKQ Ord Shs 222,425 4,519

Equity Lockheed Martin Ord Shs 4,091,099 10,813

Equity Logitech International Ord Shs 232,362 1,916

Equity Lowe's Companies Ord Shs 3,547,323 18,288

Equity M&G Ord Shs 1,375,262 434,915

Equity Manulife Financial Ord Shs 916,158 46,495

Equity Markel Ord Shs 2,325,952 1,960

Equity Marubeni Ord Shs 558,822 64,200

Equity Masco Ord Shs 165,655 2,812

Equity Maxim Integrated Products Ord Shs 173,949 1,651

Equity Mazda Motor Ord Shs 177,778 18,900

Equity MCDONALD'S 1,065,557 4,613

Equity McKesson Ord Shs 2,548,847 13,328

Equity MERCK 2,270,340 29,193

Equity MICROSOFT 10,903,725 40,250

Equity Mirvac Group Stapled Units 209,742 95,677

Equity Mitsubishi Estate Ord Shs 93,297 5,764

Equity Mitsubishi Ord Shs 240,079 8,800

Equity Mitsui Fudosan Ord Shs 106,592 4,598

Equity Moderna Ord Shs 692,956 2,949

Equity Mohawk Industries Ord Shs 113,200 589

Equity Mondi Ord Shs 162,505 6,188

Equity Mosaic Ord Shs 143,340 4,492

Equity Newcrest Mining Ord Shs 83,621 4,406

Equity NGK Spark Plug Ord Shs 112,709 7,600

Equity Nike Ord Shs Class B 342,350 2,216

Equity Nintendo Ord Shs 2,561,744 4,400

Equity Nippon Building Fund REIT Ord Shs 131,120 21

Equity Nippon Express Ord Shs 167,691 2,200

Equity Nippon Telegraph And Telephone Ord Shs 203,207 7,792

Equity Nippon Yusen Ord Shs 537,688 10,600

Equity Nitto Denko Ord Shs 171,790 2,300

Equity NN Group Ord Shs 420,377 8,911

Equity Nomura Holdings Ord Shs 136,080 26,600

Equity Nomura Real Estate Holdings Ord Shs 25,390 1,000

Equity Nomura Real Estate Master Fund REIT Ord Shs 187,744 117

Equity Nordson Ord Shs 658,969 3,002

Equity Northrop Grumman Ord Shs 1,470,438 4,046

Equity Novartis Ord Shs 187,733 2,058

Equity NVR Ord Shs 900,167 181

Equity NXP Semiconductors Ord Shs 540,838 2,629

Equity O Reilly Automotive Ord Shs 934,247 1,650

Equity Obayashi Ord Shs 1,049,353 131,900

Equity Old Dominion Freight Line Ord Shs 324,103 1,277

Equity Omnicom Group Ord Shs 117,985 1,475

Equity Onex Ord Shs 950,328 13,074

Equity Oracle Ord Shs 3,607,573 46,346

Equity Orange Ord Shs 948,101 83,149

Equity Organon Ord Shs 109,965 3,634

Equity Orion Ord Shs Class B 154,717 3,599

Equity PACCAR Ord Shs 479,808 5,376

Equity Pandora Ord Shs 1,955,804 14,548

Equity PayPal Holdings Ord Shs 1,562,624 5,361

Equity PFIZER 1,584,061 40,451

Equity PHILIP MORRIS INTERNATIONAL 407,639 4,113

Equity Porsche Automobil Holding Pref Shs 92,692 865

Equity Power Corporation of Canada Ord Shs 225,879 7,139

Equity PROCTER & GAMBLE 2,080,216 15,417

Equity Progressive Ord Shs 654,471 6,664

Equity ProLogis REIT Ord Shs 356,199 2,980

Equity Proximus Ord Shs 448,764 23,230

Equity Prysmian Ord Shs 348,531 9,722

Equity Public Storage REIT Ord Shs 746,914 2,484

Equity Publicis Groupe Ord Shs 778,612 12,172

Equity Pultegroup Ord Shs 2,667,436 48,881

Equity Qorvo Ord Shs 914,077 4,672

Equity QUALCOMM Ord Shs 912,751 6,386

Equity Red Electrica Ord Shs 297,453 16,022

Equity Renesas Electronics Ord Shs 272,684 25,200

Equity Repsol Ord Shs 548,576 43,830

Equity Republic Services Ord Shs 184,817 1,680

Equity Resona Holdings Ord Shs 680,887 176,900

Equity Rio Tinto Ord Shs 2,705,447 32,920

Equity RioCan Real Estate Investment Trust Units 204,182 11,451

Equity Ritchie Bros Auctioneers Ord Shs 421,308 7,099

Equity ROCHE HOLDING 1,195,707 3,171

Equity Rohm Ord Shs 555,185 6,000

Equity Ross Stores Ord Shs 744,620 6,005

Equity ROYAL DUTCH SHELL 'B' 439,504 22,741

Equity Sage Group Ord Shs 800,272 84,668

Equity Scentre Group Unit 186,287 90,560

Equity Sealed Air Ord Shs 191,852 3,238

Equity Seb Ord Shs 262,964 1,455

Equity Sekisui House Ord Shs 199,130 9,700

Equity Sensata Technologies Holding Ord Shs 865,956 14,938

Equity SGS Ord Shs 114,240 37

Equity Shimizu Ord Shs 429,877 56,000

Equity Shinsei Bank Ord Shs 416,136 31,700

Equity Simon Property Group REIT Ord Shs 224,817 1,723

Equity Singapore Exchange Ord Shs 33,826 4,067

Equity Skanska Ord Shs Class B 190,048 7,160

Equity Skyworks Solutions Ord Shs 1,549,340 8,080

Equity Societe Generale Ord Shs 174,177 5,908

