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AQR Long-Short Equity Fund June 30, 2021

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AQR Long-Short Equity Fund June 30, 2021 AQR Long-Short Equity Fund June 30, 2021 Portfolio Exposures NAV: $285,388,574 Asset Class Security Description Exposure Quantity Equity 10x Genomics Ord Shs Class A (1,119,895) (5,719) Equity 2U Ord Shs (1,390,820) (33,377) Equity 3M Ord Shs 625,287 3,148 Equity A O Smith Ord Shs 345,888 4,800 Equity A P Moller Maersk Ord Shs Class B 2,911,918 1,013 Equity A2A Ord Shs 165,115 80,761 Equity AAK Ord Shs 113,885 5,078 Equity Aalberts Ord Shs (91,796) (1,708) Equity Abb Ord Shs (208,203) (6,131) Equity Abbott Laboratories Ord Shs 1,423,736 12,281 Equity AbbVie Ord Shs 373,852 3,319 Equity ABC Mart Ord Shs 183,656 3,200 Equity Abcam Ord Shs (676,557) (35,463) Equity Abiomed Ord Shs 74,594 239 Equity Abrdn Ord Shs 1,120,165 299,211 Equity Acadia Healthcare Company Ord Shs (287,144) (4,576) Equity Acceleron Pharma Ord Shs (610,885) (4,868) Equity Accenture Ord Shs Class A 824,528 2,797 Equity Acciona Ord Shs (330,764) (2,191) Equity Accor Ord Shs (105,683) (2,830) Equity Acerinox Ord Shs 990,597 82,014 Equity ACI Worldwide Ord Shs 656,152 17,667 Equity Acom Ord Shs (501,051) (114,900) Equity Acs Actividades De Construccion Y Servicios Ord Shs (378,803) (14,140) Equity Activision Blizzard Ord Shs 1,054,039 11,044 Equity Acuity Brands Ord Shs (290,645) (1,554) Equity Adaptive Biotechnologies Ord Shs (1,124,712) (27,526) Equity Adecco Group Ord Shs 1,615,380 23,754 Equity Adevinta Ord Shs (986,947) (51,472) Equity Adidas N Ord Shs (682,342) (1,833) Equity Adient Ord Shs 31,414 695 Equity Admiral Group Ord Shs (1,950,914) (44,918) Equity Adobe Ord Shs 1,221,059 2,085 Equity ADT Ord Shs 218,303 20,232 Equity Adtalem Global Education Ord Shs 1,090,727 30,604 Equity Advance Auto Parts Ord Shs 181,754 886 Equity Advanced Micro Devices Ord Shs (710,299) (7,562) Equity Advantest Ord Shs (9,019) (100) rrid-4206438 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Long-Short Equity Fund Equity Adyen Ord Shs 422,734 173 Equity AECOM Ord Shs 777,823 12,284 Equity Aegon Ord Shs (236,880) (57,087) Equity Aena SME Ord Shs (266,516) (1,625) Equity Aeon Financial Services Ord Shs 1,088,573 92,300 Equity Aeon Ord Shs (2,753,978) (102,400) Equity Aeroports de Paris Ord Shs (1,603,377) (12,308) Equity AES Ord Shs 219,927 8,436 Equity AFLAC Ord Shs 329,848 6,147 Equity Afterpay Ord Shs (850,965) (9,592) Equity AGC Ord Shs 71,376 1,700 Equity AGCO Ord Shs 2,379,696 18,252 Equity Ageas Ord Shs 332,668 5,994 Equity Agilent Technologies Ord Shs 559,017 3,782 Equity Agios Pharmaceuticals Ord Shs (812,101) (14,736) Equity AGL Energy Ord Shs 835,032 135,642 Equity Agnico Eagle Mines Ord Shs 126,759 2,094 Equity AIA Group Ord Shs (1,083,565) (87,200) Equity Air Canada Voting and Variable Voting Ord Shs (752,871) (36,560) Equity Air Lease Ord Shs Class A 236,207 5,659 Equity Air Products and Chemicals Ord Shs (458,274) (1,593) Equity Air Water Ord Shs 186,204 12,100 Equity Airbus Ord Shs (976,967) (7,597) Equity Aisin Ord Shs 1,964,366 45,900 Equity Ajinomoto Ord Shs 