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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>LME Clear</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="67089"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <title>S&amp;P/TSX 60 Index</title>
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          <other otherDesc="Inhouse Sedol" value="PTM0IDS"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Telecom Italia SpA</name>
        <lei>549300W384M3RI3VXU42</lei>
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          <isin value="IT0003497168"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="55186"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>CNH Industrial NV</name>
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          <isin value="NL0010545661"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="56873"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Unipol Gruppo SpA</name>
        <lei>8156005CE5E7340CCA86</lei>
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        <cusip>N/A</cusip>
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          <isin value="IT0004810054"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="EDU20"/>
          <other otherDesc="Future Ticker" value="EDU0 Comdty"/>
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        <balance>2554.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>CME Clearing House</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Inhouse Asset ID" value="A59699313"/>
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            <expDate>2020-09-14</expDate>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="64760"/>
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        <curCd>N/A</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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            <amtCurSold>896807.16000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="54928"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>Pirelli &amp; C SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Australia 10 Year Bond</title>
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          <other otherDesc="Inhouse Sedol" value="XMM0COM"/>
          <other otherDesc="Future Ticker" value="XMM0 Comdty"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ASX Clear (Futures)</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="65165"/>
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        <assetCat>DFE</assetCat>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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          <isin value="GB00H248TX31"/>
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        <name>N/A</name>
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        <title>3 Month Sterling</title>
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          <isin value="GB00H1R4B350"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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            <expDate>2020-12-16</expDate>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Brent Crude Oil</title>
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          <isin value="GB00H1JWQF42"/>
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        <balance>-156.00000000</balance>
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        <assetCat>DCO</assetCat>
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            <payOffProf>Short</payOffProf>
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            <expDate>2020-04-30</expDate>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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        <name>Banca Generali SpA</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Tenaris SA</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>SNC-Lavalin Group, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Inhouse Asset ID" value="65310"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Inhouse Asset ID" value="65645"/>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
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        <name>N/A</name>
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          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>FTSE 100 Index</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME Copper Base Metal</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Enel SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>LME Copper Base Metal</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>Citibank</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Euro-Schatz</title>
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          <isin value="DE000C4E97C4"/>
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        <issuerConditional desc="Future" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Clearing</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Federal Republic of Germany</issuerName>
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            <expDate>2020-06-08</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <curCd>N/A</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
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        <name>Amplifon SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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        <curCd>USD</curCd>
        <valUSD>-1436763.47000000</valUSD>
        <pctVal>-0.09465212749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="Future" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME Clear</counterpartyName>
              <counterpartyLei>213800L8AQD59D3JRW81</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>LME Copper Base Metal</issueTitle>
                <identifiers>
                  <isin value="GB00H243G044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-05-06</expDate>
            <notionalAmt>8904960.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1436763.47000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="54504"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>3781.20000000</valUSD>
        <pctVal>0.000249100587</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
            </counterparties>
            <amtCurSold>235464.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>229432.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-06-17</settlementDt>
            <unrealizedAppr>3781.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Buzzi Unicem SpA</name>
        <lei>5299003DX5YLKSVJ6K59</lei>
        <title>Buzzi Unicem SpA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0001347308"/>
        </identifiers>
        <balance>-100681.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670051"/>
        <valUSD>-1838771.15000000</valUSD>
        <pctVal>-0.12113587584</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Forward Foreign Currency Contract</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="65834"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>N/A</curCd>
        <valUSD>-11885.50000000</valUSD>
        <pctVal>-0.00078300143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Forward Foreign Currency Contract" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JP Morgan Chase Bank</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>1182495.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2020-06-17</settlementDt>
            <unrealizedAppr>-11885.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>AQR Funds</ncom:nameOfApplicant>
      <ncom:signature>Heather Bonner</ncom:signature>
      <ncom:signerName>Heather Bonner</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
