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AQR Global Equity Mutual Fund

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AQR Global Equity Mutual Fund 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 rrid-4203781 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Global Equity Mutual Fund 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 rrid-4203781 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Global Equity Mutual Fund 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 rrid-4203781 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Global Equity Mutual Fund 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 rrid-4203781 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Global Equity Mutual Fund 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
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