AQR International Momentum Style Fund June 30, 2021
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AQR International Momentum Style Fund June 30, 2021 Portfolio Exposures NAV: $595,381,578 Asset Class Security Description Exposure Quantity Equity A P Moller Maersk Ord Shs Class B 3,124,634 1,087 Equity Abb Ord Shs 3,743,606 110,239 Equity Abn Amro Bank Ord Shs 827,902 68,497 Equity Adevinta Ord Shs 510,827 26,641 Equity Adidas N Ord Shs 247,177 664 Equity Admiral Group Ord Shs 642,718 14,798 Equity Advantest Ord Shs 1,046,184 11,600 Equity Adyen Ord Shs 4,542,554 1,859 Equity Aegon Ord Shs 2,263,827 545,571 Equity Aeon Ord Shs 220,533 8,200 Equity Afterpay Ord Shs 2,017,937 22,746 Equity Agnico Eagle Mines Ord Shs 235,056 3,883 Equity AIA Group Ord Shs 1,580,613 127,200 Equity Air Canada Voting and Variable Voting Ord Shs 327,466 15,902 Equity Airbus Ord Shs 4,415,189 34,333 Equity Akzo Nobel Ord Shs 511,707 4,141 Equity Alstom Ord Shs 358,805 7,104 Equity Altagas Ord Shs 301,637 14,355 Equity Anglo American Ord Shs 2,736,799 68,968 Equity Antofagasta Ord Shs 1,088,111 54,870 Equity ArcelorMittal Ord Shs 5,365,880 175,038 Equity Aristocrat Leisure Ord Shs 1,709,914 52,857 Equity Ashtead Group Ord Shs 3,459,701 46,689 Equity ASM International Ord Shs 2,606,931 7,936 Equity ASML Holding Ord Shs 16,050,213 23,359 Equity Assa Abloy Ord Shs Class B 360,468 11,958 Equity ASTRAZENECA 1,348,732 11,244 Equity Atlas Copco Ord Shs Class A 4,547,789 74,224 Equity Australia and New Zealand Banking Group Ord Shs 4,021,790 190,303 Equity Auto Trader Group Ord Shs 258,286 29,518 Equity Axa Ord Shs 867,886 34,222 Equity Ballard Power Systems Ord Shs 926,885 51,057 Equity Banco Bilbao Vizcaya Argentaria Ord Shs 2,164,740 349,158 Equity Banco Santander Ord Shs 1,864,057 488,228 Equity Bandai Namco Holdings Ord Shs 777,814 11,200 Equity Bank of Montreal Ord Shs 6,905,444 67,299 Equity Bank of Nova Scotia Ord Shs 3,920,907 60,224 Equity Barclays Ord Shs 3,383,104 1,431,131 rrid-4204557 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR International Momentum Style Fund Equity Bausch Health Companies Ord Shs 166,990 5,684 Equity BHP Group Ord Shs 4,419,735 150,204 Equity BlackBerry Ord Shs 279,828 22,872 Equity Bluescope Steel Ord Shs 877,773 53,242 Equity BMW Ord Shs 1,370,617 12,941 Equity BNP Paribas Ord Shs 7,357,171 117,342 Equity Boliden Ord Shs 851,800 22,142 Equity Brenntag Ord Shs 1,464,258 15,745 Equity Bunzl Ord Shs 566,824 17,175 Equity CAE Ord Shs 916,406 29,722 Equity Cameco Ord Shs 767,446 39,997 Equity Canadian Imperial Bank of Commerce Ord Shs 4,450,611 39,056 Equity Canadian National Railway Ord Shs 343,161 3,249 Equity Canadian Natural Resources Ord Shs 5,545,179 152,591 Equity Canadian Pacific Railway Ord Shs 3,554,005 46,170 Equity Canadian Tire Ord Shs Class A 853,834 5,390 Equity Canopy Growth Ord Shs 938,040 38,745 Equity Capgemini Ord Shs 357,912 1,863 Equity Carl Zeiss Meditec Ord Shs 234,983 1,216 Equity Cellnex Telecom Ord Shs 183,029 2,873 Equity Cenovus Energy Ord Shs 2,440,509 254,813 Equity Chocoladefabriken Lindt & Spruengli Par Shs 179,250 18 Equity Chow Tai Fook Jewellery Group Ord Shs 291,484 127,600 Equity Chugai Pharmaceutical Ord Shs 2,478,827 62,500 Equity CNH Industrial Ord Shs 1,596,606 96,684 Equity CNP Assurances Ord Shs 553,959 32,552 Equity Coles Group Ord Shs 327,596 25,533 Equity Coloplast Ord Shs Class B 201,187 1,226 Equity Commerzbank Ord Shs 382,575 53,929 Equity Compagnie de Saint Gobain Ord Shs 1,891,376 28,716 Equity Compagnie Financiere Richemont Ord Shs 3,217,586 26,567 Equity Compass Group Ord Shs 415,257 19,750 Equity Constellation Software Ord Shs 1,775,375 1,171 Equity Credit Agricole Ord Shs 3,045,178 217,354 Equity Credit Suisse Group Ord Shs 1,316,638 125,571 Equity Croda International Ord Shs 664,759 6,531 Equity CSL Ord Shs 2,033,368 9,497 Equity Cyber Agent Ord Shs 593,080 27,600 Equity Dai-Ichi Life Holdings Ord Shs 703,717 38,400 Equity Daifuku Ord Shs 781,818 8,600 Equity Daiichi Sankyo Ord Shs 2,224,281 103,100 Equity Daikin Industries Ord Shs 2,702,991 14,500 Equity Daimler Ord Shs 10,013,015 112,130 Equity Danske Bank Ord Shs 164,120 9,326 rrid-4204557 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR International Momentum Style Fund Equity Dassault Systemes Ord Shs 520,198 2,145 Equity DBS Group Holdings Ord Shs 862,676 38,900 Equity Delivery Hero Ord Shs 2,275,186 17,222 Equity Denso Ord Shs 2,792,874 40,900 Equity Deutsche Bank Ord Shs 2,714,915 208,386 Equity Deutsche Boerse Ord Shs 270,575 1,550 Equity Deutsche Post Ord Shs 5,451,517 80,142 Equity Disco Ord Shs 1,254,122 4,100 Equity DNB Bank Ord Shs 1,527,798 70,080 Equity Dollarama Ord Shs 451,840 9,861 Equity Domino's Pizza Enterprises Ord Shs 1,020,082 11,275 Equity DSV Panalpina Ord Shs 3,970,561 17,024 Equity Embracer Group Ord Shs 452,164 16,704 Equity Empire Ord Shs Class A 274,044 8,679 Equity Ems-Chemie Holding Ord Shs 1,095,501 1,114 Equity Endeavour Group Ord Shs 25,330 5,364 Equity Enel Ord Shs 4,101,028 441,542 Equity Entain Ord Shs 2,788,379 115,637 Equity Epiroc Ord Shs Class A 1,853,813 81,303 Equity EQT Ord Shs 1,382,531 38,067 Equity Ericsson Ord Shs Class B 1,319,561 104,919 Equity Erste Group Bank Ord Shs 727,597 19,830 Equity Eurofins Scientific Ord Shs 1,518,180 13,280 Equity Evolution Ord Shs 3,616,405 22,869 Equity Evonik Industries Ord Shs 519,023 15,476 Equity Evraz Ord Shs 992,046 121,304 Equity Exor Ord Shs 168,491 2,103 Equity Experian Ord Shs 202,366 5,258 Equity Fanuc Ord Shs 675,971 2,800 Equity Fast Retailing Ord Shs 376,746 500 Equity Ferguson Ord Shs 1,019,610 7,344 Equity Ferrari Ord Shs 2,106,799 10,210 Equity Ferrovial Ord Shs 198,296 6,756 Equity FinecoBank Banca Fineco Ord Shs 473,909 27,185 Equity First Quantum Minerals Ord Shs 2,637,124 114,300 Equity Fortescue Metals Group Ord Shs 4,178,925 238,489 Equity Fortum Ord Shs 268,834 9,746 Equity Franco Nevada Ord Shs 657,790 4,528 Equity Fuji Electric Ord Shs 257,185 5,500 Equity Fujitsu Ord Shs 2,998,468 16,000 Equity Galaxy Entertainment Group Ord Shs 392,146 49,000 Equity GEA Group Ord Shs 576,422 14,229 Equity Geberit Ord Shs 1,892,761 2,521 Equity Genmab Ord Shs 1,674,915 4,093 rrid-4204557 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR International Momentum Style Fund Equity GFL Environmental Subordinate voting Ord Shs 528,085 16,505 Equity Gildan Activewear Ord Shs 1,170,668 31,693 Equity Givaudan Ord Shs 2,146,030 461 Equity Glencore Ord Shs 2,366,878 553,669 Equity GMO Payment Gateway Ord Shs 638,823 4,900 Equity GN Store Nord Ord Shs 316,857 3,627 Equity Goodman Group Units 1,687,495 106,176 Equity Hamamatsu Photonics Ord Shs 561,402 9,300 Equity Hannover Rueck Ord Shs 534,119 3,192 Equity HeidelbergCement Ord Shs 320,161 3,732 Equity HelloFresh Ord Shs 637,569 6,558 Equity Hennes & Mauritz Ord Shs Class B 194,878 8,210 Equity Hermes International Ord Shs 5,228,736 3,589 Equity Hexagon Ord Shs Class B 1,685,601 113,687 Equity Hitachi Ord Shs 3,192,249 55,700 Equity Holcim Ltd Ord Shs 201,802 3,361 Equity Hong Kong Exchanges and Clearing Ord Shs 4,427,853 74,300 Equity Hoya Ord Shs 3,543,481 26,700 Equity Husqvarna Ord Shs Class B 429,159 32,280 Equity Hydro One Ord Shs 782,836 32,356 Equity iA Financial Ord Shs 425,662 7,810 Equity Iberdrola Ord Shs 4,477,798 367,302 Equity IGM Financial Ord Shs 518,526 14,673 Equity Imperial Oil Ord Shs 2,306,615 75,603 Equity Industrivarden Ord Shs Class C 589,584 16,099 Equity Infineon Technologies Ord Shs 3,939,484 98,224 Equity ING Groep Ord Shs 5,811,143 439,874 Equity Intact Financial Ord Shs 1,996,630 14,681 Equity International Petroleum Ord Shs 81,425 17,719 Equity Intertek Group Ord Shs 287,089 3,758 Equity Investor Ord Shs Class B 3,766,597 163,308 Equity Isuzu Motors Ord Shs 637,079 48,200 Equity Itochu Ord Shs 2,603,478 90,300 Equity Ivanhoe Mines Ord Shs Class A 808,066 111,802 Equity JD Sports Fashion Ord Shs 514,245 40,506 Equity JFE Holdings Ord Shs 604,844 51,600 Equity JSR Ord Shs 414,740 13,700 Equity Kakaku.com Ord Shs 658,969 21,800 Equity Kering Ord Shs 3,370,176 3,856 Equity Keyence Ord Shs 4,677,973 9,260 Equity Keyera Ord Shs 1,507,948 56,058 Equity Kikkoman Ord Shs 501,919 7,600 Equity Kingfisher Ord Shs 407,161 80,860 Equity Kinross Gold Ord Shs 302,295 47,625 rrid-4204557 AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.com AQR International Momentum Style Fund Equity Kion Group Ord Shs 1,052,244 9,872 Equity Konami Holdings Ord Shs 168,267 2,800 Equity Kone Ord Shs 1,847,604 22,645 Equity Koninkilijke DSM Ord Shs 2,933,372 15,715 Equity Koninklijke Philips Ord Shs 738,277 14,897 Equity Kubota Ord Shs 327,970 16,200 Equity Kuehne und Nagel International Ord Shs 1,719,062 5,019 Equity Kurita Water Industries Ord Shs 316,947 6,600 Equity Kyowa Kirin Ord Shs 795,171 22,400 Equity L'Air Liquide Societe Anonyme pour l'Etude et l'Exploitation des Procedes George Ord Shs 992,348 5,667 Equity L'Oreal Ord Shs 2,897,244 6,501 Equity Lasertec Ord Shs 2,353,717 12,100 Equity Latour Investment Ord Shs Class B 1,429,422 43,535 Equity Legal and General Group Ord Shs 160,337 45,056 Equity Legrand Ord Shs 316,290 2,988 Equity Lightspeed POS Subordinate Voting Ord Shs 1,867,048 22,284 Equity Lixil Ord Shs 269,206 10,400 Equity Logitech International Ord Shs 1,797,772 14,824 Equity London Stock Exchange Group Ord Shs 398,898 3,623 Equity Lonza Group Ord