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AQR Equity Market Neutral Mutual Fund June 30, 2021

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AQR Equity Market Neutral Mutual Fund June 30, 2021 AQR Equity Market Neutral Mutual Fund June 30, 2021 Portfolio Exposures NAV: $55,337,376 Asset Class Security Description Exposure Quantity Equity 10x Genomics Ord Shs Class A (221,864) (1,133) Equity 2U Ord Shs (277,189) (6,652) Equity 3M Ord Shs 116,000 584 Equity A O Smith Ord Shs 64,926 901 Equity A P Moller Maersk Ord Shs Class B 595,032 207 Equity A2A Ord Shs 33,685 16,476 Equity AAK Ord Shs (12,469) (556) Equity Aalberts Ord Shs (2,311) (43) Equity Abb Ord Shs (94,644) (2,787) Equity Abbott Laboratories Ord Shs 295,853 2,552 Equity AbbVie Ord Shs 74,568 662 Equity ABC Mart Ord Shs 28,696 500 Equity Abcam Ord Shs (128,012) (6,710) Equity Abiomed Ord Shs 25,905 83 Equity Abrdn Ord Shs 216,818 57,915 Equity Acadia Healthcare Company Ord Shs (56,287) (897) Equity Acceleron Pharma Ord Shs (130,133) (1,037) Equity Accenture Ord Shs Class A 211,364 717 Equity Acciona Ord Shs (26,721) (177) Equity Accor Ord Shs (18,074) (484) Equity Acerinox Ord Shs 200,586 16,607 Equity ACI Worldwide Ord Shs 140,389 3,780 Equity Acs Actividades De Construccion Y Servicios Ord Shs (82,994) (3,098) Equity Activision Blizzard Ord Shs 221,898 2,325 Equity Acuity Brands Ord Shs (33,665) (180) Equity Adaptive Biotechnologies Ord Shs (222,033) (5,434) Equity Adecco Group Ord Shs 325,402 4,785 Equity Adevinta Ord Shs (216,077) (11,269) Equity Adidas N Ord Shs (136,989) (368) Equity Adient Ord Shs (4,339) (96) Equity Admiral Group Ord Shs (392,415) (9,035) Equity Adobe Ord Shs 248,311 424 Equity ADT Ord Shs 39,146 3,628 Equity Adtalem Global Education Ord Shs 231,446 6,494 Equity Advance Auto Parts Ord Shs 32,822 160 Equity Advanced Micro Devices Ord Shs (140,801) (1,499) Equity Advantest Ord Shs (9,019) (100) Equity Adyen Ord Shs 90,411 37 rrid-4206434 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Equity Market Neutral Mutual Fund Equity AECOM Ord Shs 162,542 2,567 Equity Aegon Ord Shs (53,823) (12,971) Equity Aena SME Ord Shs (46,579) (284) Equity Aeon Financial Services Ord Shs 251,209 21,300 Equity Aeon Ord Shs (513,681) (19,100) Equity Aeroports de Paris Ord Shs (321,639) (2,469) Equity AES Ord Shs 41,530 1,593 Equity AFLAC Ord Shs 40,835 761 Equity Afterpay Ord Shs (161,641) (1,822) Equity AGC Ord Shs 16,794 400 Equity AGCO Ord Shs 484,492 3,716 Equity Ageas Ord Shs 58,442 1,053 Equity Agilent Technologies Ord Shs 108,936 737 Equity Agios Pharmaceuticals Ord Shs (156,898) (2,847) Equity AGL Energy Ord Shs 153,922 25,003 Equity Agnico Eagle Mines Ord Shs 22,398 370 Equity AIA Group Ord Shs (201,304) (16,200) Equity Air Canada Voting and Variable Voting Ord Shs (158,461) (7,695) Equity Air Lease Ord Shs Class A 46,123 1,105 Equity Air Products and Chemicals Ord Shs (106,729) (371) Equity Air Water Ord Shs 33,855 2,200 Equity Airbus Ord Shs (182,868) (1,422) Equity Aisin Ord Shs 359,492 8,400 Equity Ajinomoto Ord Shs 23,386 900 Equity Akamai Technologies Ord Shs (89,316) (766) Equity Akzo Nobel Ord Shs (19,030) (154) Equity Alamos Gold