Company profile
Latest filings (excl ownership)
N-CSRS
Certified semi-annual shareholder report (management investment company)
26 May 23
N-CEN
Annual report (registered investment company)
14 Mar 23
N-CSR
Certified annual shareholder report (management investment company)
28 Feb 23
N-CEN
Annual report (registered investment company)
9 Dec 22
N-CSR
Certified annual shareholder report (management investment company)
22 Nov 22
N-PX
Annual report of proxy voting record
25 Aug 22
N-CSRS
Certified semi-annual shareholder report (management investment company)
25 Aug 22
N-CSRS
Certified semi-annual shareholder report (management investment company)
25 May 22
N-CEN
Annual report (registered investment company)
9 Mar 22
N-CSR
Certified annual shareholder report (management investment company)
25 Feb 22
Latest ownership filings
NPORT-P
AQR Large Cap Multi-Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Global Equity Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR International Multi-Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Small Cap Momentum Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Emerging Multi-Style II Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Large Cap Momentum Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR International Momentum Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Large Cap Defensive Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR International Defensive Style Fund (Mar 2023 report)
26 May 23
NPORT-P
AQR Small Cap Multi-Style Fund (Mar 2023 report)
26 May 23
Funds
| Series | Ticker | %Monthly Return ? | $Assets | #Holdings | As of | ||
|---|---|---|---|---|---|---|---|
| AQR Alternative Risk Premia Fund | QRPNX, QRPIX, QRPRX | 7.68 | -0.24 | -0.60 | 400.87 mm | 3,266 | Dec 2022 |
| AQR Diversified Arbitrage Fund | ADANX, ADAIX, QDARX | 0.46 | -0.26 | 0.35 | 1.66 bn | 922 | Dec 2022 |
| AQR Diversifying Strategies Fund | QDSRX, QDSIX, QDSNX | 4.01 | 0.24 | 0.19 | 185.31 mm | 7 | Dec 2022 |
| AQR Emerging Multi-Style II Fund | QTELX, QTENX, QTERX | 8.43 | -6.61 | 2.70 | 505.68 mm | 336 | Mar 2023 |
| AQR Equity Market Neutral Fund | QMNIX, QMNNX, QMNRX | 4.82 | 3.18 | 3.30 | 190.65 mm | 140 | Dec 2022 |
| AQR Global Equity Fund | AQGNX, AQGIX, AQGRX | 8.97 | -2.64 | -0.11 | 315.06 mm | 957 | Mar 2023 |
| AQR International Defensive Style Fund | ANDNX, ANDIX, ANDRX | 6.07 | -3.34 | 4.18 | 288.70 mm | 300 | Mar 2023 |
| AQR International Momentum Style Fund | AIMOX, AIONX, QIORX | 6.55 | -2.74 | 1.73 | 361.57 mm | 308 | Mar 2023 |
| AQR International Multi-Style Fund | QICLX, QICNX, QICRX | 9.17 | -2.43 | 1.99 | 458.97 mm | 240 | Mar 2023 |
| AQR Large Cap Defensive Style Fund | AUENX, AUEIX, QUERX | 2.48 | -3.39 | 2.80 | 3.88 bn | 232 | Mar 2023 |
| AQR Large Cap Momentum Style Fund | AMOMX, AMONX, QMORX | 2.23 | -2.65 | 1.64 | 686.11 mm | 334 | Mar 2023 |
| AQR Large Cap Multi-Style Fund | QCELX, QCENX, QCERX | 6.62 | -2.30 | 1.24 | 944.99 mm | 189 | Mar 2023 |
| AQR Long-Short Equity Fund | QLEIX, QLENX, QLERX | 7.61 | 5.57 | 1.82 | 581.40 mm | 282 | Dec 2022 |
| AQR Macro Opportunities Fund | QGMIX, QGMNX, QGMRX | 0.03 | -2.30 | 2.20 | 184.62 mm | 1,665 | Dec 2022 |
| AQR Managed Futures Strategy Fund | AQMIX, AQMNX, AQMRX | -0.20 | -5.50 | 1.82 | 1.60 bn | 1,251 | Dec 2022 |
| AQR Managed Futures Strategy HV Fund | QMHIX, QMHNX, QMHRX | -0.61 | -8.58 | 2.26 | 187.58 mm | 1,180 | Dec 2022 |
| AQR Multi-Asset Fund | AQRNX, AQRIX, AQRRX | 4.16 | 3.46 | -2.66 | 163.09 mm | 1,781 | Dec 2022 |
| AQR Risk Parity II MV Fund | QRMIX, QRMNX, QRMRX | 3.34 | 0.14 | -2.83 | 52.16 mm | 233 | Sep 2021 |
| AQR Risk-Balanced Commodities Strategy Fund | ARCNX, ARCIX, QRCRX | 1.31 | 6.26 | 2.10 | 453.26 mm | 407 | Dec 2022 |
| AQR Small Cap Momentum Style Fund | ASMOX, ASMNX, QSMRX | 5.75 | -0.44 | -4.33 | 190.74 mm | 657 | Mar 2023 |
| AQR Small Cap Multi-Style Fund | QSMLX, QSMNX, QSERX | 8.38 | -0.95 | -5.69 | 108.20 mm | 521 | Mar 2023 |
| AQR Style Premia Alternative Fund | QSPIX, QSPNX, QSPRX | 11.50 | 1.62 | -2.38 | 920.36 mm | 1,054 | Dec 2022 |
| AQR Sustainable Long-Short Equity Carbon Aware Fund | – | 9.16 | 6.41 | 0.08 | 25.39 mm | 232 | Dec 2022 |