Page 1
AQR Equity Market Neutral Mutual FundMarch 31, 2021
NAV: $60,843,071
Portfolio Exposures
QuantityExposureSecurity DescriptionAsset Class
Equity (366)10x Genomics Ord Shs Class A (66,246)
Equity (667)2U Ord Shs (25,499)
Equity 8363M Ord Shs 161,080
Equity 1,100A O Smith Ord Shs 74,371
Equity 260A P Moller Maersk Ord Shs Class B 605,425
Equity 36,553A2A Ord Shs 66,675
Equity (748)AAK Ord Shs (16,966)
Equity 154Aalberts Ord Shs 7,819
Equity (2,824)Abb Ord Shs (85,697)
Equity 2,095Abbott Laboratories Ord Shs 251,065
Equity 882AbbVie Ord Shs 95,450
Equity 500ABC Mart Ord Shs 28,235
Equity (6,710)Abcam Ord Shs (128,776)
Equity (13)Abiomed Ord Shs (4,143)
Equity (2,960)Acadia Healthcare Company Ord Shs (169,134)
Equity (1,048)Acceleron Pharma Ord Shs (142,119)
Equity 448Accenture Ord Shs Class A 123,760
Equity (627)Acciona Ord Shs (105,305)
Equity (1,186)Accor Ord Shs (44,828)
Equity 17,222Acerinox Ord Shs 225,181
Equity 4,498ACI Worldwide Ord Shs 171,149
Equity 2,510Acs Actividades De Construccion Y Servicios Ord Shs 83,367
Equity 1,705Activision Blizzard Ord Shs 158,565
Equity 416Acuity Brands Ord Shs 68,640
Equity (5,231)Adaptive Biotechnologies Ord Shs (210,600)
Equity 5,982Adecco Group Ord Shs 404,499
Equity (3,352)Adevinta Ord Shs (49,438)
Equity (1,145)Adidas N Ord Shs (358,230)
Equity (1,056)Adient Ord Shs (46,675)
Equity (8,231)Admiral Group Ord Shs (352,159)
Equity 448Adobe Ord Shs 212,966
Equity 10,634ADT Ord Shs 89,751
Equity 4,193Adtalem Global Education Ord Shs 165,791
Equity (324)Advance Auto Parts Ord Shs (59,451)
Equity (1,912)Advanced Micro Devices Ord Shs (150,092)
Equity 1,300Advantest Ord Shs 113,882
Equity (1)Adyen Ord Shs (2,237)
Equity 1,290AECOM Ord Shs 82,702
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Page 2
AQR Equity Market Neutral Mutual Fund
Equity (66,893)Aegon Ord Shs (318,408)
Equity (1,205)Aena SME Ord Shs (195,866)
Equity 7,800Aeon Financial Services Ord Shs 104,824
Equity (22,500)Aeon Ord Shs (671,742)
Equity (2,457)Aeroports de Paris Ord Shs (294,258)
Equity (3,327)AES Ord Shs (89,197)
Equity 3,048AFLAC Ord Shs 155,997
Equity (2,021)Afterpay Ord Shs (156,238)
Equity 1,200AGC Ord Shs 50,281
Equity 3,368AGCO Ord Shs 483,813
Equity 2,632Ageas Ord Shs 159,495
Equity 918Agilent Technologies Ord Shs 116,715
Equity 19,305AGL Energy Ord Shs 141,890
Equity 1,256Agnico Eagle Mines Ord Shs 72,601
Equity (16,600)AIA Group Ord Shs (201,349)
Equity (9,346)Air Canada Voting and Variable Voting Ord Shs (194,453)
Equity 439Air Lease Ord Shs Class A 21,511
Equity (25)Air Products and Chemicals Ord Shs (7,034)
Equity 1,200Air Water Ord Shs 21,068
Equity (3,785)Airbus Ord Shs (429,459)
Equity 8,500Aisin Ord Shs 323,077
Equity (2,800)Ajinomoto Ord Shs (57,406)
Equity (585)Akamai Technologies Ord Shs (59,612)
Equity 612Akzo Nobel Ord Shs 68,533
Equity 14,465Alamos Gold Ord Shs Class A 113,018
Equity 2,031Alaska Air Group Ord Shs 140,566
Equity (1,304)Albemarle Ord Shs (190,527)
Equity (3,289)Alcon Ord Shs (231,277)
Equity (1,734)Alexandria Real Estate Equities REIT Ord Shs (284,896)
Equity 1,841Alfa Laval Ord Shs 55,760
Equity 13,200Alfresa Holdings Ord Shs 254,802
Equity (14,754)Algonquin Power Utilities Ord Shs (233,721)
Equity 193Align Technology Ord Shs 104,515
Equity 4,901Alimentation Couche Tard Sub Voting Ord Shs Class B 158,005
Equity (4,000)Alkermes Ord Shs (74,720)
Equity (23)Alleghany Ord Shs (14,405)
Equity 1,042Allegion Ord Shs 130,896
Equity (1,679)Allete Ord Shs (112,812)
Equity 1,212Alliance Data Systems Ord Shs 135,853
Equity (3,041)Alliant Energy Ord Shs (164,701)
Equity 60Allianz Ord Shs 15,306
Equity 3,448Allison Transmission Holdings Ord Shs 140,782
Equity 4,473Allstate Ord Shs 513,948
Equity 2,459Ally Financial Ord Shs 111,171
AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.comrrid-4174197
Page 3
AQR Equity Market Neutral Mutual Fund
Equity (1,787)Alnylam Pharmaceuticals Ord Shs (252,307)
Equity 22,300Alps Alpine Ord Shs 294,643
Equity (5,187)Alstom Ord Shs (259,214)
Equity (7,777)Altagas Ord Shs (129,570)
Equity (505)Alteryx Ord Shs Class A (41,895)
Equity (3,774)Altice USA Ord Shs Class A (122,768)
Equity (3,422)Altria Group Ord Shs (175,070)
Equity (143,469)Alumina Ord Shs (190,135)
Equity 6,000Amada Ord Shs 67,005
Equity (9,942)Amadeus It Group Ord Shs (705,530)
Equity 63Amazon Com Ord Shs 194,927
Equity (9,137)Ambu Ord Shs Class B (430,141)
Equity (7,258)Amcor Ord Shs (84,773)
Equity 2,512Amdocs Ord Shs 176,217
Equity (644)Amedisys Ord Shs (170,525)
Equity 28Amerco Ord Shs 17,153
Equity (5,273)Ameren Ord Shs (429,011)
Equity (13,974)American Airlines Group Ord Shs (333,979)
Equity 2,667American Campus Communities REIT Ord Shs 115,134
Equity (2,650)American Eagle Outfitters Ord Shs (77,486)
Equity (3,861)American Electric Power Ord Shs (327,027)
Equity (1,671)American Express Ord Shs (236,346)
Equity 1,059American Financial Group Ord Shs 120,832
Equity (1,018)American Homes 4 Rent REIT Ord Shs Class A (33,940)
Equity 116American International Group Ord Shs 5,360
Equity (164)American Tower REIT (39,206)
Equity (235)American Water Works Ord Shs (35,231)
Equity (6,214)Americold Realty Ord Shs (239,053)
Equity (804)Ameriprise Finance Ord Shs (186,890)
Equity 2,840AmerisourceBergen Ord Shs 335,319
Equity 281AMETEK Ord Shs 35,892
Equity 48,170AMP Ord Shs 46,411
Equity 512Amphenol Ord Shs Class A 33,777
Equity (4,078)Amplifon Ord Shs (152,126)
Equity 2,387Ampol Ord Shs 44,633
Equity 1,839ams Ord Shs 36,813
Equity 2,409Amundi Ord Shs 193,095
Equity (15,900)Ana Holdings Ord Shs (370,089)
Equity (1,419)Analog Devices Ord Shs (220,059)
Equity 661Anaplan Ord Shs 35,595
Equity 5,078Anglo American Ord Shs 199,149
Equity (964)ANHEUSER-BUSCH INBEV (60,898)
Equity 3,400Anritsu Ord Shs 74,338
Equity 1,952Ansell Ord Shs 58,340
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AQR Equity Market Neutral Mutual Fund
Equity (441)ANSYS Ord Shs (149,746)
Equity 587Anthem Ord Shs 210,704
Equity (10,899)Antofagasta Ord Shs (254,131)
Equity (2,739)Aon Ord Shs Class A (630,271)
Equity (18,336)APA Group Units (139,935)
Equity (2,903)APA Ord Shs (51,964)
Equity 2,816Apartment Investment and Management REIT Ord Shs Class A 17,290
Equity 787Aperam Ord Shs 35,537
Equity 390APPLE 47,639
Equity (4,648)Apple Hospitality REIT Ord Shs (67,721)
Equity 1,389Applied Material Ord Shs 185,570
Equity (956)AptarGroup Ord Shs (135,437)
Equity (1,286)Aptiv Ord Shs (177,339)
Equity (1,196)ARAMARK Ord Shs (45,185)
Equity (3,768)ArcelorMittal Ord Shs (109,075)
Equity 3,514Arch Capital Group Ord Shs 134,832
Equity 1,786Archer Daniels Midland Ord Shs 101,802
Equity (1,686)argenx Ord Shs (464,477)
Equity (377)Arista Networks Ord Shs (113,813)
Equity (492)Aristocrat Leisure Ord Shs (12,872)
Equity 1,651Arkema Ord Shs 200,542
Equity (856)Armstrong World Industries Ord Shs (77,117)
Equity 4,061Arrow Electronics Ord Shs 450,040
Equity (3,218)Arrowhead Pharmaceuticals Ord Shs (213,386)
Equity (453)Arthur J Gallagher Ord Shs (56,521)
Equity (5,400)Asahi Group Holdings Ord Shs (227,973)
Equity (13,300)Asahi Intecc Ord Shs (367,104)
Equity (8,600)Asahi Kasei Ord Shs (99,192)
Equity (516)ASGN Ord Shs (49,247)
Equity 539Ashland Global Ord Shs 47,847
Equity (12,157)Ashmore Group Ord Shs (65,650)
Equity (138)Ashtead Group Ord Shs (8,239)
Equity (4,600)Asics Ord Shs (73,475)
Equity 900ASM International Ord Shs 262,327
Equity 8,300ASM Pacific Technology Ord Shs 105,746
Equity 283ASML Holding Ord Shs 171,959
Equity 2,973Asos Ord Shs 226,996
Equity (49)Aspen Technology Ord Shs (7,072)
Equity 7,246ASR Nederland Ord Shs 325,405
Equity (4,355)Assa Abloy Ord Shs Class B (125,409)
Equity 9,097Assicurazioni Generali Ord Shs 182,400
Equity 20,214Associated Bancorp Ord Shs 431,367
Equity 8,581Associated British Foods Ord Shs 285,917
Equity (136)Assurant Ord Shs (19,281)
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Page 5
AQR Equity Market Neutral Mutual Fund
Equity (1,489)Assured Guaranty Ord Shs (62,955)
Equity (3,500)Astellas Pharma Ord Shs (53,910)
Equity (1,929)ASTRAZENECA (192,875)
Equity 10,538AT&T 318,985
Equity 4,793Atco Ord Shs Class I 159,099
Equity 6,830Atlantia Ord Shs 128,035
Equity (9,217)Atlas Arteria Stapled Units (41,770)
Equity (9,978)Atlas Copco Ord Shs Class A (608,550)
Equity (2,337)Atmos Energy Ord Shs (231,012)
Equity 8,780Atos Ord Shs 686,429
Equity 92,219Aurizon Holdings Ord Shs 273,931
Equity 4,063Aurubis Ord Shs 337,323
Equity (135,572)AusNet Services Ord Shs (189,479)
Equity 3,765Australia and New Zealand Banking Group Ord Shs 80,809
Equity (19,986)Auto Trader Group Ord Shs (152,874)
Equity 943AutoDesk Ord Shs 261,352
Equity 1,425Autoliv Ord Shs 132,240
Equity (447)Automatic Data Processing Ord Shs (84,246)
Equity 2,140Autonation Ord Shs 199,491
Equity 111AutoZone Ord Shs 155,877
Equity (417)Avalara Ord Shs (55,640)
Equity 191AvalonBay Communities REIT Ord Shs 35,241
Equity (835)Avangrid Ord Shs (41,591)
Equity (975)Avanos Medical Ord Shs (42,647)
Equity (1,280)Avantor Ord Shs (37,030)
Equity 20,808Avast Ord Shs 130,912
Equity (1,313)Avery Dennison Ord Shs (241,132)
Equity (1,254)Avient Ord Shs (59,277)
Equity (1,685)Avis Budget Group Ord Shs (122,230)
Equity 108,515Aviva Ord Shs 611,149
Equity 5,267Avnet Ord Shs 218,633
Equity (11,531)Axa Ord Shs (310,146)
Equity 2,646Axalta Coating Systems Ord Shs 78,269
Equity 831Axfood Ord Shs 19,907
Equity (370)AXIS Capital Holdings Ord Shs (18,341)
Equity (544)Axon Enterprise Ord Shs (77,476)
Equity (2,200)Azbil Ord Shs (94,869)
Equity 5,763Azimut Holding Ord Shs 131,638
Equity 6,016B&M European Value Retail Ord Shs 43,809
Equity (154)Bachem Holding Ord Shs (66,270)
Equity 35,612BAE Systems Ord Shs 248,126
Equity (9,414)Baker Hughes Ord Shs Class A (203,437)
Equity (1,919)Bakkafrost Ord Shs (152,304)
Equity (4,759)Ball Ord Shs (403,278)
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Page 6
AQR Equity Market Neutral Mutual Fund
Equity (8,163)Ballard Power Systems Ord Shs (199,066)
Equity 252Baloise Holding Ord Shs 43,055
Equity 4,236Banca Generali Ord Shs 149,457
Equity 103,759Banco Bilbao Vizcaya Argentaria Ord Shs 539,742
Equity 109,622Banco BPM Ord Shs 313,722
Equity (169,516)Banco De Sabadell Ord Shs (90,850)
Equity (46,317)Banco Santander Ord Shs (157,702)
Equity 3,106BancorpSouth Ord Shs 100,883
Equity (1,800)Bandai Namco Holdings Ord Shs (128,574)
Equity 219Bank of America Ord Shs 8,473
Equity (1,257)Bank of Hawaii Ord Shs (112,489)
Equity (2,600)Bank Of Kyoto Ord Shs (160,235)
Equity 834Bank of Montreal Ord Shs 74,332
Equity 10,058Bank of New York Mellon Ord Shs 475,643
Equity (179)Bank of Nova Scotia Ord Shs (11,197)
Equity (913)Bank Ozk Ord Shs (37,296)
Equity (42,985)Bankinter Ord Shs (299,080)
Equity 36,899Barclays Ord Shs 94,651
Equity 13,584Barratt Developments Ord Shs 139,964
Equity 12,733Barrick Gold Ord Shs 252,563
Equity (110)Barry Callebaut Ord Shs (249,652)
Equity (1,171)BASF N Ord Shs (97,495)
Equity 76Bausch Health Companies Ord Shs 2,411
Equity 1,051Baxter International Ord Shs 88,641
Equity 3,084Bayer Ord Shs 195,585
Equity (8,222)BCE Ord Shs (371,114)
Equity (13,034)Beazley Ord Shs (63,264)
Equity 316Bechtle Ord Shs 59,386
Equity 1,664Becton Dickinson Ord Shs 404,602
Equity (2,840)Beiersdorf Ord Shs (300,740)
Equity (517)Belden Ord Shs (22,939)
Equity 3Belimo N Ord Shs 24,353
Equity (1,055)Bellway Ord Shs (49,534)
Equity (3,800)Benefit One Ord Shs (101,070)
Equity 500Benesse Holdings Ord Shs 10,534
Equity 1,511Berkeley Group Holdings (The) Ord Shs 92,541
Equity 1,792Berry Global Group Ord Shs 110,029
Equity 4,121Best Buy Ord Shs 473,132
Equity (3,905)Beyond Meat Ord Shs (508,119)
Equity 2,720BHP Group Ord Shs 78,602
Equity 1,894Bic Ord Shs 111,123
Equity (1,469)Bill com Holdings Ord Shs (213,740)
Equity (8,258)BillerudKorsnas Ord Shs (153,814)
Equity 49Bio Rad Laboratories Ord Shs Class A 27,987
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Page 7
AQR Equity Market Neutral Mutual Fund
Equity (14)Bio Techne Ord Shs (5,347)
Equity 1,076Biogen Inc Ord Shs 301,011
Equity (2,362)BioMarin Pharmaceutical Ord Shs (178,355)
Equity (330)Biomerieux Ord Shs (42,082)
Equity (4,909)BJs Wholesale Club Holdings Ord Shs (220,218)
Equity 1,501BKW N Ord Shs 163,951
Equity (86)Black Hills Ord Shs (5,742)
Equity (749)Black Knight Ord Shs (55,419)
Equity 529Blackbaud Ord Shs 37,601
Equity (446)BlackRock Ord Shs (336,266)
Equity (2,600)bluebird bio Ord Shs (78,390)
Equity 18,563Bluescope Steel Ord Shs 273,580
Equity 3,958BMW Ord Shs 411,548
Equity 30,500BOC Hong Kong Holdings Ord Shs 106,512
Equity (1,709)Boeing Ord Shs (435,316)
Equity 2,744BOK Financial Ord Shs 245,094
Equity 5,506Boliden Ord Shs 204,668
Equity 18,159Bollore Ord Shs 87,887
Equity 22,412Boohoo Group Ord Shs 105,134
Equity 128Booking Holdings Ord Shs 298,220
Equity 2,277Booz Allen Hamilton Holding Ord Shs Class A 183,367
Equity (8,910)Boral Ord Shs (37,257)
Equity 199Boralex Ord Shs Class A 6,257
Equity (675)BorgWarner Ord Shs (31,293)
Equity (13)Boston Beer Ord Shs Class A (15,682)
Equity 1,385Boston Properties REIT Ord Shs 140,245
Equity 3,587Boston Scientific Ord Shs 138,638
Equity 5,842Bouygues Ord Shs 234,752
Equity 2,551Boyd Gaming Ord Shs 150,407
Equity (181)Boyd Group Income Ord Shs (30,666)
Equity 22,761BP 92,530
Equity 14,107Brambles Ord Shs 113,678
Equity 17,788Brandywine Realty Trust REIT Ord Shs 229,643
Equity 5,268Brenntag Ord Shs 450,740
Equity (3,600)Bridgestone Ord Shs (145,792)
Equity (2,738)Bright Horizons Family Solutions Ord Shs (469,430)
Equity (953)Brighthouse Financial Ord Shs (42,170)
Equity (2,121)Brink's Ord Shs (168,047)
Equity 1,258Bristol Myers Squibb Ord Shs 79,418
Equity 8,962BRITISH AMERICAN TOBACCO 343,002
Equity 2,792Britvic Ord Shs 32,262
Equity 191Brixmor Property Group REIT Ord Shs 3,864
Equity 258Broadcom Ord Shs 119,624
Equity (334)Broadridge Financial Solutions Ord Shs (51,135)
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Page 8
AQR Equity Market Neutral Mutual Fund
Equity (7,558)Brookfield Asset Management Ord Shs Class A (336,152)
Equity (571)Brooks Automation Ord Shs (46,622)
Equity 16,700Brother Industries Ord Shs 370,120
Equity (542)Brown & Brown Ord Shs (24,775)
Equity (1,983)Brown Forman Ord Shs Class B (136,768)
Equity 1,595BRP Subordinate Voting Ord Shs 138,288
Equity (451)Bruker Ord Shs (28,990)
Equity 1,090Brunswick Ord Shs 103,953
Equity 157,161BT Group Ord Shs 335,661
Equity 310Bucher Industries Ord Shs 158,631
Equity (122,300)Budweiser Brewing Company APAC Ord Shs (Proposed) (364,960)
Equity (1,014)Builders FirstSource Ord Shs (47,019)
Equity 415Bunge Ord Shs 32,897
Equity 1,814Bunzl Ord Shs 58,139
Equity (16,020)Burberry Group Ord Shs (419,622)
Equity (2,092)Bureau Veritas Ord Shs (59,673)
Equity (1,082)Burlington Stores Ord Shs (323,302)
Equity 20,369Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs 530,743
Equity 1,043BWX Technologies Ord Shs 68,775
Equity (169)Cable One Ord Shs (308,993)
Equity (1,492)Cabot Oil & Gas Ord Shs (28,020)
Equity 3,719Cabot Ord Shs 195,024
Equity 1,359CACI International Ord Shs Class A 335,211
Equity 227Cadence Design Systems Ord Shs 31,097
Equity (6,092)CAE Ord Shs (173,572)
Equity (2,802)Caesars Entertainment Ord Shs (245,035)
Equity 9,535CaixaBank Ord Shs 29,574
Equity 3,300Calbee Ord Shs 84,277
Equity 1,207Camden Property Trust REIT Ord Shs 132,661
Equity (10,305)Cameco Ord Shs (170,869)
Equity (2,257)Campbell Soup Ord Shs (113,459)
Equity (2,951)Canada Goose Holdings Sub Voting Ord Shs (115,824)
Equity 391Canadian Imperial Bank of Commerce Ord Shs 38,280
Equity (719)Canadian National Railway Ord Shs (83,430)
Equity 222Canadian Natural Resources Ord Shs 6,862
Equity (317)Canadian Pacific Railway Ord Shs (121,065)
Equity 1,266Canadian Tire Ord Shs Class A 179,628
Equity (1,329)Canadian Utilities Ord Shs Class A (35,677)
Equity 900Canon Marketing Japan Ord Shs 20,004
Equity (3,600)CANON Ord Shs (81,529)
Equity (4,476)Canopy Growth Ord Shs (143,733)
Equity (202)Capgemini Ord Shs (34,448)
Equity 2,121Capital One Financial Ord Shs 269,855
Equity 280Capital Power Ord Shs 8,109
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Page 9
AQR Equity Market Neutral Mutual Fund
Equity (35,449)CapitaLand Ord Shs (99,202)
Equity 2,943Capri Holdings Ord Shs 150,093
Equity 5,788Cardinal Health Ord Shs 351,621
Equity (2,330)Carl Zeiss Meditec Ord Shs (351,891)
Equity (193)Carlisle Companies Ord Shs (31,764)
Equity 1,857Carlsberg Ord Shs Class B 286,006
Equity (1,020)Carmax Ord Shs (135,313)
Equity (233)Carnival Ord Shs (6,184)
Equity 33,477Carrefour Ord Shs 607,692
Equity 2,279Carrier Global Ord Shs 96,219
Equity 7,468carsales.com Ord Shs 101,303
Equity 732Carters Ord Shs 65,097
Equity (1,151)Carvana Ord Shs Class A (302,022)
Equity 103Caseys General Stores Ord Shs 22,268
Equity 368Casino Guichard Perrachon Ord Shs 12,301
Equity (8,500)Casio Computer Ord Shs (160,385)
Equity (1,255)Catalent Ord Shs (132,164)
Equity (1,260)Caterpillar Ord Shs (292,156)
Equity 4,239Cathay General Bancorp Ord Shs 172,866
Equity 697Cboe Global Markets Ord Shs 68,787
Equity (950)CBRE Group Ord Shs Class A (75,155)
Equity (848)CCL Industries Ord Shs Class B (46,905)
Equity 1,774CDK Global Ord Shs 95,902
Equity 434CDW Ord Shs 71,936
Equity 643Celanese Ord Shs 96,328
Equity (13,509)Cellnex Telecom Ord Shs (779,567)
Equity 2,534Cenovus Energy Ord Shs 19,032
Equity 2,921Centene Ord Shs 186,681
Equity (15,855)CenterPoint Energy Ord Shs (359,116)
Equity 26,828Centerra Gold Ord Shs 237,361
Equity (1,700)Central Japan Railway Ord Shs (254,615)
Equity (10,282)Centrica Ord Shs (7,680)
Equity (2,608)Ceridian HCM Holding Ord Shs (219,776)
Equity 2,377Cerner Ord Shs 170,859
Equity 2,345CF Industries Holdings Ord Shs 106,416
Equity 785CGI Ord Shs 65,381
Equity (1,126)CH Robinson Worldwide Ord Shs (107,454)
Equity (3,052)ChampionX Ord Shs (66,320)
Equity 75Charles River Laboratories International Ord Shs 21,737
Equity (1,947)Charles Schwab Ord Shs (126,905)
Equity (937)Charter Communications Ord Shs Class A (578,148)
Equity (2,989)Chegg Ord Shs (256,038)
Equity (184)Chemed Ord Shs (84,607)
Equity (1,108)Chemours Ord Shs (30,924)
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Page 10
AQR Equity Market Neutral Mutual Fund
Equity (2,363)Cheniere Energy Ord Shs (170,160)
Equity (260)CHEVRON (27,245)
Equity (3,214)Chewy Ord Shs Class A (272,258)
Equity (57,300)Chiba Bank Ord Shs (375,950)
Equity 52Chipotle Mexican Grill Ord Shs 73,883
Equity (35)Chocoladefabriken Lindt & Spruengli Par Shs (306,806)
Equity (1,984)Choice Hotels International Ord Shs (212,863)
Equity (3,910)Christian Hansen Holding Ord Shs (356,154)
Equity (12)Chubb Ord Shs (1,896)
Equity 9,100Chubu Electric Power Ord Shs 117,353
Equity (8,600)Chugai Pharmaceutical Ord Shs (349,370)
Equity (21,700)Chugoku Electric Power Ord Shs (266,881)
Equity (1,179)Church And Dwight Ord Shs (102,986)
Equity (354)Churchill Downs Ord Shs (80,507)
Equity 15,559CI Financial Ord Shs 224,685
Equity 559Ciena Ord Shs 30,588
Equity 279Cigna Ord Shs 67,445
Equity 1,544Cimarex Energy Ord Shs 91,698
Equity (4,580)CIMIC Group Ord Shs (61,360)
Equity (3,689)Cincinnati Financial Ord Shs (380,299)
Equity (3,050)Cinemark Holdings Ord Shs (62,251)
Equity (156)Cintas Ord Shs (53,244)
Equity 2,642CIRRUS LOGIC 224,015
Equity 7,898Cisco Systems Ord Shs 408,406
Equity 5,393Citigroup Ord Shs 392,341
Equity 1,145Citizens Financial Group Ord Shs 50,552
Equity (169)Citrix Systems Ord Shs (23,721)
Equity (8,538)City Developments Ord Shs (50,709)
Equity 29,500CK Asset Holdings Ord Shs 179,099
Equity 52,500CK Hutchison Holdings Ord Shs 418,341
Equity (2,724)Clariant Ord Shs (55,166)
Equity 731Clean Harbors Ord Shs 61,448
Equity (93)Clorox Ord Shs (17,938)
Equity (1,332)Cloudflare Ord Shs Class A (93,586)
Equity 19,000CLP Holdings Ord Shs 184,515
Equity 24CMC Materials Ord Shs 4,243
Equity (1,165)CME Group Ord Shs Class A (237,928)
Equity (3,678)CMS Energy Ord Shs (225,167)
Equity 2,262CNA Financial Ord Shs 100,953
Equity 24,077CNH Industrial Ord Shs 373,388
Equity (4,761)CNO Financial Group Ord Shs (115,645)
Equity 12,342CNP Assurances Ord Shs 235,135
Equity 6,686Cnx Resources Ord Shs 98,284
Equity 2,691Coca Cola HBC Ord Shs 85,765
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Page 11
AQR Equity Market Neutral Mutual Fund
Equity (4,800)Coca-Cola Bottlers Japan Holdings Ord Shs (83,794)
Equity 4,607Coca-Cola Ord Shs 242,835
Equity (1,444)Cochlear Ord Shs (232,030)
Equity 715Cogeco Communications Subordinate Voting Ord Shs 67,128
Equity (2,554)Cognex Ord Shs (211,956)
Equity 1,324Cognizant Technology Solutions Ord Shs Class A 103,431
Equity 9,359Coles Group Ord Shs 114,124
Equity (5,180)Colfax Ord Shs (226,936)
Equity (1,872)COLGATE-PALMOLIVE (147,570)
Equity 773Coloplast Ord Shs Class B 116,513
Equity 2,121Columbia Sportswear Ord Shs 224,041
Equity (1,080)COMCAST (58,439)
Equity 3,435Comerica Ord Shs 246,427
Equity 210,726Comfortdelgro Corporation Ord Shs 268,191
Equity (5,398)Commerce Bancshares Ord Shs (413,541)
Equity 2,375Commercial Metals Ord Shs 73,245
Equity (2,016)COMMON WEALTH BANK OF AUSTRALIA (132,205)
Equity 503Commscope Holding Ord Shs 7,726
Equity 801CommVault Systems Ord Shs 51,665
Equity 9,157Compagnie de Saint Gobain Ord Shs 541,555
Equity 1,356Compagnie Financiere Richemont Ord Shs 130,737
Equity (4,359)Compagniie Plastic Omnium Ord Shs (160,047)
Equity (9,944)Compass Group Ord Shs (200,514)
Equity (2,124)Compass Minerals International Ord Shs (133,217)
Equity (1,175)CompuGroup Medical N Ord Shs (99,499)
Equity (1,372)Computershare Ord Shs (15,717)
Equity 2,700Comsys Holdings Ord Shs 83,321
Equity 366Conagra Brands Ord Shs 13,762
Equity 166Concentrix Ord Shs 24,854
Equity (24,900)Concordia Financial Group Ord Shs (101,177)
Equity 879ConocoPhillips Ord Shs 46,561
Equity 57Consolidated Edison Ord Shs 4,264
Equity 360Constellation Brands Ord Shs Class A 82,080
Equity 36Constellation Software Ord Shs 50,270
Equity 795Continental Ord Shs 105,303
Equity 45,062Convatec Group Ord Shs 121,919
Equity (190)Cooper Ord Shs (72,977)
Equity 820Copa Holdings A Ord Shs 66,248
Equity 3Copart Ord Shs 326
Equity 1,911CoreLogic Ord Shs 151,447
Equity (424)CoreSite Realty REIT Ord Shs (50,816)
Equity (1,413)Corning Ord Shs (61,480)
Equity 7,390Corporate Office Properties Trust REIT Ord Shs 194,579
Equity 1,794Corteva Ord Shs 83,636
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Page 12
AQR Equity Market Neutral Mutual Fund
Equity (200)COSMOS Pharmaceutical Ord Shs (31,258)
Equity (303)CoStar Group Ord Shs (249,033)
Equity 24COSTCO WHOLESALE 8,460
Equity (2,413)Coty Ord Shs Class A (21,741)
Equity (1,311)Coupa Software Ord Shs (333,623)
Equity (4,318)Cousins Properties REIT Ord Shs (152,641)
Equity 4,172Covestro Ord Shs 281,158
Equity 882Cracker Barrel Old Country Store Ord Shs 152,480
Equity 1,248Crane Ord Shs 117,200
Equity (300)Credit Acceptance Ord Shs (108,069)
Equity 800Credit Saison Ord Shs 9,614
Equity 40,054Credit Suisse Group Ord Shs 421,415
Equity (2,555)Cree Ord Shs (276,272)
Equity (5,889)Croda International Ord Shs (515,778)
Equity (522)CrowdStrike Holdings Ord Shs Class A (95,270)
Equity (168)Crown Castle International REIT Ord Shs (28,918)
Equity 1,194Crown Holdings Ord Shs 115,866
Equity (840)CSL Ord Shs (169,319)
Equity (187)CSX Ord Shs (18,031)
Equity (1,857)CTS Eventim Ord Shs (107,904)
Equity (724)CubeSmart REIT Ord Shs (27,389)
Equity (1,628)Cullen Frost Bankers Ord Shs (177,061)
Equity 420Cummins Ord Shs 108,826
Equity 734Curtiss Wright Ord Shs 87,052
Equity 1,685CVS Health Ord Shs 126,763
Equity (3,600)Cyber Agent Ord Shs (64,930)
Equity (546)CyrusOne REIT Ord Shs (36,975)
Equity 902D R Horton Ord Shs 80,386
Equity 9,700Dai Nippon Printing Ord Shs 203,568
Equity (11,800)Dai-Ichi Life Holdings Ord Shs (203,110)
Equity 900Daicel Ord Shs 6,939
Equity (1,700)Daifuku Ord Shs (166,769)
Equity (11,900)Daiichi Sankyo Ord Shs (347,308)
Equity (1,000)Daikin Industries Ord Shs (201,991)
Equity 1,443Daimler Ord Shs 128,910
Equity (4,800)Dainippon Sumitomo Pharma Ord Shs (83,707)
Equity (42,700)Daiwa Securities Group Ord Shs (221,074)
Equity 2,710Dana Incorporated Ord Shs 65,934
Equity 412Danaher Ord Shs 92,733
Equity (1,914)Danone Ord Shs (131,597)
Equity 2,677Darden Restaurants Ord Shs 380,134
Equity (2,031)Darling Ingredients Ord Shs (149,441)
Equity 70Dassault Aviation Ord Shs 78,075
Equity (2,838)Dassault Systemes Ord Shs (608,395)
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Page 13
AQR Equity Market Neutral Mutual Fund
Equity (1,332)Datadog Ord Shs Class A (111,009)
Equity (20,868)Davide Campari Milano Ord Shs (234,274)
Equity (1,839)Davita Ord Shs (198,189)
Equity (3,226)DBS Group Holdings Ord Shs (69,125)
Equity 4,016DCC Ord Shs 348,521
Equity (3,192)Dechra Pharmaceuticals Ord Shs (151,057)
Equity 1,687Deckers Outdoor Ord Shs 557,419
Equity (689)Deere Ord Shs (257,782)
Equity (2,108)Delivery Hero Ord Shs (273,767)
Equity 1,968Dell Technologies Ord Shs Class C 173,479
Equity 4,091Delta Air Lines Ord Shs 197,513
Equity (74)Demant Ord Shs (3,142)
Equity 7,100Dena Ord Shs 138,916
Equity (7,700)Denso Ord Shs (511,963)
Equity 1,136Dentsply Sirona Ord Shs 72,488
Equity (3,800)Dentsu Group Ord Shs (122,081)
Equity (210)Descartes Systems Group Ord Shs (12,810)
Equity 2,181Deutsche Bank Ord Shs 26,115
Equity (30,904)Deutsche Lufthansa Ord Shs (410,614)
Equity 9,513Deutsche Post Ord Shs 522,359
Equity (17,875)Deutsche Telekom N Ord Shs (360,716)
