# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010947
**Filing Date:** 2026-5
**Character Count:** 6345
**Document Hash:** 134786777f9532d3b49413dece4230c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010947.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010947

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 261011805

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Diversifying Strategies Fund (Series ID: S000068650)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000219591 | Class R6     | QDSRX           |
| C000219592 | Class I      | QDSIX           |
| C000219593 | Class N      | QDSNX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

**Item A.2. Information about the Series.**

- **a. Name of Series:** AQR Diversifying Strategies Fund

- **b. EDGAR series identifier (if any):** S000068650

- **c. LEI of Series:** 549300T87JX1BIPZ1F36

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $6898071065.27

**Total Liabilities:** $706392.14

**Net Assets:** $6897364673.13

**Cash Not Reported:** $0.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219591 | 1.92%                | 2.24%                | -0.96%               |
| Class ID C000219592 | 1.93%                | 2.24%                | -0.96%               |
| Class ID C000219593 | 1.86%                | 2.25%                | -0.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-350161.49              | $107552376.73                              |
| Month 2  | $-362858.93              | $141629654.54                              |
| Month 3  | $42999.39                | $-60388760.95                              |

### Schedule of Portfolio Investments

| Name                                 | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AQR Diversified Arbitrage Fund       | AQR Diversified Arbitrage Fund, Class R6       | CUSIP: 00191K104<br>LEI: 9SU636C3FFO5J0KHWM63 | Long             |  | RF                | US        |  62516514 | NS      | $808963691.51  | 11.73%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Managed Futures Strategy HV Fund | AQR Managed Futures Strategy HV Fund, Class R6 | CUSIP: 00191K708<br>LEI: 549300EEULX15SC8N094 | Long             |  | RF                | US        |  73768038 | NS      | $830628105.26  | 12.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Style Premia Alternative Fund    | AQR Style Premia Alternative Fund, Class R6    | CUSIP: 00191K849<br>LEI: 549300H47CIW5R9UN420 | Long             |  | RF                | US        |  94751415 | NS      | $906771037.17  | 13.15%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Equity Market Neutral Fund       | AQR Equity Market Neutral Fund, Class R6       | CUSIP: 00191K765<br>LEI: 5493004VUEKIV6063V70 | Long             |  | RF                | US        | 107837969 | NS      | $1309152948.03 | 18.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund           | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        | 137006530 | NS      | $137006529.90  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AQR Multi-Asset Fund                 | AQR Multi-Asset Fund, Class R6                 | CUSIP: 00191K880<br>LEI: L78U4GN0NU02PQQXU194 | Long             |  | RF                | US        | 170539809 | NS      | $2075469480.75 | 30.09%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Macro Opportunities Fund         | AQR Macro Opportunities Fund, Class R6         | CUSIP: 00191K302<br>LEI: 5493005IC9ET1H2WFC64 | Long             |  | RF                | US        |  83296099 | NS      | $829629147.57  | 12.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer