# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043547
**Filing Date:** 2023-2
**Character Count:** 6143
**Document Hash:** 973bd0561fbd23d418fcaf08338c9ef8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043547.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043547

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 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:** 23675341

**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           |

## 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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $185313374.49

**Total Liabilities:** $41820.86

**Net Assets:** $185271553.63

**Cash Not Reported:** $168234.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219591 | 4.03%                | 0.24%                | 0.22%                |
| Class ID C000219592 | 4.04%                | 0.24%                | 0.16%                |
| Class ID C000219593 | 3.97%                | 0.24%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58205.83                | $5538131.66                                |
| Month 2  | $-88575.62               | $505704.67                                 |
| Month 3  | $696685.43               | $-13057339.29                              |

### 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        |   2000586 | NS      | $23366846.89  | 12.61%            |  |  |  | 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        |   2607259 | NS      | $21822754.67  | 11.78%            |  |  |  | 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        |   5018505 | NS      | $37739157.12  | 20.37%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Equity Market Neutral Fund       | AQR Equity Market Neutral Fund, Class R6       | CUSIP: 00191K765<br>LEI: N/A                  | Long             |  | RF                | US        |   4352490 | NS      | $38388962.79  | 20.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund | Limited Purpose Cash Investment Fund           | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   3423751 | NS      | $3422381.19   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AQR Multi-Asset Fund                 | AQR Multi-Asset Fund, Class R6                 | CUSIP: 00191K880<br>LEI: L78U4GN0NU02PQQXU194 | Long             |  | RF                | US        |   4213035 | NS      | $37158971.82  | 20.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AQR Macro Opportunities Fund         | AQR Macro Opportunities Fund, Class R6         | CUSIP: 00191K302<br>LEI: 5493005IC9ET1H2WFC64 | Long             |  | RF                | US        |   2140292 | NS      | $23222166.92  | 12.53%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer