AQR International R.C. Equity Mutual Fund June 30, 2019
Total Page：16
File Type：pdf, Size：1020Kb
AQR International R.C. Equity Mutual Fund June 30, 2019 Portfolio Exposures NAV: $28,103,726 Asset Class Security Description Exposure Quantity Equity 1&1 Drillisch Ord Shs (95,027) (2,846) Equity A P Moller Maersk Ord Shs Class B (320,512) (258) Equity A2A Ord Shs 14,344 8,254 Equity Abn Amro Bank Ord Shs 16,413 766 Equity Acs Actividades De Construccion Y Servicios Ord Shs 102,797 2,571 Equity Adecco Group Ord Shs 124,299 2,066 Equity Adidas N Ord Shs 359,272 1,162 Equity Adyen Ord Shs 222,563 288 Equity Aegon Ord Shs (8,266) (1,658) Equity Aeon Ord Shs (30,924) (1,800) Equity Ageas Ord Shs 50,285 966 Equity Aggreko Ord Shs 20,310 2,020 Equity AGL Energy Ord Shs 10,503 748 Equity Airbus Ord Shs 103,224 727 Equity Aisin Seiki Ord Shs 37,878 1,100 Equity Alfresa Holdings Ord Shs 64,143 2,600 Equity Allianz Ord Shs 659,575 2,732 Equity Alps Alpine Ord Shs 52,252 3,100 Equity Alstom Ord Shs 8,410 181 Equity Altice Europe Ord Shs (55,005) (15,290) Equity Altran Technologies Ord Shs (512,420) (32,244) Equity Amadeus It Group Ord Shs 192,293 2,424 Equity Amcor CDI (12,725) (1,120) Equity AMP Ord Shs 8,312 5,587 Equity ams Ord Shs (13,110) (334) Equity Anglo American Ord Shs 396,321 13,874 Equity Ansell Ord Shs 20,180 1,071 Equity Aristocrat Leisure Ord Shs (9,421) (437) Equity Asahi Intecc Ord Shs (9,853) (400) Equity Asics Ord Shs (15,164) (1,400) Equity ASM International Ord Shs 43,363 665 Equity Asos Ord Shs (129,296) (3,984) Equity ASR Nederland Ord Shs 283,476 6,961 Equity Assicurazioni Generali Ord Shs 47,259 2,506 Equity Astellas Pharma Ord Shs 289,219 20,300 Equity Atlas Copco Ord Shs Class B 8,815 307 Equity Atos Ord Shs 215,926 2,579 Equity Aurizon Holdings Ord Shs 125,889 33,221 rrid-3841199 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 R.C. Equity Mutual Fund Equity Aurubis Ord Shs (35,362) (725) Equity Australia and New Zealand Banking Group Ord Shs 52,243 2,639 Equity Aviva Ord Shs 20,148 3,801 Equity Axa Ord Shs 299,576 11,388 Equity Banco Bilbao Vizcaya Argentaria Ord Shs 156,539 27,956 Equity Banco BPM Ord Shs (49,139) (24,106) Equity Bandai Namco Holdings Ord Shs 48,543 1,000 Equity Barclays Ord Shs 186,225 97,679 Equity BHP BILLITON 153,865 5,327 Equity BHP Group Ord Shs 589,063 22,970 Equity BillerudKorsnas Ord Shs (34,995) (2,628) Equity Biomerieux Ord Shs 13,523 163 Equity Bluescope Steel Ord Shs 212,806 25,166 Equity BNP Paribas Ord Shs 118,239 2,486 Equity BP 212,596 30,449 Equity BPER Banca Ord Shs 64,134 15,718 Equity Bpost Ord Shs 24,131 2,542 Equity Brambles Ord Shs 61,128 6,763 Equity BRITISH AMERICAN TOBACCO 139,981 4,001 Equity British Land REIT Ord Shs 27,505 4,014 Equity Brother Industries Ord Shs 73,663 3,900 Equity BT Group Ord Shs 59,786 23,911 Equity Burberry Group Ord Shs 235,342 9,931 Equity Bureau Veritas Ord Shs 44,448 1,797 Equity Caltex Australia Ord Shs 77,966 4,489 Equity Canon Marketing Japan Ord Shs 26,163 1,200 Equity Capgemini Ord Shs 187,912 1,509 Equity Carl Zeiss Meditec Ord Shs 140,283 1,420 Equity Carlsberg Ord Shs Class B 23,103 174 Equity Ceconomy Ord Shs 42,544 6,926 Equity Cellnex Telecom Ord Shs (517,495) (13,965) Equity Challenger Ord Shs (293,230) (62,930) Equity Christian Hansen Holding Ord Shs (49,000) (521) Equity Chugoku Bank Ord Shs 37,915 4,300 Equity CIMIC Group Ord Shs 338,553 10,776 Equity CK Asset Holdings Ord Shs 301,347 38,500 Equity CNP Assurances Ord Shs 56,576 2,489 Equity Coca Cola HBC Ord Shs 30,676 811 Equity Cochlear Ord Shs 8,419 58 Equity Coles Group Ord Shs 149,304 15,937 Equity Coloplast Ord Shs Class B 10,752 95 Equity Comfortdelgro Corporation Ord Shs 236,519 120,300 Equity COMMON WEALTH BANK OF AUSTRALIA 21,377 368 Equity Compagnie de Saint Gobain Ord Shs 8,275 212 rrid-3841199 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 R.C. Equity Mutual Fund Equity COSMOS Pharmaceutical Ord