AQR Funds NPORT-P AQR Trend Total Return Fund (Sep 2024 report)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

Funds

|

N-PORT

Part

F

|

September

2024

1

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

233.8%

COMMON

STOCKS

-

167.4%

Australia

-

6

.7

%

AGL

Energy

Ltd.

(2)(a)

107,578

878,959

ANZ

Group

Holdings

Ltd.

(2)(a)

38,337

805,688

Aristocrat

Leisure

Ltd.

(2)(a)

35,549

1,435,273

Atlas

Arteria

Ltd.

(2)(a)

19,867

66,950

Aurizon

Holdings

Ltd.

(2)(a)

252,471

614,208

BHP

Group

Ltd.

(2)(a)

15,814

490,964

BlueScope

Steel

Ltd.

(2)(a)

61,891

944,761

Brambles

Ltd.

(2)(a)

43,246

567,638

CAR

Group

Ltd.

(2)(a)

3,380

87,428

Cochlear

Ltd.

(2)(a)

758

147,507

Computershare

Ltd.

(2)(a)

3,599

62,741

Fortescue

Ltd.

(2)(a)

9,307

131,271

Harvey

Norman

Holdings

Ltd.

(2)

(a)

89,258

304,411

Incitec

Pivot

Ltd.

(2)(a)

121,615

260,287

JB

Hi-Fi

Ltd.

(2)(a)

20,794

1,144,433

Lendlease

Corp.

Ltd.

(2)(a)

114,367

559,041

Medibank

Pvt

Ltd.

(2)(a)

61,028

153,971

Northern

Star

Resources

Ltd.

(2)

(a)

35,668

390,716

Orica

Ltd.

(2)(a)

17,049

217,783

Origin

Energy

Ltd.

(2)(a)

39,369

272,713

Pro

Medicus

Ltd.

(2)(a)

5,786

712,167

QBE

Insurance

Group

Ltd.

(2)(a)

22,562

257,625

Qube

Holdings

Ltd.

(2)(a)

150,297

407,907

REA

Group

Ltd.

(2)(a)

1,244

172,146

Reece

Ltd.

(2)(a)

7,411

145,337

Seven

Group

Holdings

Ltd.

(2)(a)

2,125

62,757

Suncorp

Group

Ltd.

(2)(a)

24,987

312,019

Tabcorp

Holdings

Ltd.

(2)

29,182

10,155

Technology

One

Ltd.

(2)

2,015

33,162

Telstra

Group

Ltd.

(2)(a)

125,399

335,634

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(2)(a)

1,904

45,606

Wesfarmers

Ltd.

(2)(a)

24,234

1,176,825

Westpac

Banking

Corp.

(2)(a)

43,125

942,390

WiseTech

Global

Ltd.

(2)

1,090

103,219

Worley

Ltd.

(2)(a)

40,887

416,687

Yancoal

Australia

Ltd.

(2)(a)

51,341

217,321

14,887,700

Austria

-

0

.3

%

Mondi

plc

(2)(a)

30,607

583,844

Belgium

-

0

.6

%

Ageas

SA/NV

(2)(a)

13,339

711,757

Proximus

SADP

(a)

3,535

27,545

Solvay

SA

(2)(a)

9,410

368,639

Umicore

SA

(2)(a)

24,072

312,410

1,420,351

Brazil

-

0

.0

%

†

MercadoLibre,

Inc.

*

16

32,831

Canada

-

7

.9

%

Air

Canada

*(a)

40,203

487,210

AltaGas

Ltd.

(a)

10,960

271,316

ARC

Resources

Ltd.

(a)

24,966

421,992

INVESTMENTS

SHARES

VALUE

($)

Canada

-

7.9%

(continued)

Atco

Ltd.,

Class

I

(a)

5,097

180,522

Bank

of

Nova

Scotia

(The)

(a)

15,498

844,429

Canadian

Imperial

Bank

of

Commerce

(a)

15,948

978,259

Canadian

Tire

Corp.

Ltd.,

Class

A

(a)

4,564

546,992

Capital

Power

Corp.

(a)

16,032

582,863

CCL

Industries,

Inc.,

Class

B

934

56,940

Celestica,

Inc.

*(a)

4,262

217,882

CGI,

Inc.

*(a)

2,663

306,419

Constellation

Software,

Inc.

(a)

159

517,283

Descartes

Systems

Group,

Inc.

(The)

*(a)

821

84,483

Emera,

Inc.

(a)

2,575

101,462

Empire

Co.

Ltd.,

Class

A

(a)

21,942

670,533

Fairfax

Financial

Holdings

Ltd.

(a)

1,051

1,327,043

Finning

International,

Inc.

(a)

4,537

148,913

George

Weston

Ltd.

(a)

1,776

298,090

Hydro

One

Ltd.

(a)(b)

7,321

253,768

iA

Financial

Corp.,

Inc.

(a)

5,010

415,262

IGM

Financial,

Inc.

(a)

6,494

194,851

Imperial

Oil

Ltd.

(a)

8,317

585,133

Kinross

Gold

Corp.

(a)

32,939

308,579

Loblaw

Cos.

Ltd.

(a)

1,903

253,386

Magna

International,

Inc.

(a)

1,133

46,478

Manulife

Financial

Corp.

(a)

65,293

1,929,653

MEG

Energy

Corp.

(a)

13,367

251,141

National

Bank

of

Canada

(a)

1,839

173,695

Onex

Corp.

(a)

5,214

365,206

Open

Text

Corp.

(a)

13,103

436,169

Quebecor,

Inc.,

Class

B

(a)

8,409

219,544

Saputo,

Inc.

(a)

3,601

77,721

Stantec,

Inc.

(a)

3,864

310,731

Sun

Life

Financial,

Inc.

(a)

9,821

569,675

Suncor

Energy,

Inc.

(a)

8,125

299,900

TFI

International,

Inc.

(a)

3,445

471,874

TMX

Group

Ltd.

(a)

7,350

230,372

Tourmaline

Oil

Corp.

(a)

14,446

670,896

West

Fraser

Timber

Co.

Ltd.

(a)

8,261

804,874

Whitecap

Resources,

Inc.

(a)

56,761

423,887

17,335,426

China

-

0

.7

%

NXP

Semiconductors

NV

1,735

416,417

Yangzijiang

Shipbuilding

Holdings

Ltd.

(2)

629,300

1,201,081

1,617,498

Denmark

-

2

.0

%

Carlsberg

A/S,

Class

B

(2)(a)

3,786

450,824

Danske

Bank

A/S

(2)(a)

16,206

487,456

Genmab

A/S

(2)*(a)

2,405

583,053

ISS

A/S

(2)(a)

25,511

509,148

Jyske

Bank

A/S

(Registered)

(2)(a)

2,235

173,952

Novo

Nordisk

A/S,

Class

B

(2)(a)

2,746

325,707

Pandora

A/S

(2)(a)

7,272

1,198,556

ROCKWOOL

A/S,

Class

B

(2)(a)

1,664

781,175

4,509,871

2

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Finland

-

1

.3

%

Elisa

OYJ

(2)(a)

4,085

216,564

Fortum

OYJ

(2)(a)

37,252

612,993

Huhtamaki

OYJ

(a)

2,156

83,710

Kesko

OYJ,

Class

B

(2)(a)

8,732

186,294

Kone

OYJ,

Class

B

(2)(a)

5,790

346,367

Metso

OYJ

(2)(a)

16,112

172,276

Nokia

OYJ

(2)(a)

193,082

843,030

Valmet

OYJ

(2)(a)

2,138

68,579

Wartsila

OYJ

Abp

(2)(a)

12,833

287,160

2,816,973

France

-

5

.0

%

Amundi

SA

(2)(a)(b)

3,033

226,707

Arkema

SA

(2)(a)

2,689

256,124

BNP

Paribas

SA

(2)(a)

13,943

956,793

Bouygues

SA

(2)(a)

26,675

892,844

Carrefour

SA

(2)(a)

55,989

954,694

Cie

de

Saint-Gobain

SA

(2)(a)

19,907

1,815,568

Credit

Agricole

SA

(2)(a)

74,477

1,138,968

Dassault

Aviation

SA

(2)(a)

1,318

272,151

Eiffage

SA

(2)(a)

7,838

756,882

Engie

SA

(2)(a)

25,164

435,141

Gaztransport

Et

Technigaz

SA

(2)

(a)

951

134,469

Ipsen

SA

(2)(a)

460

56,663

Orange

SA

(2)(a)

50,159

574,466

Publicis

Groupe

SA

(2)(a)

658

72,009

Rexel

SA

(2)(a)

32,614

945,372

Societe

Generale

SA

(2)(a)

14,605

363,946

Sodexo

SA

(a)

714

58,536

TotalEnergies

SE

(2)(a)

14,528

943,381

Veolia

Environnement

SA

(2)(a)

3,316

109,174

Vinci

SA

(2)(a)

1,017

118,884

11,082,772

Germany

-

5

.9

%

Allianz

SE

(Registered)

(2)(a)

3,444

1,132,798

Aroundtown

SA

(2)*(a)

61,830

194,727

Aurubis

AG

(2)(a)

5,709

418,870

Bechtle

AG

(2)(a)

9,518

425,760

Beiersdorf

AG

(2)(a)

5,261

791,885

Brenntag

SE

(2)(a)

4,329

323,128

Commerzbank

AG

(2)(a)

50,860

938,085

Continental

AG

(2)(a)

779

50,482

Deutsche

Bank

AG

(Registered)

(2)(a)

90,165

1,560,907

E.ON

SE

(2)(a)

51,810

771,551

Evonik

Industries

AG

(2)(a)

34,010

796,153

Freenet

AG

(2)(a)

12,628

375,916

Fresenius

Medical

Care

AG

(2)(a)

4,782

203,195

GEA

Group

AG

(2)(a)

3,488

171,074

Hannover

Rueck

SE

(2)(a)

890

254,059

Heidelberg

Materials

AG

(2)(a)

13,358

1,455,219

HUGO

BOSS

AG

(2)(a)

6,290

288,054

KION

Group

AG

(2)(a)

2,854

112,690

Knorr-Bremse

AG

(2)(a)

2,893

257,780

LANXESS

AG

(2)(a)

7,306

231,279

LEG

Immobilien

SE

(2)(a)

2,289

239,644

INVESTMENTS

SHARES

VALUE

($)

Germany

-

5.9%

(continued)

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)(a)

2,510

1,383,122

Talanx

AG

(2)(a)

4,057

341,984

thyssenkrupp

AG

(2)(a)

103,528

401,106

13,119,468

Guatemala

-

0

.1

%

Millicom

International

Cellular

SA,

SDR

(2)*

8,415

228,632

Hong

Kong

-

0

.4

%

Sun

Hung

Kai

Properties

Ltd.

(2)(a)

6,000

65,009

Swire

Pacific

Ltd.,

Class

A

(2)(a)

6,500

55,428

WH

Group

Ltd.

(2)(b)

863,500

680,091

Wharf

Real

Estate

Investment

Co.

Ltd.

(2)(a)

14,000

48,893

849,421

Ireland

-

0

.2

%

TE

Connectivity

plc

2,315

349,542

Italy

-

3

.7

%

A2A

SpA

(2)(a)

260,425

601,572

Azimut

Holding

SpA

(2)(a)

5,002

129,368

Banco

BPM

SpA

(2)(a)

53,829

363,693

BPER

Banca

SpA

(2)(a)

6,321

35,614

Buzzi

SpA

(2)(a)

14,734

587,917

Coca-Cola

HBC

AG

(2)(a)

5,275

188,066

Enel

SpA

(2)

5,750

45,930

Eni

SpA

(2)(a)

7,497

114,086

Generali

(2)(a)

49,291

1,426,614

Hera

SpA

(2)(a)

55,589

221,826

Italgas

SpA

(2)

8,889

53,735

Leonardo

SpA

(2)(a)

56,247

1,258,881

Pirelli

&

C

SpA

(2)(a)(b)

22,478

136,503

Poste

Italiane

SpA

(2)(a)(b)

22,704

318,835

Prysmian

SpA

(2)(a)

10,901

793,141

UniCredit

SpA

(2)(a)

23,743

1,042,356

Unipol

Gruppo

SpA

(2)(a)

76,633

912,092

8,230,229

Japan

-

23

.0

%

ABC-Mart,

Inc.

(2)(a)

11,700

248,657

AGC,

Inc.

(2)(a)

6,800

220,661

Air

Water,

Inc.

(2)(a)

11,600

162,817

Aisin

Corp.

(2)(a)

23,100

256,678

Amada

Co.

Ltd.

(2)(a)

61,800

630,959

Asahi

Group

Holdings

Ltd.

(2)(a)

15,600

204,469

Asahi

Kasei

Corp.

(2)(a)

29,700

225,167

Brother

Industries

Ltd.

(2)(a)

24,600

482,466

Canon,

Inc.

(2)(a)

3,100

102,099

Central

Japan

Railway

Co.

(2)(a)

22,700

524,145

Chubu

Electric

Power

Co.,

Inc.

(2)

(a)

37,900

445,407

Cosmo

Energy

Holdings

Co.

Ltd.

(2)(a)

1,300

71,717

Dai

Nippon

Printing

Co.

Ltd.

(2)(a)

22,200

396,387

Dai-ichi

Life

Holdings,

Inc.

(2)(a)

19,000

493,000

Daito

Trust

Construction

Co.

Ltd.

(2)(a)

3,300

401,960

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

3

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

23.0%

(continued)

Daiwa

House

Industry

Co.

Ltd.

(2)

(a)

11,100

349,383

Ebara

Corp.

(2)(a)

29,000

475,335

ENEOS

Holdings,

Inc.

(2)(a)

69,200

378,881

Fuji

Electric

Co.

Ltd.

(2)(a)

6,600

399,915

Fujitsu

Ltd.

(2)(a)

21,300

437,916

Hakuhodo

DY

Holdings,

Inc.

(2)(a)

52,100

426,922

Haseko

Corp.

(2)(a)

29,300

384,314

Hikari

Tsushin,

Inc.

(2)(a)

900

200,448

Hirose

Electric

Co.

Ltd.

(2)(a)

3,000

382,845

Hitachi

Construction

Machinery

Co.

Ltd.

(2)(a)

9,400

230,395

Idemitsu

Kosan

Co.

Ltd.

(2)(a)

66,000

478,589

Iida

Group

Holdings

Co.

Ltd.

(2)(a)

16,600

256,361

Inpex

Corp.

(2)(a)

29,100

393,979

Isuzu

Motors

Ltd.

(2)(a)

13,200

179,984

ITOCHU

Corp.

(2)(a)

16,600

894,659

Japan

Post

Bank

Co.

Ltd.

(2)(a)

26,100

245,007

Japan

Post

Holdings

Co.

Ltd.

(2)(a)

15,100

144,796

Japan

Post

Insurance

Co.

Ltd.

(2)

(a)

20,200

370,996

Kajima

Corp.

(2)(a)

19,200

359,869

Kansai

Electric

Power

Co.,

Inc.

(The)

(2)(a)

43,100

714,291

Kansai

Paint

Co.

Ltd.

(2)(a)

15,400

275,075

Kao

Corp.

(2)(a)

6,000

296,560

KDDI

Corp.

(2)(a)

20,200

647,158

Keyence

Corp.

(2)(a)

200

95,852

Kinden

Corp.

(2)(a)

16,000

354,166

Kirin

Holdings

Co.

Ltd.

(2)(a)

19,600

298,701

Koito

Manufacturing

Co.

Ltd.

(2)(a)

7,100

98,782

Komatsu

Ltd.

(2)(a)

4,200

117,578

Konami

Group

Corp.

(2)(a)

4,700

479,299

Kuraray

Co.

Ltd.

(2)(a)

34,900

518,586

Kyocera

Corp.

(2)(a)

24,500

286,337

Kyushu

Electric

Power

Co.,

Inc.

(2)(a)

11,900

130,097

Kyushu

Railway

Co.

(2)(a)

6,900

198,506

Makita

Corp.

(2)(a)

11,500

388,488

Marubeni

Corp.

(2)(a)

34,500

570,004

Mazda

Motor

Corp.

(2)(a)

22,500

171,912

McDonald's

Holdings

Co.

Japan

Ltd.

(2)(a)

5,900

281,120

Medipal

Holdings

Corp.

(2)(a)

25,900

451,414

MEIJI

Holdings

Co.

Ltd.

(2)(a)

6,500

162,581

MINEBEA

MITSUMI,

Inc.

(2)(a)

16,700

330,100

MISUMI

Group,

Inc.

(2)(a)

7,200

130,601

Mitsubishi

Chemical

Group

Corp.

(2)(a)

58,100

373,724

Mitsubishi

Corp.

(2)(a)

18,300

380,271

Mitsubishi

Electric

Corp.

(2)(a)

54,600

885,664

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)(a)

23,100

450,397

Mitsubishi

HC

Capital,

Inc.

(2)(a)

82,100

583,085

Mitsui

&

Co.

Ltd.

(2)(a)

17,300

386,898

Mitsui

Chemicals,

Inc.

(2)(a)

9,900

264,450

Mitsui

OSK

Lines

Ltd.

(2)(a)

1,500

51,931

MS&AD

Insurance

Group

Holdings,

Inc.

(2)(a)

33,500

787,390

INVESTMENTS

SHARES

VALUE

($)

Japan

-

23.0%

(continued)

Murata

Manufacturing

Co.

Ltd.

(2)

(a)

7,600

150,394

Nexon

Co.

Ltd.

(2)(a)

6,300

125,193

NGK

Insulators

Ltd.

(2)(a)

39,900

524,770

NH

Foods

Ltd.

(2)(a)

11,800

437,488

Nintendo

Co.

Ltd.

(2)(a)

4,100

219,151

NIPPON

EXPRESS

HOLDINGS,

Inc.

(2)(a)

3,500

184,334

Nippon

Steel

Corp.

(2)(a)

11,600

259,981

Nippon

Yusen

KK

(2)(a)

14,500

532,608

Nisshin

Seifun

Group,

Inc.

(2)(a)

18,700

236,685

Nitto

Denko

Corp.

(2)(a)

35,000

588,990

NOF

Corp.

(2)(a)

3,300

56,997

Nomura

Holdings,

Inc.

(2)(a)

42,300

220,763

Nomura

Real

Estate

Holdings,

Inc.

(2)(a)

5,700

153,576

Obayashi

Corp.

(2)(a)

21,800

277,812

Oji

Holdings

Corp.

(2)(a)

175,800

704,293

Ono

Pharmaceutical

Co.

Ltd.

(2)(a)

28,900

387,934

Open

House

Group

Co.

Ltd.

(2)(a)

5,800

219,389

ORIX

Corp.

(2)(a)

3,800

88,916

Osaka

Gas

Co.

Ltd.

(2)(a)

31,900

719,412

Otsuka

Corp.

(2)(a)

37,100

916,254

Otsuka

Holdings

Co.

Ltd.

(2)(a)

13,700

778,148

Pan

Pacific

International

Holdings

Corp.

(2)(a)

2,200

57,164

Panasonic

Holdings

Corp.

(2)(a)

110,900

974,229

Persol

Holdings

Co.

Ltd.

(2)

276,200

497,749

Renesas

Electronics

Corp.

(2)

3,300

47,892

Ricoh

Co.

Ltd.

(2)(a)

24,300

263,716

Rohm

Co.

Ltd.

(2)

5,300

59,708

Rohto

Pharmaceutical

Co.

Ltd.

(2)

(a)

10,100

252,799

Ryohin

Keikaku

Co.

Ltd.

(2)(a)

33,300

611,481

Santen

Pharmaceutical

Co.

Ltd.

(2)(a)

49,600

602,111

Sanwa

Holdings

Corp.

(2)(a)

11,300

300,835

SCREEN

Holdings

Co.

Ltd.

(2)(a)

6,400

450,057

SCSK

Corp.

(2)(a)

9,800

203,195

Secom

Co.

Ltd.

(2)(a)

2,800

103,569

Sega

Sammy

Holdings,

Inc.

(2)(a)

10,500

210,364

Seiko

Epson

Corp.

(2)(a)

23,000

425,469

Sekisui

Chemical

Co.

Ltd.

(2)(a)

32,200

503,471

Shimamura

Co.

Ltd.

(2)(a)

20,200

1,103,440

Shinko

Electric

Industries

Co.

Ltd.

(2)*(a)

4,000

152,975

Shionogi

&

Co.

Ltd.

(2)(a)

22,800

326,819

Skylark

Holdings

Co.

Ltd.

(2)(a)

20,500

330,729

Sohgo

Security

Services

Co.

Ltd.

(2)(a)

69,200

503,616

Sojitz

Corp.

(2)(a)

28,120

666,266

Sompo

Holdings,

Inc.

(2)(a)

36,000

811,469

Square

Enix

Holdings

Co.

Ltd.

(2)

(a)

22,300

885,261

Stanley

Electric

Co.

Ltd.

(2)(a)

9,200

172,446

Subaru

Corp.

(2)(a)

28,800

509,505

Sugi

Holdings

Co.

Ltd.

(2)(a)

16,000

295,483

Sumitomo

Corp.

(2)(a)

23,500

527,717

Sumitomo

Heavy

Industries

Ltd.

(2)(a)

22,000

532,333

4

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

23.0%

(continued)

Sumitomo

Mitsui

Trust

Holdings,

Inc.

(2)(a)

10,600

253,710

Suntory

Beverage

&

Food

Ltd.

(2)

(a)

12,100

455,613

TBS

Holdings,

Inc.

(2)(a)

7,400

202,541

TDK

Corp.

(2)(a)

49,000

625,942

TIS,

Inc.

(2)(a)

4,400

112,318

Toho

Co.

Ltd.

(2)(a)

3,900

158,182

Tohoku

Electric

Power

Co.,

Inc.

(2)(a)

19,300

184,963

Tokyo

Century

Corp.

(2)(a)

12,700

143,056

Tokyo

Electric

Power

Co.

Holdings,

Inc.

(2)*(a)

32,600

144,583

Tokyo

Gas

Co.

Ltd.

(2)(a)

18,700

435,581

Tokyu

Fudosan

Holdings

Corp.

(2)

(a)

35,800

249,084

TOPPAN

Holdings,

Inc.

(2)(a)

36,300

1,080,371

Toray

Industries,

Inc.

(2)(a)

39,500

233,280

Tosoh

Corp.

(2)(a)

24,300

325,369

Toyo

Suisan

Kaisha

Ltd.

(2)(a)

10,400

682,813

Toyota

Industries

Corp.

(2)(a)

5,500

426,484

Toyota

Tsusho

Corp.

(2)(a)

51,000

932,468

Tsuruha

Holdings,

Inc.

(2)(a)

3,100

196,080

Yamazaki

Baking

Co.

Ltd.

(2)(a)

1,700

33,685

Yokogawa

Electric

Corp.

(2)(a)

9,700

248,561

Zensho

Holdings

Co.

Ltd.

(2)(a)

7,600

421,085

ZOZO,

Inc.

(2)

1,900

69,026

50,797,952

Luxembourg

-

0

.1

%

Aperam

SA

(2)

3,942

123,573

Netherlands

-

2

.2

%

Aalberts

NV

(2)(a)

8,465

344,118

ABN

AMRO

Bank

NV,

CVA

(2)(a)

(b)

38,691

699,218

Arcadis

NV

(2)(a)

841

58,313

ASR

Nederland

NV

(2)(a)

4,019

197,021

Koninklijke

Ahold

Delhaize

NV

(a)

44,729

1,544,986

Koninklijke

KPN

NV

(2)(a)

68,716

280,656

Koninklijke

Philips

NV

(2)*(a)

15,323

502,374

NN

Group

NV

(2)(a)

10,597

528,749

Randstad

NV

(2)(a)

12,614

626,741

4,782,176

Norway

-

0

.4

%

Kongsberg

Gruppen

ASA

(2)(a)

5,689

555,698

Norsk

Hydro

ASA

(2)(a)

25,655

165,732

Orkla

ASA

(2)(a)

10,761

101,492

822,922

Portugal

-

0

.1

%

Galp

Energia

SGPS

SA

(2)

6,961

130,291

Singapore

-

0

.9

%

Genting

Singapore

Ltd.

(2)

1,144,300

775,654

Jardine

Cycle

&

Carriage

Ltd.

(2)

2,000

42,905

Oversea-Chinese

Banking

Corp.

Ltd.

(2)

41,200

482,286

Singapore

Airlines

Ltd.

(2)

72,000

380,081

STMicroelectronics

NV

(2)

7,431

221,922

INVESTMENTS

SHARES

VALUE

($)

Singapore

-

0.9%

(continued)

UOL

Group

Ltd.

(2)

4,400

19,014

1,921,862

Spain

-

2

.4

%

Acciona

SA

(2)(a)

1,982

281,200

Acerinox

SA

(2)(a)

47,984

516,000

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)(a)

5,824

268,819

Banco

Bilbao

Vizcaya

Argentaria

SA

(2)(a)

101,181

1,092,985

Banco

de

Sabadell

SA

(2)(a)

408,502

867,549

Banco

Santander

SA

(2)(a)

260,417

1,334,342

Mapfre

SA

(2)(a)

139,264

370,874

Repsol

SA

(2)(a)

41,075

541,750

5,273,519

Sweden

-

3

.8

%

AAK

AB

(2)(a)

9,608

315,054

Axfood

AB

(2)(a)

2,248

63,358

Billerud

Aktiebolag

(2)(a)

29,100

333,873

Elekta

AB,

Class

B

(2)(a)

21,686

154,598

Embracer

Group

AB,

Class

B

(2)*(a)

124,287

322,852

Essity

AB,

Class

B

(a)

26,952

841,002

Getinge

AB,

Class

B

(2)(a)

28,317

609,429

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)(a)

26,996

459,785

Hexpol

AB

(2)(a)

15,135

156,521

Sandvik

AB

(2)(a)

19,650

439,711

Securitas

AB,

Class

B

(2)(a)

43,733

555,184

Skanska

AB,

Class

B

(2)(a)

14,518

302,632

SKF

AB,

Class

B

(2)(a)

51,754

1,030,882

SSAB

AB,

Class

B

(2)(a)

120,007

614,457

Swedbank

AB,

Class

A

(2)(a)

5,778

122,642

Telefonaktiebolaget

LM

Ericsson,

Class

B

(2)(a)

75,949

573,905

Telia

Co.

AB

(a)

30,648

99,104

Trelleborg

AB,

Class

B

(2)(a)

15,628

601,536

Volvo

AB,

Class

B

(2)(a)

18,318

484,551

Volvo

Car

AB,

Class

B

(2)*(a)

83,865

230,880

8,311,956

Switzerland

-

3

.3

%

Adecco

Group

AG

(Registered)

(2)(a)

10,077

343,669

BKW

AG

(2)(a)

2,186

396,406

DKSH

Holding

AG

(2)(a)

4,009

318,871

Flughafen

Zurich

AG

(Registered)

(2)(a)

2,052

493,651

Geberit

AG

(Registered)

(2)(a)

489

319,222

Georg

Fischer

AG

(Registered)

(2)(a)

1,445

109,374

Kuehne

+

Nagel

International

AG

(Registered)

(2)(a)

700

191,253

Logitech

International

SA

(Registered)

(2)(a)

6,493

581,518

Novartis

AG

(Registered)

(2)(a)

11,366

1,308,709

PSP

Swiss

Property

AG

(Registered)

(2)(a)

368

53,917

Schindler

Holding

AG

(2)(a)

1,549

454,638

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

5

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

3.3%

(continued)

SGS

SA

(Registered)

(2)

770

85,979

Sonova

Holding

AG

(Registered)

(2)(a)

783

282,033

Swatch

Group

AG

(The)

(2)(a)

693

148,598

Swiss

Life

Holding

AG

(Registered)

(2)(a)

774

647,652

Swisscom

AG

(Registered)

(2)(a)

1,214

793,361

Tecan

Group

AG

(Registered)

(2)

(a)

873

286,885

UBS

Group

AG

(Registered)

(2)(a)

15,925

492,784

7,308,520

United

Kingdom

-

6

.9

%

abrdn

plc

(2)(a)

23,883

52,132

Aviva

plc

(2)(a)

45,026

291,623

BAE

Systems

plc

(2)(a)

35,160

583,729

Barclays

plc

(2)(a)

444,147

1,334,476

Barratt

Developments

plc

(2)(a)

45,164

289,755

Beazley

plc

(2)(a)

21,566

220,236

BT

Group

plc

(2)(a)

405,302

803,337

Centrica

plc

(2)

362,651

567,238

CK

Hutchison

Holdings

Ltd.

(2)(a)

7,500

42,523

DCC

plc

(2)(a)

7,677

524,104

easyJet

plc

(2)(a)

26,964

187,786

Frasers

Group

plc

(2)*(a)

6,592

73,511

Harbour

Energy

plc

(2)(a)

9,416

33,584

Howden

Joinery

Group

plc

(2)(a)

13,817

167,908

HSBC

Holdings

plc

(2)(a)

29,580

265,363

Imperial

Brands

plc

(2)(a)

19,030

553,565

InterContinental

Hotels

Group

plc

(2)(a)

1,942

211,484

International

Distribution

Services

plc

(a)

25,262

115,642

Investec

plc

(2)(a)

17,873

136,032

J

Sainsbury

plc

(2)(a)

40,622

160,755

JD

Sports

Fashion

plc

(2)(a)

301,331

621,327

Johnson

Matthey

plc

(2)(a)

6,540

133,371

Just

Eat

Takeaway.com

NV

(2)*(a)

(b)

54,165

811,903

Kingfisher

plc

(2)(a)

155,618

671,608

Lloyds

Banking

Group

plc

(2)

452,064

355,455

Man

Group

plc

(2)(a)

91,605

259,670

Marks

&

Spencer

Group

plc

(2)(a)

201,395

1,005,053

NatWest

Group

plc

(2)(a)

154,600

715,698

Pearson

plc

(2)(a)

15,578

211,773

Rolls-Royce

Holdings

plc

(2)*(a)

163,978

1,160,553

Standard

Chartered

plc

(2)(a)

106,101

1,125,305

Subsea

7

SA

(2)(a)

21,968

354,733

Taylor

Wimpey

plc

(2)(a)

24,371

53,608

Tesco

plc

(2)(a)

48,583

233,262

Travis

Perkins

plc

(2)(a)

13,912

173,205

Vodafone

Group

plc

(2)

684,410

685,914

15,187,221

United

States

-

89

.5

%

3M

Co.

(a)

10,175

1,390,923

A

O

Smith

Corp.

(a)

4,324

388,425

Abbott

Laboratories

(a)(c)

5,540

631,615

AbbVie,

Inc.

(a)(c)

5,215

1,029,858

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

508

71,069

Acuity

Brands,

Inc.

(a)

4,841

1,333,163

Adobe,

Inc.

*(a)

1,834

949,609

ADT,

Inc.

(a)

57,300

414,279

Agilent

Technologies,

Inc.

(a)

2,832

420,495

Akamai

Technologies,

Inc.

*(a)(c)

3,746

378,159

Align

Technology,

Inc.

*(a)

869

221,004

ALLETE,

Inc.

(a)

6,698

429,945

Allison

Transmission

Holdings,

Inc.

(a)

10,858

1,043,128

Alphabet,

Inc.,

Class

A

(a)

5,644

936,057

Altria

Group,

Inc.

(a)

25,267

1,289,628

Amdocs

Ltd.

(a)

3,979

348,083

American

Electric

Power

Co.,

Inc.

(a)(c)

7,794

799,664

Ameriprise

Financial,

Inc.

(a)(c)

1,094

513,972

Amkor

Technology,

Inc.

(a)

31,904

976,262

Analog

Devices,

Inc.

(a)(c)

882

203,010

Apple,

Inc.

(a)(c)

723

168,459

Applied

Industrial

Technologies,

Inc.

(a)

160

35,701

Applied

Materials,

Inc.

(a)

3,392

685,354

Aramark

(a)

13,022

504,342

Archer-Daniels-Midland

Co.

(a)(c)

4,400

262,856

Arista

Networks,

Inc.

*(a)

1,769

678,978

Arrow

Electronics,

Inc.

*(a)

6,298

836,563

ASGN,

Inc.

*(a)(c)

3,161

294,700

Associated

Banc-Corp.

(a)(c)

9,558

205,879

Assurant,

Inc.

(a)

1,736

345,221

Assured

Guaranty

Ltd.

(a)

1,012

80,474

AT&T,

Inc.

(a)

69,164

1,521,607

Automatic

Data

Processing,

Inc.

(a)(c)

765

211,698

AutoNation,

Inc.

*(a)

3,231

578,091

Avantor,

Inc.

*(a)(c)

12,827

331,834

Avient

Corp.

(a)

5,165

259,903

Avnet,

Inc.

(a)

11,755

638,414

Axalta

Coating

Systems

Ltd.

*(a)

4,056

146,787

Axis

Capital

Holdings

Ltd.

(a)

4,090

325,605

Bank

of

New

York

Mellon

Corp.

(The)

(a)

15,623

1,122,669

Bank

OZK

(a)

13,441

577,829

Baxter

International,

Inc.

(a)(c)

19,569

743,035

Belden,

Inc.

(a)(c)

1,302

152,503

BellRing

Brands,

Inc.

*(a)

2,282

138,563

Berry

Global

Group,

Inc.

(a)

8,177

555,872

Best

Buy

Co.,

Inc.

(a)(c)

7,746

800,162

Black

Hills

Corp.

(a)

8,839

540,240

Booking

Holdings,

Inc.

(a)

234

985,636

BorgWarner,

Inc.

(a)

5,607

203,478

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

521

150,642

BP

plc

(2)(a)

76,843

400,778

Brink's

Co.

(The)

(a)

919

106,273

Bristol-Myers

Squibb

Co.

(a)

9,493

491,168

BRP,

Inc.

(a)

1,694

100,817

Bruker

Corp.

(a)

1,401

96,753

Builders

FirstSource,

Inc.

*(a)

3,032

587,784

Bunge

Global

SA

(a)(c)

3,441

332,538

6

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

BWX

Technologies,

Inc.

(a)

2,649

287,946

Cabot

Corp.

(a)(c)

3,789

423,497

CACI

International,

Inc.,

Class

A

*(a)

1,186

598,408

Cadence

Design

Systems,

Inc.

*(a)(c)

1,531

414,947

Capital

One

Financial

Corp.

(a)

5,026

752,543

Cardinal

Health,

Inc.

(a)

9,042

999,322

Carlisle

Cos.,

Inc.

(a)

258

116,036

Carnival

Corp.

*(a)(c)

13,307

245,913

Carter's,

Inc.

(a)

5,060

328,799

Casey's

General

Stores,

Inc.

(a)

802

301,319

Caterpillar,

Inc.

(a)

1,273

497,896

Cboe

Global

Markets,

Inc.

(a)

177

36,262

CBRE

Group,

Inc.,

Class

A

*(a)

6,082

757,087

Cencora,

Inc.

(a)(c)

2,366

532,539

Centene

Corp.

*(a)

11,760

885,293

Charles

River

Laboratories

International,

Inc.

*(a)(c)

1,046

206,031

Ciena

Corp.

*(a)

5,543

341,393

Cigna

Group

(The)

(a)

553

191,581

Cincinnati

Financial

Corp.

(a)

2,854

388,486

Cintas

Corp.

(a)(c)

3,636

748,580

Cirrus

Logic,

Inc.

*(a)

5,839

725,262

Cisco

Systems,

Inc.

(a)

1,106

58,861

Citigroup,

Inc.

(a)

5,854

366,460

Citizens

Financial

Group,

Inc.

(a)

7,121

292,459

Clean

Harbors,

Inc.

*(a)

1,985

479,794

CMS

Energy

Corp.

(a)

855

60,389

CNA

Financial

Corp.

(a)

4,627

226,445

CNO

Financial

Group,

Inc.

(a)

20,004

702,140

Coca-Cola

Co.

(The)

(a)

3,085

221,688

Coca-Cola

Consolidated,

Inc.

(a)

692

910,949

Cognizant

Technology

Solutions

Corp.,

Class

A

(a)

9,153

706,429

Colgate-Palmolive

Co.

(a)

5,633

584,762

Columbia

Sportswear

Co.

(a)(c)

7,514

625,090

Comcast

Corp.,

Class

A

(a)

11,421

477,055

Commercial

Metals

Co.

(a)

9,745

535,585

CommVault

Systems,

Inc.

*(a)

4,692

721,864

Concentrix

Corp.

(a)

3,666

187,883

Copart,

Inc.

*(a)(c)

10,600

555,440

Corebridge

Financial,

Inc.

(a)

25,105

732,062

Corpay,

Inc.

*(a)(c)

975

304,941

Costco

Wholesale

Corp.

(a)

78

69,149

Crane

NXT

Co.

(a)(c)

3,416

191,638

CRH

plc

(2)(a)

1,151

105,341

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)

799

224,096

Cummins,

Inc.

(a)

1,725

558,538

Curtiss-Wright

Corp.

(a)

1,905

626,154

CVS

Health

Corp.

(a)

6,760

425,069

Darden

Restaurants,

Inc.

(a)(c)

2,142

351,566

Deckers

Outdoor

Corp.

*(a)

3,666

584,544

Dell

Technologies,

Inc.,

Class

C

(a)(c)

7,067

837,722

DENTSPLY

SIRONA,

Inc.

(a)(c)

9,758

264,051

Devon

Energy

Corp.

(a)

2,393

93,614

Dick's

Sporting

Goods,

Inc.

(a)

2,674

558,064

Dillard's,

Inc.,

Class

A

(a)(c)

455

174,579

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

DocuSign,

Inc.,

Class

A

*(a)

9,024

560,300

Dolby

Laboratories,

Inc.,

Class

A

(a)

5,029

384,869

Domino's

Pizza,

Inc.

(a)

744

320,024

Donaldson

Co.,

Inc.

(a)

5,554

409,330

DoorDash,

Inc.,

Class

A

*(a)

2,210

315,433

Dover

Corp.

(a)

2,090

400,737

Dow,

Inc.

(a)(c)

2,872

156,897

Doximity,

Inc.,

Class

A

*(a)

5,165

225,039

Dropbox,

Inc.,

Class

A

*(a)(c)

46,560

1,184,021

Duke

Energy

Corp.

(a)

1,138

131,211

Duolingo,

Inc.,

Class

A

*(a)

313

88,272

DXC

Technology

Co.

*(a)

23,072

478,744

Eagle

Materials,

Inc.

(a)(c)

2,728

784,709

Eastman

Chemical

Co.

(a)

5,178

579,677

eBay,

Inc.

(a)(c)

13,312

866,744

Elanco

Animal

Health,

Inc.

*(a)

5,906

86,759

Electronic

Arts,

Inc.

(a)

2,873

412,103

Elevance

Health,

Inc.

(a)

895

465,400

EMCOR

Group,

Inc.

(a)

2,837

1,221,414

Encompass

Health

Corp.

(a)

1,101

106,401

EnerSys

(a)

5,306

541,477

Entergy

Corp.

(a)

6,063

797,951

Envista

Holdings

Corp.

*(a)(c)

20,439

403,875

EOG

Resources,

Inc.

(a)(c)

2,147

263,931

EPAM

Systems,

Inc.

*(a)

729

145,093

Equitable

Holdings,

Inc.

(a)

14,065

591,152

Esab

Corp.

(a)

1,276

135,652

Euronet

Worldwide,

Inc.

*(a)

3,135

311,086

Evercore,

Inc.,

Class

A

(a)

3,975

1,007,027

Everest

Group

Ltd.

(a)

882

345,594

Evergy,

Inc.

(a)

5,383

333,800

Exact

Sciences

Corp.

*(a)

1,638

111,581

Exelixis,

Inc.

*(a)

24,744

642,107

Expedia

Group,

Inc.

*(a)

4,941

731,367

F5,

Inc.

*(a)

3,630

799,326

Fair

Isaac

Corp.

*(a)(c)

541

1,051,444

Fastenal

Co.

(a)

2,450

174,979

Federated

Hermes,

Inc.,

Class

B

(a)

17,992

661,566

Ferguson

Enterprises,

Inc.

(a)

2,296

455,917

Fidelity

National

Financial,

Inc.

(a)

6,235

386,944

Fidelity

National

Information

Services,

Inc.

(a)

10,008

838,170

First

Horizon

Corp.

(a)

2,371

36,822

FirstCash

Holdings,

Inc.

(a)(c)

1,047

120,196

Fiserv,

Inc.

*(a)(c)

2,817

506,074

Flowers

Foods,

Inc.

(a)(c)

7,857

181,261

Flowserve

Corp.

(a)

3,592

185,670

Fluor

Corp.

*(a)

9,050

431,776

FNB

Corp.

(a)(c)

14,390

203,043

Fortinet,

Inc.

*(a)

3,872

300,274

Fox

Corp.,

Class

A

(a)(c)

9,376

396,886

Franklin

Resources,

Inc.

(a)(c)

7,703

155,215

Gap,

Inc.

(The)

(a)

21,175

466,909

Garmin

Ltd.

(a)

274

48,232

Gartner,

Inc.

*(a)

1,011

512,334

Gates

Industrial

Corp.

plc

*(a)

26,702

468,620

GE

Aerospace

(a)

7,496

1,413,596

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

7

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

GE

HealthCare

Technologies,

Inc.

(a)

6,931

650,474

Gen

Digital,

Inc.

(a)(c)

13,597

372,966

Generac

Holdings,

Inc.

*(a)

494

78,487

General

Dynamics

Corp.

(a)

3,718

1,123,580

General

Motors

Co.

(a)

9,759

437,594

Gilead

Sciences,

Inc.

(a)

7,153

599,708

Gitlab,

Inc.,

Class

A

*(a)

1,073

55,302

Global

Payments,

Inc.

(a)

7,757

794,472

Globe

Life,

Inc.

(a)

1,465

155,158

GoDaddy,

Inc.,

Class

A

*(a)

920

144,238

Graco,

Inc.

(a)(c)

3,814

333,763

Graham

Holdings

Co.,

Class

B

(a)

1,136

933,474

GRAIL,

Inc.

*

11,067

152,282

Grand

Canyon

Education,

Inc.

*(a)

4,460

632,651

Greif,

Inc.,

Class

A

(a)

2,122

132,965

GSK

plc

(2)(a)

12,011

244,556

H&R

Block,

Inc.

(a)(c)

17,067

1,084,608

Hancock

Whitney

Corp.

(a)

2,081

106,485

Hartford

Financial

Services

Group,

Inc.

(The)

(a)

11,348

1,334,638

HCA

Healthcare,

Inc.

(a)(c)

1,076

437,319

Helen

of

Troy

Ltd.

*(a)

2,310

142,874

Henry

Schein,

Inc.

*(a)(c)

2,044

149,008

Hewlett

Packard

Enterprise

Co.

(a)

24,512

501,516

Hexcel

Corp.

(a)

3,341

206,574

HF

Sinclair

Corp.

(a)

6,373

284,045

Holcim

AG

(2)(a)

13,337

1,306,131

Hologic,

Inc.

*(a)(c)

7,701

627,323

Honeywell

International,

Inc.

(a)

1,375

284,226

Howmet

Aerospace,

Inc.

(a)

8,256

827,664

HP,

Inc.

(a)(c)

22,730

815,325

Hubbell,

Inc.,

Class

B

(a)

710

304,129

Huntington

Bancshares,

Inc.

(a)(c)

18,651

274,170

Huntington

Ingalls

Industries,

Inc.

(a)

3,130

827,509

IAC,

Inc.

*(a)

3,222

173,408

Incyte

Corp.

*(a)

7,206

476,317

Informatica,

Inc.,

Class

A

*(a)

2,943

74,399

Ingredion,

Inc.

(a)

3,802

522,509

Insperity,

Inc.

(a)

2,866

252,208

International

Bancshares

Corp.

(a)

4,770

285,198

International

Business

Machines

Corp.

(a)(c)

2,339

517,106

Interpublic

Group

of

Cos.,

Inc.

(The)

(a)(c)

7,801

246,746

Intuit,

Inc.

(a)

1,128

700,488

Invesco

Ltd.

(a)

11,304

198,498

IQVIA

Holdings,

Inc.

*(a)

1,689

400,242

ITT,

Inc.

(a)

3,107

464,528

Jabil,

Inc.

(a)

7,377

883,986

Janus

Henderson

Group

plc

(a)

19,372

737,492

Jazz

Pharmaceuticals

plc

*(a)

4,089

455,555

JB

Hunt

Transport

Services,

Inc.

(a)(c)

244

42,049

Jefferies

Financial

Group,

Inc.

(a)

(c)

6,481

398,906

Johnson

&

Johnson

(a)(c)

9,079

1,471,342

Jones

Lang

LaSalle,

Inc.

*(a)

2,882

777,592

KB

Home

(a)(c)

8,288

710,199

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

Kenvue,

Inc.

(a)(c)

19,100

441,783

Kimberly-Clark

Corp.

(a)

4,872

693,188

Kirby

Corp.

*(a)

582

71,254

KLA

Corp.

(a)

596

461,548

Kohl's

Corp.

(a)(c)

11,825

249,508

Kraft

Heinz

Co.

(The)

(a)(c)

2,531

88,863

Kroger

Co.

(The)

(a)

22,411

1,284,150

Kyndryl

Holdings,

Inc.

*(a)

16,293

374,413

L3Harris

Technologies,

Inc.

(a)

1,016

241,676

Lam

Research

Corp.

(a)(c)

639

521,475

Landstar

System,

Inc.

(a)(c)

3,697

698,252

Lantheus

Holdings,

Inc.

*(a)(c)

2,434

267,132

Leidos

Holdings,

Inc.

(a)

2,118

345,234

Lennar

Corp.,

Class

A

(a)

5,442

1,020,266

Lincoln

Electric

Holdings,

Inc.

(a)

(c)

1,054

202,389

Lockheed

Martin

Corp.

(a)

2,662

1,556,098

Loews

Corp.

(a)

6,788

536,591

Louisiana-Pacific

Corp.

(a)

2,215

238,024

Lowe's

Cos.,

Inc.

(a)

266

72,046

LyondellBasell

Industries

NV,

Class

A

(a)

3,901

374,106

M&T

Bank

Corp.

(a)(c)

2,518

448,506

Macy's,

Inc.

(a)(c)

33,103

519,386

Manhattan

Associates,

Inc.

*(a)

1,569

441,485

ManpowerGroup,

Inc.

(a)

11,125

817,910

Masco

Corp.

(a)

4,903

411,558

Mastercard,

Inc.,

Class

A

(a)

427

210,853

Matador

Resources

Co.

(a)

1,124

55,548

Match

Group,

Inc.

*(a)(c)

6,123

231,694

Maximus,

Inc.

(a)

5,590

520,764

McDonald's

Corp.

(a)

636

193,668

McKesson

Corp.

(a)

902

445,967

Medpace

Holdings,

Inc.

*(a)(c)

1,432

478,002

Medtronic

plc

(a)

11,701

1,053,441

Merck

&

Co.,

Inc.

(a)

7,088

804,913

Meta

Platforms,

Inc.,

Class

A

(a)

2,162

1,237,615

MetLife,

Inc.

(a)

2,969

244,883

Mettler-Toledo

International,

Inc.

*(a)(c)

351

526,395

MGIC

Investment

Corp.

(a)

5,031

128,794

Middleby

Corp.

(The)

*(a)(c)

1,407

195,756

MKS

Instruments,

Inc.

(a)

291

31,635

Mohawk

Industries,

Inc.

*(a)

3,970

637,900

Molina

Healthcare,

Inc.

*(a)(c)

1,232

424,498

Molson

Coors

Beverage

Co.,

Class

B

(a)(c)

19,232

1,106,225

Monolithic

Power

Systems,

Inc.

(a)(c)

278

257,011

Monster

Beverage

Corp.

*(a)

3,811

198,820

Morningstar,

Inc.

(a)

115

36,699

MSC

Industrial

Direct

Co.,

Inc.,

Class

A

(a)

2,020

173,841

Murphy

Oil

Corp.

(a)

3,753

126,626

Murphy

USA,

Inc.

(a)

2,525

1,244,497

Natera,

Inc.

*(a)(c)

1,117

141,803

National

Fuel

Gas

Co.

(a)

6,060

367,297

NetApp,

Inc.

(a)

4,778

590,131

New

York

Times

Co.

(The),

Class

A

(a)

602

33,513

8

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

NewMarket

Corp.

(a)

187

103,203

NiSource,

Inc.

(a)

5,454

188,981

Nordstrom,

Inc.

(a)

12,433

279,618

Northern

Trust

Corp.

(a)(c)

5,045

454,201

Northwestern

Energy

Group,

Inc.

(a)(c)

5,518

315,740

NRG

Energy,

Inc.

(a)

591

53,840

Nutanix,

Inc.,

Class

A

*(a)

6,989

414,098

nVent

Electric

plc

(a)(c)

5,559

390,575

NVR,

Inc.

*(a)

16

156,989

OGE

Energy

Corp.

(a)

2,168

88,931

Old

National

Bancorp

(a)(c)

11,061

206,398

Old

Republic

International

Corp.

(a)

17,928

635,010

O'Reilly

Automotive,

Inc.

*(a)

151

173,892

Organon

&

Co.

(a)(c)

10,186

194,858

Oshkosh

Corp.

(a)

2,444

244,913

Ovintiv,

Inc.

(a)

2,541

97,346

Owens

Corning

(a)

4,563

805,461

PACCAR,

Inc.

(a)(c)

4,531

447,119

Packaging

Corp.

of

America

(a)

1,964

423,046

Paychex,

Inc.

(a)

1,374

184,377

PayPal

Holdings,

Inc.

*(a)

5,863

457,490

Pegasystems,

Inc.

(a)

2,132

155,828

Penske

Automotive

Group,

Inc.

(a)

3,303

536,473

Pentair

plc

(a)

3,645

356,445

PepsiCo,

Inc.

(a)

3,318

564,226

Performance

Food

Group

Co.

*(a)

2,956

231,662

Philip

Morris

International,

Inc.

(a)

2,528

306,899

Phillips

66

(a)

2,492

327,573

Pilgrim's

Pride

Corp.

*(a)(c)

14,145

651,377

Pinnacle

Financial

Partners,

Inc.

(a)

1,039

101,791

Pinnacle

West

Capital

Corp.

(a)

5,433

481,309

Pinterest,

Inc.,

Class

A

*(a)

3,481

112,680

Playtika

Holding

Corp.

(a)

51,848

410,636

Popular,

Inc.

7,162

718,134

Post

Holdings,

Inc.

*(a)

1,105

127,904

PPG

Industries,

Inc.

(a)

618

81,860

Premier,

Inc.,

Class

A

(a)(c)

2,096

41,920

Procter

&

Gamble

Co.

(The)

(a)

3,877

671,496

Progressive

Corp.

(The)

(a)

1,216

308,572

Prudential

Financial,

Inc.

(a)

2,240

271,264

PulteGroup,

Inc.

(a)(c)

7,800

1,119,534

Pure

Storage,

Inc.,

Class

A

*(a)(c)

5,203

261,399

PVH

Corp.

(a)

5,183

522,602

Qorvo,

Inc.

*(a)

2,804

289,653

QUALCOMM,

Inc.

(a)(c)

4,259

724,243

Qualys,

Inc.

*(a)

4,989

640,887

Ralph

Lauren

Corp.,

Class

A

(a)

3,735

724,104

Raymond

James

Financial,

Inc.

(a)

732

89,641

Regal

Rexnord

Corp.

(a)(c)

1,692

280,669

Regeneron

Pharmaceuticals,

Inc.

*(a)

650

683,306

Regions

Financial

Corp.

(a)

8,466

197,512

Reinsurance

Group

of

America,

Inc.

(a)

3,816

831,392

Reliance,

Inc.

(a)

1,161

335,773

RenaissanceRe

Holdings

Ltd.

(a)

(c)

314

85,534

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

ResMed,

Inc.

(a)(c)

1,016

248,026

Reynolds

Consumer

Products,

Inc.

(a)

8,084

251,412

RingCentral,

Inc.,

Class

A

*(a)

16,678

527,525

Robert

Half,

Inc.

(a)

6,095

410,864

ROBLOX

Corp.,

Class

A

*(a)

6,579

291,187

Roche

Holding

AG

(2)(a)

2,643

845,806

Roper

Technologies,

Inc.

(a)(c)

734

408,427

Royal

Gold,

Inc.

(a)

3,820

535,946

Royalty

Pharma

plc,

Class

A

(a)

9,701

274,441

RPM

International,

Inc.

(a)

2,037

246,477

RTX

Corp.

(a)

3,252

394,012

Ryder

System,

Inc.

(a)

4,432

646,186

Salesforce,

Inc.

(a)(c)

1,600

437,936

Schneider

National,

Inc.,

Class

B

(a)

28,111

802,288

Science

Applications

International

Corp.

(a)

1,673

232,999

Scotts

Miracle-Gro

Co.

(The)

(a)

1,270

110,109

Seaboard

Corp.

(a)

79

247,823

Seagate

Technology

Holdings

plc

(a)(c)

656

71,852

SEI

Investments

Co.

(a)

8,697

601,745

Service

Corp.

International

(a)

561

44,280

ServiceNow,

Inc.

*(a)(c)

111

99,277

Shell

plc

(2)(a)

36,385

1,180,393

Signify

NV

(2)(a)(b)

19,701

464,737

Silgan

Holdings,

Inc.

(a)(c)

4,416

231,840

Simpson

Manufacturing

Co.,

Inc.

(a)

589

112,658

Skechers

USA,

Inc.,

Class

A

*(a)

5,304

354,944

Skyworks

Solutions,

Inc.

(a)(c)

6,824

674,006

Snap-on,

Inc.

(a)

1,717

497,432

Solventum

Corp.

*(a)

14,131

985,213

Sprouts

Farmers

Market,

Inc.

*(a)

3,582

395,489

SS&C

Technologies

Holdings,

Inc.

(a)

4,422

328,157

State

Street

Corp.

(a)

6,662

589,387

Steel

Dynamics,

Inc.

(a)(c)

5,396

680,328

STERIS

plc

(a)(c)

1,179

285,955

Stifel

Financial

Corp.

(a)

7,277

683,310

Super

Micro

Computer,

Inc.

*(a)(c)

186

77,450

Swiss

Re

AG

(2)(a)

2,444

338,199

Synaptics,

Inc.

*(a)(c)

836

64,857

Synchrony

Financial

(a)

27,418

1,367,610

Synopsys,

Inc.

*(a)(c)

1,051

532,216

T.

Rowe

Price

Group,

Inc.

(a)(c)

1,850

201,521

Tapestry,

Inc.

(a)

8,705

408,961

Target

Corp.

(a)

704

109,725

Taylor

Morrison

Home

Corp.,

Class

A

*(a)

6,531

458,868

TD

SYNNEX

Corp.

(a)

7,130

856,170

TEGNA,

Inc.

(a)(c)

18,438

290,952

Teleflex,

Inc.

(a)

1,582

391,260

Tenaris

SA

(2)(a)

31,712

503,330

Tenet

Healthcare

Corp.

*(a)

6,110

1,015,482

Teradata

Corp.

*(a)

13,715

416,113

Teradyne,

Inc.

(a)

2,091

280,048

Terex

Corp.

(a)

10,530

557,142

Tetra

Tech,

Inc.

(a)(c)

6,025

284,139

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

9

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

Texas

Pacific

Land

Corp.

(a)

253

223,839

Texas

Roadhouse,

Inc.,

Class

A

(a)

4,320

762,912

Textron,

Inc.

(a)

12,757

1,130,015

Thermo

Fisher

Scientific,

Inc.

(a)(c)

539

333,409

Thor

Industries,

Inc.

(a)(c)

1,677

184,286

Timken

Co.

(The)

(a)(c)

5,795

488,461

Toll

Brothers,

Inc.

(a)

5,094

786,972

Travel

+

Leisure

Co.

(a)

9,352

430,940

Travelers

Cos.,

Inc.

(The)

(a)

3,049

713,832

TripAdvisor,

Inc.

*(a)

11,861

171,866

Tyler

Technologies,

Inc.

*(a)(c)

185

107,988

Tyson

Foods,

Inc.,

Class

A

(a)

4,271

254,381

UFP

Industries,

Inc.

(a)

9,600

1,259,616

U-Haul

Holding

Co.

*(a)(c)

252

19,525

UiPath,

Inc.,

Class

A

*(a)(c)

35,577

455,386

United

Rentals,

Inc.

(a)(c)

622

503,652

United

Therapeutics

Corp.

*(a)

3,788

1,357,430

Universal

Health

Services,

Inc.,

Class

B

(a)

3,325

761,458

Unum

Group

(a)

11,990

712,686

US

Foods

Holding

Corp.

*(a)

8,911

548,027

Valero

Energy

Corp.

(a)(c)

1,446

195,253

Valley

National

Bancorp

(a)(c)

22,541

204,221

Veeva

Systems,

Inc.,

Class

A

*(a)

9,785

2,053,576

Veralto

Corp.

(a)

3,581

400,571

Verisk

Analytics,

Inc.,

Class

A

(a)

778

208,473

Verizon

Communications,

Inc.

(a)

(c)

16,114

723,680

Vertex

Pharmaceuticals,

Inc.

*(a)

(c)

981

456,243

Vestis

Corp.

(a)

20,816

310,158

Viatris,

Inc.

(a)

28,198

327,379

Viking

Therapeutics,

Inc.

*(a)(c)

4,112

260,331

Vishay

Intertechnology,

Inc.

(a)(c)

2,976

56,276

Vistra

Corp.

(a)

5,430

643,672

Vontier

Corp.

(a)

4,077

137,558

Walgreens

Boots

Alliance,

Inc.

(a)

(c)

22,220

199,091

Walmart,

Inc.

(a)

18,941

1,529,485

Warner

Bros

Discovery,

Inc.

*(a)(c)

9,121

75,248

Watts

Water

Technologies,

Inc.,

Class

A

(a)

1,671

346,214

Wayfair,

Inc.,

Class

A

*(a)(c)

8,178

459,440

Webster

Financial

Corp.

(a)

1,750

81,568

WESCO

International,

Inc.

(a)

2,320

389,714

Western

Union

Co.

(The)

(a)

37,560

448,091

Westlake

Corp.

(a)(c)

3,695

555,322

Williams-Sonoma,

Inc.

(a)(c)

5,652

875,608

Wintrust

Financial

Corp.

(a)

880

95,506

Woodward,

Inc.

(a)

2,630

451,071

Wyndham

Hotels

&

Resorts,

Inc.

(a)(c)

1,328

103,770

Xcel

Energy,

Inc.

(a)

4,279

279,419

Zimmer

Biomet

Holdings,

Inc.

(a)

4,429

478,111

Zions

Bancorp

NA

(a)

5,299

250,219

Zoetis,

Inc.,

Class

A

(a)(c)

869

169,785

INVESTMENTS

SHARES

VALUE

($)

United

States

-

89.5%

(continued)

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

25,290

1,763,724

197,758,110

TOTAL

COMMON

STOCKS

(Cost

$246,793,834)

369,482,660

PREFERRED

STOCKS

-

0.2%

Germany

-

0

.2

%

Henkel

AG

&

Co.

KGaA

(Preference)

(2)(a)

(Cost

$397,744)

4,964

466,615

NO.

OF

WARRANTS

WARRANTS

-

0.0%

Canada

-

0

.0

%

Constellation

Software,

Inc.,

expiring

3/31/2040

(3)*

(Cost

$–)

65

–

SHARES

SHORT-TERM

INVESTMENTS

-

66.2%

INVESTMENT

COMPANIES

-

51

.1

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

2,976,399

2,976,399

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)

109,859,243

109,826,285

TOTAL

INVESTMENT

COMPANIES

(Cost

$112,776,684)

112,802,684

—

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

15

.1

%

U.S.

Treasury

Bills

5.29%,

10/3/2024

(2)(f)

$

6,000,000

5,998,435

5.26%,

10/10/2024

(2)(f)

1,248,000

1,246,551

5.29%,

10/17/2024

(2)(f)

1,447,000

1,443,976

5.30%,

10/24/2024

(2)(f)

1,322,000

1,318,011

5.30%,

10/31/2024

(2)(f)

637,000

634,518

5.30%,

11/21/2024

(2)(f)

742,000

737,135

5.31%,

11/29/2024

(2)(f)

959,000

951,627

5.29%,

12/5/2024

(2)(f)

647,000

641,718

5.28%,

12/12/2024

(2)(f)

808,000

800,776

5.29%,

12/19/2024

(2)(f)

842,000

833,676

5.28%,

12/26/2024

(2)(f)(g)

4,190,000

4,144,907

4.76%,

3/6/2025

(2)(f)

1,271,000

1,247,179

4.44%,

3/13/2025

(2)(f)(g)

11,995,000

11,762,551

4.35%,

3/27/2025

(2)(f)

1,519,000

1,487,222

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$33,229,426)

33,248,282

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$146,006,110)

146,050,966

TOTAL

LONG

POSITIONS

(Cost

$393,197,688)

516,000,241

10

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

SHORT

POSITIONS

-

(149.0)%

COMMON

STOCKS

-

(147.9)%

Argentina

-

(

0

.3

)

%

Arcadium

Lithium

plc

(

240,245

)

(

684,698

)

Australia

-

(

6

.1

)

%

ALS

Ltd.

(2)

(

22,076

)

(

218,850

)

Ampol

Ltd.

(2)

(

4,654

)

(

98,172

)

APA

Group

(2)

(

129,517

)

(

693,140

)

Endeavour

Group

Ltd.

(2)

(

209,834

)

(

725,635

)

Evolution

Mining

Ltd.

(2)

(

130,606

)

(

416,106

)

Glencore

plc

(2)

(

20,092

)

(

115,060

)

IDP

Education

Ltd.

(2)

(

54,113

)

(

592,816

)

IGO

Ltd.

(2)

(

41,182

)

(

165,389

)

Insurance

Australia

Group

Ltd.

(2)

(

77,079

)

(

391,719

)

Liontown

Resources

Ltd.

(2)

(

501,178

)

(

277,002

)

Lynas

Rare

Earths

Ltd.

(2)

(

253,176

)

(

1,389,058

)

Macquarie

Group

Ltd.

(2)

(

5,787

)

(

925,988

)

Mineral

Resources

Ltd.

(2)

(

29,639

)

(

1,056,734

)

National

Australia

Bank

Ltd.

(2)

(

11,256

)

(

291,421

)

NEXTDC

Ltd.

(2)

(

16,166

)

(

194,952

)

Pilbara

Minerals

Ltd.

(2)

(

370,928

)

(

834,320

)

Qantas

Airways

Ltd.

(2)

(

21,490

)

(

109,696

)

Ramsay

Health

Care

Ltd.

(2)

(

22,657

)

(

650,341

)

Rio

Tinto

plc

(2)

(

4,852

)

(

344,432

)

Santos

Ltd.

(2)

(

7,001

)

(

33,923

)

SEEK

Ltd.

(2)

(

1,950

)

(

33,380

)

Sonic

Healthcare

Ltd.

(2)

(

42,547

)

(

800,254

)

South32

Ltd.

(2)

(

120,207

)

(

308,321

)

Transurban

Group

(2)

(

24,872

)

(

224,721

)

Treasury

Wine

Estates

Ltd.

(2)

(

103,177

)

(

851,772

)

Whitehaven

Coal

Ltd.

(2)

(

75,036

)

(

372,132

)

Woodside

Energy

Group

Ltd.

(2)

(

48,548

)

(

836,834

)

Woolworths

Group

Ltd.

(2)

(

19,580

)

(

449,934

)

(13,402,102)

Belgium

-

(

0

.4

)

%

Anheuser-Busch

InBev

SA/NV

(2)

(

5,898

)

(

390,844

)

D'ieteren

Group

(2)

(

906

)

(

191,848

)

Elia

Group

SA/NV

(2)

(

2,170

)

(

248,009

)

Lotus

Bakeries

NV

(2)

(

5

)

(

67,096

)

(897,797)

Brazil

-

(

0

.0

)

%

†

Wheaton

Precious

Metals

Corp.

(

513

)

(

31,331

)

Burkina

Faso

-

(

0

.2

)

%

Endeavour

Mining

plc

(2)

(

17,149

)

(

405,836

)

Canada

-

(

5

.8

)

%

Alamos

Gold,

Inc.,

Class

A

(

2,055

)

(

40,950

)

Algonquin

Power

&

Utilities

Corp.

(

79,343

)

(

433,543

)

Alimentation

Couche-Tard,

Inc.

(

5,862

)

(

324,080

)

AtkinsRealis

Group,

Inc.

(

5,219

)

(

212,048

)

Bank

of

Montreal

(

2,413

)

(

217,740

)

Barrick

Gold

Corp.

(

7,574

)

(

150,646

)

BCE,

Inc.

(

6,561

)

(

228,103

)

Bombardier,

Inc.,

Class

B

(

883

)

(

67,189

)

Brookfield

Asset

Management

Ltd.,

Class

A

(

698

)

(

32,999

)

Brookfield

Corp.,

Class

A

(

12,050

)

(

639,988

)

INVESTMENTS

SHARES

VALUE

($)

Canada

-

(5.8)%

(continued)

Brookfield

Infrastructure

Corp.,

Class

A

(

4,152

)

(

180,300

)

CAE,

Inc.

(

7,293

)

(

136,914

)

Cameco

Corp.

(

13,356

)

(

638,050

)

Canadian

National

Railway

Co.

(

4,213

)

(

493,336

)

Canadian

Natural

Resources

Ltd.

(

1,474

)

(

48,946

)

Canadian

Pacific

Kansas

City

Ltd.

(

8,003

)

(

684,467

)

Capstone

Copper

Corp.

(

42,683

)

(

333,587

)

Colliers

International

Group,

Inc.

(

2,069

)

(

313,995

)

Dollarama,

Inc.

(

1,080

)

(

110,631

)

Element

Fleet

Management

Corp.

(

25,722

)

(

546,981

)

Enbridge,

Inc.

(

18,617

)

(

756,270

)

Franco-Nevada

Corp.

(

5,624

)

(

698,525

)

Keyera

Corp.

(

3,942

)

(

122,913

)

Lumine

Group,

Inc.

(h)

(

225

)

(

5,257

)

Metro,

Inc.,

Class

A

(

3,660

)

(

231,353

)

Northland

Power,

Inc.

(

1,904

)

(

32,844

)

Nuvei

Corp.

(b)

(

4,885

)

(

162,900

)

Pan

American

Silver

Corp.

(

13,973

)

(

291,765

)

Pembina

Pipeline

Corp.

(

3,589

)

(

147,944

)

PrairieSky

Royalty

Ltd.

(

14,268

)

(

290,012

)

RB

Global,

Inc.

(

6,618

)

(

532,640

)

Restaurant

Brands

International,

Inc.

(

5,636

)

(

406,682

)

Rogers

Communications,

Inc.,

Class

B

(

4,095

)

(

164,654

)

Royal

Bank

of

Canada

(

3,387

)

(

422,733

)

Shopify,

Inc.,

Class

A

(

6,151

)

(

492,780

)

TC

Energy

Corp.

(

3,185

)

(

151,402

)

Teck

Resources

Ltd.,

Class

B

(

13,541

)

(

707,262

)

Thomson

Reuters

Corp.

(

1,601

)

(

273,086

)

Toronto-Dominion

Bank

(The)

(

17,364

)

(

1,097,985

)

WSP

Global,

Inc.

(

262

)

(

46,548

)

(12,870,048)

Chile

-

(

0

.3

)

%

Antofagasta

plc

(2)

(

8,804

)

(

237,311

)

Lundin

Mining

Corp.

(

33,237

)

(

348,233

)

(585,544)

China

-

(

0

.2

)

%

Prosus

NV

(

7,941

)

(

347,040

)

Denmark

-

(

2

.1

)

%

Ambu

A/S,

Class

B

(2)

(

7,603

)

(

148,991

)

AP

Moller

-

Maersk

A/S,

Class

B

(2)

(

117

)

(

196,886

)

Coloplast

A/S,

Class

B

(2)

(

1,612

)

(

210,117

)

Demant

A/S

(2)

(

1,576

)

(

61,356

)

DSV

A/S

(2)

(

5,363

)

(

1,103,759

)

GN

Store

Nord

A/S

(2)

(

12,716

)

(

283,364

)

Novonesis

(Novozymes),

Class

B

(2)

(

2,066

)

(

148,743

)

Orsted

A/S

(2)(b)

(

14,226

)

(

942,222

)

Tryg

A/S

(2)

(

17,864

)

(

423,641

)

Vestas

Wind

Systems

A/S

(2)

(

46,832

)

(

1,030,477

)

(4,549,556)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

11

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Finland

-

(

1

.1

)

%

Neste

OYJ

(2)

(

33,613

)

(

653,036

)

Nordea

Bank

Abp

(2)

(

31,211

)

(

368,453

)

Sampo

OYJ,

Class

A

(2)

(

13,234

)

(

617,239

)

Stora

Enso

OYJ,

Class

R

(2)

(

40,706

)

(

520,796

)

UPM-Kymmene

OYJ

(2)

(

8,699

)

(

291,194

)

(2,450,718)

France

-

(

4

.9

)

%

Accor

SA

(2)

(

8,039

)

(

349,455

)

Aeroports

de

Paris

SA

(2)

(

1,347

)

(

172,992

)

Air

France-KLM

(2)

(

17,635

)

(

176,614

)

Air

Liquide

SA

(2)

(

482

)

(

93,079

)

Airbus

SE

(2)

(

940

)

(

137,575

)

Alstom

SA

(2)

(

44,521

)

(

925,005

)

AXA

SA

(2)

(

8,283

)

(

318,870

)

BioMerieux

(2)

(

1,027

)

(

123,085

)

Capgemini

SE

(2)

(

229

)

(

49,441

)

Cie

Generale

des

Etablissements

Michelin

SCA

(2)

(

1,686

)

(

68,474

)

Dassault

Systemes

SE

(2)

(

22,470

)

(

892,526

)

Edenred

SE

(2)

(

14,757

)

(

558,931

)

EssilorLuxottica

SA

(2)

(

624

)

(

147,841

)

Forvia

SE

(2)

(

3,369

)

(

34,660

)

Hermes

International

SCA

(2)

(

255

)

(

627,901

)

Kering

SA

(2)

(

2,612

)

(

751,871

)

Legrand

SA

(2)

(

1,063

)

(

122,464

)

L'Oreal

SA

(2)

(

974

)

(

436,875

)

LVMH

Moet

Hennessy

Louis

Vuitton

SE

(2)

(

1,423

)

(

1,091,264

)

Pernod

Ricard

SA

(2)

(

8,422

)

(

1,274,184

)

Remy

Cointreau

SA

(2)

(

741

)

(

57,723

)

Renault

SA

(2)

(

10,011

)

(

435,207

)

Safran

SA

(2)

(

333

)

(

78,363

)

Sartorius

Stedim

Biotech

(2)

(

3,460

)

(

724,451

)

SCOR

SE

(2)

(

2,202

)

(

49,259

)

SOITEC

(2)

(

2,886

)

(

289,058

)

Teleperformance

SE

(2)

(

722

)

(

74,691

)

Thales

SA

(2)

(

3,248

)

(

516,209

)

Valeo

SE

(2)

(

8,673

)

(

104,943

)

Vivendi

SE

(2)

(

11,346

)

(

131,253

)

Worldline

SA

(2)(b)

(

12,032

)

(

87,673

)

(10,901,937)

Germany

-

(

3

.7

)

%

adidas

AG

(2)

(

490

)

(

129,843

)

Bayer

AG

(Registered)

(2)

(

15,088

)

(

510,453

)

Bayerische

Motoren

Werke

AG

(2)

(

6,647

)

(

587,838

)

Carl

Zeiss

Meditec

AG

(2)

(

3,262

)

(

258,788

)

Daimler

Truck

Holding

AG

(2)

(

5,053

)

(

189,727

)

Deutsche

Lufthansa

AG

(Registered)

(2)

(

8,916

)

(

65,304

)

Deutsche

Telekom

AG

(Registered)

(2)

(

2,524

)

(

74,128

)

Fraport

AG

Frankfurt

Airport

Services

Worldwide

(2)

(

2,999

)

(

167,327

)

Infineon

Technologies

AG

(2)

(

27,670

)

(

971,437

)

Mercedes-Benz

Group

AG

(2)

(

11,796

)

(

764,371

)

Merck

KGaA

(2)

(

2,810

)

(

496,052

)

MTU

Aero

Engines

AG

(2)

(

695

)

(

217,207

)

Nemetschek

SE

(2)

(

661

)

(

68,704

)

INVESTMENTS

SHARES

VALUE

($)

Germany

-

(3.7)%

(continued)

Puma

SE

(2)

(

5,310

)

(

222,043

)

Rational

AG

(2)

(

84

)

(

85,760

)

Rheinmetall

AG

(2)

(

750

)

(

407,720

)

RWE

AG

(2)

(

6,879

)

(

250,621

)

SAP

SE

(2)

(

871

)

(

199,226

)

Scout24

SE

(2)(b)

(

1,702

)

(

146,539

)

Siemens

AG

(Registered)

(2)

(

4,542

)

(

918,883

)

Siemens

Healthineers

AG

(2)(b)

(

8,721

)

(

523,789

)

Symrise

AG,

Class

A

(2)

(

1,291

)

(

178,661

)

TeamViewer

SE

(2)(b)

(

6,887

)

(

87,930

)

United

Internet

AG

(Registered)

(2)

(

3,076

)

(

63,275

)

Vonovia

SE

(2)

(

4,010

)

(

146,391

)

Wacker

Chemie

AG

(2)

(

1,627

)

(

160,924

)

Zalando

SE

(2)(b)

(

10,112

)

(

334,221

)

(8,227,162)

Hong

Kong

-

(

0

.4

)

%

Prudential

plc

(2)

(

103,468

)

(

959,898

)

Ireland

-

(

0

.1

)

%

Accenture

plc,

Class

A

(

850

)

(

300,458

)

Italy

-

(

2

.9

)

%

Amplifon

SpA

(2)

(

6,675

)

(

192,111

)

Banca

Generali

SpA

(2)

(

2,527

)

(

113,355

)

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)

(

8,766

)

(

50,662

)

Brunello

Cucinelli

SpA

(2)

(

3,610

)

(

389,736

)

Davide

Campari-Milano

NV

(2)

(

6,439

)

(

54,581

)

DiaSorin

SpA

(2)

(

674

)

(

78,808

)

ERG

SpA

(2)

(

13,454

)

(

368,953

)

FinecoBank

Banca

Fineco

SpA

(2)

(

30,451

)

(

522,599

)

Infrastrutture

Wireless

Italiane

SpA

(2)(b)

(

27,413

)

(

337,164

)

Interpump

Group

SpA

(2)

(

7,456

)

(

348,311

)

Intesa

Sanpaolo

SpA

(2)

(

161,207

)

(

690,079

)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(2)

(

28,817

)

(

492,379

)

Moncler

SpA

(2)

(

5,199

)

(

330,535

)

Nexi

SpA

(2)(b)

(

52,186

)

(

354,563

)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(2)

(

1,379

)

(

78,032

)

Snam

SpA

(2)

(

182,310

)

(

928,640

)

Telecom

Italia

SpA

(2)

(

727,448

)

(

202,252

)

Terna

-

Rete

Elettrica

Nazionale

(2)

(

94,926

)

(

854,983

)

(6,387,743)

Japan

-

(

21

.7

)

%

Advantest

Corp.

(2)

(

7,600

)

(

357,438

)

Aeon

Co.

Ltd.

(2)

(

8,600

)

(

233,579

)

Ajinomoto

Co.,

Inc.

(2)

(

15,700

)

(

607,620

)

Allegro

MicroSystems,

Inc.

(

14,399

)

(

335,497

)

ANA

Holdings,

Inc.

(2)

(

1,700

)

(

36,402

)

Asahi

Intecc

Co.

Ltd.

(2)

(

16,300

)

(

286,771

)

Asics

Corp.

(2)

(

5,900

)

(

123,948

)

Astellas

Pharma,

Inc.

(2)

(

29,800

)

(

344,410

)

Azbil

Corp.

(2)

(

4,000

)

(

32,511

)

Bandai

Namco

Holdings,

Inc.

(2)

(

5,400

)

(

123,218

)

BayCurrent,

Inc.

(2)

(

3,900

)

(

143,215

)

Bridgestone

Corp.

(2)

(

25,000

)

(

965,447

)

Capcom

Co.

Ltd.

(2)

(

8,900

)

(

207,585

)

12

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(21.7)%

(continued)

Chiba

Bank

Ltd.

(The)

(2)

(

60,200

)

(

489,325

)

Chugai

Pharmaceutical

Co.

Ltd.

(2)

(

700

)

(

33,930

)

Concordia

Financial

Group

Ltd.

(2)

(

57,600

)

(

321,521

)

Cosmos

Pharmaceutical

Corp.

(2)

(

3,500

)

(

181,363

)

CyberAgent,

Inc.

(2)

(

10,600

)

(

75,356

)

Daifuku

Co.

Ltd.

(2)

(

31,600

)

(

611,707

)

Daiichi

Sankyo

Co.

Ltd.

(2)

(

10,400

)

(

343,537

)

Daikin

Industries

Ltd.

(2)

(

6,000

)

(

842,166

)

Daiwa

Securities

Group,

Inc.

(2)

(

20,900

)

(

148,237

)

Denso

Corp.

(2)

(

66,900

)

(

1,005,601

)

Dentsu

Group,

Inc.

(2)

(

6,200

)

(

191,096

)

Disco

Corp.

(2)

(

400

)

(

105,371

)

DMG

Mori

Co.

Ltd.

(2)

(

4,200

)

(

89,587

)

East

Japan

Railway

Co.

(2)

(

7,300

)

(

144,876

)

Eisai

Co.

Ltd.

(2)

(

25,900

)

(

965,421

)

FANUC

Corp.

(2)

(

17,000

)

(

499,297

)

Fukuoka

Financial

Group,

Inc.

(2)

(

12,400

)

(

321,069

)

GMO

Payment

Gateway,

Inc.

(2)

(

8,500

)

(

517,254

)

Hamamatsu

Photonics

KK

(2)

(

20,600

)

(

268,793

)

Hankyu

Hanshin

Holdings,

Inc.

(2)

(

5,400

)

(

166,815

)

Hitachi

Ltd.

(2)

(

4,700

)

(

124,631

)

Honda

Motor

Co.

Ltd.

(2)

(

3,000

)

(

32,029

)

Hoshizaki

Corp.

(2)

(

9,700

)

(

337,811

)

Hoya

Corp.

(2)

(

400

)

(

55,401

)

Hulic

Co.

Ltd.

(2)

(

48,200

)

(

490,651

)

Ibiden

Co.

Ltd.

(2)

(

18,400

)

(

568,688

)

IHI

Corp.

(2)

(

700

)

(

36,711

)

Isetan

Mitsukoshi

Holdings

Ltd.

(2)

(

16,100

)

(

252,745

)

Japan

Airlines

Co.

Ltd.

(2)

(

13,300

)

(

232,612

)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(

14,900

)

(

537,690

)

Japan

Tobacco,

Inc.

(2)

(

17,900

)

(

521,942

)

Kadokawa

Corp.

(2)

(

28,900

)

(

645,524

)

Kawasaki

Heavy

Industries

Ltd.

(2)

(

3,600

)

(

147,561

)

Keio

Corp.

(2)

(

14,700

)

(

350,757

)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(

10,800

)

(

321,979

)

Kikkoman

Corp.

(2)

(

35,800

)

(

407,280

)

Kintetsu

Group

Holdings

Co.

Ltd.

(2)

(

8,600

)

(

214,180

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)

(

1,100

)

(

43,749

)

Kobe

Bussan

Co.

Ltd.

(2)

(

20,800

)

(

648,715

)

Kobe

Steel

Ltd.

(2)

(

7,100

)

(

85,091

)

Kose

Corp.

(2)

(

2,400

)

(

154,977

)

Kubota

Corp.

(2)

(

59,400

)

(

848,139

)

Kurita

Water

Industries

Ltd.

(2)

(

7,600

)

(

328,831

)

Kyoto

Financial

Group,

Inc.

(2)

(

34,700

)

(

538,117

)

Kyowa

Kirin

Co.

Ltd.

(2)

(

6,300

)

(

111,174

)

Lasertec

Corp.

(2)

(

3,400

)

(

566,871

)

Lixil

Corp.

(2)

(

8,500

)

(

101,860

)

LY

Corp.

(2)

(

78,500

)

(

228,812

)

M3,

Inc.

(2)

(

58,300

)

(

583,815

)

Marui

Group

Co.

Ltd.

(2)

(

28,200

)

(

471,618

)

MatsukiyoCocokara

&

Co.

(2)

(

14,600

)

(

240,540

)

Mitsubishi

Estate

Co.

Ltd.

(2)

(

28,700

)

(

453,296

)

Mitsubishi

Heavy

Industries

Ltd.

(2)

(

31,800

)

(

475,219

)

Mitsubishi

Motors

Corp.

(2)

(

20,100

)

(

54,686

)

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)

(

44,100

)

(

452,845

)

Mitsui

Fudosan

Co.

Ltd.

(2)

(

33,500

)

(

315,666

)

MonotaRO

Co.

Ltd.

(2)

(

22,300

)

(

371,852

)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(21.7)%

(continued)

NIDEC

Corp.

(2)

(

33,800

)

(

711,595

)

Nikon

Corp.

(2)

(

23,200

)

(

240,285

)

Nippon

Paint

Holdings

Co.

Ltd.

(2)

(

102,500

)

(

780,633

)

Nippon

Sanso

Holdings

Corp.

(2)

(

5,300

)

(

194,526

)

Nippon

Telegraph

&

Telephone

Corp.

(2)

(

168,600

)

(

172,846

)

Nissan

Chemical

Corp.

(2)

(

21,700

)

(

778,994

)

Nissan

Motor

Co.

Ltd.

(2)

(

364,500

)

(

1,035,411

)

Nissin

Foods

Holdings

Co.

Ltd.

(2)

(

5,500

)

(

153,693

)

Niterra

Co.

Ltd.

(2)

(

9,600

)

(

270,483

)

Nitori

Holdings

Co.

Ltd.

(2)

(

3,700

)

(

550,865

)

Nomura

Research

Institute

Ltd.

(2)

(

3,100

)

(

115,046

)

NTT

Data

Group

Corp.

(2)

(

7,100

)

(

127,784

)

Odakyu

Electric

Railway

Co.

Ltd.

(2)

(

11,600

)

(

129,384

)

Olympus

Corp.

(2)

(

39,500

)

(

750,868

)

Omron

Corp.

(2)

(

22,500

)

(

1,028,693

)

Oriental

Land

Co.

Ltd.

(2)

(

20,300

)

(

525,108

)

Rakuten

Group,

Inc.

(2)

(

50,800

)

(

327,782

)

Resona

Holdings,

Inc.

(2)

(

28,100

)

(

196,899

)

Resonac

Holdings

Corp.

(2)

(

10,400

)

(

270,312

)

Rinnai

Corp.

(2)

(

1,400

)

(

34,583

)

Sanrio

Co.

Ltd.

(2)

(

9,000

)

(

259,382

)

Seibu

Holdings,

Inc.

(2)

(

22,500

)

(

500,541

)

Sekisui

House

Ltd.

(2)

(

8,400

)

(

233,232

)

SG

Holdings

Co.

Ltd.

(2)

(

30,600

)

(

328,196

)

Sharp

Corp.

(2)

(

12,300

)

(

81,803

)

Shimadzu

Corp.

(2)

(

2,900

)

(

96,995

)

Shimano,

Inc.

(2)

(

1,100

)

(

209,405

)

Shimizu

Corp.

(2)

(

22,200

)

(

153,021

)

Shin-Etsu

Chemical

Co.

Ltd.

(2)

(

4,200

)

(

175,520

)

Shiseido

Co.

Ltd.

(2)

(

30,300

)

(

824,060

)

Shizuoka

Financial

Group,

Inc.

(2)

(

19,000

)

(

165,723

)

SMC

Corp.

(2)

(

2,800

)

(

1,252,218

)

Socionext,

Inc.

(2)

(

1,600

)

(

31,825

)

SoftBank

Group

Corp.

(2)

(

4,900

)

(

290,650

)

Sony

Group

Corp.

(2)

(

35,000

)

(

679,966

)

Sumitomo

Chemical

Co.

Ltd.

(2)

(

238,200

)

(

680,099

)

Sumitomo

Forestry

Co.

Ltd.

(2)

(

3,000

)

(

147,674

)

Sumitomo

Metal

Mining

Co.

Ltd.

(2)

(

13,300

)

(

399,138

)

Sumitomo

Mitsui

Financial

Group,

Inc.

(2)

(

38,700

)

(

826,888

)

Sumitomo

Realty

&

Development

Co.

Ltd.

(2)

(

9,700

)

(

328,350

)

Sundrug

Co.

Ltd.

(2)

(

1,200

)

(

35,508

)

Suzuki

Motor

Corp.

(2)

(

30,900

)

(

347,931

)

Sysmex

Corp.

(2)

(

20,600

)

(

407,751

)

Taisei

Corp.

(2)

(

17,400

)

(

764,080

)

Taiyo

Yuden

Co.

Ltd.

(2)

(

23,400

)

(

481,889

)

Takeda

Pharmaceutical

Co.

Ltd.

(2)

(

13,600

)

(

391,865

)

Terumo

Corp.

(2)

(

16,600

)

(

314,479

)

Tobu

Railway

Co.

Ltd.

(2)

(

2,300

)

(

40,175

)

Tokio

Marine

Holdings,

Inc.

(2)

(

3,500

)

(

129,061

)

Tokyo

Electron

Ltd.

(2)

(

1,200

)

(

214,003

)

Tokyu

Corp.

(2)

(

11,000

)

(

142,449

)

TOTO

Ltd.

(2)

(

3,800

)

(

141,350

)

Toyota

Motor

Corp.

(2)

(

79,200

)

(

1,423,541

)

Unicharm

Corp.

(2)

(

13,700

)

(

493,554

)

Welcia

Holdings

Co.

Ltd.

(2)

(

11,300

)

(

160,550

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

13

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(21.7)%

(continued)

West

Japan

Railway

Co.

(2)

(

2,800

)

(

53,176

)

Yakult

Honsha

Co.

Ltd.

(2)

(

6,400

)

(

148,216

)

Yamaha

Corp.

(2)

(

54,600

)

(

472,159

)

Yamaha

Motor

Co.

Ltd.

(2)

(

74,500

)

(

670,955

)

Yamato

Holdings

Co.

Ltd.

(2)

(

5,500

)

(

62,632

)

Yaskawa

Electric

Corp.

(2)

(

31,300

)

(

1,095,701

)

Yokohama

Rubber

Co.

Ltd.

(The)

(2)

(

18,000

)

(

404,566

)

(47,930,095)

Luxembourg

-

(

0

.1

)

%

Eurofins

Scientific

SE

(2)

(

4,134

)

(

262,101

)

Netherlands

-

(

2

.1

)

%

Adyen

NV

(2)(b)

(

303

)

(

474,383

)

Aegon

Ltd.

(2)

(

94,910

)

(

609,619

)

Akzo

Nobel

NV

(2)

(

676

)

(

47,753

)

Argenx

SE

(2)

(

282

)

(

152,475

)

ASM

International

NV

(2)

(

149

)

(

98,304

)

ASML

Holding

NV

(2)

(

1,076

)

(

895,083

)

BE

Semiconductor

Industries

NV

(2)

(

3,221

)

(

410,808

)

Heineken

NV

(2)

(

7,406

)

(

657,433

)

IMCD

NV

(2)

(

2,740

)

(

475,979

)

Koninklijke

Vopak

NV

(2)

(

2,334

)

(

108,320

)

OCI

NV

(2)

(

3,812

)

(

108,678

)

SBM

Offshore

NV

(2)

(

16,452

)

(

300,737

)

Universal

Music

Group

NV

(2)

(

10,894

)

(

285,000

)

(4,624,572)

Norway

-

(

0

.5

)

%

DNB

Bank

ASA

(2)

(

15,535

)

(

318,577

)

Gjensidige

Forsikring

ASA

(

19,692

)

(

368,352

)

Mowi

ASA

(2)

(

12,463

)

(

223,877

)

Schibsted

ASA,

Class

A

(

737

)

(

23,787

)

TOMRA

Systems

ASA

(2)

(

17,163

)

(

252,271

)

(1,186,864)

Poland

-

(

0

.1

)

%

InPost

SA

(2)

(

15,245

)

(

287,828

)

Portugal

-

(

0

.1

)

%

Banco

Comercial

Portugues

SA,

Class

R

(2)

(

109,678

)

(

49,494

)

EDP

SA

(2)

(

7,473

)

(

34,083

)

Jeronimo

Martins

SGPS

SA

(

2,092

)

(

41,078

)

(124,655)

Singapore

-

(

1

.3

)

%

CapitaLand

Investment

Ltd.

(2)

(

95,900

)

(

231,864

)

City

Developments

Ltd.

(2)

(

1,900

)

(

7,960

)

DBS

Group

Holdings

Ltd.

(2)

(

3,200

)

(

94,766

)

Grab

Holdings

Ltd.,

Class

A

(

65,488

)

(

248,854

)

Keppel

Ltd.

(2)

(

133,300

)

(

684,718

)

Sea

Ltd.,

ADR

(

3,063

)

(

288,780

)

Singapore

Telecommunications

Ltd.

(2)

(

496,900

)

(

1,249,411

)

United

Overseas

Bank

Ltd.

(2)

(

1,900

)

(

47,428

)

(2,853,781)

INVESTMENTS

SHARES

VALUE

($)

South

Africa

-

(

0

.1

)

%

Anglo

American

plc

(2)

(

9,901

)

(

321,839

)

South

Korea

-

(

0

.3

)

%

Delivery

Hero

SE

(2)(b)

(

16,277

)

(

658,722

)

Spain

-

(

1

.6

)

%

Amadeus

IT

Group

SA

(2)

(

12,658

)

(

916,723

)

Bankinter

SA

(2)

(

27,205

)

(

240,164

)

CaixaBank

SA

(2)

(

5,252

)

(

31,344

)

Cellnex

Telecom

SA

(2)(b)

(

22,375

)

(

907,145

)

Endesa

SA

(2)

(

1,510

)

(

32,989

)

Fluidra

SA

(2)

(

6,690

)

(

175,377

)

Grifols

SA

(2)

(

64,912

)

(

737,714

)

Redeia

Corp.

SA

(2)

(

14,509

)

(

282,071

)

Telefonica

SA

(2)

(

42,314

)

(

207,004

)

(3,530,531)

Sweden

-

(

3

.7

)

%

AddTech

AB,

Class

B

(2)

(

1,781

)

(

53,393

)

Alfa

Laval

AB

(2)

(

689

)

(

33,124

)

Assa

Abloy

AB,

Class

B

(2)

(

14,441

)

(

486,516

)

Atlas

Copco

AB,

Class

A

(2)

(

23,152

)

(

448,695

)

Autoliv,

Inc.

(

2,921

)

(

272,734

)

Beijer

Ref

AB,

Class

B

(2)

(

17,112

)

(

281,726

)

Boliden

AB

(2)

(

984

)

(

33,396

)

Castellum

AB

(2)

(

9,130

)

(

133,852

)

Electrolux

AB,

Class

B

(2)

(

11,226

)

(

109,035

)

Epiroc

AB,

Class

A

(2)

(

26,623

)

(

576,640

)

EQT

AB

(2)

(

17,439

)

(

598,645

)

Fastighets

AB

Balder,

Class

B

(2)

(

18,767

)

(

165,042

)

Hexagon

AB,

Class

B

(2)

(

67,876

)

(

731,098

)

Holmen

AB,

Class

B

(2)

(

6,916

)

(

299,432

)

Husqvarna

AB,

Class

B

(2)

(

10,171

)

(

71,245

)

Lifco

AB,

Class

B

(2)

(

9,271

)

(

305,328

)

Nibe

Industrier

AB,

Class

B

(2)

(

211,228

)

(

1,157,672

)

Saab

AB,

Class

B

(2)

(

19,573

)

(

417,111

)

Sagax

AB,

Class

B

(2)

(

11,468

)

(

326,596

)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(2)

(

22,958

)

(

351,446

)

Svenska

Cellulosa

AB

SCA,

Class

B

(2)

(

37,661

)

(

549,070

)

Svenska

Handelsbanken

AB,

Class

A

(2)

(

51,262

)

(

526,561

)

Swedish

Orphan

Biovitrum

AB

(

2,151

)

(

69,258

)

Tele2

AB,

Class

B

(

16,046

)

(

181,539

)

(8,179,154)

Switzerland

-

(

3

.8

)

%

ABB

Ltd.

(Registered)

(2)

(

2,644

)

(

153,393

)

Avolta

AG

(2)

(

11,225

)

(

475,105

)

Bachem

Holding

AG,

Class

B

(2)

(

989

)

(

83,374

)

Baloise

Holding

AG

(Registered)

(2)

(

2,484

)

(

507,962

)

Banque

Cantonale

Vaudoise

(Registered)

(2)

(

3,177

)

(

328,133

)

Barry

Callebaut

AG

(Registered)

(2)

(

593

)

(

1,097,903

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(2)

(

12

)

(

154,799

)

Cie

Financiere

Richemont

SA

(Registered)

(2)

(

6,014

)

(

955,049

)

14

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

(3.8)%

(continued)

Clariant

AG

(Registered)

(2)

(

17,799

)

(

269,763

)

DSM-Firmenich

AG

(2)

(

1,120

)

(

154,568

)

Galenica

AG

(2)(b)

(

394

)

(

34,714

)

Helvetia

Holding

AG

(Registered)

(2)

(

717

)

(

123,991

)

Julius

Baer

Group

Ltd.