Equity 7,058Devon Energy Ord Shs 154,217
Equity (959)DexCom Ord Shs (344,655)
Equity (13,424)Diageo Ord Shs (553,688)
Equity 288Diasorin Ord Shs 46,305
Equity 5,980Dicks Sporting Ord Shs 455,377
Equity (2,449)Digital Realty Trust REIT Ord Shs (344,917)
Equity 33,805Direct Line Insurance Ord Shs 146,125
Equity 700Disco Ord Shs 220,136
Equity 800Discover Financial Services Ord Shs 75,992
Equity (3,863)Discovery Ord Shs Series A (167,886)
Equity (2,452)DISH Network Ord Shs Class A (88,762)
Equity 2,700DKSH Holding Ord Shs 208,134
Equity 978DocuSign Ord Shs 197,996
Equity 288Dolby Laboratories Ord Shs Class A 28,431
Equity 73Dollar General Ord Shs 14,791
Equity (943)Dollar Tree Ord Shs (107,936)
Equity (2,049)Dollarama Ord Shs (90,512)
Equity 783DOMINION RESOURCES 59,477
Equity (1,309)Domino's Pizza Enterprises Ord Shs (95,961)
Equity (28)Dominos Pizza Ord Shs (10,298)
Equity 1,982Domtar Ord Shs 73,235
Equity 3,499Donaldson Ord Shs 203,502
Equity 275Dormakaba Holding Ord Shs 188,612
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Page 14
AQR Equity Market Neutral Mutual Fund
Equity (1,908)Douglas Emmett REIT Ord Shs (59,911)
Equity 57Dover Ord Shs 7,816
Equity 2,115Dow Ord Shs 135,233
Equity (1,674)DraftKings Ord Shs Class A (102,666)
Equity 2,621DropBox Ord Shs Class A 69,876
Equity (311)DSV Panalpina Ord Shs (61,163)
Equity (1,519)DTE Energy Ord Shs (202,240)
Equity (558)Duerr Ord Shs (23,282)
Equity (10,608)Dufry Ord Shs (725,422)
Equity (138)Duke Energy Ord Shs (13,321)
Equity (2,859)Duke Realty REIT Ord Shs (119,878)
Equity (10,115)Dun Bradst Hldg Ord Shs (240,838)
Equity 8,643Dunelm Group Ord Shs 154,902
Equity (1,033)DuPont de Nemours Ord Shs (79,830)
Equity 6,863DXC Technology Ord Shs 214,537
Equity 622Dycom Industries Ord Shs 57,753
Equity (252)Dynatrace Ord Shs (12,156)
Equity (11,629)E.ON N Ord Shs (135,637)
Equity (326)EAGLE MATERIALS (43,818)
Equity (6,500)East Japan Railway Ord Shs (461,118)
Equity (3,183)East West Bancorp Ord Shs (234,905)
Equity (803)EastGroup Properties REIT Ord Shs (115,054)
Equity 190Eastman Chemical Ord Shs 20,923
Equity (9,868)EasyJet Ord Shs (133,181)
Equity 549Eaton Ord Shs 75,916
Equity 1,653eBay Ord Shs 101,230
Equity 3,873EchoStar Ord Shs Class A 92,952
Equity (724)Ecolab Ord Shs (154,987)
Equity (1,810)Edenred Ord Shs (94,750)
Equity (2,914)Edgewell Personal Care Ord Shs (115,394)
Equity (1,409)Edison International Ord Shs (82,567)
Equity (72)Edwards Lifesciences Ord Shs (6,022)
Equity 1,854Eiffage Ord Shs 186,000
Equity (2,200)Eisai Ord Shs (147,709)
Equity (5,378)Elanco Animal Health Ord Shs (158,382)
Equity (505)Elastic Ord Shs (56,156)
Equity 10,600Electric Power Development Ord Shs 185,524
Equity 16,871Electricite de France Ord Shs 226,838
Equity 14,659Electrolux Ord Shs Class B 407,330
Equity 1,339Electronic Arts Ord Shs 181,260
Equity (7,897)Elekta Ord Shs Class B (102,605)
Equity (17,564)Element Fleet Management Ord Shs (192,151)
Equity 2,626Element Solutions Ord Shs 48,030
Equity (646)Eli Lilly Ord Shs (120,686)
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Page 15
AQR Equity Market Neutral Mutual Fund
Equity (2,322)Elia Group Ord Shs (256,257)
Equity (2,709)Elisa Ord Shs (162,824)
Equity 4,814Embracer Group Ord Shs 132,662
Equity 2,165EMCOR Group Ord Shs 242,826
Equity (5,214)Emera Ord Shs (232,024)
Equity 1,191Emergent BioSolutions Ord Shs 110,656
Equity 1,450Emerson Electric Ord Shs 130,819
Equity 39Emmi Ord Shs 39,574
Equity 3,381Empire Ord Shs Class A 105,396
Equity 4,810Empire State Realty REIT Ord Shs Class A 53,535
Equity (269)Ems-Chemie Holding Ord Shs (241,233)
Equity 15,533Enagas Ord Shs 338,100
Equity (2,652)Enbridge Ord Shs (96,597)
Equity (2,590)Encompass Health Ord Shs (212,121)
Equity 4,138Endeavour Mining Ord Shs 83,395
Equity 23,882Endesa Ord Shs 633,226
Equity (52,919)Enel Ord Shs (528,228)
Equity 30,000Eneos Holdings Ord Shs 136,181
Equity 3,974Energizer Holdings Ord Shs 188,606
Equity 118EnerSys Ord Shs 10,714
Equity (1,918)Engie Ord Shs (27,287)
Equity 1,000ENI Ord Shs 12,334
Equity 323Enphase Energy Ord Shs 52,378
Equity 14,880Entain Ord Shs 311,644
Equity 1,051Entegris Ord Shs 117,502
Equity 2,058Entergy Ord Shs 204,709
Equity (2,424)Envista Holdings Ord Shs (98,899)
Equity 432EOG Resources Ord Shs 31,333
Equity (224)EPAM Systems Ord Shs (88,859)
Equity 1,370Epiroc Ord Shs Class A 31,090
Equity (6,096)EPR Properties REIT Ord Shs (284,013)
Equity (17,613)EQT Ord Shs (580,950)
Equity 3,198EQT Ord Shs 59,419
Equity (961)Equifax Ord Shs (174,066)
Equity (352)Equinix REIT Ord Shs (239,216)
Equity (5,800)Equinox Gold Ord Shs (46,239)
Equity (2,309)Equitable Holdings Ord Shs (75,320)
Equity 12,575Equitrans Midstream Ord Shs 102,612
Equity (6,928)Equity Commonwealth REIT Ord Shs (192,598)
Equity 1,513Equity Lifestyle Properties REIT Ord Shs 96,287
Equity (3,004)Equity Residential REIT Ord Shs (215,177)
Equity 23,984Ericsson Ord Shs Class B 317,950
Equity (1,671)Erie Indemnity Ord Shs Class A (369,141)
Equity (39,200)ESR Cayman Ord Shs (128,323)
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Page 16
AQR Equity Market Neutral Mutual Fund
Equity (3,749)Essential Utilities Ord Shs (167,768)
Equity (319)Essex Property Trust REIT Ord Shs (86,717)
Equity (690)EssilorLuxottica Ord Shs (112,601)
Equity (103)Essity Ord Shs Class B (3,260)
Equity (259)Estee Lauder Ord Shs Class A (75,330)
Equity 1,312Etablissementen Franz Colruyt Ord Shs 78,426
Equity 859Etsy Ord Shs 173,235
Equity 56Eurofins Scientific Ord Shs 5,365
Equity 544Euronet Worldwide Ord Shs 75,235
Equity 22,470Eutelsat Communications Ord Shs 274,125
Equity (1,195)Everbridge Ord Shs (144,810)
Equity 863Evercore Ord Shs Class A 113,692
Equity 579Everest Re Group Ord Shs 143,482
Equity 1,660Evergy Ord Shs 98,820
Equity (2,152)Eversource Energy Ord Shs (186,342)
Equity 372Evolution Gaming Group Ord Shs 54,885
Equity 16,968Evolution Mining Ord Shs 52,729
Equity (2,766)Evonik Industries Ord Shs (98,047)
Equity (5,554)Evotec Ord Shs (200,659)
Equity 47,291Evraz Ord Shs 377,130
Equity (1,124)EXACT Sciences Ord Shs (148,121)
Equity (1,748)Exelixis Ord Shs (39,487)
Equity (1,821)Exelon Ord Shs (79,651)
Equity 123Expedia Group Ord Shs 21,171
Equity (1,180)Expeditors International of Washington Ord Shs (127,074)
Equity (6,267)Experian Ord Shs (215,905)
Equity (748)Extra Space Storage REIT Ord Shs (99,147)
Equity 581EXXON MOBIL 32,437
Equity (800)Ezaki Glico Ord Shs (32,181)
Equity (1,284)F5 Networks Ord Shs (267,868)
Equity 2,907Facebook Class A Ord Shs 856,199
Equity (20)Fair Isaac Ord Shs (9,721)
Equity 63Fairfax Financial Holdings Sub Voting Ord Shs 27,496
Equity (3,800)Fancl Ord Shs (128,443)
Equity (400)Fanuc Ord Shs (94,787)
Equity (400)Fast Retailing Ord Shs (319,023)
Equity (2,616)Fastenal Ord Shs (131,532)
Equity (4,680)Fastly Ord Shs Class A (314,870)
Equity (4,308)Faurecia Ord Shs (230,021)
Equity 290Faurecia Ord Shs 15,443
Equity (2,491)Federal Realty Investment Trust REIT Ord Shs (252,712)
Equity 7,498Federated Hermes Ord Shs Class B 234,687
Equity 586Fedex Ord Shs 166,447
Equity (2,896)Ferrari Ord Shs (607,044)
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Page 17
AQR Equity Market Neutral Mutual Fund
Equity (13,449)Ferrovial Ord Shs (351,381)
Equity 7,627Fidelity National Financial Ord Shs 310,114
Equity 1,100Fidelity National Information Services Ord Shs 154,671
Equity 2,297Fifth Third Bancorp Ord Shs 86,023
Equity (23,824)FinecoBank Banca Fineco Ord Shs (390,745)
Equity 10,713Finning International Ord Shs 272,417
Equity 2,207FireEye Ord Shs 43,191
Equity 3,840First American Financial Ord Shs 217,536
Equity (100)First Citizens Bancshares Ord Shs Class A (83,577)
Equity (8,010)First Financial Bankshares Ord Shs (374,307)
Equity (3,093)First Hawaiian Ord Shs (84,655)
Equity 14,295First Horizon Ord Shs 241,728
Equity 1,287First Industrial Realty Trust Ord Shs 58,932
Equity (1,023)First Quantum Minerals Ord Shs (19,494)
Equity (3,535)First Republic Bank Ord Shs (589,461)
Equity 616First Solar Ord Shs 53,777
Equity 737FirstCash Ord Shs 48,399
Equity (3,435)FirstEnergy Ord Shs (119,160)
Equity (359)Fiserv Ord Shs (42,735)
Equity (268)Five Below Ord Shs (51,132)
Equity (248)Five9 Ord Shs (38,770)
Equity 112FleetCor Technologies Ord Shs 30,087
Equity (1,204)Floor Decor Holdings Ord Shs Class A (114,958)
Equity 3,331Flowers Foods Ord Shs 79,278
Equity 1,584Flowserve Ord Shs 61,475
Equity (1,441)Flughafen Zuerich Ord Shs (237,781)
Equity (1,565)Fluor Ord Shs (36,136)
Equity 13FMC Ord Shs 1,438
Equity 19,378FNB Ord Shs 246,101
Equity 2,200Food & Life Companies Ord Shs 97,357
Equity (939)Foot Locker Ord Shs (52,819)
Equity 38,795Ford Motor Ord Shs 475,239
Equity 24,506Fortescue Metals Group Ord Shs 373,113
Equity (875)Fortinet Ord Shs (161,368)
Equity (1,046)Fortis Ord Shs (45,382)
Equity 137Fortive Ord Shs 9,678
Equity (89)Fortum Ord Shs (2,381)
Equity 930Fortune Brands Home And Security Ord Shs 89,113
Equity (1,577)Fox Factory Holding Ord Shs (200,374)
Equity 899Fox Ord Shs Class A 32,463
Equity 200FP Ord Shs 8,154
Equity (1,292)Franco Nevada Ord Shs (161,894)
Equity (3,564)Franklin Resources Ord Shs (105,494)
Equity (4,147)Fraport Frankfurt Airport Services Worldwide Ord Shs (252,715)
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Page 18
AQR Equity Market Neutral Mutual Fund
Equity (823)freenet Ord Shs (19,742)
Equity (618)Freeport McMoRan Ord Shs (20,351)
Equity (4,394)Freni Brembo Ord Shs (54,845)
Equity 6,349Fresenius Medical Care Ord Shs 468,015
Equity 514frontdoor Ord Shs 27,628
Equity (320)FTI Consulting Ord Shs (44,835)
Equity (2,018)Fuchs Petrolub Pref Shs (96,862)
Equity (1,700)Fuji Electric Ord Shs (70,923)
Equity 600Fujifilm Holdings Ord Shs 35,680
Equity 3,200Fujitsu General Ord Shs 89,339
Equity 2,200Fujitsu Ord Shs 318,552
Equity (11,900)Fukuoka Financial Group Ord Shs (226,046)
Equity 14,869Fulton Financial Ord Shs 253,219
Equity (670)Galapagos Ord Shs (52,066)
Equity (7,000)Galaxy Entertainment Group Ord Shs (63,027)
Equity 4,639Galenica AG Ord Shs 290,815
Equity 3,357Gaming and Leisure Properties REIT Ord Shs 142,438
Equity 7,378Gap Ord Shs 219,717
Equity (311)Garmin Ord Shs (41,005)
Equity 705Gartner Ord Shs 128,698
Equity (1,349)GATX Ord Shs (125,106)
Equity 2,749GEA Group Ord Shs 112,920
Equity (139)Geberit Ord Shs (88,851)
Equity (123)Generac Holdings Ord Shs (40,276)
Equity (102)General Dynamics Ord Shs (18,519)
Equity 5,477GENERAL ELECTRIC 71,913
Equity (2,481)General Mills Ord Shs (152,135)
Equity 4,775General Motors Ord Shs 274,372
Equity 729Genmab Ord Shs 240,429
Equity 5,352Gentex Ord Shs 190,906
Equity 41,519Genting Singapore Ord Shs 28,429
Equity 833Genuine Parts Ord Shs 96,286
Equity 26Georg Fischer Ord Shs 34,891
Equity 693George Weston Ord Shs 61,357
Equity 16,136Getinge Ord Shs Class B 448,927
Equity (14,075)Getlink Ord Shs (216,374)
Equity 4,946Gibson Energy Ord Shs 87,638
Equity (3,183)Gildan Activewear Ord Shs (97,401)
Equity (1,466)Gilead Sciences Ord Shs (94,748)
Equity (54)Givaudan Ord Shs (208,966)
Equity (9,318)Gjensidige Forsikring Ord Shs (218,968)
Equity (4,841)Glacier Bancorp Ord Shs (276,324)
Equity 18,957GLAXOSMITHKLINE 336,876
Equity 37,276Glencore Ord Shs 146,189
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Page 19
AQR Equity Market Neutral Mutual Fund
Equity (5,858)Global Blood Therapeutics Ord Shs (238,714)
Equity (653)Global Payments Ord Shs (131,632)
Equity (400)Globe Life Ord Shs (38,652)
Equity 1,063Globus Medical Ord Shs Class A 65,555
Equity 6,200GMO Internet Ord Shs 177,864
Equity (200)GMO Payment Gateway Ord Shs (26,570)
Equity 617GN Store Nord Ord Shs 48,693
Equity (794)Godaddy Ord Shs Class A (61,630)
Equity 507Goldman Sachs Group Ord Shs 165,789
Equity (1,700)Goldwin Ord Shs (108,923)
Equity 9,448Goodyear Tire & Rubber Ord Shs 166,001
Equity 145GOOGLE 299,065
Equity (662)Graco Ord Shs (47,412)
Equity 24,193GrafTech International Ord Shs 295,880
Equity 200Graham Holdings Company Ord Shs Class B 112,488
Equity (206)Grand Canyon Education Ord Shs (22,063)
Equity 6,820Graphic Packaging Holding Ord Shs 123,851
Equity 1,842Greif Ord Shs Class A 104,994
Equity 398Grifols Ord Shs Class A 10,445
Equity (14,684)Grocery Outlet Holding Ord Shs (541,693)
Equity (2,276)Guardant Health Ord Shs (347,431)
Equity (561)Guidewire Software Ord Shs (57,014)
Equity 13,961H&R Block Ord Shs 304,350
Equity 3,371H.Lundbeck Ord Shs 115,440
Equity (132)Haemonetics Ord Shs (14,653)
Equity (6,163)HAIN CELESTIAL GROUP (268,707)
Equity 9,900Hakuhodo Dy Holdings Ord Shs 165,299
Equity (1,665)Halliburton Ord Shs (35,731)
Equity (10,416)Halma Ord Shs (341,166)
Equity (4,200)Hamamatsu Photonics Ord Shs (248,579)
Equity 1,619Hancock Whitney Ord Shs 68,014
Equity 975Hanesbrands Ord Shs 19,178
Equity (41,000)Hang Lung Properties Ord Shs (106,528)
Equity (8,300)Hang Seng Bank Ord Shs (160,674)
Equity (4,000)Hankyu Hanshin Holdings Ord Shs (128,326)
Equity (1,220)Hannover Rueck Ord Shs (223,396)
Equity 562Hanover Insurance Group Ord Shs 72,757
Equity (10,500)Hargreaves Lansdown Ord Shs (223,315)
Equity 894Harley Davidson Ord Shs 35,849
Equity (3,100)Harmonic Drive Systems Ord Shs (209,846)
Equity 1,937Hartford Financial Services Group Ord Shs 129,372
Equity 55,058Harvey Norman Holdings Ord Shs 240,287
Equity (1,332)Hasbro Ord Shs (128,032)
Equity 12,100Haseko Ord Shs 169,619
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Page 20
AQR Equity Market Neutral Mutual Fund
Equity 2,517Hawaiian Electric Industries Ord Shs 111,830
Equity 48,792Hays Ord Shs 100,641
Equity (139)HCA Healthcare Ord Shs (26,179)
Equity 7,543Healthcare Realty Trust REIT Ord Shs 228,704
Equity 6,823Healthcare Services Ord Shs 191,249
Equity 1,133Healthcare Trust Of America REIT Ord Shs Class A 31,248
Equity (4,249)Healthequity Ord Shs (288,932)
Equity (3,067)Healthpeak Properties Ord Shs (97,347)
Equity (1,345)HEICO Ord Shs (169,201)
Equity 1,860HeidelbergCement Ord Shs 169,332
Equity (6,603)Heineken Ord Shs (679,976)
Equity (1,011)Helen Of Troy Ord Shs (212,977)
Equity 1,188HelloFresh Ord Shs 88,802
Equity (2,242)Helmerich & Payne Ord Shs (60,444)
Equity (29)Helvetia Holding Ord Shs (3,420)
Equity 23,050Henderson Land Development Ord Shs 103,473
Equity 370Henkel & KGAA Pref Shs 41,686
Equity (5,188)Hennes & Mauritz Ord Shs Class B (117,107)
Equity 1,162Henry Schein Ord Shs 80,457
Equity 54,552Hera Ord Shs 209,528
Equity 5,295Herman Miller Ord Shs 217,889
Equity (88)Hermes International Ord Shs (97,635)
Equity 233Hershey Foods Ord Shs 36,851
Equity (5,361)Hess Ord Shs (379,344)
Equity (4,906)Hewlett Packard Enterprise Ord Shs (77,220)
Equity (2,632)Hexagon Ord Shs Class B (243,261)
Equity (2,656)Hexcel Ord Shs (148,736)
Equity 10,248Hexpol Ord Shs Class B 115,927
Equity 3,950Highwoods Properties REIT Ord Shs 169,613
Equity 300Hikari Tsushin Ord Shs 60,462
Equity 3,744Hikma Pharmaceuticals Ord Shs 117,569
Equity 2,060Hill Rom Holdings Ord Shs 227,589
Equity 301Hilton Worldwide Holdings Ord Shs 36,397
Equity (5,800)Hino Motors Ord Shs (49,969)
Equity (700)Hirose Electric Ord Shs (107,819)
Equity (1,400)Hisamitsu Pharmaceutical Ord Shs (91,348)
Equity (6,673)Hiscox Ord Shs (79,215)
Equity (1,100)Hitachi Construction Machinery Ord Shs (35,290)
Equity (8,100)Hitachi Metals Ord Shs (133,558)
Equity (3,400)Hitachi Ord Shs (153,969)
Equity 6,000Hitachi Transport System Ord Shs 201,991
Equity 50,000HKT Trust And HKT Units 71,259
Equity 2,947Hochtief Ord Shs 264,273
Equity (2,712)HollyFrontier Ord Shs (97,035)
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Page 21
AQR Equity Market Neutral Mutual Fund
Equity (2,134)Holmen Ord Shs Class B (93,867)
Equity 2,019Hologic Ord Shs 150,173
Equity (7,349)Home BancShares Ord Shs (198,790)
Equity (791)HOME DEPOT (241,453)
Equity (3,813)Homeserve Ord Shs (63,182)
Equity 12,700Honda Motor Ord Shs 381,460
Equity (1,028)Honeywell International Ord Shs (223,148)
Equity (178,400)Hong Kong and China Gas Ord Shs (282,248)
Equity (350)Horizon Therapeutics Public Ord Shs (32,214)
Equity (3,990)Hormel Foods Ord Shs (190,642)
Equity (1,300)Hoshizaki Ord Shs (116,235)
Equity (5,844)Host Hotels & Resorts REIT Ord Shs (98,471)
Equity (1,900)House Foods Group Ord Shs (62,588)
Equity (7,241)Howden Joinery Group Ord Shs (73,230)
Equity 1,262Howmet Aerospace Ord Shs 40,548
Equity 300Hoya Ord Shs 35,308
Equity 7,207HP Ord Shs 228,822
Equity (40,204)HSBC Holdings Ord Shs (234,747)
Equity 271Hubbell Ord Shs 50,647
Equity (234)HubSpot Ord Shs (106,285)
Equity 7,655Hudson Pacific Properties REIT Ord Shs 207,680
Equity 5,425Hugo Boss N Ord Shs 213,405
Equity 5,138Huhtamaki Ord Shs 232,852
Equity 79Humana Ord Shs 33,121
Equity (14,611)Huntington Bancshares Ord Shs (229,685)
Equity 1,204Huntington Ingalls Industries Ord Shs 247,843
Equity 11,124Huntsman Ord Shs 320,705
Equity 17,760Husqvarna Ord Shs Class B 256,325
Equity 177Hyatt Hotels Ord Shs Class A 14,638
Equity 6,518Hydro One Ord Shs 151,794
Equity 2,507iA Financial Ord Shs 136,296
Equity (2,899)IAA Ord Shs (159,851)
Equity 650IAC InterActive Ord Shs 140,602
Equity (4,681)Iberdrola Ord Shs (60,435)
Equity 200Ibiden Ord Shs 9,213
Equity 1,573IBM 209,618
Equity 758ICA Gruppen Ord Shs 37,133
Equity 578ICU Medical Ord Shs 118,744
Equity 2,228Idacorp Ord Shs 222,733
Equity (7,700)Idemitsu Kosan Ord Shs (198,876)
Equity (530)IDEX Ord Shs (110,940)
Equity (293)IDEXX Laboratories Ord Shs (143,368)
Equity (12,024)Idorsia N Ord Shs (323,740)
Equity 564IGM Financial Ord Shs 17,187
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Page 22
AQR Equity Market Neutral Mutual Fund
Equity 1,900IHI Ord Shs 38,602
Equity (4,060)II VI Ord Shs (277,582)
Equity 15,000Iida Group Holdings Ord Shs 363,258
Equity 205Iliad Ord Shs 39,056
Equity (166)Illinois Tool Ord Shs (36,772)
Equity (477)Illumina Ord Shs (183,197)
Equity (999)IMCD Ord Shs (139,134)
Equity 851Imerys Ord Shs 41,527
Equity 11,057IMI Ord Shs 203,506
Equity 17,078Imperial Brands Ord Shs 351,553
Equity 570Imperial Oil Ord Shs 13,805
Equity 19,509Inchcape Ord Shs 202,682
Equity 15,856Incitec Pivot Ord Shs 35,143
Equity (543)Incyte Ord Shs (44,130)
Equity 178,131Indivior Ord Shs 312,125
Equity 1,631Industria De Diseno Textil Inditex Ord Shs 53,865
Equity (2,935)Indutrade Ord Shs (67,884)
Equity (7,945)Infineon Technologies Ord Shs (337,607)
Equity (42,007)Informa Ord Shs (324,444)
Equity (25,412)Infrastrutture Wireless Italiane Ord Shs (283,734)
Equity (2,430)Ingersoll Rand Ord Shs (119,580)
Equity (31)Ingevity Ord Shs (2,341)
Equity 1,126Ingredion Ord Shs 101,250
Equity (13,478)Innergex Renewable Energy Ord Shs (235,598)
Equity (2,900)INPEX Ord Shs (19,841)
Equity 933Insperity Ord Shs 78,129
Equity (1,372)Insulet Ord Shs (357,982)
Equity (41,033)Insurance Australia Group Ord Shs (146,263)
Equity (1,718)Intact Financial Ord Shs (210,504)
Equity (1,269)Integra LifeSciences Holdings Ord Shs (87,675)
Equity 14,957INTEL 957,248
Equity (7,175)Inter Pipeline Ord Shs (102,586)
Equity (789)Intercontinental Exchange Ord Shs (88,116)
Equity (8,524)Intercontinental Hotels Group Ord Shs (585,088)
Equity 1,088InterDigital Ord Shs 69,034
Equity (8,146)Intermediate Capital Group Ord Shs (207,023)
Equity (1,625)International Flavors & Fragrances Ord Shs (226,866)
Equity 399International Paper Ord Shs 21,574
Equity 8,197Interpublic Group of Companies Ord Shs 239,352
Equity 301Intertek Group Ord Shs 23,265
Equity (82,847)Intesa Sanpaolo Ord Shs (224,974)
Equity 387Intuit Ord Shs 148,244
Equity (73)Intuitive Surgical Ord Shs (53,943)
Equity (4,783)Invesco Ord Shs (120,627)
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Page 23
AQR Equity Market Neutral Mutual Fund
Equity 21,780Investec Ord Shs 65,869
Equity 1,736Invitation Homes Ord Shs 55,535
Equity (4,710)Ionis Pharmaceuticals Ord Shs (211,762)
Equity (7,055)Iovance Biotherapeutics Ord Shs (223,361)
Equity (144)IPG Photonics Ord Shs (30,375)
Equity 3,823Ipsen Ord Shs 328,676
Equity 531Iqvia Holdings Ord Shs 102,557
Equity (3,657)Iron Mountain Ord Shs (135,346)
Equity (23,700)Isetan Mitsukoshi Holdings Ord Shs (166,865)
Equity (5,219)Iss Ord Shs (97,527)
Equity 6,000Isuzu Motors Ord Shs 64,561
Equity 28,418Italgas Ord Shs 184,867
Equity (4,400)Ito En Ord Shs (270,371)
Equity (5,300)Itochu Ord Shs (172,046)
Equity 2,200ITOCHU Techno-Solutions Ord Shs 70,977
Equity 246ITT Ord Shs 22,364
Equity 68,856ITV Ord Shs 114,143
Equity 1,800Izumi Ord Shs 70,615
Equity (3)j2 Global Ord Shs (360)
Equity 5,150Jabil Ord Shs 268,624
Equity 78Jack Henry and Associates Ord Shs 11,834
Equity (266)Jack in the Box Ord Shs (29,201)
Equity (685)Jacobs Engineering Group Ord Shs (88,550)
Equity (5,552)James Hardie Industries CDI (168,471)
Equity 7,155Janus Henderson Group Ord Shs 222,878
Equity (3,800)Japan Airlines Ord Shs (84,941)
Equity (7,900)Japan Airport Terminal Ord Shs (388,923)
Equity (18,600)Japan Post Bank Ord Shs (179,099)
Equity 8,900Japan Post Holdings Ord Shs 79,472
Equity 9,900Japan Post Insurance Ord Shs 203,734
Equity 2,000JAPAN TOBACCO 38,462
Equity 1,246Jardine Cycle And Carriage Ord Shs 20,875
Equity 299JAZZ PHARMACEUTICALS 49,147
Equity 9,953Jb Hi-Fi Ord Shs 392,529
Equity (323)JB Hunt Transport Services Ord Shs (54,287)
Equity 1,405JBG SMITH Properties Ord Shs 44,665
Equity (6,200)JCR Pharmaceuticals Ord Shs (201,149)
Equity 24,197JD Sports Fashion Ord Shs 275,289
Equity 4,769Jefferies Financial Group Ord Shs 143,547
Equity 505JetBlue Airways Ord Shs 10,272
Equity (1,500)JFE Holdings Ord Shs (18,502)
Equity (700)Jgc Holdings Ord Shs (8,590)
Equity 821JM Smucker Ord Shs 103,881
Equity (297)John Wiley and Sons Ord Shs Class A (16,097)
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Page 24
AQR Equity Market Neutral Mutual Fund
Equity 1,687JOHNSON & JOHNSON 277,258
Equity 4,075Johnson Controls International Ord Shs 243,155
Equity 2,282Johnson Matthey Ord Shs 94,864
Equity (19)Jones Lang LaSalle Ord Shs (3,402)
Equity (2,523)JPMORGAN CHASE (384,076)
Equity (4,900)JSR Ord Shs (148,109)
Equity 200JTEKT Ord Shs 2,045
Equity (1,413)Julius Baer Gruppe Ord Shs (90,742)
Equity (868)Juniper Networks Ord Shs (21,986)
Equity (2,648)Just Eat Takeawa Ord Shs (244,681)
Equity (2,700)Justsystems Ord Shs (147,828)
Equity 25,900K'S Holdings Ord Shs 356,506
Equity (2,700)Kagome Ord Shs (85,887)
Equity 27,800Kajima Ord Shs 395,238
Equity (1,500)Kakaku.com Ord Shs (40,995)
Equity 300Kaken Pharmaceutical Ord Shs 11,769
Equity 15,300Kamigumi Ord Shs 290,354
Equity 5,500Kaneka Ord Shs 226,471
Equity (16,200)Kansai Electric Power Ord Shs (175,634)
Equity (4,500)Kansai Paint Ord Shs (120,339)
Equity 2,200Kao Ord Shs 145,598
Equity (5,131)KAR Auction Services Ord Shs (76,965)
Equity (200)Kawasaki Heavy Industries Ord Shs (4,963)
Equity (368)KB Home Ord Shs (17,123)
Equity 1,607KBR Ord Shs 61,693
Equity (2,400)KDDI Ord Shs (73,738)
Equity (5,500)Keihan Holdings Ord Shs (228,959)
Equity (15,500)Keikyu Ord Shs (234,394)
Equity (6,000)Keio Ord Shs (403,982)
Equity (8,600)Keisei Electric Railway Ord Shs (281,738)
Equity (1,027)Kellogg Ord Shs (65,009)
Equity 320Kemper Ord Shs 25,510
Equity (5,793)Kennametal Ord Shs (231,546)
Equity (50,700)Keppel Ord Shs (200,747)
Equity (190)Kering Ord Shs (131,439)
Equity 72,000Kerry Properties Ord Shs 231,991
Equity (3,359)Kesko Ord Shs Class B (102,959)
Equity 5,100Kewpie Ord Shs 116,308
Equity 3,038Keycorp Ord Shs 60,699
Equity (400)Keyence Ord Shs (181,973)
Equity 935Keyera Ord Shs 19,431
Equity (511)Keysight Technologies Ord Shs (73,277)
Equity (8,400)Kikkoman Ord Shs (500,959)
Equity 3,886Kilroy Realty REIT Ord Shs 255,038
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Page 25
AQR Equity Market Neutral Mutual Fund
Equity (1,342)KIMBERLY-CLARK (186,605)
Equity (837)Kimco Realty REIT Ord Shs (15,694)
Equity 19Kinaxis Ord Shs 2,217
Equity 11,900Kinden Ord Shs 203,000
Equity 9,075Kinder Morgan Ord Shs 151,099
Equity 121,583Kingfisher Ord Shs 533,942
Equity 37,575Kinross Gold Ord Shs 250,231
Equity 322Kinsale Capital Group Ord Shs 53,066
Equity (8,100)Kintetsu Group Holdings Ord Shs (309,339)
Equity (495)Kion Group Ord Shs (48,985)
Equity (2,065)Kirby Ord Shs (124,478)
Equity (12,000)Kirin Holdings Ord Shs (230,281)
Equity 5,976Knight-Swift Transportation Holdings Ord Shs Class A 287,386
Equity 1,443Knorr Bremse Ord Shs 180,484
Equity (900)Kobayashi Pharmaceutical Ord Shs (84,136)
Equity (16,100)Kobe Bussan Ord Shs (432,005)
Equity (520)Koei Tecmo Holdings Ord Shs (23,365)
Equity 7,552Kohl's Ord Shs 450,175
Equity (2,600)Koito Manufacturing Ord Shs (174,588)
Equity (3,000)Komatsu Ord Shs (92,824)
Equity (500)Konami Holdings Ord Shs (29,819)
Equity 1,246Kone Ord Shs 102,012
Equity (2,748)Koninkilijke DSM Ord Shs (466,049)
Equity 33,695Koninklijke Ahold Delhaize Ord Shs 940,541
Equity (135,788)Koninklijke KPN NV Ord Shs (461,858)
Equity 2,982Koninklijke Philips Ord Shs 170,593
Equity (2,302)Koninklijke Vopak Ord Shs (114,850)
Equity (857)Korian Ord Shs (29,834)
Equity (1,300)KOSE Ord Shs (184,235)
Equity (3,438)Kraft Heinz Ord Shs (137,520)
Equity 2,523Kroger Ord Shs 90,803
Equity (6,600)Kubota Ord Shs (150,486)
Equity 243Kuehne und Nagel International Ord Shs 69,635
Equity (2,600)Kuraray Ord Shs (29,718)
Equity 2,600Kurita Water Industries Ord Shs 111,647
Equity (2,100)Kusuri No Aoki Holdings Ord Shs (161,158)
Equity 4,200Kyowa Exe Ord Shs 111,062
Equity (4,500)Kyowa Kirin Ord Shs (134,796)
Equity (8,400)Kyushu Electric Power Ord Shs (83,012)
Equity (2,800)Kyushu Railway Ord Shs (65,224)
Equity 7,307L Brands Ord Shs 452,011
Equity (1,418)L'Air Liquide Societe Anonyme pour l'Etude et l'Exploitation des Procedes George Ord Shs (232,154)
Equity (2,682)L'Oreal Ord Shs (1,030,124)
Equity 564L3Harris Technologies Ord Shs 114,312
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Page 26
AQR Equity Market Neutral Mutual Fund
Equity 4,405La Francaise Des Jeux Ord Shs 200,720
Equity 579Laboratory Corporation Of America Holdings Ord Shs 147,662
Equity 9,543LafargeHolcim Ord Shs 563,160
Equity 145Lam Research Ord Shs 86,310
Equity (1,972)Lamb Weston Holdings Ord Shs (152,791)
Equity (110)Lancaster Colony Ord Shs (19,290)
Equity (684)Landstar System Ord Shs (112,901)
Equity 3,568Lanxess Ord Shs 263,602
Equity (330)Las Vegas Sands Ord Shs (20,051)
Equity (1,400)Lasertec Ord Shs (183,964)
Equity 1,000Lawson Ord Shs 49,140
Equity (237)Lear Ord Shs (42,956)
Equity (19,089)Legal and General Group Ord Shs (73,507)
Equity (1,347)Leggett & Platt Ord Shs (61,491)
Equity 1,757Legrand Ord Shs 163,796
Equity (1,229)Leidos Holdings Ord Shs (118,328)
Equity (1,120)Lendingtree Ord Shs (238,560)
Equity (15,707)Lendlease Group Stapled Units (154,565)
Equity 713Lennar A Ord Shs 72,177
Equity (211)Lennox International Ord Shs (65,745)
Equity (34,957)Leonardo Ord Shs (283,651)
Equity 16,093Leroy Seafood Group Ord Shs 137,810
Equity (1,005)LHC Group Ord Shs (192,166)
Equity (407)Liberty Broadband Ord Shs Series C (61,111)
Equity (4,272)Liberty Global Ord Shs Class C (109,107)
Equity 1,160Liberty Media Liberty SiriusXM Ord Shs Series C 51,168
Equity 46Lifco Ord Shs Class B 4,285
Equity (1,078)Ligand Pharmaceuticals Ord Shs (164,341)
Equity (1,806)Lightspeed POS Subordinate Voting Ord Shs (113,560)
Equity (599)Lincoln Electric Holdings Ord Shs (73,641)
Equity (853)Lincoln National Ord Shs (53,116)
Equity (539)Linde Ord Shs (150,995)
Equity (1,447)Line Ord Shs (70,451)
Equity 9,600Lion Ord Shs 187,569
Equity 851Lions Gate Entertainment Voting Ord Shs Class A 12,722
Equity 98Lithia Motors Ord Shs Class A 38,229
Equity (186)Littelfuse Ord Shs (49,186)
Equity (1,988)LivaNova Ord Shs (146,575)
Equity (5,261)Live Nation Entertainment Ord Shs (445,344)
Equity (567)LiveRamp Holdings Ord Shs (29,416)
Equity (5,700)Lixil Ord Shs (158,620)
Equity (293)LKQ Ord Shs (12,403)
Equity (32,923)Lloyds Banking Group Ord Shs (19,321)
Equity 1,764Loblaw Companies Ord Shs 98,526
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Page 27
AQR Equity Market Neutral Mutual Fund
Equity 1,413Lockheed Martin Ord Shs 522,104
Equity (3,893)Loews Ord Shs (199,633)
Equity 2,768Logitech International Ord Shs 291,579
Equity (84)Lonza Group Ord Shs (47,161)
Equity 1,604Louisiana Pacific Ord Shs 88,958
Equity 1,361Lowe's Companies Ord Shs 258,835
Equity (115)LPL Financial Holdings Ord Shs (16,348)
Equity (934)lululemon athletica Ord Shs (286,467)
Equity (13,450)Lumen Technologies Ord Shs (179,558)
Equity 101Lumentum Holdings Ord Shs 9,226
Equity (2,817)Lundin Mining Ord Shs (28,980)
Equity (742)Lvmh Ord Shs (495,424)
Equity (8,418)Lyft Ord Shs Class A (531,849)
Equity (989)LyondellBasell Industries Ord Shs Class A (102,905)
Equity 169,354M&G Ord Shs 484,606
Equity 702M&T Bank Ord Shs 106,430
Equity (600)M3 Ord Shs (41,110)
Equity 4,900Mabuchi Motor Ord Shs 215,733
Equity 6,419Macerich REIT Ord Shs 75,102
Equity (2,712)Macquarie Group Ord Shs Def (315,685)
Equity 3,180MACQUARIE INFRASTRUCTURE 101,156
Equity (146)Madison Square Garden Entertainment Ord Shs Class A (11,943)
Equity (731)Madison Square Garden Sports Ord Shs Class A (131,185)
Equity (3,172)Magellan Financial Group Ord Shs (109,129)
Equity 1,404Magna International Ord Shs 123,638
Equity 200Makita Ord Shs 8,588
Equity 73,859Man Group Ord Shs 164,115
Equity 49,600Man Wah Holdings Ord Shs 102,844
Equity 400Manhattan Associates Ord Shs 46,952
Equity (3,300)Mani Ord Shs (83,023)
Equity 3,026Manpower Ord Shs 299,271
Equity 10,291Manulife Financial Ord Shs 221,320
Equity 116,634Mapfre Ord Shs 243,454
Equity (3,050)Maple Leaf Foods Ord Shs (69,525)
Equity (1,661)Marathon Oil Ord Shs (17,739)
Equity (3,799)Marathon Petroleum Ord Shs (203,209)
Equity 146Markel Ord Shs 166,385
Equity (422)MarketAxess Holdings Ord Shs (210,122)
Equity 232,242Marks and Spencer Group Ord Shs 483,360
Equity (371)Marriott International Ord Shs Class A (54,949)
Equity 648Marriott Vacations Worldwide Ord Shs 112,869
Equity (1,758)Marsh & Mclennan Ord Shs (214,124)
Equity (256)Martin Marietta Materials Ord Shs (85,970)
Equity 10,800Marubeni Ord Shs 89,997
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Page 28
AQR Equity Market Neutral Mutual Fund
Equity (1,200)Marui Group Ord Shs (22,577)
Equity (2,428)Marvell Technology Group Ord Shs (118,923)
Equity 2,412Masco Ord Shs 144,479
Equity (776)Masimo Ord Shs (178,216)
Equity (2,028)Mastec Ord Shs (190,024)
Equity (249)Mastercard Ord Shs Class A (88,656)
Equity (346)Match Group Ord Shs (47,533)
Equity (3,900)Matsumotokiyoshi Holdings Ord Shs (174,000)
Equity 626Mattel Ord Shs 12,470
Equity 947Maximus Ord Shs 84,321
Equity (2,391)McCormick & Co Non-Voting Ord Shs (213,182)
Equity 1,047MCDONALD'S 234,675
Equity 5,400McDonalds Holdings (Japan) Ord Shs 249,231
Equity 1,198McKesson Ord Shs 233,658
Equity 5,968MDU Resources Group Ord Shs 188,648
Equity 200,300Mebuki Financial Group Ord Shs 473,107
Equity (9,524)Medallia Ord Shs (265,624)
Equity (40,536)Medibank Private Ord Shs (86,448)
Equity (11,441)Medical Properties Trust REIT Ord Shs (243,464)
Equity (29,930)Mediobanca Banca Di Credito Finanziario Ord Shs (332,631)
Equity 16,700Medipal Holdings Ord Shs 321,003
Equity 306Medpace Holdings Ord Shs 50,199
Equity 2,133Medtronic Ord Shs 251,971
Equity (30,094)Meggitt Ord Shs (198,220)
Equity 2,000MEIJI Holdings Ord Shs 128,869
Equity 14,000Melco International Development Ord Shs 28,524
Equity 21,846Melrose Industries Ord Shs 50,305
Equity (15)Mercadolibre Ord Shs (22,082)
Equity (3,800)Mercari Ord Shs (172,633)
Equity 2,703MERCK 208,374
Equity (1,795)Merck Ord Shs (307,589)
Equity 1,243Mercury General Ord Shs 75,587
Equity 1,027Mercury Systems Ord Shs 72,558
Equity 2,295Methanex Ord Shs 84,671
Equity (1,707)Metro Ord Shs (77,863)
Equity 13,763Metro Ord Shs 145,743
Equity (85)Mettler Toledo Ord Shs (98,234)
Equity (5,836)MGIC Investment Ord Shs (80,829)
Equity (21,200)MGM China Holdings Ord Shs (37,631)
Equity 3,142MGM Resorts International Ord Shs 119,365
Equity 2,728Michelin Ord Shs 409,274
Equity 269Microchip Technology Ord Shs 41,754
Equity 3,289Micron Technology Ord Shs 290,123
Equity 2,942MICROSOFT 693,635
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Page 29
AQR Equity Market Neutral Mutual Fund
Equity (308)Mid America Apartment Communities REIT Ord Shs (44,463)
Equity (135)Middleby Ord Shs (22,376)
Equity (2,424)Millicom International Cellular SDR (93,441)
Equity 1,500Minebea Mitsumi Ord Shs 38,403
Equity 4,298Mineral Resources Ord Shs 124,461
Equity 1,392Minerals Technologies Ord Shs 104,845
Equity 2,700Misumi Group Ord Shs 78,557
Equity (1,700)Mitsubishi Chemical Ord Shs (12,768)
Equity 14,900Mitsubishi Electric Ord Shs 227,410
Equity 8,800Mitsubishi Gas Chemical Ord Shs 216,138
Equity 20,500Mitsubishi Hc Capital Ord Shs 123,928
Equity 3,400Mitsubishi Heavy Industries Ord Shs 106,123
Equity 1,400Mitsubishi Logistics Ord Shs 42,887
Equity 3,700Mitsubishi Materials Ord Shs 86,523
Equity (120,700)Mitsubishi Motors Ord Shs (344,077)
Equity 3,200Mitsubishi Ord Shs 90,643
Equity (47,900)Mitsubishi UFJ Financial Group Ord Shs (256,493)
Equity 8,300Mitsui Chemicals Ord Shs 262,520
Equity (3,800)Mitsui Ord Shs (79,164)
Equity 6,900Mitsui OSK Lines Ord Shs 241,968
Equity (2,100)Miura Ord Shs (113,647)
Equity 10,630Mizuho Financial Group Ord Shs 153,822
Equity 345MKS Instruments Ord Shs 63,970
Equity 1,102Moderna Ord Shs 144,307
Equity (72)Mohawk Industries Ord Shs (13,846)
Equity 493Molina Healthcare Ord Shs 115,244
Equity 1,268Molson Coors Beverage Company Ord Shs Class B 64,858
Equity (5,459)Moncler Ord Shs (313,548)
Equity (3,771)Mondelez International Ord Shs Class A (220,717)
Equity 6,938Mondi Ord Shs 177,089
Equity 9,451Moneysupermarket.Com Group Ord Shs 34,763
Equity (389)MongoDB Ord Shs Class A (104,030)
Equity 461Monolithic Power Systems Ord Shs 162,830
Equity (4,400)Monotaro Ord Shs (119,218)
Equity (78)Monster Beverage Ord Shs (7,105)
Equity (215)Moody's Ord Shs (64,201)
Equity (858)Morgan Stanley Ord Shs (66,632)
Equity (84)Morningstar Ord Shs (18,903)
Equity (338)Morphosys Ord Shs (29,508)
Equity (107,250)Morrison(Wm.)Supermarkets Ord Shs (269,976)
Equity 8,746Mosaic Ord Shs 276,461
Equity (194)Motorola Solutions Ord Shs (36,482)
Equity (18,298)Mowi Ord Shs (454,859)
Equity (1,236)MSA Safety Ord Shs (185,425)
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Page 30
AQR Equity Market Neutral Mutual Fund
Equity 2,162MSC Industrial Ord Shs Class A 194,991
Equity (351)MSCI Ord Shs (147,167)
Equity (53,449)MTR Corporation Ord Shs (302,842)
Equity (1,433)MTU Aero Engines Holding Ord Shs (338,020)
Equity (941)Muenchener Rueckversicherungs-Gesellschaft N Ord Shs (290,424)
Equity (4,071)Murphy Oil Ord Shs (66,805)
Equity 1,376Murphy USA Ord Shs 198,915
Equity 2,300Nabtesco Ord Shs 105,321
Equity (8,300)Nagoya Railroad Ord Shs (197,773)
Equity (1,600)Nankai Electric Railway Ord Shs (36,807)
Equity (1,188)NASDAQ Ord Shs (175,182)
Equity (5,552)National Australia Bank Ord Shs (109,946)
Equity (1,417)National Bank of Canada Ord Shs (96,248)
Equity (1,199)National Fuel Gas Ord Shs (59,938)
Equity (26,144)National Grid Ord Shs (311,652)
Equity 179National Instruments Ord Shs 7,730
Equity 4,062National Retail Properties REIT Ord Shs 179,012
Equity (7,386)Naturgy Energy Ord Shs (181,428)
Equity (133,859)Natwest Group Ord Shs (362,445)
Equity 6,497Navient Ord Shs 92,972
Equity (175)NCR Ord Shs (6,641)
Equity 12,800NEC Networks & System Integration Ord Shs 225,651
Equity (11,561)Nektar Therapeutics Ord Shs (231,220)
Equity (2,121)Nemetschek Ord Shs (135,609)
Equity 51Neogen Ord Shs 4,533
Equity (6,129)Neste Ord Shs (326,027)
Equity (3,358)NESTLE (375,851)
Equity (4,300)Net One Systems Ord Shs (137,561)
Equity (103)NetApp Ord Shs (7,485)
Equity (106)Netflix Ord Shs (55,296)
Equity 1,093NetScout Systems Ord Shs 30,779
Equity (33)Neurocrine Biosciences Ord Shs (3,209)
Equity (6,150)New Jersey Resources Ord Shs (245,201)
Equity (1,176)New Relic Ord Shs (72,300)
Equity 17,250New World Development Company Ord Shs 89,196
Equity 6,650New York Community Bancorp Ord Shs 83,923
Equity (4,540)New York Times Ord Shs Class A (229,815)
Equity 8,625Newcrest Mining Ord Shs 160,421
Equity 2,181Newell Brands Ord Shs 58,407
Equity 471NewMarket Ord Shs 179,055
Equity 3,521Newmont Ord Shs 212,211
Equity 6,360News Ord Shs Class A 161,735
Equity (39,963)Nexi Ord Shs (698,891)
Equity (5,200)NEXON Ord Shs (168,941)
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Page 31
AQR Equity Market Neutral Mutual Fund
Equity 533Nexstar Media Group Ord Shs Class A 74,849
Equity 422Next Ord Shs 45,798
Equity (2,194)Nextdc Ord Shs (17,412)
Equity (8,136)NextEra Energy Ord Shs (615,163)
Equity 500NGK Insulators Ord Shs 9,158
Equity 12,500NGK Spark Plug Ord Shs 216,176
Equity 3,400NH Foods Ord Shs 146,000
Equity (8,933)Nibe Industrier Ord Shs Class B (277,532)
Equity 2,200Nichirei Ord Shs 56,722
Equity (1,600)NIDEC Ord Shs (194,534)
Equity (2,917)Nielsen Holdings Ord Shs (73,363)
Equity 1,000NIFCO Ord Shs 36,516
Equity 4,800Nihon Kohden Ord Shs 140,308
Equity 8,600Nihon Unisys Ord Shs 265,394
Equity (417)Nike Ord Shs Class B (55,415)
Equity 1,500Nikon Ord Shs 14,050
Equity 1,100Nintendo Ord Shs 615,303
Equity 5,800Nippo Ord Shs 158,516
Equity 3,500Nippon Express Ord Shs 260,995
Equity (24,000)Nippon Paint Holdings Ord Shs (346,425)
Equity 2,500Nippon Sanso Holdings Ord Shs 47,602
Equity (2,200)Nippon Shinyaku Ord Shs (163,855)
Equity 1,800Nippon Steel Ord Shs 30,730
Equity (2,200)Nippon Telegraph And Telephone Ord Shs (56,583)
Equity 3,700Nippon Yusen Ord Shs 126,403
Equity (3,031)NiSource Ord Shs (73,077)
Equity (4,300)Nissan Chemical Ord Shs (229,982)
Equity 7,000Nissan Motor Ord Shs 39,016
Equity (9,200)Nisshin Seifun Group Ord Shs (154,027)
Equity (1,300)NISSIN FOODS HOLDINGS Ord Shs (96,588)
Equity 700Nitori Holdings Ord Shs 135,724
Equity 2,600Nitto Denko Ord Shs 222,588
Equity 1,864NN Group Ord Shs 91,333
Equity 100NOF Ord Shs 5,240
Equity 1,600NOK Ord Shs 21,734
Equity (38,091)Nokia Ord Shs (152,414)
Equity 6,508Nokian Renkaat Ord Shs 236,197
Equity 12,600Nomura Holdings Ord Shs 66,295
Equity (1,700)Nomura Research Institute Ord Shs (52,692)
Equity 30,223Nordea Bank Ord Shs 298,197
Equity 475Nordson Ord Shs 94,373
Equity (9,994)Nordstrom Ord Shs (378,473)
Equity (744)Norfolk Southern Ord Shs (199,779)
Equity 49,931Norsk Hydro Ord Shs 320,303
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Page 32
AQR Equity Market Neutral Mutual Fund
Equity (24,650)Northern Star Resources Ord Shs (177,984)
Equity (244)Northern Trust Ord Shs (25,647)
Equity (1,706)Northland Power Ord Shs (61,828)
Equity 268Northrop Grumman Ord Shs 86,736
Equity 2,276NorthWestern Ord Shs 148,395
Equity 3,408NortonLifeLock Ord Shs 72,454
Equity (13,934)Norwegian Cruise Line Holdings Ord Shs (384,439)
Equity 4,926NOV Ord Shs 67,585
Equity 1,913Novartis Ord Shs 164,175
Equity 389NOVO-NORDISK 26,418
Equity (1,193)Novocure Ord Shs (157,691)
Equity (4,971)Novozymes Ord Shs Class B (319,174)
Equity 3,165Nrg Energy Ord Shs 119,415
Equity 3,400NS Solutions Ord Shs 108,000
Equity (10,500)NSK Ord Shs (107,851)
Equity 600NTT Data Ord Shs 9,301
Equity 4,248Nu Skin Enterprises Ord Shs Class A 224,677
Equity (4,766)Nuance Communications Ord Shs (207,988)
Equity (181)Nucor Ord Shs (14,529)
Equity (1,162)Nutanix Ord Shs Class A (30,863)
Equity 478Nutrien Ord Shs 25,747
Equity (703)NuVasive Ord Shs (46,089)
Equity 3,047nVent Electric Ord Shs 85,042
Equity (141)NVIDIA Ord Shs (75,284)
Equity (2)NVR Ord Shs (9,422)
Equity 22,000NWS Holdings Ord Shs 23,233
Equity 1,600NXP Semiconductors Ord Shs 322,144
Equity 8,523O I Glass Ord Shs 125,629
Equity 347O'Reilly Automotive Ord Shs 176,016
Equity 49,600Obayashi Ord Shs 455,602
Equity (1,200)Obic Ord Shs (219,692)
Equity 17,738OC Oerlikon Corporation Ord Shs 205,999
Equity (24,824)Ocado Group Ord Shs (696,981)
Equity (7,317)Occidental Petroleum Ord Shs (194,779)
Equity (2,053)OCI Ord Shs (44,470)
Equity (20,400)Odakyu Electric Railway Ord Shs (558,462)
Equity 3,199OGE Energy Ord Shs 103,520
Equity (58,271)Oil Search Ord Shs (181,967)
Equity 5,300Oji Holdings Ord Shs 34,342
Equity (670)Okta Ord Shs Class A (147,688)
Equity 23Old Dominion Freight Line Ord Shs 5,529
Equity 10,424Old Republic International Ord Shs 227,660
Equity 817Olin Ord Shs 31,021
Equity (1,255)Ollie's Bargain Outlet Holdings Ord Shs (109,185)
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Page 33
AQR Equity Market Neutral Mutual Fund
Equity (4,500)Olympus Ord Shs (93,299)
Equity 3,619Omega Healthcare Investors REIT Ord Shs 132,564
Equity 3,157Omnicom Group Ord Shs 234,092
Equity 800OMRON Ord Shs 62,552
Equity (1,437)ON Semiconductor Ord Shs (59,794)
Equity (1,970)ONE Gas Ord Shs (151,513)
Equity 498OneMain Holdings Ord Shs 26,753
Equity (2,577)Oneok Ord Shs (130,551)
Equity 1,460Onex Ord Shs 90,793
Equity 11,100Ono Pharmaceutical Ord Shs 290,308
Equity 935Open Text Ord Shs 44,576
Equity (1,000)Oracle Japan Ord Shs (97,738)
Equity 2,917Oracle Ord Shs 204,686
Equity 29,164Orange Ord Shs 360,074
Equity (15,701)Orica Ord Shs (166,823)
Equity (3,100)Oriental Land Ord Shs (466,403)
Equity 32,378Origin Energy Ord Shs 115,659
Equity 1,546Orion Ord Shs Class B 62,087
Equity 600Orix Ord Shs 10,143
Equity 31,135Orkla Ord Shs 305,793
Equity (1,519)Orpea Ord Shs (176,386)
Equity (1,236)Orsted Ord Shs (200,109)
Equity (2,900)Osaka Gas Ord Shs (56,609)
Equity 2,755Oshkosh Ord Shs 326,908
Equity 384Otis Worldwide Ord Shs 26,285
Equity 2,500Otsuka Holdings Ord Shs 106,041
Equity 500Otsuka Ord Shs 23,439
Equity 2,385OUTFRONT Media Ord Shs 52,065
Equity 1,800Oversea-Chinese Banking Ord Shs 15,741
Equity 1,631Owens Corning Ord Shs 150,199
Equity (8,494)OZ Minerals Ord Shs (147,762)
Equity 1,119PACCAR Ord Shs 103,977
Equity 1,152Packaging Corp of America Ord Shs 154,921
Equity 1,411PacWest Bancorp Ord Shs 53,830
Equity (5,235)Pagerduty Ord Shs (210,604)
Equity (18)Palo Alto Networks Ord Shs (5,797)
Equity 1,400Paltac Ord Shs 75,891
Equity (447)Pan American Silver Ord Shs (13,408)
Equity (13,700)Pan Pacific International Holdings Ord Shs (323,717)
Equity 17,300Panasonic Ord Shs 222,865
Equity 5,146Pandora Ord Shs 552,663
Equity 3,616Papa Johns International Ord Shs 320,522
Equity 24,941Paramount Group REIT Ord Shs 252,652
Equity (1,022)Park Hotels Resorts Ord Shs (22,055)
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Page 34
AQR Equity Market Neutral Mutual Fund
Equity (9,900)Park24 Ord Shs (185,367)
Equity 199Parker-Hannifin Ord Shs 62,771
Equity 2,819Parkland Ord Shs 84,692
Equity (291)Partners Group Holding Ord Shs (373,200)
Equity (3,872)Patterson Companies Ord Shs (123,710)
Equity (770)Paychex Ord Shs (75,475)
Equity (72)Paycom Software Ord Shs (26,644)
Equity 174Paylocity Holding Ord Shs 31,290
Equity (254)PayPal Holdings Ord Shs (61,681)
Equity (6,503)Pearson Ord Shs (69,229)
Equity (11,454)Pebblebrook Hotel Trust REIT Ord Shs (278,218)
Equity (387)Pegasystems Ord Shs (44,250)
Equity 1,616Peloton Interactive Class A Ord Shs 181,703
Equity (2,217)Pembina Pipeline Ord Shs (64,031)
Equity 347Penn National Gaming Ord Shs 36,379
Equity (12,075)Pennon Group Ord Shs (162,434)
Equity 1,342Penske Automotive Group Voting Ord Shs 107,682
Equity (738)Pentair Ord Shs (45,992)
Equity (827)Penumbra Ord Shs (223,770)
Equity (1,469)Pepsico Ord Shs (207,790)
Equity (600)Peptidream Ord Shs (27,475)
Equity 1,410PerkinElmer Ord Shs 180,889
Equity (2,138)Pernod Ricard Ord Shs (402,172)
Equity 525Perrigo Ord Shs 21,247
Equity 3,474Persimmon Ord Shs 140,916
Equity 2,900Persol Holdings Ord Shs 56,793
Equity 4,649PFIZER 168,433
Equity (561)PHILIP MORRIS INTERNATIONAL (49,783)
Equity (3,173)Phillips 66 Ord Shs (258,726)
Equity 971Physicians Realty Trust REIT Ord Shs 17,158
Equity (4,500)Pigeon Ord Shs (171,041)
Equity 3,605Pilgrims Pride Ord Shs 85,763
Equity (1,975)Pinnacle Financial Partners Ord Shs (175,104)
Equity (349)Pinnacle West Ord Shs (28,391)
Equity 2,138Pinterest Ord Shs Class A 158,276
Equity 8,292Pirelli & C Ord Shs 48,747
Equity (1,089)Planet Fitness Ord Shs Class A (84,180)
Equity 1,737Pluralsight Ord Shs Class A 38,805
Equity (2,548)PNC Financial Services Group Ord Shs (446,945)
Equity 9,100Pola Orbis Holdings Ord Shs 219,388
Equity 1,830Polaris Industries Ord Shs 244,305
Equity (134)Pool Ord Shs (46,262)
Equity 5,420Popular Ord Shs 381,134
Equity (1,188)Post Holdings Ord Shs (125,595)
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Page 35
AQR Equity Market Neutral Mutual Fund
Equity 9,543Poste Italiane Ord Shs 121,580
Equity 2,626PotlatchDeltic Ord Shs 138,968
Equity (5,181)PPD Ord Shs (196,049)
Equity (1,109)PPG Industries Ord Shs (166,638)
Equity (1,595)PPL Ord Shs (46,000)
Equity (2,269)Premier Ord Shs Class A (76,806)
Equity (1,526)Premium Brands Holdings Ord Shs (145,382)
Equity (674)Primerica Ord Shs (99,631)
Equity 99Principal Financial Group Ord Shs 5,936
Equity 565PROCTER & GAMBLE 76,518
Equity 124PROG Holdings Ord Shs 5,368
Equity 356Progressive Ord Shs 34,037
Equity (1,715)ProLogis REIT Ord Shs (181,790)
Equity 378Proofpoint Ord Shs 47,549
Equity 4,269ProSieben Sat.1 Media N Ord Shs 87,478
Equity 2,619Prosperity Bancshares Ord Shs 196,137
Equity (1,192)Prosus Ord Shs (132,811)
Equity 13,650Proximus Ord Shs 297,755
Equity 595Prudential Financial Ord Shs 54,205
Equity (28,537)Prudential plc Ord Shs (606,533)
Equity 8,457Prysmian Ord Shs 275,424
Equity (113)PS Business Parks REIT Ord Shs (17,468)
Equity (385)PTC Ord Shs (52,995)
Equity 618Public Service Enterprise Group Ord Shs 37,210
Equity 494Public Storage REIT Ord Shs 121,899
Equity 8,347Publicis Groupe Ord Shs 510,524
Equity 7,090Pultegroup Ord Shs 371,800
Equity (785)Puma Ord Shs (77,075)
Equity (8,045)Pure Storage Ord Shs Class A (173,289)
Equity 1,729PVH Ord Shs 182,755
Equity (34,166)Qantas Airways Ord Shs (132,455)
Equity (5,479)QBE Insurance Group Ord Shs (40,145)
Equity (676)Qiagen Ord Shs (32,789)
Equity 1,026Qorvo Ord Shs 187,450
Equity 716QUALCOMM Ord Shs 94,934
Equity (373)Qualys Ord Shs (39,083)
Equity 511Quanta Services Ord Shs 44,958
Equity (17,933)Qube Holdings Ord Shs (40,839)
Equity 2,761Quebecor Ord Shs Class B 74,119
Equity 906Quest Diagnostics Ord Shs 116,276
Equity 1,170Quidel Ord Shs 149,678
Equity (14,768)Quilter Ord Shs (32,570)
Equity 1,726Qurate Retail 8.0 Cumulative Redeemable Pref Shs 175,448
Equity 12,590Qurate Retail Ord Shs Series A 148,058
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Page 36
AQR Equity Market Neutral Mutual Fund
Equity (26,100)Rakuten Group Ord Shs (311,547)
Equity 282Ralph Lauren Ord Shs Class A 34,731
Equity 233Ramsay Health Care Ord Shs 11,890
Equity 6,154Randstad Ord Shs 433,823
Equity (549)Rational Ord Shs (427,471)
Equity 1,088Raymond James Ord Shs 133,345
Equity (4,021)Rayonier REIT Ord Shs (129,677)
Equity (156)Raytheon Technologies Ord Shs (12,054)
Equity (752)REA Group Ord Shs (81,183)
Equity (2,621)Realty Income REIT Ord Shs (166,434)
Equity (3,433)Reata Pharmaceuticals Ord Shs Class A (342,270)
Equity (1,348)Reckitt Benckiser Group Ord Shs (120,852)
Equity (2,177)Recordati Industria Chimica E Farmaceutica Ord Shs (117,364)
Equity (6,000)Recruit Holdings Ord Shs (293,267)
Equity 15,850Red Electrica Ord Shs 281,290
Equity 1,069Regal Beloit Ord Shs 152,525
Equity 1,163Regency Centers REIT Ord Shs 65,954
Equity (132)Regeneron Pharmaceuticals Ord Shs (62,454)
Equity (6,951)Regions Financial Ord Shs (143,608)
Equity 35Reinsurance Group of America Ord Shs 4,412
Equity 1,295Reliance Steel & Aluminum Ord Shs 197,216
Equity (15,600)Relx Ord Shs (391,509)
Equity (1,235)Remy Cointreau Ord Shs (228,611)
Equity (2,932)Renault Ord Shs (127,260)
Equity 16,500Renesas Electronics Ord Shs 179,186
Equity 208Renishaw Ord Shs 18,395
Equity (23,202)Rentokil Initial Ord Shs (155,065)
Equity (772)Repligen Ord Shs (150,085)
Equity 30,112Repsol Ord Shs 373,725
Equity 940Republic Services Ord Shs 93,389
Equity 162Resmed Ord Shs 31,431
Equity 55,900Resona Holdings Ord Shs 235,134
Equity (6,425)Restaurants Brands International Ord Shs (417,803)
Equity 21,836Rexel Ord Shs 433,719
Equity (3,594)Rexford Industrial Realty REIT Ord Shs (181,138)
Equity (1,714)Reynolds Consumer Products Ord Shs (51,043)
Equity (238)RH Ord Shs (141,991)
Equity 1,915Rheinmetall Ord Shs 194,460
Equity 22,700RICOH Ord Shs 230,903
Equity 5,177Rightmove Ord Shs 41,585
Equity (1,085)RingCentral Ord Shs Class A (323,200)
Equity 1,500Rinnai Ord Shs 168,190
Equity 9,192Rio Tinto Ord Shs 703,862
Equity 793Ritchie Bros Auctioneers Ord Shs 46,425
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Page 37
AQR Equity Market Neutral Mutual Fund
Equity (2,174)RLI (242,553)
Equity 426Robert Half Ord Shs 33,258
Equity (1)ROCHE HOLDING (325)
Equity (751)Rockwell Automation Ord Shs (199,345)
Equity (415)Rockwool International Ord Shs Class B (175,366)
Equity (2,655)Rogers Communications Non-Voting Ord Shs Class B (122,415)
Equity 3,000Rohm Ord Shs 293,484
Equity 8,800Rohto Pharmaceutical Ord Shs 235,171
Equity 1,062Roku Ord Shs Class A 345,968
Equity (4,693)Rollins Ord Shs (161,533)
Equity (340,220)Rolls-Royce Holdings Ord Shs (494,280)
Equity (409)Roper Technologies Ord Shs (164,966)
Equity (770)Ross Stores Ord Shs (92,331)
Equity (5,327)Rotork Ord Shs (26,209)
Equity (1,830)Royal Bank of Canada Ord Shs (168,709)
Equity (3,944)Royal Caribbean Group Ord Shs (337,646)
Equity 239Royal Dutch Shell Ord Shs 4,662
Equity (1,056)Royal Gold Ord Shs (113,647)
Equity 88,702Royal Mail Ord Shs 617,540
Equity 556Royal Unibrew Ord Shs 58,289
Equity (644)RPM International Ord Shs (59,151)
Equity 6,848Rubis Ord Shs 325,158
Equity 2,698RWE Ord Shs 105,973
Equity 2,675Ryder System Ord Shs 202,364
Equity (1,500)Ryohin Keikaku Ord Shs (35,538)
Equity (517)S&P Global Ord Shs (182,434)
Equity 5,585SAAB Ord Shs Class B 153,140
Equity 4,025Sabra Health Care REIT Ord Shs 69,874
Equity (17,969)Sabre Ord Shs (266,121)
Equity (2,752)Safran Ord Shs (375,355)
Equity 52,902Sage Group Ord Shs 447,276
Equity (1,152)SAGE Therapeutics Ord Shs (86,227)
Equity (2,843)SailPoint Technologies Holdings Ord Shs (143,970)
Equity (76,246)Sainsbury(J) Ord Shs (255,102)
Equity (901)Saipem Ord Shs (2,461)
Equity (27)SALESFORCE.COM (5,720)
Equity (622)Salmar Ord Shs (42,990)
Equity (3,435)Salvatore Ferragamo Ord Shs (66,048)
Equity (10,683)Sampo Ord Shs (483,019)
Equity 469Sanderson Farms Ord Shs 73,061
Equity (18,000)Sands China Ord Shs (89,948)
Equity 3,066Sandvik Ord Shs 83,929
Equity 2,300Sankyo Ord Shs 61,049
Equity 5,900Sankyu Ord Shs 259,493
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Page 38
AQR Equity Market Neutral Mutual Fund
Equity 934SANOFI 92,484
Equity 6,400Santen Pharmaceutical Ord Shs 88,210
Equity (6,758)Santos Ord Shs (36,545)
Equity 1,167SAP Ord Shs 143,220
Equity (6,588)Saputo Ord Shs (198,083)
Equity (559)Sartorius Pref Shs (279,353)
Equity (218)Sartorius Stedim Biotech Ord Shs (89,983)
Equity 6,200Sats Ord Shs 20,073