72,756 2,800 Equity Akamai Technologies Ord Shs (472,347) (4,051) Equity Akzo Nobel Ord Shs (155,823) (1,261) Equity Alamos Gold Ord Shs Class A 435,927 57,002 Equity Alaska Air Group Ord Shs 509,559 8,449 Equity Albemarle Ord Shs (759,755) (4,510) Equity Alcon Ord Shs (321,605) (4,589) Equity Alexandria Real Estate Equities REIT Ord Shs (568,199) (3,123) Equity Alfa Laval Ord Shs (157,263) (4,449) Equity Alfresa Holdings Ord Shs 1,061,258 71,000 Equity Algonquin Power Utilities Ord Shs (943,099) (63,229) Equity Align Technology Ord Shs 265,785 435 Equity Alimentation Couche Tard Sub Voting Ord Shs Class B 503,356 13,684 Equity Alkermes Ord Shs (35,897) (1,464) Equity Alleghany Ord Shs 403,577 605 Equity Allegion Ord Shs 1,123,037 8,062 Equity Allete Ord Shs (188,176) (2,689) Equity Alliance Data Systems Ord Shs 488,026 4,684 Equity Alliant Energy Ord Shs (630,144) (11,301) Equity Allianz Ord Shs (330,947) (1,327) rrid-4206438 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Long-Short Equity Fund Equity Allison Transmission Holdings Ord Shs 408,845 10,288 Equity Allstate Ord Shs 2,190,740 16,795 Equity Ally Financial Ord Shs 698,408 14,013 Equity Alnylam Pharmaceuticals Ord Shs (1,692,488) (9,984) Equity Alps Alpine Ord Shs 1,697,304 160,600 Equity Alstom Ord Shs (1,064,041) (21,067) Equity Altagas Ord Shs (741,306) (35,279) Equity Alteryx Ord Shs Class A (86,364) (1,004) Equity Altice USA Ord Shs Class A (502,165) (14,709) Equity Altria Group Ord Shs 586,798 12,307 Equity Alumina Ord Shs (856,980) (693,920) Equity Amada Ord Shs 304,553 30,100 Equity Amadeus It Group Ord Shs (1,907,475) (27,115) Equity Amazon Com Ord Shs 447,221 130 Equity Ambu Ord Shs Class B (1,923,748) (50,033) Equity Amcor Ord Shs (672,278) (58,663) Equity Amdocs Ord Shs 994,076 12,850 Equity Amedisys Ord Shs (405,604) (1,656) Equity Amerco Ord Shs 360,713 612 Equity Ameren Ord Shs (1,214,847) (15,178) Equity American Airlines Group Ord Shs (586,690) (27,661) Equity American Campus Communities REIT Ord Shs 630,627 13,498 Equity American Eagle Outfitters Ord Shs (738,778) (19,685) Equity American Electric Power Ord Shs (806,566) (9,535) Equity American Express Ord Shs (835,899) (5,059) Equity American Financial Group Ord Shs 413,197 3,313 Equity American Homes 4 Rent REIT Ord Shs Class A (48,601) (1,251) Equity American International Group Ord Shs 166,886 3,506 Equity American Tower REIT 993,035 3,676 Equity American Water Works Ord Shs (104,500) (678) Equity Americold Realty Ord Shs (990,989) (26,182) Equity Ameriprise Finance Ord Shs (1,029,865) (4,138) Equity AmerisourceBergen Ord Shs 1,557,064 13,600 Equity AMETEK Ord Shs 133,500 1,000 Equity Amgen Ord Shs (534,300) (2,192) Equity Amkor Technology Ord Shs 327,427 13,833 Equity AMP Ord Shs 101,775 120,502 Equity Amphenol Ord Shs Class A (202,630) (2,962) Equity Amplifon Ord Shs (791,477) (16,028) Equity Ampol Ord Shs 13,957 659 Equity ams Ord Shs (534,502) (26,620) Equity Amundi Ord Shs 1,096,503 12,436 Equity Ana Holdings Ord Shs (272,990) (11,600) Equity Analog Devices Ord Shs (1,214,417) (7,054) rrid-4206438 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Long-Short Equity Fund Equity