(2)

(

9,460

)

(

570,475

)

Partners

Group

Holding

AG

(2)

(

438

)

(

660,362

)

SIG

Group

AG

(2)

(

52,943

)

(

1,180,360

)

Sika

AG

(Registered)

(2)

(

2,042

)

(

676,853

)

Straumann

Holding

AG

(Registered)

(2)

(

1,783

)

(

291,655

)

Temenos

AG

(Registered)

(2)

(

2,551

)

(

178,606

)

VAT

Group

AG

(2)(b)

(

995

)

(

508,842

)

(8,405,907)

United

Kingdom

-

(

6

.0

)

%

Admiral

Group

plc

(2)

(

14,381

)

(

536,052

)

Ashtead

Group

plc

(2)

(

9,931

)

(

769,462

)

AstraZeneca

plc

(2)

(

1,497

)

(

233,212

)

Bellway

plc

(

797

)

(

33,181

)

Burberry

Group

plc

(2)

(

26,594

)

(

249,387

)

ConvaTec

Group

plc

(2)(b)

(

34,642

)

(

105,215

)

Croda

International

plc

(2)

(

7,189

)

(

406,194

)

Diageo

plc

(2)

(

23,965

)

(

837,096

)

Diploma

plc

(2)

(

2,421

)

(

143,916

)

Direct

Line

Insurance

Group

plc

(2)

(

75,017

)

(

188,188

)

Entain

plc

(2)

(

14,069

)

(

143,745

)

Flutter

Entertainment

plc

(

1,114

)

(

264,330

)

Flutter

Entertainment

plc

(2)

(

976

)

(

229,508

)

Halma

plc

(2)

(

1,352

)

(

47,273

)

Hargreaves

Lansdown

plc

(2)

(

9,060

)

(

135,023

)

Hiscox

Ltd.

(

9,635

)

(

147,622

)

Informa

plc

(2)

(

38,605

)

(

424,559

)

Legal

&

General

Group

plc

(2)

(

347,585

)

(

1,053,457

)

M&G

plc

(2)

(

92,489

)

(

256,551

)

Melrose

Industries

plc

(2)

(

34,861

)

(

213,055

)

National

Grid

plc

(2)

(

86,364

)

(

1,193,811

)

Ocado

Group

plc

(2)

(

46,784

)

(

241,265

)

Pennon

Group

plc

(

41,162

)

(

325,787

)

Persimmon

plc

(2)

(

33,471

)

(

736,559

)

Reckitt

Benckiser

Group

plc

(2)

(

12,767

)

(

781,138

)

RELX

plc

(2)

(

15,560

)

(

734,686

)

Rentokil

Initial

plc

(2)

(

94,900

)

(

464,049

)

Sage

Group

plc

(The)

(2)

(

13,057

)

(

179,354

)

Spirax

Group

plc

(2)

(

3,375

)

(

340,217

)

SSE

plc

(2)

(

1,277

)

(

32,186

)

St

James's

Place

plc

(2)

(

24,422

)

(

239,923

)

TechnipFMC

plc

(

16,006

)

(

419,837

)

Weir

Group

plc

(The)

(2)

(

7,423

)

(

215,707

)

WH

Smith

plc

(

4,043

)

(

78,809

)

Wise

plc,

Class

A

(2)

(

33,827

)

(

304,160

)

WPP

plc

(2)

(

45,066

)

(

461,631

)

(13,166,145)

United

States

-

(

77

.7

)

%

10X

Genomics,

Inc.,

Class

A

(

17,641

)

(

398,334

)

AAON,

Inc.

(

2,286

)

(

246,522

)

Acadia

Healthcare

Co.,

Inc.

(

9,115

)

(

577,982

)

Adient

plc

(

11,160

)

(

251,881

)

Advanced

Drainage

Systems,

Inc.

(

1,355

)

(

212,952

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Advanced

Micro

Devices,

Inc.

(

3,003

)

(

492,732

)

AES

Corp.

(The)

(

13,685

)

(

274,521

)

AGCO

Corp.

(

984

)

(

96,294

)

Air

Lease

Corp.,

Class

A

(

9,928

)

(

449,639

)

Air

Products

and

Chemicals,

Inc.

(

3,593

)

(

1,069,780

)

Airbnb,

Inc.,

Class

A

(

1,360

)

(

172,462

)

Alaska

Air

Group,

Inc.

(

8,097

)

(

366,065

)

Albemarle

Corp.

(

7,321

)

(

693,372

)

Alcoa

Corp.

(

11,133

)

(

429,511

)

Ally

Financial,

Inc.

(

5,844

)

(

207,988

)

Alnylam

Pharmaceuticals,

Inc.

(

900

)

(

247,527

)

Altair

Engineering,

Inc.,

Class

A

(

2,077

)

(

198,374

)

Amazon.com,

Inc.

(

5,117

)

(

953,451

)

Amcor

plc

(

22,450

)

(

254,359

)

Ameren

Corp.

(

1,689

)

(

147,720

)

American

Airlines

Group,

Inc.

(

27,902

)

(

313,618

)

American

Financial

Group,

Inc.

(

1,768

)

(

237,973

)

American

International

Group,

Inc.

(

8,172

)

(

598,436

)

American

Water

Works

Co.,

Inc.

(

3,696

)

(

540,503

)

AMETEK,

Inc.

(

2,838

)

(

487,313

)

Amgen,

Inc.

(

2,357

)

(

759,449

)

Amphenol

Corp.,

Class

A

(

4,653

)

(

303,189

)

Antero

Resources

Corp.

(

32,088

)

(

919,321

)

Aon

plc,

Class

A

(

2,129

)

(

736,613

)

APA

Corp.

(

14,462

)

(

353,741

)

Apellis

Pharmaceuticals,

Inc.

(

5,657

)

(

163,148

)

API

Group

Corp.

(

10,811

)

(

356,979

)

Apollo

Global

Management,

Inc.

(

14,508

)

(

1,812,195

)

Appfolio,

Inc.,

Class

A

(

364

)

(

85,686

)

Aptiv

plc

(

8,705

)

(

626,847

)

Arch

Capital

Group

Ltd.

(

1,663

)

(

186,056

)

Armstrong

World

Industries,

Inc.

(

1,301

)

(

170,990

)

Arrowhead

Pharmaceuticals,

Inc.

(

11,525

)

(

223,239

)

Arthur

J

Gallagher

&

Co.

(

724

)

(

203,712

)

Ashland,

Inc.

(

3,285

)

(

285,696

)

Aspen

Technology,

Inc.

(

1,842

)

(

439,906

)

ATI,

Inc.

(

3,392

)

(

226,959

)

Atlassian

Corp.,

Class

A

(

2,655

)

(

421,641

)

Autodesk,

Inc.

(

563

)

(

155,095

)

AutoZone,

Inc.

(

51

)

(

160,652

)

Avery

Dennison

Corp.

(

924

)

(

203,982

)

Avis

Budget

Group,

Inc.

(

2,553

)

(

223,617

)

Axon

Enterprise,

Inc.

(

145

)

(

57,942

)

AZEK

Co.,

Inc.

(The),

Class

A

(

3,157

)

(

147,748

)

Azenta,

Inc.

(

8,128

)

(

393,720

)

Baker

Hughes

Co.,

Class

A

(

17,549

)

(

634,396

)

Ball

Corp.

(

12,262

)

(

832,712

)

Bank

of

America

Corp.

(

17,314

)

(

687,020

)

Bath

&

Body

Works,

Inc.

(

8,683

)

(

277,161

)

Becton

Dickinson

&

Co.

(

497

)

(

119,827

)

Bentley

Systems,

Inc.,

Class

B

(

4,832

)

(

245,514

)

BILL

Holdings,

Inc.

(

8,923

)

(

470,777

)

Biogen,

Inc.

(

1,186

)

(

229,894

)

BioMarin

Pharmaceutical,

Inc.

(

5,599

)

(

393,554

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

1,069

)

(

357,666

)

Bio-Techne

Corp.

(

1,674

)

(

133,803

)

Blackstone,

Inc.

(

3,462

)

(

530,136

)

Block,

Inc.,

Class

A

(

2,078

)

(

139,496

)

Blue

Owl

Capital,

Inc.,

Class

A

(

4,439

)

(

85,939

)

Boeing

Co.

(The)

(

9,241

)

(

1,405,003

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

15

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

BOK

Financial

Corp.

(

2,433

)

(

254,540

)

Boston

Scientific

Corp.

(

2,526

)

(

211,679

)

Bright

Horizons

Family

Solutions,

Inc.

(

1,635

)

(

229,113

)

Brighthouse

Financial,

Inc.

(

6,991

)

(

314,805

)

Broadcom,

Inc.

(

2,590

)

(

446,775

)

Broadridge

Financial

Solutions,

Inc.

(

1,524

)

(

327,706

)

Brookfield

Renewable

Corp.,

Class

A

(

1,092

)

(

35,656

)

Brown

&

Brown,

Inc.

(

1,120

)

(

116,032

)

Brown-Forman

Corp.,

Class

B

(

17,921

)

(

881,713

)

Brunswick

Corp.

(

9,433

)

(

790,674

)

Cadence

Bank

(

18,440

)

(

587,314

)

Caesars

Entertainment,

Inc.

(

5,774

)

(

241,007

)

Campbell

Soup

Co.

(

11,270

)

(

551,328

)

CarMax,

Inc.

(

6,085

)

(

470,857

)

Carrier

Global

Corp.

(

3,330

)

(

268,032

)

Carvana

Co.,

Class

A

(

925

)

(

161,052

)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

16,788

)

(

185,507

)

CDW

Corp.

(

1,799

)

(

407,114

)

Celsius

Holdings,

Inc.

(

12,444

)

(

390,244

)

CenterPoint

Energy,

Inc.

(

11,278

)

(

331,799

)

Certara,

Inc.

(

37,446

)

(

438,493

)

CF

Industries

Holdings,

Inc.

(

6,204

)

(

532,303

)

CH

Robinson

Worldwide,

Inc.

(

1,207

)

(

133,217

)

Charles

Schwab

Corp.

(The)

(

12,674

)

(

821,402

)

Chart

Industries,

Inc.

(

4,054

)

(

503,264

)

Chemed

Corp.

(

116

)

(

69,713

)

Chemours

Co.

(The)

(

15,329

)

(

311,485

)

Cheniere

Energy,

Inc.

(

5,681

)

(

1,021,671

)

Chesapeake

Energy

Corp.

(

2,443

)

(

200,937

)

Chevron

Corp.

(

1,044

)

(

153,750

)

Chipotle

Mexican

Grill,

Inc.,

Class

A

(

6,356

)

(

366,233

)

Chord

Energy

Corp.

(

4,043

)

(

526,520

)

Chubb

Ltd.

(

115

)

(

33,165

)

Church

&

Dwight

Co.,

Inc.

(

2,067

)

(

216,456

)

Churchill

Downs,

Inc.

(

2,383

)

(

322,205

)

Civitas

Resources,

Inc.

(

2,697

)

(

136,657

)

Clarivate

plc

(

15,759

)

(

111,889

)

Clearway

Energy,

Inc.,

Class

C

(

1,637

)

(

50,223

)

Clorox

Co.

(The)

(

1,319

)

(

214,878

)

Cloudflare,

Inc.,

Class

A

(

4,010

)

(

324,369

)

CME

Group,

Inc.

(

3,006

)

(

663,274

)

CNH

Industrial

NV

(2)

(

12,685

)

(

140,418

)

CNH

Industrial

NV

(

78,693

)

(

873,492

)

CNX

Resources

Corp.

(

20,320

)

(

661,822

)

Cognex

Corp.

(

21,268

)

(

861,354

)

Coherent

Corp.

(

3,520

)

(

312,963

)

Coinbase

Global,

Inc.,

Class

A

(

1,093

)

(

194,740

)

Comerica,

Inc.

(

5,744

)

(

344,123

)

Comfort

Systems

USA,

Inc.

(

143

)

(

55,820

)

Commerce

Bancshares,

Inc.

(

8,941

)

(

531,095

)

Conagra

Brands,

Inc.

(

9,157

)

(

297,786

)

Confluent,

Inc.,

Class

A

(

21,766

)

(

443,591

)

ConocoPhillips

(

3,800

)

(

400,064

)

Constellation

Brands,

Inc.,

Class

A

(

1,235

)

(

318,247

)

Constellation

Energy

Corp.

(

4,158

)

(

1,081,163

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Core

&

Main,

Inc.,

Class

A

(

7,235

)

(

321,234

)

Corning,

Inc.

(

6,336

)

(

286,070

)

Corteva,

Inc.

(

11,596

)

(

681,729

)

CoStar

Group,

Inc.

(

16,360

)

(

1,234,198

)

Coterra

Energy,

Inc.

(

12,053

)

(

288,669

)

Coty,

Inc.,

Class

A

(

3,508

)

(

32,940

)

Crane

Co.

(

2,384

)

(

377,340

)

Credit

Acceptance

Corp.

(

1,326

)

(

587,975

)

Crocs,

Inc.

(

2,204

)

(

319,161

)

Crown

Holdings,

Inc.

(

5,610

)

(

537,887

)

CSL

Ltd.

(2)

(

2,399

)

(

473,883

)

CSX

Corp.

(

3,687

)

(

127,312

)

Cullen/Frost

Bankers,

Inc.

(

4,238

)

(

474,063

)

Danaher

Corp.

(

391

)

(

108,706

)

Darling

Ingredients,

Inc.

(

4,262

)

(

158,376

)

Datadog,

Inc.,

Class

A

(

2,222

)

(

255,663

)

DaVita,

Inc.

(

2,145

)

(

351,630

)

Dayforce,

Inc.

(

9,098

)

(

557,253

)

Deere

&

Co.

(

2,042

)

(

852,188

)

Delta

Air

Lines,

Inc.

(

17,108

)

(

868,915

)

Dexcom,

Inc.

(

3,613

)

(

242,216

)

Dollar

General

Corp.

(

5,092

)

(

430,630

)

Dollar

Tree,

Inc.

(

6,458

)

(

454,127

)

Dominion

Energy,

Inc.

(

10,742

)

(

620,780

)

DoubleVerify

Holdings,

Inc.

(

6,735

)

(

113,417

)

DraftKings,

Inc.,

Class

A

(

7,107

)

(

278,594

)

DT

Midstream,

Inc.

(

2,383

)

(

187,447

)

DTE

Energy

Co.

(

1,881

)

(

241,539

)

Dun

&

Bradstreet

Holdings,

Inc.

(

17,793

)

(

204,797

)

Dutch

Bros,

Inc.,

Class

A

(

14,935

)

(

478,368

)

Dynatrace,

Inc.

(

1,409

)

(

75,339

)

East

West

Bancorp,

Inc.

(

904

)

(

74,797

)

Ecolab,

Inc.

(

268

)

(

68,428

)

Edwards

Lifesciences

Corp.

(

2,876

)

(

189,787

)

Elastic

NV

(

3,219

)

(

247,090

)

elf

Beauty,

Inc.

(

4,768

)

(

519,855

)

Emerson

Electric

Co.

(

3,265

)

(

357,093

)

Enovis

Corp.

(

9,925

)

(

427,271

)

Enphase

Energy,

Inc.

(

3,524

)

(

398,282

)

Entegris,

Inc.

(

2,108

)

(

237,213

)

EQT

Corp.

(

33,956

)

(

1,244,148

)

Equifax,

Inc.

(

555

)

(

163,092

)

Erie

Indemnity

Co.,

Class

A

(

422

)

(

227,804

)

Essent

Group

Ltd.

(

957

)

(

61,526

)

Essential

Utilities,

Inc.

(

6,100

)

(

235,277

)

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(

3,560

)

(

354,896

)

Etsy,

Inc.

(

2,737

)

(

151,986

)

Eversource

Energy

(

3,557

)

(

242,054

)

Exelon

Corp.

(

9,153

)

(

371,154

)

ExlService

Holdings,

Inc.

(

3,572

)

(

136,272

)

Expeditors

International

of

Washington,

Inc.

(

1,492

)

(

196,049

)

Experian

plc

(2)

(

2,112

)

(

111,238

)

Exxon

Mobil

Corp.

(

8,104

)

(

949,951

)

FactSet

Research

Systems,

Inc.

(

520

)

(

239,122

)

FedEx

Corp.

(

1,404

)

(

384,247

)

Ferrovial

SE

(2)

(

19,535

)

(

839,557

)

First

American

Financial

Corp.

(

4,252

)

(

280,675

)

16

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

First

Citizens

BancShares,

Inc.,

Class

A

(

78

)

(

143,594

)

First

Financial

Bankshares,

Inc.

(

14,546

)

(

538,347

)

First

Hawaiian,

Inc.

(

7,977

)

(

184,668

)

FirstEnergy

Corp.

(

3,700

)

(

164,095

)

Five

Below,

Inc.

(

6,158

)

(

544,059

)

Five9,

Inc.

(

10,032

)

(

288,219

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

2,597

)

(

322,469

)

FMC

Corp.

(

8,110

)

(

534,773

)

Ford

Motor

Co.

(

68,249

)

(

720,709

)

Fortive

Corp.

(

975

)

(

76,957

)

Fortrea

Holdings,

Inc.

(

6,230

)

(

124,600

)

Freeport-McMoRan,

Inc.

(

4,936

)

(

246,405

)

Freshpet,

Inc.

(

1,710

)

(

233,877

)

FTI

Consulting,

Inc.

(

371

)

(

84,425

)

GATX

Corp.

(

4,087

)

(

541,323

)

GE

Vernova,

Inc.

(

362

)

(

92,303

)

General

Mills,

Inc.

(

3,876

)

(

286,243

)

Gentex

Corp.

(

11,815

)

(

350,787

)

Genuine

Parts

Co.

(

4,010

)

(

560,117

)

GFL

Environmental,

Inc.

(

14,664

)

(

584,955

)

Glacier

Bancorp,

Inc.

(

14,161

)

(

647,158

)

Globant

SA

(

1,046

)

(

207,254

)

Globus

Medical,

Inc.,

Class

A

(

8,203

)

(

586,843

)

Goldman

Sachs

Group,

Inc.

(The)

(

1,703

)

(

843,172

)

Goodyear

Tire

&

Rubber

Co.

(The)

(

31,429

)

(

278,147

)

Graphic

Packaging

Holding

Co.

(

5,178

)

(

153,217

)

Grocery

Outlet

Holding

Corp.

(

17,576

)

(

308,459

)

Guidewire

Software,

Inc.

(

374

)

(

68,420

)

GXO

Logistics,

Inc.

(

6,020

)

(

313,461

)

Haemonetics

Corp.

(

1,187

)

(

95,411

)

Haleon

plc

(2)

(

36,127

)

(

189,035

)

Halliburton

Co.

(

15,411

)

(

447,690

)

Hanover

Insurance

Group,

Inc.

(The)

(

649

)

(

96,123

)

Harley-Davidson,

Inc.

(

5,932

)

(

228,560

)

Hasbro,

Inc.

(

4,648

)

(

336,143

)

Hayward

Holdings,

Inc.

(

29,347

)

(

450,183

)

HealthEquity,

Inc.

(

5,147

)

(

421,282

)

HEICO

Corp.

(

430

)

(

112,436

)

Hershey

Co.

(The)

(

2,369

)

(

454,327

)

Hilton

Grand

Vacations,

Inc.

(

28,836

)

(

1,047,324

)

Hilton

Worldwide

Holdings,

Inc.

(

1,215

)

(

280,058

)

Home

BancShares,

Inc.

(

2,969

)

(

80,430

)

Home

Depot,

Inc.

(The)

(

506

)

(

205,031

)

Hormel

Foods

Corp.

(

12,946

)

(

410,388

)

Howard

Hughes

Holdings,

Inc.

(

6,447

)

(

499,191

)

HubSpot,

Inc.

(

910

)

(

483,756

)

Humana,

Inc.

(

477

)

(

151,085

)

Huntsman

Corp.

(

14,431

)

(

349,230

)

Hyatt

Hotels

Corp.,

Class

A

(

3,284

)

(

499,825

)

IDACORP,

Inc.

(

2,015

)

(

207,726

)

IDEX

Corp.

(

1,663

)

(

356,714

)

Illinois

Tool

Works,

Inc.

(

1,500

)

(

393,105

)

Illumina,

Inc.

(

3,618

)

(

471,823

)

Ingersoll

Rand,

Inc.

(

4,948

)

(

485,696

)

Inspire

Medical

Systems,

Inc.

(

1,700

)

(

358,785

)

Insulet

Corp.

(

2,281

)

(

530,903

)

Intel

Corp.

(

13,712

)

(

321,684

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Intercontinental

Exchange,

Inc.

(

953

)

(

153,090

)

International

Flavors

&

Fragrances,

Inc.

(

2,258

)

(

236,932

)

International

Paper

Co.

(

4,677

)

(

228,471

)

Intra-Cellular

Therapies,

Inc.

(

3,184

)

(

232,973

)

Ionis

Pharmaceuticals,

Inc.

(

15,974

)

(

639,918

)

Iridium

Communications,

Inc.

(

16,326

)

(

497,127

)

J

M

Smucker

Co.

(The)

(

5,210

)

(

630,931

)

Jack

Henry

&

Associates,

Inc.

(

718

)

(

126,756

)

James

Hardie

Industries

plc,

CHESS

(2)

(

21,586

)

(

857,776

)

Johnson

Controls

International

plc

(

862

)

(

66,900

)

JPMorgan

Chase

&

Co.

(

5,004

)

(

1,055,143

)

KBR,

Inc.

(

985

)

(

64,153

)

Kemper

Corp.

(

9,533

)

(

583,896

)

Keurig

Dr

Pepper,

Inc.

(

3,179

)

(

119,149

)

KeyCorp

(

24,531

)

(

410,894

)

Keysight

Technologies,

Inc.

(

2,350

)

(

373,486

)

Kinder

Morgan,

Inc.

(

8,927

)

(

197,197

)

Kinsale

Capital

Group,

Inc.

(

592

)

(

275,617

)

KKR

&

Co.,

Inc.

(

3,966

)

(

517,880

)

Knife

River

Corp.

(

1,399

)

(

125,057

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

7,021

)

(

378,783

)

Labcorp

Holdings,

Inc.

(

1,573

)

(

351,534

)

Lamb

Weston

Holdings,

Inc.

(

6,974

)

(

451,497

)

Lancaster

Colony

Corp.

(

185

)

(

32,665

)

Las

Vegas

Sands

Corp.

(

3,597

)

(

181,073

)

Lattice

Semiconductor

Corp.

(

5,535

)

(

293,742

)

Lear

Corp.

(

337

)

(

36,784

)

Leggett

&

Platt,

Inc.

(

13,900

)

(

189,318

)

Lennox

International,

Inc.

(

93

)

(

56,199

)

Liberty

Broadband

Corp.,

Class

C

(

10,489

)

(

810,695

)

Lincoln

National

Corp.

(

4,150

)

(

130,767

)

Linde

plc

(

809

)

(

385,780

)

Lithia

Motors,

Inc.,

Class

A

(

1,306

)

(

414,838

)

Littelfuse,

Inc.

(

612

)

(

162,333

)

LivaNova

plc

(

2,528

)

(

132,821

)

Live

Nation

Entertainment,

Inc.

(

1,002

)

(

109,709

)

LKQ

Corp.

(

6,941

)

(

277,085

)

LPL

Financial

Holdings,

Inc.

(

567

)

(

131,901

)

Lucid

Group,

Inc.

(

17,814

)

(

62,883

)

Lululemon

Athletica,

Inc.

(

1,334

)

(

361,981

)

Lumentum

Holdings,

Inc.

(

3,301

)

(

209,217

)

Lyft,

Inc.,

Class

A

(

20,830

)

(

265,583

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

4,096

)

(

455,721

)

Madison

Square

Garden

Sports

Corp.,

Class

A

(

3,127

)

(

651,229

)

Marathon

Petroleum

Corp.

(

2,977

)

(

484,983

)

Maravai

LifeSciences

Holdings,

Inc.,

Class

A

(

54,290

)

(

451,150

)

MarketAxess

Holdings,

Inc.

(

702

)

(

179,852

)

Marriott

International,

Inc.,

Class

A

(

1,226

)

(

304,784

)

Marriott

Vacations

Worldwide

Corp.

(

4,010

)

(

294,655

)

Marsh

&

McLennan

Cos.,

Inc.

(

884

)

(

197,212

)

Martin

Marietta

Materials,

Inc.

(

1,360

)

(

732,020

)

Marvell

Technology,

Inc.

(

5,203

)

(

375,240

)

Masimo

Corp.

(

1,377

)

(

183,595

)

MasTec,

Inc.

(

1,255

)

(

154,491

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

17

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Mattel,

Inc.

(

1,823

)

(

34,728

)

McCormick

&

Co.,

Inc.

(Non-Voting)

(

4,646

)

(

382,366

)

MDU

Resources

Group,

Inc.

(

4,966

)

(

136,118

)

MGM

Resorts

International

(

8,268

)

(

323,196

)

Microchip

Technology,

Inc.

(

3,163

)

(

253,957

)

Micron

Technology,

Inc.

(

1,197

)

(

124,141

)

MicroStrategy,

Inc.,

Class

A

(

2,024

)

(

341,246

)

Moderna,

Inc.

(

3,504

)

(

234,172

)

Mondelez

International,

Inc.,

Class

A

(

5,122

)

(

377,338

)

MongoDB,

Inc.,

Class

A

(

2,050

)

(

554,218

)

Moody's

Corp.

(

272

)

(

129,088

)

Morgan

Stanley

(

8,666

)

(

903,344

)

Mosaic

Co.

(The)

(

4,432

)

(

118,689

)

Motorola

Solutions,

Inc.

(

774

)

(

348,014

)

MP

Materials

Corp.

(

44,508

)

(

785,566

)

MSCI,

Inc.,

Class

A

(

376

)

(

219,182

)

nCino,

Inc.

(

7,746

)

(

244,696

)

Neogen

Corp.

(

18,286

)

(

307,388

)

Nestle

SA

(Registered)

(2)

(

8,857

)

(

890,062

)

New

Fortress

Energy,

Inc.

(

3,698

)

(

33,615

)

New

Jersey

Resources

Corp.

(

4,816

)

(

227,315

)

New

York

Community

Bancorp,

Inc.

(

14,765

)

(

165,811

)

Newell

Brands,

Inc.

(

48,857

)

(

375,222

)

Newmont

Corp.

(

14,355

)

(

767,275

)

News

Corp.,

Class

A

(

10,154

)

(

270,401

)

Nexstar

Media

Group,

Inc.,

Class

A

(

1,500

)

(

248,025

)

NextEra

Energy,

Inc.

(

10,872

)

(

919,010

)

NEXTracker,

Inc.,

Class

A

(

1,981

)

(

74,248

)

NIKE,

Inc.,

Class

B

(

7,195

)

(

636,038

)

Nordson

Corp.

(

1,450

)

(

380,814

)

Norfolk

Southern

Corp.

(

2,220

)

(

551,670

)

Northrop

Grumman

Corp.

(

764

)

(

403,445

)

Norwegian

Cruise

Line

Holdings

Ltd.

(

1,562

)

(

32,037

)

NOV,

Inc.

(

2,787

)

(

44,508

)

Novanta,

Inc.

(

1,874

)

(

335,296

)

Nucor

Corp.

(

787

)

(

118,318

)

NVIDIA

Corp.

(

2,206

)

(

267,897

)

Occidental

Petroleum

Corp.

(

14,595

)

(

752,226

)

Okta,

Inc.,

Class

A

(

2,692

)

(

200,123

)

Old

Dominion

Freight

Line,

Inc.

(

919

)

(

182,550

)

Olin

Corp.

(

1,934

)

(

92,793

)

Omnicom

Group,

Inc.

(

1,394

)

(

144,126

)

ON

Semiconductor

Corp.

(

1,561

)

(

113,344

)

ONE

Gas,

Inc.

(

4,318

)

(

321,346

)

OneMain

Holdings,

Inc.

(

1,153

)

(

54,272

)

ONEOK,

Inc.

(

4,333

)

(

394,866

)

Option

Care

Health,

Inc.

(

6,405

)

(

200,477

)

Oracle

Corp.

(

1,207

)

(

205,673

)

Ormat

Technologies,

Inc.

(

4,238

)

(

326,072

)

Palantir

Technologies,

Inc.,

Class

A

(

6,626

)

(

246,487

)

Paramount

Global,

Class

B

(

13,932

)

(

147,958

)

Parsons

Corp.

(

2,485

)

(

257,645

)

Paycom

Software,

Inc.

(

833

)

(

138,753

)

Paycor

HCM,

Inc.

(

21,953

)

(

311,513

)

Paylocity

Holding

Corp.

(

1,759

)

(

290,182

)

PBF

Energy,

Inc.,

Class

A

(

3,212

)

(

99,411

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Penn

Entertainment,

Inc.

(

12,753

)

(

240,522

)

Penumbra,

Inc.

(

3,108

)

(

603,915

)

Permian

Resources

Corp.,

Class

A

(

43,994

)

(

598,758

)

Perrigo

Co.

plc

(

7,212

)

(

189,171

)

Pfizer,

Inc.

(

33,751

)

(

976,754

)

PG&E

Corp.

(

10,925

)

(

215,987

)

Planet

Fitness,

Inc.,

Class

A

(

2,248

)

(

182,583

)

Plug

Power,

Inc.

(

45,474

)

(

102,771

)

PNC

Financial

Services

Group,

Inc.

(The)

(

405

)

(

74,864

)

Polaris,

Inc.

(

4,745

)

(

394,974

)

Pool

Corp.

(

1,340

)

(

504,912

)

Power

Integrations,

Inc.

(

4,853

)

(

311,174

)

Primerica,

Inc.

(

809

)

(

214,506

)

Principal

Financial

Group,

Inc.

(

4,693

)

(

403,129

)

Procore

Technologies,

Inc.

(

2,969

)

(

183,247

)

Progyny,

Inc.

(

3,677

)

(

61,627

)

Prosperity

Bancshares,

Inc.

(

2,209

)

(

159,203

)

PTC,

Inc.

(

1,450

)

(

261,957

)

Public

Service

Enterprise

Group,

Inc.

(

4,965

)

(

442,928

)

Quanta

Services,

Inc.

(

1,459

)

(

435,001

)

QuantumScape

Corp.

(

32,991

)

(

189,698

)

Quest

Diagnostics,

Inc.

(

1,911

)

(

296,683

)

QuidelOrtho

Corp.

(

7,724

)

(

352,214

)

Rambus,

Inc.

(

1,768

)

(

74,645

)

Range

Resources

Corp.

(

27,597

)

(

848,884

)

RBC

Bearings,

Inc.

(

1,038

)

(

310,756

)

Repligen

Corp.

(

4,895

)

(

728,474

)

Republic

Services,

Inc.,

Class

A

(

794

)

(

159,467

)

Revvity,

Inc.

(

1,148

)

(

146,657

)

RH

(

1,674

)

(

559,836

)

Rivian

Automotive,

Inc.,

Class

A

(

6,084

)

(

68,262

)

RLI

Corp.

(

2,579

)

(

399,693

)

Robinhood

Markets,

Inc.,

Class

A

(

12,813

)

(

300,080

)

Rocket

Cos.,

Inc.,

Class

A

(

2,541

)

(

48,762

)

Rockwell

Automation,

Inc.

(

1,724

)

(

462,825

)

Roivant

Sciences

Ltd.

(

4,093

)

(

47,233

)

Roku,

Inc.,

Class

A

(

1,719

)

(

128,341

)

Rollins,

Inc.

(

1,382

)

(

69,902

)

Ross

Stores,

Inc.

(

491

)

(

73,900

)

Royal

Caribbean

Cruises

Ltd.

(

551

)

(

97,725

)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

2,550

)

(

169,295

)

S&P

Global,

Inc.

(

425

)

(

219,564

)

Saia,

Inc.

(

1,764

)

(

771,327

)

Samsara,

Inc.,

Class

A

(

1,068

)

(

51,392

)

Schlumberger

NV

(

22,444

)

(

941,526

)

Schneider

Electric

SE

(2)

(

1,883

)

(

496,374

)

Sealed

Air

Corp.

(

5,133

)

(

186,328

)

Selective

Insurance

Group,

Inc.

(

2,079

)

(

193,971

)

Sempra

(

2,922

)

(

244,367

)

Sensata

Technologies

Holding

plc

(

1,014

)

(

36,362

)

SentinelOne,

Inc.,

Class

A

(

2,530

)

(

60,518

)

SharkNinja,

Inc.

(

2,492

)

(

270,905

)

Sherwin-Williams

Co.

(The)

(

87

)

(

33,205

)

Shift4

Payments,

Inc.,

Class

A

(

865

)

(

76,639

)

Silicon

Laboratories,

Inc.

(

6,410

)

(

740,804

)

Sirius

XM

Holdings,

Inc.

(

1,365

)

(

32,282

)

SiteOne

Landscape

Supply,

Inc.

(

1,504

)

(

226,969

)

18

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

SLM

Corp.

(

12,958

)

(

296,349

)

Snap,

Inc.,

Class

A

(

68,096

)

(

728,627

)

Snowflake,

Inc.,

Class

A

(

1,941

)

(

222,943

)

SoFi

Technologies,

Inc.

(

81,578

)

(

641,203

)

Sonoco

Products

Co.

(

4,625

)

(

252,664

)

Sotera

Health

Co.

(

38,188

)

(

637,740

)

Southern

Co.

(The)

(

1,301

)

(

117,324

)

Southwest

Airlines

Co.

(

45,446

)

(

1,346,565

)

Southwest

Gas

Holdings,

Inc.

(

5,803

)

(

428,029

)

Spectrum

Brands

Holdings,

Inc.

(

1,927

)

(

183,335

)

Spire,

Inc.

(

3,564

)

(

239,822

)

Stanley

Black

&

Decker,

Inc.

(

975

)

(

107,377

)

Starbucks

Corp.

(

2,227

)

(

217,110

)

Stellantis

NV

(2)

(

37,153

)

(

514,496

)

Stryker

Corp.

(

351

)

(

126,802

)

Synovus

Financial

Corp.

(

9,067

)

(

403,209

)

Sysco

Corp.

(

2,333

)

(

182,114

)

Take-Two

Interactive

Software,

Inc.

(

3,635

)

(

558,736

)

Targa

Resources

Corp.

(

1,114

)

(

164,883

)

Teledyne

Technologies,

Inc.

(

464

)

(

203,074

)

Tempur

Sealy

International,

Inc.

(

7,564

)

(

412,994

)

Tesla,

Inc.

(

5,206

)

(

1,362,046

)

Texas

Capital

Bancshares,

Inc.

(

5,251

)

(

375,236

)

Texas

Instruments,

Inc.

(

2,179

)

(

450,116

)

TJX

Cos.,

Inc.

(The)

(

1,329

)

(

156,211

)

T-Mobile

US,

Inc.

(

163

)

(

33,637

)

Toast,

Inc.,

Class

A

(

6,111

)

(

173,002

)

TopBuild

Corp.

(

384

)

(

156,215

)

Toro

Co.

(The)

(

4,260

)

(

369,470

)

TPG,

Inc.

(

6,359

)

(

366,024

)

Tractor

Supply

Co.

(

1,310

)

(

381,118

)

Trade

Desk,

Inc.

(The),

Class

A

(

2,522

)

(

276,537

)

Tradeweb

Markets,

Inc.,

Class

A

(

273

)

(

33,762

)

TransDigm

Group,

Inc.

(

49

)

(

69,929

)

Trex

Co.,

Inc.

(

6,671

)

(

444,155

)

Trimble,

Inc.

(

2,405

)

(

149,326

)

Truist

Financial

Corp.

(

9,283

)

(

397,034

)

Twilio,

Inc.,

Class

A

(

1,778

)

(

115,961

)

TXNM

Energy,

Inc.

(

2,049

)

(

89,685

)

Uber

Technologies,

Inc.

(

9,193

)

(

690,946

)

Ubiquiti,

Inc.

(

149

)

(

33,036

)

UGI

Corp.

(

12,350

)

(

308,997

)

Ulta

Beauty,

Inc.

(

652

)

(

253,706

)

Ultragenyx

Pharmaceutical,

Inc.

(

2,958

)

(

164,317

)

Under

Armour,

Inc.,

Class

A

(

29,621

)

(

263,923

)

Union

Pacific

Corp.

(

1,837

)

(

452,784

)

United

Bankshares,

Inc.

(

5,207

)

(

193,180

)

United

Parcel

Service,

Inc.,

Class

B

(

8,660

)

(

1,180,704

)

UnitedHealth

Group,

Inc.

(

2,100

)

(

1,227,828

)

Unity

Software,

Inc.

(

12,976

)

(

293,517

)

Universal

Display

Corp.

(

190

)

(

39,881

)

US

Bancorp

(

3,849

)

(

176,015

)

Vail

Resorts,

Inc.

(

897

)

(

156,338

)

Valaris

Ltd.

(

12,510

)

(

697,433

)

Valmont

Industries,

Inc.

(

787

)

(

228,191

)

Valvoline,

Inc.

(

13,437

)

(

562,338

)

Vertiv

Holdings

Co.,

Class

A

(

2,440

)

(

242,756

)

VF

Corp.

(

28,077

)

(

560,136

)

Visa,

Inc.,

Class

A

(

2,272

)

(

624,686

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(77.7)%

(continued)

Visteon

Corp.

(

5,754

)

(

548,011

)

Voya

Financial,

Inc.

(

3,620

)

(

286,776

)

Vulcan

Materials

Co.

(

902

)

(

225,888

)

Walt

Disney

Co.

(The)

(

3,408

)

(

327,816

)

Warner

Music

Group

Corp.,

Class

A

(

6,081

)

(

190,335

)

Waste

Connections,

Inc.

(

1,535

)

(

274,489

)

Waste

Management,

Inc.

(

2,025

)

(

420,390

)

Waters

Corp.

(

370

)

(

133,159

)

Watsco,

Inc.

(

241

)

(

118,543

)

Weatherford

International

plc

(

6,283

)

(

533,552

)

WEC

Energy

Group,

Inc.

(

3,521

)

(

338,650

)

Wells

Fargo

&

Co.

(

2,834

)

(

160,093

)

Wendy's

Co.

(The)

(

10,428

)

(

182,699

)

West

Pharmaceutical

Services,

Inc.

(

1,001

)

(

300,460

)

Western

Alliance

Bancorp

(

2,418

)

(

209,133

)

Western

Digital

Corp.

(

5,044

)

(

344,455

)

Westinghouse

Air

Brake

Technologies

Corp.

(

192

)

(

34,900

)

WEX,

Inc.

(

2,939

)

(

616,396

)

Whirlpool

Corp.

(

3,504

)

(

374,928

)

White

Mountains

Insurance

Group

Ltd.

(

197

)

(

334,151

)

Williams

Cos.,

Inc.

(The)

(

5,677

)

(

259,155

)

Willis

Towers

Watson

plc

(

829

)

(

244,165

)

WillScot

Holdings

Corp.

(

10,898

)

(

409,765

)

Wingstop,

Inc.

(

386

)

(

160,607

)

Wolfspeed,

Inc.

(

62,685

)

(

608,045

)

WW

Grainger,

Inc.

(

80

)

(

83,105

)

Wynn

Resorts

Ltd.

(

3,121

)

(

299,241

)

XPO,

Inc.

(

5,834

)

(

627,213

)

Xylem,

Inc.

(

4,558

)

(

615,467

)

YETI

Holdings,

Inc.

(

3,407

)

(

139,789

)

Yum!

Brands,

Inc.

(

1,346

)

(

188,050

)

Zebra

Technologies

Corp.,

Class

A

(

907

)

(

335,880

)

Zillow

Group,

Inc.,

Class

C

(

4,786

)

(

305,586

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

17,292

)

(

178,453

)

Zscaler,

Inc.

(

945

)

(

161,538

)

(171,180,409)

Zambia

-

(

0

.3

)

%

First

Quantum

Minerals

Ltd.

(

43,421

)

(

592,024

)

TOTAL

COMMON

STOCKS

(Proceeds

$(365,742,149))

(326,306,495)

PREFERRED

STOCKS

-

(1.1)%

Germany

-

(

1

.1

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(b)

(

8,297

)

(

663,047

)

Sartorius

AG

(Preference)

(2)

(

2,783

)

(

782,523

)

Volkswagen

AG

(Preference)

(2)

(

10,226

)

(

1,086,129

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(3,073,632))

(2,531,699)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

19

(Continued)

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

WARRANTS

-

(0.0)%

†

Canada

-

(

0

.0

)

%

†

Cenovus

Energy,

Inc.,

expiring

1/1/2026

(Proceeds

$–)

(

674

)

(

8,024

)

TOTAL

SHORT

POSITIONS

(Proceeds

$(368,815,781))

(328,846,218)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

84.8%

(Cost

$24,381,907)

187,154,023

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

15.2%

‡

33,530,311

NET

ASSETS

-

100.0%

220,684,334

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

3,626,242

1

.7

%

Consumer

Discretionary

(

6,446,616

)

(

2

.9

)

Consumer

Staples

4,550,298

2

.1

Energy

(

8,966,331

)

(

4

.1

)

Financials

17,929,002

8

.1

Health

Care

7,874,381

3

.6

Industrials

16,845,602

7

.6

Information

Technology

13,752,324

6

.2

Materials

(

6,305,299

)

(

2

.9

)

Real

Estate

(

1,083,712

)

(

0

.5

)

Utilities

(

672,834

)

(

0

.3

)

Investment

Companies

112,802,684

51

.1

U.S.

Treasury

Obligations

33,248,282

15

.1

Total

Investments

In

Securities

At

Value

187,154,023

84

.8

Other

Assets

in

Excess

of

Liabilities

‡

33,530,311

15

.2

Net

Assets

$

220,684,334

100

.0

%

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$359,748,527,

which

is

inclusive

of

rehypothecated

amounts disclosed

below;

additional

securities

sold

but

not

yet

settled

totaling

$133,060

were

also

segregated.

(b)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$(2,737,307),

which

represents

(1.24)%

of

net

assets

of

the

Fund.

(c)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$44,573,704;

additional

securities

sold

but

not

yet

settled

totaling

$133,060

were

also

rehypothecated.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(g)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

(h)

Security

exempt

from

registration

pursuant

to

Regulation

S

under

the

Securities

Act

of

1933.

Regulation

S

applies

to

securities

offerings

that

are

made

outside

of

the

United

States

and

do

not

involve

direct

selling

efforts

in

the

United

States.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$(5,257),

which

represents

(0.00)%

of

net

assets

of

the

Fund.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

(3)

Security

fair

valued

using

significant

unobservable

inputs

(Level

3)

in

accordance

with

procedures

approved

by

the

Board

of

Trustees.

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

2,300,000

$

(

2,258

)

$

2,873

$

615

Pay

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

500,000

2,662

3,275

5,937

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

600,000

37

1,655

1,692

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

77,500,000

(

113,541

)

386,166

272,625

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

4,800,000

74,261

13,189

87,450

Pay

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

1,900,000

44,591

(

7,534

)

37,057

Pay

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

10,000,000

488

(

111

)

377

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

4,600,000

32,428

45,671

78,099

20

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

17,100,000

$

235,464

$

69,541

$

305,005

Receive

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

27,600,000

48,824

85,384

134,208

Receive

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

9,000,000

(

12,171

)

32,748

20,577

Receive

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

8,800,000

(

48,028

)

147,223

99,195

Receive

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

2,500,000

18,983

3,305

22,288

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

2,092,400,000

10,222

(

2,448

)

7,774

Receive

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

114,200,000

20,814

(

15,267

)

5,547

Receive

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

20,900,000

84,880

(

23,885

)

60,995

Receive

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

79,100,000

81,407

(

561

)

80,846

Receive

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

77,000,000

5,969

11,388

17,357

485,032

752,612

1,237,644

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

45,300,000

(

138,049

)

66,002

(

72,047

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

54,100,000

(

82,572

)

(

243,563

)

(

326,135

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

17,600,000

29,289

(

72,553

)

(

43,264

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

25,200,000

(

42,551

)

(

48,584

)

(

91,135

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

16,400,000

(

116,357

)

58,768

(

57,589

)

Receive

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

2,100,000

(

31,028

)

6,361

(

24,667

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

2,530,000,000

(

30,706

)

27,533

(

3,173

)

Receive

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

610,000,000

(

31,344

)

(

4,512

)

(

35,856

)

Receive

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

21,300,000

(

4,333

)

(

22,896

)

(

27,229

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

3,300,000

2,172

(

12,516

)

(

10,344

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

134,100,000

(

180,393

)

9,776

(

170,617

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

209,000,000

(

29,553

)

(

1,293

)

(

30,846

)

Receive

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

44,000,000

(

10,600

)

5,254

(

5,346

)

(

666,025

)

(

232,223

)

(

898,248

)

$

(

180,993

)

$

520,389

$

339,396

Abbreviations:

1D:

1

Day

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

21

(Continued)

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

HSCEI

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MSCS

10/30/2024

HKD

377,750

$

4,468

HSCEI

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/30/2024

HKD

39,286,000

426,601

KOSPI

200

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MSCS

12/12/2024

KRW

1,565,550,000

23,477

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

13,426,600

169,803

TAIEX

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

TWD

84,838,800

65,171

MSCI

Sweden

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

STIBOR

plus

or

minus

a

specified

spread

(0.04%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

SEK

1,409,751

578

Tel

Aviv

Stock

Exchange

35

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

TELBOR

plus

or

minus

a

specified

spread

(0.60%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

ILS

433,029

4,949

Total

unrealized

appreciation

695,047

Amsterdam

Exchange

Index

October

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

MSCS

10/18/2024

EUR

(12,403,200)

(

142,202

)

DTOP

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

MLIN

12/19/2024

ZAR

(295,780)

(

565

)

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

72,786,969

(

127,611

)

WIG20

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

GSIN

12/20/2024

PLN

(990,360)

(

1,657

)

22

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

Brazil

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

CDI

plus

or

minus

a

specified

spread

(-0.55%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

BRL

3,160,792

$

(

19,733

)

MSCI

Canada

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.85%)

Monthly

BANA

12/18/2024

CAD

(161,230)

(

3,806

)

MSCI

Mexico

Net

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

TIIE

plus

or

minus

a

specified

spread

(-0.20%)

Monthly

BANA

12/18/2024

MXN

(11,920,541)

(

554

)

MSCI

Singapore

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SORA

Monthly

BANA

12/18/2024

SGD

(884,286)

(

23,314

)

MSCI

South

Africa

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

JIBAR

plus

or

minus

a

specified

spread

(-0.57%)

Monthly

BANA

12/18/2024

ZAR

(13,839,304)

(

56,468

)

Total

unrealized

depreciation

(

375,910

)

Net

unrealized

appreciation

$

319,137

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

IBEX

35

Index

186

10/2024

EUR

$

24,620,656

$

217,128

IFSC

NIFTY

50

Index

77

10/2024

USD

4,005,001

(

21,525

)

LME

Aluminum

Base

Metal

1

10/2024

USD

65,413

3,231

LME

Aluminum

Base

Metal

1

10/2024

USD

65,000

7,185

LME

Aluminum

Base

Metal

1

10/2024

USD

65,169

4,741

LME

Aluminum

Base

Metal

2

10/2024

USD

130,961

7,055

LME

Aluminum

Base

Metal

2

10/2024

USD

130,779

4,398

LME

Aluminum

Base

Metal

2

10/2024

USD

130,031

16,563

LME

Aluminum

Base

Metal

2

10/2024

USD

130,006

15,776

LME

Aluminum

Base

Metal

2

10/2024

USD

130,037

18,444

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

23

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Aluminum

Base

Metal

3

10/2024

USD

$

195,728

$

5,115

LME

Aluminum

Base

Metal

3

10/2024

USD

195,994

15,562

LME

Aluminum

Base

Metal

3

10/2024

USD

195,065

25,181

LME

Aluminum

Base

Metal

9

10/2024

USD

588,292

17,985

LME

Copper

Base

Metal

1

10/2024

USD

242,958

9,356

LME

Copper

Base

Metal

1

10/2024

USD

243,141

11,588

LME

Copper

Base

Metal

1

10/2024

USD

243,541

14,533

LME

Copper

Base

Metal

2

10/2024

USD

485,860

2,517

LME

Copper

Base

Metal

3

10/2024

USD

727,713

(

18,885

)

LME

Copper

Base

Metal

4

10/2024

USD

970,455

(

22,129

)

LME

Copper

Base

Metal

5

10/2024

USD

1,214,349

(

16,095

)

LME

Copper

Base

Metal

18

10/2024

USD

4,362,215

(

54,891

)

LME

Lead

Base

Metal

1

10/2024

USD

51,713

660

LME

Lead

Base

Metal

1

10/2024

USD

51,567

(

3,330

)

LME

Lead

Base

Metal

2

10/2024

USD

103,404

(

1,027

)

LME

Lead

Base

Metal

2

10/2024

USD

103,449

1,031

LME

Lead

Base

Metal

2

10/2024

USD

103,289

334

LME

Lead

Base

Metal

3

10/2024

USD

154,968

1,735

LME

Lead

Base

Metal

3

10/2024

USD

153,905

(

12,138

)

LME

Nickel

Base

Metal

1

10/2024

USD

103,752

129

LME

Nickel

Base

Metal

1

10/2024

USD

103,767

1,164

LME

Nickel

Base

Metal

2

10/2024

USD

207,244

(

1,262

)

LME

Nickel

Base

Metal

3

10/2024

USD

311,768

16,169

LME

Nickel

Base

Metal

3

10/2024

USD

311,714

12,904

LME

Nickel

Base

Metal

4

10/2024

USD

414,922

(

2,570

)

LME

Zinc

Base

Metal

1

10/2024

USD

76,744

10,616

LME

Zinc

Base

Metal

2

10/2024

USD

153,095

6,000

LME

Zinc

Base

Metal

2

10/2024

USD

153,507

20,168

LME

Zinc

Base

Metal

3

10/2024

USD

229,259

6,076

LME

Zinc

Base

Metal

3

10/2024

USD

229,700

9,056

LME

Zinc

Base

Metal

3

10/2024

USD

230,207

29,873

LME

Zinc

Base

Metal

3

10/2024

USD

230,072

28,570

LME

Zinc

Base

Metal

4

10/2024

USD

306,113

7,753

Natural

Gas

46

10/2024

USD

1,344,580

135,753

OMXS30

Index

408

10/2024

SEK

10,548,659

66,626

RBOB

Gasoline

1

10/2024

USD

81,274

(

2,011

)

SGX

FTSE

China

A50

Index

40

10/2024

USD

556,000

68,111

SGX

FTSE

Taiwan

Index

67

10/2024

USD

5,000,880

(

79,126

)

WTI

Crude

Oil

513

10/2024

USD

34,971,210

308,516

Feeder

Cattle

3

11/2024

USD

367,350

5,992

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

3,109

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

6,287

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

6,951

LME

Aluminum

Base

Metal

2

11/2024

USD

130,141

3,625

LME

Aluminum

Base

Metal

2

11/2024

USD

130,091

12,585

LME

Aluminum

Base

Metal

3

11/2024

USD

195,271

9,024

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

22,481

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

27,299

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

24,674

LME

Aluminum

Base

Metal

4

11/2024

USD

260,099

31,232

LME

Copper

Base

Metal

1

11/2024

USD

243,807

23,772

LME

Copper

Base

Metal

1

11/2024

USD

244,319

13,216

LME

Copper

Base

Metal

1

11/2024

USD

243,844

20,966

LME

Copper

Base

Metal

1

11/2024

USD

244,306

12,868

LME

Copper

Base

Metal

1

11/2024

USD

244,528

9,744

LME

Copper

Base

Metal

2

11/2024

USD

488,163

33,134

LME

Copper

Base

Metal

2

11/2024

USD

487,463

39,613

24

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

2

11/2024

USD

$

487,163

$

31,970

LME

Copper

Base

Metal

2

11/2024

USD

488,063

40,307

LME

Copper

Base

Metal

3

11/2024

USD

731,982

60,346

LME

Copper

Base

Metal

3

11/2024

USD

732,207

56,260

LME

Lead

Base

Metal

1

11/2024

USD

52,010

(

871

)

LME

Lead

Base

Metal

2

11/2024

USD

103,472

(

458

)

LME

Lead

Base

Metal

3

11/2024

USD

156,058

1,797

LME

Nickel

Base

Metal

1

11/2024

USD

104,353

6,868

LME

Nickel

Base

Metal

1

11/2024

USD

104,493

3,275

LME

Nickel

Base

Metal

1

11/2024

USD

104,412

6,051

LME

Nickel

Base

Metal

2

11/2024

USD

209,027

5,863

LME

Nickel

Base

Metal

2

11/2024

USD

209,277

4,604

LME

Nickel

Base

Metal

3

11/2024

USD

314,041

8,906

LME

Nickel

Base

Metal

3

11/2024

USD

312,704

19,978

LME

Zinc

Base

Metal

1

11/2024

USD

77,059

7,002

LME

Zinc

Base

Metal

1

11/2024

USD

76,965

9,533

LME

Zinc

Base

Metal

1

11/2024

USD

76,866

11,457

LME

Zinc

Base

Metal

1

11/2024

USD

76,950

7,909

LME

Zinc

Base

Metal

2

11/2024

USD

153,676

23,622

LME

Zinc

Base

Metal

2

11/2024

USD

153,535

20,829

LME

Zinc

Base

Metal

2

11/2024

USD

154,151

13,247

LME

Zinc

Base

Metal

3

11/2024

USD

231,113

17,979

LME

Zinc

Base

Metal

3

11/2024

USD

230,557

37,412

LME

Zinc

Base

Metal

3

11/2024

USD

231,122

14,440

LME

Zinc

Base

Metal

3

11/2024

USD

231,087

11,545

LME

Zinc

Base

Metal

7

11/2024

USD

537,768

72,772

Soybean

51

11/2024

USD

2,695,350

23,718

100

oz

Gold

21

12/2024

USD

5,584,740

49,363

Australia

10

Year

Bond

363

12/2024

AUD

29,188,315

(

271,511

)

Australia

3

Year

Bond

12

12/2024

AUD

888,690

(

2,460

)

Cocoa

9

12/2024

USD

694,980

72,912

Cocoa

14

12/2024

GBP

980,974

(

37,466

)

Coffee

'C'

29

12/2024

USD

2,938,969

306,902

Copper

12

12/2024

USD

1,365,900

94,808

Corn

70

12/2024

USD

1,486,625

56,181

DJIA

CBOT

E-Mini

Index

5

12/2024

USD

1,066,075

22,898

Euro

STOXX

50

Index

89

12/2024

EUR

4,983,239

111,899

Euro-Bobl

83

12/2024

EUR

11,089,746

79,905

Euro-BTP

68

12/2024

EUR

9,202,144

182,612

Euro-Bund

94

12/2024

EUR

14,115,410

14,618

Euro-Buxl

26

12/2024

EUR

3,945,360

22,458

Euro-OAT

76

12/2024

EUR

10,738,202

30,669

Euro-Schatz

10

12/2024

EUR

1,192,629

1,509

FTSE/MIB

Index

146

12/2024

EUR

27,671,451

318,237

KOSPI

200

Index

43

12/2024

KRW

2,859,926

(

50,159

)

Lean

Hogs

15

12/2024

USD

439,650

10,079

Live

Cattle

23

12/2024

USD

1,700,160

21,676

LME

Aluminum

Base

Metal

1

12/2024

USD

65,246

5,943

LME

Aluminum

Base

Metal

1

12/2024

USD

65,288

(

69

)

LME

Aluminum

Base

Metal

1

12/2024

USD

65,214

6,586

LME

Aluminum

Base

Metal

1

12/2024

USD

65,230

6,440

LME

Aluminum

Base

Metal

1

12/2024

USD

65,158

5,805

LME

Aluminum

Base

Metal

2

12/2024

USD

130,557

8,751

LME

Aluminum

Base

Metal

2

12/2024

USD

130,493

3,179

LME

Aluminum

Base

Metal

2

12/2024

USD

130,278

11,322

LME

Aluminum

Base

Metal

2

12/2024

USD

130,657

5,851

LME

Aluminum

Base

Metal

5

12/2024

USD

326,311

24,546

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

25

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Aluminum

Base

Metal

5

12/2024

USD

$

326,356

$

(

3,553

)

LME

Aluminum

Base

Metal

43

12/2024

USD

2,809,115

133,375

LME

Copper

Base

Metal

1

12/2024

USD

244,881

21,254

LME

Copper

Base

Metal

3

12/2024

USD

737,175

(

8,559

)

LME

Copper

Base

Metal

5

12/2024

USD

1,227,544

14,491

LME

Copper

Base

Metal

10

12/2024

USD

2,452,025

187,049

LME

Lead

Base

Metal

4

12/2024

USD

209,190

569

LME

Nickel

Base

Metal

1

12/2024

USD

104,783

8,978

LME

Nickel

Base

Metal

1

12/2024

USD

105,084

933

LME

Nickel

Base

Metal

1

12/2024

USD

104,966

6,503

LME

Nickel

Base

Metal

1

12/2024

USD

104,771

8,670

LME

Nickel

Base

Metal

2

12/2024

USD

209,920

10,681

LME

Zinc

Base

Metal

1

12/2024

USD

77,282

4,070

LME

Zinc

Base

Metal

1

12/2024

USD

77,242

4,335

LME

Zinc

Base

Metal

1

12/2024

USD

77,075

8,537

LME

Zinc

Base

Metal

14

12/2024

USD

1,082,442

81,531

Long

Gilt

340

12/2024

GBP

44,819,910

(

91,662

)

MSCI

EAFE

Index

6

12/2024

USD

746,340

13,733

MSCI

Emerging

Markets

Index

20

12/2024

USD

1,172,700

72,376

NASDAQ

100

E-Mini

Index

2

12/2024

USD

810,450

13,492

Russell

2000

E-Mini

Index

37

12/2024

USD

4,161,020

155,358

S&P

500

E-Mini

Index

172

12/2024

USD

50,002,549

1,096,699

S&P

Midcap

400

E-Mini

Index

14

12/2024

USD

4,408,040

130,937

Soybean

Meal

4

12/2024

USD

136,640

(

857

)

U.S.

Treasury

10

Year

Note

387

12/2024

USD

44,257,078

(

209,478

)

U.S.

Treasury

2

Year

Note

38

12/2024

USD

7,914,094

(

3,021

)

U.S.

Treasury

5

Year

Note

275

12/2024

USD

30,234,961

38,296

U.S.

Treasury

Long

Bond

123

12/2024

USD

15,294,281

(

67,391

)

U.S.

Treasury

Ultra

Bond

68

12/2024

USD

9,063,125

(

59,105

)

Wheat

20

12/2024

USD

584,000

13,969

Platinum

7

1/2025

USD

346,885

1,183

Sugar

No.

11

103

2/2025

USD

2,592,139

158,920

3

Month

Euro

Euribor

4

3/2025

EUR

1,087,603

2,819

90-Day

Australian

Bank

Bill

7

3/2025

AUD

4,793,472

(

465

)

90-Day

New

Zealand

Bill

5

3/2025

NZD

3,146,859

3,079

3

Month

CORRA

39

6/2025

CAD

7,006,562

22,567

3

Month

Euro

Euribor

14

6/2025

EUR

3,818,689

17,703

3

Month

SARON

8

6/2025

CHF

2,352,218

2,276

3

Month

SOFR

7

6/2025

USD

1,688,400

6,233

3

Month

SONIA

7

6/2025

GBP

2,245,374

1,366

90-Day

Australian

Bank

Bill

11

6/2025

AUD

7,537,938

1,992

90-Day

New

Zealand

Bill

4

6/2025

NZD

2,520,196

3,284

3

Month

CORRA

25

9/2025

CAD

4,501,784

15,060

3

Month

Euro

Euribor

19

9/2025

EUR

5,189,380

15,193

3

Month

SARON

4

9/2025

CHF

1,177,291

3,985

3

Month

SOFR

9

9/2025

USD

2,177,775

9,276

3

Month

SONIA

6

9/2025

GBP

1,931,124

3,486

90-Day

Australian

Bank

Bill

17

9/2025

AUD

11,654,383

7,474

90-Day

New

Zealand

Bill

4

9/2025

NZD

2,521,923

891

3

Month

CORRA

12

12/2025

CAD

2,162,742

6,702

3

Month

Euro

Euribor

10

12/2025

EUR

2,732,227

14,642

3

Month

SARON

5

12/2025

CHF

1,472,204

2,738

3

Month

SOFR

10

12/2025

USD

2,423,500

(

204

)

3

Month

SONIA

10

12/2025

GBP

3,224,389

6,651

90-Day

Australian

Bank

Bill

9

12/2025

AUD

6,171,476

376

3

Month

CORRA

11

3/2026

CAD

1,983,327

1,465

3

Month

Euro

Euribor

11

3/2026

EUR

3,004,837

14,879

26

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

3

Month

SARON

3

3/2026

CHF

$

883,455

$

1,679

3

Month

SOFR

5

3/2026

USD

1,212,563

770

3

Month

SONIA

6

3/2026

GBP

1,936,338

5,836

3

Month

Euro

Euribor

12

6/2026

EUR

3,276,668

15,538

3

Month

SOFR

5

6/2026

USD

1,212,875

2,247

3

Month

SONIA

7

6/2026

GBP

2,259,646

6,685

3

Month

Euro

Euribor

12

9/2026

EUR

3,274,999

3,729

3

Month

SOFR

5

9/2026

USD

1,212,813

1,847

3

Month

SONIA

7

9/2026

GBP

2,259,646

5,083

3

Month

SOFR

5

12/2026

USD

1,212,500

(

1,592

)

3

Month

SONIA

7

12/2026

GBP

2,259,529

(

687

)

Total

of

long

contracts

4,775,946

Short

Contracts

Brent

Crude

Oil

(

202

)

10/2024

USD

(

14,483,400

)

152,785

CAC

40

10

Euro

Index

(

271

)

10/2024

EUR

(

23,075,761

)

(

240,920

)

Hang

Seng

Index

(

4

)

10/2024

HKD

(

547,425

)

753

HSCEI

(

62

)

10/2024

HKD

(

3,012,729

)

(

237,075

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,413

)

(

3,216

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,169

)

(

5,217

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,000

)

(

7,301

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,779

)

(

4,669

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,006

)

(

15,947

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,037

)

(

18,840

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,031

)

(

16,876

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,961

)

(

7,402

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

195,728

)

(

5,162

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

195,065

)

(

23,636

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

195,994

)

(

15,143

)

LME

Aluminum

Base

Metal

(

9

)

10/2024

USD

(

588,292

)

(

18,576

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,141

)

(

12,099

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,958

)

(

9,591

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,541

)

(

14,295

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

485,860

)

(

2,965

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

727,713

)

19,250

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

970,455

)

23,289

LME

Copper

Base

Metal

(

5

)

10/2024

USD

(

1,214,349

)

17,091

LME

Copper

Base

Metal

(

18

)

10/2024

USD

(

4,362,215

)

50,576

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,713

)

(

673

)

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,567

)

3,687

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,289

)

(

516

)

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,404

)

491

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,449

)

(

478

)

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

154,968

)

(

1,859

)

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

153,905

)

11,349

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,767

)

(

1,468

)

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,752

)

(

237

)

LME

Nickel

Base

Metal

(

2

)

10/2024

USD

(

207,244

)

1,134

LME

Nickel

Base

Metal

(

3

)

10/2024

USD

(

311,714

)

(

12,041

)

LME

Nickel

Base

Metal

(

3

)

10/2024

USD

(

311,768

)

(

16,253

)

LME

Nickel

Base

Metal

(

4

)

10/2024

USD

(

414,922

)

2,425

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,744

)

(

10,907

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,095

)

(

6,287

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,507

)

(

19,201

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

230,207

)

(

30,735

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

230,072

)

(

28,186

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

229,259

)

(

6,367

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

229,700

)

(

10,878

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

27

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Zinc

Base

Metal

(

4

)

10/2024

USD

$

(

306,113

)

$

(

7,825

)

MSCI

Singapore

Index

(

190

)

10/2024

SGD

(

5,076,522

)

2,467

NY

Harbor

ULSD

(

108

)

10/2024

USD

(

9,772,358

)

(

188,774

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

6,295

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

7,042

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

3,368

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,091

)

(

12,560

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,141

)

(

3,146

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,121

)

(

25,070

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,271

)

(

9,401

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,121

)

(

22,730

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,121

)

(

25,842

)

LME

Aluminum

Base

Metal

(

4

)

11/2024

USD

(

260,099

)

(

30,984

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,528

)

(

10,380

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,306

)

(

12,596

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,844

)

(

21,023

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,807

)

(

23,809

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,319

)

(

13,340

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

487,163

)

(

31,491

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,163

)

(

34,418

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,063

)

(

41,068

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

487,463

)

(

42,794

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

731,982

)

(

60,065

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

732,207

)

(

56,196

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

52,010

)

737

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,472

)

329

LME

Lead

Base

Metal

(

3

)

11/2024

USD

(

156,058

)

(

1,116

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,353

)

(

7,250

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,412

)

(

6,314

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,493

)

(

3,611

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

209,027

)

(

6,473

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

209,277

)

(

5,595

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

312,704

)

(

20,861

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

314,041

)

(

6,403

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,965

)

(

9,467

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

77,059

)

(

7,062

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,866

)

(

11,320

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,950

)

(

7,853

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,676

)

(

24,169

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

154,151

)

(

13,306

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,535

)

(

19,266

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

230,557

)

(

37,773

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

231,122

)

(

14,606

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

231,087

)

(

11,196

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

231,113

)

(

19,247

)

LME

Zinc

Base

Metal

(

7

)

11/2024

USD

(

537,768

)

(

78,828

)

Low

Sulphur

Gasoil

(

36

)

11/2024

USD

(

2,376,900

)

(

63,155

)

Canada

10

Year

Bond

(

333

)

12/2024

CAD

(

30,762,705

)

(

138,463

)

Cotton

No.

2

(

2

)

12/2024

USD

(

73,610

)

(

4,455

)

DAX

Index

(

18

)

12/2024

EUR

(

9,769,394

)

(

266,681

)

FTSE

100

Index

(

28

)

12/2024

GBP

(

3,102,767

)

18,228

FTSE/JSE

Top

40

Index

(

113

)

12/2024

ZAR

(

5,207,189

)

(

172,754

)

Japan

10

Year

Bond

(

4

)

12/2024

JPY

(

4,022,682

)

7,436

KC

HRW

Wheat

(

4

)

12/2024

USD

(

116,750

)

(

1,675

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,288

)

(

40

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,246

)

(

6,152

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,230

)

(

6,674

)

28

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

$

(

65,158

)

$

(

5,920

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,214

)

(

6,808

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,557

)

(

8,670

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,493

)

(

3,986

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,278

)

(

11,041

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,657

)

(

4,624

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,356

)

3,410

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,311

)

(

24,770

)

LME

Aluminum

Base

Metal

(

16

)

12/2024

USD

(

1,045,252

)

(

79,299

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,881

)

(

20,978

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

737,175

)

13,702

LME

Copper

Base

Metal

(

10

)

12/2024

USD

(

2,452,025

)

(

187,539

)

LME

Copper

Base

Metal

(

15

)

12/2024

USD

(

3,682,631

)

(

274,954

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,783

)

(

8,936

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

105,084

)

(

1,737

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,771

)

(

8,774

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,966

)

(

6,855

)

LME

Nickel

Base

Metal

(

6

)

12/2024

USD

(

629,761

)

(

18,361

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,075

)

(

8,828

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,242

)

(

4,630

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,317

)

(

4,395

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,282

)

(

4,910

)

MEX

BOLSA

Index

(

22

)

12/2024

MXN

(

594,581

)

4,414

Palladium

(

2

)

12/2024

USD

(

200,040

)

(

8,287

)

S&P/TSX

60

Index

(

10

)

12/2024

CAD

(

2,135,975

)

(

32,373

)

SET50

Index

(

102

)

12/2024

THB

(

579,905

)

4,556

Silver

(

2

)

12/2024

USD

(

314,580

)

(

28,066

)

Soybean

Oil

(

7

)

12/2024

USD

(

181,902

)

(

18,364

)

SPI

200

Index

(

26

)

12/2024

AUD

(

3,732,530

)

(

43,125

)

TOPIX

Index

(

25

)

12/2024

JPY

(

4,605,149

)

(

155,093

)

Total

of

short

contracts

(

3,110,212

)

Net

unrealized

appreciation

$

1,665,734

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

7,600,583

USD

5,163,000

CITI

12/18/2024

$

95,856

AUD

7,600,582

USD

5,162,974

JPMC

12/18/2024

95,881

BRL

20,370,571

USD

3,633,994

CITI

**

12/18/2024

71,137

BRL

20,370,571

USD

3,633,975

JPMC

**

12/18/2024

71,155

CAD

3,711,501

USD

2,744,055

CITI

12/18/2024

5,786

CAD

3,711,501

USD

2,744,041

JPMC

12/18/2024

5,801

CHF

17,500

USD

20,734

CITI

12/18/2024

124

CHF

17,500

USD

20,734

JPMC

12/18/2024

124

CLP

200,000,000

USD

217,079

CITI

**

12/18/2024

5,183

CLP

200,000,000

USD

217,078

JPMC

**

12/18/2024

5,183

CNY

15,277,247

USD

2,169,607

CITI

**

12/18/2024

24,556

CNY

15,277,239

USD

2,169,595

JPMC

**

12/18/2024

24,568

EUR

8,830,751

USD

9,826,116

CITI

12/18/2024

35,182

EUR

8,830,750

USD

9,826,065

JPMC

12/18/2024

35,230

GBP

10,709,002

USD

14,089,634

CITI

12/18/2024

225,241

GBP

10,708,998

USD

14,089,558

JPMC

12/18/2024

225,314

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

29

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

IDR

1,000,000,000

USD

64,966

CITI

**

12/18/2024

$

675

IDR

1,000,000,000

USD

64,965

JPMC

**

12/18/2024

675

ILS

272,500

USD

73,040

CITI

12/18/2024

233

ILS

272,500

USD

73,040

JPMC

12/18/2024

233

INR

517,652,500

USD

6,142,847

CITI

**

12/18/2024

11,112

INR

517,652,500

USD

6,142,817

JPMC

**

12/18/2024

11,142

JPY

941,028,121

USD

6,572,751

CITI

12/18/2024

45,381

JPY

941,028,123

USD

6,572,718

JPMC

12/18/2024

45,414

KRW

786,442,877

USD

594,990

CITI

**

12/18/2024

3,679

KRW

786,442,874

USD

594,987

JPMC

**

12/18/2024

3,682

MXN

15,355,376

USD

768,434

CITI

12/18/2024

2,028

MXN

15,355,374

USD

768,430

JPMC

12/18/2024

2,032

NOK

14,836,252

USD

1,400,201

CITI

12/18/2024

6,273

NOK

14,836,250

USD

1,400,194

JPMC

12/18/2024

6,280

NZD

1,443,499

USD

896,281

CITI

12/18/2024

20,891

NZD

1,443,501

USD

896,277

JPMC

12/18/2024

20,896

PEN

548,500

USD

146,449

CITI

**

12/18/2024

1,402

PEN

548,500

USD

146,448

JPMC

**

12/18/2024

1,403

PHP

15,345,562

USD

272,214

CITI

**

12/18/2024

1,100

PHP

15,345,562

USD

272,233

JPMC

**

12/18/2024

1,083

PLN

3,616,884

USD

935,143

CITI

12/18/2024

2,281

PLN

3,616,884

USD

935,138

JPMC

12/18/2024

2,285

SEK

161,020,000

USD

15,816,937

CITI

12/18/2024

99,586

SEK

161,020,000

USD

15,816,858

JPMC

12/18/2024

99,665

SGD

3,452,752

USD

2,671,302

CITI

12/18/2024

25,604

SGD

3,452,724

USD

2,671,212

JPMC

12/18/2024

25,672

THB

30,500,000

USD

906,789

CITI

12/18/2024

46,009

THB

30,500,000

USD

906,784

JPMC

12/18/2024

46,013

TWD

65,859,688

USD

2,089,592

CITI

**

12/18/2024

10,881

TWD

65,859,688

USD

2,089,582

JPMC

**

12/18/2024

10,890

USD

3,084,741

CAD

4,146,750

CITI

12/18/2024

12,426

USD

3,084,757

CAD

4,146,750

JPMC

12/18/2024

12,442

USD

11,211,423

CHF

9,364,407

CITI

12/18/2024

50,006

USD

11,211,477

CHF

9,364,405

JPMC

12/18/2024

50,060

USD

556,775

CZK

12,519,200

CITI

12/18/2024

2,924

USD

556,778

CZK

12,519,200

JPMC

12/18/2024

2,927

USD

3,810,447

EUR

3,399,338

CITI

12/18/2024

14,408

USD

3,810,465

EUR

3,399,337

JPMC

12/18/2024

14,426

USD

2,611,677

GBP

1,952,000

CITI

12/18/2024

2,411

USD

2,611,690

GBP

1,952,000

JPMC

12/18/2024

2,424

USD

591,943

HUF

210,000,000

CITI

12/18/2024

5,154

USD

591,946

HUF

210,000,000

JPMC

12/18/2024

5,157

USD

2,294,380

ILS

8,446,500

CITI

12/18/2024

23,196

USD

2,294,391

ILS

8,446,500

JPMC

12/18/2024

23,208

USD

7,103,496

JPY

1,005,255,625

CITI

12/18/2024

33,661

USD

7,103,532

JPY

1,005,255,624

JPMC

12/18/2024

33,695

USD

320,922

KRW

418,800,000

CITI

**

12/18/2024

2,116

USD

320,923

KRW

418,800,000

JPMC

**

12/18/2024

2,116

USD

589,543

MXN

11,624,666

CITI

12/18/2024

6,270

USD

589,546

MXN

11,624,666

JPMC

12/18/2024

6,274

USD

528,810

NOK

5,557,468

CITI

12/18/2024

1,963

USD

528,813

NOK

5,557,470

JPMC

12/18/2024

1,966

USD

389,991

PLN

1,499,500

CITI

12/18/2024

1,351

USD

389,993

PLN

1,499,500

JPMC

12/18/2024

1,353

ZAR

27,276,248

USD

1,519,362

CITI

12/18/2024

48,925

ZAR

27,276,251

USD

1,519,354

JPMC

12/18/2024

48,932

Total

unrealized

appreciation

1,890,612

AUD

146,500

USD

101,492

CITI

12/18/2024

(

128

)

30

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

146,500

USD

101,491

JPMC

12/18/2024

$

(

128

)

BRL

3,712,429

USD

676,336

CITI

**

12/18/2024

(

1,094

)

BRL

3,712,429

USD

676,333

JPMC

**

12/18/2024

(

1,092

)

CAD

7,190,500

USD

5,336,998

CITI

12/18/2024

(

9,575

)

CAD

7,190,499

USD

5,336,970

JPMC

12/18/2024

(

9,549

)

CHF

603,500

USD

721,470

CITI

12/18/2024

(

2,160

)

CHF

603,500

USD

721,467

JPMC

12/18/2024

(

2,157

)

CLP

150,000,000

USD

167,673

CITI

**

12/18/2024

(

977

)

CLP

150,000,000

USD

167,672

JPMC

**

12/18/2024

(

976

)

CNY

12,694,856

USD

1,826,035

CITI

**

12/18/2024

(

2,763

)

CNY

12,694,857

USD

1,826,026

JPMC

**

12/18/2024

(

2,753

)

COP

2,250,865,500

USD

541,930

CITI

**

12/18/2024

(

12,065

)

COP

2,250,865,500

USD

541,927

JPMC

**

12/18/2024

(

12,064

)

CZK

4,000,000

USD

177,532

CITI

12/18/2024

(

571

)

CZK

4,000,000

USD

177,531

JPMC

12/18/2024

(

570

)

DKK

698,000

USD

104,738

CITI

12/18/2024

(

83

)

DKK

698,000

USD

104,738

JPMC

12/18/2024

(

83

)

EUR

7,562,250

USD

8,459,792

CITI

12/18/2024

(

15,030

)

EUR

7,562,249

USD

8,459,748

JPMC

12/18/2024

(

14,988

)

HUF

804,669,500

USD

2,265,890

CITI

12/18/2024

(

17,457

)

HUF

804,669,500

USD

2,265,878

JPMC

12/18/2024

(

17,446

)

IDR

500,000,000

USD

33,019

CITI

**

12/18/2024

(

198

)

IDR

500,000,000

USD

33,019

JPMC

**

12/18/2024

(

198

)

ILS

4,383,000

USD

1,190,354

CITI

12/18/2024

(

11,805

)

ILS

4,383,000

USD

1,190,348

JPMC

12/18/2024

(

11,801

)

INR

150,000,000

USD

1,786,945

CITI

**

12/18/2024

(

3,714

)

INR

150,000,000

USD

1,786,936

JPMC

**

12/18/2024

(

3,706

)

JPY

877,009,375

USD

6,199,693

CITI

12/18/2024

(

31,798

)

JPY

877,009,373

USD

6,199,662

JPMC

12/18/2024

(

31,766

)

KRW

112,147,624

USD

85,395

CITI

**

12/18/2024

(

24

)

KRW

112,147,625

USD

85,394

JPMC

**

12/18/2024

(

23

)

MXN

33,210,751

USD

1,681,868

CITI

12/18/2024

(

15,504

)

MXN

33,210,748

USD

1,681,859

JPMC

12/18/2024

(

15,494

)

NOK

15,336,247

USD

1,459,712

CITI

12/18/2024

(

5,839

)

NOK

15,336,252

USD

1,459,705

JPMC

12/18/2024

(

5,831

)

PHP

11,477,938

USD

205,811

CITI

**

12/18/2024

(

1,381

)

PHP

11,477,938

USD

205,800

JPMC

**

12/18/2024

(

1,369

)

PLN

3,131,883

USD

815,396

CITI

12/18/2024

(

3,676

)

PLN

3,131,883

USD

815,392

JPMC

12/18/2024

(

3,671

)

SGD

434,500

USD

339,809

CITI

12/18/2024

(

427

)

SGD

434,500

USD

339,808

JPMC

12/18/2024

(

424

)

TWD

15,714,619

USD

503,696

CITI

**

12/18/2024

(

2,507

)

TWD

15,714,618

USD

503,694

JPMC

**

12/18/2024

(

2,504

)

USD

974,348

AUD

1,439,500

CITI

12/18/2024

(

21,644

)

USD

974,353

AUD

1,439,500

JPMC

12/18/2024

(

21,639

)

USD

916,817

BRL

5,109,785

CITI

**

12/18/2024

(

12,584

)

USD

916,821

BRL

5,109,785

JPMC

**

12/18/2024

(

12,579

)

USD

1,813,857

CAD

2,457,001

CITI

12/18/2024

(

6,529

)

USD

1,813,865

CAD

2,456,999

JPMC

12/18/2024

(

6,520

)

USD

12,544,804

CHF

10,549,985

CITI

12/18/2024

(

29,703

)

USD

12,544,869

CHF

10,549,987

JPMC

12/18/2024

(

29,638

)

USD

243,383

CLP

222,609,687

CITI

**

12/18/2024

(

4,004

)

USD

243,384

CLP

222,609,687

JPMC

**

12/18/2024

(

4,003

)

USD

2,623,540

CNY

18,476,166

CITI

**

12/18/2024

(

30,061

)

USD

2,623,552

CNY

18,476,160

JPMC

**

12/18/2024

(

30,048

)

USD

138,341

CZK

3,129,800

CITI

12/18/2024

(

121

)

USD

138,342

CZK

3,129,800

JPMC

12/18/2024

(

121

)

USD

6,045,471

EUR

5,426,957

CITI

12/18/2024

(

14,811

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

ALTERNATIVE

RISK

PREMIA

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

31

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

6,045,500

EUR

5,426,956

JPMC

12/18/2024

$

(

14,779

)

USD

1,511,200

GBP

1,142,002

CITI

12/18/2024

(

15,332

)

USD

1,511,202

GBP

1,141,998

JPMC

12/18/2024

(

15,324

)

USD

265,981

HKD

2,066,500

CITI

12/18/2024

(

123

)

USD

265,983

HKD

2,066,500

JPMC

12/18/2024

(

121

)

USD

332

IDR

5,151,000

CITI

**

12/18/2024

(

6

)

USD

332

IDR

5,151,000

JPMC

**

12/18/2024

(

6

)

USD

238,955

ILS

900,500

CITI

12/18/2024

(

3,180

)

USD

238,957

ILS

900,500

JPMC

12/18/2024

(

3,180

)

USD

2,905,110

JPY

415,766,875

CITI

12/18/2024

(

18,927

)

USD

2,905,125

JPY

415,766,876

JPMC

12/18/2024

(

18,911

)

USD

2,999,396

KRW

3,978,250,501

CITI

**

12/18/2024

(

28,992

)

USD

2,999,411

KRW

3,978,250,499

JPMC

**

12/18/2024

(

28,975

)

USD

1,776,597

MXN

35,791,336

CITI

12/18/2024

(

19,249

)

USD

1,776,605

MXN

35,791,332

JPMC

12/18/2024

(

19,241

)

USD

329,163

NOK

3,482,734

CITI

12/18/2024

(

999

)

USD

329,165

NOK

3,482,735

JPMC

12/18/2024

(

998

)

USD

17,843,145

NZD

28,498,618

CITI

12/18/2024

(

264,337

)

USD

17,843,236

NZD

28,498,621

JPMC

12/18/2024

(

264,249

)

USD

489,945

PEN

1,839,136

CITI

**

12/18/2024

(

5,801

)

USD

489,948

PEN

1,839,136

JPMC

**

12/18/2024

(

5,799

)

USD

295,699

SEK

3,000,000

CITI

12/18/2024

(

845

)

USD

295,701

SEK

3,000,000

JPMC

12/18/2024

(

844

)

USD

5,140,975

SGD

6,663,514

CITI

12/18/2024

(

63,822

)

USD

5,140,979

SGD

6,663,486

JPMC

12/18/2024

(

63,796

)

USD

81,429

THB

2,750,000

CITI

12/18/2024

(

4,479

)

USD

81,429

THB

2,750,000

JPMC

12/18/2024

(

4,479

)

USD

416,713

ZAR

7,499,999

CITI

12/18/2024

(

14,510

)

USD

416,716

ZAR

7,500,001

JPMC

12/18/2024

(

14,508

)

ZAR

8,500,001

USD

490,459

CITI

12/18/2024

(

1,740

)

ZAR

8,499,999

USD

490,457

JPMC

12/18/2024

(

1,737

)

Total

unrealized

depreciation

(

1,400,663

)

Net

unrealized

appreciation

$

489,949

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

32

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

139.0%

COMMON

STOCKS

-

27.2%

Communication

Services

-

0

.5

%

Diversified

Telecommunication

Services

-

0

.5

%

Frontier

Communications

Parent,

Inc.

*(a)(b)

253,581

9,009,733

Entertainment

-

0

.0

%

†

Lions

Gate

Entertainment

Corp.,

Class

B

*(a)

10,384

71,857

Wireless

Telecommunication

Services

-

0

.0

%

†

Foxx

Development

Holdings,

Inc.

(2)*

18,419

213,292

Total

Communication

Services

9,294,882

Consumer

Discretionary

-

2

.7

%

Hotels,

Restaurants

&

Leisure

-

0

.5

%

Everi

Holdings,

Inc.

*

738,297

9,701,223

Pinstripes

Holdings,

Inc.,

Class

A

*

25,000

19,172

9,720,395

Household

Durables

-

1

.1

%

Meritage

Homes

Corp.

(a)

8,272

1,696,339

Vizio

Holding

Corp.,

Class

A

*(a)(b)

1,789,848

19,992,602

21,688,941

Specialty

Retail

-

0

.5

%

Wayfair,

Inc.,

Class

A

*(a)

168,124

9,445,206

Textiles,

Apparel

&

Luxury

Goods

-

0

.6

%

Under

Armour,

Inc.,

Class

A

*

1,409,380

12,557,576

Total

Consumer

Discretionary

53,412,118

Consumer

Staples

-

0

.6

%

Tobacco

-

0

.6

%

Vector

Group

Ltd.

798,829

11,918,529

Energy

-

5

.0

%

Energy

Equipment

&

Services

-

1

.9

%

ChampionX

Corp.

(a)(b)

1,262,972

38,078,606

Oil,

Gas

&

Consumable

Fuels

-

3

.1

%

Southwestern

Energy

Co.

*(a)(b)

7,219,945

51,333,809

Tellurian,

Inc.

*(a)

11,313,890

10,951,845

62,285,654

Total

Energy

100,364,260

Financials

-

4

.9

%

Banks

-

1

.5

%

First

Bancshares,

Inc.

(The)

(a)

220,968

7,099,702

Heartland

Financial

USA,

Inc.

(a)

331,236

18,781,081

Patriot

National

Bancorp,

Inc.

*

69,838

132,692

Premier

Financial

Corp.

(a)

134,211

3,151,275

29,164,750

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

1

.7

%

Andretti

Acquisition

Corp.

II,

Class

B

(acquired

9/6/2024,

Cost

$309)

(3)*(c)(d)

77,278

309

Aquaron

Acquisition

Corp.

*(d)

9,101

99,383

Bellevue

Life

Sciences

Acquisition

Corp.

(2)*(d)

20,011

217,119

Black

Hawk

Acquisition

Corp.,

Class

A

*(a)(d)

8,700

89,001

BurTech

Acquisition

Corp.,

Class

A

*(d)

68,249

769,849

byNordic

Acquisition

Corp.

(Sweden)

(2)*(d)

40,443

459,028

CF

Acquisition

Corp.

VII,

Class

A

*(d)

13,589

150,838

Coinbase

Global,

Inc.,

Class

A

*

46,430

8,272,433

Direct

Selling

Acquisition

Corp.,

Class

A

(2)*(d)

135,365

1,513,381

DT

Cloud

Star

Acquisition

Corp.

*(d)

106,129

1,060,759

ESH

Acquisition

Corp.,

Class

A

*(d)

136,170

1,443,402

ExcelFin

Acquisition

Corp.,

Class

B

(2)*(d)(e)

46,529

525,778

Four

Leaf

Acquisition

Corp.,

Class

A

(2)*(d)

93,095

1,015,667

Gigcapital7

Corp.

B

Shares

(acquired

8/29/2024,

Cost

$78,678)

(3)*(c)(d)

68,416

78,678

Global

Blockchain

Acquisition

Corp.

*(a)(d)

5,348

59,363

Global

Star

Acquisition,

Inc.,

Class

A

*(a)(d)

2,379

26,978

Gores

Holdings

IX,

Inc.,

Class

A

(2)*(d)

357,064

3,781,308

GSR

III,

Class

B

(acquired

9/30/2024,

Cost

$–)

(3)*(c)(d)

4,481

–

HCM

II

Acquisition

Corp.,

Class

B

(acquired

8/16/2024,

Cost

$236)

(3)*(c)(d)

59,069

236

Hennessy

Capital

Investment

Corp.

VI,

Class

A

*(d)

74,705

860,602

IB

Acquisition

Corp.

(2)*(a)(d)

185,392

1,853,920

Inception

Growth

Acquisition

Ltd.

*(d)

39,600

449,460

Inception

Growth

Acquisition

Ltd.,

Class

B

(acquired

4/26/2023,

Cost

$–)

(3)*(c)(d)

33,755

–

Iron

Horse

Acquisitions

Corp.

*(a)(d)

66,623

678,889

Launch

One

Acquisition

Corp.

*(d)

373,256

3,721,362

Launch

One

Acquisition

Corp.,

Class

B

(acquired

7/11/2024,

Cost

$236)

(3)*(c)(d)

59,069

236

Qomolangma

Acquisition

Corp.

*(d)

8,182

93,275

Quetta

Acquisition

Corp.

*(d)

129,585

1,348,980

Sagaliam

Acquisition

Corp.,

Class

A

(2)*(d)

31,501

349,661

ShoulderUp

Technology

Acquisition

Corp.,

Class

B

(acquired

5/11/2023

-

11/21/2023,

Cost

$–)

(3)*(c)(d)

45,000

–

SilverBox

Corp.

III,

Class

A

*(d)

139,589

1,493,616

SilverBox

IV,

Class

B

(acquired

8/16/2024,

Cost

$273)

(3)*(c)(d)

68,292

273

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

33

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

1.7%

(continued)

SIM

Acquisition

Corp.

I,

Class

A

(2)*(d)

17,180

171,628

Sim

Acquisition

Corp.

I

B

Shares

(acquired

7/11/2024,

Cost

$145)

(3)*(c)(d)

43,961

145

SK

Growth

Opportunities

Corp.,

Class

A

*(d)

70,826

801,750

Trailblazer

Merger

Corp.

I

*(d)

184,785

2,032,635

Voyager

Acquisition

Corp.,

Class

B

(acquired

8/9/2024,

Cost

$300)

(3)*(c)(d)

74,993

300

Welsbach

Technology

Metals

Acquisition

Corp.

(2)*(d)

71,413

786,257

34,206,499

Financial

Services

-

0

.6

%

Global

Payments,

Inc.

(a)

11,535

1,181,415

Nuvei

Corp.

(Canada)

356,383

11,885,373

13,066,788

Insurance

-

1

.1

%

Enstar

Group

Ltd.

*

70,570

22,694,606

Total

Financials

99,132,643

Health

Care

-

2

.3

%

Biotechnology

-

0

.1

%

Alnylam

Pharmaceuticals,

Inc.

*(a)

11,367

3,126,266

Bridgebio

Pharma,

Inc.

*(a)

2,878

73,274

3,199,540

Health

Care

Equipment

&

Supplies

-

1

.5

%

Axonics,

Inc.

*

422,478

29,404,469

Health

Care

Providers

&

Services

-

0

.6

%

PetIQ,

Inc.,

Class

A

*(a)(b)

114,274

3,516,211

R1

RCM,

Inc.

*(a)(b)

551,025

7,808,024

11,324,235

Pharmaceuticals

-

0

.1

%

Revance

Therapeutics,

Inc.

*(a)(b)

605,983

3,145,052

Total

Health

Care

47,073,296

Industrials

-

1

.5

%

Commercial

Services

&

Supplies

-

0

.9

%

Stericycle,

Inc.

*(a)

259,470

15,827,670

Tetra

Tech,

Inc.

(a)

64,280

3,031,445

18,859,115

Ground

Transportation

-

0

.1

%

Lyft,

Inc.,

Class

A

*(a)

69,725

888,994

Professional

Services

-

0

.5

%

Parsons

Corp.

*(a)

27,536

2,854,932

Sterling

Check

Corp.

*(a)

400,300

6,693,016

9,547,948

Total

Industrials

29,296,057

INVESTMENTS

SHARES

VALUE

($)

Information

Technology

-

5

.2

%

Communications

Equipment

-

1

.0

%

Infinera

Corp.

*(a)(b)

3,016,838

20,363,656

IT

Services

-

1

.0

%

Perficient,

Inc.

*(a)(b)

151,588

11,441,862

Squarespace,

Inc.,

Class

A

*(a)

199,303

9,253,639

20,695,501

Semiconductors

&

Semiconductor

Equipment

-

0

.0

%

†

GCT

Semiconductor

Holding,

Inc.

*(e)

25,000

83,750

Software

-

3

.0

%

Envestnet,

Inc.

*(a)(b)

264,516

16,563,992

HashiCorp,

Inc.,

Class

A

*

618,922

20,956,699

Matterport,

Inc.

*

1,778,119

8,001,536

Nutanix,

Inc.,

Class

A

*(a)

68,681

4,069,349

PowerSchool

Holdings,

Inc.,

Class

A

*

440,868

10,056,199

Rezolve

AI

Ltd.

(2)*(e)

19,875

133,361

59,781,136

Technology

Hardware,

Storage

&

Peripherals

-

0

.2

%

Seagate

Technology

Holdings

plc

(a)

30,871

3,381,301

Total

Information

Technology

104,305,344

Materials

-

1

.9

%

Metals

&

Mining

-

1

.9

%

Arch

Resources,

Inc.

(a)

47,838

6,609,298

Gatos

Silver,

Inc.

*(a)

352,035

5,308,688

Haynes

International,

Inc.

(a)

90,874

5,410,638

Rio

Tinto

plc,

ADR

(Australia)

301,998

21,493,197

Total

Materials

38,821,821

Real

Estate

-

0

.2

%

Health

Care

REITs

-

0

.2

%

Welltower,

Inc.,

REIT

(a)

30,080

3,851,142

Utilities

-

2

.4

%

Electric

Utilities

-

2

.4

%

ALLETE,

Inc.

338,393

21,721,447

Avangrid,

Inc.

273,417

9,785,594

NextEra

Energy,

Inc.

(a)

199,233

16,841,166

Total

Utilities

48,348,207

TOTAL

COMMON

STOCKS

(Cost

$522,839,142)

545,818,299

CLOSED-END

FUNDS

-

4

.1

%

Financials

-

4

.1

%

abrdn

Emerging

Markets

Equity

Income

Fund,

Inc.

36,932

208,112

abrdn

Global

Dynamic

Dividend

Fund

(a)

49,824

529,131

abrdn

Healthcare

Investors

74,875

1,394,172

abrdn

Healthcare

Opportunities

Fund

1,839

40,605

abrdn

Life

Sciences

Investors

84,074

1,267,836

34

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Financials

-

4.1%

(continued)

abrdn

National

Municipal

Income

Fund

(a)

23,785

265,678

abrdn

Total

Dynamic

Dividend

Fund

213,809

1,945,662

Adams

Natural

Resources

Fund,

Inc.

(a)

21,269

493,866

Advent

Convertible

and

Income

Fund

499

5,858

AllianceBernstein

National

Municipal

Income

Fund,

Inc.

(a)

56,992

672,506

Allspring

Income

Opportunities

Fund

101,478

723,538

Allspring

Multi-Sector

Income

Fund

49,743

476,538

Bancroft

Fund

Ltd.

(a)

5,532

92,772

BlackRock

Energy

and

Resources

Trust

7,786

100,284

BlackRock

Enhanced

Capital

and

Income

Fund,

Inc.

3,995

78,662

BlackRock

Enhanced

Equity

Dividend

Trust

305,796

2,645,135

BlackRock

Enhanced

Global

Dividend

Trust

107,583

1,211,385

BlackRock

Enhanced

International

Dividend

Trust

192,890

1,118,762

BlackRock

Health

Sciences

Trust

643

26,961

BlackRock

Innovation

and

Growth

Term

Trust

22,493

169,822

BlackRock

Investment

Quality

Municipal

Trust,

Inc.

(The)

(a)

14,348

185,376

BlackRock

Municipal

2030

Target

Term

Trust

79,298

1,714,423

BlackRock

Municipal

Income

Quality

Trust

(a)

33,143

399,042

BlackRock

Municipal

Income

Trust

(a)

55,467

586,286

BlackRock

Municipal

Income

Trust

II

(a)

72,575

817,194

BlackRock

MuniHoldings

Fund,

Inc.

93,069

1,177,323

BlackRock

MuniHoldings

New

Jersey

Quality

Fund,

Inc.

(a)

55,701

675,653

BlackRock

MuniHoldings

New

York

Quality

Fund,

Inc.

(a)

42,086

469,680

BlackRock

MuniHoldings

Quality

Fund

II,

Inc.

(a)

52,485

561,065

BlackRock

MuniVest

Fund

II,

Inc.

(a)

43,956

500,659

BlackRock

MuniVest

Fund,

Inc.

82,907

630,093

BlackRock

MuniYield

Michigan

Quality

Fund,

Inc.

(a)

33,598

403,512

BlackRock

MuniYield

New

York

Quality

Fund,

Inc.

(a)

45,660

492,215

BlackRock

MuniYield

Pennsylvania

Quality

Fund

(a)

3,052

38,150

BlackRock

MuniYield

Quality

Fund

II,

Inc.

(a)

37,552

406,313

BlackRock

New

York

Municipal

Income

Trust

(a)

49,928

549,208

BlackRock

Resources

&

Commodities

Strategy

Trust

158,289

1,519,574

BlackRock

Science

and

Technology

Term

Trust

102,076

1,959,859

BNY

Mellon

Municipal

Income,

Inc.

44,997

328,928

INVESTMENTS

SHARES

VALUE

($)

Financials

-

4.1%

(continued)

BNY

Mellon

Strategic

Municipal

Bond

Fund,

Inc.

116,661

726,798

BNY

Mellon

Strategic

Municipals,

Inc.

(a)

166,304

1,082,639

Brookfield

Real

Assets

Income

Fund,

Inc.

(a)

199,823

2,737,575

Calamos

Global

Dynamic

Income

Fund

163,600

1,173,012

Calamos

Long

(a)

25,979

407,610

Central

Securities

Corp.

22,934

1,051,295

Clough

Global

Equity

Fund

(a)

68,512

475,418

Clough

Global

Opportunities

Fund

(a)

90,937

495,607

Duff

&

Phelps

Utility

and

Infrastructure

Fund,

Inc.

40,351

473,721

Eaton

Vance

California

Municipal

Bond

Fund

(a)

19,861

191,659

Eaton

Vance

Municipal

Income

Trust

(a)

44,742

490,820

Eaton

Vance

Tax

Managed

Global

Buy

Write

Opportunities

Fund

266,281

2,311,319

Eaton

Vance

Tax-Advantaged

Dividend

Income

Fund

85,152

2,102,403

Eaton

Vance

Tax-Advantaged

Global

Dividend

Income

Fund

115,707

2,249,344

Eaton

Vance

Tax-Advantaged

Global

Dividend

Opportunities

Fund

14,680

389,607

Eaton

Vance

Tax-Managed

Global

Diversified

Equity

Income

Fund

429,286

3,743,374

Ellsworth

Growth

and

Income

Fund

Ltd.

(a)

44,131

396,738

Federated

Hermes

Premier

Municipal

Income

Fund

26,148

324,758

Flaherty

&

Crumrine

Preferred

and

Income

Fund

(a)

28,459

340,085

Flaherty

&

Crumrine

Preferred

and

Income

Opportunity

Fund,

Inc.

(a)

18,875

177,614

Flaherty

&

Crumrine

Preferred

and

Income

Securities

Fund

(a)

121,908

2,000,510

Flaherty

&

Crumrine

Total

Return

Fund

(a)

31,933

552,122

Franklin

Ltd.

Duration

Income

Trust

(a)

17,180

114,591

Gabelli

Dividend

&

Income

Trust

(The)

96,267

2,353,728

Gabelli

Global

Small

and

Mid

Cap

Value

Trust

(The)

(a)

1,655

20,539

Gabelli

Healthcare

&

WellnessRx

Trust

(The)

(a)

29,128

318,952

General

American

Investors

Co.,

Inc.

(a)

19,745

1,058,529

Highland

Global

Allocation

Fund

(a)

20,671

162,474

Insight

Select

Income

Fund

(a)

11,541

203,699

Invesco

Advantage

Municipal

Income

Trust

II

(a)

44,483

414,137

Invesco

California

Value

Municipal

Income

Trust

(a)

86,025

936,812

Invesco

Municipal

Opportunity

Trust

(a)

64,404

661,429

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

35

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Financials

-

4.1%

(continued)

Invesco

Municipal

Trust

(a)

48,073

493,229

Invesco

Pennsylvania

Value

Municipal

Income

Trust

(a)

15,573

176,131

Invesco

Quality

Municipal

Income

Trust

(a)

65,293

681,659

Invesco

Trust

for

Investment

Grade

Municipals

(a)

81,314

858,676

Invesco

Trust

for

Investment

Grade

New

York

Municipals

(a)

15,945

183,846

Invesco

Value

Municipal

Income

Trust

(a)

65,371

841,978

John

Hancock

Hedged

Equity

&

Income

Fund

(a)

29,249

320,862

John

Hancock

Income

Securities

Trust

(a)

9,867

114,704

John

Hancock

Tax-Advantaged

Dividend

Income

Fund

64,693

1,502,171

Lazard

Global

Total

Return

and

Income

Fund,

Inc.

(a)

19,287

349,866

Liberty

All

Star

Growth

Fund,

Inc.

(a)

21,984

123,330

Neuberger

Berman

Municipal

Fund,

Inc.

46,737

519,248

New

America

High

Income

Fund,

Inc.

(The)

(a)

17,110

142,526

New

Germany

Fund,

Inc.

(The)

(a)

32,818

293,065

Nuveen

Arizona

Quality

Municipal

Income

Fund

(a)

6,536

77,255

Nuveen

California

AMT-Free

Quality

Municipal

Income

Fund

(a)

30,868

419,496

Nuveen

Dow

30sm

Dynamic

Overwrite

Fund

93,680

1,391,148

Nuveen

NASDAQ

100

Dynamic

Overwrite

Fund

(a)

59,254

1,488,460

Nuveen

New

Jersey

Quality

Municipal

Income

Fund

(a)

8,399

109,523

Nuveen

New

York

AMT-Free

Quality

Municipal

Income

Fund

(a)

41,538

465,226

Nuveen

New

York

Quality

Municipal

Income

Fund

(a)

20,462

241,247

Nuveen

Pennsylvania

Quality

Municipal

Income

Fund

(a)

23,302

294,071

Nuveen

Preferred

&

Income

Opportunities

Fund

(a)

103,913

838,578

Nuveen

Real

Estate

Income

Fund

(a)

58,284

542,041

Nuveen

S&P

500

Buy-Write

Income

Fund

147,266

2,020,489

Nuveen

S&P

500

Dynamic

Overwrite

Fund

(a)

2,979

49,988

Nuveen

Virginia

Quality

Municipal

Income

Fund

(a)

6,699

87,288

PIMCO

California

Municipal

Income

Fund

II

(a)

6,679

41,944

Pioneer

Municipal

High

Income

Advantage

Fund,

Inc.

50,714

448,312

Pioneer

Municipal

High

Income

Fund

Trust

(a)

66,119

634,742

Putnam

Municipal

Opportunities

Trust

338

3,684

INVESTMENTS

SHARES

VALUE

($)

Financials

-

4.1%

(continued)

Royce

Micro-Cap

Trust,

Inc.

70,705

679,475

Royce

Small-Cap

Trust,

Inc.

142,653

2,239,652

Sprott

Focus

Trust,

Inc.

24,772

191,240

SRH

Total

Return

Fund,

Inc.

83,012

1,311,590

Swiss

Helvetia

Fund,

Inc.

(The)

14,911

133,453

Templeton

Emerging

Markets

Fund

19,804

268,146

Tri-Continental

Corp.

21,333

704,842

Virtus

Dividend

Interest

&

Premium

Strategy

Fund

127,319

1,660,240

Virtus

Total

Return

Fund,

Inc.

160,732

996,538

Voya

Global

Advantage

and

Premium

Opportunity

Fund

12,090

114,855

Voya

Global

Equity

Dividend

and

Premium

Opportunity

Fund

87,822

495,316

Western

Asset

Managed

Municipals

Fund,

Inc.

63,133

684,362

Total

Financials

82,255,248

TOTAL

CLOSED-END

FUNDS

(Cost

$71,847,538)

82,255,248

PRINCIPAL

AMOUNT

CORPORATE

BONDS

-

6.4%

Communication

Services

-

1

.5

%

Diversified

Telecommunication

Services

-

0

.7

%

Frontier

Communications

Holdings

LLC

5.88%,

11/1/2029

(2)

$

9,199,250

9,131,257

6.00%,

1/15/2030

(2)(f)

4,617,000

4,608,979

13,740,236

Media

-

0

.8

%

DISH

DBS

Corp.

5.88%,

11/15/2024

(2)

15,400,000

15,310,844

iHeartCommunications,

Inc.

6.38%,

5/1/2026

(2)

423

370

15,311,214

Total

Communication

Services

29,051,450

Consumer

Discretionary

-

1

.5

%

Broadline

Retail

-

1

.5

%

NMG

Holding

Co.,

Inc.

8.50%,

10/1/2028

(2)(f)

25,565,000

26,020,301

Wayfair

LLC

7.25%,

10/31/2029

(2)(f)

3,762,000

3,854,019

29,874,320

Total

Consumer

Discretionary

29,874,320

Consumer

Staples

-

0

.6

%

Tobacco

-

0

.6

%

Vector

Group

Ltd.

10.50%,

11/1/2026

(2)(f)

12,495,000

12,635,544

Energy

-

0

.7

%

Energy

Equipment

&

Services

-

0

.7

%

KCA

Deutag

UK

Finance

plc

(United

Kingdom)

9.88%,

12/1/2025

(2)(f)

13,294,512

13,361,038

36

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Oil,

Gas

&

Consumable

Fuels

-

0

.0

%

†

Black

Elk

Energy

Escrow

13.75%,

12/1/2015

(3)(g)

$

2,833,436

123,254

Total

Energy

13,484,292

Financials

-

0

.3

%

Capital

Markets

-

0

.2

%

Coinbase

Global,

Inc.

3.38%,

10/1/2028

(2)(f)

5,002,000

4,494,152

Financial

Services

-

0

.1

%

Global

Payments,

Inc.

2.90%,

5/15/2030

(2)

1,750,000

1,593,937

Total

Financials

6,088,089

Industrials

-

1

.0

%

Passenger

Airlines

-

1

.0

%

Hawaiian

Brand

Intellectual

Property

Ltd.

11.00%,

4/15/2029

(2)(f)

19,057,500

19,133,730

Materials

-

0

.1

%

Metals

&

Mining

-

0

.1

%

United

States

Steel

Corp.

6.88%,

3/1/2029

(2)

1,937,000

1,964,895

Real

Estate

-

0

.3

%

Health

Care

REITs

-

0

.3

%

Diversified

Healthcare

Trust

9.75%,

6/15/2025

(2)

6,375,000

6,382,817

Utilities

-

0

.4

%

Gas

Utilities

-

0

.4

%

Ferrellgas

LP

5.38%,

4/1/2026

(2)(f)

5,070,000

5,058,219

5.88%,

4/1/2029

(2)(f)

3,920,000

3,668,296

8,726,515

Independent

Power

and

Renewable

Electricity

Producers

-

0

.0

%

†

Aegean

Marine

Petroleum

Network,

Inc.

Escrow

0.00%,

12/15/2022

(3)(g)

2,375,000

2,375

Total

Utilities

8,728,890

TOTAL

CORPORATE

BONDS

(Cost

$128,686,723)

127,344,027

CONVERTIBLE

BONDS

-

60.5%

Communication

Services

-

3

.5

%

Entertainment

-

2

.3

%

Eventbrite,

Inc.

0.75%,

9/15/2026

(2)(a)

7,400,000

6,381,525

Live

Nation

Entertainment,

Inc.

3.13%,

1/15/2029

(2)(a)

11,175,000

13,742,325

Sea

Ltd.

(Singapore)

2.38%,

12/1/2025

(2)(a)

21,025,000

25,187,950

45,311,800

Interactive

Media

&

Services

-

1

.1

%

Snap,

Inc.

0.13%,

3/1/2028

(2)(a)

27,200,000

21,719,200

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Media

-

0

.1

%

Liberty

Media

Corp.

2.38%,

9/30/2053

(2)(a)(f)

$

1,771,000

2,113,689

Total

Communication

Services

69,144,689

Consumer

Discretionary

-

13

.4

%

Automobile

Components

-

0

.8

%

Patrick

Industries,

Inc.

1.75%,

12/1/2028

(2)(a)

11,087,000

16,697,022

Automobiles

-

2

.1

%

Ford

Motor

Co.

0.00%,

3/15/2026

(2)(a)

23,795,000

23,283,407

Winnebago

Industries,

Inc.

1.50%,

4/1/2025

(2)(a)

8,175,000

8,553,170

3.25%,

1/15/2030

(2)(a)(f)

9,482,000

9,297,101

41,133,678

Broadline

Retail

-

1

.3

%

Etsy,

Inc.

0.13%,

10/1/2026

(2)(a)

9,475,000

9,342,350

0.25%,

6/15/2028

(2)(a)

6,150,000

5,019,538

Match

Group

Financeco

3,

Inc.

2.00%,

1/15/2030

(2)(a)(f)

13,135,000

11,760,711

26,122,599

Diversified

Consumer

Services

-

1

.9

%

Stride,

Inc.

1.13%,

9/1/2027

(2)(a)

22,125,000

37,236,375

Hotels,

Restaurants

&

Leisure

-

7

.0

%

Airbnb,

Inc.

0.00%,

3/15/2026

(2)(a)

24,050,000

22,377,922

Carnival

Corp.

5.75%,

12/1/2027

(2)(a)

29,070,000

46,744,560

DraftKings

Holdings,

Inc.

0.00%,

3/15/2028

(2)(a)

19,100,000

16,531,050

MakeMyTrip

Ltd.

(India)

0.00%,

2/15/2028

(2)(a)

10,742,000

26,054,721

Marriott

Vacations

Worldwide

Corp.

3.25%,

12/15/2027

(2)(a)

15,000,000

13,815,000

NCL

Corp.

Ltd.

1.13%,

2/15/2027

(2)(a)

16,337,000

15,803,149

141,326,402

Specialty

Retail

-

0

.3

%

Wayfair,

Inc.

1.13%,

11/1/2024

(2)(a)

6,113,000

5,990,740

Total

Consumer

Discretionary

268,506,816

Consumer

Staples

-

0

.8

%

Beverages

-

0

.5

%

MGP

Ingredients,

Inc.

1.88%,

11/15/2041

(2)(a)

9,150,000

9,740,790

Consumer

Staples

Distribution

&

Retail

-

0

.3

%

Chefs'

Warehouse,

Inc.

(The)

2.38%,

12/15/2028

(2)(a)

6,151,000

7,196,370

Total

Consumer

Staples

16,937,160

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

37

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Energy

-

2

.5

%

Energy

Equipment

&

Services

-

1

.2

%

Transocean,

Inc.

4.63%,

9/30/2029

(2)(a)

$

16,325,000

24,112,025

Oil,

Gas

&

Consumable

Fuels

-

1

.3

%

Green

Plains,

Inc.

2.25%,

3/15/2027

(2)(a)

1,700,000

1,467,194

Kosmos

Energy

Ltd.

(Ghana)

3.13%,

3/15/2030

(2)(a)(f)

5,412,000

4,997,982

World

Kinect

Corp.

3.25%,

7/1/2028

(2)(a)

16,550,000

20,091,700

26,556,876

Total

Energy

50,668,901

Financials

-

4

.8

%

Capital

Markets

-

2

.4

%

Coinbase

Global,

Inc.

0.25%,

4/1/2030

(2)(a)(f)

9,000,000

8,140,500

HAT

Holdings

I

LLC

0.00%,

5/1/2025

(2)(a)(f)

14,217,000

15,062,911

JPMorgan

Chase

Financial

Co.

LLC

0.50%,

6/15/2027

(2)(a)

11,750,000

11,820,500

WisdomTree,

Inc.

3.25%,

8/15/2029

(2)(a)(f)

12,575,000

12,983,688

48,007,599

Consumer

Finance

-

1

.2

%

EZCORP,

Inc.

2.38%,

5/1/2025

(2)(a)

1,540,000

1,507,446

3.75%,

12/15/2029

(2)(a)(f)

9,325,000

11,255,275

SoFi

Technologies,

Inc.

1.25%,

3/15/2029

(2)(a)(f)

10,355,000

11,028,075

23,790,796

Financial

Services

-

1

.2

%

Repay

Holdings

Corp.

2.88%,

7/15/2029

(2)(a)(f)

13,400,000

13,011,400

Shift4

Payments,

Inc.

0.50%,

8/1/2027

(2)(a)

11,450,000

11,770,600

24,782,000

Total

Financials

96,580,395

Health

Care

-

7

.5

%

Biotechnology

-

2

.2

%

Bridgebio

Pharma,

Inc.

2.25%,

2/1/2029

(2)(a)

7,125,000

5,949,375

Exact

Sciences

Corp.

1.75%,

4/15/2031

(2)(a)(f)

7,600,000

7,686,229

Halozyme

Therapeutics,

Inc.

0.25%,

3/1/2027

(2)(a)

10,378,000

10,386,619

1.00%,

8/15/2028

(2)(a)

7,228,000

8,583,250

Ionis

Pharmaceuticals,

Inc.

1.75%,

6/15/2028

(2)(a)

2,250,000

2,329,875

Sarepta

Therapeutics,

Inc.

1.25%,

9/15/2027

(2)(a)

5,475,000

6,205,913

Travere

Therapeutics,

Inc.

2.25%,

3/1/2029

(2)(a)

4,200,000

3,607,800

44,749,061

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Health

Care

Equipment

&

Supplies

-

1

.7

%

CONMED

Corp.

2.25%,

6/15/2027

(2)(a)

$

7,925,000

7,351,849

Dexcom,

Inc.

0.25%,

11/15/2025

(2)(a)

8,750,000

8,316,875

Envista

Holdings

Corp.

1.75%,

8/15/2028

(2)(a)

11,050,000

9,979,531

Merit

Medical

Systems,

Inc.

3.00%,

2/1/2029

(2)(a)(f)

5,675,000

7,386,013

33,034,268

Health

Care

Providers

&

Services

-

0

.9

%

Guardant

Health,

Inc.

0.00%,

11/15/2027

(2)(a)

22,725,000

18,183,490

Health

Care

Technology

-

0

.8

%

Evolent

Health,

Inc.

3.50%,

12/1/2029

(2)(a)(f)

7,474,000

8,038,287

Teladoc

Health,

Inc.

1.25%,

6/1/2027

(2)(a)

7,775,000

6,713,712

Veradigm,

Inc.

0.88%,

1/1/2027

(2)(a)

1,825,000

1,996,094

16,748,093

Life

Sciences

Tools

&

Services

-

0

.0

%

†

Inotiv,

Inc.

3.25%,

10/15/2027

(2)(a)

1,557,000

381,468

Pharmaceuticals

-

1

.9

%

ANI

Pharmaceuticals,

Inc.

2.25%,

9/1/2029

(2)(a)(f)

10,385,000

10,936,703

Innoviva,

Inc.

2.13%,

3/15/2028

(2)(a)

13,373,000

12,998,881

Jazz

Investments

I

Ltd.

2.00%,

6/15/2026

(2)(a)

7,600,000

7,573,400

Revance

Therapeutics,

Inc.

1.75%,

2/15/2027

(2)

7,049,000

5,958,520

37,467,504

Total

Health

Care

150,563,884

Industrials

-

5

.4

%

Construction

&

Engineering

-

0

.5

%

Fluor

Corp.

1.13%,

8/15/2029

(2)(a)

7,688,000

9,387,048

Electrical

Equipment

-

0

.8

%

Array

Technologies,

Inc.

1.00%,

12/1/2028

(2)(a)

8,025,000

5,958,072

Bloom

Energy

Corp.

3.00%,

6/1/2028

(2)(a)

8,265,000

7,596,787

3.00%,

6/1/2029

(2)(a)(f)

4,070,000

3,461,215

17,016,074

Ground

Transportation

-

0

.7

%

Lyft,

Inc.

1.50%,

5/15/2025

(2)(a)

14,125,000

13,715,375

Machinery

-

0

.6

%

Greenbrier

Cos.,

Inc.

(The)

2.88%,

4/15/2028

(2)(a)

10,685,000

11,721,445

38

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Passenger

Airlines

-

2

.4

%

American

Airlines

Group,

Inc.

6.50%,

7/1/2025

(2)(a)

$

30,243,000

31,014,196

Southwest

Airlines

Co.

1.25%,

5/1/2025

(2)(a)

17,150,000

17,277,394

48,291,590

Professional

Services

-

0

.4

%

CSG

Systems

International,

Inc.

3.88%,

9/15/2028

(2)(a)

7,680,000

7,653,120

Total

Industrials

107,784,652

Information

Technology

-

17

.7

%

Communications

Equipment

-

0

.1

%

Lumentum

Holdings,

Inc.

0.50%,

6/15/2028

(2)(a)

3,631,000

3,138,999

Electronic

Equipment,

Instruments

&

Components

-

0

.7

%

Vishay

Intertechnology,

Inc.

2.25%,

9/15/2030

(2)(a)

14,751,000

13,504,541

IT

Services

-

1

.5

%

Akamai

Technologies,

Inc.

1.13%,

2/15/2029

(2)(a)

5,225,000

5,295,537

Cloudflare,

Inc.

0.00%,

8/15/2026

(2)(a)

11,375,000

10,510,500

DigitalOcean

Holdings,

Inc.

0.00%,

12/1/2026

(2)(a)

11,105,000

9,805,715

Snowflake,

Inc.

0.00%,

10/1/2029

(2)(a)(f)

4,946,000

5,082,015

30,693,767

Semiconductors

&

Semiconductor

Equipment

-

2

.7

%

MACOM

Technology

Solutions

Holdings,

Inc.

0.25%,

3/15/2026

(2)(a)

15,770,000

22,283,010

Microchip

Technology,

Inc.

0.13%,

11/15/2024

(2)(a)

16,088,000

16,015,604

ON

Semiconductor

Corp.

0.50%,

3/1/2029

(2)(a)

10,000,000

10,110,000

SMART

Global

Holdings,

Inc.

2.00%,

8/15/2030

(2)(a)(f)

5,422,000

5,478,931

53,887,545

Software

-

10

.5

%

Alarm.com

Holdings,

Inc.

2.25%,

6/1/2029

(2)(a)(f)

3,223,000

3,057,015

Bentley

Systems,

Inc.

0.38%,

7/1/2027

(2)(a)

14,449,000

13,321,978

BILL

Holdings,

Inc.

0.00%,

4/1/2027

(2)(a)

11,417,000

10,086,919

BlackLine,

Inc.

0.00%,

3/15/2026

(2)(a)

350,000

326,375

1.00%,

6/1/2029

(2)(a)(f)

7,152,000

7,473,840

Cerence,

Inc.

1.50%,

7/1/2028

(2)(a)

6,037,000

3,195,984

CyberArk

Software

Ltd.

0.00%,

11/15/2024

(2)(a)

21,872,000

40,463,200

Dropbox,

Inc.

0.00%,

3/1/2026

(2)(a)

23,450,000

22,687,875

0.00%,

3/1/2028

(2)(a)

9,300,000

8,968,688

Five9,

Inc.

1.00%,

3/15/2029

(2)(a)(f)

4,300,000

3,609,850

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Software

-

10.5%

(continued)

InterDigital,

Inc.

3.50%,

6/1/2027

(2)(a)

$

18,710,000

34,642,878

MicroStrategy,

Inc.

0.63%,

9/15/2028

(2)(a)(f)

15,750,000

18,939,375

PagerDuty,

Inc.

1.50%,

10/15/2028

(2)(a)(f)

15,399,000

15,398,740

Rapid7,

Inc.

1.25%,

3/15/2029

(2)(a)

7,500,000

7,046,579

Zscaler,

Inc.

0.13%,

7/1/2025

(2)(a)

17,325,000

21,136,500

210,355,796

Technology

Hardware,

Storage

&

Peripherals

-

2

.2

%

Super

Micro

Computer,

Inc.

0.00%,

3/1/2029

(2)(a)(f)

23,400,000

18,883,800

Western

Digital

Corp.

3.00%,

11/15/2028

(2)(a)(f)

16,575,000

24,564,150

43,447,950

Total

Information

Technology

355,028,598

Real

Estate

-

0

.8

%

Office

REITs

-

0

.8

%

COPT

Defense

Properties

LP

5.25%,

9/15/2028

(2)(a)(f)

13,464,000

15,497,064

Utilities

-

4

.1

%

Electric

Utilities

-

2

.7

%

Alliant

Energy

Corp.

3.88%,

3/15/2026

(2)(a)

8,450,000

8,826,025

Duke

Energy

Corp.

4.13%,

4/15/2026

(2)(a)

8,400,000

8,891,400

Evergy,

Inc.

4.50%,

12/15/2027

(2)(a)(f)

6,016,000

6,623,616

FirstEnergy

Corp.

4.00%,

5/1/2026

(2)(a)

16,377,000

17,138,530

Pinnacle

West

Capital

Corp.

4.75%,

6/15/2027

(2)(a)(f)

5,423,000

5,867,686

Southern

Co.

(The)

4.50%,

6/15/2027

(2)(a)(f)

6,000,000

6,564,000

53,911,257

Multi-Utilities

-

1

.4

%

CenterPoint

Energy,

Inc.

4.25%,

8/15/2026

(2)(a)

18,484,000

18,715,050

WEC

Energy

Group,

Inc.

4.38%,

6/1/2027

(2)(a)(f)

4,359,000

4,742,382

4.38%,

6/1/2029

(2)(a)(f)

4,950,000

5,477,175

28,934,607

Total

Utilities

82,845,864

TOTAL

CONVERTIBLE

BONDS

(Cost

$1,156,005,093)

1,213,558,023

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

39

(Continued)

INVESTMENTS

NO.

OF

RIGHTS

VALUE

($)

RIGHTS

-

0.0%

†

Financials

-

0

.0

%

†

Capital

Markets

-

0

.0

%

†

Aquaron

Acquisition

Corp.,

expiring

10/6/2024

(3)*(a)(d)

35,605

7,121

Bannix

Acquisition

Corp.,

expiring

10/11/2024

(2)*(a)(d)

26,277

1,892

Bellevue

Life

Sciences

Acquisition

Corp.,

expiring

10/14/2024

(3)*(a)(d)

25,053

2,613

Breeze

Holdings

Acquisition

Corp.,

expiring

10/26/2024

(2)*(a)(d)

55,000

4,428

Broad

Capital

Acquisition

Corp.,

expiring

10/13/2024

*(a)(d)

69,739

8,369

Clean

Energy

Special

Situations

Corp.,

expiring

12/28/2024

(2)*(d)

40,212

33,778

DT

Cloud

Star

Acquisition

Corp.,

expiring

10/25/2025

(2)*(a)(d)

145,129

17,430

ESH

Acquisition

Corp.,

expiring

12/16/2024

(2)*(a)(d)

97,905

8,812

Eureka

Acquisition

Corp.,

expiring

7/2/2025

*(a)(d)

22,702

4,767

Flag

Ship

Acquisition

Corp.,

expiring

6/18/2026

(2)*(a)(d)

86,443

10,321

Global

Blockchain

Acquisition

Corp.,

expiring

10/12/2024

*(a)(d)

161,196

12,428

Global

Star

Acquisition,

Inc.,

expiring

10/22/2024

*(a)(d)

50,064

6,508

Globalink

Investment,

Inc.,

expiring

10/9/2024

*(a)(d)

74,843

8,981

Goldenstone

Acquisition

Ltd.,

expiring

10/21/2024

*(a)(d)

32,200

6,118

IB

Acquisition

Corp.,

expiring

9/26/2025

(2)*(a)(d)

43,870

3,071

Inception

Growth

Acquisition

Ltd.,

expiring

10/13/2024

(2)*(a)(d)

112,518

13,502

Iron

Horse

Acquisitions

Corp.,

expiring

12/27/2024

(2)*(a)(d)

63,190

10,742

Mercer

Park

Opportunities

Corp.,

expiring

1/22/2026

(2)*(a)(d)

457,730

32,041

Metal

Sky

Star

Acquisition

Corp.,

expiring

4/5/2025

(2)*(a)(d)

103,342

5,178

NorthView

Acquisition

Corp.,

expiring

10/22/2024

*(a)(d)

154,598

7,900

PHP

Ventures

Acquisition

Corp.,

expiring

10/16/2024

(3)*(d)

29,400

–

Qomolangma

Acquisition

Corp.,

expiring

10/29/2024

(3)*(d)

23,684

4,737

Quetta

Acquisition

Corp.,

expiring

1/11/2025

*(d)

1,196

1,555

RF

Acquisition

Corp.,

expiring

10/28/2024

*(d)

114,573

13,749

RF

Acquisition

Corp.

II,

expiring

11/17/2025

*(d)

46,579

3,447

Sagaliam

Acquisition

Corp.,

expiring

11/25/2025

(3)*(d)

70,003

–

Trailblazer

Merger

Corp.

I,

expiring

10/30/2024

(2)*(d)

149,105

22,649

Welsbach

Technology

Metals

Acquisition

Corp.,

expiring

6/30/2025

(2)*(d)

9,289

938

INVESTMENTS

NO.

OF

RIGHTS

VALUE

($)

Capital

Markets

-

0.0%

†

(continued)

Yotta

Acquisition

Corp.,

expiring

10/22/2024

*(d)

68,693

6,189

Total

Financials

259,264

Health

Care

-

0

.0

%

Biotechnology

-

0

.0

%

Ambit

Biosciences

Corp.,

CVR

(3)*

146,272

–

Tobira

Therapeutics,

Inc.,

CVR

(3)*

11,880

–

Total

Health

Care

–

TOTAL

RIGHTS

(Cost

$–)

259,264

NO.

OF

WARRANTS

WARRANTS

-

0.1%

Communication

Services

-

0

.0

%

†

Media

-

0

.0

%

HWH

International,

Inc.,

expiring

2/2/2027

(3)*

52,991

–

a

Wireless

Telecommunication

Services

-

0

.0

%

†

Foxx

Development

Holdings,

Inc.,

expiring

9/26/2029

*(a)

25,736

5,945

a

Total

Communication

Services

5,945

Consumer

Discretionary

-

0

.0

%

†

Automobile

Components

-

0

.0

%

†

MKD

Tech,

Inc.,

expiring

7/31/2029

(2)*(a)

14,755

270

a

Automobiles

-

0

.0

%

†

Srivaru

Holding

Ltd.,

expiring

5/30/2028

(India)

*

65,631

985

Thunder

Power

Holdings,

Inc.,

expiring

6/1/2029

(3)*

94,079

1,900

2,885

Hotels,

Restaurants

&

Leisure

-

0

.0

%

†

Hall

of

Fame

Resort

&

Entertainment

Co.,

expiring

7/1/2025

*(a)

62,232

622

a

Total

Consumer

Discretionary

3,777

Energy

-

0

.0

%

†

Oil,

Gas

&

Consumable

Fuels

-

0

.0

%

†

Brooge

Energy

Ltd.,

expiring

12/20/2024

(United

Arab

Emirates)

*

46,972

169

EON

Resources,

Inc.,

expiring

11/15/2028

(2)*

977

49

Total

Energy

218

40

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Financials

-

0

.1

%

Capital

Markets

-

0

.1

%

Achari

Ventures

Holdings

Corp.

I,

expiring

10/19/2024

(2)*(d)

38,330

249

Aetherium

Acquisition

Corp.,

expiring

10/29/2024

(3)*(d)

175,712

5,500

AltEnergy

Acquisition

Corp.,

expiring

11/2/2024

*(a)(d)

61,463

688

Arogo

Capital

Acquisition

Corp.,

expiring

10/29/2024

(2)*(a)(d)

96,774

687

Athena

Technology

Acquisition

Corp.

II,

expiring

10/14/2024

(2)*(a)(d)

319,116

8,457

Atlantic

Coastal

Acquisition

Corp.

II,

expiring

10/19/2024

(2)*(a)(d)

206,631

9,505

Ault

Disruptive

Technologies

Corp.,

expiring

12/20/2024

*(a)(d)

54,855

175

Bannix

Acquisition

Corp.,

expiring

10/11/2024

*(a)(d)

26,277

526

Bellevue

Life

Sciences

Acquisition

Corp.,

expiring

10/14/2024

(2)*(a)(d)

25,053

526

Berenson

Acquisition

Corp.

I,

expiring

10/31/2024

(3)*(d)

15,392

135

Breeze

Holdings

Acquisition

Corp.,

expiring

10/26/2024

*(a)(d)

55,000

11,550

BurTech

Acquisition

Corp.,

expiring

10/15/2024

*(a)(d)

447,209

90,560

byNordic

Acquisition

Corp.,

expiring

10/12/2024

(2)*(a)(d)

69,207

4,844

Canna-Global

Acquisition

Corp.,

expiring

11/3/2024

(3)*(a)(d)

188,580

1,358

Centurion

Acquisition

Corp.,

expiring

6/11/2026

*(a)(d)

384,082

34,606

CF

Acquisition

Corp.

VII,

expiring

10/20/2024

*(a)(d)

48,764

2,438

Chenghe

Acquisition

II

Co.,

expiring

6/7/2026

(Singapore)

*(a)(d)

139,243

9,747

Churchill

Capital

Corp.

IX,

expiring

5/2/2026

(2)*(a)(d)

3,010

1,204

Clean

Energy

Special

Situations

Corp.,

expiring

12/28/2024

(3)*(d)

20,106

201

Concord

Acquisition

Corp.

II,

expiring

3/3/2025

*(a)(d)

95,464

3,341

Corner

Growth

Acquisition

Corp.,

expiring

10/31/2024

(3)*(d)

110,400

22,080

Direct

Selling

Acquisition

Corp.,

expiring

10/28/2024

(3)*(a)(d)

51,291

1,539

dMY

Squared

Technology

Group,

Inc.,

expiring

10/29/2024

(2)*(a)(d)

6,140

676

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Capital

Markets

-

0.1%

(continued)

DUET

Acquisition

Corp.,

expiring

10/24/2024

(2)*(a)(d)

73,788

1,867

Everest

Consolidator

Acquisition

Corp.,

expiring

10/28/2024

*(a)(d)

65,508

1,946

ExcelFin

Acquisition

Corp.,

expiring

10/2/2024

*(d)

67,393

10,055

Focus

Impact

Acquisition

Corp.,

expiring

10/1/2024

(2)*(d)

50,858

1,373

Focus

Impact

BH3

Acquisition

Co.,

expiring

2/7/2025

*(a)(d)

42,289

1,480

Fortune

Rise

Acquisition

Corp.,

expiring

10/5/2024

(2)*(a)(d)

49,324

1,342

Four

Leaf

Acquisition

Corp.,

expiring

10/22/2024

*(a)(d)

111,000

6,660

FTAC

Emerald

Acquisition

Corp.,

expiring

12/20/2024

*(a)(d)

118,863

23,773

Future

Health

ESG

Corp.,

expiring

12/31/2024

(3)*(d)

45,911

2,112

FutureTech

II

Acquisition

Corp.,

expiring

10/18/2024

*(a)(d)

38,964

951

GigCapital7

Corp.,

expiring

5/29/2026

*(a)(d)

479,330

31,156

Global

Blockchain

Acquisition

Corp.,

expiring

10/12/2024

*(a)(d)

161,196

2,724

Global

Star

Acquisition,

Inc.,

expiring

10/22/2024

(2)*(a)(d)

50,064

1,101

Globalink

Investment,

Inc.,

expiring

10/9/2024

(2)*(a)(d)

74,843

1,871

Goal

Acquisitions

Corp.,

expiring

5/8/2025

(2)*(a)(d)

84,630

846

Goldenstone

Acquisition

Ltd.,

expiring

10/21/2024

(2)*(a)(d)

32,200

805

Gores

Holdings

IX,

Inc.,

expiring

12/6/2024

(2)*(a)(d)

552,098

41,407

GP-Act

III

Acquisition

Corp.,

expiring

5/9/2026

*(a)(d)

30,923

3,401

Graf

Global

Corp.,

expiring

6/26/2026

*(a)(d)

338,011

50,668

HCM

II

Acquisition

Corp.,

expiring

8/16/2026

(acquired

8/16/2024,

Cost

$73,836)

(3)*(c)(d)

73,836

73,836

Hennessy

Capital

Investment

Corp.

VI,

expiring

3/30/2025

*(a)(d)

232,490

16,274

Inception

Growth

Acquisition

Ltd.,

expiring

10/13/2024

(2)*(a)(d)

56,259

2,256

Insight

Acquisition

Corp.,

expiring

10/7/2024

(2)*(d)

25,170

1,286

Integral

Acquisition

Corp.

1,

expiring

10/5/2024

(2)*(a)(d)

53,808

2,421

Integrated

Rail

and

Resources

Acquisition

Corp.,

expiring

10/15/2024

(3)*(a)(d)

54,219

2,169

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

41

(Continued)

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Capital

Markets

-

0.1%

(continued)

InterPrivate

III

Financial

Partners,

Inc.,

expiring

12/31/2027

(3)*(d)

16,500

167

Iris

Acquisition

Corp.,

expiring

10/31/2024

(3)*(d)

63,888

639

Iron

Horse

Acquisitions

Corp.,

expiring

12/27/2024

(2)*(a)(d)

63,190

1,896

Launch

One

Acquisition

Corp.,

expiring

7/12/2026

(acquired

7/11/2024,

Cost

$73,836)

(3)*(c)(d)

73,836

73,836

Launch

One

Acquisition

Corp.,

expiring

7/12/2026

*(a)(d)

312,978

25,633

Learn

CW

Investment

Corp.,

expiring

10/13/2024

*(d)

13,352

1,135

Legato

Merger

Corp.

III,

expiring

2/6/2026

(2)*(a)(d)

53,436

8,010

Lionheart

Holdings,

expiring

6/18/2026

*(a)(d)

263,150

20,868

Maquia

Capital

Acquisition

Corp.,

expiring

1/7/2025

*(a)(d)

113,500

2,609

Marblegate

Acquisition

Corp.,

expiring

4/5/2025

(2)*(a)(d)

573,387

19,724

Melar

Acquisition

Corp.

I,

expiring

6/18/2026

*(a)(d)

125,905

17,312

Mercer

Park

Opportunities

Corp.,

expiring

1/22/2026

(Cayman

Islands)

(2)*(a)(d)

457,730

32,041

Metal

Sky

Star

Acquisition

Corp.,

expiring

4/5/2025

*(a)(d)

103,342

868

New

Providence

Acquisition

Corp.

II,

expiring

11/9/2024

(2)*(a)(d)

41,859

1,256

Newbury

Street

Acquisition

Corp.,

expiring

10/25/2024

(3)*(a)(d)

88,000

7,920

Northern

Star

Investment

Corp.

II,

expiring

1/31/2028

(3)*(d)

16,500

86

Northern

Star

Investment

Corp.

III,

expiring

2/25/2028

(2)*(a)(d)

13,777

14

Northern

Star

Investment

Corp.

IV,

expiring

12/31/2027

(2)*(a)(d)

13,777

14

NorthView

Acquisition

Corp.,

expiring

10/22/2024

*(a)(d)

77,299

2,783

OCA

Acquisition

Corp.,

expiring

10/20/2024

(2)*(d)

55,769

1,394

Papaya

Growth

Opportunity

Corp.

I,

expiring

10/19/2024

*(d)

206,644

5,993

PHP

Ventures

Acquisition

Corp.,

expiring

10/16/2024

(3)*(d)

14,700

648

PMV

Consumer

Acquisition

Corp.,

expiring

8/31/2027

(2)*(d)

146,000

44

PowerUp

Acquisition

Corp.,

expiring

2/17/2025

*(d)

226,462

9,579

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Capital

Markets

-

0.1%

(continued)

Priveterra

Acquisition

Corp.

II,

expiring

10/12/2024

(3)*(d)

72,083

1,442

Qomolangma

Acquisition

Corp.,

expiring

10/29/2024

(2)*(d)

23,684

341

Relativity

Acquisition

Corp.,

expiring

10/15/2024

(3)*(d)

89,748

–

RF

Acquisition

Corp.,

expiring

10/28/2024

(3)*(d)

114,573

2,314

Roth

CH

Acquisition

V

Co.,

expiring

11/3/2024

*(d)

14,143

668

ShoulderUp

Technology

Acquisition

Corp.,

expiring

11/19/2024

*(d)

108,870

1,922

SilverBox

Corp.

III,

expiring

11/2/2024

*(d)

35,738

3,577

SIM

Acquisition

Corp.

I,

expiring

7/10/2026

*(d)

299,540

26,959

SIM

Acquisition

Corp.

I,

expiring

7/10/2026

(acquired

7/11/2024,

Cost

$54,951)

(3)*(c)(d)

54,951

54,951

Southport

Acquisition

Corp.,

expiring

12/14/2024

(2)*(d)

182,986

14,639

Thunder

Bridge

Capital

Partners

IV,

Inc.,

expiring

1/2/2025

(2)*(d)

64,400

9,016

Vision

Sensing

Acquisition

Corp.,

expiring

11/3/2024

(2)*(d)

38,412

1,679

Voyager

Acquisition

Corp.,

expiring

8/9/2026

(acquired

8/9/2024,

Cost

$93,741)

(3)*(c)(d)

93,741

93,741

Western

Acquisition

Ventures

Corp.,

expiring

10/11/2024

(2)*(d)

67,539

1,472

Yotta

Acquisition

Corp.,

expiring

10/22/2024

*(d)

68,693

1,443

Zalatoris

Acquisition

Corp.,

expiring

10/14/2024

(2)*(d)

54,960

550

943,555

Financial

Services

-

0

.0

%

†

26

Capital

Acquisition

Corp.,

expiring

12/31/2027

(3)*(d)

74,200

482

a

Insurance

-

0

.0

%

†

Sagicor

Financial

Co.

Ltd.,

expiring

12/5/2024

(Canada)

(3)*

76,623

283

a

Mortgage

Real

Estate

Investment

Trusts

(REITs)

-

0

.0

%

†

Broadmark

Realty

Capital,

Inc.,

expiring

11/15/2024

(3)*

255,656

1,304

a

Total

Financials

945,624

42

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Health

Care

-

0

.0

%

†

Biotechnology

-

0

.0

%

†

Carmell

Corp.,

expiring

7/12/2028

(3)*(a)

37,593

2,256

ZyVersa

Therapeutics,

Inc.,

expiring

12/20/2026

(3)*

38,655

–

2,256

Health

Care

Equipment

&

Supplies

-

0

.0

%

†

QT

Imaging

Holdings,

Inc.,

expiring

12/31/2028

*

64,744

712

a

Health

Care

Providers

&

Services

-

0

.0

%

†

SBC

Medical

Group

Holdings,

Inc.,

expiring

9/23/2027

*

78,604

11,790

a

Health

Care

Technology

-

0

.0

%

†

iCoreConnect,

Inc.,

expiring

5/15/2028

(3)*(a)

64,791

71

VSee

Health,

Inc.,

expiring

11/4/2028

*

41,461

1,659

1,730

Life

Sciences

Tools

&

Services

-

0

.0

%

†

Conduit

Pharmaceuticals,

Inc.,

expiring

2/3/2027

(2)*

69,216

817

a

Total

Health

Care

17,305

Industrials

-

0

.0

%

†

Commercial

Services

&

Supplies

-

0

.0

%

†

ESGL

Holdings

Ltd.,

expiring

4/13/2028

(Singapore)

*(a)

24,119

266

Royalty

Management

Holding

Corp.,

expiring

5/28/2026

*(a)

29,028

290

556

Construction

&

Engineering

-

0

.0

%

†

Southland

Holdings,

Inc.,

expiring

9/1/2026

*

14,306

5,313

a

Electrical

Equipment

-

0

.0

%

†

ConnectM

Technology

Solutions,

Inc.,

expiring

8/7/2029

(3)*

71,392

728

a

Machinery

-

0

.0

%

†

Nuburu,

Inc.,

expiring

9/7/2027

(2)*(a)

50,138

251

a

Total

Industrials

6,848

Information

Technology

-

0

.0

%

†

Electronic

Equipment,

Instruments

&

Components

-

0

.0

%

†

MultiSensor

AI

Holdings,

Inc.,

expiring

12/19/2028

(2)*(a)

13,932

352

a

Software

-

0

.0

%

†

Banzai

International,

Inc.,

expiring

12/31/2026

*(a)

24,531

199

a

Total

Information

Technology

551

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

Materials

-

0

.0

%

†

Metals

&

Mining

-

0

.0

%

†

Critical

Metals

Corp.,

expiring

6/6/2028

(Austria)

*

10,245

2,459

NioCorp

Developments

Ltd.,

expiring

3/17/2028

(Canada)

*

65,027

7,641

Total

Materials

10,100

Utilities

-

0

.0

%

†

Independent

Power

and

Renewable

Electricity

Producers

-

0

.0

%

†

Alternus

Clean

Energy,

Inc.,

expiring

12/22/2028

(2)*(a)

94,880

19

a

TOTAL

WARRANTS

(Cost

$392,499)

990,387

NO.

OF

UNITS

SECURITIES

IN

LITIGATION

-

0.0%

Health

Care

-

0

.0

%

Health

Care

Equipment

&

Supplies

-

0

.0

%

DEMC

Ltd.,

Class

A

(United

Kingdom)

(acquired

1/24/2014

-

10/29/2015,

Cost

$129,686)

(3)*(c)

12,969

–

DEMC

Ltd.,

Class

A-2

(acquired

2/8/2023,

Cost

$–)

(3)*(c)

368,190,309

–

DEMC

Ltd.,

Class

A-3

(acquired

2/8/2023,

Cost

$–)

(3)*(c)

292,030,544,028

–

DEMC

Ltd.,

Class

A-4

(acquired

2/8/2023,

Cost

$–)

(3)*(c)

40,321,771,424,070

–

DEMC

Ltd.,

Class

B

(acquired

1/27/2014,

Cost

$11)

(3)*(c)

10,488

–

DEMC

Ltd.,

Class

B-2

(Malaysia)

(acquired

4/12/2017,

Cost

$–)

(3)*(c)

513,897,326

–

DEMC

Ltd.,

Class

B-3

(acquired

9/5/2019,

Cost

$–)

(3)*(c)

489,352,292,604

–

DEMC

Ltd.,

Class

B-4

(acquired

1/31/2022,

Cost

$–)

(3)*(c)

40,321,771,424,070

–

Total

Health

Care

–

TOTAL

SECURITIES

IN

LITIGATION

(Cost

$129,697)

–

UNITS

-

3.1%

Financials

-

3

.1

%

Capital

Markets

-

3

.1

%

AA

Mission

Acquisition

Corp.

*(d)

366,239

3,666,052

Andretti

Acquisition

Corp.

II

*(d)

673,298

6,732,980

Andretti

Acquisition

Corp.

II

(acquired

9/6/2024,

Cost

$96,600)

(3)*(c)(d)

9,660

96,600

Black

Spade

Acquisition

II

Co.

(Hong

Kong)

(2)*(d)

543,020

5,408,479

Cayson

Acquisition

Corp.

*(d)

114,486

1,147,150

EQV

Ventures

Acquisition

Corp.

*(d)

860,935

8,549,084

Future

Vision

II

Acquisition

Corp.

(China)

*(d)

150,887

1,511,888

GSR

III

(acquired

9/30/2024,

Cost

$5,600)

(3)*(c)(d)

560

5,600

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

43

(Continued)

INVESTMENTS

NO.

OF

UNITS

VALUE

($)

Capital

Markets

-

3.1%

(continued)

HCM

II

Acquisition

Corp.

*(d)

640,025

6,393,850

M3-Brigade

Acquisition

V

Corp.

*(d)

854,034

8,565,961

Silverbox

Corp.

IV

*(d)

643,617

6,455,478

SilverBox

IV

Units

(acquired

8/16/2024,

Cost

$85,370)

(2)*(c)(d)

8,537

85,626

Vine

Hill

Capital

Investment

Corp.

*(d)

599,722

5,997,220

Voyager

Acquisition

Corp.

*(d)

583,336

5,833,360

YHN

Acquisition

I

Ltd.

(Hong

Kong)

(2)*(d)

151,864

1,520,159

Total

Financials

61,969,487

TOTAL

UNITS

(Cost

$62,010,773)

61,969,487

SHARES

SHORT-TERM

INVESTMENTS

-

37.5%

INVESTMENT

COMPANIES

-

28

.5

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(h)(i)

54,973,802

54,973,802

Limited

Purpose

Cash

Investment

Fund,

4.90%

(h)(j)

516,288,602

516,133,715

TOTAL

INVESTMENT

COMPANIES

(Cost

$571,006,830)

571,107,517

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

9

.0

%

U.S.

Treasury

Bills

5.26%,

10/10/2024

(2)(a)(k)(l)

$

108,738,000

108,611,728

5.29%,

10/17/2024

(2)(k)(l)

19,164,000

19,123,947

5.30%,

10/24/2024

(2)(k)(l)

35,000,000

34,894,400

5.30%,

10/31/2024

(2)(k)(l)

17,462,000

17,393,964

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$179,990,366)

180,024,039

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$750,997,196)

751,131,556

NO.

OF

CONTRACTS

PURCHASED

OPTIONS

-

0.1%

Put

Option

-

0

.1

%

Exchange

Traded

Communication

Services

-

0

.0

%

†

Entertainment

-

0

.0

%

†

Sea

Ltd.

Exercise

Price

USD

30.00

Notional

Amount

USD

41,568,052

Expiration

Date

12/19/2025

4,409

564,352

INVESTMENTS

NO.

OF

CONTRACTS

VALUE

($)

Information

Technology

-

0

.1

%

Software

-

0

.0

%

†

Cerence,

Inc.

Exercise

Price

USD

2.50

Notional

Amount

USD

1,462,545

Expiration

Date

12/20/2024

4,643

92,860

MicroStrategy,

Inc.

Exercise

Price

USD

25.00

Notional

Amount

USD

53,109,000

Expiration

Date

1/17/2025

3,150

88,200

181,060

Technology

Hardware,

Storage

&

Peripherals

-

0

.1

%

Super

Micro

Computer,

Inc.

Exercise

Price

USD

150.00

Notional

Amount

USD

3,289,560

Expiration

Date

1/16/2026

790

1,042,800

Total

Information

Technology

1,223,860

Industrials

-

0

.0

%

†

Passenger

Airlines

-

0

.0

%

†

American

Airlines

Group,

Inc.

Exercise

Price

USD

5.00

Notional

Amount

USD

45,245,496

Expiration

Date

12/19/2025

40,254

805,080

TOTAL

PURCHASED

OPTIONS

(Cost

$3,024,073)

2,593,292

TOTAL

LONG

POSITIONS

(Cost

$2,695,932,734)

2,785,919,583

SHARES

SHORT

POSITIONS

-

(43.1)%

COMMON

STOCKS

-

(36.2)%

Communication

Services

-

(

1

.3

)

%

Entertainment

-

(

1

.1

)

%

Eventbrite,

Inc.,

Class

A

(

132,688

)

(

362,238

)

Lions

Gate

Entertainment

Corp.,

Class

A

(

9,272

)

(

72,600

)

Live

Nation

Entertainment,

Inc.

(

87,755

)

(

9,608,295

)

Sea

Ltd.,

ADR

(Singapore)

(

134,809

)

(

12,709,793

)

(

22,752,926

)

Interactive

Media

&

Services

-

(

0

.2

)

%

Match

Group,

Inc.

(

68,624

)

(

2,596,732

)

Snap,

Inc.,

Class

A

(

28,967

)

(

309,947

)

(

2,906,679

)

Total

Communication

Services

(

25,659,605

)

Consumer

Discretionary

-

(

7

.1

)

%

Automobile

Components

-

(

0

.7

)

%

Patrick

Industries,

Inc.

(

95,219

)

(

13,556,329

)

44

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Automobiles

-

(

0

.7

)

%

Ford

Motor

Co.

(

675,421

)

(

7,132,446

)

Winnebago

Industries,

Inc.

(

124,598

)

(

7,240,390

)

(

14,372,836

)

Broadline

Retail

-

(

0

.1

)

%

Etsy,

Inc.

(

56,097

)

(

3,115,066

)

Diversified

Consumer

Services

-

(

1

.6

)

%

Stride,

Inc.

(

372,379

)

(

31,767,652

)

Hotels,

Restaurants

&

Leisure

-

(

3

.4

)

%

Airbnb,

Inc.,

Class

A

(

4,190

)

(

531,334

)

Carnival

Corp.

(

1,736,558

)

(

32,091,592

)

DraftKings,

Inc.,

Class

A

(

78,534

)

(

3,078,533

)

MakeMyTrip

Ltd.

(India)

(

268,866

)

(

24,991,095

)

Marriott

Vacations

Worldwide

Corp.

(

34,847

)

(

2,560,557

)

Norwegian

Cruise

Line

Holdings

Ltd.

(

215,243

)

(

4,414,634

)

(

67,667,745

)

Textiles,

Apparel

&

Luxury

Goods

-

(

0

.6

)

%

Under

Armour,

Inc.,

Class

C

(

1,438,098

)

(

12,022,499

)

Total

Consumer

Discretionary

(

142,502,127

)

Consumer

Staples

-

(

0

.5

)

%

Beverages

-

(

0

.3

)

%

MGP

Ingredients,

Inc.

(

60,850

)

(

5,065,763

)

Consumer

Staples

Distribution

&

Retail

-

(

0

.2

)

%

Chefs'

Warehouse,

Inc.

(The)

(

102,307

)

(

4,297,917

)

Total

Consumer

Staples

(

9,363,680

)

Energy

-

(

6

.5

)

%

Energy

Equipment

&

Services

-

(

2

.8

)

%

Schlumberger

NV

(

928,453

)

(

38,948,603

)

Transocean

Ltd.

(

4,033,296

)

(

17,141,508

)

(

56,090,111

)

Oil,

Gas

&

Consumable

Fuels

-

(

3

.7

)

%

Chesapeake

Energy

Corp.

(

625,920

)

(

51,481,920

)

CONSOL

Energy,

Inc.

(

63,465

)

(

6,641,612

)

Green

Plains,

Inc.

(

26,823

)

(

363,183

)

Kosmos

Energy

Ltd.

(Ghana)

(

505,429

)

(

2,036,879

)

World

Kinect

Corp.

(

436,560

)

(

13,494,070

)

(

74,017,664

)

Total

Energy

(

130,107,775

)

Financials

-

(

3

.1

)

%

Banks

-

(

1

.4

)

%

Renasant

Corp.

(

220,750

)

(

7,174,375

)

UMB

Financial

Corp.

(

182,203

)

(

19,151,357

)

WesBanco,

Inc.

(

107,165

)

(

3,191,374

)

(

29,517,106

)

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

(

0

.5

)

%

Coinbase

Global,

Inc.,

Class

A

(

14,940

)

(

2,661,860

)

Penson

Worldwide,

Inc.

(3)

(

212,307

)

–

WisdomTree,

Inc.

(

723,358

)

(

7,226,346

)

(

9,888,206

)

Consumer

Finance

-

(

0

.7

)

%

EZCORP,

Inc.,

Class

A

(

641,342

)

(

7,189,444

)

SoFi

Technologies,

Inc.

(

865,564

)

(

6,803,333

)

(

13,992,777

)

Financial

Services

-

(

0

.5

)

%

HA

Sustainable

Infrastructure

Capital,

Inc.

(

5,060

)

(

174,418

)

Repay

Holdings

Corp.,

Class

A

(

570,425

)

(

4,654,668

)

Shift4

Payments,

Inc.,

Class

A

(

56,007

)

(

4,962,220

)

(

9,791,306

)

Total

Financials

(

63,189,395

)

Health

Care

-

(

2

.3

)

%

Biotechnology

-

(

0

.9

)

%

Exact

Sciences

Corp.

(

54,308

)

(

3,699,461

)

Halozyme

Therapeutics,

Inc.

(

173,533

)

(

9,933,029

)

Ionis

Pharmaceuticals,

Inc.

(

1,419

)

(

56,845

)

Sarepta

Therapeutics,

Inc.

(

26,224

)

(

3,275,115

)

Travere

Therapeutics,

Inc.

(

92,240

)

(

1,290,438

)

(

18,254,888

)

Health

Care

Equipment

&

Supplies

-

(

0

.5

)

%

CONMED

Corp.

(

26,721

)

(

1,921,774

)

Dexcom,

Inc.

(

5,829

)

(

390,776

)

Envista

Holdings

Corp.

(

96,087

)

(

1,898,679

)

Merit

Medical

Systems,

Inc.

(

50,980

)

(

5,038,354

)

(

9,249,583

)

Health

Care

Providers

&

Services

-

(

0

.1

)

%

Guardant

Health,

Inc.

(

68,265

)

(

1,565,999

)

Health

Care

Technology

-

(

0

.1

)

%

Evolent

Health,

Inc.,

Class

A

(

78,664

)

(

2,224,618

)

Veradigm,

Inc.

(

61,133

)

(

592,990

)

(

2,817,608

)

Life

Sciences

Tools

&

Services

-

(

0

.0

)

%

†

Inotiv,

Inc.

(

123,726

)

(

210,334

)

Pharmaceuticals

-

(

0

.7

)

%

ANI

Pharmaceuticals,

Inc.

(

97,857

)

(

5,838,149

)

Innoviva,

Inc.

(

315,319

)

(

6,088,810

)

Jazz

Pharmaceuticals

plc

(

19,024

)

(

2,119,464

)

(

14,046,423

)

Total

Health

Care

(

46,144,835

)

Industrials

-

(

1

.9

)

%

Aerospace

&

Defense

-

(

0

.2

)

%

Boeing

Co.

(The)

(

25,302

)

(

3,846,916

)

Construction

&

Engineering

-

(

0

.3

)

%

Fluor

Corp.

(

128,789

)

(

6,144,523

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

45

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Electrical

Equipment

-

(

0

.3

)

%

Array

Technologies,

Inc.

(

164,782

)

(

1,087,561

)

Bloom

Energy

Corp.,

Class

A

(

377,774

)

(

3,989,294

)

(

5,076,855

)

Machinery

-

(

0

.3

)

%

Greenbrier

Cos.,

Inc.

(The)

(

126,898

)

(

6,457,839

)

Passenger

Airlines

-

(

0

.4

)

%

American

Airlines

Group,

Inc.

(

426,507

)

(

4,793,939

)

Southwest

Airlines

Co.

(

130,591

)

(

3,869,411

)

(

8,663,350

)

Professional

Services

-

(

0

.4

)

%

CSG

Systems

International,

Inc.

(

60,287

)

(

2,932,963

)

First

Advantage

Corp.

(

234,451

)

(

4,653,852

)

(

7,586,815

)

Total

Industrials

(

37,776,298

)

Information

Technology

-

(

10

.4

)

%

Communications

Equipment

-

(

0

.4

)

%

Lumentum

Holdings,

Inc.

(

15,241

)

(

965,974

)

Nokia

OYJ,

ADR

(Finland)

(

1,715,445

)

(

7,496,495

)

(

8,462,469

)

Electronic

Equipment,

Instruments

&

Components

-

(

0

.3

)

%

Vishay

Intertechnology,

Inc.

(

288,602

)

(

5,457,464

)

IT

Services

-

(

0

.3

)

%

Akamai

Technologies,

Inc.

(

26,061

)

(

2,630,858

)

Cloudflare,

Inc.,

Class

A

(

13,674

)

(

1,106,090

)

DigitalOcean

Holdings,

Inc.

(

26,127

)

(

1,055,269

)

Snowflake,

Inc.,

Class

A

(

18,842

)

(

2,164,192

)

(

6,956,409

)

Semiconductors

&

Semiconductor

Equipment

-

(

1

.3

)

%

MACOM

Technology

Solutions

Holdings,

Inc.

(

161,302

)

(

17,946,461

)

Microchip

Technology,

Inc.

(

10,616

)

(

852,359

)

ON

Semiconductor

Corp.

(

61,617

)

(

4,474,010

)

SMART

Global

Holdings,

Inc.

(

141,316

)

(

2,960,570

)

(

26,233,400

)

Software

-

(

7

.0

)

%

Alarm.com

Holdings,

Inc.

(

21,417

)

(

1,170,867

)

Bentley

Systems,

Inc.,

Class

B

(

53,819

)

(

2,734,543

)

BILL

Holdings,

Inc.

(

2,752

)

(

145,196

)

BlackLine,

Inc.

(

72,073

)

(

3,974,105

)

Cerence,

Inc.

(

185,325

)

(

583,774

)

CyberArk

Software

Ltd.

(

138,843

)

(

40,488,007

)

Dropbox,

Inc.,

Class

A

(

301,108

)

(

7,657,177

)

Five9,

Inc.

(

27,614

)

(

793,350

)

InterDigital,

Inc.

(

226,950

)

(

32,142,929

)

MicroStrategy,

Inc.,

Class

A

(

172,400

)

(

29,066,640

)

PagerDuty,

Inc.

(

266,773

)

(

4,948,639

)

Rapid7,

Inc.

(

71,475

)

(

2,851,138

)

Zscaler,

Inc.

(

76,977

)

(

13,158,448

)

(

139,714,813

)

INVESTMENTS

SHARES

VALUE

($)

Technology

Hardware,

Storage

&

Peripherals

-

(

1

.1

)

%

Super

Micro

Computer,

Inc.

(

10,118

)

(

4,213,135

)

Western

Digital

Corp.

(

254,310

)

(

17,366,830

)

(

21,579,965

)

Total

Information

Technology

(

208,404,520

)

Materials

-

(

0

.8

)

%

Containers

&

Packaging

-

(

0

.5

)

%

International

Paper

Co.

(

185,923

)

(

9,082,339

)

Metals

&

Mining

-

(

0

.3

)

%

Anglogold

Ashanti

plc

(United

Kingdom)

(

31,646

)

(

842,733

)

Cleveland-Cliffs,

Inc.

(

33,039

)

(

421,908

)

First

Majestic

Silver

Corp.

(Canada)

(

897,105

)

(

5,382,630

)

(

6,647,271

)

Total

Materials

(

15,729,610

)

Real

Estate

-

(

0

.6

)

%

Office

REITs

-

(

0

.5

)

%

COPT

Defense

Properties,

REIT

(

292,303

)

(

8,865,550

)

Real

Estate

Management

&

Development

-

(

0

.1

)

%

CoStar

Group,

Inc.

(

35,923

)

(

2,710,031

)

Total

Real

Estate

(

11,575,581

)

Utilities

-

(

1

.7

)

%

Electric

Utilities

-

(

1

.3

)

%

Alliant

Energy

Corp.

(

63,322

)

(

3,843,012

)

Duke

Energy

Corp.

(

37,405

)

(

4,312,796

)

Evergy,

Inc.

(

57,433

)

(

3,561,420

)

FirstEnergy

Corp.

(

174,308

)

(

7,730,560

)

Pinnacle

West

Capital

Corp.

(

30,551

)

(

2,706,513

)

Southern

Co.

(The)

(

37,642

)

(

3,394,556

)

(

25,548,857

)

Multi-Utilities

-

(

0

.4

)

%

CenterPoint

Energy,

Inc.

(

135,439

)

(

3,984,616

)

WEC

Energy

Group,

Inc.

(

54,224

)

(

5,215,264

)

(

9,199,880

)

Total

Utilities

(

34,748,737

)

TOTAL

COMMON

STOCKS

(Proceeds

$(693,320,561))

(725,202,163)

PRINCIPAL

AMOUNT

CORPORATE

BONDS

-

(2.2)%

Consumer

Discretionary

-

(

1

.4

)

%

Automobiles

-

(

0

.5

)

%

Ford

Motor

Co.

4.35%,

12/8/2026

(2)

$

(

4,750,000

)

(

4,709,420

)

3.25%,

2/12/2032

(2)

(

7,150,000

)

(

6,089,120

)

(

10,798,540

)

Broadline

Retail

-

(

0

.1

)

%

Match

Group

Holdings

II

LLC

4.63%,

6/1/2028

(2)(f)

(

1,720,000

)

(

1,672,320

)

46

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Hotels,

Restaurants

&

Leisure

-

(

0

.8

)

%

Carnival

Corp.

6.00%,

5/1/2029

(2)(f)

$

(

8,875,000

)

(

8,992,144

)

NCL

Corp.

Ltd.

7.75%,

2/15/2029

(2)(f)

(

5,488,000

)

(

5,880,957

)

(

14,873,101

)

Total

Consumer

Discretionary

(

27,343,961

)

Energy

-

(

0

.3

)

%

Energy

Equipment

&

Services

-

(

0

.3

)

%

Transocean,

Inc.

8.50%,

5/15/2031

(2)(f)

(

6,525,000

)

(

6,483,561

)

Financials

-

(

0

.1

)

%

Capital

Markets

-

(

0

.1

)

%

HAT

Holdings

I

LLC

3.75%,

9/15/2030

(2)(f)

(

3,150,000

)

(

2,844,050

)

Information

Technology

-

(

0

.4

)

%

Semiconductors

&

Semiconductor

Equipment

-

(

0

.2

)

%

ON

Semiconductor

Corp.

3.88%,

9/1/2028

(2)(f)

(

3,750,000

)

(

3,575,651

)

Technology

Hardware,

Storage

&

Peripherals

-

(

0

.2

)

%

Western

Digital

Corp.

4.75%,

2/15/2026

(2)

(

4,875,000

)

(

4,848,673

)

Total

Information

Technology

(

8,424,324

)

TOTAL

CORPORATE

BONDS

(Proceeds

$(43,690,022))

(

45,095,896

)

CONVERTIBLE

BONDS

-

(4.7)%

Consumer

Discretionary

-

(

1

.0

)

%

Household

Durables

-

(

0

.2

)

%

Meritage

Homes

Corp.

1.75%,

5/15/2028

(2)(f)

(

3,150,000

)

(

3,586,275

)

Specialty

Retail

-

(

0

.8

)

%

Wayfair,

Inc.

3.25%,

9/15/2027

(2)

(

6,175,000

)

(

7,428,525

)

3.50%,

11/15/2028

(2)

(

6,700,000

)

(

9,865,750

)

(

17,294,275

)

Total

Consumer

Discretionary

(

20,880,550

)

Financials

-

(

0

.5

)

%

Capital

Markets

-

(

0

.3

)

%

Coinbase

Global,

Inc.

0.50%,

6/1/2026

(2)

(

5,938,000

)

(

5,810,333

)

Financial

Services

-

(

0

.2

)

%

Global

Payments,

Inc.

1.50%,

3/1/2031

(2)(f)

(

3,550,000

)

(

3,390,250

)

Total

Financials

(

9,200,583

)

Health

Care

-

(

0

.7

)

%

Biotechnology

-

(

0

.7

)

%

Alnylam

Pharmaceuticals,

Inc.

1.00%,

9/15/2027

(2)

(

5,247,000

)

(

6,133,743

)

Bridgebio

Pharma,

Inc.

2.50%,

3/15/2027

(2)

(

3,550,000

)

(

3,652,613

)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

Biotechnology

-

(0.7)%

(continued)

Ionis

Pharmaceuticals,

Inc.

0.00%,

4/1/2026

(2)

$

(

4,125,000

)

(

4,113,584

)

(

13,899,940

)

Total

Health

Care

(

13,899,940

)

Industrials

-

(

0

.6

)

%

Commercial

Services

&

Supplies

-

(

0

.2

)

%

Tetra

Tech,

Inc.

2.25%,

8/15/2028

(2)

(

3,200,000

)

(

4,187,200

)

Ground

Transportation

-

(

0

.2

)

%

Lyft,

Inc.

0.63%,

3/1/2029

(2)(f)

(

3,125,000

)

(

3,007,813

)

Professional

Services

-

(

0

.2

)

%

Parsons

Corp.

2.63%,

3/1/2029

(2)(f)

(

3,550,000

)

(

4,457,025

)

Total

Industrials

(

11,652,038

)

Information

Technology

-

(

0

.6

)

%

Software

-

(

0

.4

)

%

Nutanix,

Inc.

0.25%,

10/1/2027

(2)

(

5,801,000

)

(

6,917,693

)

Technology

Hardware,

Storage

&

Peripherals

-

(

0

.2

)

%

Seagate

HDD

Cayman

3.50%,

6/1/2028

(2)

(

3,350,000

)

(

4,808,925

)

Total

Information

Technology

(

11,726,618

)

Real

Estate

-

(

0

.2

)

%

Health

Care

REITs

-

(

0

.2

)

%

Welltower

OP

LLC

2.75%,

5/15/2028

(2)(f)

(

3,500,000

)

(

4,823,304

)

Utilities

-

(

1

.1

)

%

Electric

Utilities

-

(

1

.1

)

%

NextEra

Energy

Capital

Holdings,

Inc.

3.00%,

3/1/2027

(2)(f)

(

16,950,000

)

(

22,145,175

)

TOTAL

CONVERTIBLE

BONDS

(Proceeds

$(86,102,303))

(

94,328,208

)

TOTAL

SHORT

POSITIONS

(Proceeds

$(823,112,886))

(864,626,267)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

95.9%

(Cost

$1,872,819,848)

1,921,293,316

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

4.1%

‡

82,969,455

NET

ASSETS

-

100.0%

2,004,262,771

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

47

(Continued)

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$1,460,697,897,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

In

addition,

$82,188,006

of

cash

collateral

was

also

pledged.

(b)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$22,064,683.

(c)

Restricted

securities. 

Securities

acquired

through

a

private

placement

transaction

exempt

from

registration

under

the

Securities

Act

of 1933

and/

or may

be

subject

to

legal

or

contractual

restrictions

on

resale

(excluding

144A

securities).

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$564,367,

which

represents

0.03%

of

net

assets

of

the

Fund.

(d)

Special

Purpose

Acquisition

Company.

(e)

Securities

are

subject

to

contractual

sale

restrictions

of

up

to

twelve

months.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$742,889.

Circumstances

that

could

cause

a

lapse

in

the

contractual

sale

restrictions

include

but

are

not

limited

to

amendments

to

the

original

contractual

provision

and

market

conditions.

(f)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$306,395,171,

which

represents

15.29%

of

net

assets

of

the

Fund.

(g)

Defaulted

security.

(h)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(i)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(j)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(k)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(l)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

82,401,713

4

.2

%

Consumer

Discretionary

161,070,393

8

.1

Consumer

Staples

32,127,553

1

.5

Energy

27,926,335

1

.4

Financials

271,996,722

13

.6

Health

Care

137,609,710

6

.8

Industrials

107,598,031

5

.4

Information

Technology

232,002,891

11

.6

Materials

25,067,206

1

.2

Real

Estate

9,332,138

0

.5

Utilities

83,029,068

4

.1

Investment

Companies

571,107,517

28

.5

U.S.

Treasury

Obligations

180,024,039

9

.0

Total

Investments

In

Securities

At

Value

1,921,293,316

95

.9

Other

Assets

in

Excess

of

Liabilities

‡

82,969,455

4

.1

Net

Assets

$

2,004,262,771

100

.0

%

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

25.8%

INVESTMENT

COMPANIES

-

25.8%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(a)

(Cost

$516,033,028)

$333,797,563

$2,380,920,360

$(2,198,601,864)

$41,142

$(23,486)

$516,133,715

516,288,602

$15,322,297

$–

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

48

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

All

bonds

are

denominated

in

US

dollars,

unless

noted

otherwise.

All

securities

are

United

States

companies,

unless

noted

otherwise

in

parentheses.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

(3)

Security

fair

valued

using

significant

unobservable

inputs

(Level

3)

in

accordance

with

procedures

approved

by

the

Board

of

Trustees.

Credit

default

swap

contracts

outstanding

-

buy

protection

as

of

September

30,

2024:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

PAID

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

%

Quarterly

12/20/2029

0

.05

%

USD

8,125,000

$

(

595,946

)

$

3,051

$

(

592,895

)

$

(

595,946

)

$

3,051

$

(

592,895

)

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

S&P

500

Total

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

OBFR

plus

or

minus

a

specified

spread

(0.64%)

Monthly

JPMC

12/31/2024

USD

(41,455,347)

$

–

Net

unrealized

appreciation

$

–

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

U.S.

Treasury

10

Year

Note

(

188

)

12/2024

USD

$

(

21,499,563

)

$

(

16,826

)

U.S.

Treasury

2

Year

Note

(

1,317

)

12/2024

USD

(

274,285,827

)

(

374,088

)

U.S.

Treasury

5

Year

Note

(

389

)

12/2024

USD

(

42,768,726

)

(

17,810

)

Net

unrealized

depreciation

$

(

408,724

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

49

(Continued)

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

1,491,920

USD

1,008,440

CITI

12/18/2024

$

23,822

AUD

1,491,920

USD

1,008,435

JPMC

12/18/2024

23,827

CAD

90,075

USD

66,569

CITI

12/18/2024

168

CAD

90,075

USD

66,569

JPMC

12/18/2024

169

DKK

2,923,644

USD

437,122

CITI

12/18/2024

1,236

DKK

2,923,645

USD

437,120

JPMC

12/18/2024

1,238

EUR

162,670

USD

181,152

CITI

12/18/2024

501

EUR

162,673

USD

181,154

JPMC

12/18/2024

502

GBP

9,140,242

USD

12,021,452

CITI

12/18/2024

196,443

GBP

9,140,246

USD

12,021,397

JPMC

12/18/2024

196,503

USD

18,574

CAD

25,000

CITI

12/18/2024

52

USD

18,574

CAD

25,000

JPMC

12/18/2024

52

USD

4,143,957

DKK

27,611,525

CITI

12/18/2024

4,017

USD

4,143,978

DKK

27,611,524

JPMC

12/18/2024

4,038

USD

1,293,205

EUR

1,153,536

CITI

12/18/2024

5,051

USD

1,293,209

EUR

1,153,534

JPMC

12/18/2024

5,059

Total

unrealized

appreciation

462,678

CAD

195,495

USD

145,315

CITI

12/18/2024

(

474

)

CAD

195,495

USD

145,314

JPMC

12/18/2024

(

474

)

DKK

26,650,533

USD

3,999,240

CITI

12/18/2024

(

3,387

)

DKK

26,650,532

USD

3,999,220

JPMC

12/18/2024

(

3,367

)

EUR

3,679,012

USD

4,113,208

CITI

12/18/2024

(

4,856

)

EUR

3,679,012

USD

4,113,187

JPMC

12/18/2024

(

4,835

)

GBP

98,206

USD

131,423

CITI

12/18/2024

(

150

)

GBP

98,206

USD

131,422

JPMC

12/18/2024

(

149

)

USD

12,972,986

AUD

19,053,600

CITI

12/18/2024

(

210,232

)

USD

12,973,051

AUD

19,053,600

JPMC

12/18/2024

(

210,167

)

USD

11,479

CAD

15,520

CITI

12/18/2024

(

20

)

USD

11,479

CAD

15,520

JPMC

12/18/2024

(

20

)

USD

292,971

DKK

1,962,652

CITI

12/18/2024

(

1,299

)

USD

292,973

DKK

1,962,653

JPMC

12/18/2024

(

1,298

)

USD

2,993,940

EUR

2,688,146

CITI

12/18/2024

(

7,911

)

USD

2,993,961

EUR

2,688,151

JPMC

12/18/2024

(

7,897

)

USD

718,990

GBP

543,685

CITI

12/18/2024

(

7,762

)

USD

719,000

GBP

543,690

JPMC

12/18/2024

(

7,758

)

Total

unrealized

depreciation

(

472,056

)

Net

unrealized

depreciation

$

(

9,378

)

50

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

Denmark

Tomorrow/Next

plus

or

minus

a

specified

spread

(0.03%),

which

is

denominated

in

DKK

based

on

the

local

currencies

of

the

positions

within

the

swap.

61

months

maturity

09/13/2029

$8,183,016

$208,005

$(13,442)

$194,563

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

TONAR

plus

or

minus

a

specified

spread

(0.01%),

which

is

denominated

in

JPY

based

on

the

local

currencies

of

the

positions

within

the

swap.

53-60

months

maturity

ranging

from

01/29/2029

-

08/15/2029

$14,272,690

$(21,840)

$(2,343)

$(24,183)

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

STIBOR

plus

or

minus

a

specified

spread

(0.03%),

which

is

denominated

in

SEK

based

on

the

local

currencies

of

the

positions

within

the

swap.

53

months

maturity

01/29/2029

$12,660,822

$147,105

$(22,165)

$124,940

MLIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

CORRA

plus

or

minus

a

specified

spread

(0.30%),

which

is

denominated

in

CAD

based

on

the

local

currencies

of

the

positions

within

the

swap.

14

months

maturity

09/25/2025

$3,576,084

$2,346

$28,243

$30,589

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

51

(Continued)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

BNPP

The

Fund

receives

the

total

return

on

a

portfolio

of

short

equity

positions

and

fixed

income

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.02%

to

0.07%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

43

months

maturity

06/25/2025

$38,500,358

$(2,038,892)

$(1,835,193)

$(3,874,085)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

PRINCIPAL

AMOUNT

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Convertible

Bonds

United

States

Exact

Sciences

Corp.,

0.38%,

3/1/2028

8,850,000

8,273,075

(168,094)

4

.3

Green

Plains,

Inc.,

2.25%,

3/15/2027

5,650,000

4,881,881

(2,821,115)

72

.8

Liberty

Broadband

Corp.,

3.13%,

6/30/2054

4,225,000

4,574,777

(309,762)

8

.0

Liberty

Media

Corp.,

2.38%,

9/30/2053

7,293,000

8,704,666

1,507,445

(

38

.9

)

SHARES

Short

Positions

Common

Stocks

United

States

Charter

Communications,

Inc.

(7,417)

(2,403,701)

309,150

(

8

.0

)

Exact

Sciences

Corp.

(41,403)

(2,820,372)

(353,843)

9

.1

Green

Plains,

Inc.

(89,328)

(1,209,501)

476,529

(

12

.3

)

Live

Nation

Entertainment,

Inc.

(51,442)

(5,632,385)

(679,202)

17

.5

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

AOISR

plus

or

minus

a

specified

spread

(-0.04%

to

0.04%),

which

is

denominated

in

AUD

based

on

the

local

currencies

of

the

positions

within

the

swap.

57

months

maturity

ranging

from

05/03/2029

-

05/11/2029

$25,480,054

$(3,954,240)

$(458,512)

$(4,412,752)

52

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Australia

PSC

Insurance

Group

Ltd.

333,572

1,422,895

13,837

(

0

.3

)

Short

Positions

Common

Stocks

Australia

Rio

Tinto

Ltd.

(272,000)

(24,057,159)

(3,968,077)

89

.9

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.03%

to

0.02%),

which

is

denominated

in

CAD

based

on

the

local

currencies

of

the

positions

within

the

swap.

58-60

months

maturity

ranging

from

06/13/2029

-

08/14/2029

$46,875,100

$(72,443)

$(86,422)

$(158,866)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Canada

Canadian

Western

Bank

225,661

8,981,723

186,876

(

117

.6

)

Crew

Energy,

Inc.

297,362

1,578,660

109,935

(

69

.2

)

Filo

Corp.

563,338

13,424,810

516,196

(

324

.9

)

Heroux-Devtek,

Inc.

18,785

445,856

8,334

(

5

.2

)

Osisko

Mining,

Inc.

1,432,112

5,156,853

28,787

(

18

.1

)

Sleep

Country

Canada

Holdings,

Inc.

86,101

2,227,568

6,366

(

4

.0

)

Short

Positions

Common

Stocks

Canada

National

Bank

of

Canada

(101,565)

(9,592,897)

(236,556)

148

.9

Tourmaline

Oil

Corp.

(34,332)

(1,594,434)

(101,794)

64

.1

Chile

Lundin

Mining

Corp.

(369,590)

(3,872,299)

(590,587)

371

.8

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

53

(Continued)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

ESTR

plus

or

minus

a

specified

spread

(-0.04%

to

0.03%),

which

is

denominated

in

EUR

based

on

the

local

currencies

of

the

positions

within

the

swap.

58-59

months

maturity

ranging

from

06/01/2029

-

07/16/2029

$39,052,796

$(891,471)

$(3,898)

$(895,369)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Germany

Encavis

AG

468,532

9,061,311

(13,596)

1

.5

Preferred

Stocks

Spain

Grifols

SA

1,069,739

9,631,856

403,311

(

45

.0

)

Short

Positions

Common

Stocks

Finland

Sampo

OYJ

(175,861)

(8,202,226)

(195,655)

21

.9

Spain

Grifols

SA

(1,069,739)

(12,157,403)

(1,085,531)

121

.2

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

SONIA

plus

or

minus

a

specified

spread

(0.03%),

which

is

denominated

in

GBP

based

on

the

local

currencies

of

the

positions

within

the

swap.

46-61

months

maturity

ranging

from

06/13/2028

-

09/14/2029

$64,288,193

$(196,965)

$148,803

$(48,163)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Egypt

Centamin

plc

450,342

882,679

(51,744)

107

.4

54

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Ireland

Keywords

Studios

plc

167,228

5,446,299

22,358

(

46

.4

)

United

Kingdom

Ascential

plc

179,643

1,360,584

(5,794)

12

.0

Britvic

plc

415,202

7,061,302

(19,657)

40

.8

Darktrace

plc

1,741,672

13,451,838

(225,938)

469

.1

DS

Smith

plc

1,446,851

8,947,300

87,897

(

182

.5

)

Hargreaves

Lansdown

plc

697,018

10,387,819

71,928

(

149

.3

)

International

Distribution

Services

plc

1,002,672

4,589,948

18,767

(

39

.0

)

Spirent

Communications

plc

2,667,195

6,083,436

(114,109)

236

.9

Virgin

Money

UK

plc

2,089,924

6,076,988

19,327

(

40

.1

)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.03%

to

0.05%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

55-59

months

maturity

ranging

from

03/05/2029

-

07/05/2029

$110,889,027

$(64,744)

$(11,591)

$(76,336)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Taiwan

Taiwan

Semiconductor

Manufacturing

Co.

Ltd.

1,708,575

51,520,632

3,657,959

(

4,791

.9

)

Short

Positions

Common

Stocks

Taiwan

Taiwan

Semiconductor

Manufacturing

Co.

Ltd.,

ADR

(341,846)

(59,368,395)

(3,722,703)

4,876

.7

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(0.11%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

61

months

maturity

ranging

from

07/30/2027

-

10/02/2029

$48,082,413

$57,191

$(366,853)

$(309,662)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFIED

ARBITRAGE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

55

(Continued)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Cayman

Islands

GigCapital7

Corp.

479,330

4,764,540

–

–

Mercer

Park

Opportunities

Corp.

457,730

4,398,785

(173,937)

56

.2

China

Eureka

Acquisition

Corp.

22,702

228,382

454

(

0

.1

)

Singapore

Chenghe

Acquisition

II

Co.

278,486

2,790,430

5,570

(

1

.8

)

RF

Acquisition

Corp.

II

46,579

471,379

1,073

(

0

.3

)

United

States

Athena

Technology

Acquisition

Corp.

II

75,000

881,250

144,000

(

46

.5

)

Black

Hawk

Acquisition

Corp.

29,800

304,854

(959)

0

.3

Centurion

Acquisition

Corp.

768,164

7,689,322

7,682

(

2

.5

)

Churchill

Capital

Corp.

IX

12,040

120,641

(241)

0

.1

DT

Cloud

Star

Acquisition

Corp.

39,000

389,805

(390)

0

.1

Flag

Ship

Acquisition

Corp.

86,443

866,159

2,105

(

0

.7

)

GP-Act

III

Acquisition

Corp.

61,846

622,171

3,092

(

1

.0

)

Graf

Global

Corp.

676,022

6,766,845

6,625

(

2

.1

)

Launch

One

Acquisition

Corp.

252,700

2,519,419

528

(

0

.2

)

Legato

Merger

Corp.

III

106,872

1,089,560

(99)

0

.0

(a)

Lionheart

Holdings

526,300

5,263,000

(6,788)

2

.2

Melar

Acquisition

Corp.

I

251,810

2,516,841

6,295

(

2

.0

)

Papaya

Growth

Opportunity

Corp.

I

53,018

585,849

57,259

(

18

.5

)

SIM

Acquisition

Corp.

I

581,900

5,813,181

4,922

(

1

.6

)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.50%

to

0.11%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

36-61

months

maturity

ranging

from

04/27/2026

-

09/25/2029

$519,634,548

$(7,639,794)

$(6,657,245)

$(14,297,039)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Spain

Atlantica

Sustainable

Infrastructure

plc

1,102,533

24,233,675

(77,046)

0

.5

United

Kingdom

Exscientia

plc,

ADR

113,330

553,050

(38,586)

0

.3

56

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

DIVERSIFIED

ARBITRAGE

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

United

States

Albertsons

Cos.,

Inc.

2,307,842

42,648,920

(6,848,312)

47

.9

Amedisys,

Inc.

263,181

25,399,598

735,162

(

5

.1

)

ANSYS,

Inc.

113,859

36,278,893

(1,227,372)

8

.6

Capri

Holdings

Ltd.

272,998

11,586,035

(2,437,788)

17

.1

Catalent,

Inc.

494,648

29,960,829

1,717,784

(

12

.0

)

Chuy's

Holdings,

Inc.

122,379

4,576,975

12,188

(

0

.1

)

CrossFirst

Bankshares,

Inc.

110,023

1,836,284

(45,954)

0

.3

Discover

Financial

Services

177,793

24,942,580

2,117,783

(

14

.8

)

GCI

Liberty,

Inc.

Escrow(b)

32,241

–

–

0.0

Hess

Corp.

310,787

42,204,875

(5,079,705)

35

.5

Independent

Bank

Group,

Inc.

185,785

10,712,363

1,421,604

(

9

.9

)

Juniper

Networks,

Inc.

317,061

12,359,038

719,728

(

5

.0

)

Kellanova

280,041

22,602,109

98,820

(

0

.7

)

Marathon

Oil

Corp.

1,360,769

36,237,278

(667,744)

4

.7

R1

RCM,

Inc.

883,726

12,522,397

167,908

(

1

.2

)

Smartsheet,

Inc.

210,238

11,638,776

(9,382)

0

.1

Spirit

AeroSystems

Holdings,

Inc.

409,151

13,301,499

(691,465)

4

.8

Surmodics,

Inc.

112,483

4,362,091

(360,962)

2

.5

Short

Positions

Common

Stocks

United

States

Boeing

Co.

(The)

(51,286)

(7,797,523)

837,812

(

5

.9

)

Capital

One

Financial

Corp.

(181,267)

(27,141,108)

(1,863,831)

13

.0

Chevron

Corp.

(318,556)

(46,913,742)

2,213,096

(

15

.5

)

ConocoPhillips

(347,099)

(36,542,583)

903,481

(

6

.3

)

First

Busey

Corp.

(73,179)

(1,904,118)

35,773

(

0

.3

)

Recursion

Pharmaceuticals,

Inc.

(87,712)

(578,022)

32,282

(

0

.2

)

SouthState

Corp.

(111,997)

(10,883,868)

(1,437,254)

10

.1

Synopsys,

Inc.

(39,330)

(19,916,319)

2,132,186

(

14

.9

)

(a)

Represents

less

than

0.05%

of

swap

value.

(b)

Security

fair

valued

using

significant

unobservable

inputs

as

of

September

30,

2024

in

accordance

with

procedures

approved

by

the

Board

of

Trustees.

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

DIVERSIFYING

STRATEGIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

57

†

Represents

less

than

0.05%

of

net

assets.

(a)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(b)

Represents

7-day

effective

yield

as

of

September

30,

2024.

The

Schedule

of

Investments

of

the

affiliated

investment

funds

held

by

the

AQR

Diversifying

Strategies

Fund

can

be

found

within

this

report

as

well

as

on

Form

N-CSR

and

Form

N-PORT

(Part

F)

which

are

filed

with

the

Securities

and

Exchange

Commission.

INVESTMENTS

SHARES

VALUE

($)

INVESTMENT

COMPANIES

-

98.0%

ALTERNATIVE

FUNDS

-

68

.1

%

AQR

Diversified

Arbitrage

Fund,

Class

R6

(a)

12,254,916

151,348,216

AQR

Equity

Market

Neutral

Fund,

Class

R6

(a)

24,620,994

244,978,891

AQR

Macro

Opportunities

Fund,

Class

R6

(a)

16,354,999

154,554,745

AQR

Managed

Futures

Strategy

HV

Fund,

Class

R6

(a)

18,666,032

154,554,745

AQR

Style

Premia

Alternative

Fund,

Class

R6

(a)

21,214,921

168,022,171

TOTAL

ALTERNATIVE

FUNDS

(Cost

$857,583,453)

873,458,768

ASSET

ALLOCATION

FUNDS

-

29

.9

%

AQR

Multi-Asset

Fund,

Class

R6

(a)

(Cost

$349,309,906)

35,410,987

383,500,986

TOTAL

INVESTMENT

COMPANIES

(Cost

$1,206,893,359)

1,256,959,754

INVESTMENTS

SHARES

VALUE

($)

SHORT-TERM

INVESTMENTS

-

2.0%

INVESTMENT

COMPANIES

-

2

.0

%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(b)

(Cost

$26,181,877)

26,193,301

26,185,443

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

100.0%

(Cost

$1,233,075,236)

1,283,145,197

LIABILITIES

IN

EXCESS

OF

OTHER

ASSETS

-

(0.0)%

†

(

465,822

)

NET

ASSETS

-

100.0%

1,282,679,375

SECTOR

VALUE

%

OF

NET

ASSETS

Equity

Market

Neutral

$

244,978,891

19

.2

%

Global

Flexible

Allocation

383,500,986

29

.9

Global

Macro

154,554,745

12

.0

Multi-Strategy

168,022,171

13

.1

Relative

Value

Arbitrage

151,348,216

11

.8

Systematic

Trend

154,554,745

12

.0

Short-Term

Investment

Funds

26,185,443

2

.0

Total

Investments

In

Securities

At

Value

1,283,145,197

100

.0

Liabilities

in

Excess

of

Other

Assets

(

465,822

)

(0.0)

†

Net

Assets

$

1,282,679,375

100

.0

%

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

INVESTMENT

COMPANIES

-

98.0%

ALTERNATIVE

FUNDS

-

68

.1

%

AQR

Diversified

Arbitrage

Fund

$

29,606,975

$

119,010,223

$

(

931,002

)

$

(

8,011

)

$

3,670,031

$

151,348,216

12,254,916

$

–

$

–

AQR

Equity

Market

Neutral

Fund

86,334,843

149,642,103

(

9,788,973

)

(

601,458

)

19,392,376

244,978,891

24,620,994

–

–

AQR

Macro

Opportunities

Fund

55,914,242

107,683,148

(

1,433,242

)

(

121,507

)

(

7,487,896

)

154,554,745

16,354,999

–

–

AQR

Managed

Futures

Strategy

HV

Fund

55,914,242

102,690,267

(

5,478,335

)

(

99,342

)

1,527,913

154,554,745

18,666,032

–

–

AQR

Style

Premia

Alternative

Fund

86,334,843

127,333,959

(

58,352,327

)

(

1,871,222

)

14,576,918

168,022,171

21,214,921

–

–

(

2,701,540

)

31,679,342

873,458,768

–

–

ASSET

ALLOCATION

FUNDS

-

29

.9

%

AQR

Multi-Asset

Fund

128,869,445

229,265,279

(

3,891,935

)

(

22,488

)

29,280,685

383,500,986

35,410,987

–

–

TOTAL

$(2,724,028)

$60,960,027

$1,256,959,754

$–

$–

All

securities

are

Level

1

with

respect

to

ASC

820.

58

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

295.4%

COMMON

STOCKS

-

213.8%

Australia

-

5

.5

%

AGL

Energy

Ltd.

(2)(a)

278,531

2,275,718

ANZ

Group

Holdings

Ltd.

(2)(a)

10,013

210,432

Aristocrat

Leisure

Ltd.

(2)(a)

87,569

3,535,556

Atlas

Arteria

Ltd.

(2)(a)

46,946

158,203

Aurizon

Holdings

Ltd.

(2)(a)

173,635

422,417

BlueScope

Steel

Ltd.

(2)(a)

29,815

455,124

Brambles

Ltd.

(2)(a)

169,751

2,228,115

CAR

Group

Ltd.

(2)(a)

21,300

550,954

Cochlear

Ltd.

(2)(a)

4,672

909,173

Coles

Group

Ltd.

(2)(a)

92,543

1,153,688

Computershare

Ltd.

(2)(a)

126,688

2,208,534

Evolution

Mining

Ltd.

(2)(a)

327,987

1,044,954

Harvey

Norman

Holdings

Ltd.

(2)

(a)

338,665

1,155,005

Incitec

Pivot

Ltd.

(2)(a)

191,649

410,177

Insurance

Australia

Group

Ltd.

(2)

(a)

100,189

509,166

JB

Hi-Fi

Ltd.

(2)(a)

52,812

2,906,599

Origin

Energy

Ltd.

(2)(a)

144,598

1,001,643

Pro

Medicus

Ltd.

(2)(a)

34,881

4,293,314

Qantas

Airways

Ltd.

(2)*(a)

398,672

2,035,018

QBE

Insurance

Group

Ltd.

(2)(a)

171,746

1,961,088

Qube

Holdings

Ltd.

(2)(a)

127,637

346,407

REA

Group

Ltd.

(2)(a)

1,715

237,324

Reece

Ltd.

(2)(a)

19,438

381,199

Seven

Group

Holdings

Ltd.

(2)(a)

14,872

439,207

Suncorp

Group

Ltd.

(2)(a)

37,563

469,059

Tabcorp

Holdings

Ltd.

(2)

7,358

2,560

Telstra

Group

Ltd.

(2)(a)

151,596

405,751

Westpac

Banking

Corp.

(2)(a)

227,815

4,978,332

Worley

Ltd.

(2)(a)

177,664

1,810,607

38,495,324

Austria

-

0

.1

%

Mondi

plc

(2)(a)

38,936

742,724

Belgium

-

0

.7

%

Ageas

SA/NV

(2)(a)

39,444

2,104,696

Anheuser-Busch

InBev

SA/NV

(2)

(a)

1,781

118,022

KBC

Group

NV

(2)(a)

13,171

1,047,859

Liberty

Global

Ltd.,

Class

C

*(a)

53,073

1,146,908

Proximus

SADP

(a)

20,798

162,059

Solvay

SA

(2)(a)

8,233

322,530

4,902,074

Brazil

-

0

.2

%

Wheaton

Precious

Metals

Corp.

23,473

1,433,598

Canada

-

5

.5

%

Agnico

Eagle

Mines

Ltd.

(a)

2,185

176,018

Atco

Ltd.,

Class

I

(a)

16,580

587,217

AtkinsRealis

Group,

Inc.

(a)

55,719

2,263,862

Bank

of

Montreal

(a)

7,540

680,381

Bank

of

Nova

Scotia

(The)

(a)

47,417

2,583,578

Barrick

Gold

Corp.

(a)

150,284

2,989,124

Bombardier,

Inc.,

Class

B

*(a)

11,573

880,607

CAE,

Inc.

*(a)

8,931

167,665

INVESTMENTS

SHARES

VALUE

($)

Canada

-

5.5%

(continued)

Canadian

Utilities

Ltd.,

Class

A

(a)

6,903

183,287

CCL

Industries,

Inc.,

Class

B

(a)

40,472

2,467,313

Celestica,

Inc.

*(a)

16,868

862,327

Descartes

Systems

Group,

Inc.

(The)

*(a)

2,656

273,308

Dollarama,

Inc.

(a)

2,085

213,580

Empire

Co.

Ltd.,

Class

A

(a)

45,837

1,400,749

Enbridge,

Inc.

(a)

43,141

1,752,498

Fairfax

Financial

Holdings

Ltd.

(a)

241

304,298

Finning

International,

Inc.

(a)

19,870

652,171

Franco-Nevada

Corp.

(a)

13,243

1,644,837

George

Weston

Ltd.

(a)

9,565

1,605,423

iA

Financial

Corp.,

Inc.

(a)

17,024

1,411,062

IGM

Financial,

Inc.

(a)

8,709

261,312

Imperial

Oil

Ltd.

(a)

2,367

166,527

Kinross

Gold

Corp.

(a)

112,211

1,051,213

Loblaw

Cos.

Ltd.

(a)

1,389

184,947

Manulife

Financial

Corp.

(a)

44,025

1,301,105

Metro,

Inc.,

Class

A

(a)

4,380

276,865

Nuvei

Corp.

(a)(b)

4,728

157,664

Open

Text

Corp.

(a)

33,932

1,129,519

Pan

American

Silver

Corp.

(a)

33,287

695,053

Saputo,

Inc.

(a)

61,844

1,334,782

Shopify,

Inc.,

Class

A

*(a)

15,742

1,261,153

Stantec,

Inc.

(a)

2,176

174,987

Suncor

Energy,

Inc.

(a)

43,715

1,613,555

TC

Energy

Corp.

(a)

27,339

1,299,585

TFI

International,

Inc.

(a)

5,053

692,128

Toromont

Industries

Ltd.

(a)

1,722

168,094

Toronto-Dominion

Bank

(The)

(a)

19,317

1,221,479

West

Fraser

Timber

Co.

Ltd.

(a)

15,832

1,542,521

Whitecap

Resources,

Inc.

(a)

156,820

1,171,121

38,802,915

China

-

0

.8

%

NXP

Semiconductors

NV

(a)(c)

8,530

2,047,285

Prosus

NV

*(a)

26,119

1,141,460

Wilmar

International

Ltd.

(2)

170,000

440,914

Yangzijiang

Shipbuilding

Holdings

Ltd.

(2)

1,107,376

2,113,535

5,743,194

Denmark

-

2

.3

%

AP

Moller

-

Maersk

A/S,

Class

B

(2)(a)

818

1,376,518

Carlsberg

A/S,

Class

B

(2)(a)

30,861

3,674,824

Danske

Bank

A/S

(2)(a)

98,098

2,950,662

Genmab

A/S

(2)*(a)

4,229

1,025,253

GN

Store

Nord

A/S

(2)*(a)

35,126

782,749

ISS

A/S

(2)(a)

126,576

2,526,199

Jyske

Bank

A/S

(Registered)

(2)(a)

6,303

490,568

Royal

Unibrew

A/S

(2)*(a)

19,379

1,625,843

Vestas

Wind

Systems

A/S

(2)*(a)

68,188

1,500,388

15,953,004

Finland

-

1

.8

%

Elisa

OYJ

(2)(a)

3,736

198,062

Fortum

OYJ

(2)(a)

219,751

3,616,068

Huhtamaki

OYJ

(a)

11,979

465,105

Kone

OYJ,

Class

B

(2)(a)

24,821

1,484,831

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

59

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Finland

-

1.8%

(continued)

Nokia

OYJ

(2)(a)

565,234

2,467,908

Nordea

Bank

Abp

(2)(a)

97,127

1,146,608

Sampo

OYJ,

Class

A

(2)(a)

22,834

1,064,987

UPM-Kymmene

OYJ

(2)(a)

20,092

672,569

Valmet

OYJ

(2)(a)

17,253

553,415

Wartsila

OYJ

Abp

(2)(a)

40,820

913,417

12,582,970

France

-

6

.2

%

Accor

SA

(2)(a)

19,194

834,362

Alstom

SA

(2)*(a)

122,728

2,549,901

Arkema

SA

(2)(a)

9,133

869,907

Bouygues

SA

(2)(a)

83,609

2,798,492

Carrefour

SA

(2)(a)

241,727

4,121,797

Credit

Agricole

SA

(2)(a)

113,161

1,730,558

Danone

SA

(2)(a)

2,501

182,172

Dassault

Aviation

SA

(2)(a)

1,768

365,071

Engie

SA

(2)(a)

303,623

5,250,313

Gaztransport

Et

Technigaz

SA

(2)

(a)

2,062

291,561

Orange

SA

(2)(a)

453,468

5,193,526

Renault

SA

(2)(a)

56,459

2,454,434

Safran

SA

(2)(a)

5,879

1,383,464

SCOR

SE

(2)(a)

42,558

952,028

SEB

SA

(2)(a)

4,054

462,746

Societe

Generale

SA

(2)(a)

153,407

3,822,791

Sodexo

SA

(a)

3,809

312,275

SPIE

SA

(2)(a)

32,162

1,229,847

TotalEnergies

SE

(2)(a)

35,602

2,311,828

Veolia

Environnement

SA

(2)(a)

22,060

726,288

Verallia

SA

(2)(a)(b)

37,649

1,101,903

Vinci

SA

(2)(a)

23,839

2,786,698

Vivendi

SE

(2)(a)

198,742

2,299,088

44,031,050

Germany

-

6

.6

%

adidas

AG

(2)(a)

10,624

2,815,218

Allianz

SE

(Registered)

(2)(a)

6,013

1,977,791

BASF

SE

(2)(a)

74,221

3,933,928

Bayer

AG

(Registered)

(2)(a)

15,960

539,954

Commerzbank

AG

(2)(a)

129,823

2,394,514

Daimler

Truck

Holding

AG

(2)(a)

14,550

546,314

Deutsche

Bank

AG

(Registered)

(2)(a)

180,785

3,129,693

E.ON

SE

(2)(a)

89,407

1,331,444

Evonik

Industries

AG

(2)(a)

175,383

4,105,608

Freenet

AG

(2)(a)

58,505

1,741,604

Fresenius

Medical

Care

AG

(2)(a)

45,216

1,921,305

Hannover

Rueck

SE

(2)(a)

1,670

476,717

Heidelberg

Materials

AG

(2)(a)

9,734

1,060,421

KION

Group

AG

(2)(a)

44,442

1,754,786

Knorr-Bremse

AG

(2)(a)

2,576

229,534

Mercedes-Benz

Group

AG

(2)(a)

29,028

1,880,991

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)(a)

4,467

2,461,516

Rheinmetall

AG

(2)(a)

2,159

1,173,689

RWE

AG

(2)(a)

10,742

391,361

SAP

SE

(2)(a)

2,534

579,608

Scout24

SE

(2)(a)(b)

16,180

1,393,063

INVESTMENTS

SHARES

VALUE

($)

Germany

-

6.6%

(continued)

Talanx

AG

(2)(a)

7,372

621,421

TeamViewer

SE

(2)*(a)(b)

101,299

1,293,333

thyssenkrupp

AG

(2)(a)

722,985

2,801,115

Zalando

SE

(2)*(a)(b)

188,538

6,231,544

46,786,472

Hong

Kong

-

0

.6

%

AIA

Group

Ltd.

(2)(a)

221,400

1,933,454

HKT

Trust

&

HKT

Ltd.

(2)(a)

135,000

172,549

Prudential

plc

(2)(a)

100,037

928,068

Techtronic

Industries

Co.

Ltd.

(2)(a)

103,000

1,537,628

4,571,699

Ireland

-

0

.4

%

TE

Connectivity

plc

(a)

20,240

3,056,038

Italy

-

4

.3

%

A2A

SpA

(2)(a)

333,852

771,186

Azimut

Holding

SpA

(2)(a)

37,763

976,671

Banca

Generali

SpA

(2)(a)

34,815

1,561,712

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)(a)

378,454

2,187,229

Banco

BPM

SpA

(2)(a)

264,456

1,786,784

Buzzi

SpA

(2)(a)

33,086

1,320,199

Enel

SpA

(2)(a)

67,602

539,992

Eni

SpA

(2)(a)

218,929

3,331,562

ERG

SpA

(2)(a)

6,063

166,267

Intesa

Sanpaolo

SpA

(2)(a)

673,784

2,884,267

Italgas

SpA

(2)(a)

108,351

654,990

Nexi

SpA

(2)*(a)(b)

104,521

710,138

Pirelli

&

C

SpA

(2)(a)(b)

499,614

3,034,034

Poste

Italiane

SpA

(2)(a)(b)

377,257

5,297,873

UniCredit

SpA

(2)(a)

41,103

1,804,489

Unipol

Gruppo

SpA

(2)(a)

268,293

3,193,244

30,220,637

Japan

-

32

.1

%

ABC-Mart,

Inc.

(2)(a)

8,600

182,774

Alfresa

Holdings

Corp.

(2)(a)

119,900

1,896,576

Amada

Co.

Ltd.

(2)(a)

109,000

1,112,857

ANA

Holdings,

Inc.

(2)(a)

59,900

1,282,651

Asahi

Group

Holdings

Ltd.

(2)(a)

160,800

2,107,600

Asahi

Kasei

Corp.

(2)(a)

504,500

3,824,811

Asics

Corp.

(2)(a)

250,500

5,262,539

Brother

Industries

Ltd.

(2)(a)

68,600

1,345,413

Canon,

Inc.

(2)(a)

65,700

2,163,849

Capcom

Co.

Ltd.

(2)(a)

88,100

2,054,856

Central

Japan

Railway

Co.

(2)(a)

148,100

3,419,639

Chubu

Electric

Power

Co.,

Inc.

(2)

(a)

182,400

2,143,594

Cosmo

Energy

Holdings

Co.

Ltd.

(2)(a)

37,000

2,041,169

CyberAgent,

Inc.

(2)(a)

38,500

273,699

Daiichi

Sankyo

Co.

Ltd.

(2)(a)

16,300

538,427

DMG

Mori

Co.

Ltd.

(2)(a)

36,500

778,553

ENEOS

Holdings,

Inc.

(2)(a)

171,900

941,181

Fujikura

Ltd.

(2)(a)

60,700

2,062,589

Fujitsu

Ltd.

(2)(a)

105,200

2,162,852

Fukuoka

Financial

Group,

Inc.

(2)

(a)

114,800

2,972,478

GMO

Payment

Gateway,

Inc.

(2)(a)

20,900

1,271,837

60

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

32.1%

(continued)

Hankyu

Hanshin

Holdings,

Inc.

(2)

(a)

41,500

1,282,001

Hikari

Tsushin,

Inc.

(2)(a)

10,600

2,360,828

Hirose

Electric

Co.

Ltd.

(2)(a)

28,000

3,573,219

Hitachi

Ltd.

(2)(a)

116,100

3,078,663

Honda

Motor

Co.

Ltd.

(2)(a)

191,700

2,046,655

IHI

Corp.

(2)(a)

46,000

2,412,437

Iida

Group

Holdings

Co.

Ltd.

(2)(a)

17,300

267,171

Inpex

Corp.

(2)(a)

89,800

1,215,783

Japan

Airlines

Co.

Ltd.

(2)(a)

21,300

372,528

Japan

Post

Bank

Co.

Ltd.

(2)(a)

306,300

2,875,317

Japan

Post

Holdings

Co.

Ltd.

(2)(a)

37,100

355,757

Japan

Post

Insurance

Co.

Ltd.

(2)

(a)

28,200

517,925

JFE

Holdings,

Inc.

(2)(a)

11,900

159,986

Kansai

Electric

Power

Co.,

Inc.

(The)

(2)(a)

41,200

682,802

Kansai

Paint

Co.

Ltd.

(2)(a)

83,600

1,493,267

KDDI

Corp.

(2)(a)

167,000

5,350,264

Keio

Corp.

(2)(a)

74,900

1,787,188

Kirin

Holdings

Co.

Ltd.

(2)(a)

23,300

355,089

Komatsu

Ltd.

(2)(a)

53,900

1,508,916

Konami

Group

Corp.

(2)(a)

3,700

377,320

Kose

Corp.

(2)(a)

2,800

180,806

Kuraray

Co.

Ltd.

(2)(a)

48,700

723,643

Kyowa

Kirin

Co.

Ltd.

(2)(a)

98,400

1,736,437

Kyushu

Electric

Power

Co.,

Inc.

(2)(a)

16,200

177,106

Kyushu

Railway

Co.

(2)(a)

23,800

684,703

Lixil

Corp.

(2)(a)

238,100

2,853,288

Makita

Corp.

(2)(a)

110,000

3,715,972

Mazda

Motor

Corp.

(2)(a)

110,000

840,459

Medipal

Holdings

Corp.

(2)(a)

35,800

623,962

MISUMI

Group,

Inc.

(2)(a)

107,800

1,955,381

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)(a)

57,300

1,117,220

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)(a)

576,200

5,916,768

Mitsui

OSK

Lines

Ltd.

(2)(a)

30,800

1,066,315

MS&AD

Insurance

Group

Holdings,

Inc.

(2)(a)

162,100

3,810,029

Murata

Manufacturing

Co.

Ltd.

(2)

(a)

76,500

1,513,838

NGK

Insulators

Ltd.

(2)(a)

238,500

3,136,783

Nintendo

Co.

Ltd.

(2)(a)

15,200

812,461

NIPPON

EXPRESS

HOLDINGS,

Inc.

(2)(a)

36,800

1,938,138

Nippon

Steel

Corp.

(2)(a)

42,300

948,033

Nippon

Yusen

KK

(2)(a)

62,900

2,310,415

Nisshin

Seifun

Group,

Inc.

(2)(a)

242,700

3,071,840

Niterra

Co.

Ltd.

(2)(a)

16,300

459,258

Nomura

Holdings,

Inc.

(2)(a)

397,100

2,072,459

Obic

Co.

Ltd.

(2)(a)

22,500

789,395

Oji

Holdings

Corp.

(2)(a)

1,067,500

4,276,639

Olympus

Corp.

(2)(a)

45,100

857,320

Oracle

Corp.

Japan

(2)(a)

18,900

1,951,304

ORIX

Corp.

(2)(a)

131,400

3,074,609

Osaka

Gas

Co.

Ltd.

(2)(a)

28,900

651,756

Otsuka

Corp.

(2)(a)

127,400

3,146,385

Panasonic

Holdings

Corp.

(2)(a)

248,400

2,182,134

INVESTMENTS

SHARES

VALUE

($)

Japan

-

32.1%

(continued)

Persol

Holdings

Co.

Ltd.

(2)(a)

2,195,000

3,955,678

Resonac

Holdings

Corp.

(2)(a)

102,100

2,653,735

Ricoh

Co.

Ltd.

(2)(a)

41,200

447,124

Rohto

Pharmaceutical

Co.

Ltd.

(2)

(a)

69,700

1,744,565

Ryohin

Keikaku

Co.

Ltd.

(2)(a)

386,300

7,093,550

Santen

Pharmaceutical

Co.

Ltd.

(2)(a)

233,500

2,834,534

Sanwa

Holdings

Corp.

(2)(a)

33,800

899,842

SCSK

Corp.

(2)(a)

10,400

215,635

Sekisui

Chemical

Co.

Ltd.

(2)(a)

70,700

1,105,447

Shimamura

Co.

Ltd.

(2)(a)

52,900

2,889,704

Shimano,

Inc.

(2)(a)

3,100

590,140

Shionogi

&

Co.

Ltd.

(2)(a)

290,100

4,158,348

Skylark

Holdings

Co.

Ltd.

(2)(a)

74,500

1,201,917

Socionext,

Inc.

(2)(a)

80,800

1,607,170

SoftBank

Group

Corp.

(2)(a)

11,400

676,205

Sohgo

Security

Services

Co.

Ltd.

(2)(a)

176,300

1,283,056

Sojitz

Corp.

(2)(a)

161,700

3,831,264

Sompo

Holdings,

Inc.

(2)(a)

88,200

1,988,099

Sony

Group

Corp.

(2)(a)

214,500

4,167,219

Square

Enix

Holdings

Co.

Ltd.

(2)

(a)

188,200

7,471,121

Stanley

Electric

Co.

Ltd.

(2)(a)

124,800

2,339,261

Sumitomo

Corp.

(2)(a)

149,200

3,350,443

Sumitomo

Electric

Industries

Ltd.

(2)(a)

241,800

3,926,274

Sundrug

Co.

Ltd.

(2)(a)

78,200

2,313,953

Suntory

Beverage

&

Food

Ltd.

(2)

(a)

12,700

478,205

Taiyo

Yuden

Co.

Ltd.

(2)(a)

98,400

2,026,406

TBS

Holdings,

Inc.

(2)(a)

32,200

881,325

Tobu

Railway

Co.

Ltd.

(2)(a)

31,900

557,213

Toho

Co.

Ltd.

(2)(a)

4,800

194,686

Tohoku

Electric

Power

Co.,

Inc.

(2)(a)

54,800

525,180

Tokio

Marine

Holdings,

Inc.

(2)(a)

73,800

2,721,334

Tokyo

Electric

Power

Co.

Holdings,

Inc.

(2)*(a)

163,400

724,690

TOPPAN

Holdings,

Inc.

(2)(a)

71,900

2,139,911

Toray

Industries,

Inc.

(2)(a)

194,900

1,151,043

Tosoh

Corp.

(2)(a)

165,300

2,213,315

Toyo

Suisan

Kaisha

Ltd.

(2)(a)

32,300

2,120,658

Toyota

Tsusho

Corp.

(2)(a)

36,300

663,699

Trend

Micro,

Inc.

(2)(a)

105,900

6,287,850

USS

Co.

Ltd.

(2)(a)

443,600

4,210,640

Welcia

Holdings

Co.

Ltd.

(2)(a)

66,800

949,094

West

Japan

Railway

Co.

(2)(a)

22,600

429,205

Yamaha

Corp.

(2)(a)

344,700

2,980,830

Yamato

Holdings

Co.

Ltd.

(2)(a)

37,900

431,591

Yokogawa

Electric

Corp.

(2)(a)

45,000

1,153,119

Yokohama

Rubber

Co.

Ltd.

(The)

(2)(a)

39,100

878,807

226,971,001

Luxembourg

-

0

.2

%

Aperam

SA

(2)(a)

38,172

1,196,603

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

61

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Netherlands

-

2

.5

%

Aalberts

NV

(2)(a)

20,857

847,875

ABN

AMRO

Bank

NV,

CVA

(2)(a)

(b)

98,251

1,775,577

Aegon

Ltd.

(2)(a)

93,560

600,948

Akzo

Nobel

NV

(2)(a)

44,164

3,119,798

Arcadis

NV

(2)(a)

20,873

1,447,276

Argenx

SE

(2)*(a)

2,606

1,409,039

ASM

International

NV

(2)(a)

1,816

1,198,124

EXOR

NV

(2)(a)

17,478

1,873,711

Koninklijke

KPN

NV

(2)(a)

378,666

1,546,580

Koninklijke

Philips

NV

(2)*(a)

39,946

1,309,655

Koninklijke

Vopak

NV

(2)(a)

22,418

1,040,414

NN

Group

NV

(2)(a)

24,517

1,223,303

SBM

Offshore

NV

(2)(a)

21,166

386,907

17,779,207

New

Zealand

-

0

.3

%

Xero

Ltd.

(2)*(a)

19,300

1,994,962

Norway

-

0

.6

%

DNB

Bank

ASA

(2)(a)

40,239

825,183

Kongsberg

Gruppen

ASA

(2)(a)

17,636

1,722,675

Norsk

Hydro

ASA

(2)(a)

29,089

187,915

Orkla

ASA

(2)(a)

19,256

181,612

Telenor

ASA

(a)

103,578

1,325,035

TOMRA

Systems

ASA

(2)(a)

10,660

156,686

4,399,106

Singapore

-

1

.0

%

Genting

Singapore

Ltd.

(2)

247,119

167,507

Grab

Holdings

Ltd.,

Class

A

*(a)(c)

839,196

3,188,945

Sea

Ltd.,

ADR

*(a)(c)

28,399

2,677,458

Singapore

Airlines

Ltd.

(2)

33,600

177,371

United

Overseas

Bank

Ltd.

(2)

34,600

863,684

7,074,965

South

Korea

-

0

.2

%

Delivery

Hero

SE

(2)*(a)(b)

26,326

1,065,401

Spain

-

2

.4

%

Acerinox

SA

(2)(a)

208,726

2,244,552

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)(a)

47,325

2,184,386

Aena

SME

SA

(2)(a)(b)

20,369

4,474,572

Banco

de

Sabadell

SA

(2)(a)

406,805

863,945

Banco

Santander

SA

(2)(a)

764,017

3,914,722

Enagas

SA

(2)(a)

81,440

1,249,241

Endesa

SA

(2)(a)

14,310

312,628

Mapfre

SA

(2)(a)

525,539

1,399,563

Repsol

SA

(2)(a)

27,900

367,981

Telefonica

SA

(2)(a)

34,843

170,455

17,182,045

Sweden

-

4

.0

%

AAK

AB

(2)(a)

7,779

255,079

Alfa

Laval

AB

(2)(a)

8,781

422,155

Autoliv,

Inc.

(a)

14,045

1,311,382

Billerud

Aktiebolag

(2)(a)

52,450

601,775

Boliden

AB

(2)(a)

36,184

1,228,046

Electrolux

AB,

Class

B

(2)*(a)

427,337

4,150,621

Essity

AB,

Class

B

(a)

80,478

2,511,211

INVESTMENTS

SHARES

VALUE

($)

Sweden

-

4.0%

(continued)

Evolution

AB

(2)(a)(b)

17,860

1,756,586

Getinge

AB,

Class

B

(2)(a)

59,811

1,287,233

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)(a)

182,521

3,108,627

SKF

AB,

Class

B

(2)(a)

101,444

2,020,651

SSAB

AB,

Class

B

(2)(a)

161,048

824,594

Svenska

Handelsbanken

AB,

Class

A

(2)(a)

80,370

825,556

Swedbank

AB,

Class

A

(2)(a)

42,377

899,480

Telefonaktiebolaget

LM

Ericsson,

Class

B

(2)(a)

230,820

1,744,181

Telia

Co.

AB

(a)

511,553

1,654,160

Trelleborg

AB,

Class

B

(2)(a)

29,261

1,126,283

Volvo

AB,

Class

B

(2)(a)

93,966

2,485,607

28,213,227

Switzerland

-

5

.2

%

ABB

Ltd.

(Registered)

(2)(a)

52,248

3,031,201

Adecco

Group

AG

(Registered)

(2)(a)

73,322

2,500,598

Banque

Cantonale

Vaudoise

(Registered)

(2)(a)

1,663

171,761

Belimo

Holding

AG

(Registered)

(2)(a)

2,482

1,771,924

DKSH

Holding

AG

(2)(a)

15,075

1,199,048

Flughafen

Zurich

AG

(Registered)

(2)(a)

1,085

261,019

Geberit

AG

(Registered)

(2)(a)

2,978

1,944,057

Givaudan

SA

(Registered)

(2)(a)

362

1,986,130

Julius

Baer

Group

Ltd.

(2)(a)

40,535

2,444,420

Kuehne

+

Nagel

International

AG

(Registered)

(2)(a)

2,564

700,533

Logitech

International

SA

(Registered)

(2)(a)

36,778

3,293,867

Lonza

Group

AG

(Registered)

(2)

(a)

6,808

4,320,246

Novartis

AG

(Registered)

(2)(a)

55,370

6,375,433

SGS

SA

(Registered)

(2)(a)

1,440

160,792

Sonova

Holding

AG

(Registered)

(2)(a)

3,097

1,115,525

Temenos

AG

(Registered)

(2)(a)

3,958

277,116

Zurich

Insurance

Group

AG

(2)(a)

8,839

5,340,170

36,893,840

United

Kingdom

-

10

.3

%

abrdn

plc

(2)(a)

1,071,175

2,338,184

Associated

British

Foods

plc

(2)(a)

42,618

1,331,927

Auto

Trader

Group

plc

(2)(a)(b)

94,720

1,101,137

Aviva

plc

(2)(a)

166,729

1,079,864

B&M

European

Value

Retail

SA

(2)(a)

125,422

698,524

Barclays

plc

(2)(a)

1,001,759

3,009,867

Beazley

plc

(2)(a)

21,978

224,443

British

American

Tobacco

plc

(2)(a)

59,567

2,171,699

BT

Group

plc

(2)(a)

354,225

702,099

CK

Hutchison

Holdings

Ltd.

(2)(a)

328,500

1,862,502

DCC

plc

(2)(a)

5,653

385,927

Direct

Line

Insurance

Group

plc

(2)(a)

768,177

1,927,055

easyJet

plc

(2)(a)

436,032

3,036,662

62

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

10.3%

(continued)

Flutter

Entertainment

plc

*(a)(c)

1,249

296,363

Hiscox

Ltd.

(a)

82,600

1,265,552

Howden

Joinery

Group

plc

(2)(a)

125,586

1,526,158

HSBC

Holdings

plc

(2)(a)

40,011

358,940

IMI

plc

(2)(a)

40,459

984,373

Imperial

Brands

plc

(2)(a)

64,979

1,890,179

Inchcape

plc

(2)(a)

96,438

1,030,359

InterContinental

Hotels

Group

plc

(2)(a)

7,713

839,947

Intermediate

Capital

Group

plc

(2)

(a)

106,529

3,181,163

International

Distribution

Services

plc

(a)

78,775

360,610

Intertek

Group

plc

(2)(a)

21,131

1,460,943

ITV

plc

(2)(a)

1,271,977

1,366,153

J

Sainsbury

plc

(2)(a)

134,152

530,886

Johnson

Matthey

plc

(2)(a)

22,300

454,766

Kingfisher

plc

(2)(a)

156,896

677,123

Lloyds

Banking

Group

plc

(2)(a)

958,356

753,548

M&G

plc

(2)(a)

177,247

491,658

Man

Group

plc

(2)(a)

484,336

1,372,932

Marks

&

Spencer

Group

plc

(2)(a)

582,116

2,905,024

NatWest

Group

plc

(2)(a)

568,029

2,629,608

Ocado

Group

plc

(2)*(a)

90,474

466,574

Pearson

plc

(2)(a)

54,888

746,169

Persimmon

plc

(2)(a)

109,356

2,406,475

RELX

plc

(2)(a)

3,515

165,965

Rightmove

plc

(2)(a)

320,100

2,646,100

Rolls-Royce

Holdings

plc

(2)*(a)

633,255

4,481,857

Rotork

plc

(2)(a)

67,999

304,510

Schroders

plc

(2)(a)

87,325

409,184

Smiths

Group

plc

(2)(a)

12,700

285,408

Standard

Chartered

plc

(2)(a)

149,743

1,588,171

Subsea

7

SA

(2)(a)

67,213

1,085,335

Tate

&

Lyle

plc

(a)

178,290

1,626,840

TechnipFMC

plc

(a)

109,795

2,879,923

Tesco

plc

(2)(a)

718,748

3,450,930

Travis

Perkins

plc

(2)(a)

56,129

698,810

Vodafone

Group

plc

(2)(a)

3,008,745

3,015,357

Weir

Group

plc

(The)

(2)(a)

29,826

866,724

WH

Smith

plc

(a)

9,893

192,842

Whitbread

plc

(2)(a)

26,791

1,124,648

72,687,997

United

States

-

120

.0

%

10X

Genomics,

Inc.,

Class

A

*(a)(c)

36,947

834,263

3M

Co.

(a)

61,824

8,451,340

Abbott

Laboratories

(a)(c)

32,167

3,667,360

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

24,022

3,360,678

Acuity

Brands,

Inc.

(a)

1,738

478,628

Adient

plc

*(a)(c)

9,511

214,663

Adobe,

Inc.

*(a)

3,411

1,766,148

ADT,

Inc.

(a)

142,602

1,031,012

AECOM

(a)

23,010

2,376,243

Agree

Realty

Corp.,

REIT

(a)

17,338

1,306,072

Airbnb,

Inc.,

Class

A

*(a)(c)

34,546

4,380,778

Akamai

Technologies,

Inc.

*(a)(c)

9,066

915,213

Alaska

Air

Group,

Inc.

*(a)

103,895

4,697,093

Align

Technology,

Inc.

*(a)

8,071

2,052,617

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Allison

Transmission

Holdings,

Inc.

(a)

18,841

1,810,055

Allstate

Corp.

(The)

(a)

6,857

1,300,430

Alnylam

Pharmaceuticals,

Inc.

*(a)

(c)

7,959

2,188,964

Altria

Group,

Inc.

(a)(c)

118,294

6,037,725

Amazon.com,

Inc.

*(a)(c)

15,668

2,919,418

Amcor

plc

(a)(c)

166,870

1,890,637

Amentum

Holdings,

Inc.

*

14,698

474,011

American

Airlines

Group,

Inc.

*(a)

(c)

46,565

523,391

American

International

Group,

Inc.

(a)

23,562

1,725,445

Americold

Realty

Trust,

Inc.,

REIT

(a)

69,934

1,977,034

Amkor

Technology,

Inc.

(a)

23,209

710,195

Amphenol

Corp.,

Class

A

(a)

6,501

423,605

Apellis

Pharmaceuticals,

Inc.

*(a)

(c)

24,073

694,265

Appfolio,

Inc.,

Class

A

*(a)

12,818

3,017,357

Applied

Materials,

Inc.

(a)

9,024

1,823,299

AptarGroup,

Inc.

(a)

1,433

229,552

Aptiv

plc

*(a)

4,160

299,562

Archer-Daniels-Midland

Co.

(a)(c)

31,155

1,861,200

Arista

Networks,

Inc.

*(a)

5,952

2,284,497

Arrow

Electronics,

Inc.

*(a)(c)

21,752

2,889,318

Ashland,

Inc.

(a)

1,835

159,590

Assurant,

Inc.

(a)

5,996

1,192,365

Assured

Guaranty

Ltd.

(a)

29,634

2,356,496

AT&T,

Inc.

(a)

256,338

5,639,436

ATI,

Inc.

*(a)

14,671

981,637

Atlassian

Corp.,

Class

A

*(a)(c)

17,296

2,746,778

Atmos

Energy

Corp.

(a)

19,374

2,687,368

AutoNation,

Inc.

*(a)

5,578

998,016

Avient

Corp.

(a)

13,590

683,849

Avnet,

Inc.

(a)

27,806

1,510,144

Axalta

Coating

Systems

Ltd.

*(a)

23,477

849,633

Axis

Capital

Holdings

Ltd.

(a)

41,268

3,285,345

AZEK

Co.,

Inc.

(The),

Class

A

*(a)

17,030

797,004

Baker

Hughes

Co.,

Class

A

(a)(c)

95,797

3,463,062

Ball

Corp.

(a)(c)

15,826

1,074,744

Bank

of

America

Corp.

(a)

147,866

5,867,322

Bank

of

New

York

Mellon

Corp.

(The)

(a)

9,907

711,917

Bank

OZK

(a)

52,356

2,250,784

Becton

Dickinson

&

Co.

(a)(c)

5,377

1,296,395

BellRing

Brands,

Inc.

*(a)

3,811

231,404

Berry

Global

Group,

Inc.

(a)

40,131

2,728,105

Best

Buy

Co.,

Inc.

(a)(c)

38,359

3,962,485

BILL

Holdings,

Inc.

*(a)

8,688

458,379

BioMarin

Pharmaceutical,

Inc.

*(a)

2,213

155,552

Black

Hills

Corp.

(a)

26,117

1,596,271

BlackRock,

Inc.

(a)

2,507

2,380,422

BOK

Financial

Corp.

(a)

2,347

245,543

Booking

Holdings,

Inc.

(a)

1,442

6,073,876

BorgWarner,

Inc.

(a)

53,162

1,929,249

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

11,008

3,182,853

BP

plc

(2)(a)

222,160

1,158,684

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

63

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Bright

Horizons

Family

Solutions,

Inc.

*(a)

13,439

1,883,207

Brink's

Co.

(The)

(a)(c)

2,903

335,703

Bristol-Myers

Squibb

Co.

(a)

69,328

3,587,031

Broadcom,

Inc.

(a)(c)

18,130

3,127,425

Broadridge

Financial

Solutions,

Inc.

(a)

8,160

1,754,645

Bruker

Corp.

(a)

2,466

170,302

CACI

International,

Inc.,

Class

A

*(a)

1,750

882,980

Carlisle

Cos.,

Inc.

(a)(c)

3,159

1,420,760

CarMax,

Inc.

*(a)(c)

27,771

2,148,920

Carnival

Corp.

*(a)(c)

58,421

1,079,620

Carter's,

Inc.

(a)

21,758

1,413,835

Cava

Group,

Inc.

*(a)

1,276

158,033

Centene

Corp.

*(a)

80,364

6,049,801

Cheniere

Energy,

Inc.

(a)(c)

11,174

2,009,532

Chubb

Ltd.

(a)

10,119

2,918,218

Ciena

Corp.

*(a)

27,602

1,700,007

Cigna

Group

(The)

(a)(c)

13,058

4,523,814

Cincinnati

Financial

Corp.

(a)

26,657

3,628,551

Cirrus

Logic,

Inc.

*(a)

6,431

798,795

Citigroup,

Inc.

(a)

74,583

4,668,896

Citizens

Financial

Group,

Inc.

(a)

146,766

6,027,679

Clean

Harbors,

Inc.

*(a)

3,115

752,927

Cleveland-Cliffs,

Inc.

*(a)(c)

26,725

341,278

Clorox

Co.

(The)

(a)

1,186

193,211

Cloudflare,

Inc.,

Class

A

*(a)(c)

17,209

1,392,036

CME

Group,

Inc.

(a)

27,342

6,033,011

CNA

Financial

Corp.

(a)

15,782

772,371

CNH

Industrial

NV

(a)(c)

160,477

1,781,295

CNO

Financial

Group,

Inc.

(a)

20,551

721,340

Coca-Cola

Consolidated,

Inc.

(a)

2,073

2,728,897

Cognex

Corp.

(a)

27,200

1,101,600

Coherent

Corp.

*(a)(c)

9,124

811,215

Colgate-Palmolive

Co.

(a)

45,881

4,762,907

Comcast

Corp.,

Class

A

(a)

145,891

6,093,866

Comfort

Systems

USA,

Inc.

(a)(c)

6,816

2,660,626

Commerce

Bancshares,

Inc.

(a)(c)

18,706

1,111,136

CommVault

Systems,

Inc.

*(a)

19,721

3,034,076

Concentrix

Corp.

(a)(c)

21,430

1,098,288

ConocoPhillips

(a)(c)

3,840

404,275

Consolidated

Edison,

Inc.

(a)

12,367

1,287,776

Cooper

Cos.,

Inc.

(The)

*(a)

11,681

1,288,882

COPT

Defense

Properties,

REIT

(a)

52,108

1,580,436

Corebridge

Financial,

Inc.

(a)

21,824

636,388

Costco

Wholesale

Corp.

(a)(c)

4,069

3,607,250

Crane

Co.

(a)(c)

3,964

627,422

CRH

plc

(a)

22,857

2,119,758

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)

3,953

1,108,698

Crown

Castle,

Inc.,

REIT

(a)(c)

4,015

476,299

Crown

Holdings,

Inc.

(a)

33,711

3,232,211

Cullen/Frost

Bankers,

Inc.

(a)(c)

15,034

1,681,703

Cummins,

Inc.

(a)

6,912

2,238,036

Curtiss-Wright

Corp.

(a)

2,737

899,625

CVS

Health

Corp.

(a)

37,853

2,380,197

Datadog,

Inc.,

Class

A

*(a)

3,887

447,238

DaVita,

Inc.

*(a)(c)

1,871

306,713

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Dell

Technologies,

Inc.,

Class

C

(a)(c)

2,913

345,307

Delta

Air

Lines,

Inc.

(a)(c)

120,449

6,117,604

DENTSPLY

SIRONA,

Inc.

(a)(c)

24,850

672,441

Dick's

Sporting

Goods,

Inc.

(a)

7,149

1,491,996

Dillard's,

Inc.,

Class

A

(a)(c)

2,238

858,698

DocuSign,

Inc.,

Class

A

*(a)

5,374

333,672

Dolby

Laboratories,

Inc.,

Class

A

(a)

23,219

1,776,950

Donaldson

Co.,

Inc.

(a)

13,270

977,999

DoubleVerify

Holdings,

Inc.

*(a)

97,500

1,641,900

Dow,

Inc.

(a)(c)

18,080

987,710

DT

Midstream,

Inc.

(a)

7,988

628,336

Duke

Energy

Corp.

(a)(c)

11,586

1,335,866

Dun

&

Bradstreet

Holdings,

Inc.

(a)

60,390

695,089

DuPont

de

Nemours,

Inc.

(a)

19,701

1,755,556

Dutch

Bros,

Inc.,

Class

A

*(a)(c)

12,747

408,286

DXC

Technology

Co.

*(a)

8,158

169,279

Dynatrace,

Inc.

*(a)

13,448

719,065

Eagle

Materials,

Inc.

(a)(c)

4,128

1,187,419

East

West

Bancorp,

Inc.

(a)

5,562

460,200

Eaton

Corp.

plc

(a)

6,901

2,287,267

eBay,

Inc.

(a)(c)

17,783

1,157,851

Ecolab,

Inc.

(a)

6,423

1,639,985

Electronic

Arts,

Inc.

(a)

9,925

1,423,642

Element

Solutions,

Inc.

(a)(c)

34,239

929,931

Eli

Lilly

&

Co.

(a)

3,265

2,892,594

EMCOR

Group,

Inc.

(a)

5,786

2,491,047

Encompass

Health

Corp.

(a)

15,131

1,462,260

EnerSys

(a)

13,349

1,362,265

Entegris,

Inc.

(a)(c)

7,952

894,839

Entergy

Corp.

(a)

12,486

1,643,282

EPAM

Systems,

Inc.

*(a)

4,620

919,519

EPR

Properties,

REIT

(a)

22,390

1,098,006

Essent

Group

Ltd.

(a)

9,524

612,298

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(a)

11,896

1,185,912

Euronet

Worldwide,

Inc.

*(a)

4,794

475,709

Evercore,

Inc.,

Class

A

(a)

3,959

1,002,973

Everest

Group

Ltd.

(a)

5,296

2,075,132

Evergy,

Inc.

(a)

45,456

2,818,727

Eversource

Energy

(a)(c)

22,439

1,526,974

Exact

Sciences

Corp.

*(a)

6,273

427,317

Exelixis,

Inc.

*(a)

78,411

2,034,765

Exponent,

Inc.

(a)

2,665

307,221

Exxon

Mobil

Corp.

(a)(c)

11,523

1,350,726

F5,

Inc.

*(a)

1,346

296,389

Fair

Isaac

Corp.

*(a)(c)

349

678,288

Federal

Realty

Investment

Trust,

REIT

(a)(c)

3,139

360,891

Federated

Hermes,

Inc.,

Class

B

(a)

76,255

2,803,896

Ferguson

Enterprises,

Inc.

(a)

11,280

2,239,870

Fidelity

National

Financial,

Inc.

(a)

9,384

582,371

Fidelity

National

Information

Services,

Inc.

(a)

52,998

4,438,583

First

American

Financial

Corp.

(a)

18,315

1,208,973

First

Hawaiian,

Inc.

(a)(c)

24,623

570,022

First

Horizon

Corp.

(a)

148,822

2,311,206

Flowers

Foods,

Inc.

(a)(c)

34,517

796,307

64

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Flowserve

Corp.

(a)

77,767

4,019,776

Fluor

Corp.

*(a)

17,336

827,101

FMC

Corp.

(a)

38,107

2,512,776

FNB

Corp.

(a)(c)

118,221

1,668,098

Fortinet,

Inc.

*(a)

85,405

6,623,157

Fortune

Brands

Innovations,

Inc.

(a)(c)

5,835

522,408

Franklin

Resources,

Inc.

(a)(c)

83,813

1,688,832

Freeport-McMoRan,

Inc.

(a)

16,655

831,418

Freshpet,

Inc.

*(a)

4,747

649,247

Garmin

Ltd.

(a)

22,075

3,885,862

Gartner,

Inc.

*(a)(c)

3,946

1,999,675

Gates

Industrial

Corp.

plc

*(a)

107,078

1,879,219

GE

Aerospace

(a)

25,864

4,877,433

GE

Vernova,

Inc.

*(a)

3,601

918,183

Gen

Digital,

Inc.

(a)(c)

26,461

725,825

General

Dynamics

Corp.

(a)(c)

1,713

517,669

General

Motors

Co.

(a)

94,772

4,249,576

Gitlab,

Inc.,

Class

A

*(a)

46,227

2,382,540

Global

Payments,

Inc.

(a)(c)

22,865

2,341,833

Globe

Life,

Inc.

(a)

19,703

2,086,745

GoDaddy,

Inc.,

Class

A

*(a)(c)

13,448

2,108,377

Goldman

Sachs

Group,

Inc.

(The)

(a)(c)

2,051

1,015,471

GRAIL,

Inc.

*

17,529

241,199

Grand

Canyon

Education,

Inc.

*(a)

17,109

2,426,912

Grocery

Outlet

Holding

Corp.

*(a)

(c)

191,974

3,369,144

GSK

plc

(2)(a)

429,459

8,744,221

Guidewire

Software,

Inc.

*(a)

22,164

4,054,682

H&R

Block,

Inc.

(a)(c)

56,684

3,602,268

Hancock

Whitney

Corp.

(a)

26,787

1,370,691

Hanover

Insurance

Group,

Inc.

(The)

(a)

6,841

1,013,221

Harley-Davidson,

Inc.

(a)(c)

16,467

634,474

Hasbro,

Inc.

(a)

59,718

4,318,806

Hayward

Holdings,

Inc.

*(a)

28,012

429,704

HCA

Healthcare,

Inc.

(a)(c)

3,362

1,366,418

HealthEquity,

Inc.

*(a)

24,315

1,990,183

Healthpeak

Properties,

Inc.,

REIT

(a)

60,431

1,382,057

Hewlett

Packard

Enterprise

Co.

(a)

146,047

2,988,122

Hexcel

Corp.

(a)

45,558

2,816,851

HF

Sinclair

Corp.

(a)

5,187

231,185

Hilton

Worldwide

Holdings,

Inc.

(a)(c)

11,238

2,590,359

Holcim

AG

(2)(a)

21,489

2,104,479

Home

BancShares,

Inc.

(a)

6,224

168,608

Hormel

Foods

Corp.

(a)

47,266

1,498,332

Howmet

Aerospace,

Inc.

(a)(c)

40,181

4,028,145

HubSpot,

Inc.

*(a)(c)

5,353

2,845,655

Huntington

Bancshares,

Inc.

(a)(c)

57,279

842,001

Huntington

Ingalls

Industries,

Inc.

(a)(c)

10,290

2,720,470

Huntsman

Corp.

(a)

158,332

3,831,634

IDEXX

Laboratories,

Inc.

*(a)

1,384

699,224

Illinois

Tool

Works,

Inc.

(a)(c)

16,008

4,195,217

Illumina,

Inc.

*(a)

17,587

2,293,521

Incyte

Corp.

*(a)

26,007

1,719,063

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Inspire

Medical

Systems,

Inc.

*(a)

(c)

17,079

3,604,523

Insulet

Corp.

*(a)

5,519

1,284,547

International

Bancshares

Corp.

(a)

2,633

157,427

International

Flavors

&

Fragrances,

Inc.

(a)

3,842

403,141

Intra-Cellular

Therapies,

Inc.

*(a)(c)

9,786

716,042

Invesco

Ltd.

(a)

258,844

4,545,301

IQVIA

Holdings,

Inc.

*(a)

2,922

692,426

Iridium

Communications,

Inc.

(a)

40,996

1,248,328

ITT,

Inc.

(a)

15,442

2,308,733

Jacobs

Solutions,

Inc.

(a)

14,698

1,923,968

James

Hardie

Industries

plc,

CHESS

(2)*(a)

6,355

252,533

Jazz

Pharmaceuticals

plc

*(a)(c)

1,878

209,228

JB

Hunt

Transport

Services,

Inc.

(a)(c)

15,190

2,617,693

Johnson

&

Johnson

(a)(c)

20,988

3,401,315

KBR,

Inc.

(a)

11,694

761,630

Kemper

Corp.

(a)

30,824

1,887,970

Keurig

Dr

Pepper,

Inc.

(a)

33,970

1,273,196

Kimco

Realty

Corp.,

REIT

(a)(c)

10,667

247,688

Kirby

Corp.

*(a)

8,100

991,683

KLA

Corp.

(a)

2,923

2,263,600

Kohl's

Corp.

(a)(c)

90,272

1,904,739

Kraft

Heinz

Co.

(The)

(a)(c)

54,853

1,925,889

Kroger

Co.

(The)

(a)

29,665

1,699,805

Kyndryl

Holdings,

Inc.

*(a)

15,976

367,128

L3Harris

Technologies,

Inc.

(a)

1,981

471,220

Labcorp

Holdings,

Inc.

(a)

12,900

2,882,892

Lantheus

Holdings,

Inc.

*

11,490

1,261,028

Leggett

&

Platt,

Inc.

(a)(c)

152,716

2,079,992

Leidos

Holdings,

Inc.

(a)

10,489

1,709,707

Lennar

Corp.,

Class

A

(a)

13,583

2,546,541

Lennox

International,

Inc.

(a)

2,170

1,311,309

Light

&

Wonder,

Inc.

*(a)

16,242

1,473,637

Lincoln

National

Corp.

(a)

46,664

1,470,383

Littelfuse,

Inc.

(a)

776

205,834

LivaNova

plc

*(a)

16,759

880,518

Loews

Corp.

(a)

10,156

802,832

Louisiana-Pacific

Corp.

(a)

13,594

1,460,811

Lyft,

Inc.,

Class

A

*(a)

53,273

679,231

LyondellBasell

Industries

NV,

Class

A

(a)(c)

6,460

619,514

Manhattan

Associates,

Inc.

*(a)

8,520

2,397,358

ManpowerGroup,

Inc.

(a)

41,071

3,019,540

Marathon

Petroleum

Corp.

(a)(c)

12,881

2,098,444

Marriott

Vacations

Worldwide

Corp.

(a)(c)

44,099

3,240,395

Marvell

Technology,

Inc.

(a)(c)

28,959

2,088,523

Masco

Corp.

(a)

9,915

832,265

MasTec,

Inc.

*(a)

27,099

3,335,887

Matador

Resources

Co.

(a)(c)

33,429

1,652,061

McCormick

&

Co.,

Inc.

(Non-

Voting)

(a)

10,700

880,610

McKesson

Corp.

(a)

3,161

1,562,862

Medpace

Holdings,

Inc.

*(a)(c)

6,818

2,275,848

Medtronic

plc

(a)

55,001

4,951,740

MetLife,

Inc.

(a)

24,458

2,017,296

Micron

Technology,

Inc.

(a)

1,799

186,574

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

65

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Mid-America

Apartment

Communities,

Inc.,

REIT

(a)(c)

1,613

256,306

Mister

Car

Wash,

Inc.

*(a)(c)

2,719

17,701

MKS

Instruments,

Inc.

(a)(c)

3,443

374,289

Mohawk

Industries,

Inc.

*(a)

21,197

3,405,934

Molina

Healthcare,

Inc.

*(a)(c)

3,186

1,097,768

Molson

Coors

Beverage

Co.,

Class

B

(a)(c)

63,304

3,641,246

Morgan

Stanley

(a)

12,376

1,290,074

Mosaic

Co.

(The)

(a)(c)

22,920

613,798

MSCI,

Inc.,

Class

A

(a)

2,596

1,513,286

Natera,

Inc.

*(a)(c)

22,089

2,804,199

National

Fuel

Gas

Co.

(a)

43,363

2,628,231

Nestle

SA

(Registered)

(2)(a)

13,981

1,404,985

NetApp,

Inc.

(a)

14,507

1,791,760

Neurocrine

Biosciences,

Inc.

*(a)

24,133

2,780,604

New

Jersey

Resources

Corp.

(a)

30,946

1,460,651

New

York

Times

Co.

(The),

Class

A

(a)

42,204

2,349,497

Newell

Brands,

Inc.

(a)

105,175

807,744

News

Corp.,

Class

A

(a)

67,782

1,805,035

Nexstar

Media

Group,

Inc.,

Class

A

(a)(c)

19,725

3,261,529

NiSource,

Inc.

(a)

60,339

2,090,746

NNN

REIT,

Inc.,

REIT

(a)(c)

30,426

1,475,357

Norfolk

Southern

Corp.

(a)

3,610

897,085

Northern

Trust

Corp.

(a)(c)

14,281

1,285,718

Northrop

Grumman

Corp.

(a)

4,237

2,237,433

NOV,

Inc.

(a)(c)

47,311

755,557

Nutanix,

Inc.,

Class

A

*(a)

12,250

725,813

NVIDIA

Corp.

(a)

30,853

3,746,788

Old

Dominion

Freight

Line,

Inc.

(a)(c)

8,140

1,616,930

Old

Republic

International

Corp.

(a)

19,197

679,958

Ollie's

Bargain

Outlet

Holdings,

Inc.

*(a)

26,558

2,581,438

OneMain

Holdings,

Inc.

(a)

14,620

688,163

Onto

Innovation,

Inc.

*(a)(c)

4,830

1,002,515

Oracle

Corp.

(a)(c)

13,536

2,306,534

Organon

&

Co.

(a)(c)

87,906

1,681,642

Oshkosh

Corp.

(a)

11,065

1,108,824

Ovintiv,

Inc.

(a)

7,370

282,345

Owens

Corning

(a)

6,029

1,064,239

Packaging

Corp.

of

America

(a)

19,043

4,101,862

Palo

Alto

Networks,

Inc.

*(a)

2,436

832,625

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(c)

134,149

1,891,501

Parsons

Corp.

*(a)

15,226

1,578,632

PayPal

Holdings,

Inc.

*(a)(c)

42,505

3,316,665

PBF

Energy,

Inc.,

Class

A

(a)(c)

5,837

180,655

Pegasystems,

Inc.

(a)

17,934

1,310,796

Penske

Automotive

Group,

Inc.

(a)

18,362

2,982,356

Pentair

plc

(a)

21,139

2,067,183

Penumbra,

Inc.

*(a)(c)

5,785

1,124,083

PepsiCo,

Inc.

(a)

21,073

3,583,464

Perrigo

Co.

plc

(a)(c)

52,502

1,377,127

Pfizer,

Inc.

(a)

24,021

695,168

PG&E

Corp.

(a)

157,727

3,118,263

Pilgrim's

Pride

Corp.

*(a)(c)

13,426

618,267

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Pinterest,

Inc.,

Class

A

*(a)

79,017

2,557,780

Playtika

Holding

Corp.

(a)

179,626

1,422,638

Polaris,

Inc.

(a)(c)

23,476

1,954,142

Popular,

Inc.

24,324

2,438,967

PPG

Industries,

Inc.

(a)

31,459

4,167,059

Progressive

Corp.

(The)

(a)

17,148

4,351,476

Prosperity

Bancshares,

Inc.

(a)(c)

24,930

1,796,705

Prudential

Financial,

Inc.

(a)(c)

10,266

1,243,213

Public

Storage,

REIT

(a)(c)

18,010

6,553,298

Quest

Diagnostics,

Inc.

(a)

5,160

801,090

Ralph

Lauren

Corp.,

Class

A

(a)

29,728

5,763,367

Realty

Income

Corp.,

REIT

(a)

10,861

688,805

Reinsurance

Group

of

America,

Inc.

(a)

3,452

752,087

ResMed,

Inc.

(a)(c)

8,245

2,012,769

Reynolds

Consumer

Products,

Inc.

(a)

45,844

1,425,748

RH

*(a)

4,864

1,626,668

RingCentral,

Inc.,

Class

A

*(a)

65,629

2,075,845

Robert

Half,

Inc.

(a)

58,802

3,963,843

Robinhood

Markets,

Inc.,

Class

A

*(a)

52,112

1,220,463

ROBLOX

Corp.,

Class

A

*(a)(c)

58,244

2,577,879

Roche

Holding

AG

(2)(a)

5,852

1,872,741

Rollins,

Inc.

(a)

8,754

442,777

Ross

Stores,

Inc.

(a)(c)

24,598

3,702,245

Royal

Gold,

Inc.

(a)

24,351

3,416,445

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)

34,983

651,034

Samsara,

Inc.,

Class

A

*(a)(c)

27,190

1,308,383

Schneider

Electric

SE

(2)(a)

7,531

1,985,231

Scotts

Miracle-Gro

Co.

(The)

(a)

29,915

2,593,631

Seagate

Technology

Holdings

plc

(a)(c)

23,773

2,603,857

Sensata

Technologies

Holding

plc

(a)(c)

10,831

388,400

SentinelOne,

Inc.,

Class

A

*(a)(c)

34,945

835,884

Shell

plc

(2)(a)

110,448

3,583,125

Sherwin-Williams

Co.

(The)

(a)

1,266

483,194

Signify

NV

(2)(a)(b)

91,493

2,158,277

Skechers

USA,

Inc.,

Class

A

*(a)

22,775

1,524,103

Skyworks

Solutions,

Inc.

(a)(c)

19,284

1,904,681

SLM

Corp.

(a)

94,389

2,158,676

Smartsheet,

Inc.,

Class

A

*(a)

54,706

3,028,524

Snap,

Inc.,

Class

A

*(a)(c)

132,257

1,415,150

Snap-on,

Inc.

(a)

889

257,552

Snowflake,

Inc.,

Class

A

*(a)

8,555

982,627

Sonoco

Products

Co.

(a)

20,003

1,092,764

Sotera

Health

Co.

*(a)(c)

69,419

1,159,297

Sprouts

Farmers

Market,

Inc.

*(a)

6,582

726,719

SS&C

Technologies

Holdings,

Inc.

(a)

41,437

3,075,040

Stanley

Black

&

Decker,

Inc.

(a)(c)

13,458

1,482,130

State

Street

Corp.

(a)

19,795

1,751,264

Synchrony

Financial

(a)

41,384

2,064,234

Synovus

Financial

Corp.

(a)(c)

10,539

468,669

T.

Rowe

Price

Group,

Inc.

(a)(c)

19,258

2,097,774

Tapestry,

Inc.

(a)

123,426

5,798,553

Targa

Resources

Corp.

(a)

8,464

1,252,757

Target

Corp.

(a)

15,850

2,470,381

66

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Taylor

Morrison

Home

Corp.,

Class

A

*(a)

35,497

2,494,019

TD

SYNNEX

Corp.

(a)

20,688

2,484,215

Teleflex,

Inc.

(a)

5,025

1,242,783

Tenaris

SA

(2)(a)

12,860

204,113

Tenet

Healthcare

Corp.

*(a)

16,952

2,817,422

Teradata

Corp.

*(a)

66,647

2,022,070

Teradyne,

Inc.

(a)(c)

5,277

706,749

Terex

Corp.

(a)(c)

49,671

2,628,093

Texas

Capital

Bancshares,

Inc.

*(a)(c)

47,936

3,425,507

Texas

Pacific

Land

Corp.

(a)

1,143

1,011,258

Texas

Roadhouse,

Inc.,

Class

A

(a)

28,548

5,041,577

Textron,

Inc.

(a)

17,089

1,513,744

T-Mobile

US,

Inc.

(a)

5,258

1,085,041

Toll

Brothers,

Inc.

(a)

17,584

2,716,552

Trane

Technologies

plc

(a)

1,271

494,076

TransUnion

(a)

24,807

2,597,293

Travel

+

Leisure

Co.

(a)

22,885

1,054,541

Travelers

Cos.,

Inc.

(The)

(a)

12,936

3,028,576

Trimble,

Inc.

*(a)(c)

67,619

4,198,464

Truist

Financial

Corp.

(a)

34,306

1,467,268

Twilio,

Inc.,

Class

A

*(a)

26,224

1,710,329

Ubiquiti,

Inc.

(a)

1,164

258,082

UFP

Industries,

Inc.

(a)

5,996

786,735

UGI

Corp.

(a)(c)

175,116

4,381,402

UiPath,

Inc.,

Class

A

*(a)(c)

122,429

1,567,091

Ultragenyx

Pharmaceutical,

Inc.

*(a)

22,091

1,227,155

UMB

Financial

Corp.

(a)(c)

15,161

1,593,573

Union

Pacific

Corp.

(a)

4,359

1,074,406

United

Airlines

Holdings,

Inc.

*(a)

6,359

362,845

United

Therapeutics

Corp.

*(a)

3,421

1,225,915

Universal

Display

Corp.

(a)(c)

5,141

1,079,096

Universal

Health

Services,

Inc.,

Class

B

(a)

9,537

2,184,068

Unum

Group

(a)

20,751

1,233,439

US

Foods

Holding

Corp.

*(a)

4,020

247,230

Vail

Resorts,

Inc.

(a)(c)

13,580

2,366,858

Valero

Energy

Corp.

(a)(c)

1,266

170,948

Valley

National

Bancorp

(a)

363,543

3,293,700

Veeva

Systems,

Inc.,

Class

A

*(a)

12,452

2,613,301

VeriSign,

Inc.

*(a)

26,139

4,965,364

Vertiv

Holdings

Co.,

Class

A

(a)

42,363

4,214,695

Vistra

Corp.

(a)

3,623

429,470

Vulcan

Materials

Co.

(a)

8,334

2,087,084

Walmart,

Inc.

(a)

22,281

1,799,191

Walt

Disney

Co.

(The)

(a)

42,621

4,099,714

Weatherford

International

plc

(a)

5,334

452,963

WEC

Energy

Group,

Inc.

(a)(c)

3,261

313,643

Wendy's

Co.

(The)

(a)

468,765

8,212,762

WESCO

International,

Inc.

(a)

7,207

1,210,632

Western

Alliance

Bancorp

(a)

7,779

672,806

Western

Union

Co.

(The)

(a)

93,057

1,110,170

Westinghouse

Air

Brake

Technologies

Corp.

(a)

22,129

4,022,388

Whirlpool

Corp.

(a)(c)

12,463

1,333,541

Wingstop,

Inc.

(a)

13,199

5,491,840

Woodward,

Inc.

(a)

11,423

1,959,159

Workday,

Inc.,

Class

A

*(a)

6,368

1,556,403

INVESTMENTS

SHARES

VALUE

($)

United

States

-

120.0%

(continued)

Xcel

Energy,

Inc.

(a)

113,423

7,406,521

Zebra

Technologies

Corp.,

Class

A

*(a)(c)

724

268,112

Zions

Bancorp

NA

(a)

16,934

799,623

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

38,003

2,650,329

Zscaler,

Inc.

*(a)(c)

13,594

2,323,758

847,499,412

TOTAL

COMMON

STOCKS

(Cost

$1,365,978,866)

1,510,279,465

SHORT-TERM

INVESTMENTS

-

81.6%

INVESTMENT

COMPANIES

-

40

.2

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

2,336,578

2,336,578

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)(f)

282,172,403

282,087,751

TOTAL

INVESTMENT

COMPANIES

(Cost

$284,372,730)

284,424,329

—

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

41

.4

%

U.S.

Treasury

Bills

5.26%,

10/3/2024

(2)(g)

$

10,020,000

10,017,386

5.26%,

10/10/2024

(2)(g)

6,000,000

5,993,033

5.29%,

10/17/2024

(2)(g)

33,776,000

33,705,408

5.30%,

10/24/2024

(2)(g)

20,000,000

19,939,657

5.30%,

10/31/2024

(2)(g)(h)

30,000,000

29,883,113

5.28%,

12/12/2024

(2)(g)

2,857,000

2,831,458

5.29%,

12/19/2024

(2)(g)

18,073,000

17,894,331

5.28%,

12/26/2024

(2)(g)

1,632,000

1,614,437

5.25%,

1/2/2025

(2)(g)

49,931,000

49,355,485

5.21%,

1/9/2025

(2)(g)

4,697,000

4,639,002

5.12%,

1/23/2025

(2)(g)

7,346,000

7,242,861

4.81%,

2/6/2025

(2)(g)

9,498,000

9,349,831

4.91%,

2/13/2025

(2)(g)

13,156,000

12,939,943

4.89%,

2/20/2025

(2)(g)

19,597,000

19,260,652

4.64%,

3/13/2025

(2)(g)

15,469,000

15,169,228

4.51%,

3/20/2025

(2)(g)

27,088,000

26,538,603

4.35%,

3/27/2025

(2)(g)

24,732,000

24,214,596

4.31%,

4/3/2025

(2)(g)

1,702,000

1,665,657

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$291,996,370)

292,254,681

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$576,369,100)

576,679,010

TOTAL

LONG

POSITIONS

(Cost

$1,942,347,966)

2,086,958,475

SHARES

SHORT

POSITIONS

-

(205.0)%

COMMON

STOCKS

-

(203.9)%

Argentina

-

(

0

.3

)

%

Arcadium

Lithium

plc

(

650,534

)

(

1,854,022

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

67

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Australia

-

(

6

.5

)

%

ALS

Ltd.

(2)

(

194,482

)

(

1,927,996

)

Ampol

Ltd.

(2)

(

56,108

)

(

1,183,544

)

APA

Group

(2)

(

378,220

)

(

2,024,132

)

BHP

Group

Ltd.

(2)

(

82,116

)

(

2,549,387

)

Cleanaway

Waste

Management

Ltd.

(2)

(

107,880

)

(

218,536

)

Commonwealth

Bank

of

Australia

(2)

(

6,686

)

(

623,642

)

Domino's

Pizza

Enterprises

Ltd.

(2)

(

63,994

)

(

1,564,295

)

Endeavour

Group

Ltd.

(2)

(

449,856

)

(

1,555,663

)

Glencore

plc

(2)

(

528,880

)

(

3,028,712

)

IDP

Education

Ltd.

(2)

(

134,979

)

(

1,478,715

)

IGO

Ltd.

(2)

(

234,348

)

(

941,153

)

Liontown

Resources

Ltd.

(2)

(

796,589

)

(

440,276

)

Lynas

Rare

Earths

Ltd.

(2)

(

404,421

)

(

2,218,870

)

Medibank

Pvt

Ltd.

(2)

(

258,568

)

(

652,355

)

Mineral

Resources

Ltd.

(2)

(

103,275

)

(

3,682,119

)

New

Hope

Corp.

Ltd.

(2)

(

294,968

)

(

1,057,886

)

NEXTDC

Ltd.

(2)

(

155,190

)

(

1,871,499

)

Pilbara

Minerals

Ltd.

(2)

(

2,045,410

)

(

4,600,696

)

Ramsay

Health

Care

Ltd.

(2)

(

54,212

)

(

1,556,088

)

Rio

Tinto

plc

(2)

(

32,750

)

(

2,324,845

)

Santos

Ltd.

(2)

(

99,891

)

(

484,013

)

Sonic

Healthcare

Ltd.

(2)

(

33,272

)

(

625,803

)

South32

Ltd.

(2)

(

182,089

)

(

467,042

)

Transurban

Group

(2)

(

108,995

)

(

984,779

)

Treasury

Wine

Estates

Ltd.

(2)

(

327,872

)

(

2,706,731

)

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(2)

(

35,186

)

(

842,800

)

Whitehaven

Coal

Ltd.

(2)

(

43,994

)

(

218,183

)

Woodside

Energy

Group

Ltd.

(2)

(

195,861

)

(

3,376,105

)

Woolworths

Group

Ltd.

(2)

(

30,473

)

(

700,247

)

(45,906,112)

Belgium

-

(

0

.7

)

%

D'ieteren

Group

(2)

(

8,765

)

(

1,856,014

)

Elia

Group

SA/NV

(2)

(

5,846

)

(

668,139

)

Lotus

Bakeries

NV

(2)

(

97

)

(

1,301,656

)

Umicore

SA

(2)

(

67,191

)

(

872,013

)

(4,697,822)

Brazil

-

(

0

.2

)

%

MercadoLibre,

Inc.

(

243

)

(

498,626

)

Yara

International

ASA

(2)

(

36,762

)

(

1,161,434

)

(1,660,060)

Burkina

Faso

-

(

0

.3

)

%

Endeavour

Mining

plc

(2)

(

101,720

)

(

2,407,231

)

Canada

-

(

4

.1

)

%

Air

Canada

(

26,371

)

(

319,583

)

Alimentation

Couche-Tard,

Inc.

(

19,602

)

(

1,083,694

)

AltaGas

Ltd.

(

14,176

)

(

350,928

)

ARC

Resources

Ltd.

(

42,485

)

(

718,109

)

BCE,

Inc.

(

13,802

)

(

479,848

)

Brookfield

Asset

Management

Ltd.,

Class

A

(

42,485

)

(

2,008,570

)

Cameco

Corp.

(

47,085

)

(

2,249,371

)

Canadian

National

Railway

Co.

(

5,680

)

(

665,120

)

Canadian

Pacific

Kansas

City

Ltd.

(

28,896

)

(

2,471,367

)

Canadian

Tire

Corp.

Ltd.,

Class

A

(

3,164

)

(

379,203

)

INVESTMENTS

SHARES

VALUE

($)

Canada

-

(4.1)%

(continued)

Capital

Power

Corp.

(

15,939

)

(

579,482

)

Capstone

Copper

Corp.

(

61,663

)

(

481,924

)

CGI,

Inc.

(

2,770

)

(

318,731

)

Element

Fleet

Management

Corp.

(

31,140

)

(

662,196

)

Emera,

Inc.

(

8,966

)

(

353,283

)

Fortis,

Inc.

(

9,638

)

(

437,913

)

MEG

Energy

Corp.

(

30,483

)

(

572,718

)

National

Bank

of

Canada

(

1,678

)

(

158,488

)

Northland

Power,

Inc.

(

21,351

)

(

368,309

)

Pembina

Pipeline

Corp.

(

18,157

)

(

748,459

)

RB

Global,

Inc.

(

30,004

)

(

2,414,829

)

Restaurant

Brands

International,

Inc.

(

71,474

)

(

5,157,417

)

Rogers

Communications,

Inc.,

Class

B

(

31,732

)

(

1,275,896

)

Sun

Life

Financial,

Inc.

(

8,460

)

(

490,729

)

Teck

Resources

Ltd.,

Class

B

(

7,727

)

(

403,590

)

Thomson

Reuters

Corp.

(

2,828

)

(

482,377

)

TMX

Group

Ltd.

(

78,455

)

(

2,459,024

)

WSP

Global,

Inc.

(

3,061

)

(

543,826

)

(28,634,984)

Chile

-

(

1

.1

)

%

Antofagasta

plc

(2)

(

169,291

)

(

4,563,215

)

Lundin

Mining

Corp.

(

273,106

)

(

2,861,409

)

(7,424,624)

Denmark

-

(

2

.2

)

%

Ambu

A/S,

Class

B

(2)

(

25,838

)

(

506,331

)

Coloplast

A/S,

Class

B

(2)

(

26,994

)

(

3,518,547

)

DSV

A/S

(2)

(

17,139

)

(

3,527,379

)

Novo

Nordisk

A/S,

Class

B

(2)

(

36,286

)

(

4,303,937

)

Novonesis

(Novozymes),

Class

B

(2)

(

31,376

)

(

2,258,929

)

Orsted

A/S

(2)(b)

(

7,756

)

(

513,699

)

Pandora

A/S

(2)

(

887

)

(

146,194

)

ROCKWOOL

A/S,

Class

B

(2)

(

623

)

(

292,471

)

Tryg

A/S

(2)

(

6,682

)

(

158,462

)

(15,225,949)

Finland

-

(

0

.9

)

%

Kesko

OYJ,

Class

B

(2)

(

74,965

)

(

1,599,346

)

Metso

OYJ

(2)

(

146,979

)

(

1,571,561

)

Neste

OYJ

(2)

(

44,901

)

(

872,340

)

Stora

Enso

OYJ,

Class

R

(2)

(

189,051

)

(

2,418,734

)

(6,461,981)

France

-

(

6

.6

)

%

Aeroports

de

Paris

SA

(2)

(

10,498

)

(

1,348,231

)

Air

France-KLM

(2)

(

24,972

)

(

250,093

)

Air

Liquide

SA

(2)

(

10,568

)

(

2,040,789

)

Airbus

SE

(2)

(

26,806

)

(

3,923,228

)

Alten

SA

(2)

(

3,561

)

(

398,097

)

AXA

SA

(2)

(

10,983

)

(

422,811

)

BioMerieux

(2)

(

6,269

)

(

751,335

)

Bollore

SE

(2)

(

120,877

)

(

806,866

)

Bureau

Veritas

SA

(2)

(

6,739

)

(

223,577

)

Capgemini

SE

(2)

(

25,351

)

(

5,473,297

)

Cie

de

Saint-Gobain

SA

(2)

(

9,345

)

(

852,288

)

Dassault

Systemes

SE

(2)

(

26,119

)

(

1,037,467

)

68

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

France

-

(6.6)%

(continued)

Edenred

SE

(2)

(

126,114

)

(

4,776,646

)

EssilorLuxottica

SA

(2)

(

26,289

)

(

6,228,507

)

Getlink

SE

(2)

(

33,113

)

(

590,626

)

Hermes

International

SCA

(2)

(

807

)

(

1,987,122

)

Kering

SA

(2)

(

6,281

)

(

1,808,001

)

La

Francaise

des

Jeux

SAEM

(2)

(b)

(

3,708

)

(

152,583

)

L'Oreal

SA

(2)

(

3,288

)

(

1,474,789

)

Pernod

Ricard

SA

(2)

(

25,307

)

(

3,828,757

)

Publicis

Groupe

SA

(2)

(

10,941

)

(

1,197,343

)

Remy

Cointreau

SA

(2)

(

3,248

)

(

253,015

)

Rexel

SA

(2)

(

11,477

)

(

332,680

)

Sartorius

Stedim

Biotech

(2)

(

10,503

)

(

2,199,106

)

SOITEC

(2)

(

3,340

)

(

334,530

)

Teleperformance

SE

(2)

(

10,948

)

(

1,132,575

)

Thales

SA

(2)

(

6,995

)

(

1,111,725

)

Ubisoft

Entertainment

SA

(2)

(

155,309

)

(

1,743,731

)

(46,679,815)

Germany

-

(

3

.8

)

%

Aurubis

AG

(2)

(

26,311

)

(

1,930,439

)

Bechtle

AG

(2)

(

7,049

)

(

315,317

)

Beiersdorf

AG

(2)

(

12,159

)

(

1,830,171

)

Brenntag

SE

(2)

(

13,391

)

(

999,538

)

Carl

Zeiss

Meditec

AG

(2)

(

11,572

)

(

918,056

)

CTS

Eventim

AG

&

Co.

KGaA

(2)

(

24,958

)

(

2,598,768

)

Deutsche

Lufthansa

AG

(Registered)

(2)

(

70,187

)

(

514,077

)

Deutsche

Post

AG

(2)

(

48,303

)

(

2,154,637

)

HUGO

BOSS

AG

(2)

(

21,108

)

(

966,653

)

Infineon

Technologies

AG

(2)

(

182,999

)

(

6,424,715

)

LANXESS

AG

(2)

(

7,142

)

(

226,087

)

Merck

KGaA

(2)

(

2,271

)

(

400,902

)

MTU

Aero

Engines

AG

(2)

(

2,966

)

(

926,958

)

Nemetschek

SE

(2)

(

4,746

)

(

493,299

)

Puma

SE

(2)

(

26,437

)

(

1,105,491

)

Rational

AG

(2)

(

589

)

(

601,339

)

Siemens

Energy

AG

(2)

(

302

)

(

11,150

)

Siemens

Healthineers

AG

(2)(b)

(

43,623

)

(

2,620,028

)

Symrise

AG,

Class

A

(2)

(

1,273

)

(

176,170

)

Wacker

Chemie

AG

(2)

(

13,550

)

(

1,340,206

)

(26,554,001)

Ireland

-

(

0

.5

)

%

Accenture

plc,

Class

A

(

10,755

)

(

3,801,677

)

Italy

-

(

3

.0

)

%

Amplifon

SpA

(2)

(

23,597

)

(

679,136

)

BPER

Banca

SpA

(2)

(

590,863

)

(

3,329,060

)

Coca-Cola

HBC

AG

(2)

(

18,735

)

(

667,945

)

Davide

Campari-Milano

NV

(2)

(

91,777

)

(

777,954

)

DiaSorin

SpA

(2)

(

3,560

)

(

416,258

)

Ferrari

NV

(2)

(

4,809

)

(

2,253,504

)

FinecoBank

Banca

Fineco

SpA

(2)

(

40,813

)

(

700,431

)

Generali

(2)

(

82,979

)

(

2,401,635

)

Infrastrutture

Wireless

Italiane

SpA

(2)(b)

(

136,161

)

(

1,674,703

)

Interpump

Group

SpA

(2)

(

15,545

)

(

726,192

)

Leonardo

SpA

(2)

(

11,520

)

(

257,833

)

INVESTMENTS

SHARES

VALUE

($)

Italy

-

(3.0)%

(continued)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(2)

(

135,222

)

(

2,310,456

)

Moncler

SpA

(2)

(

41,491

)

(

2,637,860

)

Snam

SpA

(2)

(

85,517

)

(

435,602

)

Telecom

Italia

SpA

(2)

(

4,593,368

)

(

1,277,094

)

Terna

-

Rete

Elettrica

Nazionale

(2)

(

57,252

)

(

515,660

)

(21,061,323)

Japan

-

(

31

.4

)

%

Advantest

Corp.

(2)

(

36,400

)

(

1,711,938

)

Aeon

Co.

Ltd.

(2)

(

21,000

)

(

570,366

)

Air

Water,

Inc.

(2)

(

16,800

)

(

235,804

)

Aisin

Corp.

(2)

(

15,900

)

(

176,675

)

Ajinomoto

Co.,

Inc.

(2)

(

112,300

)

(

4,346,225

)

Allegro

MicroSystems,

Inc.

(

76,964

)

(

1,793,261

)

Asahi

Intecc

Co.

Ltd.

(2)

(

8,500

)

(

149,543

)

Astellas

Pharma,

Inc.

(2)

(

91,700

)

(

1,059,811

)

Azbil

Corp.

(2)

(

87,600

)

(

711,999

)

Bridgestone

Corp.

(2)

(

70,100

)

(

2,707,115

)

Chiba

Bank

Ltd.

(The)

(2)

(

141,700

)

(

1,151,784

)

Concordia

Financial

Group

Ltd.

(2)

(

129,600

)

(

723,422

)

Dai

Nippon

Printing

Co.

Ltd.

(2)

(

34,200

)

(

610,650

)

Daifuku

Co.

Ltd.

(2)

(

32,000

)

(

619,450

)

Daikin

Industries

Ltd.

(2)

(

16,500

)

(

2,315,957

)

Daiwa

Securities

Group,

Inc.

(2)

(

483,300

)

(

3,427,885

)

Denso

Corp.

(2)

(

139,100

)

(

2,090,868

)

Dentsu

Group,

Inc.

(2)

(

103,900

)

(

3,202,398

)

East

Japan

Railway

Co.

(2)

(

65,800

)

(

1,305,866

)

Eisai

Co.

Ltd.

(2)

(

45,300

)

(

1,688,555

)

FANUC

Corp.

(2)

(

35,800

)

(

1,051,461

)

Fast

Retailing

Co.

Ltd.

(2)

(

600

)

(

199,078

)

Fuji

Electric

Co.

Ltd.

(2)

(

34,900

)

(

2,114,704

)

FUJIFILM

Holdings

Corp.

(2)

(

17,700

)

(

458,199

)

Hakuhodo

DY

Holdings,

Inc.

(2)

(

92,800

)

(

760,429

)

Hamamatsu

Photonics

KK

(2)

(

393,000

)

(

5,127,945

)

Haseko

Corp.

(2)

(

21,900

)

(

287,251

)

Hoshizaki

Corp.

(2)

(

33,100

)

(

1,152,735

)

Ibiden

Co.

Ltd.

(2)

(

34,600

)

(

1,069,380

)

Idemitsu

Kosan

Co.

Ltd.

(2)

(

192,100

)

(

1,392,984

)

Isetan

Mitsukoshi

Holdings

Ltd.

(2)

(

99,500

)

(

1,561,998

)

Isuzu

Motors

Ltd.

(2)

(

59,600

)

(

812,656

)

ITOCHU

Corp.

(2)

(

37,800

)

(

2,037,235

)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(

19,500

)

(

703,689

)

Japan

Tobacco,

Inc.

(2)

(

54,200

)

(

1,580,404

)

Kajima

Corp.

(2)

(

14,800

)

(

277,399

)

Kawasaki

Heavy

Industries

Ltd.

(2)

(

31,000

)

(

1,270,663

)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(

132,300

)

(

3,944,247

)

Kikkoman

Corp.

(2)

(

176,000

)

(

2,002,271

)

Kinden

Corp.

(2)

(

23,100

)

(

511,327

)

Kintetsu

Group

Holdings

Co.

Ltd.

(2)

(

54,100

)

(

1,347,340

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)

(

51,900

)

(

2,064,180

)

Koito

Manufacturing

Co.

Ltd.

(2)

(

50,800

)

(

706,777

)

Kubota

Corp.

(2)

(

379,500

)

(

5,418,666

)

Kyocera

Corp.

(2)

(

138,500

)

(

1,618,678

)

Kyoto

Financial

Group,

Inc.

(2)

(

100,700

)

(

1,561,626

)

Lasertec

Corp.

(2)

(

2,300

)

(

383,471

)

M3,

Inc.

(2)

(

83,000

)

(

831,160

)

Marubeni

Corp.

(2)

(

53,100

)

(

877,310

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

69

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(31.4)%

(continued)

Marui

Group

Co.

Ltd.

(2)

(

57,500

)

(

961,632

)

MatsukiyoCocokara

&

Co.

(2)

(

67,900

)

(

1,118,676

)

MINEBEA

MITSUMI,

Inc.

(2)

(

54,100

)

(

1,069,365

)

Mitsubishi

Chemical

Group

Corp.

(2)

(

24,800

)

(

159,524

)

Mitsubishi

Corp.

(2)

(

338,500

)

(

7,033,980

)

Mitsubishi

Electric

Corp.

(2)

(

59,500

)

(

965,146

)

Mitsubishi

HC

Capital,

Inc.

(2)

(

128,000

)

(

909,072

)

Mitsubishi

Heavy

Industries

Ltd.

(2)

(

296,600

)

(

4,432,390

)

Mitsubishi

Motors

Corp.

(2)

(

363,500

)

(

988,982

)

Mitsui

&

Co.

Ltd.

(2)

(

219,200

)

(

4,902,197

)

Mitsui

Chemicals,

Inc.

(2)

(

62,900

)

(

1,680,189

)

Mizuho

Financial

Group,

Inc.

(2)

(

53,070

)

(

1,097,001

)

Nexon

Co.

Ltd.

(2)

(

198,800

)

(

3,950,534

)

NIDEC

Corp.

(2)

(

68,200

)

(

1,435,821

)

Nikon

Corp.

(2)

(

145,600

)

(

1,507,995

)

Nippon

Paint

Holdings

Co.

Ltd.

(2)

(

354,700

)

(

2,701,370

)

Nippon

Sanso

Holdings

Corp.

(2)

(

100,700

)

(

3,695,988

)

Nippon

Telegraph

&

Telephone

Corp.

(2)

(

2,139,800

)

(

2,193,692

)

Nissan

Chemical

Corp.

(2)

(

107,400

)

(

3,855,480

)

Nissan

Motor

Co.

Ltd.

(2)

(

672,500

)

(

1,910,327

)

Nissin

Foods

Holdings

Co.

Ltd.

(2)

(

59,200

)

(

1,654,301

)

Nitori

Holdings

Co.

Ltd.

(2)

(

22,000

)

(

3,275,414

)

Nitto

Denko

Corp.

(2)

(

14,000

)

(

235,596

)

NOF

Corp.

(2)

(

16,200

)

(

279,801

)

Nomura

Research

Institute

Ltd.

(2)

(

24,200

)

(

898,103

)

NTT

Data

Group

Corp.

(2)

(

124,200

)

(

2,235,314

)

Obayashi

Corp.

(2)

(

170,100

)

(

2,167,695

)

Odakyu

Electric

Railway

Co.

Ltd.

(2)

(

12,900

)

(

143,884

)

Omron

Corp.

(2)

(

33,400

)

(

1,527,038

)

Ono

Pharmaceutical

Co.

Ltd.

(2)

(

137,500

)

(

1,845,708

)

Open

House

Group

Co.

Ltd.

(2)

(

51,000

)

(

1,929,110

)

Oriental

Land

Co.

Ltd.

(2)

(

154,400

)

(

3,993,926

)

Otsuka

Holdings

Co.

Ltd.

(2)

(

53,600

)

(

3,044,433

)

Pan

Pacific

International

Holdings

Corp.

(2)

(

8,600

)

(

223,461

)

Rakuten

Group,

Inc.

(2)

(

374,200

)

(

2,414,492

)

Renesas

Electronics

Corp.

(2)

(

226,300

)

(

3,284,217

)

Resona

Holdings,

Inc.

(2)

(

168,500

)

(

1,180,696

)

Rohm

Co.

Ltd.

(2)

(

110,300

)

(

1,242,604

)

Secom

Co.

Ltd.

(2)

(

25,000

)

(

924,727

)

Sega

Sammy

Holdings,

Inc.

(2)

(

7,800

)

(

156,271

)

Seibu

Holdings,

Inc.

(2)

(

161,700

)

(

3,597,222

)

Seiko

Epson

Corp.

(2)

(

40,700

)

(

752,896

)

Sekisui

House

Ltd.

(2)

(

6,600

)

(

183,254

)

Seven

&

i

Holdings

Co.

Ltd.

(2)

(

116,200

)

(

1,749,699

)

SG

Holdings

Co.

Ltd.

(2)

(

118,400

)

(

1,269,883

)

Sharp

Corp.

(2)

(

268,300

)

(

1,784,367

)

Shimadzu

Corp.

(2)

(

123,500

)

(

4,130,650

)

Shin-Etsu

Chemical

Co.

Ltd.

(2)

(

52,800

)

(

2,206,533

)

Shinko

Electric

Industries

Co.

Ltd.

(2)

(

36,600

)

(

1,399,723

)

Shiseido

Co.

Ltd.

(2)

(

21,200

)

(

576,570

)

Shizuoka

Financial

Group,

Inc.

(2)

(

32,000

)

(

279,113

)

SMC

Corp.

(2)

(

8,500

)

(

3,801,375

)

SoftBank

Corp.

(2)

(

1,009,000

)

(

1,317,341

)

Subaru

Corp.

(2)

(

40,500

)

(

716,491

)

SUMCO

Corp.

(2)

(

206,500

)

(

2,233,492

)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(31.4)%

(continued)

Sumitomo

Forestry

Co.

Ltd.

(2)

(

36,800

)

(

1,811,471

)

Sumitomo

Heavy

Industries

Ltd.

(2)

(

27,700

)

(

670,255

)

Sumitomo

Metal

Mining

Co.

Ltd.

(2)

(

107,900

)

(

3,238,119

)

Sumitomo

Mitsui

Trust

Holdings,

Inc.

(2)

(

68,300

)

(

1,634,756

)

Suzuki

Motor

Corp.

(2)

(

290,400

)

(

3,269,872

)

Sysmex

Corp.

(2)

(

89,900

)

(

1,779,458

)

T&D

Holdings,

Inc.

(2)

(

58,600

)

(

1,033,165

)

Taisei

Corp.

(2)

(

47,800

)

(

2,099,023

)

Terumo

Corp.

(2)

(

250,000

)

(

4,736,122

)

TIS,

Inc.

(2)

(

6,400

)

(

163,371

)

Toei

Animation

Co.

Ltd.

(2)

(

28,200

)

(

596,097

)

Tokyo

Gas

Co.

Ltd.

(2)

(

10,200

)

(

237,590

)

Tokyu

Corp.

(2)

(

51,400

)

(

665,626

)

Toyota

Industries

Corp.

(2)

(

39,600

)

(

3,070,685

)

Toyota

Motor

Corp.

(2)

(

214,500

)

(

3,855,426

)

Unicharm

Corp.

(2)

(

90,800

)

(

3,271,143

)

Yakult

Honsha

Co.

Ltd.

(2)

(

91,900

)

(

2,128,292

)

Yamaha

Motor

Co.

Ltd.

(2)

(

383,400

)

(

3,452,942

)

Yamazaki

Baking

Co.

Ltd.

(2)

(

23,900

)

(

473,565

)

Yaskawa

Electric

Corp.

(2)

(

71,700

)

(

2,509,961

)

ZOZO,

Inc.

(2)

(

82,300

)

(

2,989,927

)

(222,636,462)

Jordan

-

(

0

.1

)

%

Hikma

Pharmaceuticals

plc

(2)

(

33,302

)

(

852,187

)

Luxembourg

-

(

0

.2

)

%

ArcelorMittal

SA

(2)

(

18,005

)

(

471,454

)

Eurofins

Scientific

SE

(2)

(

19,249

)

(

1,220,410

)

(1,691,864)

Netherlands

-

(

2

.6

)

%

Adyen

NV

(2)(b)

(

288

)

(

450,899

)

ASML

Holding

NV

(2)

(

2,188

)

(

1,820,111

)

ASR

Nederland

NV

(2)

(

72,005

)

(

3,529,857

)

BE

Semiconductor

Industries

NV

(2)

(

11,703

)

(

1,492,608

)

Heineken

NV

(2)

(

17,170

)

(

1,524,185

)

IMCD

NV

(2)

(

9,746

)

(

1,693,026

)

OCI

NV

(2)

(

31,242

)

(

890,695

)

Randstad

NV

(2)

(

15,072

)

(

748,870

)

Universal

Music

Group

NV

(2)

(

224,456

)

(

5,872,043

)

(18,022,294)

Norway

-

(

0

.7

)

%

Gjensidige

Forsikring

ASA

(

28,178

)

(

527,088

)

Mowi

ASA

(2)

(

101,802

)

(

1,828,706

)

Salmar

ASA

(

31,695

)

(

1,662,396

)

Schibsted

ASA,

Class

A

(

20,517

)

(

662,193

)

(4,680,383)

Poland

-

(

0

.2

)

%

InPost

SA

(2)

(

63,097

)

(

1,191,280

)

Singapore

-

(

1

.3

)

%

CapitaLand

Investment

Ltd.

(2)

(

957,800

)

(

2,315,742

)

DBS

Group

Holdings

Ltd.

(2)

(

82,379

)

(

2,439,598

)

Keppel

Ltd.

(2)

(

530,100

)

(

2,722,947

)

70

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Singapore

-

(1.3)%

(continued)

Oversea-Chinese

Banking

Corp.

Ltd.

(2)

(

35,500

)

(

415,562

)

Seatrium

Ltd.

(2)

(

708,575

)

(

981,525

)

(8,875,374)

South

Africa

-

(

0

.3

)

%

Anglo

American

plc

(2)

(

72,731

)

(

2,364,173

)

Spain

-

(

1

.9

)

%

Acciona

SA

(2)

(

9,977

)

(

1,415,504

)

Amadeus

IT

Group

SA

(2)

(

57,977

)

(

4,198,841

)

Banco

Bilbao

Vizcaya

Argentaria

SA

(2)

(

120,229

)

(

1,298,746

)

Bankinter

SA

(2)

(

178,830

)

(

1,578,701

)

Cellnex

Telecom

SA

(2)(b)

(

12,255

)

(

496,852

)

Fluidra

SA

(2)

(

9,634

)

(

252,553

)

Grifols

SA

(2)

(

14,008

)

(

159,199

)

Iberdrola

SA

(2)

(

33,453

)

(

517,155

)

Redeia

Corp.

SA

(2)

(

188,094

)

(

3,656,752

)

(13,574,303)

Sweden

-

(

3

.8

)

%

Assa

Abloy

AB,

Class

B

(2)

(

57,662

)

(

1,942,628

)

Atlas

Copco

AB,

Class

A

(2)

(

63,928

)

(

1,238,951

)

Axfood

AB

(2)

(

53,012

)

(

1,494,107

)

Beijer

Ref

AB,

Class

B

(2)

(

75,226

)

(

1,238,496

)

Epiroc

AB,

Class

A

(2)

(

194,775

)

(

4,218,723

)

EQT

AB

(2)

(

110,001

)

(

3,776,108

)

Hexagon

AB,

Class

B

(2)

(

66,916

)

(

720,757

)

Holmen

AB,

Class

B

(2)

(

35,868

)

(

1,552,922

)

Husqvarna

AB,

Class

B

(2)

(

82,048

)

(

574,722

)

Lifco

AB,

Class

B

(2)

(

47,148

)

(

1,552,758

)

Nibe

Industrier

AB,

Class

B

(2)

(

120,264

)

(

659,128

)

Saab

AB,

Class

B

(2)

(

114,325

)

(

2,436,325

)

Sandvik

AB

(2)

(

17,905

)

(

400,663

)

Securitas

AB,

Class

B

(2)

(

149,081

)

(

1,892,562

)

Skanska

AB,

Class

B

(2)

(

104,741

)

(

2,183,355

)

Svenska

Cellulosa

AB

SCA,

Class

B

(2)

(

73,033

)

(

1,064,767

)

Swedish

Orphan

Biovitrum

AB

(

4,829

)

(

155,485

)

(27,102,457)

Switzerland

-

(

6

.2

)

%

Avolta

AG

(2)

(

30,843

)

(

1,305,448

)

Bachem

Holding

AG,

Class

B

(2)

(

8,449

)

(

712,263

)

Baloise

Holding

AG

(Registered)

(2)

(

1,254

)

(

256,435

)

Barry

Callebaut

AG

(Registered)

(2)

(

2,556

)

(

4,732,277

)

BKW

AG

(2)

(

3,578

)

(

648,829

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(2)

(

162

)

(

2,089,788

)

Cie

Financiere

Richemont

SA

(Registered)

(2)

(

22,805

)

(

3,621,531

)

Clariant

AG

(Registered)

(2)

(

33,277

)

(

504,350

)

EMS-Chemie

Holding

AG

(Registered)

(2)

(

1,010

)

(

848,634

)

Galenica

AG

(2)(b)

(

14,158

)

(

1,247,403

)

Georg

Fischer

AG

(Registered)

(2)

(

15,234

)

(

1,153,086

)

Helvetia

Holding

AG

(Registered)

(2)

(

13,342

)

(

2,307,238

)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

(6.2)%

(continued)

Partners

Group

Holding

AG

(2)

(

2,339

)

(

3,526,456

)

Schindler

Holding

AG

(2)

(

11,616

)

(

3,409,345

)

SIG

Group

AG

(2)

(

217,051

)

(

4,839,131

)

Sika

AG

(Registered)

(2)

(

2,973

)

(

985,447

)

Straumann

Holding

AG

(Registered)

(2)

(

10,047

)

(

1,643,441

)

Swatch

Group

AG

(The)

(2)

(

11,078

)

(

2,375,419

)

Swiss

Life

Holding

AG

(Registered)

(2)

(

1,095

)

(

916,251

)

Swisscom

AG

(Registered)

(2)

(

856

)

(

559,404

)

Tecan

Group

AG

(Registered)

(2)

(

5,852

)

(

1,923,086

)

UBS

Group

AG

(Registered)

(2)

(

92,897

)

(

2,874,609

)

VAT

Group

AG

(2)(b)

(

2,136

)

(

1,092,348

)

(43,572,219)

United

Kingdom

-

(

8

.4

)

%

Admiral

Group

plc

(2)

(

4,663

)

(

173,813

)

Ashtead

Group

plc

(2)

(

36,840

)

(

2,854,393

)

AstraZeneca

plc

(2)

(

18,582

)

(

2,894,824

)

BAE

Systems

plc

(2)

(

197,286

)

(

3,275,357

)

Barratt

Developments

plc

(2)

(

406,825

)

(

2,610,030

)

Berkeley

Group

Holdings

plc

(2)

(

46,775

)

(

2,958,585

)

Bunzl

plc

(2)

(

7,445

)

(

352,588

)

Croda

International

plc

(2)

(

29,408

)

(

1,661,617

)

Diageo

plc

(2)

(

82,218

)

(

2,871,867

)

Entain

plc

(2)

(

132,687

)

(

1,355,683

)

Flutter

Entertainment

plc

(2)

(

4,710

)

(

1,107,564

)

Halma

plc

(2)

(

4,744

)

(

165,876

)

Harbour

Energy

plc

(2)

(

85,947

)

(

306,546

)

Hargreaves

Lansdown

plc

(2)

(

128,468

)

(

1,914,588

)

Hays

plc

(2)

(

402,549

)

(

499,707

)

Informa

plc

(2)

(

130,636

)

(

1,436,673

)

JD

Sports

Fashion

plc

(2)

(

1,917,419

)

(

3,953,607

)

Legal

&

General

Group

plc

(2)

(

509,374

)

(

1,543,804

)

Melrose

Industries

plc

(2)

(

121,750

)

(

744,083

)

National

Grid

plc

(2)

(

96,354

)

(

1,331,902

)

Next

plc

(2)

(

5,828

)

(

763,448

)

Reckitt

Benckiser

Group

plc

(2)

(

16,757

)

(

1,025,263

)

Rentokil

Initial

plc

(2)

(

85,995

)

(

420,504

)

RS

GROUP

plc

(2)

(

83,972

)

(

912,685

)

Sage

Group

plc

(The)

(2)

(

109,503

)

(

1,504,159

)

Severn

Trent

plc

(2)

(

45,729

)

(

1,618,967

)

Smith

&

Nephew

plc

(2)

(

106,549

)

(

1,653,739

)

Spectris

plc

(2)

(

12,921

)

(

472,208

)

Spirax

Group

plc

(2)

(

15,889

)

(

1,601,690

)

SSE

plc

(2)

(

142,923

)

(

3,602,289

)

Taylor

Wimpey

plc

(2)

(

1,235,367

)

(

2,717,416

)

Unilever

plc

(2)

(

52,135

)

(

3,380,084

)

United

Utilities

Group

plc

(2)

(

93,743

)

(

1,314,307

)

Wise

plc,

Class

A

(2)

(

217,500

)

(

1,955,683

)

WPP

plc

(2)

(

206,207

)

(

2,112,268

)

(59,067,817)

United

States

-

(

116

.5

)

%

A

O

Smith

Corp.

(

5,475

)

(

491,819

)

AAON,

Inc.

(

33,781

)

(

3,642,943

)

AbbVie,

Inc.

(

26,638

)

(

5,260,472

)

Acadia

Healthcare

Co.,

Inc.

(

9,386

)

(

595,166

)

Advance

Auto

Parts,

Inc.

(

39,772

)

(

1,550,710

)

Advanced

Micro

Devices,

Inc.

(

12,247

)

(

2,009,488

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

71

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Affirm

Holdings,

Inc.,

Class

A

(

37,127

)

(

1,515,524

)

Aflac,

Inc.

(

7,415

)

(

828,997

)

Agilent

Technologies,

Inc.

(

8,356

)

(

1,240,699

)

Air

Lease

Corp.,

Class

A

(

36,837

)

(

1,668,348

)

Air

Products

and

Chemicals,

Inc.

(

7,604

)

(

2,264,015

)

Albemarle

Corp.

(

20,441

)

(

1,935,967

)

Alcoa

Corp.

(

4,787

)

(

184,682

)

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(

1,256

)

(

149,150

)

ALLETE,

Inc.

(

3,245

)

(

208,297

)

Alliant

Energy

Corp.

(

24,868

)

(

1,509,239

)

Alphabet,

Inc.,

Class

A

(

46,650

)

(

7,736,904

)

Altair

Engineering,

Inc.,

Class

A

(

39,761

)

(

3,797,573

)

American

Electric

Power

Co.,

Inc.

(

46,654

)

(

4,786,700

)

American

Financial

Group,

Inc.

(

4,938

)

(

664,655

)

American

Homes

4

Rent,

Class

A,

REIT

(

18,321

)

(

703,343

)

American

Water

Works

Co.,

Inc.

(

22,892

)

(

3,347,726

)

AMETEK,

Inc.

(

8,603

)

(

1,477,221

)

Amgen,

Inc.

(

6,075

)

(

1,957,426

)

Analog

Devices,

Inc.

(

2,192

)

(

504,533

)

Aon

plc,

Class

A

(

9,863

)

(

3,412,499

)

APA

Corp.

(

17,611

)

(

430,765

)

API

Group

Corp.

(

52,222

)

(

1,724,370

)

Apollo

Global

Management,

Inc.

(

36,575

)

(

4,568,583

)

Apple,

Inc.

(

11,612

)

(

2,705,596

)

AppLovin

Corp.,

Class

A

(

1,557

)

(

203,266

)

Arch

Capital

Group

Ltd.

(

29,796

)

(

3,333,576

)

Arrowhead

Pharmaceuticals,

Inc.

(

105,411

)

(

2,041,811

)

Arthur

J

Gallagher

&

Co.

(

11,062

)

(

3,112,515

)

ASGN,

Inc.

(

20,134

)

(

1,877,093

)

Aspen

Technology,

Inc.

(

12,349

)

(

2,949,188

)

Associated

Banc-Corp.

(

81,375

)

(

1,752,818

)

Autodesk,

Inc.

(

3,966

)

(

1,092,554

)

Automatic

Data

Processing,

Inc.

(

19,503

)

(

5,397,065

)

AutoZone,

Inc.

(

874

)

(

2,753,135

)

Avantor,

Inc.

(

62,994

)

(

1,629,655

)

Avery

Dennison

Corp.

(

14,400

)

(

3,178,944

)

Axon

Enterprise,

Inc.

(

3,141

)

(

1,255,144

)

Azenta,

Inc.

(

43,221

)

(

2,093,625

)

Bath

&

Body

Works,

Inc.

(

53,748

)

(

1,715,636

)

Baxter

International,

Inc.

(

9,517

)

(

361,360

)

Belden,

Inc.

(

12,571

)

(

1,472,441

)

Bentley

Systems,

Inc.,

Class

B

(

33,675

)

(

1,711,027

)

Biogen,

Inc.

(

4,724

)

(

915,700

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

9,898

)

(

3,311,673

)

Bio-Techne

Corp.

(

15,243

)

(

1,218,373

)

BJ's

Wholesale

Club

Holdings,

Inc.

(

22,663

)

(

1,869,244

)

Blackbaud,

Inc.

(

3,204

)

(

271,315

)

Blackstone,

Inc.

(

9,437

)

(

1,445,088

)

Block,

Inc.,

Class

A

(

9,626

)

(

646,193

)

Blue

Owl

Capital,

Inc.,

Class

A

(

249,673

)

(

4,833,669

)

Boeing

Co.

(The)

(

25,343

)

(

3,853,150

)

Boston

Scientific

Corp.

(

18,285

)

(

1,532,283

)

Brighthouse

Financial,

Inc.

(

9,430

)

(

424,633

)

Brookfield

Renewable

Corp.,

Class

A

(

33,497

)

(

1,093,739

)

Brown

&

Brown,

Inc.

(

30,999

)

(

3,211,496

)

Brown-Forman

Corp.,

Class

B

(

48,829

)

(

2,402,387

)

BRP,

Inc.

(

47,197

)

(

2,808,892

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Brunswick

Corp.

(

44,445

)

(

3,725,380

)

Bunge

Global

SA

(

7,947

)

(

767,998

)

BWX

Technologies,

Inc.

(

5,180

)

(

563,066

)

Cabot

Corp.

(

3,500

)

(

391,195

)

Cadence

Design

Systems,

Inc.

(

8,093

)

(

2,193,446

)

Caesars

Entertainment,

Inc.

(

14,705

)

(

613,787

)

Campbell

Soup

Co.

(

28,792

)

(

1,408,505

)

Capital

One

Financial

Corp.

(

6,343

)

(

949,737

)

Carrier

Global

Corp.

(

23,045

)

(

1,854,892

)

Casey's

General

Stores,

Inc.

(

8,954

)

(

3,364,107

)

Caterpillar,

Inc.

(

1,539

)

(

601,934

)

Cboe

Global

Markets,

Inc.

(

1,229

)

(

251,785

)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

28,665

)

(

316,748

)

CDW

Corp.

(

10,048

)

(

2,273,862

)

Celanese

Corp.,

Class

A

(

40,340

)

(

5,484,626

)

Celsius

Holdings,

Inc.

(

16,599

)

(

520,545

)

Cencora,

Inc.

(

6,581

)

(

1,481,251

)

Certara,

Inc.

(

72,993

)

(

854,748

)

CF

Industries

Holdings,

Inc.

(

17,090

)

(

1,466,322

)

Charles

River

Laboratories

International,

Inc.

(

2,825

)

(

556,440

)

Charles

Schwab

Corp.

(The)

(

36,115

)

(

2,340,613

)

Chart

Industries,

Inc.

(

9,735

)

(

1,208,503

)

Charter

Communications,

Inc.,

Class

A

(

460

)

(

149,077

)

Chemed

Corp.

(

1,313

)

(

789,074

)

Chemours

Co.

(The)

(

77,624

)

(

1,577,320

)

Chesapeake

Energy

Corp.

(

15,163

)

(

1,247,157

)

Chevron

Corp.

(

16,344

)

(

2,406,981

)

Chord

Energy

Corp.

(

18,648

)

(

2,428,529

)

Church

&

Dwight

Co.,

Inc.

(

27,640

)

(

2,894,461

)

Churchill

Downs,

Inc.

(

25,750

)

(

3,481,658

)

Cisco

Systems,

Inc.

(

51,377

)

(

2,734,284

)

Clarivate

plc

(

218,406

)

(

1,550,683

)

Clearway

Energy,

Inc.,

Class

C

(

65,129

)

(

1,998,158

)

CMS

Energy

Corp.

(

38,407

)

(

2,712,686

)

CNX

Resources

Corp.

(

19,157

)

(

623,943

)

Coca-Cola

Co.

(The)

(

19,970

)

(

1,435,044

)

Cognizant

Technology

Solutions

Corp.,

Class

A

(

6,362

)

(

491,019

)

Columbia

Sportswear

Co.

(

29,551

)

(

2,458,348

)

Comerica,

Inc.

(

5,069

)

(

303,684

)

Commercial

Metals

Co.

(

18,705

)

(

1,028,027

)

Conagra

Brands,

Inc.

(

77,195

)

(

2,510,381

)

Confluent,

Inc.,

Class

A

(

7,609

)

(

155,071

)

Constellation

Brands,

Inc.,

Class

A

(

16,475

)

(

4,245,443

)

Copart,

Inc.

(

56,198

)

(

2,944,775

)

Core

&

Main,

Inc.,

Class

A

(

43,407

)

(

1,927,271

)

Corpay,

Inc.

(

1,471

)

(

460,070

)

Corteva,

Inc.

(

16,249

)

(

955,279

)

CoStar

Group,

Inc.

(

22,978

)

(

1,733,460

)

Coty,

Inc.,

Class

A

(

234,790

)

(

2,204,678

)

Crane

NXT

Co.

(

24,598

)

(

1,379,948

)

Credit

Acceptance

Corp.

(

1,277

)

(

566,247

)

CRH

plc

(2)

(

6,473

)

(

592,419

)

Crocs,

Inc.

(

15,915

)

(

2,304,651

)

CSL

Ltd.

(2)

(

13,306

)

(

2,628,382

)

CSX

Corp.

(

50,812

)

(

1,754,538

)

Danaher

Corp.

(

4,963

)

(

1,379,813

)

72

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Darden

Restaurants,

Inc.

(

6,959

)

(

1,142,181

)

Dayforce,

Inc.

(

15,352

)

(

940,310

)

Deckers

Outdoor

Corp.

(

4,488

)

(

715,612

)

Deere

&

Co.

(

13,952

)

(

5,822,588

)

Dexcom,

Inc.

(

13,987

)

(

937,688

)

Dollar

General

Corp.

(

15,371

)

(

1,299,925

)

Dollar

Tree,

Inc.

(

54,220

)

(

3,812,750

)

DoorDash,

Inc.,

Class

A

(

1,189

)

(

169,706

)

Dover

Corp.

(

11,134

)

(

2,134,833

)

Doximity,

Inc.,

Class

A

(

14,765

)

(

643,311

)

DR

Horton,

Inc.

(

17,125

)

(

3,266,936

)

DraftKings,

Inc.,

Class

A

(

56,192

)

(

2,202,726

)

Dropbox,

Inc.,

Class

A

(

52,938

)

(

1,346,213

)

DTE

Energy

Co.

(

12,547

)

(

1,611,160

)

EastGroup

Properties,

Inc.,

REIT

(

3,960

)

(

739,807

)

Eastman

Chemical

Co.

(

12,085

)

(

1,352,916

)

Elanco

Animal

Health,

Inc.

(

70,787

)

(

1,039,861

)

Elastic

NV

(

10,831

)

(

831,388

)

Elevance

Health,

Inc.

(

2,385

)

(

1,240,200

)

elf

Beauty,

Inc.

(

24,582

)

(

2,680,175

)

Emerson

Electric

Co.

(

8,329

)

(

910,943

)

Enovis

Corp.

(

13,029

)

(

560,898

)

Enphase

Energy,

Inc.

(

12,454

)

(

1,407,551

)

Envista

Holdings

Corp.

(

8,514

)

(

168,237

)

EOG

Resources,

Inc.

(

14,185

)

(

1,743,762

)

EQT

Corp.

(

111,269

)

(

4,076,896

)

Equinix,

Inc.,

REIT

(

2,225

)

(

1,974,977

)

Equitable

Holdings,

Inc.

(

12,606

)

(

529,830

)

Erie

Indemnity

Co.,

Class

A

(

7,576

)

(

4,089,676

)

Esab

Corp.

(

7,680

)

(

816,461

)

Exelon

Corp.

(

9,487

)

(

384,698

)

ExlService

Holdings,

Inc.

(

17,506

)

(

667,854

)

Expedia

Group,

Inc.

(

9,187

)

(

1,359,860

)

Experian

plc

(2)

(

10,884

)

(

573,256

)

Extra

Space

Storage,

Inc.,

REIT

(

19,412

)

(

3,497,848

)

FactSet

Research

Systems,

Inc.

(

528

)

(

242,801

)

Fastenal

Co.

(

35,413

)

(

2,529,196

)

Ferrovial

SE

(2)

(

79,788

)

(

3,429,053

)

Fifth

Third

Bancorp

(

46,596

)

(

1,996,173

)

First

Citizens

BancShares,

Inc.,

Class

A

(

132

)

(

243,005

)

First

Solar,

Inc.

(

1,072

)

(

267,400

)

Fiserv,

Inc.

(

19,935

)

(

3,581,323

)

Five

Below,

Inc.

(

31,283

)

(

2,763,853

)

Five9,

Inc.

(

66,317

)

(

1,905,287

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

22,167

)

(

2,752,476

)

Fortrea

Holdings,

Inc.

(

50,470

)

(

1,009,400

)

Fox

Corp.,

Class

A

(

46,618

)

(

1,973,340

)

Frontier

Communications

Parent,

Inc.

(

134,961

)

(

4,795,164

)

FTI

Consulting,

Inc.

(

7,462

)

(

1,698,053

)

Gaming

and

Leisure

Properties,

Inc.,

REIT

(

10,566

)

(

543,621

)

Gap,

Inc.

(The)

(

56,500

)

(

1,245,825

)

GATX

Corp.

(

19,533

)

(

2,587,146

)

GE

HealthCare

Technologies,

Inc.

(

38,243

)

(

3,589,106

)

Generac

Holdings,

Inc.

(

10,304

)

(

1,637,100

)

General

Mills,

Inc.

(

9,094

)

(

671,592

)

Gentex

Corp.

(

97,811

)

(

2,904,009

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Gilead

Sciences,

Inc.

(

1,891

)

(

158,541

)

GLOBALFOUNDRIES,

Inc.

(

19,676

)

(

791,959

)

Globant

SA

(

6,661

)

(

1,319,811

)

Globus

Medical,

Inc.,

Class

A

(

2,243

)

(

160,464

)

Graco,

Inc.

(

26,365

)

(

2,307,201

)

Graphic

Packaging

Holding

Co.

(

66,109

)

(

1,956,165

)

Greif,

Inc.,

Class

A

(

2,555

)

(

160,096

)

Haemonetics

Corp.

(

5,684

)

(

456,880

)

Haleon

plc

(2)

(

454,885

)

(

2,380,186

)

Healthcare

Realty

Trust,

Inc.,

REIT

(

42,154

)

(

765,095

)

Helen

of

Troy

Ltd.

(

23,812

)

(

1,472,772

)

Henry

Schein,

Inc.

(

34,246

)

(

2,496,533

)

Hershey

Co.

(The)

(

16,819

)

(

3,225,548

)

Hilton

Grand

Vacations,

Inc.

(

59,030

)

(

2,143,970

)

Home

Depot,

Inc.

(The)

(

10,507

)

(

4,257,436

)

Honeywell

International,

Inc.

(

3,565

)

(

736,921

)

Houlihan

Lokey,

Inc.,

Class

A

(

25,331

)

(

4,002,805

)

Howard

Hughes

Holdings,

Inc.

(

5,838

)

(

452,036

)

HP,

Inc.

(

64,187

)

(

2,302,388

)

Hubbell,

Inc.,

Class

B

(

2,244

)

(

961,217

)

Humana,

Inc.

(

5,256

)

(

1,664,785

)

Hyatt

Hotels

Corp.,

Class

A

(

21,920

)

(

3,336,224

)

IAC,

Inc.

(

39,593

)

(

2,130,895

)

IDACORP,

Inc.

(

6,072

)

(

625,962

)

IDEX

Corp.

(

3,846

)

(

824,967

)

Independence

Realty

Trust,

Inc.,

REIT

(

14,031

)

(

287,636

)

Informatica,

Inc.,

Class

A

(

42,701

)

(

1,079,481

)

Ingersoll

Rand,

Inc.

(

50,402

)

(

4,947,460

)

Insperity,

Inc.

(

9,721

)

(

855,448

)

Intel

Corp.

(

7,616

)

(

178,671

)

Intercontinental

Exchange,

Inc.

(

9,512

)

(

1,528,008

)

International

Business

Machines

Corp.

(

21,303

)

(

4,709,667

)

International

Paper

Co.

(

45,635

)

(

2,229,270

)

Interpublic

Group

of

Cos.,

Inc.

(The)

(

45,726

)

(

1,446,313

)

Intuit,

Inc.

(

1,482

)

(

920,322

)

Intuitive

Surgical,

Inc.

(

7,863

)

(

3,862,856

)

Invitation

Homes,

Inc.,

REIT

(

6,811

)

(

240,156

)

Ionis

Pharmaceuticals,

Inc.

(

109,468

)

(

4,385,288

)

Iron

Mountain,

Inc.,

REIT

(

2,524

)

(

299,927

)

J

M

Smucker

Co.

(The)

(

15,368

)

(

1,861,065

)

Jabil,

Inc.

(

2,059

)

(

246,730

)

Jack

Henry

&

Associates,

Inc.

(

9,157

)

(

1,616,577

)

Janus

Henderson

Group

plc

(

22,843

)

(

869,633

)

Jefferies

Financial

Group,

Inc.

(

24,925

)

(

1,534,134

)

Johnson

Controls

International

plc

(

22,690

)

(

1,760,971

)

JPMorgan

Chase

&

Co.

(

4,285

)

(

903,535

)

KB

Home

(

31,266

)

(

2,679,184

)

Kenvue,

Inc.

(

153,551

)

(

3,551,635

)

Keysight

Technologies,

Inc.

(

9,488

)

(

1,507,928

)

Kimberly-Clark

Corp.

(

31,090

)

(

4,423,485

)

Kinsale

Capital

Group,

Inc.

(

4,220

)

(

1,964,705

)

Kite

Realty

Group

Trust,

REIT

(

13,391

)

(

355,665

)

KKR

&

Co.,

Inc.

(

3,607

)

(

471,002

)

Knife

River

Corp.

(

6,071

)

(

542,687

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

22,786

)

(

1,229,305

)

Lamb

Weston

Holdings,

Inc.

(

26,407

)

(

1,709,589

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

73

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Lancaster

Colony

Corp.

(

7,634

)

(

1,347,935

)

Landstar

System,

Inc.

(

3,061

)

(

578,131

)

Lattice

Semiconductor

Corp.

(

50,355

)

(

2,672,340

)

Liberty

Broadband

Corp.,

Class

C

(

6,172

)

(

477,034

)

Lincoln

Electric

Holdings,

Inc.

(

2,725

)

(

523,255

)

Linde

plc

(

9,095

)

(

4,337,042

)

Lithia

Motors,

Inc.,

Class

A

(

3,147

)

(

999,613

)

Live

Nation

Entertainment,

Inc.

(

34,260

)

(

3,751,127

)

LKQ

Corp.

(

22,453

)

(

896,324

)

Lowe's

Cos.,

Inc.

(

10,782

)

(

2,920,305

)

LPL

Financial

Holdings,

Inc.

(

3,635

)

(

845,610

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

36,002

)

(

4,005,583

)

Macy's,

Inc.

(

134,796

)

(

2,114,949

)

Markel

Group,

Inc.

(

776

)

(

1,217,218

)

MarketAxess

Holdings,

Inc.

(

3,399

)

(

870,824

)

Marriott

International,

Inc.,

Class

A

(

9,010

)

(

2,239,886

)

Marsh

&

McLennan

Cos.,

Inc.

(

7,658

)

(

1,708,423

)

Martin

Marietta

Materials,

Inc.

(

4,723

)

(

2,542,155

)

Masimo

Corp.

(

10,499

)

(

1,399,832

)

Mastercard,

Inc.,

Class

A

(

5,093

)

(

2,514,923

)

Match

Group,

Inc.

(

70,782

)

(

2,678,391

)

Mattel,

Inc.

(

38,726

)

(

737,730

)

McDonald's

Corp.

(

15,044

)

(

4,581,048

)

Merck

&

Co.,

Inc.

(

11,142

)

(

1,265,286

)

Meta

Platforms,

Inc.,

Class

A

(

2,283

)

(

1,306,881

)

MGM

Resorts

International

(

45,831

)

(

1,791,534

)

Microchip

Technology,

Inc.

(

17,155

)

(

1,377,375

)

Microsoft

Corp.

(

17,503

)

(

7,531,542

)

MicroStrategy,

Inc.,

Class

A

(

14,757

)

(

2,488,030

)

Middleby

Corp.

(The)

(

15,781

)

(

2,195,611

)

Moderna,

Inc.

(

37,963

)

(

2,537,067

)

Mondelez

International,

Inc.,

Class

A

(

39,688

)

(

2,923,815

)

MongoDB,

Inc.,

Class

A

(

2,698

)

(

729,404

)

Monster

Beverage

Corp.

(

149,939

)

(

7,822,319

)

Moody's

Corp.

(

3,609

)

(

1,712,795

)

Morningstar,

Inc.

(

4,060

)

(

1,295,627

)

MP

Materials

Corp.

(

182,221

)

(

3,216,201

)

MSA

Safety,

Inc.

(

7,734

)

(

1,371,548

)

Nasdaq,

Inc.

(

47,886

)

(

3,496,157

)

nCino,

Inc.

(

11,227

)

(

354,661

)

Neogen

Corp.

(

181,573

)

(

3,052,242

)

New

Fortress

Energy,

Inc.

(

188,064

)

(

1,709,502

)

New

York

Community

Bancorp,

Inc.

(

19,195

)

(

215,560

)

NewMarket

Corp.

(

289

)

(

159,496

)

NextEra

Energy,

Inc.

(

34,164

)

(

2,887,883

)

NEXTracker,

Inc.,

Class

A

(

37,197

)

(

1,394,144

)

NIKE,

Inc.,

Class

B

(

67,811

)

(

5,994,492

)

Nordson

Corp.

(

12,415

)

(

3,260,551

)

Norwegian

Cruise

Line

Holdings

Ltd.

(

78,698

)

(

1,614,096

)

Novanta,

Inc.

(

7,349

)

(

1,314,883

)

NRG

Energy,

Inc.

(

21,096

)

(

1,921,846

)

Nucor

Corp.

(

17,463

)

(

2,625,387

)

Occidental

Petroleum

Corp.

(

49,017

)

(

2,526,336

)

OGE

Energy

Corp.

(

13,113

)

(

537,895

)

Okta,

Inc.,

Class

A

(

22,061

)

(

1,640,015

)

Old

National

Bancorp

(

88,173

)

(

1,645,308

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Omnicom

Group,

Inc.

(

1,544

)

(

159,634

)

ON

Semiconductor

Corp.

(

18,043

)

(

1,310,102

)

ONE

Gas,

Inc.

(

9,766

)

(

726,786

)

ONEOK,

Inc.

(

45,100

)

(

4,109,963

)

Option

Care

Health,

Inc.

(

70,451

)

(

2,205,116

)

O'Reilly

Automotive,

Inc.

(

3,650

)

(

4,203,340

)

Otis

Worldwide

Corp.

(

4,236

)

(

440,290

)

Paramount

Global,

Class

B

(

148,534

)

(

1,577,431

)

Paychex,

Inc.

(

29,021

)

(

3,894,328

)

Paycom

Software,

Inc.

(

13,259

)

(

2,208,552

)

Paycor

HCM,

Inc.

(

38,086

)

(

540,440

)

Paylocity

Holding

Corp.

(

7,908

)

(

1,304,583

)

Penn

Entertainment,

Inc.

(

117,429

)

(

2,214,711

)

Permian

Resources

Corp.,

Class

A

(

144,427

)

(

1,965,651

)

Philip

Morris

International,

Inc.

(

9,710

)

(

1,178,794

)

Phillips

66

(

17,938

)

(

2,357,950

)

Pinnacle

Financial

Partners,

Inc.

(

43,986

)

(

4,309,308

)

Planet

Fitness,

Inc.,

Class

A

(

54,678

)

(

4,440,947

)

Plug

Power,

Inc.

(

408,914

)

(

924,146

)

PNC

Financial

Services

Group,

Inc.

(The)

(

2,210

)

(

408,519

)

Pool

Corp.

(

2,619

)

(

986,839

)

PotlatchDeltic

Corp.,

REIT

(

3,846

)

(

173,262

)

Premier,

Inc.,

Class

A

(

36,417

)

(

728,340

)

Primerica,

Inc.

(

6,479

)

(

1,717,907

)

Principal

Financial

Group,

Inc.

(

17,476

)

(

1,501,188

)

Procore

Technologies,

Inc.

(

11,027

)

(

680,586

)

Procter

&

Gamble

Co.

(The)

(

12,329

)

(

2,135,383

)

Progyny,

Inc.

(

46,369

)

(

777,144

)

Prologis,

Inc.,

REIT

(

5,460

)

(

689,489

)

PTC,

Inc.

(

16,041

)

(

2,897,967

)

Public

Service

Enterprise

Group,

Inc.

(

60,510

)

(

5,398,097

)

PulteGroup,

Inc.

(

15,663

)

(

2,248,110

)

PVH

Corp.

(

16,402

)

(

1,653,814

)

QUALCOMM,

Inc.

(

2,204

)

(

374,790

)

Quanta

Services,

Inc.

(

13,634

)

(

4,064,977

)

QuantumScape

Corp.

(

264,598

)

(

1,521,439

)

Range

Resources

Corp.

(

39,471

)

(

1,214,128

)

Raymond

James

Financial,

Inc.

(

4,322

)

(

529,272

)

Rayonier,

Inc.,

REIT

(

32,528

)

(

1,046,751

)

RBC

Bearings,

Inc.

(

1,691

)

(

506,252

)

Regal

Rexnord

Corp.

(

7,287

)

(

1,208,768

)

Regency

Centers

Corp.,

REIT

(

4,373

)

(

315,862

)

Regions

Financial

Corp.

(

136,184

)

(

3,177,173

)

Reliance,

Inc.

(

12,586

)

(

3,639,997

)

RenaissanceRe

Holdings

Ltd.

(

8,867

)

(

2,415,371

)

Repligen

Corp.

(

9,509

)

(

1,415,129

)

Republic

Services,

Inc.,

Class

A

(

769

)

(

154,446

)

Revvity,

Inc.

(

19,077

)

(

2,437,087

)

Rexford

Industrial

Realty,

Inc.,

REIT

(

51,779

)

(

2,605,001

)

Rivian

Automotive,

Inc.,

Class

A

(

46,977

)

(

527,082

)

RLI

Corp.

(

7,109

)

(

1,101,753

)

Rockwell

Automation,

Inc.

(

6,744

)

(

1,810,494

)

Roivant

Sciences

Ltd.

(

174,981

)

(

2,019,281

)

Roku,

Inc.,

Class

A

(

5,155

)

(

384,872

)

Roper

Technologies,

Inc.

(

3,242

)

(

1,803,978

)

Royalty

Pharma

plc,

Class

A

(

37,456

)

(

1,059,630

)

RPM

International,

Inc.

(

25,822

)

(

3,124,462

)

74

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

11,161

)

(

740,979

)

S&P

Global,

Inc.

(

1,554

)

(

802,827

)

Saia,

Inc.

(

7,929

)

(

3,467,035

)

Salesforce,

Inc.

(

14,033

)

(

3,840,972

)

Sanofi

SA

(2)

(

1,370

)

(

157,741

)

Schneider

National,

Inc.,

Class

B

(

65,748

)

(

1,876,448

)

SEI

Investments

Co.

(

18,210

)

(

1,259,950

)

Sempra

(

56,084

)

(

4,690,305

)

Service

Corp.

International

(

49,020

)

(

3,869,149

)

Shift4

Payments,

Inc.,

Class

A

(

26,201

)

(

2,321,409

)

Silgan

Holdings,

Inc.

(

8,043

)

(

422,258

)

Silicon

Laboratories,

Inc.

(

8,744

)

(

1,010,544

)

Simpson

Manufacturing

Co.,

Inc.

(

9,106

)

(

1,741,705

)

Sirius

XM

Holdings,

Inc.

(

16,504

)

(

390,320

)

SiteOne

Landscape

Supply,

Inc.

(

1,987

)

(

299,858

)

SoFi

Technologies,

Inc.

(

19,457

)

(

152,932

)

Southern

Co.

(The)

(

59,130

)

(

5,332,343

)

Southwest

Airlines

Co.

(

135,166

)

(

4,004,969

)

Southwest

Gas

Holdings,

Inc.

(

37,328

)

(

2,753,313

)

Starbucks

Corp.

(

29,485

)

(

2,874,493

)

Steel

Dynamics,

Inc.

(

4,073

)

(

513,524

)

Stellantis

NV

(2)

(

247,766

)

(

3,431,074

)

STERIS

plc

(

2,670

)

(

647,582

)

Stifel

Financial

Corp.

(

2,496

)

(

234,374

)

Stryker

Corp.

(

15,917

)

(

5,750,175

)

Sun

Communities,

Inc.,

REIT

(

1,069

)

(

144,475

)

Super

Micro

Computer,

Inc.

(

3,287

)

(

1,368,707

)

Swiss

Re

AG

(2)

(

6,602

)

(

913,581

)

Synaptics,

Inc.

(

8,268

)

(

641,431

)

Synopsys,

Inc.

(

4,773

)

(

2,416,999

)

Sysco

Corp.

(

51,923

)

(

4,053,109

)

Take-Two

Interactive

Software,

Inc.

(

39,256

)

(

6,034,041

)

TEGNA,

Inc.

(

83,071

)

(

1,310,860

)

Teledyne

Technologies,

Inc.

(

4,084

)

(

1,787,403

)

Tempur

Sealy

International,

Inc.

(

88,402

)

(

4,826,749

)

Tetra

Tech,

Inc.

(

16,905

)

(

797,240

)

Texas

Instruments,

Inc.

(

7,409

)

(

1,530,477

)

Thermo

Fisher

Scientific,

Inc.

(

735

)

(

454,649

)

Thor

Industries,

Inc.

(

3,379

)

(

371,318

)

Timken

Co.

(The)

(

4,961

)

(

418,163

)

TJX

Cos.,

Inc.

(The)

(

20,601

)

(

2,421,442

)

Toast,

Inc.,

Class

A

(

99,789

)

(

2,825,027

)

TopBuild

Corp.

(

1,376

)

(

559,771

)

Toro

Co.

(The)

(

14,453

)

(

1,253,509

)

TPG,

Inc.

(

88,539

)

(

5,096,305

)

Tractor

Supply

Co.

(

7,822

)

(

2,275,654

)

Tradeweb

Markets,

Inc.,

Class

A

(

5,572

)

(

689,089

)

Trex

Co.,

Inc.

(

30,919

)

(

2,058,587

)

Trump

Media

&

Technology

Group

Corp.

(

19,298

)

(

310,119

)

TXNM

Energy,

Inc.

(

26,067

)

(

1,140,953

)

Tyson

Foods,

Inc.,

Class

A

(

3,172

)

(

188,924

)

Uber

Technologies,

Inc.

(

60,695

)

(

4,561,836

)

U-Haul

Holding

Co.

(

573

)

(

44,396

)

Ulta

Beauty,

Inc.

(

5,906

)

(

2,298,143

)

Under

Armour,

Inc.,

Class

A

(

21,573

)

(

192,215

)

United

Bankshares,

Inc.

(

12,321

)

(

457,109

)

United

Rentals,

Inc.

(

4,760

)

(

3,854,315

)

UnitedHealth

Group,

Inc.

(

8,039

)

(

4,700,243

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(116.5)%

(continued)

Unity

Software,

Inc.

(

114,029

)

(

2,579,336

)

US

Bancorp

(

37,619

)

(

1,720,317

)

Valmont

Industries,

Inc.

(

1,240

)

(

359,538

)

Valvoline,

Inc.

(

54,953

)

(

2,299,783

)

Veralto

Corp.

(

2,860

)

(

319,920

)

Verizon

Communications,

Inc.

(

100,132

)

(

4,496,928

)

Vertex

Pharmaceuticals,

Inc.

(

4,292

)

(

1,996,123

)

VF

Corp.

(

125,546

)

(

2,504,643

)

Viatris,

Inc.

(

120,903

)

(

1,403,684

)

Viking

Therapeutics,

Inc.

(

9,963

)

(

630,758

)

Virtu

Financial,

Inc.,

Class

A

(

12,219

)

(

372,191

)

Visa,

Inc.,

Class

A

(

4,582

)

(

1,259,821

)

Vishay

Intertechnology,

Inc.

(

55,085

)

(

1,041,657

)

Visteon

Corp.

(

4,904

)

(

467,057

)

Vontier

Corp.

(

13,467

)

(

454,377

)

Walgreens

Boots

Alliance,

Inc.

(

239,138

)

(

2,142,676

)

Warner

Bros

Discovery,

Inc.

(

87,156

)

(

719,037

)

Warner

Music

Group

Corp.,

Class

A

(

54,919

)

(

1,718,965

)

Waste

Connections,

Inc.

(

5,830

)

(

1,042,521

)

Waste

Management,

Inc.

(

25,522

)

(

5,298,367

)

Waters

Corp.

(

770

)

(

277,115

)

Watsco,

Inc.

(

6,136

)

(

3,018,176

)

Watts

Water

Technologies,

Inc.,

Class

A

(

838

)

(

173,625

)

Wayfair,

Inc.,

Class

A

(

36,104

)

(

2,028,323

)

Webster

Financial

Corp.

(

29,191

)

(

1,360,593

)

West

Pharmaceutical

Services,

Inc.

(

8,298

)

(

2,490,728

)

Westlake

Corp.

(

1,960

)

(

294,568

)

Weyerhaeuser

Co.,

REIT

(

65,652

)

(

2,222,977

)

White

Mountains

Insurance

Group

Ltd.

(

150

)

(

254,430

)

Williams

Cos.,

Inc.

(The)

(

21,005

)

(

958,878

)

Williams-Sonoma,

Inc.

(

15,873

)

(

2,459,045

)

Willis

Towers

Watson

plc

(

2,308

)

(

679,775

)

WillScot

Holdings

Corp.

(

22,979

)

(

864,010

)

Wolfspeed,

Inc.

(

352,712

)

(

3,421,306

)

WW

Grainger,

Inc.

(

2,409

)

(

2,502,493

)

Wyndham

Hotels

&

Resorts,

Inc.

(

43,245

)

(

3,379,164

)

XPO,

Inc.

(

16,451

)

(

1,768,647

)

Xylem,

Inc.

(

7,102

)

(

958,983

)

YETI

Holdings,

Inc.

(

70,857

)

(

2,907,263

)

Yum!

Brands,

Inc.

(

37,797

)

(

5,280,619

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

71,353

)

(

736,363

)

(824,081,070)

Zambia

-

(

0

.1

)

%

First

Quantum

Minerals

Ltd.

(

59,434

)

(

810,354

)

TOTAL

COMMON

STOCKS

(Proceeds

$(1,415,270,917))

(1,440,891,838)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

75

(Continued)

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$1,484,931,794,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

In

addition,

$77,010,021

of

cash

collateral

was

also

pledged.

(b)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$19,037,417,

which

represents

2.69%

of

net

assets

of

the

Fund.

(c)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$211,856,712.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(g)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(h)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

INVESTMENTS

SHARES

VALUE

($)

PREFERRED

STOCKS

-

(1.1)%

Germany

-

(

1

.1

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(b)

(

53,372

)

(

4,265,170

)

Sartorius

AG

(Preference)

(2)

(

5,503

)

(

1,547,332

)

Volkswagen

AG

(Preference)

(2)

(

15,549

)

(

1,651,499

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(8,145,500))

(7,464,001)

TOTAL

SHORT

POSITIONS

(Proceeds

$(1,423,416,417))

(1,448,355,839)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

90.4%

(Cost

$518,931,549)

638,602,636

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

9.6%

‡

68,068,553

NET

ASSETS

-

100.0%

706,671,189

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

4,279,028

0

.6

%

Consumer

Discretionary

(

20,279,039

)

(

2

.8

)

Consumer

Staples

(

32,391,117

)

(

4

.6

)

Energy

1,806,256

0

.3

Financials

96,989,655

13

.7

Health

Care

(

163,945

)

0.0

†

Industrials

12,774,046

1

.8

Information

Technology

18,421,216

2

.6

Materials

(

12,630,713

)

(

1

.8

)

Real

Estate

(

1,311,499

)

(

0

.2

)

Utilities

(

5,570,262

)

(

0

.8

)

Investment

Companies

284,424,329

40

.2

U.S.

Treasury

Obligations

292,254,681

41

.4

Total

Investments

In

Securities

At

Value

638,602,636

90

.4

Other

Assets

in

Excess

of

Liabilities

‡

68,068,553

9

.6

Net

Assets

$

706,671,189

100

.0

%

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

39.9%

INVESTMENT

COMPANIES

-

39.9%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(a)

(Cost

$282,036,152)

$104,076,481

$1,120,458,315

$(942,492,724)

$22,949

$22,730

$282,087,751

282,172,403

$8,900,165

$–

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

76

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

EQUITY

MARKET

NEUTRAL

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

2,225,500

USD

1,504,814

CITI

12/18/2024

$

35,013

AUD

2,225,500

USD

1,504,806

JPMC

12/18/2024

35,022

CHF

100

USD

119

CITI

12/18/2024

–

(a)

CHF

100

USD

119

JPMC

12/18/2024

–

(a)

JPY

275,000,000

USD

1,928,641

CITI

12/18/2024

5,399

JPY

275,000,000

USD

1,928,631

JPMC

12/18/2024

5,410

USD

2,030,277

CAD

2,728,000

CITI

12/18/2024

9,109

USD

2,030,287

CAD

2,728,000

JPMC

12/18/2024

9,119

USD

5,582,681

EUR

4,979,459

CITI

12/18/2024

22,119

USD

5,582,709

EUR

4,979,459

JPMC

12/18/2024

22,149

USD

6,738,046

JPY

935,000,000

CITI

12/18/2024

162,308

USD

6,738,080

JPY

935,000,000

JPMC

12/18/2024

162,343

USD

475,765

NOK

5,000,000

CITI

12/18/2024

1,766

USD

475,768

NOK

5,000,000

JPMC

12/18/2024

1,770

Total

unrealized

appreciation

471,527

CHF

400

USD

478

CITI

12/18/2024

(

1

)

CHF

400

USD

478

JPMC

12/18/2024

(

1

)

EUR

6,247,000

USD

6,986,902

CITI

12/18/2024

(

10,879

)

EUR

6,247,000

USD

6,986,867

JPMC

12/18/2024

(

10,845

)

JPY

480,000,000

USD

3,421,942

CITI

12/18/2024

(

46,162

)

JPY

480,000,000

USD

3,421,925

JPMC

12/18/2024

(

46,146

)

SEK

15,500,000

USD

1,533,082

CITI

12/18/2024

(

936

)

SEK

15,500,000

USD

1,533,074

JPMC

12/18/2024

(

929

)

USD

1,490,289

AUD

2,227,000

CITI

12/18/2024

(

50,576

)

USD

1,490,296

AUD

2,227,000

JPMC

12/18/2024

(

50,569

)

USD

15,440,878

EUR

13,860,541

CITI

12/18/2024

(

37,181

)

USD

15,440,955

EUR

13,860,541

JPMC

12/18/2024

(

37,106

)

USD

3,058,077

GBP

2,325,000

CITI

12/18/2024

(

49,785

)

USD

3,058,092

GBP

2,325,000

JPMC

12/18/2024

(

49,769

)

USD

2,039,878

HKD

15,848,500

CITI

12/18/2024

(

940

)

USD

2,039,888

HKD

15,848,500

JPMC

12/18/2024

(

930

)

USD

1,917,561

JPY

275,000,000

CITI

12/18/2024

(

16,479

)

USD

1,917,571

JPY

275,000,000

JPMC

12/18/2024

(

16,470

)

USD

472,427

NOK

5,000,000

CITI

12/18/2024

(

1,572

)

USD

472,429

NOK

5,000,000

JPMC

12/18/2024

(

1,570

)

USD

1,523,849

SEK

15,500,000

CITI

12/18/2024

(

8,297

)

USD

1,523,857

SEK

15,500,000

JPMC

12/18/2024

(

8,289

)

USD

21,217

SGD

27,500

CITI

12/18/2024

(

263

)

USD

21,217

SGD

27,500

JPMC

12/18/2024

(

264

)

Total

unrealized

depreciation

(

445,959

)

Net

unrealized

appreciation

$

25,568

(a)

Represents

less

than

$0.05.

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

77

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

MSIP

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

SONIA

plus

or

minus

a

specified

spread

(0.00%),

which

is

denominated

in

GBP

based

on

the

local

currencies

of

the

positions

within

the

swap.

49

months

maturity

07/21/2025

$–

$–

$(15)

$(15)

MSIP

The

Fund

receives

the

total

return

on

a

portfolio

of

short

equity

positions

and

pays

or

receives

the

HONIX

plus

or

minus

a

specified

spread

(-0.30%),

which

is

denominated

in

HKD

based

on

the

local

currencies

of

the

positions

within

the

swap.

49

months

maturity

07/22/2025

$293

$(78)

$(5)

$(83)

78

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

286.0%

COMMON

STOCKS

-

205.9%

Australia

-

4

.5

%

AGL

Energy

Ltd.

(2)(a)

556,441

4,546,363

ANZ

Group

Holdings

Ltd.

(2)(a)

26,712

561,377

Aristocrat

Leisure

Ltd.

(2)(a)

190,601

7,695,423

BlueScope

Steel

Ltd.

(2)(a)

170,091

2,596,426

Brambles

Ltd.

(2)(a)

295,331

3,876,451

CAR

Group

Ltd.

(2)(a)

24,545

634,891

Cochlear

Ltd.

(2)(a)

23,919

4,654,646

Coles

Group

Ltd.

(2)(a)

211,239

2,633,412

Computershare

Ltd.

(2)(a)

230,915

4,025,509

Evolution

Mining

Ltd.

(2)(a)

1,106,978

3,526,788

Harvey

Norman

Holdings

Ltd.

(2)

(a)

690,114

2,353,608

Incitec

Pivot

Ltd.

(2)(a)

226,843

485,501

JB

Hi-Fi

Ltd.

(2)(a)

146,748

8,076,529

Origin

Energy

Ltd.

(2)(a)

604,673

4,188,624

Pro

Medicus

Ltd.

(2)(a)

63,795

7,852,181

Qantas

Airways

Ltd.

(2)*(a)

1,173,766

5,991,479

QBE

Insurance

Group

Ltd.

(2)(a)

355,106

4,054,792

Qube

Holdings

Ltd.

(2)(a)

191,466

519,639

Reece

Ltd.

(2)(a)

38,271

750,534

Seven

Group

Holdings

Ltd.

(2)(a)

96,138

2,839,195

Suncorp

Group

Ltd.

(2)(a)

119,619

1,493,714

Tabcorp

Holdings

Ltd.

(2)

42,226

14,694

Telstra

Group

Ltd.

(2)(a)

238,602

638,625

Westpac

Banking

Corp.

(2)(a)

558,746

12,210,006

Worley

Ltd.

(2)(a)

286,754

2,922,364

Yancoal

Australia

Ltd.

(2)(a)

115,216

487,697

89,630,468

Austria

-

0

.2

%

Mondi

plc

(2)(a)

166,131

3,169,034

Belgium

-

0

.6

%

Ageas

SA/NV

(2)(a)

127,871

6,823,083

Anheuser-Busch

InBev

SA/NV

(2)

(a)

3,657

242,339

KBC

Group

NV

(2)(a)

24,830

1,975,426

Liberty

Global

Ltd.,

Class

C

*(a)

23,860

515,615

Proximus

SADP

(a)

171,101

1,333,228

Solvay

SA

(2)(a)

26,322

1,031,171

11,920,862

Brazil

-

0

.2

%

Wheaton

Precious

Metals

Corp.

74,618

4,557,246

Canada

-

5

.1

%

Agnico

Eagle

Mines

Ltd.

(a)

7,260

584,848

Alamos

Gold,

Inc.,

Class

A

(a)

32,089

639,431

Atco

Ltd.,

Class

I

(a)

55,642

1,970,684

AtkinsRealis

Group,

Inc.

(a)

137,840

5,600,435

Bank

of

Nova

Scotia

(The)

(a)

103,118

5,618,519

Barrick

Gold

Corp.

(a)

383,179

7,621,365

Bombardier,

Inc.,

Class

B

*(a)

42,345

3,222,096

Canadian

Utilities

Ltd.,

Class

A

(a)

18,668

495,669

CCL

Industries,

Inc.,

Class

B

(a)

104,728

6,384,579

Celestica,

Inc.

*(a)

85,254

4,358,358

Cenovus

Energy,

Inc.

(a)

28,844

482,422

INVESTMENTS

SHARES

VALUE

($)

Canada

-

5.1%

(continued)

Descartes

Systems

Group,

Inc.

(The)

*(a)

12,472

1,283,396

Dollarama,

Inc.

(a)

4,543

465,368

Empire

Co.

Ltd.,

Class

A

(a)

95,319

2,912,887

Fairfax

Financial

Holdings

Ltd.

(a)

4,189

5,289,238

Finning

International,

Inc.

(a)

72,246

2,371,252

Franco-Nevada

Corp.

(a)

27,110

3,367,176

George

Weston

Ltd.

(a)

18,397

3,087,818

iA

Financial

Corp.,

Inc.

(a)

35,805

2,967,755

Imperial

Oil

Ltd.

(a)

32,546

2,289,735

Kinross

Gold

Corp.

(a)

168,035

1,574,183

Manulife

Financial

Corp.

(a)

101,963

3,013,391

Metro,

Inc.,

Class

A

(a)

7,520

475,348

Nuvei

Corp.

(a)(b)

12,932

431,242

Onex

Corp.

(a)

6,325

443,024

Open

Text

Corp.

(a)

45,254

1,506,403

Pan

American

Silver

Corp.

(a)

66,219

1,382,694

Saputo,

Inc.

(a)

64,833

1,399,294

Shopify,

Inc.,

Class

A

*(a)

99,106

7,939,765

Stantec,

Inc.

(a)

8,534

686,279

Suncor

Energy,

Inc.

(a)

167,395

6,178,682

TC

Energy

Corp.

(a)

87,346

4,152,075

TFI

International,

Inc.

(a)

23,547

3,225,318

Toromont

Industries

Ltd.

(a)

5,628

549,380

Toronto-Dominion

Bank

(The)

(a)

30,290

1,915,339

West

Fraser

Timber

Co.

Ltd.

(a)

28,305

2,757,773

Whitecap

Resources,

Inc.

(a)

353,381

2,639,024

101,282,245

China

-

1

.2

%

BOC

Hong

Kong

Holdings

Ltd.

(2)

256,500

812,658

NXP

Semiconductors

NV

(a)

30,981

7,435,750

Prosus

NV

*(a)

159,930

6,989,304

Wilmar

International

Ltd.

(2)

691,900

1,794,521

Yangzijiang

Shipbuilding

Holdings

Ltd.

(2)

3,267,700

6,236,724

23,268,957

Denmark

-

2

.1

%

AP

Moller

-

Maersk

A/S,

Class

B

(2)(a)

1,396

2,349,168

Carlsberg

A/S,

Class

B

(2)(a)

72,089

8,584,115

Danske

Bank

A/S

(2)(a)

245,160

7,374,099

Demant

A/S

(2)*(a)

31,208

1,214,966

Genmab

A/S

(2)*(a)

7,786

1,887,590

ISS

A/S

(2)(a)

333,771

6,661,388

Jyske

Bank

A/S

(Registered)

(2)(a)

21,003

1,634,681

Novonesis

(Novozymes),

Class

B

(2)(a)

33,570

2,416,887

ROCKWOOL

A/S,

Class

B

(2)(a)

1,439

675,547

Royal

Unibrew

A/S

(2)*(a)

41,571

3,487,689

Vestas

Wind

Systems

A/S

(2)*(a)

224,767

4,945,705

41,231,835

Finland

-

1

.2

%

Elisa

OYJ

(2)(a)

9,716

515,089

Fortum

OYJ

(2)(a)

346,287

5,698,258

Huhtamaki

OYJ

(a)

43,933

1,705,772

Kone

OYJ,

Class

B

(2)(a)

43,104

2,578,548

Nokia

OYJ

(2)(a)

487,728

2,129,504

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

79

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Finland

-

1.2%

(continued)

Sampo

OYJ,

Class

A

(2)(a)

13,370

623,582

UPM-Kymmene

OYJ

(2)(a)

139,352

4,664,732

Valmet

OYJ

(2)(a)

64,074

2,055,266

Wartsila

OYJ

Abp

(2)(a)

165,650

3,706,699

23,677,450

France

-

6

.2

%

Accor

SA

(2)(a)

35,815

1,556,875

Alstom

SA

(2)*(a)

209,073

4,343,878

Amundi

SA

(2)(a)(b)

40,509

3,027,922

Arkema

SA

(2)(a)

5,161

491,579

BNP

Paribas

SA

(2)(a)

9,684

664,533

Bouygues

SA

(2)(a)

178,640

5,979,291

Carrefour

SA

(2)(a)

383,502

6,539,266

Cie

de

Saint-Gobain

SA

(2)(a)

54,703

4,989,052

Cie

Generale

des

Etablissements

Michelin

SCA

(2)(a)

73,645

2,990,966

Credit

Agricole

SA

(2)(a)

178,490

2,729,627

Danone

SA

(2)(a)

14,750

1,074,383

Dassault

Aviation

SA

(2)(a)

10,205

2,107,212

Eiffage

SA

(2)(a)

9,475

914,960

Engie

SA

(2)(a)

661,802

11,444,018

Gaztransport

Et

Technigaz

SA

(2)

(a)

11,625

1,643,742

Ipsen

SA

(2)(a)

14,138

1,741,526

La

Francaise

des

Jeux

SAEM

(2)

(a)(b)

12,281

505,358

Legrand

SA

(2)(a)

31,355

3,612,279

Orange

SA

(2)(a)

944,314

10,815,139

Renault

SA

(2)(a)

129,379

5,624,475

Rexel

SA

(2)(a)

40,356

1,169,787

Safran

SA

(2)(a)

21,134

4,973,316

SCOR

SE

(2)(a)

62,479

1,397,664

SEB

SA

(2)(a)

4,291

489,799

Societe

Generale

SA

(2)(a)

530,798

13,227,100

Sodexo

SA

(a)

28,143

2,307,262

SPIE

SA

(2)(a)

86,299

3,299,999

TotalEnergies

SE

(2)(a)

24,515

1,591,890

Valeo

SE

(2)(a)

293,551

3,551,967

Veolia

Environnement

SA

(2)(a)

89,426

2,944,198

Verallia

SA

(2)(a)(b)

45,604

1,334,729

Vinci

SA

(2)(a)

50,587

5,913,449

Vivendi

SE

(2)(a)

569,955

6,593,355

121,590,596

Germany

-

6

.4

%

adidas

AG

(2)(a)

34,610

9,171,188

Allianz

SE

(Registered)

(2)(a)

14,554

4,787,090

BASF

SE

(2)(a)

129,400

6,858,575

Bayer

AG

(Registered)

(2)(a)

122,348

4,139,245

Commerzbank

AG

(2)(a)

431,089

7,951,201

Daimler

Truck

Holding

AG

(2)(a)

129,336

4,856,224

Deutsche

Bank

AG

(Registered)

(2)(a)

362,160

6,269,599

E.ON

SE

(2)(a)

156,388

2,328,921

Evonik

Industries

AG

(2)(a)

279,122

6,534,073

Freenet

AG

(2)(a)

169,992

5,060,401

Fresenius

Medical

Care

AG

(2)(a)

132,962

5,649,783

GEA

Group

AG

(2)(a)

18,015

883,573

Hannover

Rueck

SE

(2)(a)

2,748

784,443

INVESTMENTS

SHARES

VALUE

($)

Germany

-

6.4%

(continued)

Heidelberg

Materials

AG

(2)(a)

38,278

4,170,001

HOCHTIEF

AG

(2)(a)

994

122,613

KION

Group

AG

(2)(a)

76,921

3,037,215

Knorr-Bremse

AG

(2)(a)

10,154

904,771

LANXESS

AG

(2)(a)

90,430

2,862,652

Mercedes-Benz

Group

AG

(2)(a)

117,128

7,589,798

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)(a)

15,634

8,615,029

Rheinmetall

AG

(2)(a)

6,273

3,410,167

Scout24

SE

(2)(a)(b)

52,156

4,490,520

Siemens

AG

(Registered)

(2)(a)

2,341

473,603

Talanx

AG

(2)(a)

26,565

2,239,291

TeamViewer

SE

(2)*(a)(b)

210,253

2,684,401

thyssenkrupp

AG

(2)(a)

1,501,820

5,818,614

Zalando

SE

(2)*(a)(b)

415,023

13,717,308

125,410,299

Guatemala

-

0

.1

%

Millicom

International

Cellular

SA,

SDR

(2)*

41,326

1,122,812

Hong

Kong

-

0

.5

%

AIA

Group

Ltd.

(2)(a)

578,200

5,049,338

CLP

Holdings

Ltd.

(2)(a)

131,000

1,145,256

HKT

Trust

&

HKT

Ltd.

(2)(a)

362,000

462,687

Prudential

plc

(2)(a)

130,286

1,208,695

Swire

Pacific

Ltd.,

Class

A

(2)(a)

130,500

1,112,816

WH

Group

Ltd.

(2)(a)(b)

858,500

676,154

9,654,946

Ireland

-

0

.4

%

TE

Connectivity

plc

(a)

46,707

7,052,290

Italy

-

4

.1

%

A2A

SpA

(2)(a)

288,616

666,693

Azimut

Holding

SpA

(2)(a)

107,023

2,767,954

Banca

Generali

SpA

(2)(a)

41,361

1,855,349

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)(a)

1,142,787

6,604,599

Banco

BPM

SpA

(2)(a)

547,325

3,697,974

Buzzi

SpA

(2)(a)

114,286

4,560,246

Enel

SpA

(2)(a)

205,830

1,644,130

Eni

SpA

(2)(a)

467,826

7,119,164

ERG

SpA

(2)(a)

52,543

1,440,900

Intesa

Sanpaolo

SpA

(2)(a)

1,861,943

7,970,419

Italgas

SpA

(2)(a)

608,890

3,680,789

Nexi

SpA

(2)*(a)(b)

391,031

2,656,748

Pirelli

&

C

SpA

(2)(a)(b)

1,036,556

6,294,752

Poste

Italiane

SpA

(2)(a)(b)

1,009,257

14,173,136

UniCredit

SpA

(2)(a)

102,844

4,515,019

Unipol

Gruppo

SpA

(2)(a)

870,889

10,365,388

80,013,260

Japan

-

29

.7

%

ABC-Mart,

Inc.

(2)(a)

219,700

4,669,225

Alfresa

Holdings

Corp.

(2)(a)

309,600

4,897,247

Amada

Co.

Ltd.

(2)(a)

308,000

3,144,587

ANA

Holdings,

Inc.

(2)(a)

143,400

3,070,654

Asahi

Group

Holdings

Ltd.

(2)(a)

517,200

6,778,923

Asahi

Kasei

Corp.

(2)(a)

1,055,700

8,003,672

80

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

29.7%

(continued)

Asics

Corp.

(2)(a)

632,600

13,289,749

Brother

Industries

Ltd.

(2)(a)

135,300

2,653,562

Canon,

Inc.

(2)(a)

197,400

6,501,427

Capcom

Co.

Ltd.

(2)(a)

251,800

5,873,017

Central

Japan

Railway

Co.

(2)(a)

274,200

6,331,297

Chubu

Electric

Power

Co.,

Inc.

(2)

(a)

414,300

4,868,920

COMSYS

Holdings

Corp.

(2)(a)

5,400

117,884

Concordia

Financial

Group

Ltd.

(2)(a)

620,400

3,463,050

Cosmo

Energy

Holdings

Co.

Ltd.

(2)(a)

74,500

4,109,922

Cosmos

Pharmaceutical

Corp.

(2)

(a)

30,000

1,554,538

Dai-ichi

Life

Holdings,

Inc.

(2)(a)

22,900

594,195

Daiichi

Sankyo

Co.

Ltd.

(2)(a)

23,700

782,867

DMG

Mori

Co.

Ltd.

(2)(a)

157,100

3,350,978

ENEOS

Holdings,

Inc.

(2)(a)

448,000

2,452,874

Fujikura

Ltd.

(2)(a)

149,000

5,063,027

Fujitsu

Ltd.

(2)(a)

243,700

5,010,332

Fukuoka

Financial

Group,

Inc.

(2)

(a)

261,700

6,776,111

GMO

Payment

Gateway,

Inc.

(2)(a)

49,700

3,024,416

Hikari

Tsushin,

Inc.

(2)(a)

27,400

6,102,517

Hirose

Electric

Co.

Ltd.

(2)(a)

52,400

6,687,024

Hitachi

Construction

Machinery

Co.

Ltd.

(2)(a)

17,500

428,926

Hitachi

Ltd.

(2)(a)

298,800

7,923,381

Honda

Motor

Co.

Ltd.

(2)(a)

379,500

4,051,673

IHI

Corp.

(2)(a)

123,200

6,461,136

Inpex

Corp.

(2)(a)

259,000

3,506,544

Ito

En

Ltd.

(2)(a)

123,700

2,944,053

Japan

Airlines

Co.

Ltd.

(2)(a)

166,300

2,908,519

Japan

Post

Bank

Co.

Ltd.

(2)(a)

575,500

5,402,368

Japan

Post

Insurance

Co.

Ltd.

(2)

(a)

106,700

1,959,667

Japan

Tobacco,

Inc.

(2)(a)

126,600

3,691,498

JFE

Holdings,

Inc.

(2)(a)

114,900

1,544,738

Kansai

Electric

Power

Co.,

Inc.

(The)

(2)(a)

115,600

1,915,824

Kansai

Paint

Co.

Ltd.

(2)(a)

292,700

5,228,220

Kawasaki

Kisen

Kaisha

Ltd.

(2)(a)

163,900

2,555,121

KDDI

Corp.

(2)(a)

486,400

15,583,043

Keio

Corp.

(2)(a)

128,900

3,075,681

Kirin

Holdings

Co.

Ltd.

(2)(a)

375,900

5,728,666

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)(a)

39,800

1,582,936

Kobe

Steel

Ltd.

(2)(a)

102,800

1,232,017

Komatsu

Ltd.

(2)(a)

184,800

5,173,426

Konami

Group

Corp.

(2)(a)

9,500

968,796

Kose

Corp.

(2)(a)

29,000

1,872,635

Kuraray

Co.

Ltd.

(2)(a)

145,700

2,164,984

Kyowa

Kirin

Co.

Ltd.

(2)(a)

229,800

4,055,217

Kyushu

Electric

Power

Co.,

Inc.

(2)(a)

297,200

3,249,133

Kyushu

Railway

Co.

(2)(a)

95,200

2,738,811

Lixil

Corp.

(2)(a)

423,600

5,076,240

Makita

Corp.

(2)(a)

268,800

9,080,484

Mazda

Motor

Corp.

(2)(a)

458,800

3,505,479

Medipal

Holdings

Corp.

(2)(a)

219,400

3,823,946

INVESTMENTS

SHARES

VALUE

($)

Japan

-

29.7%

(continued)

MISUMI

Group,

Inc.

(2)(a)

216,500

3,927,088

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)(a)

132,900

2,591,247

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)(a)

1,560,000

16,019,018

Mitsui

OSK

Lines

Ltd.

(2)(a)

68,900

2,385,361

MS&AD

Insurance

Group

Holdings,

Inc.

(2)(a)

423,900

9,963,424

Murata

Manufacturing

Co.

Ltd.

(2)

(a)

213,100

4,216,977

NGK

Insulators

Ltd.

(2)(a)

579,800

7,625,605

NH

Foods

Ltd.

(2)(a)

24,000

889,806

NIPPON

EXPRESS

HOLDINGS,

Inc.

(2)(a)

134,500

7,083,685

Nippon

Yusen

KK

(2)(a)

150,300

5,520,753

Nisshin

Seifun

Group,

Inc.

(2)(a)

607,900

7,694,155

Niterra

Co.

Ltd.

(2)(a)

49,600

1,397,496

Nomura

Holdings,

Inc.

(2)(a)

954,400

4,981,000

NSK

Ltd.

(2)(a)

320,100

1,618,995

Oji

Holdings

Corp.

(2)(a)

2,182,900

8,745,176

Olympus

Corp.

(2)(a)

54,800

1,041,710

Oracle

Corp.

Japan

(2)(a)

65,000

6,710,832

ORIX

Corp.

(2)(a)

392,500

9,184,050

Osaka

Gas

Co.

Ltd.

(2)(a)

41,900

944,933

Otsuka

Corp.

(2)(a)

370,900

9,160,080

Panasonic

Holdings

Corp.

(2)(a)

885,700

7,780,660

Persol

Holdings

Co.

Ltd.

(2)(a)

5,899,300

10,631,311

Resona

Holdings,

Inc.

(2)(a)

336,500

2,357,888

Resonac

Holdings

Corp.

(2)(a)

255,800

6,648,632

Rohto

Pharmaceutical

Co.

Ltd.

(2)

(a)

127,600

3,193,780

Ryohin

Keikaku

Co.

Ltd.

(2)(a)

1,021,900

18,764,948

Santen

Pharmaceutical

Co.

Ltd.

(2)(a)

781,900

9,491,744

Sanwa

Holdings

Corp.

(2)(a)

53,800

1,432,293

Sekisui

Chemical

Co.

Ltd.

(2)(a)

218,100

3,410,155

Shimamura

Co.

Ltd.

(2)(a)

204,600

11,176,437

Shionogi

&

Co.

Ltd.

(2)(a)

269,400

3,861,630

Skylark

Holdings

Co.

Ltd.

(2)(a)

44,200

713,084

Socionext,

Inc.

(2)(a)

258,000

5,131,806

SoftBank

Group

Corp.

(2)(a)

13,600

806,701

Sohgo

Security

Services

Co.

Ltd.

(2)(a)

579,000

4,213,779

Sojitz

Corp.

(2)(a)

498,300

11,806,550

Sompo

Holdings,

Inc.

(2)(a)

206,500

4,654,676

Sony

Group

Corp.

(2)(a)

646,000

12,550,226

Square

Enix

Holdings

Co.

Ltd.

(2)

(a)

409,500

16,256,243

Stanley

Electric

Co.

Ltd.

(2)(a)

273,200

5,120,883

Sumitomo

Corp.

(2)(a)

453,500

10,183,820

Sumitomo

Electric

Industries

Ltd.

(2)(a)

580,600

9,427,603

Sundrug

Co.

Ltd.

(2)(a)

102,000

3,018,200

Suntory

Beverage

&

Food

Ltd.

(2)

(a)

12,100

455,613

Taiyo

Yuden

Co.

Ltd.

(2)(a)

288,800

5,947,418

TBS

Holdings,

Inc.

(2)(a)

106,700

2,920,416

TDK

Corp.

(2)(a)

56,500

721,750

Toho

Co.

Ltd.

(2)(a)

27,600

1,119,442

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

81

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

29.7%

(continued)

Tohoku

Electric

Power

Co.,

Inc.

(2)(a)

133,400

1,278,448

Tokio

Marine

Holdings,

Inc.

(2)(a)

180,000

6,637,400

Tokyo

Century

Corp.

(2)(a)

54,700

616,155

Tokyo

Gas

Co.

Ltd.

(2)(a)

77,500

1,805,217

TOPPAN

Holdings,

Inc.

(2)(a)

213,000

6,339,374

Toray

Industries,

Inc.

(2)(a)

337,300

1,992,030

Tosoh

Corp.

(2)(a)

317,200

4,247,208

Toyo

Suisan

Kaisha

Ltd.

(2)(a)

81,400

5,344,321

Trend

Micro,

Inc.

(2)(a)

280,600

16,660,725

USS

Co.

Ltd.

(2)(a)

884,600

8,396,600

Welcia

Holdings

Co.

Ltd.

(2)(a)

168,200

2,389,784

Yamada

Holdings

Co.

Ltd.

(2)(a)

610,400

1,913,911

Yokogawa

Electric

Corp.

(2)(a)

127,600

3,269,732

Yokohama

Rubber

Co.

Ltd.

(The)

(2)(a)

61,600

1,384,515

586,379,676

Luxembourg

-

0

.1

%

Aperam

SA

(2)(a)

68,120

2,135,404

Netherlands

-

2

.3

%

Aalberts

NV

(2)(a)

24,470

994,750

ABN

AMRO

Bank

NV,

CVA

(2)(a)

(b)

160,317

2,897,224

Aegon

Ltd.

(2)(a)

262,081

1,683,379

Akzo

Nobel

NV

(2)(a)

85,216

6,019,761

Arcadis

NV

(2)(a)

22,113

1,533,254

Argenx

SE

(2)*(a)

7,473

4,040,578

ASM

International

NV

(2)(a)

4,076

2,689,181

EXOR

NV

(2)(a)

33,716

3,614,490

Koninklijke

Ahold

Delhaize

NV

(a)

26,479

914,612

Koninklijke

KPN

NV

(2)(a)

1,112,094

4,542,109

Koninklijke

Philips

NV

(2)*(a)

208,344

6,830,689

Koninklijke

Vopak

NV

(2)(a)

74,129

3,440,308

NN

Group

NV

(2)(a)

140,747

7,022,730

46,223,065

New

Zealand

-

0

.3

%

Xero

Ltd.

(2)*(a)

50,267

5,195,895

Norway

-

0

.5

%

DNB

Bank

ASA

(2)(a)

116,118

2,381,238

Kongsberg

Gruppen

ASA

(2)(a)

30,729

3,001,592

Norsk

Hydro

ASA

(2)(a)

274,960

1,776,244

Orkla

ASA

(2)(a)

65,329

616,146

Telenor

ASA

(a)

156,073

1,996,584

9,771,804

Singapore

-

0

.8

%

Grab

Holdings

Ltd.,

Class

A

*(a)(c)

1,808,085

6,870,723

Jardine

Cycle

&

Carriage

Ltd.

(2)

22,800

489,121

Sea

Ltd.,

ADR

*(a)(c)

70,503

6,647,023

United

Overseas

Bank

Ltd.

(2)

89,100

2,224,112

16,230,979

South

Korea

-

0

.1

%

Delivery

Hero

SE

(2)*(a)(b)

37,492

1,517,283

INVESTMENTS

SHARES

VALUE

($)

Spain

-

2

.3

%

Acerinox

SA

(2)(a)

531,278

5,713,141

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)(a)

79,921

3,688,924

Aena

SME

SA

(2)(a)(b)

32,899

7,227,107

Banco

de

Sabadell

SA

(2)(a)

3,531,569

7,500,110

Banco

Santander

SA

(2)(a)

1,923,165

9,854,043

Bankinter

SA

(2)(a)

160,546

1,417,291

Enagas

SA

(2)(a)

80,881

1,240,666

Endesa

SA

(2)(a)

29,160

637,053

Mapfre

SA

(2)(a)

1,628,458

4,336,748

Telefonica

SA

(2)(a)

899,335

4,399,626

46,014,709

Sweden

-

3

.5

%

AAK

AB

(2)(a)

41,759

1,369,309

Alfa

Laval

AB

(2)(a)

33,236

1,597,853

Autoliv,

Inc.

(a)

63,821

5,958,967

Billerud

Aktiebolag

(2)(a)

196,959

2,259,772

Boliden

AB

(2)(a)

70,042

2,377,151

Electrolux

AB,

Class

B

(2)*(a)

1,069,522

10,388,007

Elekta

AB,

Class

B

(2)(a)

364,785

2,600,522

Essity

AB,

Class

B

(a)

190,878

5,956,098

Getinge

AB,

Class

B

(2)(a)

145,540

3,132,266

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)(a)

425,907

7,253,883

Hexpol

AB

(2)(a)

44,527

460,484

SKF

AB,

Class

B

(2)(a)

116,649

2,323,517

SSAB

AB,

Class

B

(2)(a)

139,245

712,959

Swedbank

AB,

Class

A

(2)(a)

85,261

1,809,721

Telefonaktiebolaget

LM

Ericsson,

Class

B

(2)(a)

364,276

2,752,635

Telia

Co.

AB

(a)

1,669,861

5,399,670

Trelleborg

AB,

Class

B

(2)(a)

210,658

8,108,419

Volvo

AB,

Class

B

(2)(a)

201,465

5,329,192

69,790,425

Switzerland

-

4

.4

%

ABB

Ltd.

(Registered)

(2)(a)

164,192

9,525,703

Adecco

Group

AG

(Registered)

(2)(a)

137,132

4,676,795

Banque

Cantonale

Vaudoise

(Registered)

(2)(a)

4,404

454,862

Belimo

Holding

AG

(Registered)

(2)(a)

5,040

3,598,105

DKSH

Holding

AG

(2)(a)

41,051

3,265,150

Flughafen

Zurich

AG

(Registered)

(2)(a)

4,117

990,429

Geberit

AG

(Registered)

(2)(a)

2,143

1,398,964

Georg

Fischer

AG

(Registered)

(2)(a)

14,832

1,122,658

Givaudan

SA

(Registered)

(2)(a)

271

1,486,854

Julius

Baer

Group

Ltd.

(2)(a)

73,322

4,421,605

Kuehne

+

Nagel

International

AG

(Registered)

(2)(a)

13,577

3,709,489

Logitech

International

SA

(Registered)

(2)(a)

102,943

9,219,656

Lonza

Group

AG

(Registered)

(2)

(a)

20,011

12,698,654

Novartis

AG

(Registered)

(2)(a)

127,338

14,662,002

SGS

SA

(Registered)

(2)(a)

10,895

1,216,551

82

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

4.4%

(continued)

Sonova

Holding

AG

(Registered)

(2)(a)

3,076

1,107,961

Zurich

Insurance

Group

AG

(2)(a)

21,943

13,257,083

86,812,521

United

Kingdom

-

10

.2

%

abrdn

plc

(2)(a)

1,525,690

3,330,310

Associated

British

Foods

plc

(2)(a)

161,354

5,042,745

Auto

Trader

Group

plc

(2)(a)(b)

334,934

3,893,669

Aviva

plc

(2)(a)

599,085

3,880,131

Barclays

plc

(2)(a)

3,389,199

10,183,127

Bellway

plc

(a)

38,281

1,593,738

British

American

Tobacco

plc

(2)(a)

197,877

7,214,216

BT

Group

plc

(2)(a)

2,118,721

4,199,453

Bunzl

plc

(2)(a)

12,185

577,070

Centrica

plc

(2)(a)

1,974,963

3,089,124

CK

Hutchison

Holdings

Ltd.

(2)(a)

1,163,000

6,593,879

DCC

plc

(2)(a)

51,520

3,517,237

Direct

Line

Insurance

Group

plc

(2)(a)

1,999,886

5,016,930

easyJet

plc

(2)(a)

1,076,098

7,494,281

Hays

plc

(2)(a)

243,517

302,292

Hiscox

Ltd.

(a)

202,328

3,099,958

Howden

Joinery

Group

plc

(2)(a)

375,323

4,561,035

HSBC

Holdings

plc

(2)(a)

497,399

4,462,178

IMI

plc

(2)(a)

76,878

1,870,453

Imperial

Brands

plc

(2)(a)

201,173

5,851,935

Inchcape

plc

(2)(a)

271,675

2,902,619

InterContinental

Hotels

Group

plc

(2)(a)

48,477

5,279,154

Intermediate

Capital

Group

plc

(2)

(a)

210,759

6,293,676

International

Distribution

Services

plc

(a)

501,554

2,295,972

Intertek

Group

plc

(2)(a)

33,997

2,350,466

ITV

plc

(2)(a)

1,876,406

2,015,333

Johnson

Matthey

plc

(2)(a)

86,608

1,766,206

Kingfisher

plc

(2)(a)

443,103

1,912,320

Lloyds

Banking

Group

plc

(2)(a)

1,484,725

1,167,429

M&G

plc

(2)(a)

397,824

1,103,506

Man

Group

plc

(2)(a)

1,097,783

3,111,850

Marks

&

Spencer

Group

plc

(2)(a)

1,957,855

9,770,587

NatWest

Group

plc

(2)(a)

810,410

3,751,676

Ocado

Group

plc

(2)*(a)

303,483

1,565,061

Pearson

plc

(2)(a)

198,677

2,700,893

Persimmon

plc

(2)(a)

174,487

3,839,740

RELX

plc

(2)(a)

9,443

445,864

Rightmove

plc

(2)(a)

947,105

7,829,223

Rolls-Royce

Holdings

plc

(2)*(a)

1,517,778

10,742,064

Rotork

plc

(2)(a)

247,251

1,107,228

Schroders

plc

(2)(a)

96,261

451,055

Smiths

Group

plc

(2)(a)

33,805

759,701

Standard

Chartered

plc

(2)(a)

535,251

5,676,860

Subsea

7

SA

(2)(a)

169,279

2,733,466

Tate

&

Lyle

plc

(a)

335,048

3,057,207

Taylor

Wimpey

plc

(2)(a)

2,206,407

4,853,396

TechnipFMC

plc

(a)

204,591

5,366,422

Tesco

plc

(2)(a)

2,323,307

11,154,916

Travis

Perkins

plc

(2)(a)

119,555

1,488,467

Vodafone

Group

plc

(2)(a)

5,084,863

5,096,037

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

10.2%

(continued)

Weir

Group

plc

(The)

(2)(a)

110,374

3,207,395

Whitbread

plc

(2)(a)

15,976

670,650

202,240,200

United

States

-

118

.9

%

10X

Genomics,

Inc.,

Class

A

*(a)(c)

86,436

1,951,725

3M

Co.

(a)

169,821

23,214,530

A

O

Smith

Corp.

(a)(c)

15,500

1,392,365

Abbott

Laboratories

(a)(c)

59,999

6,840,486

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

68,604

9,597,700

Acuity

Brands,

Inc.

(a)

7,245

1,995,201

Adient

plc

*(a)(c)

19,729

445,284

Adobe,

Inc.

*(a)

16,784

8,690,420

ADT,

Inc.

(a)(c)

636,559

4,602,322

AECOM

(a)

51,208

5,288,250

AES

Corp.

(The)

(a)

84,222

1,689,493

AGCO

Corp.

(a)(c)

4,494

439,783

Agree

Realty

Corp.,

REIT

(a)(c)

60,155

4,531,476

Airbnb,

Inc.,

Class

A

*(a)(c)

169,068

21,439,512

Akamai

Technologies,

Inc.

*(a)(c)

6,082

613,978

Alaska

Air

Group,

Inc.

*(a)

308,517

13,948,054

Alcoa

Corp.

(a)(c)

28,653

1,105,433

Align

Technology,

Inc.

*(a)

37,034

9,418,487

Allison

Transmission

Holdings,

Inc.

(a)

76,693

7,367,897

Allstate

Corp.

(The)

(a)

18,369

3,483,681

Alnylam

Pharmaceuticals,

Inc.

*(a)

(c)

29,334

8,067,730

Altria

Group,

Inc.

(a)(c)

303,969

15,514,578

Amazon.com,

Inc.

*(a)(c)

57,171

10,652,672

Amcor

plc

(a)(c)

387,877

4,394,646

Amdocs

Ltd.

(a)(c)

13,279

1,161,647

Amentum

Holdings,

Inc.

*

42,586

1,373,399

American

International

Group,

Inc.

(a)

48,951

3,584,682

Americold

Realty

Trust,

Inc.,

REIT

(a)

135,664

3,835,221

Ameriprise

Financial,

Inc.

(a)(c)

3,761

1,766,955

Amkor

Technology,

Inc.

(a)

40,510

1,239,606

Apellis

Pharmaceuticals,

Inc.

*(a)

(c)

65,738

1,895,884

Appfolio,

Inc.,

Class

A

*(a)

29,604

6,968,782

Applied

Materials,

Inc.

(a)

19,037

3,846,426

AptarGroup,

Inc.

(a)

5,647

904,593

Archer-Daniels-Midland

Co.

(a)(c)

88,468

5,285,078

Arista

Networks,

Inc.

*(a)

16,446

6,312,304

Arrow

Electronics,

Inc.

*(a)(c)

49,327

6,552,105

Ashland,

Inc.

(a)

13,966

1,214,623

Assurant,

Inc.

(a)

13,159

2,616,799

Assured

Guaranty

Ltd.

(a)(c)

65,408

5,201,244

AT&T,

Inc.

(a)

867,023

19,074,505

ATI,

Inc.

*(a)

19,030

1,273,297

Atlassian

Corp.,

Class

A

*(a)(c)

58,136

9,232,578

Atmos

Energy

Corp.

(a)

42,194

5,852,730

AutoNation,

Inc.

*(a)(c)

11,525

2,062,053

Avnet,

Inc.

(a)

55,960

3,039,188

Axalta

Coating

Systems

Ltd.

*(a)

61,109

2,211,535

Axis

Capital

Holdings

Ltd.

(a)

145,756

11,603,635

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

83

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

AZEK

Co.,

Inc.

(The),

Class

A

*(a)

(c)

52,433

2,453,864

Baker

Hughes

Co.,

Class

A

(a)(c)

356,016

12,869,978

Ball

Corp.

(a)(c)

20,297

1,378,369

Bank

of

America

Corp.

(a)

459,190

18,220,658

Bank

of

New

York

Mellon

Corp.

(The)

(a)

31,219

2,243,397

Bank

OZK

(a)

145,316

6,247,135

Baxter

International,

Inc.

(a)(c)

52,013

1,974,934

Becton

Dickinson

&

Co.

(a)(c)

8,474

2,043,081

BellRing

Brands,

Inc.

*(a)

25,589

1,553,764

Berry

Global

Group,

Inc.

(a)

88,853

6,040,227

Best

Buy

Co.,

Inc.

(a)(c)

105,992

10,948,974

BioMarin

Pharmaceutical,

Inc.

*(a)

(c)

6,030

423,849

Black

Hills

Corp.

(a)

53,392

3,263,319

Blackbaud,

Inc.

*(a)(c)

9,457

800,819

BlackRock,

Inc.

(a)

4,173

3,962,305

BOK

Financial

Corp.

(a)

19,925

2,084,554

Booking

Holdings,

Inc.

(a)

3,939

16,591,541

Booz

Allen

Hamilton

Holding

Corp.,

Class

A

(a)

4,050

659,178

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

26,094

7,544,819

Boston

Scientific

Corp.

*(a)

30,828

2,583,386

BP

plc

(2)(a)

449,075

2,342,168

Bright

Horizons

Family

Solutions,

Inc.

*(a)

28,685

4,019,629

Brink's

Co.

(The)

(a)(c)

11,664

1,348,825

Bristol-Myers

Squibb

Co.

(a)

133,487

6,906,617

Broadcom,

Inc.

(a)

44,733

7,716,443

Broadridge

Financial

Solutions,

Inc.

(a)

20,308

4,366,829

Bruker

Corp.

(a)

94,333

6,514,637

Builders

FirstSource,

Inc.

*(a)

20,585

3,990,608

CACI

International,

Inc.,

Class

A

*(a)

4,952

2,498,581

Cardinal

Health,

Inc.

(a)

37,838

4,181,856

Carlisle

Cos.,

Inc.

(a)(c)

5,762

2,591,460

CarMax,

Inc.

*(a)(c)

88,730

6,865,927

Carter's,

Inc.

(a)

39,780

2,584,904

Carvana

Co.,

Class

A

*(a)(c)

20,798

3,621,140

Cava

Group,

Inc.

*(a)

15,203

1,882,892

Centene

Corp.

*(a)

172,088

12,954,785

CenterPoint

Energy,

Inc.

(a)(c)

15,281

449,567

Cheniere

Energy,

Inc.

(a)(c)

33,329

5,993,887

Chubb

Ltd.

(a)

21,996

6,343,426

Ciena

Corp.

*(a)

77,702

4,785,666

Cigna

Group

(The)

(a)

34,325

11,891,553

Cincinnati

Financial

Corp.

(a)

64,624

8,796,619

Cirrus

Logic,

Inc.

*(a)(c)

12,724

1,580,448

Citigroup,

Inc.

(a)

195,672

12,249,067

Citizens

Financial

Group,

Inc.

(a)

422,697

17,360,165

Clean

Harbors,

Inc.

*(a)

8,206

1,983,472

Clorox

Co.

(The)

(a)

11,833

1,927,714

Cloudflare,

Inc.,

Class

A

*(a)(c)

58,308

4,716,534

CME

Group,

Inc.

(a)

67,802

14,960,511

CNA

Financial

Corp.

(a)

24,300

1,189,242

CNH

Industrial

NV

(a)(c)

436,269

4,842,586

CNO

Financial

Group,

Inc.

(a)

63,680

2,235,168

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Coca-Cola

Consolidated,

Inc.

(a)

4,344

5,718,442

Cognex

Corp.

(a)

66,079

2,676,200

Coherent

Corp.

*(a)(c)

33,766

3,002,135

Colgate-Palmolive

Co.

(a)

140,280

14,562,467

Comcast

Corp.,

Class

A

(a)

396,930

16,579,766

Comfort

Systems

USA,

Inc.

(a)

18,625

7,270,269

Commerce

Bancshares,

Inc.

(a)(c)

14,480

860,112

CommVault

Systems,

Inc.

*(a)

62,004

9,539,315

Concentrix

Corp.

(a)

96,776

4,959,770

Consolidated

Edison,

Inc.

(a)

56,436

5,876,681

Cooper

Cos.,

Inc.

(The)

*(a)

23,161

2,555,585

COPT

Defense

Properties,

REIT

(a)

95,910

2,908,950

Corebridge

Financial,

Inc.

(a)

82,374

2,402,026

Costco

Wholesale

Corp.

(a)(c)

8,496

7,531,874

Crane

Co.

(a)(c)

14,608

2,312,154

CRH

plc

(a)

37,284

3,457,718

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)(c)

6,519

1,828,384

Crown

Castle,

Inc.,

REIT

(a)(c)

17,713

2,101,293

Crown

Holdings,

Inc.

(a)

104,965

10,064,044

Cullen/Frost

Bankers,

Inc.

(a)(c)

7,960

890,406

Cummins,

Inc.

(a)

8,757

2,835,429

Curtiss-Wright

Corp.

(a)

11,583

3,807,216

CVS

Health

Corp.

(a)

144,518

9,087,292

Datadog,

Inc.,

Class

A

*(a)

11,600

1,334,696

DaVita,

Inc.

*(a)(c)

18,481

3,029,590

Delta

Air

Lines,

Inc.

(a)(c)

375,811

19,087,440

DENTSPLY

SIRONA,

Inc.

(a)(c)

53,198

1,439,538

Dick's

Sporting

Goods,

Inc.

(a)

25,673

5,357,955

DocuSign,

Inc.,

Class

A

*(a)

106,379

6,605,072

Dolby

Laboratories,

Inc.,

Class

A

(a)

17,449

1,335,372

Donaldson

Co.,

Inc.

(a)

28,197

2,078,119

DoorDash,

Inc.,

Class

A

*(a)

14,808

2,113,546

DoubleVerify

Holdings,

Inc.

*(a)

260,221

4,382,122

Dow,

Inc.

(a)(c)

22,279

1,217,102

DT

Midstream,

Inc.

(a)

21,494

1,690,718

Duke

Energy

Corp.

(a)(c)

40,781

4,702,049

Dun

&

Bradstreet

Holdings,

Inc.

(a)(c)

165,050

1,899,726

DuPont

de

Nemours,

Inc.

(a)

42,040

3,746,184

Dutch

Bros,

Inc.,

Class

A

*(a)(c)

40,192

1,287,350

Dynatrace,

Inc.

*(a)

43,980

2,351,611

East

West

Bancorp,

Inc.

(a)

34,260

2,834,672

Eaton

Corp.

plc

(a)

15,303

5,072,026

eBay,

Inc.

(a)(c)

50,172

3,266,699

Ecolab,

Inc.

(a)

9,873

2,520,873

Electronic

Arts,

Inc.

(a)

33,558

4,813,560

Element

Solutions,

Inc.

(a)(c)

64,379

1,748,534

Eli

Lilly

&

Co.

(a)

7,840

6,945,770

EMCOR

Group,

Inc.

(a)

10,424

4,487,845

Encompass

Health

Corp.

(a)

20,958

2,025,381

EnerSys

(a)

39,451

4,025,975

Entegris,

Inc.

(a)(c)

9,738

1,095,817

Entergy

Corp.

(a)

22,215

2,923,716

EPAM

Systems,

Inc.

*(a)

13,279

2,642,919

EPR

Properties,

REIT

(a)

73,697

3,614,101

Essent

Group

Ltd.

(a)

30,751

1,976,982

84

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(a)

18,031

1,797,510

Etsy,

Inc.

*(a)(c)

16,632

923,575

Euronet

Worldwide,

Inc.

*(a)

19,139

1,899,163

Evercore,

Inc.,

Class

A

(a)

10,155

2,572,668

Everest

Group

Ltd.

(a)

18,738

7,342,111

Evergy,

Inc.

(a)

119,468

7,408,211

Eversource

Energy

(a)(c)

39,668

2,699,407

Exact

Sciences

Corp.

*(a)

10,570

720,028

Exelixis,

Inc.

*(a)

272,982

7,083,883

Exxon

Mobil

Corp.

(a)(c)

77,444

9,077,986

F5,

Inc.

*(a)(c)

4,353

958,531

Fair

Isaac

Corp.

*(a)(c)

514

998,969

Federal

Realty

Investment

Trust,

REIT

(a)(c)

15,672

1,801,810

Federated

Hermes,

Inc.,

Class

B

(a)

205,135

7,542,814

FedEx

Corp.

(a)(c)

1,640

448,835

Ferguson

Enterprises,

Inc.

(a)

24,570

4,878,865

Fidelity

National

Financial,

Inc.

(a)

13,610

844,637

Fidelity

National

Information

Services,

Inc.

(a)

117,743

9,860,976

First

American

Financial

Corp.

(a)

31,350

2,069,414

First

Hawaiian,

Inc.

(a)(c)

38,459

890,326

First

Horizon

Corp.

(a)

426,444

6,622,675

Flowers

Foods,

Inc.

(a)(c)

43,665

1,007,352

Flowserve

Corp.

(a)

253,587

13,107,912

Fluor

Corp.

*(a)

42,548

2,029,965

FMC

Corp.

(a)

110,696

7,299,294

FNB

Corp.

(a)(c)

304,771

4,300,319

Ford

Motor

Co.

(a)(c)

153,379

1,619,682

Fortinet,

Inc.

*(a)

225,730

17,505,361

Fortive

Corp.

(a)(c)

34,706

2,739,345

Fortune

Brands

Innovations,

Inc.

(a)

29,223

2,616,335

Franklin

Resources,

Inc.

(a)(c)

400,438

8,068,826

Freeport-McMoRan,

Inc.

(a)

51,157

2,553,757

Freshpet,

Inc.

*(a)(c)

11,281

1,542,902

Gap,

Inc.

(The)

(a)

139,954

3,085,986

Garmin

Ltd.

(a)

60,118

10,582,572

Gartner,

Inc.

*(a)(c)

11,648

5,902,740

Gates

Industrial

Corp.

plc

*(a)

497,828

8,736,881

GE

Aerospace

(a)

74,613

14,070,520

GE

Vernova,

Inc.

*(a)

5,660

1,443,187

Gen

Digital,

Inc.

(a)(c)

52,705

1,445,698

General

Dynamics

Corp.

(a)(c)

15,863

4,793,799

General

Motors

Co.

(a)

303,946

13,628,939

Gilead

Sciences,

Inc.

(a)

38,634

3,239,075

Gitlab,

Inc.,

Class

A

*(a)

143,224

7,381,765

Global

Payments,

Inc.

(a)

64,687

6,625,243

Globe

Life,

Inc.

(a)

49,101

5,200,287

GoDaddy,

Inc.,

Class

A

*(a)

53,348

8,363,899

Grand

Canyon

Education,

Inc.

*(a)

40,709

5,774,572

Grocery

Outlet

Holding

Corp.

*(a)

(c)

398,127

6,987,129

GSK

plc

(2)(a)

948,159

19,305,482

Guidewire

Software,

Inc.

*(a)

59,450

10,875,783

H&R

Block,

Inc.

(a)(c)

56,472

3,588,796

Hancock

Whitney

Corp.

(a)

41,503

2,123,709

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Hanover

Insurance

Group,

Inc.

(The)

(a)

5,294

784,094

Hasbro,

Inc.

(a)

168,398

12,178,543

HCA

Healthcare,

Inc.

(a)(c)

10,466

4,253,696

HealthEquity,

Inc.

*(a)

45,108

3,692,090

Healthpeak

Properties,

Inc.,

REIT

(a)

207,239

4,739,556

Hewlett

Packard

Enterprise

Co.

(a)

298,243

6,102,052

Hexcel

Corp.

(a)

109,205

6,752,145

Hilton

Worldwide

Holdings,

Inc.

(a)(c)

20,169

4,648,955

Holcim

AG

(2)(a)

69,410

6,797,521

Hologic,

Inc.

*(a)(c)

38,842

3,164,069

Home

BancShares,

Inc.

(a)

73,231

1,983,828

Hormel

Foods

Corp.

(a)

80,245

2,543,767

Howmet

Aerospace,

Inc.

(a)(c)

79,913

8,011,278

HubSpot,

Inc.

*(a)(c)

17,150

9,116,940

Huntington

Bancshares,

Inc.

(a)(c)

112,547

1,654,441

Huntington

Ingalls

Industries,

Inc.

(a)(c)

36,154

9,558,395

Huntsman

Corp.

(a)(c)

319,307

7,727,229

IDEXX

Laboratories,

Inc.

*(a)

4,068

2,055,235

Illinois

Tool

Works,

Inc.

(a)(c)

17,913

4,694,460

Illumina,

Inc.

*(a)

51,685

6,740,241

Incyte

Corp.

*(a)

91,708

6,061,899

Inspire

Medical

Systems,

Inc.

*(a)

(c)

44,911

9,478,467

Insulet

Corp.

*(a)

17,221

4,008,188

International

Bancshares

Corp.

(a)

7,360

440,054

International

Flavors

&

Fragrances,

Inc.

(a)

12,544

1,316,242

Intra-Cellular

Therapies,

Inc.

*(a)(c)

24,649

1,803,567

Invesco

Ltd.

(a)

600,084

10,537,475

IQVIA

Holdings,

Inc.

*(a)

13,326

3,157,862

Iridium

Communications,

Inc.

(a)

96,878

2,949,935

ITT,

Inc.

(a)

26,850

4,014,344

Jabil,

Inc.

(a)

4,242

508,319

Jacobs

Solutions,

Inc.

(a)(c)

42,586

5,574,507

James

Hardie

Industries

plc,

CHESS

(2)*(a)

122,855

4,881,966

Jazz

Pharmaceuticals

plc

*(a)(c)

30,663

3,416,165

JB

Hunt

Transport

Services,

Inc.

(a)(c)

28,478

4,907,614

Johnson

&

Johnson

(a)(c)

60,451

9,796,689

KB

Home

(a)(c)

45,516

3,900,266

KBR,

Inc.

(a)

33,252

2,165,703

Kemper

Corp.

(a)

62,289

3,815,201

Keurig

Dr

Pepper,

Inc.

(a)

118,962

4,458,696

Kirby

Corp.

*(a)

16,756

2,051,437

KLA

Corp.

(a)

9,333

7,227,569

Kohl's

Corp.

(a)(c)

187,375

3,953,613

Kraft

Heinz

Co.

(The)

(a)(c)

124,436

4,368,948

Kroger

Co.

(The)

(a)

68,418

3,920,351

Kyndryl

Holdings,

Inc.

*(a)

90,692

2,084,102

L3Harris

Technologies,

Inc.

(a)

6,847

1,628,696

Labcorp

Holdings,

Inc.

(a)

43,405

9,700,149

Lamar

Advertising

Co.,

Class

A,

REIT

(a)(c)

4,488

599,597

Lantheus

Holdings,

Inc.

*(a)(c)

31,292

3,434,297

Leggett

&

Platt,

Inc.

(a)(c)

139,948

1,906,092

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

85

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Leidos

Holdings,

Inc.

(a)

33,613

5,478,919

Lennar

Corp.,

Class

A

(a)

52,372

9,818,703

Lennox

International,

Inc.

(a)

6,984

4,220,361

Light

&

Wonder,

Inc.

*(a)

59,136

5,365,409

Lincoln

National

Corp.

(a)

176,789

5,570,621

LivaNova

plc

*(a)

42,096

2,211,724

Loews

Corp.

(a)

37,505

2,964,770

Louisiana-Pacific

Corp.

(a)

31,052

3,336,848

Lyft,

Inc.,

Class

A

*(a)

167,680

2,137,920

LyondellBasell

Industries

NV,

Class

A

(a)(c)

12,925

1,239,508

Manhattan

Associates,

Inc.

*(a)

28,062

7,896,086

ManpowerGroup,

Inc.

(a)

79,859

5,871,234

Marathon

Petroleum

Corp.

(a)

40,189

6,547,190

Markel

Group,

Inc.

*(a)

789

1,237,610

Marriott

Vacations

Worldwide

Corp.

(a)(c)

39,547

2,905,914

Marvell

Technology,

Inc.

(a)(c)

74,509

5,373,589

Masco

Corp.

(a)

75,105

6,304,314

MasTec,

Inc.

*(a)

64,397

7,927,271

Matador

Resources

Co.

(a)(c)

71,921

3,554,336

McKesson

Corp.

(a)

5,011

2,477,539

Medpace

Holdings,

Inc.

*(a)(c)

21,860

7,296,868

Medtronic

plc

(a)

124,655

11,222,690

MetLife,

Inc.

(a)

68,142

5,620,352

Micron

Technology,

Inc.

(a)

4,821

499,986

Mid-America

Apartment

Communities,

Inc.,

REIT

(a)(c)

5,368

852,975

Mister

Car

Wash,

Inc.

*(a)(c)

151,045

983,303

MKS

Instruments,

Inc.

(a)(c)

3,791

412,120

Mohawk

Industries,

Inc.

