NPORT-P false 0001444822 XXXXXXXX S000068650 C000219592 C000219593 C000219591 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Diversifying Strategies Fund S000068650 N/A 2020-12-31 2020-06-30 N 5040460.96 540.41 5039920.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N AQR Equity Market Neutral Fund N/A 00191K765 78923.54900000 NS USD 640069.98000000 12.70000139188 Long RF US N 1 N N N AQR Diversified Arbitrage Fund 9SU636C3FFO5J0KHWM63 00191K104 69798.32100000 NS USD 664480.02000000 13.18433521734 Long RF US N 1 N N N AQR Global Macro Fund 5493005IC9ET1H2WFC64 00191K302 71409.99800000 NS USD 659828.38000000 13.09203931796 Long RF US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 99391.30900000 NS USD 99411.19000000 1.972475339913 Long STIV RF US N 1 N N N AQR Multi-Asset Fund L78U4GN0NU02PQQXU194 00191K880 183180.08400000 NS USD 1637629.95000000 32.49316995681 Long RF US N 1 N N N AQR Style Premia Alternative Fund 549300H47CIW5R9UN420 00191K849 94497.56600000 NS USD 622738.96000000 12.35612652663 Long RF US N 1 N N N AQR Managed Futures Strategy HV Fund 549300EEULX15SC8N094 00191K708 87424.15600000 NS USD 672291.76000000 13.33933250197 Long RF US N 1 N N N 2020-07-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer