NPORT-P
false
0001444822
XXXXXXXX
S000068650
C000219591
C000219592
C000219593
AQR Funds
811-22235
0001444822
549300V0TAB4ICSX2404
2 Greenwich Plaza
Greenwich
06830
203-742-3600
AQR Diversifying Strategies Fund
S000068650
549300T87JX1BIPZ1F36
2022-12-31
2022-06-30
N
131757314.87
1981.74
131755333.13
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 Diversified Arbitrage Fund
9SU636C3FFO5J0KHWM63
AQR Diversified Arbitrage Fund, Class R6
00191K104
1559481.20400000
NS
USD
18043197.53000000
13.69447224743
Long
RF
US
N
1
N
N
N
AQR Managed Futures Strategy HV Fund
549300EEULX15SC8N094
AQR Managed Futures Strategy HV Fund, Class R6
00191K708
1761659.48300000
NS
USD
16048717.89000000
12.18069698489
Long
RF
US
N
1
N
N
N
AQR Style Premia Alternative Fund
549300H47CIW5R9UN420
AQR Style Premia Alternative Fund, Class R6
00191K849
3017278.05300000
NS
USD
26642565.21000000
20.22124234144
Long
RF
US
N
1
N
N
N
AQR Equity Market Neutral Fund
N/A
AQR Equity Market Neutral Fund, Class R6
00191K765
2945071.99800000
NS
USD
26270042.22000000
19.93850388893
Long
RF
US
N
1
N
N
N
Limited Purpose Cash Investment Fund
549300GUQBQJ6160QP80
Limited Purpose Cash Investment Fund
90262Y729
2626500.60600000
NS
USD
2624399.41000000
1.991873382013
Long
STIV
RF
US
N
1
N
N
N
AQR Multi-Asset Fund
L78U4GN0NU02PQQXU194
AQR Multi-Asset Fund, Class R6
00191K880
2858284.90100000
NS
USD
26925043.77000000
20.43563864199
Long
RF
US
N
1
N
N
N
AQR Macro Opportunities Fund
5493005IC9ET1H2WFC64
AQR Macro Opportunities Fund, Class R6
00191K302
1445901.84160000
NS
USD
15196428.36000000
11.53382409576
Long
RF
US
N
1
N
N
N
2022-08-01
AQR Funds
Heather Bonner
Heather Bonner
Principal Financial Officer