| Series | Ticker | %Monthly Return ? | $Assets | #Holdings | As of | ||
|---|---|---|---|---|---|---|---|
| AQR Alternative Risk Premia Fund | QRPNX, QRPIX, QRPRX | -0.68 | 4.28 | 7.04 | 482.20 mm | 3,059 | Sep 2023 |
| AQR Diversified Arbitrage Fund | ADANX, ADAIX, QDARX | 0.93 | 0.50 | 0.28 | 1.96 bn | 883 | Sep 2023 |
| AQR Diversifying Strategies Fund | QDSRX, QDSIX, QDSNX | 0.73 | 1.90 | 3.46 | 394.99 mm | 7 | Sep 2023 |
| AQR Emerging Multi-Style II Fund | QTELX, QTENX, QTERX | 7.21 | -6.07 | -1.16 | 502.77 mm | 308 | Sep 2023 |
| AQR Equity Market Neutral Fund | QMNIX, QMNNX, QMNRX | 2.78 | 3.81 | 5.93 | 281.10 mm | 143 | Sep 2023 |
| AQR Global Equity Fund | AQGNX, AQGIX, AQGRX | 4.37 | -2.69 | -2.20 | 325.70 mm | 758 | Sep 2023 |
| AQR International Defensive Style Fund | ANDNX, ANDIX, ANDRX | 1.38 | -2.96 | -3.53 | 255.14 mm | 262 | Sep 2023 |
| AQR International Momentum Style Fund | AIMOX, AIONX, QIORX | 2.25 | -3.67 | -3.60 | 228.63 mm | 303 | Sep 2023 |
| AQR International Multi-Style Fund | QICLX, QICNX, QICRX | 3.64 | -3.52 | -2.13 | 477.86 mm | 245 | Sep 2023 |
| AQR Large Cap Defensive Style Fund | AUENX, AUEIX, QUERX | 1.17 | -1.18 | -2.89 | 3.13 bn | 204 | Sep 2023 |
| AQR Large Cap Momentum Style Fund | AMOMX, AMONX, QMORX | 2.63 | -0.81 | -4.96 | 645.76 mm | 327 | Sep 2023 |
| AQR Large Cap Multi-Style Fund | QCELX, QCENX, QCERX | 3.96 | -1.26 | -3.25 | 1.01 bn | 180 | Sep 2023 |
| AQR Long-Short Equity Fund | QLEIX, QLENX, QLERX | 3.67 | 2.71 | 4.17 | 914.02 mm | 336 | Sep 2023 |
| AQR Macro Opportunities Fund | QGMIX, QGMNX, QGMRX | -1.04 | -0.13 | 3.27 | 117.24 mm | 1,826 | Sep 2023 |
| AQR Managed Futures Strategy Fund | AQMIX, AQMNX, AQMRX | -2.26 | 2.97 | 4.16 | 1.56 bn | 1,133 | Sep 2023 |
| AQR Managed Futures Strategy HV Fund | QMHIX, QMHNX, QMHRX | -3.67 | 4.17 | 6.01 | 181.71 mm | 1,113 | Sep 2023 |
| AQR Multi-Asset Fund | AQRNX, AQRIX, AQRRX | 3.15 | -0.97 | -1.72 | 263.38 mm | 1,893 | Sep 2023 |
| 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 | 5.53 | -1.05 | -2.08 | 481.33 mm | 434 | Sep 2023 |
| AQR Small Cap Momentum Style Fund | ASMOX, ASMNX, QSMRX | 4.74 | -3.59 | -5.46 | 157.45 mm | 708 | Sep 2023 |
| AQR Small Cap Multi-Style Fund | QSMLX, QSMNX, QSERX | 6.60 | -3.68 | -4.41 | 101.67 mm | 517 | Sep 2023 |
| AQR Style Premia Alternative Fund | QSPIX, QSPNX, QSPRX | -0.80 | 4.85 | 8.52 | 1.11 bn | 907 | Sep 2023 |
| AQR Sustainable Long-Short Equity Carbon Aware Fund | QNZNX, QNZRX, QNZIX | 3.74 | 1.78 | 2.93 | 33.42 mm | 237 | Sep 2023 |