Ord Shs Class A 86,181 11,269 Equity Alaska Air Group Ord Shs 107,774 1,787 Equity Albemarle Ord Shs (148,076) (879) Equity Alcon Ord Shs (76,459) (1,091) Equity Alexandria Real Estate Equities REIT Ord Shs (113,349) (623) Equity Alfa Laval Ord Shs (40,685) (1,151) Equity Alfresa Holdings Ord Shs 183,852 12,300 Equity Algonquin Power Utilities Ord Shs (221,542) (14,853) Equity Align Technology Ord Shs 56,212 92 Equity Alimentation Couche Tard Sub Voting Ord Shs Class B 136,396 3,708 Equity Alkermes Ord Shs (7,233) (295) Equity Alleghany Ord Shs 89,387 134 Equity Allegion Ord Shs 219,258 1,574 Equity Allete Ord Shs (35,690) (510) Equity Alliance Data Systems Ord Shs 96,584 927 Equity Alliant Energy Ord Shs (143,749) (2,578) Equity Allianz Ord Shs (60,354) (242) Equity Allison Transmission Holdings Ord Shs 79,639 2,004 rrid-4206434 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Equity Market Neutral Mutual Fund Equity Allstate Ord Shs 418,452 3,208 Equity Ally Financial Ord Shs 145,333 2,916 Equity Alnylam Pharmaceuticals Ord Shs (343,448) (2,026) Equity Alps Alpine Ord Shs 330,795 31,300 Equity Alstom Ord Shs (212,738) (4,212) Equity Altagas Ord Shs (140,428) (6,683) Equity Alteryx Ord Shs Class A (19,268) (224) Equity Altice USA Ord Shs Class A (39,739) (1,164) Equity Altria Group Ord Shs 121,679 2,552 Equity Alumina Ord Shs (143,120) (115,888) Equity Amada Ord Shs 59,696 5,900 Equity Amadeus It Group Ord Shs (382,691) (5,440) Equity Amazon Com Ord Shs 65,363 19 Equity Ambu Ord Shs Class B (394,031) (10,248) Equity Amcor Ord Shs (130,759) (11,410) Equity Amdocs Ord Shs 211,502 2,734 Equity Amedisys Ord Shs (69,070) (282) Equity Amerco Ord Shs 97,251 165 Equity Ameren Ord Shs (222,911) (2,785) Equity American Airlines Group Ord Shs (108,171) (5,100) Equity American Campus Communities REIT Ord Shs 118,996 2,547 Equity American Eagle Outfitters Ord Shs (152,334) (4,059) Equity American Electric Power Ord Shs (143,295) (1,694) Equity American Express Ord Shs (162,586) (984) Equity American Financial Group Ord Shs 75,456 605 Equity American Homes 4 Rent REIT Ord Shs Class A (9,130) (235) Equity American International Group Ord Shs 30,845 648 Equity American Tower REIT 195,041 722 Equity American Water Works Ord Shs (14,796) (96) Equity Americold Realty Ord Shs (200,870) (5,307) Equity Ameriprise Finance Ord Shs (207,815) (835) Equity AmerisourceBergen Ord Shs 302,712 2,644 Equity AMETEK Ord Shs 21,494 161 Equity Amkor Technology Ord Shs 76,572 3,235 Equity AMP Ord Shs 24,845 29,416 Equity Amphenol Ord Shs Class A (49,734) (727) Equity Amplifon Ord Shs (145,377) (2,944) Equity Ampol Ord Shs 14,804 699 Equity ams Ord Shs (116,840) (5,819) Equity Amundi Ord Shs 200,943 2,279 Equity Ana Holdings Ord Shs (223,570) (9,500) Equity Analog Devices Ord Shs (243,434) (1,414) Equity Anaplan Ord Shs 103,402 1,940 Equity Anglo American Ord Shs 228,450 5,757 rrid-4206434 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Equity Market Neutral Mutual Fund Equity ANHEUSER-BUSCH INBEV (40,312) (559) Equity Anritsu Ord Shs 61,576 3,300 Equity Ansell Ord Shs 58,634 1,795 Equity ANSYS Ord Shs (41,300) (119) Equity Anthem Ord Shs 167,228 438 