Anaplan Ord Shs 551,602 10,349 Equity Anglo American Ord Shs 1,169,671 29,476 Equity ANHEUSER-BUSCH INBEV (64,398) (893) Equity Anritsu Ord Shs 348,930 18,700 Equity Ansell Ord Shs 381,627 11,683 Equity ANSYS Ord Shs (241,554) (696) Equity Anthem Ord Shs 819,343 2,146 Equity Antofagasta Ord Shs (447,877) (22,585) Equity Aon Ord Shs Class A (2,886,131) (12,088) Equity APA Group Units (1,096,169) (164,056) Equity APA Ord Shs 467,078 21,594 Equity Apartment Income REIT Ord Shs (314,698) (6,635) Equity Aperam Ord Shs (169,921) (3,316) Equity APPLE 2,055,633 15,009 Equity Apple Hospitality REIT Ord Shs (142,513) (9,339) Equity Applied Material Ord Shs 816,806 5,736 Equity AptarGroup Ord Shs (912,925) (6,482) Equity Aptiv Ord Shs (814,183) (5,175) Equity ARAMARK Ord Shs 845,240 22,691 Equity ArcelorMittal Ord Shs (232,307) (7,578) Equity Arch Capital Group Ord Shs 723,077 18,569 Equity Archer Daniels Midland Ord Shs 29,815 492 Equity argenx Ord Shs (2,359,075) (7,798) Equity Arista Networks Ord Shs (793,097) (2,189) Equity Aristocrat Leisure Ord Shs 70,911 2,192 Equity Arkema Ord Shs 751,304 5,988 Equity Armstrong World Industries Ord Shs (279,412) (2,605) Equity Arrow Electronics Ord Shs 1,666,813 14,643 Equity Arrowhead Pharmaceuticals Ord Shs (427,020) (5,156) Equity Arthur J Gallagher Ord Shs (120,049) (857) Equity Asahi Group Holdings Ord Shs (2,834,261) (60,600) Equity Asahi Intecc Ord Shs (2,110,633) (88,200) Equity Asahi Kasei Ord Shs (135,257) (12,300) Equity ASGN Ord Shs (165,460) (1,707) Equity Ashland Global Ord Shs 390,950 4,468 Equity Ashmore Group Ord Shs (247,873) (46,605) Equity Ashtead Group Ord Shs (386,362) (5,214) Equity Asics Ord Shs (1,165,438) (46,000) Equity ASM International Ord Shs 345,248 1,051 Equity ASM Pacific Technology Ord Shs 249,255 18,400 Equity ASML Holding Ord Shs 426,008 620 Equity Asos Ord Shs 623,942 9,106 Equity Aspen Technology Ord Shs (1,087,529) (7,907) Equity ASR Nederland Ord Shs 1,194,354 30,903 rrid-4206438 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR Long-Short Equity Fund Equity Assa Abloy Ord Shs Class B (322,697) (10,705) Equity Assicurazioni Generali Ord Shs 272,327 13,584 Equity Associated Bancorp Ord Shs 1,737,748 84,851 Equity Associated British Foods Ord Shs 799,885 26,129 Equity Assurant Ord Shs (139,469) (893) Equity Assured Guaranty Ord Shs (337,108) (7,100) Equity Astellas Pharma Ord Shs 90,633 5,200 Equity ASTRAZENECA (1,552,650) (12,944) Equity AT&T 671,437 23,330 Equity Atco Ord Shs Class I 716,715 20,189 Equity Atlantia Ord Shs (387,598) (21,404) Equity Atlas Arteria Stapled Units (263,743) (55,150) Equity Atlas Copco Ord Shs Class A (1,783,971) (29,116) Equity Atmos Energy Ord Shs (664,505) (6,914) Equity Atos Ord Shs 3,141,484 51,638 Equity Aurizon Holdings Ord Shs 1,595,985 571,466 Equity Aurubis Ord Shs 1,258,544 13,578 Equity AusNet Services Ord Shs (806,439) (613,816) Equity Australia and New Zealand Banking Group Ord Shs 481,107 22,765 Equity Auto Trader Group Ord Shs (845,391) (96,615) Equity AutoDesk Ord Shs 1,326,686 4,545 Equity Autoliv Ord Shs 595,749 6,094 Equity Automatic Data Processing
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