*(a)

47,101

7,568,189

Molina

Healthcare,

Inc.

*(a)(c)

12,871

4,434,832

Molson

Coors

Beverage

Co.,

Class

B

(a)(c)

79,169

4,553,801

Mondelez

International,

Inc.,

Class

A

(a)

88,899

6,549,189

Monolithic

Power

Systems,

Inc.

(a)(c)

5,924

5,476,738

Mosaic

Co.

(The)

(a)(c)

80,673

2,160,423

MSCI,

Inc.,

Class

A

(a)

4,703

2,741,520

Murphy

Oil

Corp.

(a)

13,949

470,639

Natera,

Inc.

*(a)(c)

65,895

8,365,370

National

Fuel

Gas

Co.

(a)(c)

100,402

6,085,365

Nestle

SA

(Registered)

(2)(a)

69,341

6,968,246

NetApp,

Inc.

(a)

57,189

7,063,413

Netflix,

Inc.

*(a)

10,888

7,722,532

Neurocrine

Biosciences,

Inc.

*(a)

72,476

8,350,685

New

Jersey

Resources

Corp.

(a)

113,021

5,334,591

New

York

Times

Co.

(The),

Class

A

(a)

99,827

5,557,369

Newell

Brands,

Inc.

(a)

505,366

3,881,211

News

Corp.,

Class

A

(a)

149,315

3,976,258

Nexstar

Media

Group,

Inc.,

Class

A

(a)(c)

38,796

6,414,919

NiSource,

Inc.

(a)

202,206

7,006,438

NNN

REIT,

Inc.,

REIT

(a)(c)

99,467

4,823,155

Northern

Trust

Corp.

(a)(c)

38,262

3,444,728

Northrop

Grumman

Corp.

(a)

10,477

5,532,589

NOV,

Inc.

(a)(c)

239,879

3,830,868

Nutanix,

Inc.,

Class

A

*(a)

108,807

6,446,815

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

nVent

Electric

plc

(a)(c)

12,783

898,134

NVIDIA

Corp.

(a)

97,755

11,871,367

OGE

Energy

Corp.

(a)(c)

23,861

978,778

Old

Dominion

Freight

Line,

Inc.

(a)(c)

19,441

3,861,760

Old

Republic

International

Corp.

(a)

55,735

1,974,134

Olin

Corp.

(a)

141,780

6,802,604

Ollie's

Bargain

Outlet

Holdings,

Inc.

*(a)

98,318

9,556,510

OneMain

Holdings,

Inc.

(a)

50,575

2,380,565

Onto

Innovation,

Inc.

*(a)

11,719

2,432,396

Oracle

Corp.

(a)(c)

26,737

4,555,985

Organon

&

Co.

(a)(c)

238,337

4,559,387

Oshkosh

Corp.

(a)

11,786

1,181,075

Owens

Corning

(a)

22,653

3,998,708

Packaging

Corp.

of

America

(a)

37,154

8,002,972

Palo

Alto

Networks,

Inc.

*(a)

7,638

2,610,668

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(c)

410,381

5,786,372

Parker-Hannifin

Corp.

(a)

1,909

1,206,144

Parsons

Corp.

*(a)

36,154

3,748,447

PayPal

Holdings,

Inc.

*(a)(c)

120,230

9,381,547

Pegasystems,

Inc.

(a)

52,005

3,801,045

Penske

Automotive

Group,

Inc.

(a)

34,967

5,679,340

Pentair

plc

(a)

65,005

6,356,839

Penumbra,

Inc.

*(a)(c)

19,075

3,706,463

PepsiCo,

Inc.

(a)

78,220

13,301,311

Perrigo

Co.

plc

(a)

101,431

2,660,535

Pfizer,

Inc.

(a)

75,831

2,194,549

PG&E

Corp.

(a)

285,391

5,642,180

Pilgrim's

Pride

Corp.

*(a)(c)

26,107

1,202,227

Pinterest,

Inc.,

Class

A

*(a)

216,030

6,992,891

Playtika

Holding

Corp.

(a)

368,450

2,918,124

Polaris,

Inc.

(a)

41,328

3,440,143

Popular,

Inc.

(a)

73,911

7,411,056

PPG

Industries,

Inc.

(a)

76,575

10,143,125

Progressive

Corp.

(The)

(a)

45,653

11,584,905

Prosperity

Bancshares,

Inc.

(a)(c)

84,969

6,123,716

Prudential

Financial,

Inc.

(a)

43,778

5,301,516

Public

Storage,

REIT

(a)(c)

47,895

17,427,553

Qualys,

Inc.

*(a)

6,794

872,757

Ralph

Lauren

Corp.,

Class

A

(a)

91,844

17,805,795

Realty

Income

Corp.,

REIT

(a)

34,777

2,205,557

Reinsurance

Group

of

America,

Inc.

(a)

12,191

2,656,053

Republic

Services,

Inc.,

Class

A

(a)

11,217

2,252,822

ResMed,

Inc.

(a)(c)

15,348

3,746,754

Reynolds

Consumer

Products,

Inc.

(a)

88,661

2,757,357

RH

*(a)

7,530

2,518,258

RingCentral,

Inc.,

Class

A

*(a)

62,605

1,980,196

Rivian

Automotive,

Inc.,

Class

A

*(a)(c)

105,548

1,184,249

Robert

Half,

Inc.

(a)

133,539

9,001,864

Robinhood

Markets,

Inc.,

Class

A

*(a)

161,289

3,777,388

ROBLOX

Corp.,

Class

A

*(a)(c)

209,942

9,292,033

Roche

Holding

AG

(2)(a)

18,856

6,034,245

Ross

Stores,

Inc.

(a)(c)

78,364

11,794,566

86

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Royal

Caribbean

Cruises

Ltd.

(a)

(c)

6,425

1,139,538

Royal

Gold,

Inc.

(a)

61,394

8,613,578

Ryder

System,

Inc.

(a)

3,333

485,951

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)

55,905

1,040,392

Samsara,

Inc.,

Class

A

*(a)(c)

76,236

3,668,476

SBA

Communications

Corp.,

REIT

(a)

5,666

1,363,806

Schlumberger

NV

(a)(c)

10,373

435,147

Schneider

Electric

SE

(2)(a)

12,194

3,214,435

Science

Applications

International

Corp.

(a)

3,475

483,963

Scotts

Miracle-Gro

Co.

(The)

(a)

94,139

8,161,851

Seagate

Technology

Holdings

plc

(a)(c)

56,223

6,158,105

Sealed

Air

Corp.

(a)

55,688

2,021,474

SentinelOne,

Inc.,

Class

A

*(a)(c)

116,753

2,792,732

ServiceNow,

Inc.

*(a)(c)

3,779

3,379,900

Shell

plc

(2)(a)

420,948

13,656,285

Sherwin-Williams

Co.

(The)

(a)

2,876

1,097,683

Signify

NV

(2)(a)(b)

209,405

4,939,767

Skechers

USA,

Inc.,

Class

A

*(a)

68,423

4,578,867

Skyworks

Solutions,

Inc.

(a)(c)

51,092

5,046,357

SLM

Corp.

(a)(c)

155,224

3,549,973

Smartsheet,

Inc.,

Class

A

*(a)

179,056

9,912,540

Snap,

Inc.,

Class

A

*(a)(c)

478,481

5,119,747

Snap-on,

Inc.

(a)

5,024

1,455,503

Solventum

Corp.

*(a)(c)

7,490

522,203

Sonoco

Products

Co.

(a)

15,519

847,803

Sotera

Health

Co.

*(a)(c)

157,403

2,628,630

SS&C

Technologies

Holdings,

Inc.

(a)

92,528

6,866,503

Stanley

Black

&

Decker,

Inc.

(a)(c)

32,709

3,602,242

State

Street

Corp.

(a)

51,568

4,562,221

Stifel

Financial

Corp.

(a)

6,481

608,566

Synchrony

Financial

(a)(c)

120,058

5,988,493

T.

Rowe

Price

Group,

Inc.

(a)(c)

36,141

3,936,839

Tapestry,

Inc.

(a)

356,530

16,749,779

Targa

Resources

Corp.

(a)

25,204

3,730,444

Target

Corp.

(a)

51,755

8,066,534

Taylor

Morrison

Home

Corp.,

Class

A

*(a)

44,654

3,137,390

TD

SYNNEX

Corp.

(a)

67,881

8,151,150

Teleflex,

Inc.

(a)

8,277

2,047,068

Tenet

Healthcare

Corp.

*(a)

36,773

6,111,673

Teradata

Corp.

*(a)

156,667

4,753,277

Teradyne,

Inc.

(a)

15,680

2,100,022

Terex

Corp.

(a)(c)

131,723

6,969,464

Texas

Capital

Bancshares,

Inc.

*(a)(c)

136,246

9,736,139

Texas

Pacific

Land

Corp.

(a)(c)

3,662

3,239,918

Texas

Roadhouse,

Inc.,

Class

A

(a)

90,958

16,063,183

Textron,

Inc.

(a)

52,577

4,657,271

T-Mobile

US,

Inc.

(a)

9,389

1,937,514

Toll

Brothers,

Inc.

(a)

62,662

9,680,652

Trade

Desk,

Inc.

(The),

Class

A

*(a)(c)

20,394

2,236,202

Trane

Technologies

plc

(a)

3,353

1,303,412

TransUnion

(a)

80,329

8,410,446

INVESTMENTS

SHARES

VALUE

($)

United

States

-

118.9%

(continued)

Travel

+

Leisure

Co.

(a)

29,766

1,371,617

Travelers

Cos.,

Inc.

(The)

(a)

16,576

3,880,773

Trimble,

Inc.

*(a)(c)

165,642

10,284,712

TripAdvisor,

Inc.

*(a)(c)

248,505

3,600,837

Truist

Financial

Corp.

(a)

129,509

5,539,100

Twilio,

Inc.,

Class

A

*(a)

83,858

5,469,219

TXNM

Energy,

Inc.

(a)

66,397

2,906,197

Ubiquiti,

Inc.

(a)

6,315

1,400,162

UFP

Industries,

Inc.

(a)

17,367

2,278,724

UGI

Corp.

(a)

371,490

9,294,680

UiPath,

Inc.,

Class

A

*(a)(c)

333,226

4,265,293

Ultragenyx

Pharmaceutical,

Inc.

*(a)

64,653

3,591,474

UMB

Financial

Corp.

(a)(c)

28,376

2,982,601

United

Parcel

Service,

Inc.,

Class

B

(a)

27,816

3,792,433

United

Therapeutics

Corp.

*(a)

16,217

5,811,362

Universal

Display

Corp.

(a)(c)

13,704

2,876,470

Universal

Health

Services,

Inc.,

Class

B

(a)

20,336

4,657,147

Unum

Group

(a)

112,330

6,676,895

UWM

Holdings

Corp.,

Class

A

(a)

(c)

61,067

520,291

Vail

Resorts,

Inc.

(a)(c)

36,068

6,286,292

Valero

Energy

Corp.

(a)(c)

7,607

1,027,173

Valley

National

Bancorp

(a)

1,064,297

9,642,531

Veeva

Systems,

Inc.,

Class

A

*(a)

29,239

6,136,389

VeriSign,

Inc.

*(a)

68,232

12,961,351

Vertiv

Holdings

Co.,

Class

A

(a)

53,009

5,273,865

Virtu

Financial,

Inc.,

Class

A

(a)

152,418

4,642,652

Vistra

Corp.

(a)

29,084

3,447,617

Vulcan

Materials

Co.

(a)

13,672

3,423,879

W

R

Berkley

Corp.

(a)

28,011

1,589,064

Walt

Disney

Co.

(The)

(a)

117,564

11,308,481

Weatherford

International

plc

(a)(c)

19,834

1,684,303

WEC

Energy

Group,

Inc.

(a)(c)

42,134

4,052,448

Wells

Fargo

&

Co.

(a)(c)

31,181

1,761,415

Wendy's

Co.

(The)

(a)

1,313,967

23,020,701

WESCO

International,

Inc.

(a)

12,115

2,035,078

Western

Alliance

Bancorp

(a)

28,415

2,457,613

Westinghouse

Air

Brake

Technologies

Corp.

(a)

46,381

8,430,674

Whirlpool

Corp.

(a)(c)

39,378

4,213,446

Wingstop,

Inc.

(a)

41,758

17,374,668

Woodward,

Inc.

(a)

32,563

5,584,880

Workday,

Inc.,

Class

A

*(a)

14,988

3,663,217

Xcel

Energy,

Inc.

(a)

263,285

17,192,510

Ziff

Davis,

Inc.

*(a)(c)

60,356

2,936,923

Zions

Bancorp

NA

(a)

89,354

4,219,296

Zoetis,

Inc.,

Class

A

(a)(c)

8,910

1,740,836

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

114,846

8,009,360

Zscaler,

Inc.

*(a)(c)

36,443

6,229,566

2,348,262,619

TOTAL

COMMON

STOCKS

(Cost

$3,696,962,408)

4,064,156,880

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

87

(Continued)

INVESTMENTS

SHARES

VALUE

($)

SHORT-TERM

INVESTMENTS

-

80.1%

INVESTMENT

COMPANIES

-

21

.5

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

2,503,130

2,503,130

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)(f)

422,445,049

422,318,316

TOTAL

INVESTMENT

COMPANIES

(Cost

$424,738,330)

424,821,446

—

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

58

.6

%

U.S.

Treasury

Bills

5.26%,

10/3/2024

(2)(g)

$

7,990,000

7,987,916

5.26%,

10/10/2024

(2)(g)

120,000,000

119,860,649

5.29%,

10/17/2024

(2)(g)

56,615,000

56,496,675

5.30%,

10/24/2024

(2)(g)

29,000,000

28,912,503

5.30%,

10/31/2024

(2)(g)

70,000,000

69,727,263

5.29%,

11/7/2024

(2)(g)(h)

25,428,000

25,305,228

5.29%,

12/5/2024

(2)(g)

146,848,000

145,649,059

5.28%,

12/12/2024

(2)(g)

70,000,000

69,374,200

5.29%,

12/19/2024

(2)(g)

80,000,000

79,209,122

5.28%,

12/26/2024

(2)(g)

36,084,000

35,695,666

5.25%,

1/2/2025

(2)(g)

90,000,000

88,962,642

5.21%,

1/9/2025

(2)(g)

26,303,000

25,978,213

5.11%,

1/16/2025

(2)(g)

30,000,000

29,601,258

5.12%,

1/23/2025

(2)(g)

45,332,000

44,695,529

4.81%,

2/6/2025

(2)(g)(h)

90,000,000

88,595,999

4.91%,

2/13/2025

(2)(g)

40,000,000

39,343,094

4.89%,

2/20/2025

(2)(g)(h)

20,000,000

19,656,735

4.80%,

2/27/2025

(2)(g)(h)

60,000,000

58,924,717

4.76%,

3/6/2025

(2)(g)(h)

39,623,000

38,880,399

4.51%,

3/20/2025

(2)(g)(h)

29,657,000

29,055,499

4.35%,

3/27/2025

(2)(g)

10,000,000

9,790,796

4.31%,

4/3/2025

(2)(g)

46,148,000

45,162,583

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$1,155,685,048)

1,156,865,745

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$1,580,423,378)

1,581,687,191

TOTAL

LONG

POSITIONS

(Cost

$5,277,385,786)

5,645,844,071

SHARES

SHORT

POSITIONS

-

(198.5)%

COMMON

STOCKS

-

(197.4)%

Argentina

-

(

0

.3

)

%

Arcadium

Lithium

plc

(

1,836,613

)

(

5,234,347

)

Australia

-

(

6

.3

)

%

ALS

Ltd.

(2)

(

481,653

)

(

4,774,863

)

Ampol

Ltd.

(2)

(

152,384

)

(

3,214,393

)

APA

Group

(2)

(

998,495

)

(

5,343,678

)

BHP

Group

Ltd.

(2)

(

257,683

)

(

8,000,068

)

Cleanaway

Waste

Management

Ltd.

(2)

(

928,085

)

(

1,880,054

)

Domino's

Pizza

Enterprises

Ltd.

(2)

(

156,075

)

(

3,815,159

)

Endeavour

Group

Ltd.

(2)

(

1,222,837

)

(

4,228,737

)

Fortescue

Ltd.

(2)

(

73,573

)

(

1,037,716

)

Glencore

plc

(2)

(

1,607,461

)

(

9,205,370

)

INVESTMENTS

SHARES

VALUE

($)

Australia

-

(6.3)%

(continued)

IDP

Education

Ltd.

(2)

(

373,066

)

(

4,086,992

)

IGO

Ltd.

(2)

(

392,458

)

(

1,576,130

)

Liontown

Resources

Ltd.

(2)

(

2,100,794

)

(

1,161,111

)

Lynas

Rare

Earths

Ltd.

(2)

(

1,160,873

)

(

6,369,171

)

Medibank

Pvt

Ltd.

(2)

(

525,354

)

(

1,325,444

)

Mineral

Resources

Ltd.

(2)

(

293,569

)

(

10,466,773

)

New

Hope

Corp.

Ltd.

(2)

(

545,105

)

(

1,954,989

)

NEXTDC

Ltd.

(2)

(

317,504

)

(

3,828,909

)

Pilbara

Minerals

Ltd.

(2)

(

5,657,728

)

(

12,725,806

)

Ramsay

Health

Care

Ltd.

(2)

(

103,836

)

(

2,980,483

)

Rio

Tinto

plc

(2)

(

131,174

)

(

9,311,731

)

Santos

Ltd.

(2)

(

384,761

)

(

1,864,327

)

SEEK

Ltd.

(2)

(

30,008

)

(

513,682

)

South32

Ltd.

(2)

(

634,376

)

(

1,627,119

)

Transurban

Group

(2)

(

325,545

)

(

2,941,327

)

Treasury

Wine

Estates

Ltd.

(2)

(

892,427

)

(

7,367,386

)

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(2)

(

68,255

)

(

1,634,892

)

Whitehaven

Coal

Ltd.

(2)

(

193,113

)

(

957,720

)

Woodside

Energy

Group

Ltd.

(2)

(

521,587

)

(

8,990,725

)

Woolworths

Group

Ltd.

(2)

(

32,918

)

(

756,431

)

(123,941,186)

Belgium

-

(

0

.7

)

%

D'ieteren

Group

(2)

(

24,300

)

(

5,145,593

)

Elia

Group

SA/NV

(2)

(

17,714

)

(

2,024,533

)

Lotus

Bakeries

NV

(2)

(

299

)

(

4,012,319

)

Umicore

SA

(2)

(

158,390

)

(

2,055,606

)

(13,238,051)

Brazil

-

(

0

.2

)

%

MercadoLibre,

Inc.

(

1,147

)

(

2,353,598

)

Yara

International

ASA

(2)

(

71,748

)

(

2,266,757

)

(4,620,355)

Burkina

Faso

-

(

0

.3

)

%

Endeavour

Mining

plc

(2)

(

281,605

)

(

6,664,257

)

Canada

-

(

4

.4

)

%

Air

Canada

(

55,474

)

(

672,275

)

Alimentation

Couche-Tard,

Inc.

(

27,082

)

(

1,497,224

)

ARC

Resources

Ltd.

(

130,915

)

(

2,212,811

)

Bank

of

Montreal

(

6,154

)

(

555,314

)

BCE,

Inc.

(

90,380

)

(

3,142,199

)

Brookfield

Asset

Management

Ltd.,

Class

A

(

139,384

)

(

6,589,681

)

CAE,

Inc.

(

34,623

)

(

649,989

)

Cameco

Corp.

(

99,067

)

(

4,732,684

)

Canadian

National

Railway

Co.

(

10,043

)

(

1,176,021

)

Canadian

Pacific

Kansas

City

Ltd.

(

61,706

)

(

5,277,485

)

Canadian

Tire

Corp.

Ltd.,

Class

A

(

3,700

)

(

443,442

)

Capstone

Copper

Corp.

(

138,447

)

(

1,082,025

)

CGI,

Inc.

(

15,522

)

(

1,786,043

)

Element

Fleet

Management

Corp.

(

94,886

)

(

2,017,761

)

Emera,

Inc.

(

115,894

)

(

4,566,521

)

Gildan

Activewear,

Inc.

(

26,505

)

(

1,247,594

)

Hydro

One

Ltd.

(b)

(

123,668

)

(

4,286,706

)

MEG

Energy

Corp.

(

40,598

)

(

762,760

)

National

Bank

of

Canada

(

31,336

)

(

2,959,711

)

Northland

Power,

Inc.

(

144,748

)

(

2,496,928

)

88

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Canada

-

(4.4)%

(continued)

RB

Global,

Inc.

(

86,662

)

(

6,974,868

)

Restaurant

Brands

International,

Inc.

(

174,289

)

(

12,576,335

)

Rogers

Communications,

Inc.,

Class

B

(

91,738

)

(

3,688,648

)

Sun

Life

Financial,

Inc.

(

26,899

)

(

1,560,299

)

Teck

Resources

Ltd.,

Class

B

(

51,694

)

(

2,700,036

)

Thomson

Reuters

Corp.

(

8,373

)

(

1,428,199

)

TMX

Group

Ltd.

(

138,026

)

(

4,326,165

)

Tourmaline

Oil

Corp.

(

74,179

)

(

3,444,995

)

WSP

Global,

Inc.

(

7,943

)

(

1,411,175

)

(86,265,894)

Chile

-

(

1

.1

)

%

Antofagasta

plc

(2)

(

482,496

)

(

13,005,613

)

Lundin

Mining

Corp.

(

763,608

)

(

8,000,536

)

(21,006,149)

Denmark

-

(

2

.0

)

%

Ambu

A/S,

Class

B

(2)

(

63,681

)

(

1,247,917

)

Coloplast

A/S,

Class

B

(2)

(

61,289

)

(

7,988,747

)

DSV

A/S

(2)

(

53,815

)

(

11,075,668

)

Novo

Nordisk

A/S,

Class

B

(2)

(

112,483

)

(

13,341,779

)

Orsted

A/S

(2)(b)

(

41,994

)

(

2,781,364

)

Tryg

A/S

(2)

(

72,206

)

(

1,712,350

)

Zealand

Pharma

A/S

(2)

(

13,924

)

(

1,694,155

)

(39,841,980)

Finland

-

(

1

.1

)

%

Kesko

OYJ,

Class

B

(2)

(

180,448

)

(

3,849,781

)

Metso

OYJ

(2)

(

404,364

)

(

4,323,631

)

Neste

OYJ

(2)

(

217,067

)

(

4,217,193

)

Nordea

Bank

Abp

(2)

(

259,426

)

(

3,062,587

)

Orion

OYJ,

Class

B

(2)

(

23,905

)

(

1,309,848

)

Stora

Enso

OYJ,

Class

R

(2)

(

393,488

)

(

5,034,317

)

(21,797,357)

France

-

(

6

.2

)

%

Aeroports

de

Paris

SA

(2)

(

34,981

)

(

4,492,519

)

Air

France-KLM

(2)

(

50,445

)

(

505,204

)

Air

Liquide

SA

(2)

(

25,124

)

(

4,851,701

)

Airbus

SE

(2)

(

61,473

)

(

8,996,963

)

Alten

SA

(2)

(

6,264

)

(

700,275

)

AXA

SA

(2)

(

39,842

)

(

1,533,792

)

BioMerieux

(2)

(

11,936

)

(

1,430,522

)

Bollore

SE

(2)

(

271,945

)

(

1,815,261

)

Bureau

Veritas

SA

(2)

(

55,917

)

(

1,855,136

)

Capgemini

SE

(2)

(

58,355

)

(

12,598,881

)

Dassault

Systemes

SE

(2)

(

97,619

)

(

3,877,504

)

Edenred

SE

(2)

(

283,950

)

(

10,754,782

)

EssilorLuxottica

SA

(2)

(

66,992

)

(

15,872,040

)

Forvia

SE

(2)

(

44,650

)

(

459,355

)

Getlink

SE

(2)

(

106,567

)

(

1,900,800

)

Hermes

International

SCA

(2)

(

3,075

)

(

7,571,747

)

Kering

SA

(2)

(

19,898

)

(

5,727,688

)

L'Oreal

SA

(2)

(

9,854

)

(

4,419,883

)

Pernod

Ricard

SA

(2)

(

79,727

)

(

12,062,091

)

Publicis

Groupe

SA

(2)

(

29,571

)

(

3,236,143

)

Remy

Cointreau

SA

(2)

(

9,878

)

(

769,484

)

Sartorius

Stedim

Biotech

(2)

(

36,292

)

(

7,598,776

)

INVESTMENTS

SHARES

VALUE

($)

France

-

(6.2)%

(continued)

SOITEC

(2)

(

9,654

)

(

966,933

)

Teleperformance

SE

(2)

(

35,869

)

(

3,710,663

)

Thales

SA

(2)

(

16,827

)

(

2,674,337

)

Ubisoft

Entertainment

SA

(2)

(

268,315

)

(

3,012,506

)

(123,394,986)

Germany

-

(

3

.8

)

%

Aurubis

AG

(2)

(

38,747

)

(

2,842,869

)

Beiersdorf

AG

(2)

(

33,230

)

(

5,001,775

)

Brenntag

SE

(2)

(

30,419

)

(

2,270,551

)

Carl

Zeiss

Meditec

AG

(2)

(

36,030

)

(

2,858,414

)

Continental

AG

(2)

(

10,969

)

(

710,834

)

CTS

Eventim

AG

&

Co.

KGaA

(2)

(

53,838

)

(

5,605,918

)

Deutsche

Post

AG

(2)

(

187,210

)

(

8,350,817

)

Fraport

AG

Frankfurt

Airport

Services

Worldwide

(2)

(

25,682

)

(

1,432,909

)

HUGO

BOSS

AG

(2)

(

68,816

)

(

3,151,468

)

Infineon

Technologies

AG

(2)

(

427,153

)

(

14,996,456

)

Merck

KGaA

(2)

(

38,584

)

(

6,811,267

)

MTU

Aero

Engines

AG

(2)

(

17,628

)

(

5,509,246

)

Puma

SE

(2)

(

63,182

)

(

2,642,022

)

Rational

AG

(2)

(

1,292

)

(

1,319,066

)

RWE

AG

(2)

(

31,888

)

(

1,161,770

)

Siemens

Energy

AG

(2)

(

2,660

)

(

98,207

)

Siemens

Healthineers

AG

(2)(b)

(

107,524

)

(

6,457,967

)

Symrise

AG,

Class

A

(2)

(

4,293

)

(

594,106

)

Wacker

Chemie

AG

(2)

(

33,118

)

(

3,275,641

)

(75,091,303)

Ireland

-

(

0

.5

)

%

Accenture

plc,

Class

A

(

26,241

)

(

9,275,669

)

Italy

-

(

3

.2

)

%

Amplifon

SpA

(2)

(

65,472

)

(

1,884,323

)

BPER

Banca

SpA

(2)

(

1,417,293

)

(

7,985,361

)

Coca-Cola

HBC

AG

(2)

(

68,952

)

(

2,458,295

)

Davide

Campari-Milano

NV

(2)

(

277,147

)

(

2,349,255

)

DiaSorin

SpA

(2)

(

15,457

)

(

1,807,333

)

Ferrari

NV

(2)

(

17,958

)

(

8,415,144

)

FinecoBank

Banca

Fineco

SpA

(2)

(

47,494

)

(

815,090

)

Generali

(2)

(

244,283

)

(

7,070,207

)

Hera

SpA

(2)

(

278,310

)

(

1,110,586

)

Infrastrutture

Wireless

Italiane

SpA

(2)(b)

(

338,917

)

(

4,168,487

)

Interpump

Group

SpA

(2)

(

41,242

)

(

1,926,639

)

Leonardo

SpA

(2)

(

85,328

)

(

1,909,751

)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(2)

(

401,877

)

(

6,866,628

)

Moncler

SpA

(2)

(

92,635

)

(

5,889,426

)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(2)

(

45,423

)

(

2,570,317

)

Reply

SpA

(2)

(

18,148

)

(

2,736,707

)

Snam

SpA

(2)

(

139,747

)

(

711,836

)

Telecom

Italia

SpA

(2)

(

3,677,337

)

(

1,022,410

)

Terna

-

Rete

Elettrica

Nazionale

(2)

(

220,159

)

(

1,982,937

)

(63,680,732)

Japan

-

(

29

.1

)

%

Advantest

Corp.

(2)

(

168,900

)

(

7,943,581

)

Aeon

Co.

Ltd.

(2)

(

23,200

)

(

630,119

)

Ajinomoto

Co.,

Inc.

(2)

(

346,800

)

(

13,421,824

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

89

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(29.1)%

(continued)

Allegro

MicroSystems,

Inc.

(

183,945

)

(

4,285,919

)

Asahi

Intecc

Co.

Ltd.

(2)

(

215,300

)

(

3,787,837

)

Astellas

Pharma,

Inc.

(2)

(

193,100

)

(

2,231,728

)

Azbil

Corp.

(2)

(

283,200

)

(

2,301,807

)

Bridgestone

Corp.

(2)

(

168,800

)

(

6,518,701

)

Chiba

Bank

Ltd.

(The)

(2)

(

665,500

)

(

5,409,403

)

Chugai

Pharmaceutical

Co.

Ltd.

(2)

(

90,900

)

(

4,406,023

)

Dai

Nippon

Printing

Co.

Ltd.

(2)

(

24,000

)

(

428,526

)

Daifuku

Co.

Ltd.

(2)

(

152,300

)

(

2,948,195

)

Daikin

Industries

Ltd.

(2)

(

46,200

)

(

6,484,679

)

Daiwa

Securities

Group,

Inc.

(2)

(

1,398,800

)

(

9,921,221

)

Denso

Corp.

(2)

(

393,900

)

(

5,920,868

)

Dentsu

Group,

Inc.

(2)

(

193,300

)

(

5,957,877

)

East

Japan

Railway

Co.

(2)

(

120,100

)

(

2,383,503

)

Eisai

Co.

Ltd.

(2)

(

122,500

)

(

4,566,181

)

FANUC

Corp.

(2)

(

136,300

)

(

4,003,187

)

Fast

Retailing

Co.

Ltd.

(2)

(

1,400

)

(

464,516

)

Fuji

Electric

Co.

Ltd.

(2)

(

86,200

)

(

5,223,136

)

Goldwin,

Inc.

(2)

(

30,900

)

(

1,790,199

)

Hakuhodo

DY

Holdings,

Inc.

(2)

(

232,100

)

(

1,901,893

)

Hamamatsu

Photonics

KK

(2)

(

799,200

)

(

10,428,127

)

Haseko

Corp.

(2)

(

32,100

)

(

421,040

)

Hoshizaki

Corp.

(2)

(

81,600

)

(

2,841,788

)

Ibiden

Co.

Ltd.

(2)

(

123,200

)

(

3,807,735

)

Idemitsu

Kosan

Co.

Ltd.

(2)

(

263,400

)

(

1,910,004

)

Isetan

Mitsukoshi

Holdings

Ltd.

(2)

(

195,200

)

(

3,064,342

)

Isuzu

Motors

Ltd.

(2)

(

121,900

)

(

1,662,127

)

ITOCHU

Corp.

(2)

(

22,400

)

(

1,207,250

)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(

55,200

)

(

1,991,981

)

Kawasaki

Heavy

Industries

Ltd.

(2)

(

40,700

)

(

1,668,258

)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(

315,800

)

(

9,414,914

)

Kikkoman

Corp.

(2)

(

349,300

)

(

3,973,826

)

Kinden

Corp.

(2)

(

47,100

)

(

1,042,575

)

Kintetsu

Group

Holdings

Co.

Ltd.

(2)

(

126,300

)

(

3,145,453

)

Koito

Manufacturing

Co.

Ltd.

(2)

(

72,000

)

(

1,001,732

)

Kubota

Corp.

(2)

(

405,900

)

(

5,795,617

)

Kurita

Water

Industries

Ltd.

(2)

(

35,100

)

(

1,518,682

)

Kyocera

Corp.

(2)

(

610,200

)

(

7,131,534

)

Kyoto

Financial

Group,

Inc.

(2)

(

164,400

)

(

2,549,467

)

Lasertec

Corp.

(2)

(

3,500

)

(

583,543

)

M3,

Inc.

(2)

(

304,200

)

(

3,046,253

)

Marui

Group

Co.

Ltd.

(2)

(

97,100

)

(

1,623,905

)

MatsukiyoCocokara

&

Co.

(2)

(

252,300

)

(

4,156,729

)

MINEBEA

MITSUMI,

Inc.

(2)

(

104,400

)

(

2,063,618

)

Mitsubishi

Chemical

Group

Corp.

(2)

(

134,500

)

(

865,162

)

Mitsubishi

Corp.

(2)

(

879,200

)

(

18,269,647

)

Mitsubishi

Electric

Corp.

(2)

(

182,600

)

(

2,961,945

)

Mitsubishi

HC

Capital,

Inc.

(2)

(

271,800

)

(

1,930,358

)

Mitsubishi

Heavy

Industries

Ltd.

(2)

(

844,400

)

(

12,618,711

)

Mitsubishi

Motors

Corp.

(2)

(

862,700

)

(

2,347,165

)

Mitsui

&

Co.

Ltd.

(2)

(

557,200

)

(

12,461,242

)

Mitsui

Chemicals,

Inc.

(2)

(

77,400

)

(

2,067,515

)

Mizuho

Financial

Group,

Inc.

(2)

(

113,900

)

(

2,354,408

)

MonotaRO

Co.

Ltd.

(2)

(

148,200

)

(

2,471,234

)

Nexon

Co.

Ltd.

(2)

(

119,500

)

(

2,374,693

)

NIDEC

Corp.

(2)

(

186,400

)

(

3,924,297

)

Nikon

Corp.

(2)

(

359,800

)

(

3,726,489

)

Nippon

Paint

Holdings

Co.

Ltd.

(2)

(

769,900

)

(

5,863,504

)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(29.1)%

(continued)

Nippon

Sanso

Holdings

Corp.

(2)

(

117,900

)

(

4,327,279

)

Nippon

Telegraph

&

Telephone

Corp.

(2)

(

5,402,300

)

(

5,538,359

)

Nissan

Chemical

Corp.

(2)

(

307,500

)

(

11,038,734

)

Nissan

Motor

Co.

Ltd.

(2)

(

1,743,400

)

(

4,952,362

)

Nissin

Foods

Holdings

Co.

Ltd.

(2)

(

217,700

)

(

6,083,468

)

Nitori

Holdings

Co.

Ltd.

(2)

(

76,400

)

(

11,374,618

)

Nitto

Denko

Corp.

(2)

(

41,000

)

(

689,959

)

Nomura

Research

Institute

Ltd.

(2)

(

170,200

)

(

6,316,409

)

NTT

Data

Group

Corp.

(2)

(

249,100

)

(

4,483,226

)

Obayashi

Corp.

(2)

(

633,000

)

(

8,066,733

)

Odakyu

Electric

Railway

Co.

Ltd.

(2)

(

246,500

)

(

2,749,416

)

Omron

Corp.

(2)

(

157,400

)

(

7,196,280

)

Ono

Pharmaceutical

Co.

Ltd.

(2)

(

420,000

)

(

5,637,799

)

Open

House

Group

Co.

Ltd.

(2)

(

65,900

)

(

2,492,713

)

Oriental

Land

Co.

Ltd.

(2)

(

391,000

)

(

10,114,151

)

Otsuka

Holdings

Co.

Ltd.

(2)

(

87,800

)

(

4,986,963

)

Pan

Pacific

International

Holdings

Corp.

(2)

(

67,900

)

(

1,764,302

)

Rakuten

Group,

Inc.

(2)

(

663,500

)

(

4,281,174

)

Renesas

Electronics

Corp.

(2)

(

597,300

)

(

8,668,417

)

Rinnai

Corp.

(2)

(

54,300

)

(

1,341,327

)

Rohm

Co.

Ltd.

(2)

(

258,800

)

(

2,915,556

)

Sanrio

Co.

Ltd.

(2)

(

33,700

)

(

971,240

)

Secom

Co.

Ltd.

(2)

(

141,200

)

(

5,222,855

)

Sega

Sammy

Holdings,

Inc.

(2)

(

140,800

)

(

2,820,884

)

Seibu

Holdings,

Inc.

(2)

(

450,100

)

(

10,013,046

)

SG

Holdings

Co.

Ltd.

(2)

(

288,700

)

(

3,096,412

)

Sharp

Corp.

(2)

(

528,300

)

(

3,513,534

)

Shimadzu

Corp.

(2)

(

287,600

)

(

9,619,230

)

Shin-Etsu

Chemical

Co.

Ltd.

(2)

(

42,000

)

(

1,755,197

)

Shinko

Electric

Industries

Co.

Ltd.

(2)

(

85,400

)

(

3,266,020

)

Shiseido

Co.

Ltd.

(2)

(

59,600

)

(

1,620,924

)

Shizuoka

Financial

Group,

Inc.

(2)

(

89,600

)

(

781,517

)

SMC

Corp.

(2)

(

24,000

)

(

10,733,294

)

Subaru

Corp.

(2)

(

205,900

)

(

3,642,605

)

SUMCO

Corp.

(2)

(

556,000

)

(

6,013,664

)

Sumitomo

Forestry

Co.

Ltd.

(2)

(

185,800

)

(

9,145,958

)

Sumitomo

Metal

Mining

Co.

Ltd.

(2)

(

271,100

)

(

8,135,811

)

Sumitomo

Mitsui

Trust

Holdings,

Inc.

(2)

(

154,900

)

(

3,707,522

)

Suzuki

Motor

Corp.

(2)

(

826,400

)

(

9,305,174

)

Sysmex

Corp.

(2)

(

446,100

)

(

8,829,989

)

T&D

Holdings,

Inc.

(2)

(

158,700

)

(

2,798,008

)

Taisei

Corp.

(2)

(

208,700

)

(

9,164,563

)

Takeda

Pharmaceutical

Co.

Ltd.

(2)

(

85,700

)

(

2,469,325

)

Terumo

Corp.

(2)

(

670,700

)

(

12,706,069

)

TIS,

Inc.

(2)

(

17,000

)

(

433,954

)

Tobu

Railway

Co.

Ltd.

(2)

(

54,500

)

(

951,978

)

Toei

Animation

Co.

Ltd.

(2)

(

103,800

)

(

2,194,144

)

Tokyu

Corp.

(2)

(

211,200

)

(

2,735,023

)

TOTO

Ltd.

(2)

(

48,000

)

(

1,785,479

)

Toyota

Industries

Corp.

(2)

(

115,600

)

(

8,963,919

)

Toyota

Motor

Corp.

(2)

(

801,200

)

(

14,400,778

)

Unicharm

Corp.

(2)

(

176,500

)

(

6,358,555

)

Yakult

Honsha

Co.

Ltd.

(2)

(

247,200

)

(

5,724,851

)

Yamaha

Corp.

(2)

(

117,300

)

(

1,014,364

)

90

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(29.1)%

(continued)

Yamaha

Motor

Co.

Ltd.

(2)

(

922,300

)

(

8,306,333

)

Yaskawa

Electric

Corp.

(2)

(

200,100

)

(

7,004,786

)

ZOZO,

Inc.

(2)

(

461,200

)

(

16,755,215

)

(574,199,258)

Jordan

-

(

0

.1

)

%

Hikma

Pharmaceuticals

plc

(2)

(

44,768

)

(

1,145,598

)

Luxembourg

-

(

0

.3

)

%

ArcelorMittal

SA

(2)

(

35,409

)

(

927,172

)

Eurofins

Scientific

SE

(2)

(

85,491

)

(

5,420,231

)

(6,347,403)

Netherlands

-

(

2

.6

)

%

ASML

Holding

NV

(2)

(

9,480

)

(

7,886,039

)

ASR

Nederland

NV

(2)

(

234,917

)

(

11,516,193

)

BE

Semiconductor

Industries

NV

(2)

(

40,417

)

(

5,154,811

)

Heineken

NV

(2)

(

56,550

)

(

5,019,955

)

IMCD

NV

(2)

(

22,081

)

(

3,835,800

)

OCI

NV

(2)

(

28,048

)

(

799,636

)

Randstad

NV

(2)

(

33,682

)

(

1,673,530

)

SBM

Offshore

NV

(2)

(

42,712

)

(

780,761

)

Universal

Music

Group

NV

(2)

(

529,635

)

(

13,855,899

)

(50,522,624)

Norway

-

(

0

.5

)

%

Gjensidige

Forsikring

ASA

(

158,349

)

(

2,962,024

)

Mowi

ASA

(2)

(

187,493

)

(

3,368,003

)

Salmar

ASA

(

77,734

)

(

4,077,133

)

TOMRA

Systems

ASA

(2)

(

28,486

)

(

418,702

)

(10,825,862)

Poland

-

(

0

.1

)

%

InPost

SA

(2)

(

88,938

)

(

1,679,161

)

Singapore

-

(

1

.0

)

%

CapitaLand

Investment

Ltd.

(2)

(

2,452,700

)

(

5,930,070

)

City

Developments

Ltd.

(2)

(

184,800

)

(

774,181

)

DBS

Group

Holdings

Ltd.

(2)

(

138,260

)

(

4,094,475

)

Keppel

Ltd.

(2)

(

1,249,100

)

(

6,416,211

)

Oversea-Chinese

Banking

Corp.

Ltd.

(2)

(

46,900

)

(

549,010

)

Seatrium

Ltd.

(2)

(

1,001,855

)

(

1,387,779

)

(19,151,726)

South

Africa

-

(

0

.4

)

%

Anglo

American

plc

(2)

(

223,280

)

(

7,257,876

)

Spain

-

(

2

.0

)

%

Acciona

SA

(2)

(

35,331

)

(

5,012,647

)

Amadeus

IT

Group

SA

(2)

(

163,257

)

(

11,823,486

)

Banco

Bilbao

Vizcaya

Argentaria

SA

(2)

(

488,890

)

(

5,281,123

)

Cellnex

Telecom

SA

(2)(b)

(

103,790

)

(

4,207,938

)

Corp.

ACCIONA

Energias

Renovables

SA

(2)

(

75,796

)

(

1,780,885

)

Fluidra

SA

(2)

(

52,028

)

(

1,363,900

)

Grifols

SA

(2)

(

153,860

)

(

1,748,593

)

Redeia

Corp.

SA

(2)

(

421,647

)

(

8,197,276

)

(39,415,848)

INVESTMENTS

SHARES

VALUE

($)

Sweden

-

(

3

.4

)

%

Assa

Abloy

AB,

Class

B

(2)

(

86,616

)

(

2,918,085

)

Atlas

Copco

AB,

Class

A

(2)

(

99,290

)

(

1,924,281

)

Axfood

AB

(2)

(

125,398

)

(

3,534,258

)

Beijer

Ref

AB,

Class

B

(2)

(

153,878

)

(

2,533,397

)

Epiroc

AB,

Class

A

(2)

(

447,403

)

(

9,690,510

)

EQT

AB

(2)

(

249,361

)

(

8,560,050

)

Hexagon

AB,

Class

B

(2)

(

244,388

)

(

2,632,321

)

Holmen

AB,

Class

B

(2)

(

90,317

)

(

3,910,318

)

Husqvarna

AB,

Class

B

(2)

(

67,370

)

(

471,907

)

Indutrade

AB

(2)

(

1,790

)

(

55,705

)

Lifco

AB,

Class

B

(2)

(

141,617

)

(

4,663,973

)

Nibe

Industrier

AB,

Class

B

(2)

(

253,748

)

(

1,390,710

)

Saab

AB,

Class

B

(2)

(

178,012

)

(

3,793,528

)

Sandvik

AB

(2)

(

97,835

)

(

2,189,268

)

Securitas

AB,

Class

B

(2)

(

338,420

)

(

4,296,193

)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(2)

(

27,810

)

(

425,722

)

Skanska

AB,

Class

B

(2)

(

238,666

)

(

4,975,058

)

Svenska

Cellulosa

AB

SCA,

Class

B

(2)

(

245,876

)

(

3,584,690

)

Svenska

Handelsbanken

AB,

Class

A

(2)

(

162,544

)

(

1,669,643

)

Swedish

Orphan

Biovitrum

AB

(

72,530

)

(

2,335,335

)

Volvo

Car

AB,

Class

B

(2)

(

226,625

)

(

623,897

)

(66,178,849)

Switzerland

-

(

5

.7

)

%

Avolta

AG

(2)

(

61,896

)

(

2,619,783

)

Bachem

Holding

AG,

Class

B

(2)

(

29,795

)

(

2,511,760

)

Baloise

Holding

AG

(Registered)

(2)

(

7,974

)

(

1,630,633

)

Barry

Callebaut

AG

(Registered)

(2)

(

5,311

)

(

9,832,992

)

BKW

AG

(2)

(

8,963

)

(

1,625,335

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(2)

(

473

)

(

6,101,665

)

Cie

Financiere

Richemont

SA

(Registered)

(2)

(

63,106

)

(

10,021,504

)

Clariant

AG

(Registered)

(2)

(

89,146

)

(

1,351,106

)

DSM-Firmenich

AG

(2)

(

3,330

)

(

459,564

)

EMS-Chemie

Holding

AG

(Registered)

(2)

(

4,092

)

(

3,438,229

)

Galenica

AG

(2)(b)

(

26,072

)

(

2,297,097

)

Helvetia

Holding

AG

(Registered)

(2)

(

33,236

)

(

5,747,517

)

Partners

Group

Holding

AG

(2)

(

5,623

)

(

8,477,666

)

Schindler

Holding

AG

(2)

(

23,164

)

(

6,798,732

)

SIG

Group

AG

(2)

(

560,604

)

(

12,498,616

)

Sika

AG

(Registered)

(2)

(

2,714

)

(

899,597

)

Straumann

Holding

AG

(Registered)

(2)

(

39,076

)

(

6,391,867

)

Swatch

Group

AG

(The)

(2)

(

25,213

)

(

5,406,340

)

Swiss

Life

Holding

AG

(Registered)

(2)

(

871

)

(

728,817

)

Swisscom

AG

(Registered)

(2)

(

7,291

)

(

4,764,737

)

Tecan

Group

AG

(Registered)

(2)

(

14,424

)

(

4,740,018

)

Temenos

AG

(Registered)

(2)

(

14,697

)

(

1,028,996

)

UBS

Group

AG

(Registered)

(2)

(

317,762

)

(

9,832,843

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

91

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

(5.7)%

(continued)

VAT

Group

AG

(2)(b)

(

4,721

)

(

2,414,313

)

(111,619,727)

United

Kingdom

-

(

8

.2

)

%

Admiral

Group

plc

(2)

(

46,883

)

(

1,747,564

)

Ashtead

Group

plc

(2)

(

119,759

)

(

9,279,024

)

AstraZeneca

plc

(2)

(

74,576

)

(

11,617,929

)

BAE

Systems

plc

(2)

(

444,308

)

(

7,376,434

)

Barratt

Developments

plc

(2)

(

1,245,103

)

(

7,988,093

)

Berkeley

Group

Holdings

plc

(2)

(

96,667

)

(

6,114,324

)

ConvaTec

Group

plc

(2)(b)

(

157,360

)

(

477,935

)

Croda

International

plc

(2)

(

64,239

)

(

3,629,646

)

Diageo

plc

(2)

(

334,605

)

(

11,687,720

)

Diploma

plc

(2)

(

7,838

)

(

465,929

)

Entain

plc

(2)

(

241,302

)

(

2,465,418

)

Flutter

Entertainment

plc

(2)

(

22,344

)

(

5,254,225

)

Halma

plc

(2)

(

92,266

)

(

3,226,125

)

Harbour

Energy

plc

(2)

(

309,729

)

(

1,104,707

)

Hargreaves

Lansdown

plc

(2)

(

215,618

)

(

3,213,405

)

Informa

plc

(2)

(

335,872

)

(

3,693,761

)

Investec

plc

(2)

(

59,238

)

(

450,863

)

JD

Sports

Fashion

plc

(2)

(

4,608,118

)

(

9,501,676

)

Legal

&

General

Group

plc

(2)

(

1,517,621

)

(

4,599,585

)

Melrose

Industries

plc

(2)

(

394,961

)

(

2,413,829

)

National

Grid

plc

(2)

(

325,081

)

(

4,493,597

)

Next

plc

(2)

(

13,649

)

(

1,787,971

)

Pennon

Group

plc

(

58,396

)

(

462,189

)

Reckitt

Benckiser

Group

plc

(2)

(

78,725

)

(

4,816,725

)

RS

GROUP

plc

(2)

(

285,719

)

(

3,105,458

)

Sage

Group

plc

(The)

(2)

(

219,557

)

(

3,015,887

)

Severn

Trent

plc

(2)

(

161,403

)

(

5,714,231

)

Smith

&

Nephew

plc

(2)

(

231,305

)

(

3,590,066

)

Spirax

Group

plc

(2)

(

60,001

)

(

6,048,399

)

SSE

plc

(2)

(

243,356

)

(

6,133,644

)

St

James's

Place

plc

(2)

(

275,600

)

(

2,707,513

)

Unilever

plc

(2)

(

143,400

)

(

9,297,095

)

United

Utilities

Group

plc

(2)

(

258,571

)

(

3,625,248

)

Wise

plc,

Class

A

(2)

(

631,280

)

(

5,676,245

)

WPP

plc

(2)

(

539,028

)

(

5,521,498

)

(162,303,958)

United

States

-

(

113

.9

)

%

AAON,

Inc.

(

84,626

)

(

9,126,068

)

Acadia

Healthcare

Co.,

Inc.

(

21,837

)

(

1,384,684

)

Advance

Auto

Parts,

Inc.

(

89,927

)

(

3,506,254

)

Advanced

Drainage

Systems,

Inc.

(

8,604

)

(

1,352,205

)

Advanced

Micro

Devices,

Inc.

(

33,885

)

(

5,559,851

)

Affirm

Holdings,

Inc.,

Class

A

(

91,938

)

(

3,752,909

)

Aflac,

Inc.

(

52,316

)

(

5,848,929

)

Agilent

Technologies,

Inc.

(

15,288

)

(

2,269,962

)

Air

Lease

Corp.,

Class

A

(

62,957

)

(

2,851,323

)

Air

Products

and

Chemicals,

Inc.

(

14,441

)

(

4,299,663

)

Albemarle

Corp.

(

51,127

)

(

4,842,238

)

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(

7,929

)

(

941,569

)

ALLETE,

Inc.

(

57,558

)

(

3,694,648

)

Alliant

Energy

Corp.

(

151,411

)

(

9,189,134

)

Ally

Financial,

Inc.

(

29,337

)

(

1,044,104

)

Alphabet,

Inc.,

Class

A

(

127,374

)

(

21,124,978

)

Altair

Engineering,

Inc.,

Class

A

(

88,904

)

(

8,491,221

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

American

Airlines

Group,

Inc.

(

53,957

)

(

606,477

)

American

Financial

Group,

Inc.

(

14,804

)

(

1,992,618

)

American

Homes

4

Rent,

Class

A,

REIT

(

53,423

)

(

2,050,909

)

American

Water

Works

Co.,

Inc.

(

38,154

)

(

5,579,641

)

AMETEK,

Inc.

(

27,913

)

(

4,792,941

)

Amgen,

Inc.

(

16,256

)

(

5,237,846

)

Amphenol

Corp.,

Class

A

(

21,248

)

(

1,384,520

)

Analog

Devices,

Inc.

(

1,850

)

(

425,815

)

Aon

plc,

Class

A

(

24,921

)

(

8,622,417

)

API

Group

Corp.

(

129,774

)

(

4,285,137

)

Apollo

Global

Management,

Inc.

(

101,219

)

(

12,643,265

)

Apple,

Inc.

(

30,047

)

(

7,000,951

)

AppLovin

Corp.,

Class

A

(

3,507

)

(

457,839

)

Aptiv

plc

(

20,332

)

(

1,464,107

)

Arch

Capital

Group

Ltd.

(

84,263

)

(

9,427,344

)

Armstrong

World

Industries,

Inc.

(

3,273

)

(

430,170

)

Arrowhead

Pharmaceuticals,

Inc.

(

295,843

)

(

5,730,479

)

Arthur

J

Gallagher

&

Co.

(

27,813

)

(

7,825,744

)

ASGN,

Inc.

(

44,935

)

(

4,189,290

)

Aspen

Technology,

Inc.

(

31,337

)

(

7,483,902

)

Associated

Banc-Corp.

(

217,887

)

(

4,693,286

)

Autodesk,

Inc.

(

6,457

)

(

1,778,774

)

Automatic

Data

Processing,

Inc.

(

25,821

)

(

7,145,445

)

AutoZone,

Inc.

(

2,014

)

(

6,344,181

)

Avantor,

Inc.

(

162,817

)

(

4,212,076

)

Avery

Dennison

Corp.

(

35,652

)

(

7,870,536

)

Avis

Budget

Group,

Inc.

(

8,418

)

(

737,333

)

Axon

Enterprise,

Inc.

(

10,360

)

(

4,139,856

)

Azenta,

Inc.

(

101,081

)

(

4,896,364

)

Bath

&

Body

Works,

Inc.

(

143,242

)

(

4,572,285

)

Belden,

Inc.

(

34,101

)

(

3,994,250

)

Bentley

Systems,

Inc.,

Class

B

(

118,628

)

(

6,027,489

)

BILL

Holdings,

Inc.

(

42,946

)

(

2,265,831

)

Biogen,

Inc.

(

27,480

)

(

5,326,723

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

18,234

)

(

6,100,732

)

Bio-Techne

Corp.

(

66,069

)

(

5,280,895

)

BJ's

Wholesale

Club

Holdings,

Inc.

(

62,026

)

(

5,115,904

)

Block,

Inc.,

Class

A

(

36,021

)

(

2,418,090

)

Blue

Owl

Capital,

Inc.,

Class

A

(

658,344

)

(

12,745,540

)

Boeing

Co.

(The)

(

67,414

)

(

10,249,625

)

BorgWarner,

Inc.

(

89,123

)

(

3,234,274

)

Brighthouse

Financial,

Inc.

(

29,776

)

(

1,340,813

)

Brookfield

Renewable

Corp.,

Class

A

(

74,426

)

(

2,430,147

)

Brown

&

Brown,

Inc.

(

69,736

)

(

7,224,650

)

Brown-Forman

Corp.,

Class

B

(

164,924

)

(

8,114,261

)

BRP,

Inc.

(

107,664

)

(

6,407,538

)

Brunswick

Corp.

(

121,462

)

(

10,180,945

)

Bunge

Global

SA

(

45,076

)

(

4,356,145

)

Cabot

Corp.

(

17,894

)

(

2,000,012

)

Cadence

Bank

(

15,045

)

(

479,183

)

Cadence

Design

Systems,

Inc.

(

23,753

)

(

6,437,776

)

Campbell

Soup

Co.

(

123,963

)

(

6,064,270

)

Capital

One

Financial

Corp.

(

20,778

)

(

3,111,090

)

Carnival

Corp.

(

65,453

)

(

1,209,571

)

Carrier

Global

Corp.

(

48,989

)

(

3,943,125

)

Casey's

General

Stores,

Inc.

(

23,897

)

(

8,978,342

)

Caterpillar,

Inc.

(

4,678

)

(

1,829,659

)

Cboe

Global

Markets,

Inc.

(

9,687

)

(

1,984,576

)

92

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

40,830

)

(

451,172

)

CDW

Corp.

(

32,870

)

(

7,438,481

)

Celanese

Corp.,

Class

A

(

106,697

)

(

14,506,524

)

Celsius

Holdings,

Inc.

(

54,067

)

(

1,695,541

)

Cencora,

Inc.

(

25,629

)

(

5,768,575

)

Certara,

Inc.

(

177,688

)

(

2,080,726

)

CF

Industries

Holdings,

Inc.

(

36,162

)

(

3,102,700

)

Charles

River

Laboratories

International,

Inc.

(

6,809

)

(

1,341,169

)

Charles

Schwab

Corp.

(The)

(

99,453

)

(

6,445,549

)

Chart

Industries,

Inc.

(

26,335

)

(

3,269,227

)

Chemed

Corp.

(

4,311

)

(

2,590,782

)

Chemours

Co.

(The)

(

177,930

)

(

3,615,538

)

Chesapeake

Energy

Corp.

(

34,727

)

(

2,856,296

)

Chevron

Corp.

(

47,905

)

(

7,054,969

)

Chord

Energy

Corp.

(

38,532

)

(

5,018,022

)

Church

&

Dwight

Co.,

Inc.

(

77,791

)

(

8,146,274

)

Churchill

Downs,

Inc.

(

61,459

)

(

8,309,871

)

Civitas

Resources,

Inc.

(

31,107

)

(

1,576,192

)

Clarivate

plc

(

467,398

)

(

3,318,526

)

Clearway

Energy,

Inc.,

Class

C

(

115,128

)

(

3,532,127

)

Cleveland-Cliffs,

Inc.

(

36,321

)

(

463,819

)

CMS

Energy

Corp.

(

120,872

)

(

8,537,189

)

Columbia

Sportswear

Co.

(

115,442

)

(

9,603,620

)

Comerica,

Inc.

(

58,897

)

(

3,528,519

)

Commercial

Metals

Co.

(

38,905

)

(

2,138,219

)

Conagra

Brands,

Inc.

(

152,102

)

(

4,946,357

)

Confluent,

Inc.,

Class

A

(

32,772

)

(

667,893

)

ConocoPhillips

(

9,363

)

(

985,737

)

Constellation

Brands,

Inc.,

Class

A

(

31,960

)

(

8,235,772

)

Copart,

Inc.

(

169,694

)

(

8,891,966

)

Core

&

Main,

Inc.,

Class

A

(

105,008

)

(

4,662,355

)

Corpay,

Inc.

(

5,679

)

(

1,776,164

)

Corteva,

Inc.

(

61,652

)

(

3,624,521

)

CoStar

Group,

Inc.

(

74,342

)

(

5,608,360

)

Coty,

Inc.,

Class

A

(

622,291

)

(

5,843,312

)

Crane

NXT

Co.

(

74,360

)

(

4,171,596

)

Credit

Acceptance

Corp.

(

1,564

)

(

693,509

)

Crocs,

Inc.

(

26,928

)

(

3,899,444

)

CSL

Ltd.

(2)

(

11,487

)

(

2,269,068

)

CSX

Corp.

(

128,760

)

(

4,446,083

)

CubeSmart,

REIT

(

142,438

)

(

7,667,438

)

Danaher

Corp.

(

10,647

)

(

2,960,079

)

Darden

Restaurants,

Inc.

(

7,414

)

(

1,216,860

)

Dayforce,

Inc.

(

59,207

)

(

3,626,429

)

Deckers

Outdoor

Corp.

(

31,626

)

(

5,042,766

)

Deere

&

Co.

(

30,545

)

(

12,747,345

)

Dexcom,

Inc.

(

34,741

)

(

2,329,037

)

Digital

Realty

Trust,

Inc.,

REIT

(

16,897

)

(

2,734,442

)

Dollar

General

Corp.

(

53,983

)

(

4,565,342

)

Dollar

Tree,

Inc.

(

136,032

)

(

9,565,770

)

Domino's

Pizza,

Inc.

(

1,399

)

(

601,766

)

Dover

Corp.

(

35,173

)

(

6,744,071

)

Doximity,

Inc.,

Class

A

(

37,913

)

(

1,651,869

)

DR

Horton,

Inc.

(

41,025

)

(

7,826,339

)

DraftKings,

Inc.,

Class

A

(

139,057

)

(

5,451,034

)

Dropbox,

Inc.,

Class

A

(

167,936

)

(

4,270,612

)

DTE

Energy

Co.

(

44,037

)

(

5,654,791

)

DXC

Technology

Co.

(

66,917

)

(

1,388,528

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

Eagle

Materials,

Inc.

(

1,740

)

(

500,511

)

Eastman

Chemical

Co.

(

17,857

)

(

1,999,091

)

Elanco

Animal

Health,

Inc.

(

216,634

)

(

3,182,353

)

Elastic

NV

(

9,665

)

(

741,885

)

Elevance

Health,

Inc.

(

5,516

)

(

2,868,320

)

elf

Beauty,

Inc.

(

58,683

)

(

6,398,207

)

Emerson

Electric

Co.

(

14,249

)

(

1,558,413

)

Enovis

Corp.

(

43,144

)

(

1,857,349

)

Enphase

Energy,

Inc.

(

38,018

)

(

4,296,794

)

Envista

Holdings

Corp.

(

94,566

)

(

1,868,624

)

EOG

Resources,

Inc.

(

48,439

)

(

5,954,606

)

EQT

Corp.

(

328,921

)

(

12,051,665

)

Equinix,

Inc.,

REIT

(

722

)

(

640,869

)

Erie

Indemnity

Co.,

Class

A

(

22,183

)

(

11,974,827

)

Esab

Corp.

(

10,849

)

(

1,153,357

)

Essential

Utilities,

Inc.

(

13,888

)

(

535,660

)

Exelon

Corp.

(

58,268

)

(

2,362,767

)

ExlService

Holdings,

Inc.

(

66,424

)

(

2,534,076

)

Expedia

Group,

Inc.

(

17,819

)

(

2,637,568

)

Expeditors

International

of

Washington,

Inc.

(

20,559

)

(

2,701,453

)

Extra

Space

Storage,

Inc.,

REIT

(

41,728

)

(

7,518,968

)

FactSet

Research

Systems,

Inc.

(

2,185

)

(

1,004,772

)

Fastenal

Co.

(

106,946

)

(

7,638,083

)

Ferrovial

SE

(2)

(

155,500

)

(

6,682,932

)

Fifth

Third

Bancorp

(

146,875

)

(

6,292,125

)

First

Citizens

BancShares,

Inc.,

Class

A

(

491

)

(

903,906

)

First

Financial

Bankshares,

Inc.

(

60,194

)

(

2,227,780

)

First

Industrial

Realty

Trust,

Inc.,

REIT

(

19,030

)

(

1,065,299

)

First

Solar,

Inc.

(

6,477

)

(

1,615,623

)

FirstEnergy

Corp.

(

20,465

)

(

907,623

)

Fiserv,

Inc.

(

38,777

)

(

6,966,288

)

Five

Below,

Inc.

(

77,675

)

(

6,862,586

)

Five9,

Inc.

(

152,073

)

(

4,369,057

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

94,669

)

(

11,755,050

)

Fortrea

Holdings,

Inc.

(

95,276

)

(

1,905,520

)

Fox

Corp.,

Class

A

(

176,740

)

(

7,481,404

)

Frontier

Communications

Parent,

Inc.

(

313,516

)

(

11,139,223

)

FTI

Consulting,

Inc.

(

33,200

)

(

7,554,992

)

GATX

Corp.

(

46,436

)

(

6,150,448

)

GE

HealthCare

Technologies,

Inc.

(

108,122

)

(

10,147,250

)

Generac

Holdings,

Inc.

(

19,734

)

(

3,135,338

)

General

Mills,

Inc.

(

21,841

)

(

1,612,958

)

Gentex

Corp.

(

242,654

)

(

7,204,397

)

Glacier

Bancorp,

Inc.

(

95,028

)

(

4,342,780

)

GLOBALFOUNDRIES,

Inc.

(

25,366

)

(

1,020,982

)

Globant

SA

(

17,619

)

(

3,491,029

)

Globus

Medical,

Inc.,

Class

A

(

101,347

)

(

7,250,364

)

Graco,

Inc.

(

50,781

)

(

4,443,845

)

Graham

Holdings

Co.,

Class

B

(

957

)

(

786,386

)

GRAIL,

Inc.

(

38,257

)

(

526,416

)

Graphic

Packaging

Holding

Co.

(

256,989

)

(

7,604,305

)

Greif,

Inc.,

Class

A

(

6,887

)

(

431,539

)

GXO

Logistics,

Inc.

(

16,741

)

(

871,704

)

Haemonetics

Corp.

(

27,200

)

(

2,186,336

)

Haleon

plc

(2)

(

1,160,823

)

(

6,074,007

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

93

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

Harley-Davidson,

Inc.

(

45,448

)

(

1,751,111

)

Hartford

Financial

Services

Group,

Inc.

(The)

(

15,872

)

(

1,866,706

)

Hayward

Holdings,

Inc.

(

155,280

)

(

2,381,995

)

Healthcare

Realty

Trust,

Inc.,

REIT

(

60,625

)

(

1,100,344

)

Helen

of

Troy

Ltd.

(

61,544

)

(

3,806,496

)

Henry

Schein,

Inc.

(

133,333

)

(

9,719,976

)

Hershey

Co.

(The)

(

54,235

)

(

10,401,188

)

Hilton

Grand

Vacations,

Inc.

(

157,538

)

(

5,721,780

)

Home

Depot,

Inc.

(The)

(

28,011

)

(

11,350,057

)

Honeywell

International,

Inc.

(

29,150

)

(

6,025,597

)

Host

Hotels

&

Resorts,

Inc.,

REIT

(

25,550

)

(

449,680

)

Houlihan

Lokey,

Inc.,

Class

A

(

89,851

)

(

14,198,255

)

Howard

Hughes

Holdings,

Inc.

(

25,668

)

(

1,987,473

)

HP,

Inc.

(

126,442

)

(

4,535,475

)

Hubbell,

Inc.,

Class

B

(

4,325

)

(

1,852,614

)

Humana,

Inc.

(

12,173

)

(

3,855,676

)

Hyatt

Hotels

Corp.,

Class

A

(

60,393

)

(

9,191,815

)

IAC,

Inc.

(

140,498

)

(

7,561,602

)

IDACORP,

Inc.

(

25,101

)

(

2,587,662

)

IDEX

Corp.

(

16,695

)

(

3,581,078

)

Independence

Realty

Trust,

Inc.,

REIT

(

48,228

)

(

988,674

)

Informatica,

Inc.,

Class

A

(

82,776

)

(

2,092,577

)

Ingersoll

Rand,

Inc.

(

124,620

)

(

12,232,699

)

Ingredion,

Inc.

(

4,712

)

(

647,570

)

Insperity,

Inc.

(

25,831

)

(

2,273,128

)

Intercontinental

Exchange,

Inc.

(

30,531

)

(

4,904,500

)

International

Business

Machines

Corp.

(

50,832

)

(

11,237,939

)

International

Paper

Co.

(

129,229

)

(

6,312,837

)

Interpublic

Group

of

Cos.,

Inc.

(The)

(

101,968

)

(

3,225,248

)

Intuit,

Inc.

(

12,934

)

(

8,032,014

)

Intuitive

Surgical,

Inc.

(

4,692

)

(

2,305,039

)

Ionis

Pharmaceuticals,

Inc.

(

262,749

)

(

10,525,725

)

Iron

Mountain,

Inc.,

REIT

(

6,331

)

(

752,313

)

J

M

Smucker

Co.

(The)

(

46,722

)

(

5,658,034

)

Jack

Henry

&

Associates,

Inc.

(

18,568

)

(

3,277,995

)

Janus

Henderson

Group

plc

(

44,979

)

(

1,712,351

)

Jefferies

Financial

Group,

Inc.

(

40,092

)

(

2,467,663

)

Johnson

Controls

International

plc

(

44,400

)

(

3,445,884

)

JPMorgan

Chase

&

Co.

(

30,416

)

(

6,413,518

)

Kenvue,

Inc.

(

370,441

)

(

8,568,300

)

KeyCorp

(

165,442

)

(

2,771,154

)

Keysight

Technologies,

Inc.

(

32,007

)

(

5,086,873

)

Kimberly-Clark

Corp.

(

82,833

)

(

11,785,479

)

Kinsale

Capital

Group,

Inc.

(

2,935

)

(

1,366,448

)

Knife

River

Corp.

(

15,551

)

(

1,390,104

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

40,739

)

(

2,197,869

)

Lamb

Weston

Holdings,

Inc.

(

43,752

)

(

2,832,504

)

Lancaster

Colony

Corp.

(

23,151

)

(

4,087,772

)

Landstar

System,

Inc.

(

20,716

)

(

3,912,631

)

Lattice

Semiconductor

Corp.

(

139,515

)

(

7,404,061

)

Liberty

Broadband

Corp.,

Class

C

(

70,973

)

(

5,485,503

)

Lincoln

Electric

Holdings,

Inc.

(

4,364

)

(

837,975

)

Linde

plc

(

21,131

)

(

10,076,529

)

Lithia

Motors,

Inc.,

Class

A

(

18,955

)

(

6,020,866

)

Live

Nation

Entertainment,

Inc.

(

87,893

)

(

9,623,405

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

LKQ

Corp.

(

123,858

)

(

4,944,411

)

Lowe's

Cos.,

Inc.

(

22,793

)

(

6,173,484

)

LPL

Financial

Holdings,

Inc.

(

8,440

)

(

1,963,397

)

Lucid

Group,

Inc.

(

1,479,376

)

(

5,222,197

)

Lumentum

Holdings,

Inc.

(

49,188

)

(

3,117,535

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

88,823

)

(

9,882,447

)

Macy's,

Inc.

(

503,115

)

(

7,893,874

)

MarketAxess

Holdings,

Inc.

(

2,124

)

(

544,169

)

Marriott

International,

Inc.,

Class

A

(

38,637

)

(

9,605,158

)

Marsh

&

McLennan

Cos.,

Inc.

(

23,403

)

(

5,220,975

)

Martin

Marietta

Materials,

Inc.

(

12,943

)

(

6,966,570

)

Masimo

Corp.

(

31,027

)

(

4,136,830

)

Mastercard,

Inc.,

Class

A

(

7,753

)

(

3,828,431

)

Match

Group,

Inc.

(

186,275

)

(

7,048,646

)

McCormick

&

Co.,

Inc.

(Non-Voting)

(

5,170

)

(

425,491

)

McDonald's

Corp.

(

41,102

)

(

12,515,970

)

MDU

Resources

Group,

Inc.

(

67,249

)

(

1,843,295

)

Merck

&

Co.,

Inc.

(

27,788

)

(

3,155,605

)

Meta

Platforms,

Inc.,

Class

A

(

10,834

)

(

6,201,815

)

Mettler-Toledo

International,

Inc.

(

509

)

(

763,347

)

MGM

Resorts

International

(

317,869

)

(

12,425,499

)

Microchip

Technology,

Inc.

(

72,314

)

(

5,806,091

)

Microsoft

Corp.

(

40,708

)

(

17,516,652

)

MicroStrategy,

Inc.,

Class

A

(

51,386

)

(

8,663,680

)

Middleby

Corp.

(The)

(

26,041

)

(

3,623,084

)

Moderna,

Inc.

(

113,021

)

(

7,553,193

)

MongoDB,

Inc.,

Class

A

(

7,452

)

(

2,014,648

)

Monster

Beverage

Corp.

(

409,928

)

(

21,385,943

)

Moody's

Corp.

(

2,293

)

(

1,088,235

)

Morningstar,

Inc.

(

7,756

)

(

2,475,095

)

MP

Materials

Corp.

(

521,714

)

(

9,208,252

)

MSA

Safety,

Inc.

(

13,695

)

(

2,428,671

)

Murphy

USA,

Inc.

(

2,366

)

(

1,166,130

)

Nasdaq,

Inc.

(

24,050

)

(

1,755,891

)

nCino,

Inc.

(

81,134

)

(

2,563,023

)

Neogen

Corp.

(

230,773

)

(

3,879,294

)

New

Fortress

Energy,

Inc.

(

469,803

)

(

4,270,509

)

New

York

Community

Bancorp,

Inc.

(

46,150

)

(

518,265

)

Newmont

Corp.

(

34,385

)

(

1,837,878

)

NextEra

Energy,

Inc.

(

99,502

)

(

8,410,904

)

NEXTracker,

Inc.,

Class

A

(

100,244

)

(

3,757,145

)

NIKE,

Inc.,

Class

B

(

224,798

)

(

19,872,143

)

Nordson

Corp.

(

25,792

)

(

6,773,753

)

Nordstrom,

Inc.

(

83,433

)

(

1,876,408

)

Norfolk

Southern

Corp.

(

2,194

)

(

545,209

)

Northwestern

Energy

Group,

Inc.

(

7,591

)

(

434,357

)

Norwegian

Cruise

Line

Holdings

Ltd.

(

343,105

)

(

7,037,084

)

Novanta,

Inc.

(

15,561

)

(

2,784,174

)

NRG

Energy,

Inc.

(

57,491

)

(

5,237,430

)

Nucor

Corp.

(

59,370

)

(

8,925,686

)

Occidental

Petroleum

Corp.

(

44,536

)

(

2,295,385

)

Okta,

Inc.,

Class

A

(

56,910

)

(

4,230,689

)

Old

National

Bancorp

(

78,984

)

(

1,473,841

)

Omnicom

Group,

Inc.

(

14,101

)

(

1,457,902

)

ON

Semiconductor

Corp.

(

42,660

)

(

3,097,543

)

ONE

Gas,

Inc.

(

48,094

)

(

3,579,155

)

94

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

ONEOK,

Inc.

(

154,635

)

(

14,091,888

)

Option

Care

Health,

Inc.

(

175,697

)

(

5,499,316

)

O'Reilly

Automotive,

Inc.

(

3,421

)

(

3,939,624

)

Ormat

Technologies,

Inc.

(

58,620

)

(

4,510,223

)

Otis

Worldwide

Corp.

(

23,739

)

(

2,467,432

)

Paramount

Global,

Class

B

(

388,757

)

(

4,128,599

)

Paychex,

Inc.

(

67,875

)

(

9,108,146

)

Paycom

Software,

Inc.

(

37,177

)

(

6,192,573

)

Paycor

HCM,

Inc.

(

144,390

)

(

2,048,894

)

Paylocity

Holding

Corp.

(

35,936

)

(

5,928,362

)

PBF

Energy,

Inc.,

Class

A

(

17,406

)

(

538,716

)

Penn

Entertainment,

Inc.

(

468,292

)

(

8,831,987

)

Performance

Food

Group

Co.

(

5,603

)

(

439,107

)

Permian

Resources

Corp.,

Class

A

(

414,044

)

(

5,635,139

)

Phillips

66

(

45,505

)

(

5,981,632

)

Pinnacle

Financial

Partners,

Inc.

(

121,176

)

(

11,871,613

)

Planet

Fitness,

Inc.,

Class

A

(

164,905

)

(

13,393,584

)

Plug

Power,

Inc.

(

645,030

)

(

1,457,768

)

PNC

Financial

Services

Group,

Inc.

(The)

(

15,924

)

(

2,943,551

)

Pool

Corp.

(

14,469

)

(

5,451,919

)

Portland

General

Electric

Co.

(

10,752

)

(

515,021

)

Post

Holdings,

Inc.

(

8,863

)

(

1,025,892

)

PotlatchDeltic

Corp.,

REIT

(

31,574

)

(

1,422,409

)

Power

Integrations,

Inc.

(

14,353

)

(

920,314

)

Premier,

Inc.,

Class

A

(

90,283

)

(

1,805,660

)

Primerica,

Inc.

(

15,412

)

(

4,086,492

)

Principal

Financial

Group,

Inc.

(

38,051

)

(

3,268,581

)

Procore

Technologies,

Inc.

(

15,195

)

(

937,835

)

Procter

&

Gamble

Co.

(The)

(

47,474

)

(

8,222,497

)

Progyny,

Inc.

(

156,230

)

(

2,618,415

)

Prologis,

Inc.,

REIT

(

10,168

)

(

1,284,015

)

PTC,

Inc.

(

39,555

)

(

7,146,006

)

Public

Service

Enterprise

Group,

Inc.

(

149,617

)

(

13,347,333

)

PulteGroup,

Inc.

(

73,002

)

(

10,477,977

)

PVH

Corp.

(

60,617

)

(

6,112,012

)

QIAGEN

NV

(2)

(

26,472

)

(

1,196,639

)

Qorvo,

Inc.

(

6,966

)

(

719,588

)

Quanta

Services,

Inc.

(

38,329

)

(

11,427,791

)

QuantumScape

Corp.

(

914,977

)

(

5,261,118

)

Range

Resources

Corp.

(

127,722

)

(

3,928,729

)

Raymond

James

Financial,

Inc.

(

13,931

)

(

1,705,990

)

Rayonier,

Inc.,

REIT

(

67,727

)

(

2,179,455

)

RBC

Bearings,

Inc.

(

17,671

)

(

5,290,344

)

Regal

Rexnord

Corp.

(

11,721

)

(

1,944,279

)

Regeneron

Pharmaceuticals,

Inc.

(

1,331

)

(

1,399,200

)

Regions

Financial

Corp.

(

193,355

)

(

4,510,972

)

Reliance,

Inc.

(

31,778

)

(

9,190,515

)

RenaissanceRe

Holdings

Ltd.

(

21,813

)

(

5,941,861

)

Repligen

Corp.

(

35,962

)

(

5,351,865

)

Revvity,

Inc.

(

59,108

)

(

7,551,047

)

Rexford

Industrial

Realty,

Inc.,

REIT

(

109,493

)

(

5,508,593

)

RLI

Corp.

(

18,065

)

(

2,799,714

)

Rocket

Cos.,

Inc.,

Class

A

(

61,224

)

(

1,174,889

)

Rockwell

Automation,

Inc.

(

16,543

)

(

4,441,134

)

Roivant

Sciences

Ltd.

(

473,614

)

(

5,465,506

)

Roku,

Inc.,

Class

A

(

41,522

)

(

3,100,033

)

Roper

Technologies,

Inc.

(

6,815

)

(

3,792,139

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

Royalty

Pharma

plc,

Class

A

(

48,225

)

(

1,364,285

)

RPM

International,

Inc.

(

62,316

)

(

7,540,236

)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

43,130

)

(

2,863,401

)

S&P

Global,

Inc.

(

18,209

)

(

9,407,134

)

Saia,

Inc.

(

21,171

)

(

9,257,231

)

Salesforce,

Inc.

(

36,142

)

(

9,892,427

)

Schneider

National,

Inc.,

Class

B

(

146,621

)

(

4,184,563

)

SEI

Investments

Co.

(

48,164

)

(

3,332,467

)

Sempra

(

160,680

)

(

13,437,668

)

Service

Corp.

International

(

106,507

)

(

8,406,598

)

Shift4

Payments,

Inc.,

Class

A

(

62,703

)

(

5,555,486

)

Silgan

Holdings,

Inc.

(

107,406

)

(

5,638,815

)

Silicon

Laboratories,

Inc.

(

22,779

)

(

2,632,569

)

Simpson

Manufacturing

Co.,

Inc.

(

18,992

)

(

3,632,600

)

SiteOne

Landscape

Supply,

Inc.

(

7,759

)

(

1,170,911

)

SoFi

Technologies,

Inc.

(

78,051

)

(

613,481

)

Southern

Co.

(The)

(

234,437

)

(

21,141,528

)

Southwest

Airlines

Co.

(

385,400

)

(

11,419,402

)

Southwest

Gas

Holdings,

Inc.

(

126,364

)

(

9,320,609

)

Spire,

Inc.

(

45,738

)

(

3,077,710

)

Starbucks

Corp.

(

92,929

)

(

9,059,648

)

Stellantis

NV

(2)

(

751,367

)

(

10,404,961

)

STERIS

plc

(

10,906

)

(

2,645,141

)

Stryker

Corp.

(

40,625

)

(

14,676,188

)

Super

Micro

Computer,

Inc.

(

9,540

)

(

3,972,456

)

Swiss

Re

AG

(2)

(

7,102

)

(

982,771

)

Synaptics,

Inc.

(

8,204

)

(

636,466

)

Synopsys,

Inc.

(

13,747

)

(

6,961,343

)

Sysco

Corp.

(

119,381

)

(

9,318,881

)

Take-Two

Interactive

Software,

Inc.

(

94,303

)

(

14,495,314

)

TEGNA,

Inc.

(

121,187

)

(

1,912,331

)

Teledyne

Technologies,

Inc.

(

7,072

)

(

3,095,132

)

Tempur

Sealy

International,

Inc.

(

199,796

)

(

10,908,862

)

Tenaris

SA

(2)

(

81,937

)

(

1,300,496

)

Tesla,

Inc.

(

24,198

)

(

6,330,923

)

Texas

Instruments,

Inc.

(

17,259

)

(

3,565,192

)

Thermo

Fisher

Scientific,

Inc.

(

2,137

)

(

1,321,884

)

Thor

Industries,

Inc.

(

66,638

)

(

7,322,850

)

Timken

Co.

(The)

(

16,556

)

(

1,395,505

)

TJX

Cos.,

Inc.

(The)

(

67,411

)

(

7,923,489

)

Toast,

Inc.,

Class

A

(

269,530

)

(

7,630,394

)

TopBuild

Corp.

(

2,932

)

(

1,192,767

)

Toro

Co.

(The)

(

53,451

)

(

4,635,805

)

TPG,

Inc.

(

240,047

)

(

13,817,105

)

Tractor

Supply

Co.

(

20,263

)

(

5,895,115

)

Tradeweb

Markets,

Inc.,

Class

A

(

16,722

)

(

2,068,010

)

TransDigm

Group,

Inc.

(

2,653

)

(

3,786,176

)

Trex

Co.,

Inc.

(

90,693

)

(

6,038,340

)

Tyler

Technologies,

Inc.

(

2,158

)

(

1,259,668

)

Tyson

Foods,

Inc.,

Class

A

(

13,375

)

(

796,615

)

Uber

Technologies,

Inc.

(

137,533

)

(

10,336,980

)

U-Haul

Holding

Co.

(

1,508

)

(

116,840

)

Ulta

Beauty,

Inc.

(

6,236

)

(

2,426,552

)

Under

Armour,

Inc.,

Class

A

(

69,126

)

(

615,913

)

Union

Pacific

Corp.

(

11,667

)

(

2,875,682

)

United

Bankshares,

Inc.

(

32,499

)

(

1,205,713

)

United

Rentals,

Inc.

(

10,758

)

(

8,711,075

)

UnitedHealth

Group,

Inc.

(

18,033

)

(

10,543,534

)

Unity

Software,

Inc.

(

329,085

)

(

7,443,903

)

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

95

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(113.9)%

(continued)

US

Bancorp

(

163,619

)

(

7,482,297

)

Valaris

Ltd.

(

22,109

)

(

1,232,577

)

Valmont

Industries,

Inc.

(

4,036

)

(

1,170,238

)

Valvoline,

Inc.

(

225,854

)

(

9,451,990

)

Veralto

Corp.

(

4,846

)

(

542,074

)

Verizon

Communications,

Inc.

(

245,049

)

(

11,005,151

)

Vertex

Pharmaceuticals,

Inc.

(

26,217

)

(

12,193,002

)

VF

Corp.

(

224,587

)

(

4,480,511

)

Viatris,

Inc.

(

346,537

)

(

4,023,295

)

VICI

Properties,

Inc.,

Class

A,

REIT

(

80,399

)

(

2,678,091

)

Viking

Therapeutics,

Inc.

(

29,612

)

(

1,874,736

)

Visa,

Inc.,

Class

A

(

5,652

)

(

1,554,017

)

Vishay

Intertechnology,

Inc.

(

249,817

)

(

4,724,039

)

Visteon

Corp.

(

9,900

)

(

942,876

)

Vontier

Corp.

(

48,076

)

(

1,622,084

)

Vornado

Realty

Trust,

REIT

(

105,005

)

(

4,137,197

)

Walgreens

Boots

Alliance,

Inc.

(

858,420

)

(

7,691,443

)

Warner

Bros

Discovery,

Inc.

(

104,779

)

(

864,427

)

Warner

Music

Group

Corp.,

Class

A

(

139,880

)

(

4,378,244

)

Waste

Connections,

Inc.

(

15,283

)

(

2,732,906

)

Waste

Management,

Inc.

(

50,581

)

(

10,500,616

)

Waters

Corp.

(

16,831

)

(

6,057,309

)

Watsco,

Inc.

(

13,258

)

(

6,521,345

)

Watts

Water

Technologies,

Inc.,

Class

A

(

2,275

)

(

471,357

)

Wayfair,

Inc.,

Class

A

(

87,584

)

(

4,920,469

)

Webster

Financial

Corp.

(

98,955

)

(

4,612,293

)

West

Pharmaceutical

Services,

Inc.

(

22,709

)

(

6,816,333

)

Western

Union

Co.

(The)

(

84,195

)

(

1,004,446

)

Westlake

Corp.

(

7,775

)

(

1,168,505

)

Weyerhaeuser

Co.,

REIT

(

164,064

)

(

5,555,207

)

White

Mountains

Insurance

Group

Ltd.

(

902

)

(

1,529,972

)

Williams

Cos.,

Inc.

(The)

(

205,172

)

(

9,366,102

)

Williams-Sonoma,

Inc.

(

31,620

)

(

4,898,570

)

WillScot

Holdings

Corp.

(

107,443

)

(

4,039,857

)

Wintrust

Financial

Corp.

(

27,138

)

(

2,945,287

)

Wolfspeed,

Inc.

(

914,190

)

(

8,867,643

)

WP

Carey,

Inc.,

REIT

(

14,537

)

(

905,655

)

WW

Grainger,

Inc.

(

4,828

)

(

5,015,375

)

Wyndham

Hotels

&

Resorts,

Inc.

(

96,718

)

(

7,557,545

)

XPO,

Inc.

(

38,954

)

(

4,187,945

)

Xylem,

Inc.

(

34,323

)

(

4,634,635

)

YETI

Holdings,

Inc.

(

124,280

)

(

5,099,208

)

Yum!

Brands,

Inc.

(

113,614

)

(

15,873,012

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

151,644

)

(

1,564,966

)

(2,251,542,906)

TOTAL

COMMON

STOCKS

(Proceeds

$(3,836,469,501))

(3,896,243,062)

INVESTMENTS

SHARES

VALUE

($)

PREFERRED

STOCKS

-

(1.1)%

Germany

-

(

1

.1

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(b)

(

151,922

)

(

12,140,697

)

Henkel

AG

&

Co.

KGaA

(Preference)

(2)

(

4,732

)

(

444,807

)

Sartorius

AG

(Preference)

(2)

(

19,085

)

(

5,366,314

)

Volkswagen

AG

(Preference)

(2)

(

41,682

)

(

4,427,151

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(26,529,168))

(22,378,969)

TOTAL

SHORT

POSITIONS

(Proceeds

$(3,862,998,669))

(3,918,622,031)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

87.5%

(Cost

$1,414,387,117)

1,727,222,040

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

12.5%

‡

247,152,408

NET

ASSETS

-

100.0%

1,974,374,448

96

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

*

Non-income

producing

security.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$4,010,620,349,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

In

addition,

$233,989,493

of

cash

collateral

was

also

pledged.

(b)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$31,234,816,

which

represents

1.58%

of

net

assets

of

the

Fund.

(c)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$472,052,664.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(g)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(h)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

37,145,498

1

.9

%

Consumer

Discretionary

(

94,328,900

)

(

4

.8

)

Consumer

Staples

(

69,699,467

)

(

3

.5

)

Energy

(

1,941,720

)

(

0

.1

)

Financials

258,828,830

13

.1

Health

Care

(

3,167,801

)

(

0

.2

)

Industrials

41,942,152

2

.1

Information

Technology

58,447,740

3

.0

Materials

(

41,936,647

)

(

2

.1

)

Real

Estate

(

6,249,394

)

(

0

.3

)

Utilities

(

33,505,442

)

(

1

.7

)

Investment

Companies

424,821,446

21

.5

U.S.

Treasury

Obligations

1,156,865,745

58

.6

Total

Investments

In

Securities

At

Value

1,727,222,040

87

.5

Other

Assets

in

Excess

of

Liabilities

‡

247,152,408

12

.5

Net

Assets

$

1,974,374,448

100

.0

%

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

21.4%

INVESTMENT

COMPANIES

-

21.4%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(a)

(Cost

$422,235,200)

$267,234,005

$5,320,323,435

$(5,165,265,091)

$2,789

$23,178

$422,318,316

422,445,049

$15,868,804

$–

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

97

(Continued)

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Amsterdam

Exchange

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/18/2024

EUR

3,830,400

$

47,924

Hang

Seng

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

JPMC

10/30/2024

HKD

4,255,600

49,805

Hang

Seng

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/30/2024

HKD

13,830,700

163,150

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

12/20/2024

CHF

11,473,640

134,239

MSCI

Australia

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

BBR

plus

or

minus

a

specified

spread

(0.35%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

AUD

11,187,452

258,150

MSCI

Canada

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

CORRA

plus

or

minus

a

specified

spread

(-0.55%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

CAD

11,909,515

280,136

MSCI

France

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.20%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

EUR

6,175,211

232,757

MSCI

Germany

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.30%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

EUR

6,591,401

413,430

MSCI

Hong

Kong

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

HIBOR

plus

or

minus

a

specified

spread

(0.50%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

HKD

7,596,456

198,221

98

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

Italy

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(-0.30%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

EUR

3,852,985

$

94,503

MSCI

Japan

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

TONAR

plus

or

minus

a

specified

spread

(-0.05%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

JPY

2,947,999,070

1,136,512

MSCI

Netherlands

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.30%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

EUR

5,302,451

300,977

MSCI

Singapore

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

SORA

plus

or

minus

a

specified

spread

(0.60%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

SGD

2,456,589

68,192

MSCI

Spain

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.10%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

EUR

3,530,495

217,180

MSCI

Sweden

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

STIBOR

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

SEK

36,437,463

224,232

MSCI

Switzerland

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

SARON

plus

or

minus

a

specified

spread

(0.30%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

CHF

6,175,327

167,703

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

99

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

United

Kingdom

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

SONIA

plus

or

minus

a

specified

spread

(0.40%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

GBP

7,783,846

$

29,332

Net

unrealized

appreciation

$

4,016,443

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

CAC

40

10

Euro

Index

172

10/2024

EUR

$

14,645,870

$

296,803

Hang

Seng

Index

9

10/2024

HKD

1,231,706

122,412

IBEX

35

Index

18

10/2024

EUR

2,382,644

31,748

MSCI

Singapore

Index

26

10/2024

SGD

694,682

(

1,819

)

OMXS30

Index

121

10/2024

SEK

3,128,401

89,802

DAX

Index

23

12/2024

EUR

12,483,115

347,117

FTSE

100

Index

197

12/2024

GBP

21,830,181

(

177,453

)

FTSE/MIB

Index

13

12/2024

EUR

2,463,896

28,666

S&P

500

E-Mini

Index

2,108

12/2024

USD

612,821,951

15,934,075

S&P/TSX

60

Index

76

12/2024

CAD

16,233,413

252,422

SPI

200

Index

57

12/2024

AUD

8,182,853

118,557

TOPIX

Index

143

12/2024

JPY

26,341,451

1,110,123

Net

unrealized

appreciation

$

18,152,453

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

19,965,000

USD

13,581,718

CITI

12/18/2024

$

232,098

AUD

19,965,000

USD

13,581,650

JPMC

12/18/2024

232,166

CHF

2,054,600

USD

2,445,811

CITI

12/18/2024

3,063

CHF

2,054,600

USD

2,445,799

JPMC

12/18/2024

3,075

EUR

27,007,501

USD

30,110,250

CITI

12/18/2024

49,016

EUR

27,007,500

USD

30,110,098

JPMC

12/18/2024

49,167

GBP

14,377,001

USD

18,908,398

CITI

12/18/2024

309,547

GBP

14,377,000

USD

18,908,302

JPMC

12/18/2024

309,643

HKD

15,635,000

USD

2,012,286

CITI

12/18/2024

1,039

HKD

15,635,000

USD

2,012,276

JPMC

12/18/2024

1,050

JPY

3,277,348,125

USD

22,943,457

CITI

12/18/2024

105,719

JPY

3,277,348,126

USD

22,943,343

JPMC

12/18/2024

105,833

NOK

2,947,000

USD

278,262

CITI

12/18/2024

1,114

NOK

2,947,000

USD

278,260

JPMC

12/18/2024

1,114

NZD

116,000

USD

72,275

CITI

12/18/2024

1,430

NZD

115,999

USD

72,274

JPMC

12/18/2024

1,430

SEK

40,091,002

USD

3,938,125

CITI

12/18/2024

24,797

SEK

40,090,999

USD

3,938,105

JPMC

12/18/2024

24,816

SGD

2,296,499

USD

1,771,211

CITI

12/18/2024

22,560

100

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

LONG-SHORT

EQUITY

FUND

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

SGD

2,296,501

USD

1,771,254

JPMC

12/18/2024

$

22,518

USD

459,041

CAD

616,795

CITI

12/18/2024

2,060

USD

459,043

CAD

616,794

JPMC

12/18/2024

2,062

USD

9,212,261

EUR

8,226,128

CITI

12/18/2024

26,148

USD

9,212,307

EUR

8,226,128

JPMC

12/18/2024

26,193

USD

11,573,954

JPY

1,630,000,000

CITI

12/18/2024

110,369

USD

11,574,012

JPY

1,630,000,000

JPMC

12/18/2024

110,428

USD

71,365

NOK

750,000

CITI

12/18/2024

265

USD

71,365

NOK

750,000

JPMC

12/18/2024

265

Total

unrealized

appreciation

1,778,985

CAD

19,674,500

USD

14,633,374

CITI

12/18/2024

(

56,590

)

CAD

19,674,499

USD

14,633,300

JPMC

12/18/2024

(

56,516

)

CHF

8,218,400

USD

9,819,585

CITI

12/18/2024

(

24,091

)

CHF

8,218,400

USD

9,819,536

JPMC

12/18/2024

(

24,041

)

DKK

31,375,222

USD

4,707,999

CITI

12/18/2024

(

3,748

)

DKK

31,375,221

USD

4,707,975

JPMC

12/18/2024

(

3,725

)

EUR

24,077,000

USD

26,974,934

CITI

12/18/2024

(

88,157

)

EUR

24,077,000

USD

26,974,799

JPMC

12/18/2024

(

88,022

)

ILS

2,624,000

USD

712,513

CITI

12/18/2024

(

6,944

)

ILS

2,624,000

USD

712,509

JPMC

12/18/2024

(

6,940

)

JPY

2,223,699,375

USD

15,764,083

CITI

12/18/2024

(

125,087

)

JPY

2,223,699,374

USD

15,764,004

JPMC

12/18/2024

(

125,007

)

NOK

2,947,000

USD

280,457

CITI

12/18/2024

(

1,081

)

NOK

2,947,000

USD

280,455

JPMC

12/18/2024

(

1,080

)

USD

4,055,299

AUD

6,060,000

CITI

12/18/2024

(

137,625

)

USD

4,055,320

AUD

6,060,000

JPMC

12/18/2024

(

137,605

)

USD

26,237,921

EUR

23,538,433

CITI

12/18/2024

(

47,440

)

USD

26,238,051

EUR

23,538,432

JPMC

12/18/2024

(

47,307

)

USD

9,409,125

GBP

7,162,000

CITI

12/18/2024

(

164,425

)

USD

9,409,172

GBP

7,162,000

JPMC

12/18/2024

(

164,378

)

USD

7,392,458

HKD

57,434,500

CITI

12/18/2024

(

3,408

)

USD

7,392,495

HKD

57,434,500

JPMC

12/18/2024

(

3,371

)

USD

9,861,403

JPY

1,410,000,000

CITI

12/18/2024

(

54,949

)

USD

9,861,452

JPY

1,410,000,000

JPMC

12/18/2024

(

54,900

)

USD

70,864

NOK

750,000

CITI

12/18/2024

(

236

)

USD

70,864

NOK

750,000

JPMC

12/18/2024

(

235

)

USD

17,659

SEK

179,621

CITI

12/18/2024

(

96

)

USD

17,659

SEK

179,618

JPMC

12/18/2024

(

96

)

USD

775,490

SGD

1,005,142

CITI

12/18/2024

(

9,615

)

USD

775,495

SGD

1,005,143

JPMC

12/18/2024

(

9,611

)

Total

unrealized

depreciation

(

1,446,326

)

Net

unrealized

appreciation

$

332,659

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

LONG-SHORT

EQUITY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

101

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

BNPP

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

SONIA

plus

or

minus

a

specified

spread

(0.03%),

which

is

denominated

in

GBP

based

on

the

local

currencies

of

the

positions

within

the

swap.