Equity Antofagasta Ord Shs (81,504) (4,110) Equity Aon Ord Shs Class A (576,844) (2,416) Equity APA Group Units (167,576) (25,080) Equity APA Ord Shs 84,552 3,909 Equity Apartment Income REIT Ord Shs (63,983) (1,349) Equity Aperam Ord Shs (15,732) (307) Equity APPLE 358,835 2,620 Equity Apple Hospitality REIT Ord Shs (31,970) (2,095) Equity Applied Material Ord Shs 173,301 1,217 Equity AptarGroup Ord Shs (178,867) (1,270) Equity Aptiv Ord Shs (161,263) (1,025) Equity ARAMARK Ord Shs 175,857 4,721 Equity ArcelorMittal Ord Shs (44,818) (1,462) Equity Arch Capital Group Ord Shs 123,946 3,183 Equity Archer Daniels Midland Ord Shs 14,423 238 Equity argenx Ord Shs (478,894) (1,583) Equity Arista Networks Ord Shs (173,546) (479) Equity Aristocrat Leisure Ord Shs (19,863) (614) Equity Arkema Ord Shs 122,081 973 Equity Armstrong World Industries Ord Shs (56,419) (526) Equity Arrow Electronics Ord Shs 332,384 2,920 Equity Arrowhead Pharmaceuticals Ord Shs (83,731) (1,011) Equity Arthur J Gallagher Ord Shs (63,456) (453) Equity Asahi Group Holdings Ord Shs (547,209) (11,700) Equity Asahi Intecc Ord Shs (385,274) (16,100) Equity Asahi Kasei Ord Shs (8,797) (800) Equity ASGN Ord Shs (38,190) (394) Equity Ashland Global Ord Shs 78,838 901 Equity Ashmore Group Ord Shs (60,408) (11,358) Equity Ashtead Group Ord Shs (84,105) (1,135) Equity Asics Ord Shs (230,554) (9,100) Equity ASM International Ord Shs 88,036 268 Equity ASM Pacific Technology Ord Shs 54,186 4,000 Equity ASML Holding Ord Shs 109,251 159 Equity Asos Ord Shs 112,852 1,647 Equity Aspen Technology Ord Shs (221,302) (1,609) Equity ASR Nederland Ord Shs 269,109 6,963 Equity Assa Abloy Ord Shs Class B (84,133) (2,791) Equity Assicurazioni Generali Ord Shs 54,710 2,729 rrid-4206434 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Equity Market Neutral Mutual Fund Equity Associated Bancorp Ord Shs 350,986 17,138 Equity Associated British Foods Ord Shs 95,880 3,132 Equity Assurant Ord Shs (45,605) (292) Equity Assured Guaranty Ord Shs (72,597) (1,529) Equity Astellas Pharma Ord Shs 43,574 2,500 Equity ASTRAZENECA (288,243) (2,403) Equity AT&T 117,106 4,069 Equity Atco Ord Shs Class I 166,567 4,692 Equity Atlantia Ord Shs (78,700) (4,346) Equity Atlas Arteria Stapled Units (38,861) (8,126) Equity Atlas Copco Ord Shs Class A (378,901) (6,184) Equity Atmos Energy Ord Shs (136,380) (1,419) Equity Atos Ord Shs 637,142 10,473 Equity Aurizon Holdings Ord Shs 273,140 97,802 Equity Aurubis Ord Shs 250,448 2,702 Equity AusNet Services Ord Shs (137,781) (104,871) Equity Australia and New Zealand Banking Group Ord Shs 83,689 3,960 Equity Auto Trader Group Ord Shs (163,601) (18,697) Equity AutoDesk Ord Shs 266,213 912 Equity Autoliv Ord Shs 118,974 1,217 Equity Automatic Data Processing Ord Shs (58,792) (296) Equity Autonation Ord Shs 307,090 3,239 Equity AutoZone Ord Shs 47,751 32 Equity Avalara Ord Shs (161,638) (999) Equity Avangrid Ord Shs (78,071) (1,518) Equity Avantor Ord Shs (86,857) (2,446) Equity Avast Ord Shs 163,989 24,236 Equity Avery Dennison Ord Shs (178,284) (848) Equity Avient Ord Shs (80,770) (1,643) Equity Avis Budget Group Ord
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