Equity Sodexo Ord Shs 94,357 1,011

Equity Sonic Healthcare Ord Shs 295,351 10,245

Equity Sony Group Ord Shs 233,859 2,400

Equity South32 Ord Shs 1,170,411 532,078

Equity SS And C Technologies Holdings Ord Shs 1,066,416 14,799

Equity State Street Ord Shs 448,015 5,445

Equity Stellantis Ord Shs 1,318,248 67,150

Equity Stmicroelectronics Ord Shs 95,527 2,632

Equity Stockland Stapled Units 173,728 49,658

Equity Subaru Ord Shs 592,351 30,000

Equity Sumitomo Mitsui Financial Group Ord Shs 93,171 2,700

Equity Sumitomo Realty & Development Ord Shs 93,858 2,624

Equity Suncorp Group Ord Shs 318,970 38,242

Equity Svenska Handelsbanken Ord Shs Class A 1,393,355 123,407

Equity Swedbank Ord Shs Class A 571,723 30,705

Equity Swiss Life Holding Ord Shs 945,554 1,944

Equity Synopsys Ord Shs 1,201,893 4,358

Equity Taiheiyo Cement Ord Shs 375,464 17,100

Equity Taisei Ord Shs 593,603 18,100

Equity Target Ord Shs 4,116,590 17,029

Equity TC Energy Ord Shs 806,143 16,274

Equity Telecom Italia Ord Shs 1,465,951 2,950,945

Equity Tesla Ord Shs 1,591,178 2,341

Equity Texas Instrument Ord Shs 2,094,724 10,893

Equity The Swatch Group Ord Shs 117,435 342

Equity Thermo Fisher Scientific Ord Shs 1,744,962 3,459

Equity TJX Ord Shs 402,700 5,973

Equity Tokyo Electric Power Holdings Ord Shs 420,119 141,300

Equity Tosoh Ord Shs 157,092 9,100

Equity Travelers Companies Ord Shs 946,167 6,320

Equity Tyson Foods Ord Shs Class A 1,842,672 24,982

Equity Unibail Rodamco WE Stapled Units 300,619 3,473

Equity Unicredit Ord Shs 441,521 37,418

Equity Uniper Ord Shs 307,675 8,353

Equity United Parcel Service Ord Shs Class B 907,165 4,362

Equity UPM-Kymmene Ord Shs 457,216 12,086

Equity US Bancorp Ord Shs 1,125,955 19,764

Equity VeriSign Ord Shs 312,163 1,371

Equity Vertex Pharmaceuticals Ord Shs 1,257,163 6,235

Equity Vicinity Centres 113,240 97,628

Equity Volkswagen Non-Voting Pref Shs 166,808 666

Equity Walgreen Boots Alliance Ord Shs 348,173 6,618

Equity WALMART 4,836,704 34,298

Equity Wartsila Ord Shs 198,179 13,353

Equity WELLS FARGO 508,018 11,217

Equity Welltower Ord Shs 249,383 3,001

Equity Western Union Ord Shs 184,771 8,044

Equity Westpac Banking Corporation Ord Shs 91,052 4,699

Equity Westrock Ord Shs 661,950 12,438

Equity WH Group Ord Shs 1,757,617 1,955,500

Equity Yamada Holdings Ord Shs 202,907 43,900

Equity Yamana Gold Ord Shs 1,345,873 319,271

Equity Yamato Holdings Ord Shs 145,202 5,100

Equity Zebra Technologies Ord Shs Class A 176,320 333

Equity AEX Index Future 10,900,736 63

Equity CAC40 Index Future 15,898,329 206

Equity DAX Index Future 3,683,652 8

Equity E-Mini S&P 500 Index Future 31,801,500 148

Equity FTSE MIB Index Future 9,674,766 65

Equity FTSE100 Index Future (38,693,213) (398)

Equity Hang Seng Index Future 6,310,644 34

Equity IBEX 35 Index Future (25,211,157) (241)

Equity M7ES (5,626,513) (24,150)

Equity M7IT 378,994 2,634

Equity M7JP 4,650,883 211,908

Equity M7NL 2,806,219 6,065

Equity MSCI Singapore Index Future 1,005,776 38

Equity NDEUIS 12,475 75

Equity OMX Index Future 2,778,585 105

Equity OSE Japan Topix Index Future 35,547,771 203

Equity S&P/TSE 60 Index Future (1,367,044) (7)

Equity SPI 200 Index Future (16,607,960) (121)

Equity TA35 Index Futures 568,125 11

Equity Swiss Market Index Swap (258,403) (2)

Currency AUD vs USD Forward 26,342,316 35,088,000

Currency CAD vs USD Forward 34,175,885 42,319,998

Currency CHF vs USD Forward (14,336,561) (13,252,000)

Currency DKK vs USD Forward 74,156 465,000

Currency EUR vs USD Forward 44,337,243 37,387,000

Currency GBP vs USD Forward (11,181,460) (8,094,003)

Currency HKD vs USD Forward (2,337,027) (18,149,000)

Currency ILS vs USD Forward 586,466 1,910,999

Currency JPY vs USD Forward 5,526,372 613,372,000

Currency NOK vs USD Forward (41,210,082) (354,620,999)

Currency NZD vs USD Forward (35,801,154) (51,235,999)

Currency SEK vs USD Forward 30,871,652 264,018,999

Currency SGD vs USD Forward 999,851 1,344,000

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. AQR008094 1/31/2023

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.