Shs (16,976) (100) Equity Covestro Ord Shs 170,160 3,342 Equity Credit Agricole Ord Shs 30,394 2,531 Equity Cyber Agent Ord Shs (105,110) (2,900) Equity CYBG Ord Shs (16,995) (6,944) Equity Dai Nippon Printing Ord Shs 12,786 600 Equity Dai-Ichi Life Holdings Ord Shs 129,710 8,600 Equity Dainippon Sumitomo Pharma Ord Shs 117,566 6,200 Equity Daiwa House Industry Ord Shs 37,900 1,300 Equity Danone Ord Shs 8,569 101 Equity Danske Bank Ord Shs 23,888 1,509 Equity Dassault Aviation Ord Shs 12,955 9 Equity Dassault Systemes Ord Shs 221,127 1,384 Equity Delivery Hero Ord Shs (301,179) (6,630) Equity Deutsche Bank Ord Shs (120,974) (15,668) Equity Deutsche Boerse Ord Shs 49,158 347 Equity Deutsche Lufthansa Ord Shs 12,871 750 Equity Deutsche Wohnen Ord Shs 30,943 842 Equity DEXUS Stapled Units 64,007 7,027 Equity DFDS Ord Shs (130,450) (3,071) Equity Diageo Ord Shs 10,121 235 Equity Dialog Semicon Ord Shs 81,168 2,010 Equity Diasorin Ord Shs 8,720 75 Equity Disco Ord Shs (49,230) (300) Equity Dixons Carphone Ord Shs 38,654 27,749 Equity DNB Ord Shs 48,358 2,598 Equity Drax Group Ord Shs 261,723 79,033 Equity Dufry Ord Shs (13,568) (160) Equity E.ON N Ord Shs 331,162 30,447 Equity EasyJet Ord Shs (26,398) (2,176) Equity Edenred Ord Shs 41,993 822 Equity Eisai Ord Shs 73,495 1,300 Equity Electricite de France Ord Shs 205,512 16,280 Equity Elior Group Ord Shs (201,290) (14,620) Equity Endesa Ord Shs 403,913 15,687 Equity Enel Ord Shs 321,202 45,937 Equity Engie Ord Shs 76,748 5,052 Equity ENI Ord Shs 243,112 14,616 Equity Ericsson Ord Shs Class B 187,885 19,787 Equity Essity Ord Shs Class B 68,626 2,231 Equity Evraz Ord Shs 370,777 43,796 Equity Experian Ord Shs 43,722 1,441 Equity Faurecia Ord Shs 11,619 250 Equity Fiat Chrysler Automobiles Ord Shs 123,566 8,846 rrid-3841199 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 R.C. Equity Mutual Fund Equity Fingerprint Cards Ord Shs Class B 61,719 34,811 Equity Fortescue Metals Group Ord Shs 140,926 22,264 Equity Fortum Ord Shs 13,523 611 Equity Fraport Frankfurt Airport Services Worldwide Ord Shs (81,358) (945) Equity Freni Brembo Ord Shs (89,358) (7,746) Equity Fresenius Medical Care Ord Shs 89,787 1,142 Equity Fresenius Se and Co Kgaa Ord Shs 51,312 945 Equity Fuji Electric Ord Shs 103,443 3,000 Equity Fujitsu Ord Shs 153,391 2,200 Equity Galp Energia SGPS Ord Shs 18,560 1,205 Equity Genting Singapore Ord Shs 13,260 19,500 Equity Getinge Ord Shs Class B 157,240 9,972 Equity GLAXOSMITHKLINE 15,711 783 Equity Glencore Ord Shs 206,801 59,444 Equity GN Store Nord Ord Shs 348,782 7,463 Equity Golden Agri Resources Ord Shs (16,762) (78,200) Equity Goodman Group Units 57,894 5,489 Equity GPT Group Stapled Units 23,827 5,521 Equity Gungho Online Entertainment Ord Shs 33,744 1,220 Equity GVC Holdings Ord Shs (189,377) (22,829) Equity H.Lundbeck Ord Shs 267,173 6,753 Equity Hachijuni Bank Ord Shs 153,206 37,600 Equity Hargreaves Lansdown Ord Shs (16,705) (684) Equity Haseko Ord Shs 119,380 11,800 Equity Hays Ord Shs 38,855 19,433 Equity Henkel & KGAA Pref Shs 29,388 300 Equity Hennes & Mauritz Ord Shs Class B 26,484 1,486 Equity Hitachi Chemical Ord Shs (35,305) (1,300) Equity Hitachi High Technologies Ord Shs 102,840 2,000 Equity Hitachi Metals Ord Shs (27,110) (2,400) Equity Hitachi Ord Shs 315,216 8,600 Equity Hochtief Ord Shs 27,808 228 Equity Hokuriku Electric Power Ord Shs (72,489) (10,000) Equity Hong Kong Exchanges and Clearing Ord Shs 88,256 2,500 Equity Hoshizaki Ord Shs 29,775 400 Equity Huhtamaki Ord Shs (22,978) (558) Equity Husqvarna Ord Shs Class B (115,084) (12,293) Equity Hysan Development Ord Shs 20,659 4,000 Equity Iberdrola Ord Shs 108,692 10,888 Equity Idorsia N Ord Shs (29,596) (1,294) Equity IHI Ord Shs 38,567 1,600 Equity Iliad Ord Shs (192,545) (1,712) Equity Iluka Resources Ord Shs 239,886 31,740 Equity Imperial Brands Ord Shs 43,013 1,830 rrid-3841199 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 R.C.