Equity 400Sawai Group Holdings Ord Shs 19,204
Equity (119)SBA Communications REIT Ord Shs Class A (33,028)
Equity (3,858)SBM Offshore Ord Shs (70,826)
Equity (2,971)Schibsted Ord Shs Class A (124,947)
Equity (489)Schindler Holding Par Shs (144,235)
Equity 5,419Schlumberger Ord Shs 147,343
Equity (1,984)Schneider Electric Ord Shs (303,716)
Equity 12,784Schneider National Ord Shs Class B 319,216
Equity (2,283)Schroders Ord Shs Non-Voting (110,245)
Equity 732Science Applications International Ord Shs 61,188
Equity 1,907Scientific Games Ord Shs 73,458
Equity (3,522)Scor Ord Shs (120,457)
Equity (464)Scotts Miracle Gro Ord Shs (113,666)
Equity 1,182Scout24 N Ord Shs 89,882
Equity 5,400Screen Holdings Ord Shs 475,982
Equity 3,900SCSK Ord Shs 231,529
Equity (1,107)Seagate Technology Ord Shs (84,962)
Equity 101Seagen Ord Shs 14,025
Equity 1,329Sealed Air Ord Shs 60,895
Equity 893Seb Ord Shs 157,851
Equity 14,888Securitas Ord Shs Class B 253,648
Equity (4,986)Seek Ord Shs (108,269)
Equity (4,800)Sega Sammy Holdings Ord Shs (75,019)
Equity 2,220SEI Investments Ord Shs 135,265
Equity (14,600)Seibu Holdings Ord Shs (161,195)
Equity 3,400Seiko Epson Ord Shs 55,385
Equity 14,300Seino Holdings Ord Shs 199,553
Equity (6,300)Sekisui Chemical Ord Shs (121,154)
Equity 11,200Sekisui House Ord Shs 240,623
Equity (984)Selective Insurance Group Ord Shs (71,379)
Equity 441Sempra Energy Ord Shs 58,468
Equity 365Semtech Ord Shs 25,185
Equity 2,892Sensata Technologies Holding Ord Shs 167,591
Equity 1,764Sensient Technologies Ord Shs 137,592
Equity 3,700Seria Ord Shs 129,416
Equity 3,486Service Corporation International Ord Shs 177,960
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Page 39
AQR Equity Market Neutral Mutual Fund
Equity 8,485Service Properties Trust Ord Shs 100,632
Equity 233ServiceNow Ord Shs 116,526
Equity 14,085Ses Sa FDR 112,137
Equity 4,000Seven & I Holdings Ord Shs 161,557
Equity (164,500)Seven Bank Ord Shs (376,638)
Equity (6,413)Seven Group Holdings Ord Shs (110,145)
Equity (9,845)Severn Trent Ord Shs (313,227)
Equity 1,600SG Holdings Ord Shs 36,735
Equity 3SGS Ord Shs 8,546
Equity (14,000)Sharp Ord Shs (241,991)
Equity (16)Sherwin Williams Ord Shs (11,808)
Equity 1,000Shimadzu Ord Shs 36,244
Equity 3,300Shimamura Ord Shs 381,367
Equity (400)Shimano Ord Shs (95,475)
Equity 33,400Shimizu Ord Shs 270,827
Equity (800)Shin Etsu Chemical Ord Shs (134,733)
Equity 4,200Shinsei Bank Ord Shs 67,998
Equity (900)Shionogi Ord Shs (48,478)
Equity (7,400)Shiseido Ord Shs (497,039)
Equity (7,500)Shizuoka Bank Ord Shs (59,050)
Equity (2,700)Sho-Bond Holdings Ord Shs (116,552)
Equity 12Shopify Subordinate Voting Ord Shs Class A 13,247
Equity (12,500)Showa Denko Ord Shs (356,335)
Equity (302)Siemens Energy N Ord Shs (10,865)
Equity (4,296)Siemens Healthineers Ord Shs (233,268)
Equity (2,203)Siemens N Ord Shs (362,486)
Equity (2,839)SIG Combibloc Group Ord Shs (65,941)
Equity (796)Signature Bank Ord Shs (179,976)
Equity 11,420Signify Ord Shs 590,028
Equity (2,138)Sika Ord Shs (613,356)
Equity 3,436Silgan Holdings Ord Shs 144,415
Equity (682)Silicon Laboratories Ord Shs (96,210)
Equity (1,249)Simcorp Ord Shs (155,041)
Equity (1,687)Simon Property Group REIT Ord Shs (191,930)
Equity 1,008Simpson Manufacturing Ord Shs 104,560
Equity (824)Sinch Ord Shs (145,207)
Equity (72,307)Singapore Airlines Ord Shs (298,678)
Equity (21,847)Singapore Technologies Engineering Ord Shs (63,252)
Equity 12,000Sino Land Ord Shs 16,701
Equity (20,934)Sirius XM Holdings Ord Shs (127,488)
Equity (11,000)SITC International Holdings Ord Shs (37,282)
Equity (2,902)Six Flags Entertainment Ord Shs (134,856)
Equity 40,000SJM Hldgs Ord Shs 52,274
Equity (46,198)Skandinaviska Enskilda Banken Ord Shs Class A (564,205)
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Page 40
AQR Equity Market Neutral Mutual Fund
Equity 10,049Skanska Ord Shs Class B 252,485
Equity 4,327Skechers USA Ord Shs Class A 180,479
Equity 5,166SKF Ord Shs Class B 147,104
Equity 3,500Skylark Holdings Ord Shs 52,452
Equity 747Skyworks Solutions Ord Shs 137,060
Equity (1,225)SL Green Realty REIT Ord Shs (85,738)
Equity 1,178SLM Ord Shs 21,169
Equity (131)Smartsheet Ord Shs Class A (8,374)
Equity (200)SMC (Japan) Ord Shs (116,398)
Equity 27,914Smith (DS) Ord Shs 157,017
Equity 685Smith and Nephew Ord Shs 13,023
Equity (2,446)Smiths Group Ord Shs (51,887)
Equity (20,425)Snam Ord Shs (113,498)
Equity 506Snap On Ord Shs 116,754
Equity (2,121)Snap Ord Shs Class A (110,907)
Equity 632SNC Lavalin Ord Shs 13,527
Equity 3,088Sodexo Ord Shs 296,806
Equity (4,700)Softbank Group Ord Shs (396,842)
Equity (10,600)Softbank Ord Shs (137,992)
Equity 2,617Software Ord Shs 110,543
Equity 1,500Sohgo Security Services Ord Shs 70,995
Equity (449)Soitec Ord Shs (91,980)
Equity 106,600Sojitz Ord Shs 300,988
Equity (451)Solaredge Technologies Ord Shs (129,635)
Equity 6,349SolarWinds Ord Shs 110,727
Equity 1,326Solvay Ord Shs 165,507
Equity (300)Sompo Holdings Ord Shs (11,517)
Equity 2,920Sonic Healthcare Ord Shs 78,041
Equity 1,230Sonoco Products Ord Shs 77,859
Equity 892Sonova Holding Ord Shs 237,323
Equity 4,100Sony Group Ord Shs 430,222
Equity (800)Sotetsu Holdings Ord Shs (17,948)
Equity 52,752South32 Ord Shs 112,902
Equity (1,859)Southern Ord Shs (115,555)
Equity (1,577)Southwest Airlines Ord Shs (96,292)
Equity 758Southwest Gas Holdings Ord Shs 52,082
Equity (1,815)SOVRAN SELF STORAGE (155,999)
Equity (8,496)Spark Infrastructure Group Stapled Units (14,042)
Equity 3,838Spectris Ord Shs 176,174
Equity 661Spectrum Brands Holdings Ord Shs 56,185
Equity (2,055)Spirax-Sarco Engineering Ord Shs (323,222)
Equity (585)Spire Ord Shs (43,226)
Equity (1,409)Spirit Aerosystems Ord Shs Class A (68,548)
Equity (4,122)Spirit Realty Capital REIT Ord Shs (175,185)
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Page 41
AQR Equity Market Neutral Mutual Fund
Equity (1,081)Splunk Ord Shs (146,454)
Equity (8)Sprouts Farmers Market Ord Shs (213)
Equity 2,600Square Enix Hldg Ord Shs 144,706
Equity (1,228)Square Ord Shs Class A (278,817)
Equity 3,956SS And C Technologies Holdings Ord Shs 276,406
Equity 21,964SSAB Ord Shs Class A 116,343
Equity (3,487)SSE Ord Shs (70,000)
Equity 15SSR Mining Ord Shs 214
Equity (12,701)St.James'S Place Ord Shs (223,250)
Equity (629)Staar Surgical Ord Shs (66,303)
Equity 16,781Standard Chartered PLC Ord Shs 115,648
Equity 31,991Standard Life Aberdeen Ord Shs 127,956
Equity 36Stanley Black & Decker Ord Shs 7,188
Equity 900Stanley Electric Ord Shs 26,837
Equity 3,970Stantec Ord Shs 169,938
Equity (2,754)Starbucks Ord Shs (300,930)
Equity 1,174State Street Ord Shs 98,628
Equity (2,055)STATOIL (40,275)
Equity 1,258Steel Dynamics Ord Shs 63,856
Equity 32,783Stellantis Ord Shs 581,184
Equity (188)Stericycle Ord Shs (12,692)
Equity (348)STERIS Ord Shs (66,287)
Equity (5,088)Sterling Ban Ord Shs (117,126)
Equity (185)Stifel Financial Ord Shs (11,851)
Equity 6,137Stmicroelectronics Ord Shs 234,344
Equity 6,130Stora Enso Ord Shs Class R 114,589
Equity (8,018)Store Capital Ord Shs (268,603)
Equity 1,174Strategic Education Ord Shs 107,902
Equity (192)Straumann Holding Ord Shs (240,523)
Equity (1,119)Stroeer Ord Shs (91,404)
Equity (1,118)Stryker Ord Shs (272,322)
Equity 23,600Subaru Ord Shs 470,719
Equity 4,205Subsea 7 Ord Shs 42,314
Equity (12,099)Suez Ord Shs (256,812)
Equity 800Sugi Holdings Ord Shs 63,493
Equity 617Sulzer AG Ord Shs 69,688
Equity 7,100SUMCO Ord Shs 162,304
Equity (2,400)Sumitomo Chemical Ord Shs (12,445)
Equity (7,400)Sumitomo Electric Industries Ord Shs (111,033)
Equity 3,300Sumitomo Forestry Ord Shs 71,256
Equity 7,000Sumitomo Heavy Industries Ord Shs 194,796
Equity 1,300Sumitomo Metal Mining Ord Shs 56,224
Equity 2,300Sumitomo Mitsui Financial Group Ord Shs 83,404
Equity (6,500)Sumitomo Mitsui Trust Holdings Ord Shs (227,000)
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Page 42
AQR Equity Market Neutral Mutual Fund
Equity (1,400)Sumitomo Ord Shs (19,980)
Equity 27,400Sumitomo Rubber Industries Ord Shs 323,593
Equity (1,742)SUN COMMUNITIES (261,370)
Equity 4,000Sun Hung Kai Properties Ltd Ord Shs 60,609
Equity (247)Sun Life Financial Ord Shs (12,481)
Equity 4,036Suncor Energy Ord Shs 84,358
Equity 23,890Suncorp Group Ord Shs 180,139
Equity 4,600Sundrug Ord Shs 168,597
Equity (5,442)Sunrun Ord Shs (329,132)
Equity 4,800Suntory Beverage & Food Ord Shs 178,751
Equity 6,400Suzuken Ord Shs 250,498
Equity (1,700)Suzuki Motor Ord Shs (77,308)
Equity (675)SVB Financial Group Ord Shs (333,221)
Equity (21,013)Svenska Cellulosa Aktiebolaget SCA Ord Shs Class B (372,585)
Equity 21,001Svenska Handelsbanken Ord Shs Class A 228,555
Equity (4,406)Sweco Ord Shs Class B (72,083)
Equity (21,775)Swedbank Ord Shs Class A (384,472)
Equity (257)Swedish Match Ord Shs (20,103)
Equity 11,603Swedish Orphan Biovitrum Ord Shs 185,900
Equity 11,000Swire Pacific Ord Shs A 82,488
Equity (38,800)Swire Properties Ord Shs (120,026)
Equity 622Swiss Life Holding Ord Shs 307,051
Equity (1,847)Swiss Re Ord Shs (182,433)
Equity (298)Swisscom Ord Shs (160,533)
Equity 299Switch Ord Shs Class A 4,862
Equity (47,731)Sydney Airport Stapled Units (225,033)
Equity (176)Symrise Ord Shs (21,389)
Equity (451)Synaptics Ord Shs (61,074)
Equity 848Synchrony Financial Ord Shs 34,480
Equity 1,319Syneos Health Ord Shs Class A 100,046
Equity 3,295Synnex Ord Shs 378,398
Equity 174Synopsys Ord Shs 43,114
Equity 1,746Synovus Financial Ord Shs 79,880
Equity (2,297)Sysco Ord Shs (180,866)
Equity (1,000)Sysmex Ord Shs (107,919)
Equity (3,688)T Mobile US Ord Shs (462,070)
Equity (428)T Rowe Price Group Ord Shs (73,445)
Equity 17,100T&D Holdings Ord Shs 220,675
Equity 22,288Tabcorp Holdings Ord Shs 79,446
Equity 16,500Taiheiyo Cement Ord Shs 434,674
Equity 8,575Taisei Ord Shs 331,360
Equity 1,700Taisho Pharmaceutical Holdings Ord Shs 109,846
Equity (1,800)Taiyo Yuden Ord Shs (84,706)
Equity 2,900Takara Bio Ord Shs 77,893
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Page 43
AQR Equity Market Neutral Mutual Fund
Equity (99)Take Two Interactive Software Ord Shs (17,493)
Equity (1,500)Takeda Pharmaceutical Ord Shs (54,095)
Equity (991)Tandem Diabetes Care Ord Shs (87,456)
Equity 2,080Tapestry Ord Shs 85,717
Equity 5,662Targa Resources Ord Shs 179,769
Equity 3,247Target Ord Shs 643,133
Equity 36,100Tate And Lyle Ord Shs 382,121
Equity 1,009Taylor Morrison Home Ord Shs 31,087
Equity (77,352)Taylor Wimpey Ord Shs (192,581)
Equity 10,700Tbs Holdings Ord Shs 210,320
Equity (926)TC Energy Ord Shs (42,445)
Equity 300TDK Ord Shs 41,620
Equity 867TE Connectivity Ord Shs 111,938
Equity (4,033)TeamViewer Ord Shs (172,678)
Equity 213Tecan Group Ord Shs 94,918
Equity 500Techtronic Industries Ord Shs 8,554
Equity 1,732Teck Resources Subordinate Voting Class B Ord Shs 33,170
Equity 12,761Tegna Ord Shs 240,290
Equity 17,800Teijin Ord Shs 307,191
Equity (712)Teladoc Health Ord Shs (129,406)
Equity (1,377)Tele2 Ord Shs Class B (18,610)
Equity 639,365Telecom Italia Ord Shs 346,567
Equity (335)Teledyne Technologies Ord Shs (138,573)
Equity (227)Teleflex Ord Shs (94,309)
Equity 24,068Telefonica Deutschland Holding Ord Shs 70,718
Equity (49,632)Telefonica Ord Shs (222,655)
Equity 4,383Telenet Group Holding Ord Shs 178,133
Equity 4,922Telenor Ord Shs 86,777
Equity (10)Teleperformance Ord Shs (3,653)
Equity 2,574Telephone and Data Systems Ord Shs 59,099
Equity (74,760)Telia Company Ord Shs (324,469)
Equity 27,998Telstra Corporation Ord Shs 72,504
Equity (2,162)TEMENOS Ord Shs (312,533)
Equity 56Tempur Sealy International Ord Shs 2,047
Equity (15,026)Tenaris Ord Shs (169,748)
Equity 493Tenet Healthcare Ord Shs 25,636
Equity 1,933Teradata Ord Shs 74,498
Equity (279)Teradyne Ord Shs (33,949)
Equity 4,889Terex Ord Shs 225,236
Equity (5,888)Terminix Global Holdings Ord Shs (280,681)
Equity (17,257)Terna Rete Elettrica Nazionale Ord Shs (130,576)
Equity (3,700)Terumo Ord Shs (133,903)
Equity (110,866)TESCO (350,053)
Equity (229)Tesla Ord Shs (152,956)
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Page 44
AQR Equity Market Neutral Mutual Fund
Equity (350)Tetra Tech Ord Shs (47,502)
Equity (4,240)TEXAS CAPITAL BANCSHARES (300,701)
Equity (62)Texas Instrument Ord Shs (11,717)
Equity 3,791Texas Roadhouse Ord Shs 363,709
Equity (622)Textron Ord Shs (34,882)
Equity 1,492TFI International Ord Shs 111,824
Equity 1,103Thales Ord Shs 109,827
Equity 1,337The Swatch Group Ord Shs 386,262
Equity 944Thermo Fisher Scientific Ord Shs 430,823
Equity (3,400)THK Ord Shs (117,846)
Equity (723)Thomson Reuters Ord Shs (63,329)
Equity (735)Thor Industries Ord Shs (99,034)
Equity (3,439)thyssenkrupp Ord Shs (46,017)
Equity 2,373Timken Ord Shs 192,616
Equity 7,900Tis Ord Shs 188,814
Equity 4,542TJX Ord Shs 300,453
Equity (1,566)TMX Group Ord Shs (162,711)
Equity (7,200)Tobu Railway Ord Shs (193,911)
Equity (4,300)Toho (Tokyo) Ord Shs (174,724)
Equity (4,500)Toho Gas Ord Shs (278,145)
Equity 11,200Tohoku Electric Power Ord Shs 105,919
Equity (15,300)Tokio Marine Holdings Ord Shs (729,000)
Equity (2,300)Tokyo Century Ord Shs (154,860)
Equity (29,400)Tokyo Electric Power Holdings Ord Shs (98,177)
Equity 200Tokyo Electron Ord Shs 84,688
Equity 3,500Tokyo Gas Ord Shs 77,998
Equity (22,500)Tokyu Ord Shs (300,136)
Equity (1,166)Toll Brothers Ord Shs (66,147)
Equity (4,690)Tomra Systems Ord Shs (203,448)
Equity (1,372)TopBuild Ord Shs (287,338)
Equity 9,100TOPPAN Printing Ord Shs 154,000
Equity 8,200Toray Industries Ord Shs 52,873
Equity 1,603Toro Ord Shs 165,333
Equity 701Toromont Industries Ord Shs 53,649
Equity (477)Toronto Dominion Ord Shs (31,105)
Equity (400)Toshiba Ord Shs (13,538)
Equity 13,300Tosoh Ord Shs 254,927
Equity (12,064)TOTAL S.A (563,963)
Equity (3,000)Toto Ord Shs (184,615)
Equity 10,942Tourmaline Oil Ord Shs 208,245
Equity 1,900Toyo Seikan Group Holdings Ord Shs 22,628
Equity 8,000Toyo Suisan Ord Shs 336,652
Equity 5,400Toyoda Gosei Ord Shs 142,110
Equity 17,500Toyota Boshoku Ord Shs 289,819
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Page 45
AQR Equity Market Neutral Mutual Fund
Equity (3,100)Toyota Industries Ord Shs (276,615)
Equity (13,500)Toyota Motor Ord Shs (1,052,633)
Equity 5,900Toyota Tsusho Ord Shs 248,014
Equity 904Tractor Supply Ord Shs 160,080
Equity 36Trade Desk Ord Shs Class A 23,460
Equity (1,214)Tradeweb Markets Ord Shs Class A (89,836)
Equity (420)Trane Technologies Ord Shs (69,535)
Equity (941)TransAlta Renewables Ord Shs (15,401)
Equity (177)TransDigm Group Ord Shs (104,062)
Equity 585Transunion Ord Shs 52,650
Equity (27,557)Transurban Group Stapled Units (279,571)
Equity 1,392Travel Leisure Ord Shs 85,135
Equity (135)Travelers Companies Ord Shs (20,304)
Equity 7,402Travis Perkins Ord Shs 157,426
Equity 3,658Treasury Wine Estates Ord Shs 28,836
Equity 1,492TreeHouse Foods Ord Shs 77,942
Equity 10,675Trelleborg Ord Shs Class B 271,887
Equity (5,118)Trex Ord Shs (468,502)
Equity 4,783Tri Pointe Homes Ord Shs 97,382
Equity (1,324)Trimble Ord Shs (102,994)
Equity (9,274)Trinity Industries Ord Shs (264,216)
Equity (4,157)TripAdvisor Ord Shs (223,605)
Equity (162)Truist Financial Ord Shs (9,448)
Equity (20,870)Tryg Ord Shs (493,391)
Equity 1,300Tsuruha Holdings Ord Shs 168,000
Equity (24,016)TUI Ord Shs (121,671)
Equity (178)Twilio Ord Shs Class A (60,655)
Equity (1,880)Twitter Ord Shs (119,624)
Equity (137)Tyler Technologies Ord Shs (58,161)
Equity 9,097Tyson Foods Ord Shs Class A 675,907
Equity (7,091)Uber Technologies Ord Shs (386,530)
Equity (304)Ubiquiti Ord Shs (90,683)
Equity 262Ubisoft Entertainment Ord Shs Cat A 19,978
Equity 28,887UBS Group Ord Shs 449,196
Equity 768UCB Ord Shs 73,221
Equity (1,482)UDR REIT Ord Shs (65,001)
Equity (600)UGI Ord Shs (24,606)
Equity (492)Ulta Beauty Ord Shs (152,112)
Equity 2,364UMB FINANCIAL 218,268
Equity (2,678)Umicore Ord Shs (142,359)
Equity 6,134Umpqua Holdings Ord Shs 107,652
Equity (6,776)Under Armour Ord Shs Class A (150,156)
Equity (3,300)Unicharm Ord Shs (138,719)
Equity 33,996Unicredit Ord Shs 360,119
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Page 46
AQR Equity Market Neutral Mutual Fund
Equity (1,854)Unilever Ord Shs (103,751)
Equity (712)Union Pacific Ord Shs (156,932)
Equity 6,473Uniper Ord Shs 234,926
Equity 64,717Unipol Gruppo Finanziario Ord Shs 361,750
Equity 275United Airlines Holdings Ord Shs 15,824
Equity 1,359United Bankshares Ord Shs 52,430
Equity (593)United Internet Ord Shs (23,836)
Equity 1,000United Overseas Bank Ord Shs 19,224
Equity (291)United Parcel Service Ord Shs Class B (49,467)
Equity (224)UNITED RENTALS (73,765)
Equity 1,059United Therapeutics Ord Shs 177,139
Equity (26,389)United Utilities Group Ord Shs (337,074)
Equity (762)UnitedHealth Group Ord Shs (283,517)
Equity 5,740Univar Solutions Ord Shs 123,640
Equity (109)Universal Display Ord Shs (25,808)
Equity 985Universal Health Services Ord Shs Class B 131,389
Equity 9,032Unum Ord Shs 251,361
Equity 2,711UPM-Kymmene Ord Shs 97,594
Equity 9,749Urban Edge Properties Ord Shs 161,053
Equity (5,744)Urban Outfitters Ord Shs (213,619)
Equity 3,357US Bancorp Ord Shs 185,676
Equity (3,542)US Foods Holding Ord Shs (135,021)
Equity (1,625)US Steel Corp Ord Shs (42,526)
Equity (1,100)USS Ord Shs (21,542)
Equity 113Vail Resorts Ord Shs 32,958
Equity (1,870)Valeo Ord Shs (63,671)
Equity (2,240)Valero Energy Ord Shs (160,384)
Equity 5,087Valley National Ord Shs 69,895
Equity 5,535Valmet Ord Shs 201,729
Equity (130)Valmont Inds Ord Shs (30,897)
Equity 579Valvoline Ord Shs 15,095
Equity (833)Varta Ord Shs (122,868)
Equity (189)VAT Group Ord Shs (53,177)
Equity (147)Veeva Systems Ord Shs Class A (38,402)
Equity (4,019)Ventas REIT Ord Shs (214,373)
Equity 1,300Venture Corporation Ord Shs 19,409
Equity 4,014Vereit Ord Shs 155,021
Equity 662VeriSign Ord Shs 131,579
Equity (1,687)Verisk Analytics Ord Shs (298,076)
Equity 714Verizon Communications Ord Shs 41,519
Equity 1,308Vertex Pharmaceuticals Ord Shs 281,076
Equity (732)Vertiv Holdings Ord Shs Class A (14,640)
Equity (443)Vestas Wind Systems Ord Shs (91,149)
Equity (3,624)VF Ord Shs (289,630)
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AQR Equity Market Neutral Mutual Fund
Equity (6,759)ViacomCBS Ord Shs Class B (304,831)
Equity (3,121)ViaSat Ord Shs (150,026)
Equity 5,928Viatris Ord Shs 82,814
Equity (3,981)Vici Pptys Ord Shs (112,423)
Equity (1,052)Vifor Pharma AG Ord Shs (143,803)
Equity (1,757)Vinci Ord Shs (180,399)
Equity (2,009)Virgin Galactic Holdings Ord shs Class A (61,536)
Equity 9,197Virtu Financial Ord Shs Class A 285,567
Equity (2,139)Visa Ord Shs Class A (452,890)
Equity 7,075Vishay Intertechnology Ord Shs 170,366
Equity (397)Visteon Ord Shs (48,414)
Equity 7,355Vistra Ord Shs 130,036
Equity (26,000)Vitasoy International Holdings Ord Shs (99,994)
Equity (2,222)Vivendi Ord Shs (73,122)
Equity (1,259)VMware Class A Ord Shs (189,417)
Equity 185,581VODAFONE 337,674
Equity 1,984Volkswagen Non-Voting Pref Shs 556,366
Equity 4,327Volvo Ord Shs Class B 109,661
Equity (3,983)Vornado Realty Trust REIT Ord Shs (180,788)
Equity (1,031)Voya Financial Ord Shs (65,613)
Equity (516)Vulcan Materials Ord Shs (87,075)
Equity 604W. P. Carey REIT Ord Shs 42,739
Equity 1,847Wacker Chemie Ord Shs 263,424
Equity 1,504Walgreen Boots Alliance Ord Shs 82,570
Equity 5,476WALMART 743,805
Equity (203)Walt Disney Ord Shs (37,458)
Equity 16,304Wartsila Ord Shs 171,194
Equity 3,656Washington Federal Ord Shs 112,605
Equity (3,462)Washington H Soul Pattinson & Company Ord Shs (83,271)
Equity (83)Waste Connections Ord Shs (8,962)
Equity (1,323)Waste Management Ord Shs (170,693)
Equity 428Water Corp Ord Shs 121,625
Equity (592)Watsco Ord Shs (154,364)
Equity (713)Wayfair Ord Shs Class A (224,417)
Equity (1,161)Webster Financial Ord Shs (63,983)
Equity (2,120)WEC Energy Group Ord Shs (198,411)
Equity 3,135Weingarten Realty Investors REIT Ord Shs 84,363
Equity 3,859Weir Group Ord Shs 94,612
Equity (7,400)Welcia holdings Ord Shs (254,480)
Equity 8,174WELLS FARGO 319,358
Equity (6,112)Welltower Ord Shs (437,803)
Equity 12,153Wendys Ord Shs 246,220
Equity 4,737Werner Enterprises Ord Shs 223,444
Equity 521Wesfarmers Ord Shs 20,900
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AQR Equity Market Neutral Mutual Fund
Equity 3,655West Fraser Timber Ord Shs 262,918
Equity (6,500)West Japan Railway Ord Shs (360,882)
Equity (105)West Pharmaceutical Services Ord Shs (29,587)
Equity (3,207)Western Alliance Ord Shs (302,869)
Equity 1,265Western Digital Ord Shs 84,439
Equity 3,694Western Union Ord Shs 91,094
Equity 1,000Westinghouse Air Brake Technologies Ord Shs 79,160
Equity 2,177Westlake Chemical Ord Shs 193,296
Equity 726Westpac Banking Corporation Ord Shs 13,498
Equity 2,458Westrock Ord Shs 127,939
Equity (760)WEX Ord Shs (159,007)
Equity 3,741WeyerhaeuSer REIT 133,180
Equity 334,000WH Group Ord Shs 270,656
Equity (3,600)WH Smith Ord Shs (89,256)
Equity (37,000)Wharf Real Estate Investment Company Ord Shs (207,262)
Equity (4,138)Wheaton Precious Metals Ord Shs (158,033)
Equity 84Whirlpool Ord Shs 18,509
Equity (5,703)Whitbread Ord Shs (269,572)
Equity 44White Mountains Insurance Group Ord Shs 49,056
Equity (2,013)Williams Ord Shs (47,688)
Equity 188Williams Sonoma Ord Shs 33,690
Equity 9,860Wilmar International Ord Shs 39,775
Equity 471Wingstop Ord Shs 59,897
Equity 583Wintrust Financial Ord Shs 44,191
Equity 1,219Wisetechglobal Pty Ord Shs 26,972
Equity (2,391)Wolters Kluwer Ord Shs (208,288)
Equity 19,454Wood Group (John) Ord Shs 72,631
Equity (1,493)Woodward Ord Shs (180,101)
Equity 3,367Woolworths Group Ord Shs 104,810
Equity (481)Workday Ord Shs Class A (119,495)
Equity 7,043World Fuel Services Ord Shs 247,914
Equity (528)World Wrestling Entertainment Ord Shs Class A (28,649)
Equity (2,797)Worldline Ord Shs (234,846)
Equity 29,575Worley Ord Shs 236,296
Equity 1,606Worthington Industries Ord Shs 107,747
Equity (8,335)WPP Ord Shs (105,867)
Equity (755)WR Berkley Ord Shs (56,889)
Equity (514)WSP Global Ord Shs (48,895)
Equity 156WW Grainger Ord Shs 62,545
Equity (6,393)WW International Ord Shs (199,973)
Equity (491)Wyndham Hotels Resorts Ord Shs (34,262)
Equity (74,400)Wynn Macau Ord Shs (144,696)
Equity (2,161)Wynn Resorts Ord Shs (270,925)
Equity (3,540)Xcel Energy Ord Shs (235,445)
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AQR Equity Market Neutral Mutual Fund
Equity (34)Xero Ord Shs (3,277)
Equity 7,247Xerox Holdings Ord Shs 175,885
Equity (2,000)Xinyi Glass Hlds Ord Shs (6,534)
Equity (1,083)XPO Logistics Ord Shs (133,534)
Equity (636)Xylem Ord Shs (66,894)
Equity (900)Yakult Honsha Ord Shs (45,611)
Equity 55,400Yamada Holdings Ord Shs 299,310
Equity 4,800Yamaguchi Financial Group Ord Shs 31,971
Equity 1,500Yamaha Motor Ord Shs 36,801
Equity (5,200)Yamaha Ord Shs (282,824)
Equity 36,164Yamana Gold Ord Shs 157,103
Equity 12,700Yamato Holdings Ord Shs 348,819
Equity 500Yamazaki Baking Ord Shs 8,095
Equity 434,416Yangzijiang Shipbuilding Holdings Ord Shs 413,853
Equity 300Yaoko Ord Shs 18,462
Equity 11,208Yara International Ord Shs 584,011
Equity (7,200)Yaskawa Electric Ord Shs (359,023)
Equity 5,236Yelp Ord Shs 204,204
Equity (2,080)Yeti Holdings Ord Shs (150,197)
Equity (2,700)Yokogawa Electric Ord Shs (49,797)
Equity 9,200Yokohama Rubber Ord Shs 164,851
Equity (1,462)Yum Brands Ord Shs (158,159)
Equity 5,900Z Holdings Ord Shs 29,399
Equity 422Zalando Ord Shs 41,483
Equity (27)Zebra Technologies Ord Shs Class A (13,100)
Equity (1,968)Zendesk Ord Shs (260,996)
Equity (3,200)Zenkoku Hosho Ord Shs (147,113)
Equity (500)Zensho Holdings Ord Shs (12,810)
Equity (81)Zillow Group Ord Shs Class C (10,501)
Equity 202Zimmer Biomet Holdings Ord Shs 32,336
Equity 4,005Zions Bancorporation Ord Shs 220,115
Equity (631)Zoetis Ord Shs Class A Ord Shs (99,370)
Equity 622Zoom Video Communications Ord Shs Class A 199,842
Equity 143Zscaler Ord Shs 24,549
Equity (1,131)Zurich Insurance Group Ord Shs (484,774)
Equity 1,035Zynga Ord Shs Class A 10,567
Equity 19E-Mini S&P 500 Index Future 3,774,246
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AQR Equity Market Neutral Mutual Fund
Disclosures: © AQR Funds are distributed by ALPS Distributors, Inc. AQR Capital Management, LLC is the Investment Manager of the Funds and a federally registered investment adviser. ALPS Distributors is not affiliated with AQR Capital Management. Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing. To obtain a prospectus or summary prospectus containing this and other important information, please call 1-866-290-2688 or visit funds.aqr.com to view or download a prospectus online. Read the prospectus carefully before you invest. There are risks involved with investing including the possible loss of principal. Past performance does not guarantee future results. © AQR Funds. All rights reserved. AQR008093 1/31/2023 Holdings are subject to change. The information set forth herein has been obtained or derived from sources believed by AQR Capital Management, LLC ("AQR") to be reliable. However, AQR does not make any representation or warranty, express or implied, as to the information's accuracy or completeness, nor does AQR recommend that the attached information serve as the basis of any investment decision. This document is intended exclusively for the use of the person to whom it has been delivered by AQR and it is not to be reproduced or redistributed to any other person without AQR's written consent.
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