61

months

maturity

11/19/2026

$–

$(414,412)

$(650)

$(415,062)

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

short

equity

positions

and

pays

or

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.20%

to

0.00%),

which

is

denominated

in

CAD

based

on

the

local

currencies

of

the

positions

within

the

swap.

48-49

months

maturity

08/24/2028

$–

$2

$–

$2

102

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

COMMON

STOCKS

-

12.8%

Consumer

Staples

-

6

.5

%

Food

Products

-

6

.5

%

Archer-Daniels-Midland

Co.

(1)

12,744

761,327

Bunge

Global

SA

(1)

4,843

468,028

Campbell

Soup

Co.

(1)

8,536

417,581

Conagra

Brands,

Inc.

(1)

16,086

523,117

Darling

Ingredients,

Inc.

(1)*

10,083

374,684

Flowers

Foods,

Inc.

(1)

13,238

305,401

Freshpet,

Inc.

(1)*

2,559

349,994

General

Mills,

Inc.

(1)

12,814

946,314

Hershey

Co.

(The)

(1)

3,724

714,189

Hormel

Foods

Corp.

(1)

12,737

403,763

Ingredion,

Inc.

(1)

3,151

433,042

J

M

Smucker

Co.

(The)

(1)

3,835

464,418

Kellanova

(1)

8,518

687,488

Kraft

Heinz

Co.

(The)

(1)

20,753

728,638

Lamb

Weston

Holdings,

Inc.

(1)

5,298

342,992

McCormick

&

Co.,

Inc.

(Non-Voting)

(1)

7,534

620,048

Mondelez

International,

Inc.,

Class

A

(1)

25,316

1,865,030

Pilgrim's

Pride

Corp.

(1)*

7,667

353,065

Post

Holdings,

Inc.

(1)*

3,150

364,612

Seaboard

Corp.

(1)

78

244,686

Tyson

Foods,

Inc.,

Class

A

(1)

8,995

535,742

WK

Kellogg

Co.

(1)

15,152

259,251

Total

Consumer

Staples

12,163,410

Financials

-

6

.3

%

Banks

-

6

.3

%

ABN

AMRO

Bank

NV,

CVA

(Netherlands)

(a)

14,671

265,132

Banco

Bilbao

Vizcaya

Argentaria

SA

(Spain)

57,724

623,550

Banco

Santander

SA

(Spain)

138,783

711,106

Barclays

plc

(United

Kingdom)

171,252

514,541

BNP

Paribas

SA

(France)

9,527

653,759

CaixaBank

SA

(Spain)

74,727

445,967

Commerzbank

AG

(Germany)

22,229

410,002

Credit

Agricole

SA

(France)

23,977

366,677

DNB

Bank

ASA

(Norway)

10,782

221,107

FinecoBank

Banca

Fineco

SpA

(Italy)

14,971

256,932

HSBC

Holdings

plc

(United

Kingdom)

134,470

1,206,333

ING

Groep

NV

(Netherlands)

36,863

668,806

Intesa

Sanpaolo

SpA

(Italy)

169,362

724,988

KBC

Group

NV

(Belgium)

4,437

352,999

Lloyds

Banking

Group

plc

(United

Kingdom)

654,878

514,926

Mediobanca

Banca

di

Credito

Finanziario

SpA

(Italy)

21,549

368,195

NatWest

Group

plc

(United

Kingdom)

80,834

374,209

Nordea

Bank

Abp

(Finland)

25,103

296,209

INVESTMENTS

SHARES

VALUE

($)

Banks

-

6.3%

(continued)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(Sweden)

28,179

431,371

Societe

Generale

SA

(France)

12,154

302,869

Standard

Chartered

plc

(United

Kingdom)

33,904

359,585

Svenska

Handelsbanken

AB,

Class

A

(Sweden)

31,527

323,844

Swedbank

AB,

Class

A

(Sweden)

16,945

359,669

UniCredit

SpA

(Italy)

20,033

879,481

Total

Financials

11,632,257

TOTAL

COMMON

STOCKS

(Cost

$20,689,335)

23,795,667

SHORT-TERM

INVESTMENTS

-

71.9%

INVESTMENT

COMPANIES

-

49

.5

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(1)(b)(c)

5,105,324

5,105,324

Limited

Purpose

Cash

Investment

Fund,

4.90%

(1)(b)

87,294,311

87,268,122

TOTAL

INVESTMENT

COMPANIES

(Cost

$92,351,866)

92,373,446

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

22

.4

%

U.S.

Treasury

Bills

5.26%,

10/10/2024

(d)

$

10,850,000

10,837,400

5.29%,

10/17/2024

(d)(e)

5,105,000

5,094,331

5.30%,

10/24/2024

(d)(e)

863,000

860,396

5.30%,

11/21/2024

(d)

3,187,000

3,166,106

5.31%,

11/29/2024

(d)(e)

1,865,000

1,850,661

5.28%,

12/12/2024

(d)

726,000

719,510

5.28%,

12/26/2024

(d)(e)

1,880,000

1,859,767

5.12%,

1/23/2025

(d)

358,000

352,974

4.81%,

2/6/2025

(d)

146,000

143,722

4.91%,

2/13/2025

(d)(e)

1,697,000

1,669,131

4.89%,

2/20/2025

(d)(e)

6,802,000

6,685,255

4.80%,

2/27/2025

(d)(e)

3,487,000

3,424,508

4.76%,

3/6/2025

(d)(e)

3,631,000

3,562,949

4.64%,

3/13/2025

(d)

631,000

618,772

4.35%,

3/27/2025

(d)

981,000

960,477

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$41,770,175)

41,805,959

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$134,122,041)

134,179,405

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

84.7%

(Cost

$154,811,376)

157,975,072

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

15.3%

‡

28,553,168

NET

ASSETS

-

100.0%

186,528,240

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

103

(Continued)

SECTOR

VALUE

%

OF

NET

ASSETS

Consumer

Staples

$

12,163,410

6

.5

%

Financials

11,632,257

6

.3

Investment

Companies

92,373,446

49

.5

U.S.

Treasury

Obligations

41,805,959

22

.4

Total

Investments

In

Securities

At

Value

157,975,072

84

.7

Other

Assets

in

Excess

of

Liabilities

‡

28,553,168

15

.3

Net

Assets

$

186,528,240

100

.0

%

*

Non-income

producing

security.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$265,132,

which

represents

0.14%

of

net

assets

of

the

Fund.

(b)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(c)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(d)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

All

securities

are

Level

2

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(1)

Level

1

security.

Credit

default

swap

contracts

outstanding

-

buy

protection

as

of

September

30,

2024:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

PAID

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Main

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

0

.59

%

EUR

2,127,000

$

(

47,563

)

$

(

679

)

$

(

48,242

)

Markit

CDX

North

America

Investment

Grade

Index

Series

43.V1

1

.00

Quarterly

12/20/2029

0

.53

USD

6,872,000

(

154,824

)

(

916

)

(

155,740

)

$

(

202,387

)

$

(

1,595

)

$

(

203,982

)

Credit

default

swap

contracts

outstanding

-

sell

protection

as

of

September

30,

2024

:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

RECEIVED

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Crossover

Index

Series

42.V1

5

.00

%

Quarterly

12/20/2029

3

.11

%

EUR

5,774,000

$

524,322

$

17,294

$

541,616

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

Quarterly

12/20/2029

0

.05

USD

4,706,000

344,480

(

1,075

)

343,405

868,802

16,219

885,021

Markit

CDX

North

America

Emerging

Markets

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

1

.63

%

USD

4,037,000

$

(

120,587

)

$

5,224

$

(

115,363

)

(

120,587

)

5,224

(

115,363

)

$

748,215

$

21,443

$

769,658

104

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

9,700,000

$

(

7,006

)

$

9,599

$

2,593

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

9,700,000

(

7,168

)

9,761

2,593

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

900,000

11,048

(

476

)

10,572

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

1,000,000

12,275

(

529

)

11,746

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

93,800,000

(

30,508

)

295,106

264,598

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

93,900,000

(

30,362

)

295,224

264,862

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

45,400,000

(

17,801

)

177,472

159,671

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

50,200,000

(

20,905

)

197,495

176,590

Pay

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

5,500,000

(

30,548

)

42,273

11,725

Pay

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

5,400,000

(

29,992

)

41,504

11,512

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

17,600,000

236,104

84,545

320,649

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

17,600,000

237,181

83,469

320,650

Pay

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

8,500,000

129,774

35,662

165,436

Pay

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

8,600,000

131,536

36,195

167,731

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

158,000,000

6,124

(

2,253

)

3,871

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

158,000,000

6,124

(

2,253

)

3,871

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

309,000,000

22,630

(

7,234

)

15,396

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

309,000,000

22,630

(

7,234

)

15,396

Pay

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

16,195,700,000

63,523

(

44,379

)

19,144

Pay

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

16,195,700,000

63,523

(

44,379

)

19,144

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

694,900,000

24,876

12,373

37,249

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

694,900,000

(

96,509

)

133,758

37,249

Pay

1D

TONAR

Annual

1.50%

Annual

3/15/2045

JPY

803,800,000

56,384

(

36,826

)

19,558

Pay

1D

TONAR

Annual

1.50%

Annual

3/15/2045

JPY

2,571,100,000

166,756

(

104,193

)

62,563

Pay

3M

BBR

Qtrly

3.50%

Semi

3/13/2030

NZD

5,800,000

(

13,396

)

17,042

3,646

Pay

3M

BBR

Qtrly

3.50%

Semi

3/13/2030

NZD

5,900,000

(

13,773

)

17,482

3,709

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

8,700,000

15,617

42,027

57,644

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

8,700,000

(

28,683

)

86,327

57,644

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

6,100,000

5,444

35,182

40,626

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

14,000,000

14,249

78,989

93,238

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

7,853,000,000

(

8,339

)

36,808

28,469

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

7,853,000,000

(

8,339

)

36,808

28,469

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

2,900,000,000

9,975

3,834

13,809

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

2,900,000,000

9,975

3,834

13,809

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

3/17/2027

ZAR

9,500,000

583

(

285

)

298

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

3/17/2027

ZAR

9,500,000

583

(

285

)

298

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

22,100,000

130,329

267,243

397,572

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

22,100,000

130,288

267,284

397,572

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

70,600,000

741,018

636,109

1,377,127

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

70,600,000

740,888

636,240

1,377,128

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

27,400,000

248,590

216,607

465,197

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

27,300,000

245,888

217,611

463,499

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

7,100,000

79,306

45,918

125,224

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

7,000,000

77,995

45,918

123,913

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

110,100,000

126,930

(

84,539

)

42,391

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

110,100,000

126,809

(

84,419

)

42,390

Pay

6M

NIBOR

Semi

3.50%

Annual

3/21/2035

NOK

53,900,000

54,222

(

17,732

)

36,490

Pay

6M

NIBOR

Semi

3.50%

Annual

3/21/2035

NOK

53,900,000

54,222

(

17,732

)

36,490

Pay

6M

PRIBOR

Semi

3.00%

Annual

3/17/2027

CZK

39,500,000

(

175

)

2,204

2,029

Pay

6M

PRIBOR

Semi

3.00%

Annual

3/17/2027

CZK

39,500,000

(

175

)

2,204

2,029

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

37,000,000

57,740

1,098

58,838

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

37,100,000

57,896

1,101

58,997

Receive

1D

CORRA

Semi

2.50%

Semi

3/20/2030

CAD

100,000

601

(

565

)

36

Receive

1D

CORRA

Semi

2.50%

Semi

3/20/2030

CAD

1,100,000

6,615

(

6,209

)

406

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

105

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Receive

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

19,700,000

$

388,743

$

(

181,483

)

$

207,260

Receive

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

19,700,000

388,608

(

181,348

)

207,260

Receive

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

3,600,000

89,819

(

50,037

)

39,782

Receive

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

3,500,000

87,501

(

48,825

)

38,676

Receive

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

73,900,000

130,727

229,240

359,967

Receive

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

74,000,000

130,904

229,460

360,364

Receive

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

38,800,000

(

2,511

)

91,742

89,231

Receive

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

38,900,000

(

5,757

)

95,129

89,372

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

5,900,000

26,032

21,591

47,623

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

5,900,000

25,965

21,746

47,711

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

7,700,000

(

66,775

)

93,489

26,714

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

7,800,000

(

67,369

)

94,378

27,009

Receive

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

21,200,000

(

164,700

)

403,007

238,307

Receive

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

21,300,000

(

163,134

)

402,729

239,595

Receive

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

16,500,000

112,777

34,327

147,104

Receive

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

16,500,000

114,950

32,154

147,104

Receive

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

9,015,100,000

422,627

(

39,699

)

382,928

Receive

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

9,015,200,000

422,634

(

39,702

)

382,932

Receive

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

3,473,200,000

191,723

(

13,218

)

178,505

Receive

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

3,473,100,000

191,719

(

13,219

)

178,500

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

75,600,000

14,439

(

149

)

14,290

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

75,600,000

14,439

(

149

)

14,290

Receive

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

9,500,000

2,241

605

2,846

Receive

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

9,500,000

2,241

605

2,846

Receive

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

3/19/2027

CNY

24,000,000

4,215

3,551

7,766

Receive

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

3/19/2027

CNY

24,000,000

4,215

3,551

7,766

Receive

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

94,900,000

58,464

(

53,821

)

4,643

Receive

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

95,000,000

59,013

(

54,382

)

4,631

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

254,200,000

31,623

1,719

33,342

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

254,200,000

31,623

1,719

33,342

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

36,000,000

4,372

181

4,553

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

36,000,000

4,372

181

4,553

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

32,700,000

186,648

68,838

255,486

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

32,800,000

187,302

68,965

256,267

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

8,000,000

73,261

(

18,537

)

54,724

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

8,000,000

73,262

(

18,537

)

54,725

Receive

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

22,800,000

89,794

(

17,808

)

71,986

Receive

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

22,700,000

89,470

(

17,777

)

71,693

Receive

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

142,600,000

142,414

5,477

147,891

Receive

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

142,600,000

142,233

5,476

147,709

Receive

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

197,400,000

18,105

26,390

44,495

Receive

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

197,500,000

18,109

26,408

44,517

Receive

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

37,200,000

24,009

(

1,389

)

22,620

Receive

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

37,200,000

24,009

(

1,389

)

22,620

7,336,928

4,901,973

12,238,901

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

97,200,000

(

324,139

)

169,549

(

154,590

)

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

97,300,000

(

323,897

)

169,149

(

154,748

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

26,900,000

(

119,565

)

(

44,815

)

(

164,380

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

26,900,000

(

123,388

)

(

40,991

)

(

164,379

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

42,400,000

(

82,236

)

(

173,292

)

(

255,528

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

42,500,000

(

82,430

)

(

173,702

)

(

256,132

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

42,300,000

64,407

(

168,389

)

(

103,982

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

42,400,000

64,480

(

168,708

)

(

104,228

)

106

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

7,800,000

$

(

133,141

)

$

(

378,231

)

$

(

511,372

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

7,800,000

(

133,141

)

(

378,231

)

(

511,372

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2055

GBP

6,600,000

(

130,472

)

(

279,403

)

(

409,875

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2055

GBP

6,600,000

(

108,334

)

(

301,541

)

(

409,875

)

Pay

1D

SORA

Semi

2.00%

Semi

3/17/2027

SGD

6,900,000

(

18,678

)

(

765

)

(

19,443

)

Pay

1D

SORA

Semi

2.00%

Semi

3/17/2027

SGD

6,900,000

(

18,576

)

(

867

)

(

19,443

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

4,541,100,000

(

21,874

)

4,996

(

16,878

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

4,541,100,000

(

21,874

)

4,996

(

16,878

)

Pay

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

400,000

(

74

)

22

(

52

)

Pay

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

500,000

(

92

)

28

(

64

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

46,100,000

(

2,311

)

249

(

2,062

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

46,100,000

(

2,311

)

249

(

2,062

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

44,500,000

(

64,567

)

(

17,778

)

(

82,345

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

44,500,000

(

64,567

)

(

17,778

)

(

82,345

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/21/2035

SEK

56,900,000

(

111,940

)

6,334

(

105,606

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/21/2035

SEK

56,900,000

(

111,940

)

6,334

(

105,606

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

41,700,000

(

131,523

)

(

19,284

)

(

150,807

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

41,800,000

(

130,957

)

(

20,212

)

(

151,169

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

7,200,000

(

54,918

)

29,634

(

25,284

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

9,500,000

(

85,653

)

52,293

(

33,360

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

36,400,000

(

676

)

248

(

428

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

36,400,000

(

676

)

248

(

428

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

560,000,000

(

4,758

)

3,439

(

1,319

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

560,000,000

(

4,758

)

3,439

(

1,319

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

140,100,000

(

14,740

)

8,901

(

5,839

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

140,100,000

(

14,740

)

8,901

(

5,839

)

Receive

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

1,700,000

(

16,861

)

(

3,323

)

(

20,184

)

Receive

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

1,600,000

(

16,029

)

(

2,968

)

(

18,997

)

Receive

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

955,000,000

(

20,633

)

6,557

(

14,076

)

Receive

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

955,000,000

(

20,633

)

6,557

(

14,076

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

2,500,000

(

16,449

)

(

84,127

)

(

100,576

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

2,600,000

(

16,060

)

(

88,637

)

(

104,697

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

5,000,000

(

227,667

)

13,970

(

213,697

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

5,000,000

(

224,844

)

11,222

(

213,622

)

Receive

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

11,700,000

(

13,241

)

11,970

(

1,271

)

Receive

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

11,700,000

(

13,388

)

12,117

(

1,271

)

Receive

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

466,900,000

(

27,276

)

(

169

)

(

27,445

)

Receive

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

466,900,000

(

27,276

)

(

169

)

(

27,445

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

2,094,200,000

(

34,360

)

(

44,657

)

(

79,017

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

3,103,200,000

(

55,680

)

(

61,408

)

(

117,088

)

Receive

1M

TIIE

Monthly

8.50%

Monthly

3/17/2027

MXN

64,600,000

(

5,249

)

1,949

(

3,300

)

Receive

1M

TIIE

Monthly

8.50%

Monthly

3/17/2027

MXN

64,600,000

(

5,249

)

1,949

(

3,300

)

Receive

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

26,300,000

(

7,494

)

(

26,095

)

(

33,589

)

Receive

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

26,400,000

(

7,488

)

(

26,245

)

(

33,733

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

24,000,000

(

15,416

)

(

56,198

)

(

71,614

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

24,100,000

(

14,945

)

(

57,012

)

(

71,957

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

53,500,000

(

46,666

)

(

22,448

)

(

69,114

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

53,500,000

(

27,593

)

(

41,521

)

(

69,114

)

Receive

3M

HIBOR

Qtrly

3.00%

Qtrly

3/17/2027

HKD

16,700,000

(

8,721

)

3,593

(

5,128

)

Receive

3M

HIBOR

Qtrly

3.00%

Qtrly

3/17/2027

HKD

16,800,000

(

8,759

)

3,600

(

5,159

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

112,900,000

(

16,305

)

(

419

)

(

16,724

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

112,900,000

(

16,309

)

(

415

)

(

16,724

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

313,900,000

(

100,288

)

3,051

(

97,237

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

313,800,000

(

67,596

)

(

29,595

)

(

97,191

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

5,000,000

(

2,005

)

1,496

(

509

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

5,000,000

(

2,005

)

1,496

(

509

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

12,000,000

(

220,585

)

(

474,719

)

(

695,304

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

107

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

12,000,000

$

(

213,503

)

$

(

481,801

)

$

(

695,304

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

3/17/2055

EUR

5,400,000

(

253,581

)

(

71,384

)

(

324,965

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

3/17/2055

EUR

5,400,000

(

257,053

)

(

67,911

)

(

324,964

)

Receive

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

256,700,000

(

47,588

)

16,891

(

30,697

)

Receive

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

256,700,000

(

46,605

)

15,907

(

30,698

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

106,600,000

(

131,555

)

113,590

(

17,965

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

106,700,000

(

131,567

)

113,586

(

17,981

)

(

4,698,581

)

(

3,016,698

)

(

7,715,279

)

$

2,638,347

$

1,885,275

$

4,523,622

Abbreviations:

1D:

1

Day

1W:

1

Week

1M:

1

Month

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Mumbai

Interbank

Overnight

Rate

(“MIBOR”):

6.76%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Singapore

Overnight

Rate

Average

(“SORA”):

3.88%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Thailand

Overnight

Repo

Rate

(“THOR”):

2.48%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

1

Month

Mexico

Equilibrium

Interbank

Interest

Rate

(“TIIE”):

10.74%

1

Week

China

Fixing

Repo

Rate

(“CNREPOFIX_CFXS”):

2.40%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Hong

Kong

Interbank

Offered

Rate

(“HIBOR”):

4.18%

3

Month

Johannesburg

Interbank

Agreed

Rate

(“JIBAR”):

8.05%

3

Month

Korean

Certificate

of

Deposit

(“CD_KSDA”):

3.53%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

3

Month

Taiwan

Secondary

Markets

Bills

Rate

(“TWCPBA”):

1.66%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Budapest

Interbank

Offered

Rate

(“BUBOR”):

6.21%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

6

Month

Prague

Interbank

Offered

Rate

(“PRIBOR”):

3.94%

6

Month

Warsaw

Interbank

Offered

Rate

(“WIBOR”):

5.75%

108

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

HSCEI

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/30/2024

HKD

8,310,500

$

66,912

KOSPI

200

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

12/12/2024

KRW

1,826,475,000

27,069

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

2,319,140

28,205

TAIEX

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

TWD

22,326,000

16,038

MSCI

Italy

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(-0.10%)

Increases

in

total

return

of

reference

entity

Monthly

GSIN

12/18/2024

EUR

4,416

108

MSCI

Mexico

Net

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

TIIE

plus

or

minus

a

specified

spread

(-1.00%)

Monthly

GSIN

12/18/2024

MXN

(5,155,225)

1,153

MSCI

Spain

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.10%)

Increases

in

total

return

of

reference

entity

Monthly

GSIN

12/18/2024

EUR

905,775

8,153

MSCI

United

Kingdom

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SONIA

plus

or

minus

a

specified

spread

(0.08%)

Monthly

GSIN

12/18/2024

GBP

(675,554)

8,946

Tel

Aviv

Stock

Exchange

35

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

TELBOR

plus

or

minus

a

specified

spread

(0.60%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

ILS

8,117,769

92,766

Total

unrealized

appreciation

249,350

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

109

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Amsterdam

Exchange

Index

October

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

GSIN

10/18/2024

EUR

(2,188,800)

$

(

24,184

)

DTOP

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

MLIN

12/19/2024

ZAR

(295,780)

(

565

)

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

121,019,937

(

533,404

)

WIG20

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

GSIN

12/20/2024

PLN

(4,244,400)

(

10,685

)

MSCI

Australia

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

BBR

plus

or

minus

a

specified

spread

(0.25%)

Monthly

GSIN

12/18/2024

AUD

(747,772)

(

17,275

)

MSCI

Brazil

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

CDI

plus

or

minus

a

specified

spread

(-0.45%)

Increases

in

total

return

of

reference

entity

Monthly

GSIN

12/18/2024

BRL

28,175,667

(

176,105

)

MSCI

Canada

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.40%)

Monthly

GSIN

12/18/2024

CAD

(1,967,005)

(

46,183

)

MSCI

China

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

HIBOR

plus

or

minus

a

specified

spread

(-0.65%)

Monthly

GSIN

12/18/2024

HKD

(6,721,561)

(

123,026

)

MSCI

Emerging

Markets

Thailand

Net

Total

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.80%)

Monthly

BANA

12/18/2024

USD

(246,257)

(

15,581

)

MSCI

Emerging

Markets

Thailand

Net

Total

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

OBFR

plus

or

minus

a

specified

spread

(-1.05%)

Monthly

GSIN

12/18/2024

USD

(1,479,978)

(

93,786

)

110

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

France

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

plus

or

minus

a

specified

spread

(0.10%)

Monthly

GSIN

12/18/2024

EUR

(341,803)

$

(

12,054

)

MSCI

Japan

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

TONAR

plus

or

minus

a

specified

spread

(-0.35%)

Monthly

GSIN

12/18/2024

JPY

(16,104,540)

(

6,221

)

MSCI

Netherlands

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

plus

or

minus

a

specified

spread

(0.15%)

Monthly

GSIN

12/18/2024

EUR

(714,402)

(

27,861

)

MSCI

Singapore

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SORA

plus

or

minus

a

specified

spread

(0.15%)

Monthly

GSIN

12/18/2024

SGD

(4,136,946)

(

109,446

)

MSCI

South

Africa

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

JIBAR

plus

or

minus

a

specified

spread

(-1.40%)

Monthly

GSIN

12/18/2024

ZAR

(192,854,063)

(

737,900

)

MSCI

Sweden

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

STIBOR

plus

or

minus

a

specified

spread

(0.19%)

Increases

in

total

return

of

reference

entity

Monthly

GSIN

12/18/2024

SEK

10,476,599

(

770

)

MSCI

Switzerland

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SARON

plus

or

minus

a

specified

spread

(-0.04%)

Monthly

GSIN

12/18/2024

CHF

(903,427)

(

24,676

)

Total

unrealized

depreciation

(

1,959,722

)

Net

unrealized

depreciation

$

(

1,710,372

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

111

(Continued)

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Hang

Seng

Index

1

10/2024

HKD

$

136,856

$

4,944

IBEX

35

Index

21

10/2024

EUR

2,779,752

27,100

IFSC

NIFTY

50

Index

10

10/2024

USD

520,130

(

4,107

)

LME

Aluminum

Base

Metal

2

10/2024

USD

130,853

6,952

LME

Aluminum

Base

Metal

2

10/2024

USD

130,961

7,055

LME

Aluminum

Base

Metal

3

10/2024

USD

196,097

6,143

LME

Aluminum

Base

Metal

3

10/2024

USD

195,654

6,645

LME

Aluminum

Base

Metal

4

10/2024

USD

261,652

12,923

LME

Aluminum

Base

Metal

5

10/2024

USD

326,656

25,796

LME

Aluminum

Base

Metal

5

10/2024

USD

325,093

46,109

LME

Aluminum

Base

Metal

5

10/2024

USD

325,844

23,704

LME

Aluminum

Base

Metal

6

10/2024

USD

392,337

13,934

LME

Aluminum

Base

Metal

14

10/2024

USD

910,217

115,413

LME

Aluminum

Base

Metal

14

10/2024

USD

913,399

23,872

LME

Aluminum

Base

Metal

16

10/2024

USD

1,039,900

106,777

LME

Aluminum

Base

Metal

18

10/2024

USD

1,170,000

129,508

LME

Aluminum

Base

Metal

21

10/2024

USD

1,365,452

176,264

LME

Aluminum

Base

Metal

30

10/2024

USD

1,950,090

235,478

LME

Copper

Base

Metal

1

10/2024

USD

243,460

17,571

LME

Copper

Base

Metal

1

10/2024

USD

242,300

1,548

LME

Copper

Base

Metal

1

10/2024

USD

242,614

(

5,789

)

LME

Copper

Base

Metal

1

10/2024

USD

242,930

1,259

LME

Copper

Base

Metal

3

10/2024

USD

728,705

167

LME

Copper

Base

Metal

3

10/2024

USD

728,097

(

7,320

)

LME

Copper

Base

Metal

3

10/2024

USD

727,713

(

18,885

)

LME

Copper

Base

Metal

3

10/2024

USD

730,623

43,600

LME

Copper

Base

Metal

4

10/2024

USD

969,381

(

12,198

)

LME

Copper

Base

Metal

4

10/2024

USD

974,002

78,041

LME

Copper

Base

Metal

5

10/2024

USD

1,214,349

(

16,095

)

LME

Copper

Base

Metal

6

10/2024

USD

1,459,390

87,899

LME

Copper

Base

Metal

7

10/2024

USD

1,701,984

84,911

LME

Copper

Base

Metal

9

10/2024

USD

2,186,622

67,926

LME

Copper

Base

Metal

9

10/2024

USD

2,189,498

148,483

LME

Lead

Base

Metal

1

10/2024

USD

51,656

453

LME

Lead

Base

Metal

1

10/2024

USD

51,576

(

1,877

)

LME

Lead

Base

Metal

1

10/2024

USD

51,567

(

3,330

)

LME

Lead

Base

Metal

2

10/2024

USD

102,604

(

8,152

)

LME

Lead

Base

Metal

2

10/2024

USD

103,426

1,377

LME

Lead

Base

Metal

2

10/2024

USD

102,800

(

8,806

)

LME

Lead

Base

Metal

2

10/2024

USD

102,839

(

7,899

)

LME

Lead

Base

Metal

2

10/2024

USD

103,075

(

6,406

)

LME

Lead

Base

Metal

3

10/2024

USD

154,318

(

9,884

)

LME

Lead

Base

Metal

3

10/2024

USD

154,376

(

9,357

)

LME

Lead

Base

Metal

4

10/2024

USD

206,898

895

LME

Lead

Base

Metal

6

10/2024

USD

309,342

(

18,799

)

LME

Lead

Base

Metal

7

10/2024

USD

361,912

(

1,898

)

LME

Nickel

Base

Metal

2

10/2024

USD

208,020

16,614

LME

Nickel

Base

Metal

2

10/2024

USD

207,505

259

LME

Nickel

Base

Metal

3

10/2024

USD

311,660

10,403

LME

Nickel

Base

Metal

3

10/2024

USD

311,714

12,904

LME

Nickel

Base

Metal

5

10/2024

USD

519,904

33,139

LME

Nickel

Base

Metal

5

10/2024

USD

518,109

(

3,156

)

LME

Nickel

Base

Metal

11

10/2024

USD

1,143,151

61,480

LME

Nickel

Base

Metal

24

10/2024

USD

2,498,796

115,077

112

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Zinc

Base

Metal

1

10/2024

USD

$

76,420

$

2,025

LME

Zinc

Base

Metal

1

10/2024

USD

76,744

10,616

LME

Zinc

Base

Metal

1

10/2024

USD

76,676

4,673

LME

Zinc

Base

Metal

2

10/2024

USD

153,172

6,694

LME

Zinc

Base

Metal

2

10/2024

USD

153,471

19,915

LME

Zinc

Base

Metal

3

10/2024

USD

230,046

11,041

LME

Zinc

Base

Metal

3

10/2024

USD

229,700

9,056

LME

Zinc

Base

Metal

4

10/2024

USD

306,113

7,753

LME

Zinc

Base

Metal

4

10/2024

USD

306,190

11,999

LME

Zinc

Base

Metal

5

10/2024

USD

383,499

50,362

LME

Zinc

Base

Metal

6

10/2024

USD

460,145

57,140

LME

Zinc

Base

Metal

11

10/2024

USD

844,286

110,924

OMXS30

Index

182

10/2024

SEK

4,705,529

14,818

SGX

FTSE

China

A50

Index

47

10/2024

USD

653,300

77,172

SGX

FTSE

Taiwan

Index

41

10/2024

USD

3,060,240

(

67,902

)

WTI

Crude

Oil

324

10/2024

USD

22,087,080

86,882

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

6,951

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

7,350

LME

Aluminum

Base

Metal

2

11/2024

USD

130,050

15,907

LME

Aluminum

Base

Metal

2

11/2024

USD

130,081

15,318

LME

Aluminum

Base

Metal

2

11/2024

USD

130,081

17,464

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

9,994

LME

Aluminum

Base

Metal

3

11/2024

USD

195,271

9,024

LME

Aluminum

Base

Metal

9

11/2024

USD

585,410

56,858

LME

Aluminum

Base

Metal

9

11/2024

USD

585,632

16,312

LME

Aluminum

Base

Metal

11

11/2024

USD

715,443

91,726

LME

Aluminum

Base

Metal

14

11/2024

USD

910,564

88,022

LME

Aluminum

Base

Metal

16

11/2024

USD

1,040,644

133,596

LME

Copper

Base

Metal

1

11/2024

USD

243,994

20,191

LME

Copper

Base

Metal

1

11/2024

USD

244,606

12,479

LME

Copper

Base

Metal

1

11/2024

USD

243,844

24,166

LME

Copper

Base

Metal

1

11/2024

USD

244,319

13,216

LME

Copper

Base

Metal

2

11/2024

USD

487,463

42,666

LME

Copper

Base

Metal

3

11/2024

USD

731,420

71,316

LME

Copper

Base

Metal

4

11/2024

USD

976,276

75,013

LME

Copper

Base

Metal

4

11/2024

USD

975,076

89,816

LME

Copper

Base

Metal

4

11/2024

USD

977,225

51,472

LME

Copper

Base

Metal

5

11/2024

USD

1,217,908

80,207

LME

Copper

Base

Metal

6

11/2024

USD

1,467,167

58,465

LME

Copper

Base

Metal

6

11/2024

USD

1,464,489

99,549

LME

Lead

Base

Metal

1

11/2024

USD

51,782

2,066

LME

Lead

Base

Metal

1

11/2024

USD

51,965

770

LME

Lead

Base

Metal

1

11/2024

USD

52,010

(

871

)

LME

Lead

Base

Metal

2

11/2024

USD

103,587

5,766

LME

Lead

Base

Metal

4

11/2024

USD

207,539

6,828

LME

Lead

Base

Metal

5

11/2024

USD

259,481

4,343

LME

Lead

Base

Metal

5

11/2024

USD

259,909

(

126

)

LME

Lead

Base

Metal

5

11/2024

USD

259,310

1,172

LME

Lead

Base

Metal

6

11/2024

USD

310,829

16,447

LME

Lead

Base

Metal

6

11/2024

USD

310,898

16,946

LME

Lead

Base

Metal

9

11/2024

USD

465,624

4,426

LME

Nickel

Base

Metal

1

11/2024

USD

104,412

7,509

LME

Nickel

Base

Metal

1

11/2024

USD

104,493

3,275

LME

Nickel

Base

Metal

1

11/2024

USD

104,353

6,844

LME

Nickel

Base

Metal

1

11/2024

USD

104,514

3,171

LME

Nickel

Base

Metal

1

11/2024

USD

104,639

2,302

LME

Nickel

Base

Metal

2

11/2024

USD

208,744

14,098

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

113

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Nickel

Base

Metal

3

11/2024

USD

$

312,409

$

18,095

LME

Nickel

Base

Metal

4

11/2024

USD

417,095

28,513

LME

Nickel

Base

Metal

4

11/2024

USD

418,721

11,635

LME

Nickel

Base

Metal

6

11/2024

USD

625,525

37,807

LME

Nickel

Base

Metal

22

11/2024

USD

2,293,159

150,074

LME

Zinc

Base

Metal

1

11/2024

USD

76,866

11,457

LME

Zinc

Base

Metal

1

11/2024

USD

76,950

7,909

LME

Zinc

Base

Metal

2

11/2024

USD

153,535

19,679

LME

Zinc

Base

Metal

2

11/2024

USD

153,705

24,941

LME

Zinc

Base

Metal

2

11/2024

USD

153,988

15,732

LME

Zinc

Base

Metal

2

11/2024

USD

153,648

20,792

LME

Zinc

Base

Metal

3

11/2024

USD

230,894

28,600

LME

Zinc

Base

Metal

4

11/2024

USD

308,301

26,494

LME

Zinc

Base

Metal

5

11/2024

USD

385,204

23,836

LME

Zinc

Base

Metal

6

11/2024

USD

462,174

23,089

LME

Zinc

Base

Metal

8

11/2024

USD

616,302

47,943

LME

Zinc

Base

Metal

11

11/2024

USD

845,218

129,919

Soybean

130

11/2024

USD

6,870,500

33,107

100

oz

Gold

13

12/2024

USD

3,457,220

73,738

Australia

10

Year

Bond

100

12/2024

AUD

8,040,858

(

75,714

)

Cocoa

3

12/2024

USD

231,660

25,785

Cocoa

21

12/2024

GBP

1,471,461

(

38,627

)

Coffee

'C'

11

12/2024

USD

1,114,781

78,650

Copper

34

12/2024

USD

3,870,050

(

26,130

)

Corn

215

12/2024

USD

4,566,063

250,798

Cotton

No.

2

13

12/2024

USD

478,465

(

1,957

)

Euro-Bobl

4

12/2024

EUR

534,446

2,521

Euro-BTP

62

12/2024

EUR

8,390,190

154,056

Euro-Buxl

4

12/2024

EUR

606,978

2,382

Euro-OAT

52

12/2024

EUR

7,347,191

6,910

FTSE

100

Index

16

12/2024

GBP

1,773,010

(

10,822

)

FTSE/MIB

Index

88

12/2024

EUR

16,678,683

180,624

KOSPI

200

Index

110

12/2024

KRW

7,316,089

(

32,139

)

Lean

Hogs

5

12/2024

USD

146,550

841

Live

Cattle

7

12/2024

USD

517,440

3,937

LME

Aluminum

Base

Metal

1

12/2024

USD

65,230

6,440

LME

Aluminum

Base

Metal

1

12/2024

USD

65,214

6,586

LME

Aluminum

Base

Metal

2

12/2024

USD

130,493

3,179

LME

Aluminum

Base

Metal

2

12/2024

USD

130,493

11,887

LME

Aluminum

Base

Metal

3

12/2024

USD

195,835

13,126

LME

Aluminum

Base

Metal

4

12/2024

USD

261,150

(

278

)

LME

Aluminum

Base

Metal

4

12/2024

USD

260,631

23,219

LME

Aluminum

Base

Metal

4

12/2024

USD

261,313

7,826

LME

Aluminum

Base

Metal

5

12/2024

USD

326,641

14,626

LME

Aluminum

Base

Metal

7

12/2024

USD

456,652

16,069

LME

Aluminum

Base

Metal

10

12/2024

USD

652,713

(

7,106

)

LME

Aluminum

Base

Metal

17

12/2024

USD

1,109,650

26,080

LME

Aluminum

Base

Metal

19

12/2024

USD

1,239,527

68,452

LME

Aluminum

Base

Metal

20

12/2024

USD

1,302,780

113,120

LME

Aluminum

Base

Metal

32

12/2024

USD

2,084,248

177,802

LME

Aluminum

Base

Metal

49

12/2024

USD

3,201,084

114,454

LME

Copper

Base

Metal

1

12/2024

USD

245,604

(

4,920

)

LME

Copper

Base

Metal

1

12/2024

USD

245,509

1,331

LME

Copper

Base

Metal

1

12/2024

USD

245,725

(

2,853

)

LME

Copper

Base

Metal

3

12/2024

USD

734,804

57,254

LME

Copper

Base

Metal

4

12/2024

USD

981,935

33,932

LME

Copper

Base

Metal

4

12/2024

USD

979,953

69,801

114

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

4

12/2024

USD

$

981,710

$

28,031

LME

Copper

Base

Metal

7

12/2024

USD

1,714,169

146,617

LME

Copper

Base

Metal

9

12/2024

USD

2,206,823

168,349

LME

Copper

Base

Metal

20

12/2024

USD

4,910,175

216,330

LME

Lead

Base

Metal

1

12/2024

USD

52,186

2,439

LME

Lead

Base

Metal

1

12/2024

USD

52,202

1,494

LME

Lead

Base

Metal

1

12/2024

USD

52,266

1,005

LME

Lead

Base

Metal

1

12/2024

USD

52,359

1,037

LME

Lead

Base

Metal

2

12/2024

USD

104,715

(

1,843

)

LME

Lead

Base

Metal

3

12/2024

USD

156,219

4,299

LME

Lead

Base

Metal

3

12/2024

USD

157,118

1,056

LME

Lead

Base

Metal

3

12/2024

USD

157,200

(

1,490

)

LME

Lead

Base

Metal

5

12/2024

USD

261,581

2,236

LME

Lead

Base

Metal

6

12/2024

USD

312,567

14,351

LME

Lead

Base

Metal

7

12/2024

USD

365,971

11,115

LME

Lead

Base

Metal

48

12/2024

USD

2,510,280

22,882

LME

Nickel

Base

Metal

1

12/2024

USD

104,940

7,944

LME

Nickel

Base

Metal

2

12/2024

USD

209,707

17,959

LME

Nickel

Base

Metal

2

12/2024

USD

209,914

14,871

LME

Nickel

Base

Metal

4

12/2024

USD

419,133

35,913

LME

Nickel

Base

Metal

5

12/2024

USD

523,856

43,352

LME

Nickel

Base

Metal

6

12/2024

USD

629,018

60,577

LME

Nickel

Base

Metal

10

12/2024

USD

1,047,638

71,015

LME

Nickel

Base

Metal

16

12/2024

USD

1,679,362

141,118

LME

Zinc

Base

Metal

1

12/2024

USD

77,095

8,296

LME

Zinc

Base

Metal

1

12/2024

USD

77,282

4,070

LME

Zinc

Base

Metal

2

12/2024

USD

154,139

14,883

LME

Zinc

Base

Metal

4

12/2024

USD

308,950

(

85

)

LME

Zinc

Base

Metal

4

12/2024

USD

308,765

32,353

LME

Zinc

Base

Metal

5

12/2024

USD

386,159

27,050

LME

Zinc

Base

Metal

6

12/2024

USD

463,326

13,533

LME

Zinc

Base

Metal

8

12/2024

USD

617,374

73,950

LME

Zinc

Base

Metal

62

12/2024

USD

4,793,670

345,820

Long

Gilt

116

12/2024

GBP

15,291,499

(

41,713

)

MSCI

EAFE

Index

6

12/2024

USD

746,340

13,733

MSCI

Emerging

Markets

Index

23

12/2024

USD

1,348,605

82,493

NASDAQ

100

E-Mini

Index

16

12/2024

USD

6,483,600

177,491

Nikkei

225

Index

1

12/2024

JPY

264,046

(

8,490

)

Russell

2000

E-Mini

Index

21

12/2024

USD

2,361,660

75,160

S&P

Midcap

400

E-Mini

Index

26

12/2024

USD

8,186,360

228,320

Silver

3

12/2024

USD

471,870

(

803

)

Soybean

Meal

79

12/2024

USD

2,698,640

129,315

TOPIX

Index

43

12/2024

JPY

7,920,856

(

15,571

)

U.S.

Treasury

2

Year

Note

1,352

12/2024

USD

281,575,123

(

189,208

)

U.S.

Treasury

5

Year

Note

15

12/2024

USD

1,649,180

(

3,510

)

U.S.

Treasury

Long

Bond

10

12/2024

USD

1,243,438

(

10,693

)

U.S.

Treasury

Ultra

Bond

5

12/2024

USD

666,406

(

4,057

)

Platinum

9

1/2025

USD

445,995

516

3

Month

Euro

Euribor

5

3/2025

EUR

1,359,504

3,717

90-Day

Australian

Bank

Bill

8

3/2025

AUD

5,478,254

462

90-Day

New

Zealand

Bill

6

3/2025

NZD

3,776,231

3,816

3

Month

CORRA

52

6/2025

CAD

9,342,083

27,898

3

Month

Euro

Euribor

18

6/2025

EUR

4,909,743

23,417

3

Month

SARON

10

6/2025

CHF

2,940,273

3,099

3

Month

SOFR

9

6/2025

USD

2,170,800

8,570

3

Month

SONIA

10

6/2025

GBP

3,207,677

2,003

90-Day

Australian

Bank

Bill

13

6/2025

AUD

8,908,472

2,480

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

115

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

90-Day

New

Zealand

Bill

5

6/2025

NZD

$

3,150,245

$

3,699

Platinum

20

8/2025

JPY

316,298

5,246

3

Month

CORRA

31

9/2025

CAD

5,582,212

20,326

3

Month

Euro

Euribor

24

9/2025

EUR

6,555,006

18,623

3

Month

SARON

5

9/2025

CHF

1,471,613

5,304

3

Month

SOFR

12

9/2025

USD

2,903,700

16,123

3

Month

SONIA

8

9/2025

GBP

2,574,832

5,613

90-Day

Australian

Bank

Bill

20

9/2025

AUD

13,711,038

8,420

90-Day

New

Zealand

Bill

5

9/2025

NZD

3,152,404

809

3

Month

CORRA

16

12/2025

CAD

2,883,656

7,652

3

Month

Euro

Euribor

13

12/2025

EUR

3,551,895

16,706

3

Month

SARON

6

12/2025

CHF

1,766,645

3,548

3

Month

SOFR

13

12/2025

USD

3,150,550

(

80

)

3

Month

SONIA

13

12/2025

GBP

4,191,706

10,449

90-Day

Australian

Bank

Bill

10

12/2025

AUD

6,857,196

706

3

Month

CORRA

13

3/2026

CAD

2,343,931

1,771

3

Month

Euro

Euribor

15

3/2026

EUR

4,097,505

19,779

3

Month

SARON

4

3/2026

CHF

1,177,941

2,333

3

Month

SOFR

6

3/2026

USD

1,455,075

2,047

3

Month

SONIA

8

3/2026

GBP

2,581,784

8,959

3

Month

Euro

Euribor

16

6/2026

EUR

4,368,891

17,818

3

Month

SOFR

6

6/2026

USD

1,455,450

1,976

3

Month

SONIA

8

6/2026

GBP

2,582,453

6,787

3

Month

Euro

Euribor

16

9/2026

EUR

4,366,665

4,915

3

Month

SOFR

6

9/2026

USD

1,455,375

1,895

3

Month

SONIA

9

9/2026

GBP

2,905,259

6,265

3

Month

SOFR

7

12/2026

USD

1,697,500

(

2,146

)

3

Month

SONIA

8

12/2026

GBP

2,582,319

(

937

)

Total

of

long

contracts

7,461,957

Short

Contracts

Brent

Crude

Oil

(

173

)

10/2024

USD

(

12,404,100

)

167,918

CAC

40

10

Euro

Index

(

15

)

10/2024

EUR

(

1,277,256

)

(

15,541

)

HSCEI

(

74

)

10/2024

HKD

(

3,595,837

)

(

172,541

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,961

)

(

7,402

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,853

)

(

7,109

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

196,097

)

(

6,131

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

195,654

)

(

6,378

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

261,652

)

(

12,864

)

LME

Aluminum

Base

Metal

(

5

)

10/2024

USD

(

326,656

)

(

25,239

)

LME

Aluminum

Base

Metal

(

5

)

10/2024

USD

(

325,093

)

(

47,101

)

LME

Aluminum

Base

Metal

(

5

)

10/2024

USD

(

325,844

)

(

26,087

)

LME

Aluminum

Base

Metal

(

6

)

10/2024

USD

(

392,337

)

(

12,516

)

LME

Aluminum

Base

Metal

(

14

)

10/2024

USD

(

913,399

)

(

24,090

)

LME

Aluminum

Base

Metal

(

14

)

10/2024

USD

(

910,217

)

(

118,133

)

LME

Aluminum

Base

Metal

(

16

)

10/2024

USD

(

1,039,900

)

(

112,586

)

LME

Aluminum

Base

Metal

(

18

)

10/2024

USD

(

1,170,000

)

(

131,425

)

LME

Aluminum

Base

Metal

(

21

)

10/2024

USD

(

1,365,452

)

(

165,449

)

LME

Aluminum

Base

Metal

(

30

)

10/2024

USD

(

1,950,090

)

(

238,078

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,300

)

(

57

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,930

)

(

1,483

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,614

)

5,773

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,460

)

(

17,228

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

727,713

)

19,250

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

728,705

)

906

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

728,097

)

7,876

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

730,623

)

(

42,884

)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

974,002

)

(

77,745

)

116

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

$

(

969,381

)

$

10,986

LME

Copper

Base

Metal

(

5

)

10/2024

USD

(

1,214,349

)

17,091

LME

Copper

Base

Metal

(

6

)

10/2024

USD

(

1,459,390

)

(

86,506

)

LME

Copper

Base

Metal

(

7

)

10/2024

USD

(

1,701,984

)

(

80,452

)

LME

Copper

Base

Metal

(

9

)

10/2024

USD

(

2,186,622

)

(

57,996

)

LME

Copper

Base

Metal

(

9

)

10/2024

USD

(

2,189,498

)

(

148,421

)

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,576

)

1,877

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,567

)

3,687

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,656

)

(

300

)

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,800

)

9,210

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,075

)

6,560

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,839

)

7,772

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,604

)

8,017

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,426

)

(

1,831

)

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

154,376

)

9,620

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

154,318

)

9,859

LME

Lead

Base

Metal

(

4

)

10/2024

USD

(

206,898

)

(

1,909

)

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

309,342

)

17,679

LME

Lead

Base

Metal

(

7

)

10/2024

USD

(

361,912

)

3,469

LME

Nickel

Base

Metal

(

2

)

10/2024

USD

(

207,505

)

(

475

)

LME

Nickel

Base

Metal

(

2

)

10/2024

USD

(

208,020

)

(

16,686

)

LME

Nickel

Base

Metal

(

3

)

10/2024

USD

(

311,714

)

(

12,041

)

LME

Nickel

Base

Metal

(

3

)

10/2024

USD

(

311,660

)

(

11,683

)

LME

Nickel

Base

Metal

(

5

)

10/2024

USD

(

518,109

)

2,836

LME

Nickel

Base

Metal

(

5

)

10/2024

USD

(

519,904

)

(

34,916

)

LME

Nickel

Base

Metal

(

11

)

10/2024

USD

(

1,143,151

)

(

62,069

)

LME

Nickel

Base

Metal

(

24

)

10/2024

USD

(

2,498,796

)

(

126,420

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,744

)

(

10,907

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,676

)

(

4,945

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,420

)

(

2,122

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,471

)

(

20,490

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,172

)

(

6,897

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

230,046

)

(

11,959

)

LME

Zinc

Base

Metal

(

3

)

10/2024

USD

(

229,700

)

(

10,878

)

LME

Zinc

Base

Metal

(

4

)

10/2024

USD

(

306,113

)

(

7,825

)

LME

Zinc

Base

Metal

(

4

)

10/2024

USD

(

306,190

)

(

12,574

)

LME

Zinc

Base

Metal

(

5

)

10/2024

USD

(

383,499

)

(

51,520

)

LME

Zinc

Base

Metal

(

6

)

10/2024

USD

(

460,145

)

(

56,373

)

LME

Zinc

Base

Metal

(

11

)

10/2024

USD

(

844,286

)

(

105,606

)

MSCI

Singapore

Index

(

234

)

10/2024

SGD

(

6,252,138

)

6,426

Natural

Gas

(

51

)

10/2024

USD

(

1,490,730

)

(

127,375

)

NY

Harbor

ULSD

(

74

)

10/2024

USD

(

6,695,875

)

(

153,867

)

RBOB

Gasoline

(

22

)

10/2024

USD

(

1,788,032

)

(

37,153

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

7,042

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

7,338

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,081

)

(

15,550

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,050

)

(

15,718

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,081

)

(

16,561

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,121

)

(

9,340

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,271

)

(

9,401

)

LME

Aluminum

Base

Metal

(

9

)

11/2024

USD

(

585,410

)

(

56,637

)

LME

Aluminum

Base

Metal

(

9

)

11/2024

USD

(

585,632

)

(

19,334

)

LME

Aluminum

Base

Metal

(

11

)

11/2024

USD

(

715,443

)

(

95,626

)

LME

Aluminum

Base

Metal

(

14

)

11/2024

USD

(

910,564

)

(

88,128

)

LME

Aluminum

Base

Metal

(

16

)

11/2024

USD

(

1,040,644

)

(

134,311

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,606

)

(

13,780

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,844

)

(

24,641

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

117

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

$

(

243,994

)

$

(

20,140

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,319

)

(

13,340

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

487,463

)

(

35,468

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

731,420

)

(

71,427

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

977,225

)

(

50,386

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

975,076

)

(

89,887

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

976,276

)

(

74,918

)

LME

Copper

Base

Metal

(

5

)

11/2024

USD

(

1,217,908

)

(

79,760

)

LME

Copper

Base

Metal

(

6

)

11/2024

USD

(

1,464,489

)

(

103,005

)

LME

Copper

Base

Metal

(

6

)

11/2024

USD

(

1,467,167

)

(

58,582

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,965

)

(

567

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,782

)

(

1,609

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

52,010

)

737

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,587

)

(

5,699

)

LME

Lead

Base

Metal

(

4

)

11/2024

USD

(

207,539

)

(

7,095

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

259,310

)

(

1,059

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

259,909

)

(

297

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

259,481

)

(

4,932

)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

(

310,829

)

(

16,544

)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

(

310,898

)

(

18,713

)

LME

Lead

Base

Metal

(

9

)

11/2024

USD

(

465,624

)

(

3,898

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,514

)

(

2,945

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,639

)

(

2,798

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,412

)

(

7,193

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,353

)

(

6,891

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,493

)

(

3,611

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

208,744

)

(

13,500

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

312,409

)

(

14,788

)

LME

Nickel

Base

Metal

(

4

)

11/2024

USD

(

417,095

)

(

28,489

)

LME

Nickel

Base

Metal

(

4

)

11/2024

USD

(

418,721

)

(

7,799

)

LME

Nickel

Base

Metal

(

6

)

11/2024

USD

(

625,525

)

(

39,535

)

LME

Nickel

Base

Metal

(

22

)

11/2024

USD

(

2,293,159

)

(

146,883

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,866

)

(

11,320

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,950

)

(

7,853

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,535

)

(

19,103

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,705

)

(

25,182

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,648

)

(

22,522

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,988

)

(

16,015

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

230,894

)

(

28,402

)

LME

Zinc

Base

Metal

(

4

)

11/2024

USD

(

308,301

)

(

26,613

)

LME

Zinc

Base

Metal

(

5

)

11/2024

USD

(

385,204

)

(

23,843

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

462,174

)

(

22,692

)

LME

Zinc

Base

Metal

(

8

)

11/2024

USD

(

616,302

)

(

51,326

)

LME

Zinc

Base

Metal

(

11

)

11/2024

USD

(

845,218

)

(

132,932

)

Low

Sulphur

Gasoil

(

47

)

11/2024

USD

(

3,103,175

)

(

77,938

)

Australia

3

Year

Bond

(

14

)

12/2024

AUD

(

1,036,805

)

1,760

Canada

10

Year

Bond

(

169

)

12/2024

CAD

(

15,612,304

)

(

88,018

)

DAX

Index

(

9

)

12/2024

EUR

(

4,884,697

)

(

149,257

)

DJIA

CBOT

E-Mini

Index

(

7

)

12/2024

USD

(

1,492,505

)

(

29,867

)

Euro

STOXX

50

Index

(

219

)

12/2024

EUR

(

12,262,126

)

(

243,711

)

Euro-Bund

(

69

)

12/2024

EUR

(

10,361,312

)

(

26,971

)

FTSE/JSE

Top

40

Index

(

36

)

12/2024

ZAR

(

1,658,928

)

(

64,698

)

Japan

10

Year

Bond

(

14

)

12/2024

JPY

(

14,079,388

)

16,560

KC

HRW

Wheat

(

80

)

12/2024

USD

(

2,335,000

)

(

35,394

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,230

)

(

6,674

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,214

)

(

6,808

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,493

)

(

3,986

)

118

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

$

(

130,493

)

$

(

12,303

)

LME

Aluminum

Base

Metal

(

3

)

12/2024

USD

(

195,835

)

(

13,006

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

261,313

)

(

9,064

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

260,631

)

(

23,679

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

261,150

)

(

162

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,641

)

(

11,561

)

LME

Aluminum

Base

Metal

(

7

)

12/2024

USD

(

456,652

)

(

18,083

)

LME

Aluminum

Base

Metal

(

10

)

12/2024

USD

(

652,713

)

6,820

LME

Aluminum

Base

Metal

(

17

)

12/2024

USD

(

1,109,650

)

(

29,556

)

LME

Aluminum

Base

Metal

(

19

)

12/2024

USD

(

1,239,527

)

(

61,817

)

LME

Aluminum

Base

Metal

(

20

)

12/2024

USD

(

1,302,780

)

(

110,412

)

LME

Aluminum

Base

Metal

(

32

)

12/2024

USD

(

2,084,248

)

(

171,264

)

LME

Aluminum

Base

Metal

(

109

)

12/2024

USD

(

7,120,779

)

(

437,766

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,509

)

(

736

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,604

)

5,484

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,725

)

4,567

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

734,804

)

(

59,812

)

LME

Copper

Base

Metal

(

4

)

12/2024

USD

(

979,953

)

(

69,964

)

LME

Copper

Base

Metal

(

4

)

12/2024

USD

(

981,935

)

(

38,046

)

LME

Copper

Base

Metal

(

4

)

12/2024

USD

(

981,710

)

(

26,096

)

LME

Copper

Base

Metal

(

7

)

12/2024

USD

(

1,714,169

)

(

150,887

)

LME

Copper

Base

Metal

(

9

)

12/2024

USD

(

2,206,823

)

(

168,785

)

LME

Copper

Base

Metal

(

34

)

12/2024

USD

(

8,347,298

)

(

559,301

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,359

)

(

1,211

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,186

)

(

2,414

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,202

)

(

1,580

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,266

)

(

1,131

)

LME

Lead

Base

Metal

(

2

)

12/2024

USD

(

104,715

)

1,955

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

156,219

)

(

4,155

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

157,118

)

(

819

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

157,200

)

1,773

LME

Lead

Base

Metal

(

5

)

12/2024

USD

(

261,581

)

(

2,469

)

LME

Lead

Base

Metal

(

6

)

12/2024

USD

(

312,567

)

(

14,554

)

LME

Lead

Base

Metal

(

7

)

12/2024

USD

(

365,971

)

(

7,414

)

LME

Lead

Base

Metal

(

12

)

12/2024

USD

(

627,570

)

(

20,439

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,940

)

(

8,673

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,707

)

(

17,593

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,914

)

(

13,660

)

LME

Nickel

Base

Metal

(

4

)

12/2024

USD

(

419,133

)

(

35,745

)

LME

Nickel

Base

Metal

(

5

)

12/2024

USD

(

523,856

)

(

43,871

)

LME

Nickel

Base

Metal

(

6

)

12/2024

USD

(

629,018

)

(

58,976

)

LME

Nickel

Base

Metal

(

10

)

12/2024

USD

(

1,047,638

)

(

69,248

)

LME

Nickel

Base

Metal

(

66

)

12/2024

USD

(

6,927,367

)

(

222,567

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,282

)

(

4,910

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,095

)

(

8,397

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,139

)

(

14,481

)

LME

Zinc

Base

Metal

(

4

)

12/2024

USD

(

308,765

)

(

33,211

)

LME

Zinc

Base

Metal

(

4

)

12/2024

USD

(

308,950

)

554

LME

Zinc

Base

Metal

(

5

)

12/2024

USD

(

386,159

)

(

30,924

)

LME

Zinc

Base

Metal

(

6

)

12/2024

USD

(

463,326

)

(

12,385

)

LME

Zinc

Base

Metal

(

8

)

12/2024

USD

(

617,374

)

(

77,496

)

LME

Zinc

Base

Metal

(

24

)

12/2024

USD

(

1,855,614

)

(

136,571

)

Palladium

(

2

)

12/2024

USD

(

200,040

)

(

8,287

)

S&P

500

E-Mini

Index

(

72

)

12/2024

USD

(

20,931,300

)

(

427,211

)

S&P/TSX

60

Index

(

2

)

12/2024

CAD

(

427,195

)

(

4,657

)

SET50

Index

(

750

)

12/2024

THB

(

4,264,004

)

32,863

Soybean

Oil

(

163

)

12/2024

USD

(

4,235,718

)

(

279,738

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

119

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

SPI

200

Index

(

65

)

12/2024

AUD

$

(

9,331,324

)

$

(

129,149

)

U.S.

Treasury

10

Year

Note

(

941

)

12/2024

USD

(

107,612,173

)

229,063

Wheat

(

63

)

12/2024

USD

(

1,839,600

)

(

13,127

)

Aluminum

(

3

)

1/2025

USD

(

192,356

)

(

7,065

)

Sugar

No.

11

(

107

)

2/2025

USD

(

2,692,805

)

(

128,735

)

Total

of

short

contracts

(

8,292,768

)

Net

unrealized

depreciation

$

(

830,811

)

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

40,967,312

USD

27,815,560

CITI

12/18/2024

$

529,792

AUD

40,967,310

USD

27,815,419

JPMC

12/18/2024

529,931

BRL

51,006,763

USD

9,113,034

CITI

**

12/18/2024

164,404

BRL

51,006,761

USD

9,112,988

JPMC

**

12/18/2024

164,448

CAD

5,085,293

USD

3,753,849

CITI

12/18/2024

13,831

CAD

5,085,292

USD

3,753,830

JPMC

12/18/2024

13,849

CHF

1,502,501

USD

1,788,439

CITI

12/18/2024

2,389

CHF

1,502,501

USD

1,788,430

JPMC

12/18/2024

2,398

CLP

1,250,000,000

USD

1,326,549

CITI

**

12/18/2024

62,581

CLP

1,250,000,000

USD

1,326,542

JPMC

**

12/18/2024

62,588

CNY

44,194,248

USD

6,286,772

CITI

**

12/18/2024

60,536

CNY

44,194,255

USD

6,286,741

JPMC

**

12/18/2024

60,568

COP

6,221,236,960

USD

1,437,790

CITI

**

12/18/2024

26,715

COP

6,221,236,960

USD

1,437,783

JPMC

**

12/18/2024

26,724

CZK

10,500,001

USD

462,401

CITI

12/18/2024

2,120

CZK

10,500,000

USD

462,399

JPMC

12/18/2024

2,122

EUR

11,286,482

USD

12,558,303

CITI

12/18/2024

45,307

EUR

11,286,485

USD

12,558,244

JPMC

12/18/2024

45,370

GBP

18,038,321

USD

23,823,726

CITI

12/18/2024

288,360

GBP

18,038,318

USD

23,823,602

JPMC

12/18/2024

288,479

HUF

360,000,000

USD

997,195

CITI

12/18/2024

8,728

HUF

360,000,000

USD

997,190

JPMC

12/18/2024

8,733

IDR

35,983,951,581

USD

2,324,758

CITI

**

12/18/2024

37,301

IDR

35,983,951,581

USD

2,324,755

JPMC

**

12/18/2024

37,304

INR

947,299,000

USD

11,241,081

CITI

**

12/18/2024

20,606

INR

947,299,000

USD

11,241,025

JPMC

**

12/18/2024

20,662

JPY

3,048,652,438

USD

21,351,272

CITI

12/18/2024

89,516

JPY

3,048,652,437

USD

21,351,165

JPMC

12/18/2024

89,623

KRW

6,520,269,251

USD

4,918,073

CITI

**

12/18/2024

45,391

KRW

6,520,269,251

USD

4,918,048

JPMC

**

12/18/2024

45,416

MXN

81,514,699

USD

4,064,244

CITI

12/18/2024

25,792

MXN

81,514,704

USD

4,064,224

JPMC

12/18/2024

25,813

NOK

82,740,825

USD

7,774,647

CITI

12/18/2024

69,166

NOK

82,740,821

USD

7,774,608

JPMC

12/18/2024

69,205

NZD

10,190,978

USD

6,312,989

CITI

12/18/2024

162,165

NZD

10,190,977

USD

6,312,957

JPMC

12/18/2024

162,197

PEN

779,500

USD

206,599

CITI

**

12/18/2024

3,518

PEN

779,500

USD

206,598

JPMC

**

12/18/2024

3,519

PHP

103,125,000

USD

1,833,793

CITI

**

12/18/2024

2,935

PHP

103,125,000

USD

1,833,810

JPMC

**

12/18/2024

2,918

PLN

8,797,047

USD

2,272,860

CITI

12/18/2024

7,156

120

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

PLN

8,797,044

USD

2,272,848

JPMC

12/18/2024

$

7,167

SEK

125,807,966

USD

12,344,495

CITI

12/18/2024

91,385

SEK

125,807,977

USD

12,344,434

JPMC

12/18/2024

91,447

SGD

3,084,023

USD

2,390,111

CITI

12/18/2024

18,785

SGD

3,084,021

USD

2,390,083

JPMC

12/18/2024

18,812

THB

123,500,000

USD

3,693,870

CITI

12/18/2024

164,178

THB

123,500,001

USD

3,693,852

JPMC

12/18/2024

164,196

TWD

273,723,431

USD

8,687,899

CITI

**

12/18/2024

42,002

TWD

273,723,433

USD

8,687,855

JPMC

**

12/18/2024

42,046

USD

9,305

BRL

50,999

CITI

**

12/18/2024

29

USD

9,305

BRL

51,001

JPMC

**

12/18/2024

29

USD

13,621,402

CAD

18,305,557

CITI

12/18/2024

58,865

USD

13,621,469

CAD

18,305,555

JPMC

12/18/2024

58,933

USD

13,718,557

CHF

11,465,591

CITI

12/18/2024

52,743

USD

13,718,623

CHF

11,465,589

JPMC

12/18/2024

52,810

USD

781,051

CLP

700,000,000

CITI

**

12/18/2024

3,138

USD

781,055

CLP

700,000,000

JPMC

**

12/18/2024

3,142

USD

2,381,353

COP

10,050,667,939

CITI

**

12/18/2024

15,385

USD

2,381,365

COP

10,050,667,939

JPMC

**

12/18/2024

15,398

USD

6,259,572

CZK

140,745,068

CITI

12/18/2024

32,995

USD

6,259,604

CZK

140,745,066

JPMC

12/18/2024

33,026

USD

7,589,401

EUR

6,775,882

CITI

12/18/2024

22,778

USD

7,589,437

EUR

6,775,880

JPMC

12/18/2024

22,814

USD

136,653

GBP

102,197

CITI

12/18/2024

45

USD

136,657

GBP

102,199

JPMC

12/18/2024

46

USD

266,865

HUF

95,000,000

CITI

12/18/2024

1,412

USD

266,866

HUF

95,000,000

JPMC

12/18/2024

1,414

USD

3,806,119

ILS

14,039,500

CITI

12/18/2024

31,030

USD

3,806,138

ILS

14,039,500

JPMC

12/18/2024

31,050

USD

19,282,461

JPY

2,720,319,953

CITI

12/18/2024

150,795

USD

19,282,558

JPY

2,720,319,947

JPMC

12/18/2024

150,890

USD

1,390,661

KRW

1,814,800,000

CITI

**

12/18/2024

9,169

USD

1,390,667

KRW

1,814,800,000

JPMC

**

12/18/2024

9,176

USD

2,882,508

MXN

56,559,198

CITI

12/18/2024

44,626

USD

2,882,523

MXN

56,559,201

JPMC

12/18/2024

44,641

USD

1,275,086

NOK

13,394,750

CITI

12/18/2024

5,266

USD

1,275,093

NOK

13,394,750

JPMC

12/18/2024

5,273

USD

467,800

PHP

26,198,938

CITI

**

12/18/2024

1,178

USD

467,802

PHP

26,198,938

JPMC

**

12/18/2024

1,181

USD

2,913,588

PLN

11,178,750

CITI

12/18/2024

16,283

USD

2,913,603

PLN

11,178,751

JPMC

12/18/2024

16,297

USD

49,433

SEK

500,000

CITI

12/18/2024

9

USD

49,433

SEK

500,000

JPMC

12/18/2024

9

USD

–

(a)

THB

1

JPMC

12/18/2024

–

ZAR

85,788,000

USD

4,786,097

CITI

12/18/2024

146,405

ZAR

85,787,999

USD

4,786,074

JPMC

12/18/2024

146,429

Total

unrealized

appreciation

5,154,903

AUD

230,999

USD

160,031

CITI

12/18/2024

(

202

)

AUD

231,001

USD

160,031

JPMC

12/18/2024

(

201

)

BRL

13,541,298

USD

2,467,980

CITI

**

12/18/2024

(

5,002

)

BRL

13,541,301

USD

2,467,968

JPMC

**

12/18/2024

(

4,988

)

CAD

9,172,178

USD

6,810,536

CITI

12/18/2024

(

14,894

)

CAD

9,172,176

USD

6,810,500

JPMC

12/18/2024

(

14,859

)

CHF

3,009,631

USD

3,606,572

CITI

12/18/2024

(

19,399

)

CHF

3,009,631

USD

3,606,554

JPMC

12/18/2024

(

19,381

)

CNY

27,445,753

USD

3,946,202

CITI

**

12/18/2024

(

4,363

)

CNY

27,445,753

USD

3,946,183

JPMC

**

12/18/2024

(

4,343

)

COP

18,082,796,990

USD

4,327,735

CITI

**

12/18/2024

(

70,973

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MACRO

OPPORTUNITIES

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

121

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

COP

18,082,796,990

USD

4,327,713

JPMC

**

12/18/2024

$

(

70,953

)

EUR

13,771,132

USD

15,416,894

CITI

12/18/2024

(

38,676

)

EUR

13,771,128

USD

15,416,813

JPMC

12/18/2024

(

38,599

)

HUF

3,907,700,501

USD

10,986,188

CITI

12/18/2024

(

67,170

)

HUF

3,907,700,502

USD

10,986,133

JPMC

12/18/2024

(

67,115

)

IDR

1,000,000,000

USD

65,886

CITI

**

12/18/2024

(

244

)

IDR

1,000,000,000

USD

65,885

JPMC

**

12/18/2024

(

244

)

ILS

6,619,000

USD

1,794,648

CITI

12/18/2024

(

14,862

)

ILS

6,619,000

USD

1,794,639

JPMC

12/18/2024

(

14,853

)

INR

190,000,000

USD

2,263,136

CITI

**

12/18/2024

(

4,377

)

INR

190,000,000

USD

2,263,125

JPMC

**

12/18/2024

(

4,366

)

JPY

3,145,691,940

USD

22,311,632

CITI

12/18/2024

(

188,377

)

JPY

3,145,691,934

USD

22,311,520

JPMC

12/18/2024

(

188,265

)

KRW

1,215,089,750

USD

925,228

CITI

**

12/18/2024

(

258

)

KRW

1,215,089,749

USD

925,223

JPMC

**

12/18/2024

(

253

)

MXN

147,910,998

USD

7,501,170

CITI

12/18/2024

(

79,671

)

MXN

147,910,999

USD

7,501,133

JPMC

12/18/2024

(

79,634

)

NOK

39,445,966

USD

3,754,401

CITI

12/18/2024

(

14,930

)

NOK

39,445,967

USD

3,754,382

JPMC

12/18/2024

(

14,912

)

PHP

36,875,000

USD

660,749

CITI

**

12/18/2024

(

3,978

)

PHP

36,875,000

USD

660,733

JPMC

**

12/18/2024

(

3,962

)

PLN

4,136,044

USD

1,076,691

CITI

12/18/2024

(

4,711

)

PLN

4,136,045

USD

1,076,686

JPMC

12/18/2024

(

4,706

)

SEK

4,566,115

USD

451,611

CITI

12/18/2024

(

259

)

SEK

4,566,113

USD

451,608

JPMC

12/18/2024

(

257

)

SGD

2,199,500

USD

1,722,043

CITI

12/18/2024

(

4,038

)

SGD

2,199,500

USD

1,722,035

JPMC

12/18/2024

(

4,030

)

TWD

68,179,546

USD

2,185,339

CITI

**

12/18/2024

(

10,879

)

TWD

68,179,545

USD

2,185,329

JPMC

**

12/18/2024

(

10,869

)

USD

8,400,794

AUD

12,435,178

CITI

12/18/2024

(

203,127

)

USD

8,400,835

AUD

12,435,177

JPMC

12/18/2024

(

203,085

)

USD

1,010,613

BRL

5,627,376

CITI

**

12/18/2024

(

12,930

)

USD

1,010,618

BRL

5,627,376

JPMC

**

12/18/2024

(

12,925

)

USD

4,495,919

CAD

6,082,740

CITI

12/18/2024

(

10,767

)

USD

4,495,941

CAD

6,082,739

JPMC

12/18/2024

(

10,744

)

USD

16,749,798

CHF

14,080,704

CITI

12/18/2024

(

32,966

)

USD

16,749,884

CHF

14,080,706

JPMC

12/18/2024

(

32,881

)

USD

2,373,351

CLP

2,159,601,538

CITI

**

12/18/2024

(

26,623

)

USD

2,373,363

CLP

2,159,601,538

JPMC

**

12/18/2024

(

26,611

)

USD

7,326,425

CNY

51,609,744

CITI

**

12/18/2024

(

85,918

)

USD

7,326,463

CNY

51,609,751

JPMC

**

12/18/2024

(

85,881

)

USD

269,507

COP

1,149,332,061

CITI

**

12/18/2024

(

1,050

)

USD

269,508

COP

1,149,332,061

JPMC

**

12/18/2024

(

1,050

)

USD

1,396,890

CZK

31,602,933

CITI

12/18/2024

(

1,228

)

USD

1,396,897

CZK

31,602,934

JPMC

12/18/2024

(

1,221

)

USD

15,801,124

EUR

14,189,717

CITI

12/18/2024

(

44,530

)

USD

15,801,204

EUR

14,189,718

JPMC

12/18/2024

(

44,449

)

USD

20,738,771

GBP

15,756,210

CITI

12/18/2024

(

322,783

)

USD

20,738,869

GBP

15,756,206

JPMC

12/18/2024

(

322,680

)

USD

1,606,287

HUF

580,000,000

CITI

12/18/2024

(

14,367

)

USD

1,606,295

HUF

580,000,000

JPMC

12/18/2024

(

14,359

)

USD

1,515,003

IDR

23,750,000,000

CITI

**

12/18/2024

(

43,994

)

USD

1,515,011

IDR

23,750,000,000

JPMC

**

12/18/2024

(

43,987

)

USD

230,416

ILS

862,500

CITI

12/18/2024

(

1,502

)

USD

230,417

ILS

862,500

JPMC

12/18/2024

(

1,501

)

USD

59,325

INR

5,000,000

CITI

**

12/18/2024

(

116

)

USD

59,325

INR

5,000,000

JPMC

**

12/18/2024

(

116

)

USD

8,988,766

JPY

1,287,638,766

CITI

12/18/2024

(

67,036

)

122

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MACRO

OPPORTUNITIES

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

8,988,811

JPY

1,287,638,766

JPMC

12/18/2024

$

(

66,990

)

USD

12,296,109

KRW

16,310,200,000

CITI

**

12/18/2024

(

119,802

)

USD

12,296,171

KRW

16,310,199,999

JPMC

**

12/18/2024

(

119,740

)

USD

3,342,319

MXN

67,249,999

CITI

12/18/2024

(

31,980

)

USD

3,342,336

MXN

67,250,003

JPMC

12/18/2024

(

31,964

)

USD

273,627

NOK

2,894,751

CITI

12/18/2024

(

794

)

USD

273,628

NOK

2,894,748

JPMC

12/18/2024

(

793

)

USD

32,476,624

NZD

51,953,815

CITI

12/18/2024

(

533,848

)

USD

32,476,785

NZD

51,953,813

JPMC

12/18/2024

(

533,685

)

USD

592,315

PEN

2,223,323

CITI

**

12/18/2024

(

6,990

)

USD

592,318

PEN

2,223,323

JPMC

**

12/18/2024

(

6,987

)

USD

4,849,044

PHP

273,392,562

CITI

**

12/18/2024

(

20,271

)

USD

4,849,068

PHP

273,392,562

JPMC

**

12/18/2024

(

20,247

)

USD

946,467

PLN

3,664,753

CITI

12/18/2024

(

3,364

)

USD

946,471

PLN

3,664,751

JPMC

12/18/2024

(

3,358

)

USD

3,774,688

SEK

38,456,997

CITI

12/18/2024

(

26,713

)

USD

3,774,708

SEK

38,457,005

JPMC

12/18/2024

(

26,694

)

USD

15,536,013

SGD

20,138,001

CITI

12/18/2024

(

193,555

)

USD

15,536,089

SGD

20,137,999

JPMC

12/18/2024

(

193,477

)

USD

1,895,545

THB

63,375,000

CITI

12/18/2024

(

84,243

)

USD

1,895,554

THB

63,374,999

JPMC

12/18/2024

(

84,233

)

USD

9,569,762

ZAR

172,334,638

CITI

12/18/2024

(

338,861

)

USD

9,569,810

ZAR

172,334,637

JPMC

12/18/2024

(

338,814

)

ZAR

52,267,138

USD

3,025,258

CITI

12/18/2024

(

20,085

)

ZAR

52,267,138

USD

3,025,243

JPMC

12/18/2024

(

20,070

)

Total

unrealized

depreciation

(

5,592,038

)

Net

unrealized

depreciation

$

(

437,135

)

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

(a)

Represents

less

than

$0.05.

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

Funds

|

N-PORT

Part

F

|

September

2024

123

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

158.4%

COMMON

STOCKS

-

68.4%

Communication

Services

-

2

.9

%

Diversified

Telecommunication

Services

-

0

.9

%

AT&T,

Inc.

(a)

135,914

2,990,108

Cellnex

Telecom

SA

(Spain)

(2)(a)

(b)

22,201

900,091

Deutsche

Telekom

AG

(Registered)

(Germany)

(2)(a)

101,833

2,990,759

Elisa

OYJ

(Finland)

(2)(a)

4,627

245,298

HKT

Trust

&

HKT

Ltd.

(Hong

Kong)

(2)(a)

134,000

171,271

Iridium

Communications,

Inc.

(a)(c)

38,136

1,161,241

Koninklijke

KPN

NV

(Netherlands)

(2)(a)

104,748

427,821

Liberty

Global

Ltd.,

Class

C

(Belgium)

*(a)(c)

25,549

552,114

Orange

SA

(France)

(2)(a)

170,775

1,955,870

Proximus

SADP

(Belgium)

(a)

13,239

103,159

Quebecor,

Inc.,

Class

B

(Canada)

(a)

25,751

672,312

Telia

Co.

AB

(Sweden)

(a)

309,161

999,704

13,169,748

Entertainment

-

0

.7

%

Capcom

Co.

Ltd.

(Japan)

(2)(a)

81,200

1,893,920

CTS

Eventim

AG

&

Co.

KGaA

(Germany)

(2)(a)

1,250

130,157

Konami

Group

Corp.

(Japan)

(2)(a)

1,700

173,363

Live

Nation

Entertainment,

Inc.

*(a)

(c)

4,516

494,457

Madison

Square

Garden

Sports

Corp.,

Class

A

*(a)(c)

530

110,378

Netflix,

Inc.

*(a)

2,417

1,714,305

Nexon

Co.

Ltd.

(Japan)

(2)(a)

11,900

236,476

Playtika

Holding

Corp.

(a)

65,204

516,416

ROBLOX

Corp.,

Class

A

*(a)(c)

36,683

1,623,589

Roku,

Inc.,

Class

A

*(a)(c)

15,768

1,177,239

Sea

Ltd.,

ADR

(Singapore)

*(a)(c)

13,742

1,295,596

Square

Enix

Holdings

Co.

Ltd.

(Japan)

(2)(a)

42,500

1,687,156

Toei

Animation

Co.

Ltd.

(Japan)

(2)

(a)

4,700

99,349

11,152,401

Interactive

Media

&

Services

-

0

.3

%

Auto

Trader

Group

plc

(United

Kingdom)

(2)(a)(b)

134,132

1,559,309

Pinterest,

Inc.,

Class

A

*(a)

26,111

845,213

Scout24

SE

(Germany)

(2)(a)(b)

3,657

314,860

Snap,

Inc.,

Class

A

*(a)(c)

110,445

1,181,761

3,901,143

Media

-

0

.7

%

Comcast

Corp.,

Class

A

(a)

82,163

3,431,948

Dentsu

Group,

Inc.

(Japan)

(2)(a)

4,500

138,699

New

York

Times

Co.

(The),

Class

A

(a)

17,404

968,881

News

Corp.,

Class

A

(a)

68,384

1,821,066

INVESTMENTS

SHARES

VALUE

($)

Media

-

0.7%

(continued)

Publicis

Groupe

SA

(France)

(2)(a)

8,840

967,418

Schibsted

ASA,

Class

A

(Norway)

(a)

8,458

272,985

Sirius

XM

Holdings,

Inc.

(a)

16,411

388,120

TBS

Holdings,

Inc.

(Japan)

(2)(a)

40,800

1,116,710

Trade

Desk,

Inc.

(The),

Class

A

*(a)

(c)

8,437

925,117

Vivendi

SE

(France)

(2)(a)

54,567

631,242

10,662,186

Wireless

Telecommunication

Services

-

0

.3

%

Freenet

AG

(Germany)

(2)(a)

37,981

1,130,636

KDDI

Corp.

(Japan)

(2)(a)

46,800

1,499,356

Millicom

International

Cellular

SA,

SDR

(Guatemala)

(2)*

11,155

303,077

SoftBank

Group

Corp.

(Japan)

(2)(a)

33,400

1,981,162

4,914,231

Total

Communication

Services

43,799,709

Consumer

Discretionary

-

9

.4

%

Automobile

Components

-

0

.7

%

Aisin

Corp.

(Japan)

(2)(a)

38,100

423,352

Autoliv,

Inc.

(Sweden)

(a)(c)

15,656

1,461,801

BorgWarner,

Inc.

(a)(c)

25,085

910,335

Denso

Corp.

(Japan)

(2)(a)

22,500

338,206

Niterra

Co.

Ltd.

(Japan)

(2)(a)

70,000

1,972,273

Pirelli

&

C

SpA

(Italy)

(2)(a)(b)

281,404

1,708,898

Stanley

Electric

Co.

Ltd.

(Japan)

(2)

(a)

31,900

597,936

Sumitomo

Electric

Industries

Ltd.

(Japan)

(2)(a)

99,800

1,620,522

Valeo

SE

(France)

(2)(a)

27,608

334,057

Yokohama

Rubber

Co.

Ltd.

(The)

(Japan)

(2)(a)

52,300

1,175,489

10,542,869

Automobiles

-

0

.5

%

Ferrari

NV

(Italy)

(2)(a)

3,970

1,860,347

General

Motors

Co.

(a)

18,623

835,055

Harley-Davidson,

Inc.

(a)(c)

3,205

123,489

Honda

Motor

Co.

Ltd.

(Japan)

(2)(a)

47,900

511,397

Mazda

Motor

Corp.

(Japan)

(2)(a)

13,000

99,327

Mitsubishi

Motors

Corp.

(Japan)

(2)

(a)

92,400

251,395

Renault

SA

(France)

(2)(a)

28,973

1,259,539

Rivian

Automotive,

Inc.,

Class

A

*(a)

(c)

43,964

493,276

Suzuki

Motor

Corp.

(Japan)

(2)(a)

23,400

263,481

Yamaha

Motor

Co.

Ltd.

(Japan)

(2)

(a)

178,900

1,611,193

7,308,499

Broadline

Retail

-

0

.6

%

Amazon.com,

Inc.

*(a)(c)

797

148,505

Dollarama,

Inc.

(Canada)

(a)

1,576

161,440

MercadoLibre,

Inc.

(Brazil)

*

562

1,153,201

124

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Broadline

Retail

-

0.6%

(continued)

Pan

Pacific

International

Holdings

Corp.

(Japan)

(2)(a)

11,000

285,822

Prosus

NV

(China)

*

50,436

2,204,168

Rakuten

Group,

Inc.

(Japan)

(2)*(a)

118,600

765,256

Ryohin

Keikaku

Co.

Ltd.

(Japan)

(2)

(a)

196,100

3,600,945

8,319,337

Distributors

-

0

.0

%

†

D'ieteren

Group

(Belgium)

(2)(a)

1,352

286,290

Genuine

Parts

Co.

(a)(c)

1,678

234,383

Inchcape

plc

(United

Kingdom)

(2)

(a)

16,742

178,874

699,547

Diversified

Consumer

Services

-

0

.4

%

Bright

Horizons

Family

Solutions,

Inc.

*(a)(c)

10,702

1,499,671

Duolingo,

Inc.,

Class

A

*(a)(c)

437

123,243

Graham

Holdings

Co.,

Class

B

(a)

543

446,194

Grand

Canyon

Education,

Inc.

*(a)

5,760

817,056

H&R

Block,

Inc.

(a)(c)

14,927

948,611

Pearson

plc

(United

Kingdom)

(2)(a)

98,289

1,336,179

5,170,954

Hotels,

Restaurants

&

Leisure

-

1

.9

%

Accor

SA

(France)

(2)(a)

3,028

131,627

Aramark

(a)

13,347

516,929

Aristocrat

Leisure

Ltd.

(Australia)

(2)(a)

70,608

2,850,764

Booking

Holdings,

Inc.

(a)

564

2,375,636

Cava

Group,

Inc.

*(a)

2,317

286,960

Chipotle

Mexican

Grill,

Inc.,

Class

A

*(a)

6,822

393,084

Compass

Group

plc

(United

Kingdom)

(2)(a)

23,316

747,504

Delivery

Hero

SE

(South

Korea)

(2)*(b)

26,548

1,074,385

Domino's

Pizza,

Inc.

(a)

1,093

470,143

DoorDash,

Inc.,

Class

A

*(a)

9,644

1,376,488

DraftKings,

Inc.,

Class

A

*(a)

6,421

251,703

Entain

plc

(United

Kingdom)

(2)(a)

10,458

106,851

Evolution

AB

(Sweden)

(2)(a)(b)

14,968

1,472,149

Expedia

Group,

Inc.

*(a)

8,412

1,245,144

Flutter

Entertainment

plc

(United

Kingdom)

*(a)(c)

2,042

484,526

Hilton

Worldwide

Holdings,

Inc.

(a)

(c)

5,991

1,380,925

InterContinental

Hotels

Group

plc

(United

Kingdom)

(2)(a)

25,762

2,805,486

La

Francaise

des

Jeux

SAEM

(France)

(2)(a)(b)

10,766

443,016

Light

&

Wonder,

Inc.

*(a)

13,632

1,236,831

McDonald's

Holdings

Co.

Japan

Ltd.

(Japan)

(2)(a)

12,200

581,300

Norwegian

Cruise

Line

Holdings

Ltd.

*(a)

17,410

357,079

INVESTMENTS

SHARES

VALUE

($)

Hotels,

Restaurants

&

Leisure

-

1.9%

(continued)

Skylark

Holdings

Co.

Ltd.

(Japan)

(2)(a)

8,100

130,678

Sodexo

SA

(France)

(a)

4,162

341,215

Starbucks

Corp.

(a)(c)

16,594

1,617,749

Texas

Roadhouse,

Inc.,

Class

A

(a)

6,265

1,106,399

Travel

+

Leisure

Co.

(a)(c)

20,185

930,125

Wendy's

Co.

(The)

(a)(c)

71,028

1,244,411

Wingstop,

Inc.

(a)

3,020

1,256,562

Zensho

Holdings

Co.

Ltd.

(Japan)

(2)(a)

14,400

797,846

28,013,515

Household

Durables

-

1

.1

%

DR

Horton,

Inc.

(a)(c)

9,049

1,726,278

Electrolux

AB,

Class

B

(Sweden)

(2)*(a)

199,454

1,937,248

Garmin

Ltd.

(a)(c)

6,912

1,216,719

Haseko

Corp.

(Japan)

(2)(a)

8,300

108,867

Lennar

Corp.,

Class

A

(a)

14,443

2,707,774

Mohawk

Industries,

Inc.

*(a)

12,744

2,047,706

NVR,

Inc.

*(a)

137

1,344,216

Sekisui

Chemical

Co.

Ltd.

(Japan)

(2)(a)

35,500

555,069

Sony

Group

Corp.

(Japan)

(2)(a)

110,500

2,146,749

Sumitomo

Forestry

Co.

Ltd.

(Japan)

(2)(a)

12,600

620,232

Toll

Brothers,

Inc.

(a)

8,994

1,389,483

15,800,341

Leisure

Products

-

0

.4

%

Bandai

Namco

Holdings,

Inc.

(Japan)

(2)(a)

40,500

924,136

Hasbro,

Inc.

(a)

40,242

2,910,302

Mattel,

Inc.

*(a)(c)

43,476

828,218

Shimano,

Inc.

(Japan)

(2)(a)

9,900

1,884,641

6,547,297

Specialty

Retail

-

2

.3

%

ABC-Mart,

Inc.

(Japan)

(2)(a)

59,100

1,256,036

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

3,569

499,303

AutoZone,

Inc.

*(a)(c)

679

2,138,877

Best

Buy

Co.,

Inc.

(a)(c)

11,860

1,225,138

Burlington

Stores,

Inc.

*(a)(c)

5,293

1,394,600

Carvana

Co.,

Class

A

*(a)(c)

2,205

383,913

Dick's

Sporting

Goods,

Inc.

(a)

5,311

1,108,406

Gap,

Inc.

(The)

(a)(c)

45,459

1,002,371

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(Sweden)

(2)(a)

126,067

2,147,124

Home

Depot,

Inc.

(The)

(a)(c)

4,775

1,934,830

Industria

de

Diseno

Textil

SA

(Spain)

(2)(a)

75,687

4,482,675

JB

Hi-Fi

Ltd.

(Australia)

(2)(a)

45,866

2,524,314

Murphy

USA,

Inc.

(a)

917

451,962

Penske

Automotive

Group,

Inc.

(a)

11,865

1,927,113

Ross

Stores,

Inc.

(a)(c)

10,461

1,574,485

Shimamura

Co.

Ltd.

(Japan)

(2)(a)

26,600

1,453,046

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

125

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Specialty

Retail

-

2.3%

(continued)

TJX

Cos.,

Inc.

(The)

(a)

12,929

1,519,675

USS

Co.

Ltd.

(Japan)

(2)(a)

81,900

777,393

Wayfair,

Inc.,

Class

A

*(a)(c)

42,474

2,386,189

Williams-Sonoma,

Inc.

(a)(c)

8,550

1,324,566

Zalando

SE

(Germany)

(2)*(a)(b)

98,491

3,255,317

34,767,333

Textiles,

Apparel

&

Luxury

Goods

-

1

.5

%

adidas

AG

(Germany)

(2)(a)

10,594

2,807,269

Asics

Corp.

(Japan)

(2)(a)

180,100

3,783,566

Brunello

Cucinelli

SpA

(Italy)

(2)(a)

3,786

408,737

Carter's,

Inc.

(a)

4,810

312,554

Deckers

Outdoor

Corp.

*(a)

8,328

1,327,900

Hermes

International

SCA

(France)

(2)(a)

1,942

4,781,897

LVMH

Moet

Hennessy

Louis

Vuitton

SE

(France)

(2)(a)

569

436,352

NIKE,

Inc.,

Class

B

(a)

3,221

284,736

Pandora

A/S

(Denmark)

(2)(a)

10,234

1,686,748

PVH

Corp.

(a)(c)

13,817

1,393,168

Ralph

Lauren

Corp.,

Class

A

(a)(c)

5,243

1,016,460

Skechers

USA,

Inc.,

Class

A

*(a)

24,514

1,640,477

Tapestry,

Inc.

(a)(c)

22,637

1,063,486

Under

Armour,

Inc.,

Class

A

*(a)(c)

115,846

1,032,188

VF

Corp.

(a)(c)

10,360

206,682

22,182,220

Total

Consumer

Discretionary

139,351,912

Consumer

Staples

-

4

.2

%

Beverages

-

0

.8

%

Asahi

Group

Holdings

Ltd.

(Japan)

(2)(a)

54,000

707,776

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

4,096

1,184,317

Carlsberg

A/S,

Class

B

(Denmark)

(2)(a)

4,483

533,821

Coca-Cola

Co.

(The)

(a)

30,610

2,199,635

Coca-Cola

Consolidated,

Inc.

(a)

2,344

3,085,642

Coca-Cola

HBC

AG

(Italy)

(2)(a)

3,258

116,155

Constellation

Brands,

Inc.,

Class

A

(a)(c)

4,811

1,239,747

Kirin

Holdings

Co.

Ltd.

(Japan)

(2)

(a)

27,000

411,476

Molson

Coors

Beverage

Co.,

Class

B

(a)(c)

25,337

1,457,384

Royal

Unibrew

A/S

(Denmark)

(2)*(a)

6,674

559,930

Suntory

Beverage

&

Food

Ltd.

(Japan)

(2)(a)

8,200

308,762

11,804,645

Consumer

Staples

Distribution

&

Retail

-

1

.3

%

Coles

Group

Ltd.

(Australia)

(2)(a)

30,167

376,077

Cosmos

Pharmaceutical

Corp.

(Japan)

(2)(a)

2,200

114,000

Costco

Wholesale

Corp.

(a)(c)

2,843

2,520,376

INVESTMENTS

SHARES

VALUE

($)

Consumer

Staples

Distribution

&

Retail

-

1.3%

(continued)

Empire

Co.

Ltd.,

Class

A

(Canada)

(a)

30,685

937,714

George

Weston

Ltd.

(Canada)

(a)

5,138

862,380

Loblaw

Cos.

Ltd.

(Canada)

(a)

3,692

491,593

Marks

&

Spencer

Group

plc

(United

Kingdom)

(2)(a)

577,675

2,882,861

Metro,

Inc.,

Class

A

(Canada)

(a)

2,715

171,619

Ocado

Group

plc

(United

Kingdom)

(2)*(a)

34,238

176,565

Performance

Food

Group

Co.

*(a)

9,694

759,719

Sundrug

Co.

Ltd.

(Japan)

(2)(a)

4,600

136,115

Sysco

Corp.

(a)(c)

13,997

1,092,606

Tesco

plc

(United

Kingdom)

(2)(a)

542,062

2,602,607

US

Foods

Holding

Corp.

*(a)

26,424

1,625,076

Walmart,

Inc.

(a)(c)

49,895

4,029,021

18,778,329

Food

Products

-

1

.3

%

AAK

AB

(Sweden)

(2)(a)

33,218

1,089,243

Archer-Daniels-Midland

Co.

(a)(c)

14,877

888,752

Associated

British

Foods

plc

(United

Kingdom)

(2)(a)

32,030

1,001,023

Campbell

Soup

Co.

(a)(c)

12,091

591,492

Conagra

Brands,

Inc.

(a)

3,122

101,527

Darling

Ingredients,

Inc.

*(a)

18,443

685,342

Flowers

Foods,

Inc.

(a)(c)

25,244

582,379

Freshpet,

Inc.

*(a)(c)

1,284

175,613

Ingredion,

Inc.

(a)(c)

10,803

1,484,656

Lancaster

Colony

Corp.

(a)(c)

636

112,299

McCormick

&

Co.,

Inc.

(Non-Voting)

(a)

5,494

452,156

Mondelez

International,

Inc.,

Class

A

(a)

31,444

2,316,480

NH

Foods

Ltd.

(Japan)

(2)(a)

25,400

941,711

Nisshin

Seifun

Group,

Inc.

(Japan)

(2)(a)

72,800

921,425

Pilgrim's

Pride

Corp.

*(a)(c)

21,051

969,399

Seaboard

Corp.

(a)(c)

47

147,439

Tate

&

Lyle

plc

(United

Kingdom)

(a)

50,895

464,401

Toyo

Suisan

Kaisha

Ltd.

(Japan)

(2)

(a)

38,400

2,521,154

Tyson

Foods,

Inc.,

Class

A

(a)

20,208

1,203,589

WH

Group

Ltd.

(Hong

Kong)

(2)(a)

(b)

1,400,000

1,102,639

Yamazaki

Baking

Co.

Ltd.

(Japan)

(2)(a)

61,900

1,226,513

18,979,232

Household

Products

-

0

.3

%

Colgate-Palmolive

Co.

(a)(c)

36,685

3,808,270

Spectrum

Brands

Holdings,

Inc.

(a)

(c)

6,770

644,097

4,452,367

Personal

Care

Products

-

0

.3

%

Beiersdorf

AG

(Germany)

(2)(a)

5,027

756,663

BellRing

Brands,

Inc.

*(a)

29,839

1,811,824

Kao

Corp.

(Japan)

(2)(a)

12,300

607,947

126

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Personal

Care

Products

-

0.3%

(continued)

L'Oreal

SA

(France)

(2)(a)

3,218

1,443,392

Rohto

Pharmaceutical

Co.

Ltd.

(Japan)

(2)(a)

25,000

625,741

5,245,567

Tobacco

-

0

.2

%

Imperial

Brands

plc

(United

Kingdom)

(2)(a)

35,752

1,039,992

Japan

Tobacco,

Inc.

(Japan)

(2)(a)

11,500

335,326

Philip

Morris

International,

Inc.

(a)(c)

15,315

1,859,241

3,234,559

Total

Consumer

Staples

62,494,699

Energy

-

1

.4

%

Energy

Equipment

&

Services

-

0

.0

%

†

Subsea

7

SA

(United

Kingdom)

(2)

(a)

39,503

637,883

Oil,

Gas

&

Consumable

Fuels

-

1

.4

%

ConocoPhillips

(a)(c)

19,698

2,073,806

Cosmo

Energy

Holdings

Co.

Ltd.

(Japan)

(2)(a)

18,100

998,518

Devon

Energy

Corp.

(a)(c)

21,773

851,760

Exxon

Mobil

Corp.

(a)(c)

15,569

1,824,998

Gaztransport

Et

Technigaz

SA

(France)

(2)(a)

6,632

937,746

Harbour

Energy

plc

(United

Kingdom)

(2)(a)

183,891

655,882

Idemitsu

Kosan

Co.

Ltd.

(Japan)

(2)

(a)

139,100

1,008,662

Inpex

Corp.

(Japan)

(2)(a)

83,400

1,129,134

Kinder

Morgan,

Inc.

(a)(c)

52,810

1,166,573

Koninklijke

Vopak

NV

(Netherlands)

(2)(a)

21,958

1,019,065

Ovintiv,

Inc.

(a)

14,114

540,707

Pembina

Pipeline

Corp.

(Canada)

(a)

15,862

653,855

Shell

plc

(2)(a)

56,841

1,844,021

Targa

Resources

Corp.

(a)(c)

13,946

2,064,148

Texas

Pacific

Land

Corp.

(a)(c)

438

387,516

TotalEnergies

SE

(France)

(2)(a)

28,848

1,873,255

Whitecap

Resources,

Inc.

(Canada)

(a)

131,140

979,344

20,008,990

Total

Energy

20,646,873

Financials

-

9

.1

%

Banks

-

2

.9

%

Banca

Monte

dei

Paschi

di

Siena

SpA

(Italy)

(2)(a)

81,990

473,851

Banco

BPM

SpA

(Italy)

(2)(a)

15,093

101,975

Bank

of

America

Corp.

(a)

32,245

1,279,482

Barclays

plc

(United

Kingdom)

(2)(a)

311,599

936,225

BOC

Hong

Kong

Holdings

Ltd.

(China)

(2)

221,000

700,185

BOK

Financial

Corp.

(a)

5,660

592,149

CaixaBank

SA

(Spain)

(2)(a)

310,937

1,855,655

INVESTMENTS

SHARES

VALUE

($)

Banks

-

2.9%

(continued)

Canadian

Imperial

Bank

of

Commerce

(Canada)

(a)

18,373

1,127,009

Citizens

Financial

Group,

Inc.

(a)

63,988

2,627,987

Comerica,

Inc.

(a)

15,651

937,651

Commerce

Bancshares,

Inc.

(a)(c)

22,160

1,316,304

Cullen/Frost

Bankers,

Inc.

(a)(c)

10,416

1,165,134

Danske

Bank

A/S

(Denmark)

(2)(a)

66,439

1,998,400

East

West

Bancorp,

Inc.

(a)(c)

4,626

382,755

First

Horizon

Corp.

(a)

32,460

504,104

FNB

Corp.

(a)(c)

54,651

771,126

Fukuoka

Financial

Group,

Inc.

(Japan)

(2)(a)

17,900

463,479

Hancock

Whitney

Corp.

(a)

30,419

1,556,540

Huntington

Bancshares,

Inc.

(a)(c)

129,686

1,906,384

International

Bancshares

Corp.

(a)

3,895

232,882

Intesa

Sanpaolo

SpA

(Italy)

(2)(a)

389,985

1,669,409

KeyCorp

(a)(c)

10,020

167,835

Kyoto

Financial

Group,

Inc.

(Japan)

(2)(a)

15,600

241,920

M&T

Bank

Corp.

(a)(c)

4,153

739,732

Mitsubishi

UFJ

Financial

Group,

Inc.

(Japan)

(2)(a)

96,800

994,000

PNC

Financial

Services

Group,

Inc.

(The)

(a)

11,362

2,100,266

Popular,

Inc.

17,843

1,789,118

Prosperity

Bancshares,

Inc.

(a)(c)

4,728

340,747

Royal

Bank

of

Canada

(Canada)

(a)

5,352

667,986

Societe

Generale

SA

(France)

(2)(a)

27,777

692,183

Sumitomo

Mitsui

Financial

Group,

Inc.

(Japan)

(2)(a)

142,800

3,051,154

Texas

Capital

Bancshares,

Inc.

*(a)

(c)

18,437

1,317,508

Truist

Financial

Corp.

(a)

46,037

1,969,002

UMB

Financial

Corp.

(a)(c)

9,070

953,348

UniCredit

SpA

(Italy)

(2)(a)

22,062

968,558

US

Bancorp

(a)(c)

31,916

1,459,519

Valley

National

Bancorp

(a)(c)

69,482

629,507

Western

Alliance

Bancorp

(a)

7,335

634,404

Westpac

Banking

Corp.

(Australia)

(2)(a)

20,388

445,529

Wintrust

Financial

Corp.

(a)

3,230

350,552

Zions

Bancorp

NA

(a)

22,626

1,068,400

43,179,954

Capital

Markets

-

1

.4

%

Ameriprise

Financial,

Inc.

(a)(c)

5,198

2,442,072

Amundi

SA

(France)

(2)(a)(b)

2,403

179,617

Azimut

Holding

SpA

(Italy)

(2)(a)

9,661

249,864

Banca

Generali

SpA

(Italy)

(2)(a)

7,315

328,132

BlackRock,

Inc.

(a)(c)

1,080

1,025,471

Cboe

Global

Markets,

Inc.

(a)(c)

7,631

1,563,363

CME

Group,

Inc.

(a)(c)

11,085

2,445,905

Evercore,

Inc.,

Class

A

(a)(c)

5,332

1,350,809

Federated

Hermes,

Inc.,

Class

B

(a)

49,604

1,823,939

Intercontinental

Exchange,

Inc.

(a)

(c)

5,070

814,445

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

127

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

1.4%

(continued)

Intermediate

Capital

Group

plc

(United

Kingdom)

(2)(a)

85,840

2,563,350

Man

Group

plc

(United

Kingdom)

(2)(a)

330,945

938,119

MarketAxess

Holdings,

Inc.

(a)(c)

871

223,150

Moody's

Corp.

(a)(c)

1,887

895,551

MSCI,

Inc.,

Class

A

(a)(c)

1,098

640,057

Onex

Corp.

(Canada)

(a)

5,352

374,872

Robinhood

Markets,

Inc.,

Class

A

*(a)

6,456

151,200

S&P

Global,

Inc.

(a)

1,776

917,517

Stifel

Financial

Corp.

(a)

12,354

1,160,041

20,087,474

Consumer

Finance

-

0

.2

%

American

Express

Co.

(a)(c)

5,881

1,594,927

Capital

One

Financial

Corp.

(a)

4,858

727,388

FirstCash

Holdings,

Inc.

(a)(c)

984

112,963

OneMain

Holdings,

Inc.

(a)

18,348

863,641

SoFi

Technologies,

Inc.

*(a)(c)

17,511

137,637

3,436,556

Financial

Services

-

1

.4

%

Adyen

NV

(Netherlands)

(2)*(a)(b)

1,731

2,710,088

Affirm

Holdings,

Inc.,

Class

A

*(a)(c)

19,231

785,009

Block,

Inc.,

Class

A

*(a)(c)

16,246

1,090,594

Corebridge

Financial,

Inc.

(a)

5,329

155,394

Corpay,

Inc.

*(a)(c)

2,263

707,776

Essent

Group

Ltd.

(a)(c)

11,272

724,677

Euronet

Worldwide,

Inc.

*(a)

8,526

846,035

EXOR

NV

(Netherlands)

(2)(a)

5,313

569,575

Fidelity

National

Information

Services,

Inc.

(a)

16,898

1,415,208

Fiserv,

Inc.

*(a)(c)

6,675

1,199,164

Global

Payments,

Inc.

(a)(c)

2,356

241,302

GMO

Payment

Gateway,

Inc.

(Japan)

(2)(a)

16,700

1,016,252

M&G

plc

(United

Kingdom)

(2)(a)

232,368

644,555

Mastercard,

Inc.,

Class

A

(a)

4,149

2,048,776

MGIC

Investment

Corp.

(a)

26,516

678,810

ORIX

Corp.

(Japan)

(2)(a)

130,600

3,055,890

PayPal

Holdings,

Inc.

*(a)(c)

23,611

1,842,366

UWM

Holdings

Corp.,

Class

A

(a)(c)

31,887

271,677

Visa,

Inc.,

Class

A

(a)

3,519

967,549

20,970,697

Insurance

-

3

.2

%

Ageas

SA/NV

(Belgium)

(2)(a)

12,841

685,184

AIA

Group

Ltd.

(Hong

Kong)

(2)(a)

273,400

2,387,563

Allianz

SE

(Registered)

(Germany)

(2)(a)

5,418

1,782,084

Allstate

Corp.

(The)

(a)

13,914

2,638,790

American

International

Group,

Inc.

(a)

13,435

983,845

Assurant,

Inc.

(a)

1,900

377,834

Aviva

plc

(United

Kingdom)

(2)(a)

156,682

1,014,792

AXA

SA

(France)

(2)(a)

8,877

341,737

INVESTMENTS

SHARES

VALUE

($)

Insurance

-

3.2%

(continued)

Axis

Capital

Holdings

Ltd.

(a)

15,938

1,268,824

Beazley

plc

(United

Kingdom)

(2)(a)

68,604

700,596

Chubb

Ltd.

(a)

6,328

1,824,932

Cincinnati

Financial

Corp.

(a)

8,138

1,107,745

CNA

Financial

Corp.

(a)

6,365

311,503

CNO

Financial

Group,

Inc.

(a)

53,705

1,885,045

Direct

Line

Insurance

Group

plc

(United

Kingdom)

(2)(a)

163,008

408,923

Fairfax

Financial

Holdings

Ltd.

(Canada)

(a)

316

398,997

Fidelity

National

Financial,

Inc.

(a)

13,943

865,303

First

American

Financial

Corp.

(a)(c)

2,389

157,698

Globe

Life,

Inc.

(a)

6,772

717,223

Hannover

Rueck

SE

(Germany)

(2)

(a)

381

108,760

Hartford

Financial

Services

Group,

Inc.

(The)

(a)

14,417

1,695,583

Hiscox

Ltd.

(United

Kingdom)

(a)

6,591

100,984

iA

Financial

Corp.,

Inc.

(Canada)

(a)

6,082

504,116

Intact

Financial

Corp.

(Canada)

(a)

590

113,293

Kemper

Corp.

(a)

4,354

266,683

Loews

Corp.

(a)(c)

9,177

725,442

Manulife

Financial

Corp.

(Canada)

(a)

22,978

679,087

Mapfre

SA

(Spain)

(2)(a)

305,960

814,802

Markel

Group,

Inc.

*(a)(c)

523

820,367

Marsh

&

McLennan

Cos.,

Inc.

(a)(c)

5,302

1,182,823

MetLife,

Inc.

(a)(c)

19,387

1,599,040

MS&AD

Insurance

Group

Holdings,

Inc.

(Japan)

(2)(a)

86,800

2,040,163

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(Germany)

(2)(a)

3,714

2,046,579

Old

Republic

International

Corp.

(a)

13,444

476,186

Poste

Italiane

SpA

(Italy)

(2)(a)(b)

95,862

1,346,203

Principal

Financial

Group,

Inc.

(a)

5,012

430,531

Progressive

Corp.

(The)

(a)

10,160

2,578,202

Reinsurance

Group

of

America,

Inc.

(a)

782

170,374

SCOR

SE

(France)

(2)(a)

10,898

243,790

Selective

Insurance

Group,

Inc.

(a)

(c)

1,119

104,403

Suncorp

Group

Ltd.

(Australia)

(2)(a)

38,552

481,409

Talanx

AG

(Germany)

(2)(a)

4,144

349,318

Tokio

Marine

Holdings,

Inc.

(Japan)

(2)(a)

52,500

1,935,908

Travelers

Cos.,

Inc.

(The)

(a)(c)

12,116

2,836,598

Unipol

Gruppo

SpA

(Italy)

(2)(a)

102,492

1,219,868

Unum

Group

(a)

2,338

138,971

W

R

Berkley

Corp.

(a)

19,290

1,094,322

Zurich

Insurance

Group

AG

(Switzerland)

(2)(a)

1,617

976,927

46,939,350

Total

Financials

134,614,031

128

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

-

7

.0

%

Biotechnology

-

0

.7

%

Alnylam

Pharmaceuticals,

Inc.

*(a)

(c)

8,537

2,347,931

Apellis

Pharmaceuticals,

Inc.

*(a)(c)

8,916

257,137

Argenx

SE

(Netherlands)

(2)*(a)

1,518

820,768

BioMarin

Pharmaceutical,

Inc.

*(a)

(c)

2,384

167,571

Exact

Sciences

Corp.

*(a)(c)

13,242

902,045

Exelixis,

Inc.

*(a)

20,822

540,331

GRAIL,

Inc.

*(a)(c)

7,025

96,664

Grifols

SA

(Spain)

(2)*(a)

55,353

629,078

Natera,

Inc.

*(a)(c)

11,739

1,490,266

Ultragenyx

Pharmaceutical,

Inc.

*(a)

31,334

1,740,604

United

Therapeutics

Corp.

*(a)(c)

4,481

1,605,766

Viking

Therapeutics,

Inc.

*(a)(c)

6,239

394,991

10,993,152

Health

Care

Equipment

&

Supplies

-

2

.1

%

Abbott

Laboratories

(a)(c)

22,395

2,553,254

Alcon,

Inc.

(2)(a)

8,448

845,478

Align

Technology,

Inc.

*(a)(c)

5,475

1,392,402

Asahi

Intecc

Co.

Ltd.

(Japan)

(2)(a)

5,200

91,485

Becton

Dickinson

&

Co.

(a)(c)

7,928

1,911,441

Boston

Scientific

Corp.

*(a)

21,887

1,834,131

ConvaTec

Group

plc

(United

Kingdom)

(2)(a)(b)

267,033

811,034

Cooper

Cos.,

Inc.

(The)

*(a)

14,077

1,553,256

Demant

A/S

(Denmark)

(2)*(a)

13,602

529,543

Dexcom,

Inc.

*(a)

5,252

352,094

Edwards

Lifesciences

Corp.

*(a)(c)

8,006

528,316

Elekta

AB,

Class

B

(Sweden)

(2)(a)

19,979

142,429

EssilorLuxottica

SA

(France)

(2)(a)

640

151,632

Getinge

AB,

Class

B

(Sweden)

(2)

(a)

12,483

268,655

Hoya

Corp.

(Japan)

(2)(a)

25,000

3,462,589

IDEXX

Laboratories,

Inc.

*(a)

1,783

900,807

Inspire

Medical

Systems,

Inc.

*(a)(c)

15,546

3,280,983

Intuitive

Surgical,

Inc.

*(a)

2,374

1,166,275

Koninklijke

Philips

NV

(Netherlands)

(2)*(a)

11,465

375,887

Lantheus

Holdings,

Inc.

*(a)(c)

3,285

360,529

LivaNova

plc

*(a)

5,466

287,184

Masimo

Corp.

*(a)(c)

2,035

271,326

Medtronic

plc

(a)

19,220

1,730,377

QuidelOrtho

Corp.

*(a)

24,647

1,123,903

ResMed,

Inc.

(a)

6,154

1,502,314

Sonova

Holding

AG

(Registered)

(Switzerland)

(2)(a)

3,122

1,124,530

Stryker

Corp.

(a)(c)

9,552

3,450,755

32,002,609

Health

Care

Providers

&

Services

-

1

.1

%

Alfresa

Holdings

Corp.

(Japan)

(2)

(a)

58,900

931,679

Cardinal

Health,

Inc.

(a)

11,667

1,289,437

Cencora,

Inc.

(a)(c)

3,655

822,667

INVESTMENTS

SHARES

VALUE

($)

Health

Care

Providers

&

Services

-

1.1%

(continued)

Centene

Corp.

*(a)

1,418

106,747

Cigna

Group

(The)

(a)(c)

7,000

2,425,080

DaVita,

Inc.

*(a)(c)

2,729

447,365

Elevance

Health,

Inc.

(a)

2,030

1,055,600

Fresenius

Medical

Care

AG

(Germany)

(2)(a)

3,663

155,647

HCA

Healthcare,

Inc.

(a)(c)

8,454

3,435,959

Medipal

Holdings

Corp.

(Japan)

(2)

(a)

26,000

453,157

Tenet

Healthcare

Corp.

*(a)

15,098

2,509,288

Universal

Health

Services,

Inc.,

Class

B

(a)

9,110

2,086,281

15,718,907

Health

Care

Technology

-

0

.3

%

Pro

Medicus

Ltd.

(Australia)

(2)(a)

24,410

3,004,494

Veeva

Systems,

Inc.,

Class

A

*(a)(c)

9,686

2,032,801

5,037,295

Life

Sciences

Tools

&

Services

-

1

.1

%

10X

Genomics,

Inc.,

Class

A

*(a)(c)

40,094

905,322

Agilent

Technologies,

Inc.

(a)

11,831

1,756,667

Bruker

Corp.

(a)

23,314

1,610,065

Illumina,

Inc.

*(a)(c)

13,087

1,706,676

IQVIA

Holdings,

Inc.

*(a)(c)

11,132

2,637,950

Lonza

Group

AG

(Registered)

(Switzerland)

(2)(a)

3,702

2,349,229

Medpace

Holdings,

Inc.

*(a)(c)

5,267

1,758,125

QIAGEN

NV

(2)*(a)

8,573

387,533

Sotera

Health

Co.

*(a)(c)

38,477

642,566

Thermo

Fisher

Scientific,

Inc.

(a)(c)

3,974

2,458,197

16,212,330

Pharmaceuticals

-

1

.7

%

Astellas

Pharma,

Inc.

(Japan)

(2)(a)

39,200

453,049

Bristol-Myers

Squibb

Co.

(a)

39,652

2,051,595

Eli

Lilly

&

Co.

(a)

4,463

3,953,950

GSK

plc

(2)(a)

149,484

3,043,647

Intra-Cellular

Therapies,

Inc.

*(a)(c)

3,901

285,436

Ipsen

SA

(France)

(2)(a)

4,949

609,620

Merck

&

Co.,

Inc.

(a)(c)

5,449

618,788

Novartis

AG

(Registered)

(Switzerland)

(2)(a)

40,404

4,652,213

Novo

Nordisk

A/S,

Class

B

(Denmark)

(2)(a)

10,441

1,238,423

Otsuka

Holdings

Co.

Ltd.

(Japan)

(2)(a)

31,200

1,772,133

Santen

Pharmaceutical

Co.

Ltd.

(Japan)

(2)(a)

208,100

2,526,195

Shionogi

&

Co.

Ltd.

(Japan)

(2)(a)

9,600

137,608

Takeda

Pharmaceutical

Co.

Ltd.

(Japan)

(2)(a)

25,500

734,747

UCB

SA

(Belgium)

(2)(a)

2,420

436,851

Zoetis,

Inc.,

Class

A

(a)(c)

10,971

2,143,514

24,657,769

Total

Health

Care

104,622,062

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

129

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Industrials

-

14

.8

%

Aerospace

&

Defense

-

1

.9

%

Airbus

SE

(France)

(2)(a)

4,311

630,942

BAE

Systems

plc

(United

Kingdom)

(2)(a)

123,761

2,054,689

Bombardier,

Inc.,

Class

B

(Canada)

*(a)

4,988

379,545

Curtiss-Wright

Corp.

(a)(c)

3,946

1,297,011

Dassault

Aviation

SA

(France)

(2)(a)

3,242

669,435

GE

Aerospace

(a)(c)

16,355

3,084,226

General

Dynamics

Corp.

(a)(c)

5,034

1,521,275

Hexcel

Corp.

(a)(c)

14,225

879,532

Howmet

Aerospace,

Inc.

(a)(c)

22,799

2,285,600

Huntington

Ingalls

Industries,

Inc.

(a)(c)

3,628

959,171

Kongsberg

Gruppen

ASA

(Norway)

(2)(a)

28,252

2,759,639

Lockheed

Martin

Corp.

(a)(c)

1,255

733,623

Northrop

Grumman

Corp.

(a)

947

500,082

Rheinmetall

AG

(Germany)

(2)(a)

2,972

1,615,657

Rolls-Royce

Holdings

plc

(United

Kingdom)

(2)*(a)

435,479

3,082,099

Safran

SA

(France)

(2)(a)

6,976

1,641,613

Textron,

Inc.

(a)

13,546

1,199,905

Thales

SA

(France)

(2)(a)

5,832

926,887

Woodward,

Inc.

(a)

8,765

1,503,285

27,724,216

Air

Freight

&

Logistics

-

0

.2

%

Expeditors

International

of

Washington,

Inc.

(a)(c)

10,390

1,365,246

InPost

SA

(Poland)

(2)*

21,454

405,054

International

Distribution

Services

plc

(United

Kingdom)

(a)

153,613

703,197

NIPPON

EXPRESS

HOLDINGS,

Inc.

(Japan)

(2)(a)

8,700

458,201

2,931,698

Building

Products

-

1

.2

%

AGC,

Inc.

(Japan)

(2)(a)

8,400

272,582

Belimo

Holding

AG

(Registered)

(Switzerland)

(2)(a)

677

483,317

Builders

FirstSource,

Inc.

*(a)(c)

9,498

1,841,282

Carlisle

Cos.,

Inc.

(a)(c)

3,468

1,559,733

Geberit

AG

(Registered)

(Switzerland)

(2)(a)

776

506,577

Lennox

International,

Inc.

(a)(c)

4,030

2,435,289

Lixil

Corp.

(Japan)

(2)(a)

32,300

387,069

Masco

Corp.

(a)

39,113

3,283,145

ROCKWOOL

A/S,

Class

B

(Denmark)

(2)(a)

609

285,899

Sanwa

Holdings

Corp.

(Japan)

(2)

(a)

36,500

971,723

Trane

Technologies

plc

(a)

8,837

3,435,207

UFP

Industries,

Inc.

(a)

13,253

1,738,926

17,200,749

INVESTMENTS

SHARES

VALUE

($)

Commercial

Services

&

Supplies

-

0

.7

%

Brambles

Ltd.

(Australia)

(2)(a)

72,729

954,625

Cintas

Corp.

(a)(c)

17,928

3,691,017

Clean

Harbors,

Inc.

*(a)

4,406

1,064,974

Copart,

Inc.

*(a)(c)

10,128

530,707

ISS

A/S

(Denmark)

(2)(a)

76,328

1,523,351

Sohgo

Security

Services

Co.

Ltd.

(Japan)

(2)(a)

116,700

849,306

SPIE

SA

(France)

(2)(a)

21,950

839,349

TOPPAN

Holdings,

Inc.

(Japan)

(2)

(a)

23,300

693,462

Veralto

Corp.

(a)

4,037

451,579

Vestis

Corp.

(a)

7,264

108,234

Waste

Connections,

Inc.

(a)(c)

960

171,667

10,878,271

Construction

&

Engineering

-

0

.9

%

ACS

Actividades

de

Construccion

y

Servicios

SA

(Spain)

(2)(a)

26,460

1,221,318

AECOM

(a)

17,685

1,826,330

AtkinsRealis

Group,

Inc.

(Canada)

(a)

9,142

371,439

Bouygues

SA

(France)

(2)(a)

23,153

774,958

Comfort

Systems

USA,

Inc.

(a)

7,236

2,824,573

Eiffage

SA

(France)

(2)(a)

1,643

158,657

EMCOR

Group,

Inc.

(a)(c)

3,842

1,654,096

Fluor

Corp.

*(a)(c)

4,329

206,537

Kinden

Corp.

(Japan)

(2)(a)

15,100

334,244

MasTec,

Inc.

*(a)

15,568

1,916,421

Obayashi

Corp.

(Japan)

(2)(a)

41,600

530,136

Vinci

SA

(France)

(2)(a)

7,846

917,171

Worley

Ltd.

(Australia)

(2)(a)

10,233

104,286

12,840,166

Electrical

Equipment

-

1

.1

%

ABB

Ltd.

(Registered)

(Switzerland)

(2)(a)

56,276

3,264,888

Eaton

Corp.

plc

(a)

7,704

2,553,414

Fuji

Electric

Co.

Ltd.

(Japan)

(2)(a)

4,500

272,669

Fujikura

Ltd.

(Japan)

(2)(a)

15,500

526,691

GE

Vernova,

Inc.

*(a)

2,604

663,968

Prysmian

SpA

(Italy)

(2)(a)

38,495

2,800,840

Schneider

Electric

SE

(2)(a)

17,324

4,566,744

Signify

NV

(2)(a)(b)

19,959

470,823

Vertiv

Holdings

Co.,

Class

A

(a)

5,061

503,519

15,623,556

Ground

Transportation

-

0

.7

%

East

Japan

Railway

Co.

(Japan)

(2)

(a)

81,800

1,623,401

Grab

Holdings

Ltd.,

Class

A

(Singapore)

*(a)(c)

214,163

813,819

JB

Hunt

Transport

Services,

Inc.

(a)

(c)

6,275

1,081,371

Kyushu

Railway

Co.

(Japan)

(2)(a)

76,100

2,189,323

Landstar

System,

Inc.

(a)(c)

1,791

338,266

Lyft,

Inc.,

Class

A

*(a)(c)

104,126

1,327,607

Ryder

System,

Inc.

(a)

6,507

948,721

130

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Ground

Transportation

-

0.7%

(continued)

Seibu

Holdings,

Inc.

(Japan)

(2)(a)

41,800

929,894

Union

Pacific

Corp.

(a)

3,148

775,919

West

Japan

Railway

Co.

(Japan)

(2)(a)

26,000

493,776

10,522,097

Industrial

Conglomerates

-

0

.7

%

3M

Co.

(a)

27,757

3,794,382

CK

Hutchison

Holdings

Ltd.

(United

Kingdom)

(2)(a)

110,500

626,503

Hikari

Tsushin,

Inc.

(Japan)

(2)(a)

2,900

645,887

Hitachi

Ltd.

(Japan)

(2)(a)

167,300

4,436,351

Smiths

Group

plc

(United

Kingdom)

(2)(a)

11,978

269,182

9,772,305

Machinery

-

3

.0

%

Aalberts

NV

(Netherlands)

(2)(a)

11,809

480,057

Alfa

Laval

AB

(Sweden)

(2)(a)

25,827

1,241,658

Allison

Transmission

Holdings,

Inc.

(a)

22,706

2,181,365

Amada

Co.

Ltd.

(Japan)

(2)(a)

67,700

691,197

Atlas

Copco

AB,

Class

A

(Sweden)

(2)(a)

97,236

1,884,474

Cummins,

Inc.

(a)

4,831

1,564,229

DMG

Mori

Co.

Ltd.

(Japan)

(2)(a)

11,300

241,031

Donaldson

Co.,

Inc.

(a)

13,684

1,008,511

Ebara

Corp.

(Japan)

(2)(a)

39,700

650,718

Flowserve

Corp.

(a)

49,147

2,540,408

GEA

Group

AG

(Germany)

(2)(a)

7,006

343,620

IHI

Corp.

(Japan)

(2)(a)

42,400

2,223,638

Illinois

Tool

Works,

Inc.

(a)(c)

8,143

2,134,036

IMI

plc

(United

Kingdom)

(2)(a)

52,647

1,280,909

Indutrade

AB

(Sweden)

(2)(a)

9,482

295,079

ITT,

Inc.

(a)

6,005

897,808

Kawasaki

Heavy

Industries

Ltd.

(Japan)

(2)(a)

8,600

352,507

KION

Group

AG

(Germany)

(2)(a)

8,085

319,235

Knorr-Bremse

AG

(Germany)

(2)(a)

4,851

432,248

Komatsu

Ltd.

(Japan)

(2)(a)

29,900

837,042

Makita

Corp.

(Japan)

(2)(a)

51,400

1,736,372

MISUMI

Group,

Inc.

(Japan)

(2)(a)

20,200

366,407

Mitsubishi

Heavy

Industries

Ltd.

(Japan)

(2)(a)

8,600

128,518

NGK

Insulators

Ltd.

(Japan)

(2)(a)

80,300

1,056,116

Otis

Worldwide

Corp.

(a)(c)

3,184

330,945

Parker-Hannifin

Corp.

(a)(c)

5,039

3,183,741

Pentair

plc

(a)

21,643

2,116,469

Rational

AG

(Germany)

(2)(a)

199

203,169

Rotork

plc

(United

Kingdom)

(2)(a)

54,031

241,959

SKF

AB,

Class

B

(Sweden)

(2)(a)

6,502

129,513

Snap-on,

Inc.

(a)

2,501

724,565

Stanley

Black

&

Decker,

Inc.

(a)(c)

15,906

1,751,728

Sumitomo

Heavy

Industries

Ltd.

(Japan)

(2)(a)

8,900

215,353

Techtronic

Industries

Co.

Ltd.

(Hong

Kong)

(2)(a)

56,000

835,992

INVESTMENTS

SHARES

VALUE

($)

Machinery

-

3.0%

(continued)

Trelleborg

AB,

Class

B

(Sweden)

(2)(a)

58,032

2,233,705

VAT

Group

AG

(Switzerland)

(2)(a)

(b)

1,330

680,160

Volvo

AB,

Class

B

(Sweden)

(2)(a)

20,170

533,541

Wartsila

OYJ

Abp

(Finland)

(2)(a)

96,753

2,165,012

Westinghouse

Air

Brake

Technologies

Corp.

(a)

19,943

3,625,039

Yangzijiang

Shipbuilding

Holdings

Ltd.

(China)

(2)

707,300

1,349,951

45,208,025

Marine

Transportation

-

0

.3

%

Kawasaki

Kisen

Kaisha

Ltd.

(Japan)

(2)(a)

44,400

692,174

Kirby

Corp.

*(a)

6,517

797,876

Mitsui

OSK

Lines

Ltd.

(Japan)

(2)(a)

41,900

1,450,604

Nippon

Yusen

KK

(Japan)

(2)(a)

45,400

1,667,613

4,608,267

Passenger

Airlines

-

0

.6

%

Alaska

Air

Group,

Inc.

*(a)

33,101

1,496,496

American

Airlines

Group,

Inc.

*(a)(c)

34,098

383,261

Delta

Air

Lines,

Inc.

(a)(c)

69,138

3,511,519

easyJet

plc

(United

Kingdom)

(2)(a)

190,594

1,327,356

Japan

Airlines

Co.

Ltd.

(Japan)

(2)

(a)

37,800

661,107

Qantas

Airways

Ltd.

(Australia)

(2)*(a)

55,255

282,049

United

Airlines

Holdings,

Inc.

*(a)(c)

26,944

1,537,425

9,199,213

Professional

Services

-

2

.2

%

Adecco

Group

AG

(Registered)

(Switzerland)

(2)(a)

24,335

829,929

ALS

Ltd.

(Australia)

(2)(a)

20,655

204,763

Arcadis

NV

(Netherlands)

(2)(a)

22,507

1,560,573

BayCurrent,

Inc.

(Japan)

(2)(a)

14,100

517,776

Booz

Allen

Hamilton

Holding

Corp.,

Class

A

(a)

5,595

910,642

Broadridge

Financial

Solutions,

Inc.

(a)

10,278

2,210,078

CACI

International,

Inc.,

Class

A

*(a)

2,624

1,323,965

Experian

plc

(2)(a)

40,884

2,153,346

Exponent,

Inc.

(a)

1,413

162,891

Intertek

Group

plc

(United

Kingdom)

(2)(a)

9,114

630,119

Jacobs

Solutions,

Inc.

(a)(c)

9,140

1,196,426

Leidos

Holdings,

Inc.

(a)

10,340

1,685,420

ManpowerGroup,

Inc.

(a)

9,242

679,472

Parsons

Corp.

*(a)(c)

9,491

984,027

Paycor

HCM,

Inc.

*(a)(c)

10,657

151,223

Persol

Holdings

Co.

Ltd.

(Japan)

(2)(a)

506,600

912,960

Recruit

Holdings

Co.

Ltd.

(Japan)

(2)(a)

7,000

425,267

RELX

plc

(United

Kingdom)

(2)(a)

115,515

5,454,194

Robert

Half,

Inc.

(a)(c)

9,216

621,251

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

131

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Professional

Services

-

2.2%

(continued)

SS&C

Technologies

Holdings,

Inc.

(a)

32,835

2,436,685

Thomson

Reuters

Corp.

(Canada)

(a)

2,462

419,948

TransUnion

(a)(c)

32,749

3,428,820

Verisk

Analytics,

Inc.,

Class

A

(a)(c)

6,604

1,769,608

Wolters

Kluwer

NV

(Netherlands)

(2)(a)

15,681

2,644,942

33,314,325

Trading

Companies

&

Distributors

-

1

.1

%

AddTech

AB,

Class

B

(Sweden)

(2)

(a)

37,179

1,114,591

Applied

Industrial

Technologies,

Inc.

(a)

1,632

364,148

Diploma

plc

(United

Kingdom)

(2)(a)

13,293

790,200

DKSH

Holding

AG

(Switzerland)

(2)

(a)

8,060

641,083

Finning

International,

Inc.

(Canada)

(a)

32,842

1,077,937

Howden

Joinery

Group

plc

(United

Kingdom)

(2)(a)

103,669

1,259,816

ITOCHU

Corp.

(Japan)

(2)(a)

12,500

673,689

Marubeni

Corp.

(Japan)

(2)(a)

26,400

436,177

MonotaRO

Co.

Ltd.

(Japan)

(2)(a)

50,100

835,417

Rexel

SA

(France)

(2)(a)

8,149

236,213

Seven

Group

Holdings

Ltd.

(Australia)

(2)(a)

19,598

578,778

Sojitz

Corp.

(Japan)

(2)(a)

60,100

1,423,989

Sumitomo

Corp.

(Japan)

(2)(a)

53,600

1,203,644

Toromont

Industries

Ltd.

(Canada)

(a)

1,587

154,916

Toyota

Tsusho

Corp.

(Japan)

(2)(a)

58,500

1,069,597

United

Rentals,

Inc.

(a)(c)

1,109

897,991

WESCO

International,

Inc.

(a)

9,229

1,550,287

WW

Grainger,

Inc.

(a)

2,463

2,558,589

16,867,062

Transportation

Infrastructure

-

0

.2

%

Aena

SME

SA

(Spain)

(2)(a)(b)

5,389

1,183,832

Fraport

AG

Frankfurt

Airport

Services

Worldwide

(Germany)

(2)*(a)

2,218

123,752

Getlink

SE

(France)

(2)(a)

59,857

1,067,649

Qube

Holdings

Ltd.

(Australia)

(2)(a)

261,767

710,436

3,085,669

Total

Industrials

219,775,619

Information

Technology

-

8

.8

%

Communications

Equipment

-

0

.4

%

Arista

Networks,

Inc.

*(a)

7,237

2,777,705

Motorola

Solutions,

Inc.

(a)(c)

6,482

2,914,502

Telefonaktiebolaget

LM

Ericsson,

Class

B

(Sweden)

(2)(a)

90,587

684,516

6,376,723

INVESTMENTS

SHARES

VALUE

($)

Electronic

Equipment,

Instruments

&

Components

-

1

.2

%

Amphenol

Corp.,

Class

A

(a)(c)

41,873

2,728,445

Arrow

Electronics,

Inc.

*(a)(c)

7,482

993,834

Avnet,

Inc.

(a)(c)

8,580

465,980

Coherent

Corp.

*(a)(c)

15,598

1,386,818

Corning,

Inc.

(a)

34,912

1,576,277

Halma

plc

(United

Kingdom)

(2)(a)

22,485

786,199

Hirose

Electric

Co.

Ltd.

(Japan)

(2)

(a)

5,800

740,167

Jabil,

Inc.

(a)

1,123

134,569

Keyence

Corp.

(Japan)

(2)(a)

4,400

2,108,754

Murata

Manufacturing

Co.

Ltd.

(Japan)

(2)(a)

45,300

896,429

Spectris

plc

(United

Kingdom)

(2)(a)

6,699

244,820

TD

SYNNEX

Corp.

(a)

9,819

1,179,065

TDK

Corp.

(Japan)

(2)(a)

169,500

2,165,250

Trimble,

Inc.

*(a)(c)

18,344

1,138,979

Yokogawa

Electric

Corp.

(Japan)

(2)(a)

17,100

438,185

Zebra

Technologies

Corp.,

Class

A

*(a)(c)

2,492

922,837

17,906,608

IT

Services

-

1

.1

%

Amdocs

Ltd.

(a)(c)

3,828

334,873

Amentum

Holdings,

Inc.

*

9,140

294,765

Cloudflare,

Inc.,

Class

A

*(a)(c)

5,055

408,899

DXC

Technology

Co.

*(a)

4,710

97,732

EPAM

Systems,

Inc.

*(a)(c)

1,497

297,948

Fujitsu

Ltd.

(Japan)

(2)(a)

87,800

1,805,117

Gartner,

Inc.

*(a)(c)

5,277

2,674,173

GoDaddy,

Inc.,

Class

A

*(a)(c)

9,042

1,417,605

Kyndryl

Holdings,

Inc.

*(a)

28,761

660,928

MongoDB,

Inc.,

Class

A

*(a)(c)

2,379

643,163

Otsuka

Corp.

(Japan)

(2)(a)

28,600

706,331

SCSK

Corp.

(Japan)

(2)(a)

21,500

445,785

Shopify,

Inc.,

Class

A

(Canada)

*(a)

15,545

1,245,370

Snowflake,

Inc.,

Class

A

*(a)

3,634

417,401

TE

Connectivity

plc

(Ireland)

(a)

8,007

1,208,977

Twilio,

Inc.,

Class

A

*(a)

17,702

1,154,524

VeriSign,

Inc.

*(a)

8,982

1,706,221

15,519,812

Semiconductors

&

Semiconductor

Equipment

-

1

.7

%

Advantest

Corp.

(Japan)

(2)(a)

19,700

926,516

Amkor

Technology,

Inc.

(a)

34,024

1,041,134

Applied

Materials,

Inc.

(a)

569

114,967

ASMPT

Ltd.

(Hong

Kong)

(2)(a)

34,400

418,169

Broadcom,

Inc.

(a)(c)

31,505

5,434,613

Cirrus

Logic,

Inc.

*(a)(c)

3,394

421,569

Disco

Corp.

(Japan)

(2)(a)

2,800

737,598

Entegris,

Inc.

(a)(c)

961

108,141

KLA

Corp.

(a)

2,652

2,053,735

Lam

Research

Corp.

(a)(c)

138

112,619

Marvell

Technology,

Inc.

(a)(c)

25,793

1,860,191

Monolithic

Power

Systems,

Inc.

(a)

(c)

1,930

1,784,285

132

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Semiconductors

&

Semiconductor

Equipment

-

1.7%

(continued)

NVIDIA

Corp.

(a)(c)

38,905

4,724,623

NXP

Semiconductors

NV

(China)

(a)(c)

5,456

1,309,495

Onto

Innovation,

Inc.

*(a)(c)

9,110

1,890,872

Qorvo,

Inc.

*(a)

3,516

363,203

QUALCOMM,

Inc.

(a)(c)

5,403

918,780

Shinko

Electric

Industries

Co.

Ltd.

(Japan)

(2)*(a)

4,000

152,975

Skyworks

Solutions,

Inc.

(a)(c)

8,951

884,090

Socionext,

Inc.

(Japan)

(2)(a)

18,600

369,967

Tokyo

Electron

Ltd.

(Japan)

(2)(a)

700

124,835

25,752,377

Software

-

3

.7

%

Adobe,

Inc.

*(a)(c)

3,296

1,706,603

Appfolio,

Inc.,

Class

A

*(a)(c)

5,382

1,266,923

AppLovin

Corp.,

Class

A

*(a)

3,830

500,007

Atlassian

Corp.,

Class

A

*(a)(c)

8,239

1,308,436

BILL

Holdings,

Inc.

*(a)

1,928

101,721

CommVault

Systems,

Inc.

*(a)

14,857

2,285,749

Constellation

Software,

Inc.

(Canada)

(a)

482

1,568,117

Datadog,

Inc.,

Class

A

*(a)

7,743

890,910

Descartes

Systems

Group,

Inc.

(The)

(Canada)

*(a)

1,487

153,015

DoubleVerify

Holdings,

Inc.

*(a)(c)

58,719

988,828

Dynatrace,

Inc.

*(a)

13,849

740,506

Fair

Isaac

Corp.

*(a)(c)

1,964

3,817,073

Fortinet,

Inc.

*(a)(c)

39,248

3,043,682

Gitlab,

Inc.,

Class

A

*(a)

32,786

1,689,790

Guidewire

Software,

Inc.

*(a)(c)

11,916

2,179,913

HubSpot,

Inc.

*(a)(c)

2,649

1,408,208

Intuit,

Inc.

(a)(c)

1,154

716,634

Manhattan

Associates,

Inc.

*(a)(c)

13,131

3,694,801

Nemetschek

SE

(Germany)

(2)(a)

4,984

518,036

Nutanix,

Inc.,

Class

A

*(a)

35,593

2,108,885

Oracle

Corp.

(a)(c)

15,009

2,557,534

Oracle

Corp.

Japan

(Japan)

(2)(a)

15,100

1,558,978

Palantir

Technologies,

Inc.,

Class

A

*(a)(c)

28,079

1,044,539

Palo

Alto

Networks,

Inc.

*(a)(c)

3,375

1,153,575

Pegasystems,

Inc.

(a)

11,227

820,581

Sage

Group

plc

(The)

(United

Kingdom)

(2)(a)

91,868

1,261,921

Samsara,

Inc.,

Class

A

*(a)(c)

20,763

999,116

SAP

SE

(Germany)

(2)(a)

15,947

3,647,599

SentinelOne,

Inc.,

Class

A

*(a)(c)

17,165

410,587

ServiceNow,

Inc.

*(a)(c)

3,392

3,033,771

Smartsheet,

Inc.,

Class

A

*(a)

25,475

1,410,296

TeamViewer

SE

(Germany)

(2)*(a)

(b)

65,575

837,228

Trend

Micro,

Inc.

(Japan)

(2)(a)

14,400

855,005

UiPath,

Inc.,

Class

A

*(a)(c)

66,174

847,027

Xero

Ltd.

(New

Zealand)

(2)*(a)

9,549

987,041

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

25,240

1,760,238

INVESTMENTS

SHARES

VALUE

($)

Software

-

3.7%

(continued)

Zscaler,

Inc.

*(a)(c)

3,765

643,589

54,516,462

Technology

Hardware,

Storage

&

Peripherals

-

0

.7

%

Apple,

Inc.

(a)(c)

12,856

2,995,448

Canon,

Inc.

(Japan)

(2)(a)

53,400

1,758,745

Dell

Technologies,

Inc.,

Class

C

(a)

(c)

6,078

720,486

Hewlett

Packard

Enterprise

Co.

(a)

50,049

1,024,003

Logitech

International

SA

(Registered)

(Switzerland)

(2)(a)

17,622

1,578,240

NetApp,

Inc.

(a)(c)

12,468

1,539,923

Seagate

Technology

Holdings

plc

(a)(c)

4,825

528,482

10,145,327

Total

Information

Technology

130,217,309

Materials

-

5

.4

%

Chemicals

-

3

.1

%

Air

Liquide

SA

(France)

(2)(a)

12,550

2,423,533

Air

Water,

Inc.

(Japan)

(2)(a)

41,400

581,087

Akzo

Nobel

NV

(Netherlands)

(2)(a)

9,937

701,962

Arkema

SA

(France)

(2)(a)

5,046

480,625

Avient

Corp.

(a)

19,628

987,681

Axalta

Coating

Systems

Ltd.

*(a)(c)

55,124

1,994,938

BASF

SE

(Germany)

(2)(a)

31,578

1,673,726

Cabot

Corp.

(a)(c)

11,495

1,284,796

DSM-Firmenich

AG

(Switzerland)

(2)(a)

21,703

2,995,172

DuPont

de

Nemours,

Inc.

(a)(c)

13,892

1,237,916

Ecolab,

Inc.

(a)(c)

5,836

1,490,106

Element

Solutions,

Inc.

(a)(c)

55,042

1,494,941

Evonik

Industries

AG

(Germany)

(2)

(a)

69,337

1,623,136

FMC

Corp.

(a)

2,854

188,193

Givaudan

SA

(Registered)

(Switzerland)

(2)(a)

639

3,505,903

Hexpol

AB

(Sweden)

(2)(a)

38,682

400,037

Incitec

Pivot

Ltd.

(Australia)

(2)(a)

540,143

1,156,042

International

Flavors

&

Fragrances,

Inc.

(a)

19,389

2,034,488

Kansai

Paint

Co.

Ltd.

(Japan)

(2)(a)

26,800

478,703

Kuraray

Co.

Ltd.

(Japan)

(2)(a)

135,100

2,007,477

LANXESS

AG

(Germany)

(2)(a)

36,847

1,166,428

Mitsubishi

Gas

Chemical

Co.,

Inc.

(Japan)

(2)(a)

6,700

130,635

NewMarket

Corp.

(a)(c)

1,193

658,405

NOF

Corp.

(Japan)

(2)(a)

32,600

563,057

Orica

Ltd.

(Australia)

(2)(a)

8,919

113,931

Resonac

Holdings

Corp.

(Japan)

(2)(a)

33,700

875,914

Scotts

Miracle-Gro

Co.

(The)

(a)

36,961

3,204,519

Sherwin-Williams

Co.

(The)

(a)

12,749

4,865,911

Shin-Etsu

Chemical

Co.

Ltd.

(Japan)

(2)(a)

25,900

1,082,371

Sika

AG

(Registered)

(Switzerland)

(2)(a)

8,660

2,870,491

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

133

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Chemicals

-

3.1%

(continued)

Solvay

SA

(Belgium)

(2)(a)

7,791

305,214

Symrise

AG,

Class

A

(Germany)

(2)

(a)

10,420

1,442,019

46,019,357

Construction

Materials

-

0

.4

%

Buzzi

SpA

(Italy)

(2)(a)

39,923

1,593,010

CRH

plc

(2)(a)

9,621

880,529

CRH

plc

(a)

6,154

570,722

Eagle

Materials,

Inc.

(a)(c)

1,668

479,800

Heidelberg

Materials

AG

(Germany)

(2)(a)

4,999

544,590

Holcim

AG

(2)(a)

1,363

133,482

James

Hardie

Industries

plc,

CHESS

(2)*(a)

39,971

1,588,353

5,790,486

Containers

&

Packaging

-

0

.8

%

Amcor

plc

(a)(c)

105,509

1,195,417

AptarGroup,

Inc.

(a)

1,692

271,041

Berry

Global

Group,

Inc.

(a)(c)

29,868

2,030,427

CCL

Industries,

Inc.,

Class

B

(Canada)

(a)

17,648

1,075,883

Crown

Holdings,

Inc.

(a)

32,796

3,144,480

Packaging

Corp.

of

America

(a)

15,694

3,380,488

Sonoco

Products

Co.

(a)(c)

9,212

503,252

Verallia

SA

(France)

(2)(a)(b)

20,837

609,853

12,210,841

Metals

&

Mining

-

0

.8

%

Acerinox

SA

(Spain)

(2)(a)

85,696

921,539

Agnico

Eagle

Mines

Ltd.

(Canada)

(a)

10,407

838,362

Alamos

Gold,

Inc.,

Class

A

(Canada)

(a)

47,801

952,521

Alcoa

Corp.

(a)(c)

11,058

426,618

Barrick

Gold

Corp.

(Canada)

(a)

24,058

478,510

Evolution

Mining

Ltd.

(Australia)

(2)

(a)

206,549

658,057

JFE

Holdings,

Inc.

(Japan)

(2)(a)

130,900

1,759,845

Kinross

Gold

Corp.

(Canada)

(a)

79,140

741,398

Kobe

Steel

Ltd.

(Japan)

(2)(a)

77,000

922,815

Norsk

Hydro

ASA

(Norway)

(2)(a)

43,548

281,320

Northern

Star

Resources

Ltd.

(Australia)

(2)(a)

64,022

701,313

Royal

Gold,

Inc.

(a)

16,844

2,363,213

South32

Ltd.

(Australia)

(2)(a)

129,976

333,377

Wheaton

Precious

Metals

Corp.

(Brazil)

4,227

258,161

11,637,049

Paper

&

Forest

Products

-

0

.3

%

Louisiana-Pacific

Corp.

(a)

13,071

1,404,610

Mondi

plc

(Austria)

(2)(a)

17,930

342,024

Oji

Holdings

Corp.

(Japan)

(2)(a)

115,900

464,321

UPM-Kymmene

OYJ

(Finland)

(2)(a)

47,881

1,602,790

INVESTMENTS

SHARES

VALUE

($)

Paper

&

Forest

Products

-

0.3%

(continued)

West

Fraser

Timber

Co.

Ltd.

(Canada)

(a)

4,569

445,160

4,258,905

Total

Materials

79,916,638

Real

Estate

-

1

.9

%

Health

Care

REITs

-

0

.6

%

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(a)(c)

7,139

847,756

Healthcare

Realty

Trust,

Inc.,

REIT

(a)(c)

39,496

716,853

Healthpeak

Properties,

Inc.,

REIT

(a)

41,829

956,629

Medical

Properties

Trust,

Inc.,

REIT

(a)(c)

110,127

644,243

Omega

Healthcare

Investors,

Inc.,

REIT

(a)(c)

22,457

914,000

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)(c)

70,951

1,320,398

Ventas,

Inc.,

REIT

(a)(c)

31,108

1,994,956

Welltower,

Inc.,

REIT

(a)(c)

14,238

1,822,891

9,217,726

Hotel

&

Resort

REITs

-

0

.1

%

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(c)

88,973

1,254,519

Industrial

REITs

-

0

.1

%

Americold

Realty

Trust,

Inc.,

REIT

(a)

43,815

1,238,650

Office

REITs

-

0

.2

%

BXP,

Inc.,

REIT

(a)(c)

12,311

990,543

COPT

Defense

Properties,

REIT

(a)

32,897

997,766

Cousins

Properties,

Inc.,

REIT

(a)(c)

23,699

698,647

2,686,956

Real

Estate

Management

&

Development

-

0

.1

%

CBRE

Group,

Inc.,

Class

A

*(a)

10,614

1,321,231

Jones

Lang

LaSalle,

Inc.

*(a)

1,080

291,395

Swire

Properties

Ltd.

(Hong

Kong)

(2)(a)

136,400

277,463

Zillow

Group,

Inc.,

Class

C

*(a)(c)

1,675

106,949

1,997,038

Residential

REITs

-

0

.2

%

AvalonBay

Communities,

Inc.,

REIT

(a)(c)

5,755

1,296,314

Camden

Property

Trust,

REIT

(a)(c)

4,747

586,397

Independence

Realty

Trust,

Inc.,

REIT

(a)(c)

28,496

584,168

Invitation

Homes,

Inc.,

REIT

(a)(c)

8,834

311,487

Sun

Communities,

Inc.,

REIT

(a)(c)

4,705

635,880

3,414,246

134

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Retail

REITs

-

0

.3

%

Brixmor

Property

Group,

Inc.,

REIT

(a)

8,312

231,572

Federal

Realty

Investment

Trust,

REIT

(a)(c)

2,171

249,600

Kimco

Realty

Corp.,

REIT

(a)(c)

32,226

748,288

Kite

Realty

Group

Trust,

REIT

(a)

9,321

247,566

Realty

Income

Corp.,

REIT

(a)

18,344

1,163,376

Simon

Property

Group,

Inc.,

REIT

(a)(c)

9,332

1,577,295

4,217,697

Specialized

REITs

-

0

.3

%

American

Tower

Corp.,

REIT

(a)

2,010

467,446

EPR

Properties,

REIT

(a)

8,178

401,049

Iron

Mountain,

Inc.,

REIT

(a)(c)

10,669

1,267,797

Lamar

Advertising

Co.,

Class

A,

REIT

(a)(c)

7,922

1,058,379

PotlatchDeltic

Corp.,

REIT

(a)(c)

2,852

128,483

Public

Storage,

REIT

(a)(c)

746

271,447

3,594,601

Total

Real

Estate

27,621,433

Utilities

-

3

.5

%

Electric

Utilities

-

2

.0

%

American

Electric

Power

Co.,

Inc.

(a)(c)

5,514

565,736

CLP

Holdings

Ltd.

(Hong

Kong)

(2)

(a)

12,000

104,909

Duke

Energy

Corp.

(a)(c)

16,517

1,904,410

Edison

International

(a)

41,836

3,643,497

Enel

SpA

(Italy)

(2)(a)

308,918

2,467,577

Evergy,

Inc.

(a)

25,431

1,576,976

Eversource

Energy

(a)(c)

43,377

2,951,805

FirstEnergy

Corp.

(a)

8,838

391,965

Fortum

OYJ

(Finland)

(2)(a)

148,220

2,439,005

Iberdrola

SA

(Spain)

(2)(a)

89,244

1,379,636

Kyushu

Electric

Power

Co.,

Inc.

(Japan)

(2)(a)

131,200

1,434,342

NextEra

Energy,

Inc.

(a)(c)

16,410

1,387,137

OGE

Energy

Corp.

(a)(c)

5,763

236,398

PG&E

Corp.

(a)

76,097

1,504,438

PPL

Corp.

(a)

87,282

2,887,289

Tohoku

Electric

Power

Co.,

Inc.

(Japan)

(2)(a)

56,000

536,680

Xcel

Energy,

Inc.

(a)

68,730

4,488,069

29,899,869

Gas

Utilities

-

0

.4

%

AltaGas

Ltd.

(Canada)

(a)

5,738

142,045

Atmos

Energy

Corp.

(a)

12,906

1,790,191

Italgas

SpA

(Italy)

(2)(a)

35,053

211,898

National

Fuel

Gas

Co.

(a)(c)

16,708

1,012,672

New

Jersey

Resources

Corp.

(a)

25,800

1,217,760

Osaka

Gas

Co.

Ltd.

(Japan)

(2)(a)

18,900

426,235

UGI

Corp.

(a)(c)

47,455

1,187,324

5,988,125

INVESTMENTS

SHARES

VALUE

($)

Independent

Power

and

Renewable

Electricity

Producers

-

0

.1

%

Capital

Power

Corp.

(Canada)

(a)

4,810

174,873

ERG

SpA

(Italy)

(2)(a)

4,997

137,034

Vistra

Corp.

(a)

12,881

1,526,914

1,838,821

Multi-Utilities

-

0

.9

%

A2A

SpA

(Italy)

(2)(a)

269,966

623,612

AGL

Energy

Ltd.

(Australia)

(2)(a)

65,460

534,837

Ameren

Corp.

(a)

8,529

745,946

Atco

Ltd.,

Class

I

(Canada)

(a)

22,232

787,395

Black

Hills

Corp.

(a)

9,227

563,954

Consolidated

Edison,

Inc.

(a)

13,969

1,454,592

Dominion

Energy,

Inc.

(a)(c)

42,516

2,457,000

E.ON

SE

(Germany)

(2)(a)

14,219

211,749

Engie

SA

(France)

(2)(a)

93,551

1,617,703

National

Grid

plc

(United

Kingdom)

(2)(a)

30,632

423,426

NiSource,

Inc.

(a)

59,508

2,061,952

Northwestern

Energy

Group,

Inc.

(a)(c)

3,945

225,733

Veolia

Environnement

SA

(France)

(2)(a)

49,338

1,624,369

13,332,268

Water

Utilities

-

0

.1

%

Essential

Utilities,

Inc.

(a)(c)

41,204

1,589,238

Total

Utilities

52,648,321

TOTAL

COMMON

STOCKS

(Cost

$942,271,971)

1,015,708,606

SHORT-TERM

INVESTMENTS

-

90.0%

INVESTMENT

COMPANIES

-

27

.4

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

9,553,315

9,553,315

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)(f)

397,540,566

397,421,304

TOTAL

INVESTMENT

COMPANIES

(Cost

$406,896,184)

406,974,619

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

62

.6

%

U.S.

Treasury

Bills

5.26%,

10/10/2024

(2)(g)

$

95,000,000

94,889,681

5.29%,

10/17/2024

(2)(g)

133,679,000

133,399,611

5.30%,

10/24/2024

(2)(g)

143,000,000

142,568,548

5.30%,

10/31/2024

(2)(g)

180,000,000

179,298,675

5.29%,

11/7/2024

(2)(g)(h)

60,165,000

59,874,509

5.30%,

11/14/2024

(2)(g)(h)

64,230,000

63,864,174

5.30%,

11/21/2024

(2)(g)(h)

8,458,000

8,402,549

5.29%,

12/5/2024

(2)(g)(h)

13,223,000

13,115,041

5.28%,

12/12/2024

(2)(g)(h)

8,158,000

8,085,067

5.12%,

1/23/2025

(2)(g)

8,510,000

8,390,518

4.81%,

2/6/2025

(2)(g)

35,324,000

34,772,946

4.89%,

2/20/2025

(2)(g)

842,000

827,548

4.80%,

2/27/2025

(2)(g)

5,172,000

5,079,311

4.76%,

3/6/2025

(2)(g)

10,485,000

10,288,494

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

135

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

U.S.

TREASURY

OBLIGATIONS

-

62.6%

(continued)

4.64%,

3/13/2025

(2)(g)

$

16,004,000

15,693,860

4.51%,

3/20/2025

(2)(g)(h)

64,842,000

63,526,878

4.35%,

3/27/2025

(2)(g)(h)

39,546,000

38,718,681

4.31%,

4/3/2025

(2)(g)

49,484,000

48,427,348

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$928,843,006)

929,223,439

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$1,335,739,190)

1,336,198,058

TOTAL

LONG

POSITIONS

(Cost

$2,278,011,161)

2,351,906,664

SHARES

SHORT

POSITIONS

-

(69.2)%

COMMON

STOCKS

-

(68.7)%

Communication

Services

-

(

2

.9

)

%

Diversified

Telecommunication

Services

-

(

0

.5

)

%

BT

Group

plc

(United

Kingdom)

(2)

(

831,806

)

(

1,648,698

)

Infrastrutture

Wireless

Italiane

SpA

(Italy)

(2)(b)

(

25,829

)

(

317,682

)

Swisscom

AG

(Registered)

(Switzerland)

(2)

(

5,277

)

(

3,448,569

)

Telefonica

SA

(Spain)

(2)

(

45,316

)

(

221,690

)

Telstra

Group

Ltd.

(Australia)

(2)

(

640,202

)

(

1,713,520

)

Verizon

Communications,

Inc.

(

8,628

)

(

387,483

)

(

7,737,642

)

Entertainment

-

(

0

.5

)

%

Bollore

SE

(France)

(2)

(

68,641

)

(

458,186

)

Electronic

Arts,

Inc.

(

17,981

)

(

2,579,195

)

Embracer

Group

AB,

Class

B

(Sweden)

(2)

(

85,443

)

(

221,949

)

Take-Two

Interactive

Software,

Inc.

(

5,966

)

(

917,034

)

Ubisoft

Entertainment

SA

(France)

(2)

(

63,808

)

(

716,404

)

Universal

Music

Group

NV

(Netherlands)

(2)

(

84,742

)

(

2,216,954

)

Warner

Bros

Discovery,

Inc.

(

83,834

)

(

691,630

)

Warner

Music

Group

Corp.,

Class

A

(

5,853

)

(

183,199

)

(

7,984,551

)

Interactive

Media

&

Services

-

(

1

.0

)

%

Alphabet,

Inc.,

Class

A

(

26,044

)

(

4,319,397

)

IAC,

Inc.

(

15,915

)

(

856,545

)

LY

Corp.

(Japan)

(2)

(

789,800

)

(

2,302,106

)

Match

Group,

Inc.

(

41,340

)

(

1,564,306

)

Meta

Platforms,

Inc.,

Class

A

(

2,361

)

(

1,351,531

)

REA

Group

Ltd.

(Australia)

(2)

(

4,117

)

(

569,716

)

SEEK

Ltd.

(Australia)

(2)

(

31,370

)

(

536,997

)

TripAdvisor,

Inc.

(

73,708

)

(

1,068,029

)

Ziff

Davis,

Inc.

(

13,192

)

(

641,923

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

136,680

)

(

1,410,538

)

(

14,621,088

)

INVESTMENTS

SHARES

VALUE

($)

Media

-

(

0

.7

)

%

Charter

Communications,

Inc.,

Class

A

(

6,826

)

(

2,212,170

)

Fox

Corp.,

Class

A

(

25,804

)

(

1,092,283

)

Hakuhodo

DY

Holdings,

Inc.

(Japan)

(2)

(

85,300

)

(

698,972

)

Informa

plc

(United

Kingdom)

(2)

(

9,647

)

(

106,093

)

Interpublic

Group

of

Cos.,

Inc.

(The)

(

17,770

)

(

562,065

)

Liberty

Broadband

Corp.,

Class

C

(

25,081

)

(

1,938,511

)

Omnicom

Group,

Inc.

(

3,311

)

(

342,324

)

TEGNA,

Inc.

(

60,948

)

(

961,760

)

WPP

plc

(United

Kingdom)

(2)

(

251,311

)

(

2,574,288

)

(

10,488,466

)

Wireless

Telecommunication

Services

-

(

0

.2

)

%

SoftBank

Corp.

(Japan)

(2)

(

283,000

)

(

369,482

)

Tele2

AB,

Class

B

(Sweden)

(

32,831

)

(

371,439

)

T-Mobile

US,

Inc.

(

4,062

)

(

838,234

)

Vodafone

Group

plc

(United

Kingdom)

(2)

(

737,388

)

(

739,009

)

(

2,318,164

)

Total

Communication

Services

(

43,149,911

)

Consumer

Discretionary

-

(

7

.2

)

%

Automobile

Components

-

(

0

.6

)

%

Aptiv

plc

(

8,755

)

(

630,448

)

Bridgestone

Corp.

(Japan)

(2)

(

26,300

)

(

1,015,651

)

Cie

Generale

des

Etablissements

Michelin

SCA

(France)

(2)

(

26,245

)

(

1,065,896

)

Continental

AG

(Germany)

(2)

(

11,247

)

(

728,849

)

Gentex

Corp.

(

63,407

)

(

1,882,554

)

Goodyear

Tire

&

Rubber

Co.

(The)

(

18,221

)

(

161,256

)

Koito

Manufacturing

Co.

Ltd.

(Japan)

(2)

(

126,600

)

(

1,761,378

)

Lear

Corp.

(

3,048

)

(

332,689

)

Magna

International,

Inc.

(Canada)

(

25,778

)

(

1,057,461

)

Visteon

Corp.

(

5,823

)

(

554,582

)

(

9,190,764

)

Automobiles

-

(

1

.0

)

%

Bayerische

Motoren

Werke

AG

(Germany)

(2)

(

23,160

)

(

2,048,191

)

Ford

Motor

Co.

(

53,238

)

(

562,193

)

Mercedes-Benz

Group

AG

(Germany)

(2)

(

18,172

)

(

1,177,531

)

Nissan

Motor

Co.

Ltd.

(Japan)

(2)

(

1,124,000

)

(

3,192,873

)

Stellantis

NV

(2)

(

244,128

)

(

3,380,694

)

Subaru

Corp.

(Japan)

(2)

(

69,000

)

(

1,220,688

)

Tesla,

Inc.

(

2,177

)

(

569,569

)

Thor

Industries,

Inc.

(

1,919

)

(

210,879

)

Toyota

Motor

Corp.

(Japan)

(2)

(

154,000

)

(

2,767,998

)

Volvo

Car

AB,

Class

B

(Sweden)

(2)

(

92,522

)

(

254,712

)

(

15,385,328

)

136

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Broadline

Retail

-

(

0

.2

)

%

B&M

European

Value

Retail

SA

(United

Kingdom)

(2)

(

22,649

)

(

126,141

)

Canadian

Tire

Corp.

Ltd.,

Class

A

(Canada)

(

856

)

(

102,591

)

Dillard's,

Inc.,

Class

A

(

813

)

(

311,940

)

Etsy,

Inc.

(

15,728

)

(

873,376

)

Isetan

Mitsukoshi

Holdings

Ltd.

(Japan)

(2)

(

8,500

)

(

133,437

)

Kohl's

Corp.

(

49,987

)

(

1,054,726

)

Nordstrom,

Inc.

(

16,855

)

(

379,069

)

Ollie's

Bargain

Outlet

Holdings,

Inc.

(

3,153

)

(

306,471

)

(

3,287,751

)

Distributors

-

(

0

.1

)

%

LKQ

Corp.

(

16,710

)

(

667,063

)

Pool

Corp.

(

2,583

)

(

973,275

)

(

1,640,338

)

Diversified

Consumer

Services

-

(

0

.1

)

%

ADT,

Inc.

(

112,634

)

(

814,344

)

IDP

Education

Ltd.

(Australia)

(2)

(

44,001

)

(

482,037

)

Service

Corp.

International

(

7,072

)

(

558,193

)

(

1,854,574

)

Hotels,

Restaurants

&

Leisure

-

(

1

.9

)

%

Airbnb,

Inc.,

Class

A

(

7,984

)

(

1,012,451

)

Amadeus

IT

Group

SA

(Spain)

(2)

(

12,946

)

(

937,582

)

Caesars

Entertainment,

Inc.

(

25,561

)

(

1,066,916

)

Churchill

Downs,

Inc.

(

7,383

)

(

998,255

)

Domino's

Pizza

Enterprises

Ltd.

(Australia)

(2)

(

9,144

)

(

223,520

)

Dutch

Bros,

Inc.,

Class

A

(

10,307

)

(

330,133

)

Hilton

Grand

Vacations,

Inc.

(

31,639

)

(

1,149,129

)

Hyatt

Hotels

Corp.,

Class

A

(

14,943

)

(

2,274,325

)

Las

Vegas

Sands

Corp.

(

52,233

)

(

2,629,409

)

Marriott

International,

Inc.,

Class

A

(

11,503

)

(

2,859,646

)

Marriott

Vacations

Worldwide

Corp.

(

6,003

)

(

441,100

)

McDonald's

Corp.

(

1,360

)

(

414,134

)

MGM

Resorts

International

(

58,200

)

(

2,275,038

)

Oriental

Land

Co.

Ltd.

(Japan)

(2)

(

95,100

)

(

2,459,989

)

Restaurant

Brands

International,

Inc.

(Canada)

(

15,760

)

(

1,137,209

)

Royal

Caribbean

Cruises

Ltd.

(

4,704

)

(

834,301

)

Tabcorp

Holdings

Ltd.

(Australia)

(2)

(

24,078

)

(

8,379

)

Vail

Resorts,

Inc.

(

12,447

)

(

2,169,388

)

Whitbread

plc

(United

Kingdom)

(2)

(

6,454

)

(

270,930

)

Wyndham

Hotels

&

Resorts,

Inc.

(

11,700

)

(

914,238

)

Wynn

Resorts

Ltd.

(

26,073

)

(

2,499,879

)

Yum!

Brands,

Inc.

(

13,471

)

(

1,882,033

)

(

28,787,984

)

Household

Durables

-

(

1

.1

)

%

Bellway

plc

(United

Kingdom)

(

19,806

)

(

824,576

)

Berkeley

Group

Holdings

plc

(United

Kingdom)

(2)

(

10,016

)

(

633,526

)

GN

Store

Nord

A/S

(Denmark)

(2)

(

6,245

)

(

139,164

)

Helen

of

Troy

Ltd.

(

24,818

)

(

1,534,993

)

INVESTMENTS

SHARES

VALUE

($)

Household

Durables

-

(1.1)%

(continued)

Iida

Group

Holdings

Co.

Ltd.

(Japan)

(2)

(

38,100

)

(

588,394

)

KB

Home

(

3,845

)

(

329,478

)

Leggett

&

Platt,

Inc.

(

66,245

)

(

902,257

)

Newell

Brands,

Inc.

(

84,977

)

(

652,623

)

Open

House

Group

Co.

Ltd.

(Japan)

(2)

(

46,200

)

(

1,747,547

)

Panasonic

Holdings

Corp.

(Japan)

(2)

(

86,500

)

(

759,881

)

Persimmon

plc

(United

Kingdom)

(2)

(

37,064

)

(

815,626

)

PulteGroup,

Inc.

(

11,054

)

(

1,586,581

)

SEB

SA

(France)

(2)

(

4,450

)

(

507,948

)

SharkNinja,

Inc.

(

8,468

)

(

920,556

)

Taylor

Morrison

Home

Corp.,

Class

A

(

2,685

)

(

188,648

)

Taylor

Wimpey

plc

(United

Kingdom)

(2)

(

113,128

)

(

248,846

)

Tempur

Sealy

International,

Inc.

(

19,661

)

(

1,073,491

)

TopBuild

Corp.

(

3,624

)

(

1,474,279

)

Whirlpool

Corp.

(

4,742

)

(

507,394

)

(

15,435,808

)

Leisure

Products

-

(

0

.2

)

%

BRP,

Inc.

(

9,259

)

(

551,042

)

Brunswick

Corp.

(

4,380

)

(

367,132

)

Polaris,

Inc.

(

6,426

)

(

534,900

)

Yamaha

Corp.

(Japan)

(2)

(

151,200

)

(

1,307,518

)

YETI

Holdings,

Inc.

(

16,416

)

(

673,549

)

(

3,434,141

)

Specialty

Retail

-

(

1

.0

)

%

Advance

Auto

Parts,

Inc.

(

18,666

)

(

727,787

)

Avolta

AG

(Switzerland)

(2)

(

46,156

)

(

1,953,579

)

CarMax,

Inc.

(

13,666

)

(

1,057,475

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

1,204

)

(

149,501

)

JD

Sports

Fashion

plc

(United

Kingdom)

(2)

(

709,736

)

(

1,463,435

)

Kingfisher

plc

(United

Kingdom)

(2)

(

497,035

)

(

2,145,077

)

Lithia

Motors,

Inc.,

Class

A

(

743

)

(

236,007

)

Lowe's

Cos.,

Inc.

(

3,697

)

(

1,001,332

)

O'Reilly

Automotive,

Inc.

(

608

)

(

700,173

)

RH

(

2,874

)

(

961,152

)

Tractor

Supply

Co.

(

2,952

)

(

858,825

)

Ulta

Beauty,

Inc.

(

3,177

)

(

1,236,234

)

Valvoline,

Inc.

(

36,835

)

(

1,541,545

)

WH

Smith

plc

(United

Kingdom)

(

9,262

)

(

180,542

)

(

14,212,664

)

Textiles,

Apparel

&

Luxury

Goods

-

(

1

.0

)

%

Burberry

Group

plc

(United

Kingdom)

(2)

(

230,244

)

(

2,159,127

)

Cie

Financiere

Richemont

SA

(Registered)

(Switzerland)

(2)

(

14,542

)

(

2,309,332

)

Columbia

Sportswear

Co.

(

6,086

)

(

506,294

)

Crocs,

Inc.

(

11,645

)

(

1,686,312

)

Kering

SA

(France)

(2)

(

8,007

)

(

2,304,834

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

137

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Textiles,

Apparel

&

Luxury

Goods

-

(1.0)%

(continued)

Moncler

SpA

(Italy)

(2)

(

20,265

)

(

1,288,382

)

Puma

SE

(Germany)

(2)

(

28,704

)

(

1,200,288

)

Swatch

Group

AG

(The)

(Switzerland)

(2)

(

12,296

)

(

2,636,591

)

(

14,091,160

)

Total

Consumer

Discretionary

(

107,320,512

)

Consumer

Staples

-

(

5

.3

)

%

Beverages

-

(

1

.3

)

%

Anheuser-Busch

InBev

SA/NV

(Belgium)

(2)

(

19,606

)

(

1,299,235

)

Brown-Forman

Corp.,

Class

B

(

75,242

)

(

3,701,907

)

Diageo

plc

(United

Kingdom)

(2)

(

71,218

)

(

2,487,638

)

Heineken

NV

(Netherlands)

(2)

(

20,210

)

(

1,794,046

)

Keurig

Dr

Pepper,

Inc.

(

41,705

)

(

1,563,103

)

Monster

Beverage

Corp.

(

51,818

)

(

2,703,345

)

PepsiCo,

Inc.

(

11,900

)

(

2,023,595

)

Pernod

Ricard

SA

(France)

(2)

(

18,937

)

(

2,865,025

)

Treasury

Wine

Estates

Ltd.

(Australia)

(2)

(

80,095

)

(

661,220

)

(

19,099,114

)

Consumer

Staples

Distribution

&

Retail

-

(

1

.1

)

%

Aeon

Co.

Ltd.

(Japan)

(2)

(

3,800

)

(

103,209

)

Alimentation

Couche-Tard,

Inc.

(Canada)

(

8,819

)

(

487,557

)

Axfood

AB

(Sweden)

(2)

(

5,540

)

(

156,141

)

BJ's

Wholesale

Club

Holdings,

Inc.

(

13,036

)

(

1,075,209

)

Carrefour

SA

(France)

(2)

(

10,907

)

(

185,980

)

Casey's

General

Stores,

Inc.

(

2,443

)

(

917,860

)

Dollar

General

Corp.

(

16,197

)

(

1,369,780

)

Dollar

Tree,

Inc.

(

9,327

)

(

655,875

)

Endeavour

Group

Ltd.

(Australia)

(2)

(

245,629

)

(

849,419

)

Grocery

Outlet

Holding

Corp.

(

71,862

)

(

1,261,178

)

J

Sainsbury

plc

(United

Kingdom)

(2)

(

70,179

)

(

277,723

)

Kesko

OYJ,

Class

B

(Finland)

(2)

(

4,903

)

(

104,603

)

Koninklijke

Ahold

Delhaize

NV

(Netherlands)

(

32,049

)

(

1,107,006

)

Kroger

Co.

(The)

(

19,071

)

(

1,092,768

)

MatsukiyoCocokara

&

Co.

(Japan)

(2)

(

69,700

)

(

1,148,332

)

Sprouts

Farmers

Market,

Inc.

(

7,052

)

(

778,611

)

Target

Corp.

(

7,934

)

(

1,236,593

)

Walgreens

Boots

Alliance,

Inc.

(

199,759

)

(

1,789,841

)

Welcia

Holdings

Co.

Ltd.

(Japan)

(2)

(

44,400

)

(

630,835

)

Woolworths

Group

Ltd.

(Australia)

(2)

(

70,773

)

(

1,626,311

)

(

16,854,831

)

Food

Products

-

(

1

.6

)

%

Ajinomoto

Co.,

Inc.

(Japan)

(2)

(

54,900

)

(

2,124,735

)

Barry

Callebaut

AG

(Registered)

(Switzerland)

(2)

(

1,432

)

(

2,651,260

)

Bunge

Global

SA

(

24,788

)

(

2,395,512

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(Switzerland)

(2)

(

109

)

(

1,406,092

)

INVESTMENTS

SHARES

VALUE

($)

Food

Products

-

(1.6)%

(continued)

Hershey

Co.

(The)

(

17,219

)

(

3,302,260

)

Hormel

Foods

Corp.

(

14,163

)

(

448,967

)

Kikkoman

Corp.

(Japan)

(2)

(

55,100

)

(

626,847

)

Kraft

Heinz

Co.

(The)

(

46,563

)

(

1,634,827

)

Lotus

Bakeries

NV

(Belgium)

(2)

(

8

)

(

107,353

)

MEIJI

Holdings

Co.

Ltd.

(Japan)

(2)

(

46,700

)

(

1,168,080

)

Nestle

SA

(Registered)

(2)

(

22,416

)

(

2,252,638

)

Nissin

Foods

Holdings

Co.

Ltd.

(Japan)

(2)

(

45,800

)

(

1,279,848

)

Orkla

ASA

(Norway)

(2)

(

46,833

)

(

441,703

)

Post

Holdings,

Inc.

(

2,597

)

(

300,603

)

Salmar

ASA

(Norway)

(

15,147

)

(

794,457

)

Wilmar

International

Ltd.

(China)

(2)

(

112,000

)

(

290,485

)

Yakult

Honsha

Co.

Ltd.

(Japan)

(2)

(

101,100

)

(

2,341,353

)

(

23,567,020

)

Household

Products

-

(

0

.6

)

%

Church

&

Dwight

Co.,

Inc.

(

17,368

)

(

1,818,777

)

Kimberly-Clark

Corp.

(

14,553

)

(

2,070,601

)

Procter

&

Gamble

Co.

(The)

(

13,181

)

(

2,282,949

)

Reckitt

Benckiser

Group

plc

(United

Kingdom)

(2)

(

23,817

)

(

1,457,224

)

Reynolds

Consumer

Products,

Inc.

(

3,131

)

(

97,374

)

Unicharm

Corp.

(Japan)

(2)

(

46,000

)

(

1,657,187

)

(

9,384,112

)

Personal

Care

Products

-

(

0

.6

)

%

Coty,

Inc.,

Class

A

(

149,147

)

(

1,400,490

)

elf

Beauty,

Inc.

(

5,058

)

(

551,474

)

Haleon

plc

(2)

(

43,278

)

(

226,452

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

55,200

)

(

2,195,428

)

Kose

Corp.

(Japan)

(2)

(

26,000

)

(

1,678,914

)

Shiseido

Co.

Ltd.

(Japan)

(2)

(

73,900

)

(

2,009,837

)

Unilever

plc

(United

Kingdom)

(2)

(

8,453

)

(

548,036

)

(

8,610,631

)

Tobacco

-

(

0

.1

)

%

Altria

Group,

Inc.

(

26,954

)

(

1,375,732

)

Total

Consumer

Staples

(

78,891,440

)

Energy

-

(

3

.0

)

%

Energy

Equipment

&

Services

-

(

0

.4

)

%

Baker

Hughes

Co.,

Class

A

(

26,366

)

(

953,131

)

Halliburton

Co.

(

23,355

)

(

678,463

)

NOV,

Inc.

(

36,755

)

(

586,977

)

Schlumberger

NV

(

15,972

)

(

670,026

)

Tenaris

SA

(2)

(

99,279

)

(

1,575,746

)

Valaris

Ltd.

(

33,023

)

(

1,841,032

)

(

6,305,375

)

Oil,

Gas

&

Consumable

Fuels

-

(

2

.6

)

%

Ampol

Ltd.

(Australia)

(2)

(

41,926

)

(

884,388

)

Antero

Resources

Corp.

(

12,651

)

(

362,451

)

APA

Corp.

(

27,632

)

(

675,879

)

BP

plc

(2)

(

63,193

)

(

329,585

)

Cameco

Corp.

(Canada)

(

8,058

)

(

384,951

)

138

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Oil,

Gas

&

Consumable

Fuels

-

(2.6)%

(continued)

Cheniere

Energy,

Inc.

(

10,711

)

(

1,926,266

)

Chesapeake

Energy

Corp.

(

12,084

)

(

993,909

)

Chevron

Corp.

(

32,505

)

(

4,787,011

)

Chord

Energy

Corp.

(

14,371

)

(

1,871,535

)

Civitas

Resources,

Inc.

(

21,486

)

(

1,088,696

)

CNX

Resources

Corp.

(

17,914

)

(

583,459

)

Coterra

Energy,

Inc.

(

10,742

)

(

257,271

)

DT

Midstream,

Inc.

(

16,921

)

(

1,331,006

)

Eni

SpA

(Italy)

(2)

(

34,699

)

(

528,034

)

EOG

Resources,

Inc.

(

23,509

)

(

2,889,961

)

EQT

Corp.

(

45,975

)

(

1,684,524

)

Equinor

ASA

(Norway)

(2)

(

69,925

)

(

1,769,010

)

Galp

Energia

SGPS

SA

(Portugal)

(2)

(

20,870

)

(

390,631

)

Imperial

Oil

Ltd.

(Canada)

(

18,832

)

(

1,324,903

)

Keyera

Corp.

(Canada)

(

10,417

)

(

324,807

)

Marathon

Petroleum

Corp.

(

2,392

)

(

389,681

)

Murphy

Oil

Corp.

(

3,323

)

(

112,118

)

Neste

OYJ

(Finland)

(2)

(

92,695

)

(

1,800,885

)

New

Hope

Corp.

Ltd.

(Australia)

(2)

(

189,143

)

(

678,351

)

Occidental

Petroleum

Corp.

(

65,639

)

(

3,383,034

)

Parkland

Corp.

(Canada)

(

7,606

)

(

196,048

)

Permian

Resources

Corp.,

Class

A

(

80,383

)

(

1,094,013

)

Phillips

66

(

2,760

)

(

362,802

)

Range

Resources

Corp.

(

23,088

)

(

710,187

)

Repsol

SA

(Spain)

(2)

(

94,304

)

(

1,243,802

)

Santos

Ltd.

(Australia)

(2)

(

113,328

)

(

549,121

)

Tourmaline

Oil

Corp.

(Canada)

(

6,524

)

(

302,985

)

Williams

Cos.,

Inc.

(The)

(

31,087

)

(

1,419,122

)

Woodside

Energy

Group

Ltd.

(Australia)

(2)

(

114,397

)

(

1,971,890

)

(

38,602,316

)

Total

Energy

(

44,907,691

)

Financials

-

(

9

.4

)

%

Banks

-

(

3

.1

)

%

ABN

AMRO

Bank

NV,

CVA

(Netherlands)

(2)(b)

(

57,636

)

(

1,041,589

)

ANZ

Group

Holdings

Ltd.

(Australia)

(2)

(

12,919

)

(

271,505

)

Associated

Banc-Corp.

(

31,472

)

(

677,907

)

Banco

Bilbao

Vizcaya

Argentaria

SA

(Spain)

(2)

(

51,577

)

(

557,149

)

Banco

Santander

SA

(Spain)

(2)

(

116,571

)

(

597,294

)

Bank

of

Montreal

(Canada)

(

13,296

)

(

1,199,781

)

Bankinter

SA

(Spain)

(2)

(

63,497

)

(

560,548

)

Banque

Cantonale

Vaudoise

(Registered)

(Switzerland)

(2)

(

6,351

)

(

655,956

)

BNP

Paribas

SA

(France)

(2)

(

6,559

)

(

450,090

)

BPER

Banca

SpA

(Italy)

(2)

(

245,754

)

(

1,384,636

)

Cadence

Bank

(

14,761

)

(

470,138

)

Citigroup,

Inc.

(

21,427

)

(

1,341,330

)

Concordia

Financial

Group

Ltd.

(Japan)

(2)

(

177,100

)

(

988,566

)

Credit

Agricole

SA

(France)

(2)

(

45,891

)

(

701,806

)

INVESTMENTS

SHARES

VALUE

($)

Banks

-

(3.1)%

(continued)

DBS

Group

Holdings

Ltd.

(Singapore)

(2)

(

8,320

)

(

246,391

)

DNB

Bank

ASA

(Norway)

(2)

(

64,025

)

(

1,312,964

)

Fifth

Third

Bancorp

(

48,241

)

(

2,066,644

)

FinecoBank

Banca

Fineco

SpA

(Italy)

(2)

(

103,211

)

(

1,771,303

)

First

Citizens

BancShares,

Inc.,

Class

A

(

915

)

(

1,684,469

)

First

Financial

Bankshares,

Inc.

(

47,625

)

(

1,762,601

)

First

Hawaiian,

Inc.

(

29,265

)

(

677,485

)

Glacier

Bancorp,

Inc.

(

20,787

)

(

949,966

)

Home

BancShares,

Inc.

(

14,856

)

(

402,449

)

HSBC

Holdings

plc

(United

Kingdom)

(2)

(

22,686

)

(

203,517

)

Japan

Post

Bank

Co.

Ltd.

(Japan)

(2)

(

228,000

)

(

2,140,295

)

JPMorgan

Chase

&

Co.

(

4,970

)

(

1,047,974

)

KBC

Group

NV

(Belgium)

(2)

(

23,890

)

(

1,900,641

)

Lloyds

Banking

Group

plc

(United

Kingdom)

(2)

(

920,014

)

(

723,400

)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(Italy)

(2)

(

22,438

)

(

383,385

)

National

Australia

Bank

Ltd.

(Australia)

(2)

(

21,366

)

(

553,172

)

National

Bank

of

Canada

(Canada)

(

14,412

)

(

1,361,225

)

NatWest

Group

plc

(United

Kingdom)

(2)

(

28,318

)

(

131,094

)

Nordea

Bank

Abp

(Finland)

(2)

(

59,605

)

(

703,651

)

Old

National

Bancorp

(

51,662

)

(

964,013

)

Pinnacle

Financial

Partners,

Inc.

(

9,359

)

(

916,901

)

Regions

Financial

Corp.

(

13,321

)

(

310,779

)

Shizuoka

Financial

Group,

Inc.

(Japan)

(2)

(

56,800

)

(

495,426

)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(Sweden)

(2)

(

61,644

)

(

943,661

)

SouthState

Corp.

(

15,545

)

(

1,510,663

)

Standard

Chartered

plc

(United

Kingdom)

(2)

(

120,319

)

(

1,276,101

)

Svenska

Handelsbanken

AB,

Class

A

(Sweden)

(2)

(

268,556

)

(

2,758,593

)

Swedbank

AB,

Class

A

(Sweden)

(2)

(

17,651

)

(

374,654

)

Synovus

Financial

Corp.

(

13,185

)

(

586,337

)

Toronto-Dominion

Bank

(The)

(Canada)

(

20,849

)

(

1,318,353

)

United

Overseas

Bank

Ltd.

(Singapore)

(2)

(

29,300

)

(

731,386

)

Webster

Financial

Corp.

(

15,625

)

(

728,281

)

Wells

Fargo

&

Co.

(

44,580

)

(

2,518,324

)

(

46,354,393

)

Capital

Markets

-

(

2

.8

)

%

abrdn

plc

(United

Kingdom)

(2)

(

153,365

)

(

334,769

)

Bank

of

New

York

Mellon

Corp.

(The)

(

42,162

)

(

3,029,761

)

Blackstone,

Inc.

(

2,118

)

(

324,329

)

Blue

Owl

Capital,

Inc.,

Class

A

(

139,321

)

(

2,697,255

)

Brookfield

Asset

Management

Ltd.,

Class

A

(Canada)

(

29,915

)

(

1,414,296

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

139

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

(2.8)%

(continued)

Charles

Schwab

Corp.

(The)

(

17,244

)

(

1,117,584

)

Coinbase

Global,

Inc.,

Class

A

(

6,972

)

(

1,242,201

)

Daiwa

Securities

Group,

Inc.

(Japan)

(2)

(

260,300

)

(

1,846,221

)

Deutsche

Bank

AG

(Registered)

(Germany)

(2)

(

55,961

)

(

968,779

)

EQT

AB

(Sweden)

(2)

(

39,741

)

(

1,364,227

)

FactSet

Research

Systems,

Inc.

(

2,492

)

(

1,145,946

)

Goldman

Sachs

Group,

Inc.

(The)

(

6,884

)

(

3,408,337

)

Hargreaves

Lansdown

plc

(United

Kingdom)

(2)

(

17,220

)

(

256,634

)

Houlihan

Lokey,

Inc.,

Class

A

(

8,442

)

(

1,334,005

)

IGM

Financial,

Inc.

(Canada)

(

8,278

)

(

248,380

)

Invesco

Ltd.

(

37,423

)

(

657,148

)

Investec

plc

(United

Kingdom)

(2)

(

44,529

)

(

338,912

)

Jefferies

Financial

Group,

Inc.

(

23,480

)

(

1,445,194

)

KKR

&

Co.,

Inc.

(

13,125

)

(

1,713,863

)

LPL

Financial

Holdings,

Inc.

(

5,480

)

(

1,274,812

)

Nasdaq,

Inc.

(

7,785

)

(

568,383

)

Nomura

Holdings,

Inc.

(Japan)

(2)

(

83,000

)

(

433,176

)

Northern

Trust

Corp.

(

16,583

)

(

1,492,968

)

Partners

Group

Holding

AG

(Switzerland)

(2)

(

299

)

(

450,795

)

Raymond

James

Financial,

Inc.

(

3,116

)

(

381,585

)

Schroders

plc

(United

Kingdom)

(2)

(

180,449

)

(

845,540

)

SEI

Investments

Co.

(

9,969

)

(

689,755

)

St

James's

Place

plc

(United

Kingdom)

(2)

(

93,244

)

(

916,035

)

State

Street

Corp.

(

26,555

)

(

2,349,321

)

T.

Rowe

Price

Group,

Inc.

(

13,872

)

(

1,511,077

)

TPG,

Inc.

(

46,295

)

(

2,664,740

)

Tradeweb

Markets,

Inc.,

Class

A

(

7,800

)

(

964,626

)

UBS

Group

AG

(Registered)

(Switzerland)

(2)

(

49,201

)

(

1,522,478

)

(

40,953,132

)

Consumer

Finance

-

(

0

.2

)

%

Ally

Financial,

Inc.

(

6,427

)

(

228,737

)

Credit

Acceptance

Corp.

(

2,362

)

(

1,047,358

)

Marui

Group

Co.

Ltd.

(Japan)

(2)

(

39,100

)

(

653,910

)

Synchrony

Financial

(

11,979

)

(

597,513

)

(

2,527,518

)

Financial

Services

-

(

0

.6

)

%

Apollo

Global

Management,

Inc.

(

11,678

)

(

1,458,699

)

Edenred

SE

(France)

(2)

(

68,971

)

(

2,612,319

)

Equitable

Holdings,

Inc.

(

22,260

)

(

935,588

)

Jack

Henry

&

Associates,

Inc.

(

2,370

)

(

418,400

)

Mitsubishi

HC

Capital,

Inc.

(Japan)

(2)

(

235,700

)

(

1,673,971

)

Toast,

Inc.,

Class

A

(

23,911

)

(

676,920

)

Tokyo

Century

Corp.

(Japan)

(2)

(

8,300

)

(

93,493

)

Voya

Financial,

Inc.

(

1,847

)

(

146,319

)

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(Australia)

(2)

(

11,719

)

(

280,702

)

Western

Union

Co.

(The)

(

47,814

)

(

570,421

)

WEX,

Inc.

(

717

)

(

150,377

)

INVESTMENTS

SHARES

VALUE

($)

Financial

Services

-

(0.6)%

(continued)

Worldline

SA

(France)

(2)(b)

(

83,222

)

(

606,407

)

(

9,623,616

)

Insurance

-

(

2

.7

)

%

Admiral

Group

plc

(United

Kingdom)

(2)

(

11,734

)

(

437,385

)

Aegon

Ltd.

(Netherlands)

(2)

(

83,486

)

(

536,241

)

Arch

Capital

Group

Ltd.

(

17,180

)

(

1,922,098

)

Arthur

J

Gallagher

&

Co.

(

11,094

)

(

3,121,519

)

ASR

Nederland

NV

(Netherlands)

(2)

(

54,650

)

(

2,679,074

)

Baloise

Holding

AG

(Registered)

(Switzerland)

(2)

(

6,187

)

(

1,265,202

)

Brown

&

Brown,

Inc.

(

11,663

)

(

1,208,287

)

Erie

Indemnity

Co.,

Class

A

(

1,267

)

(

683,952

)

Everest

Group

Ltd.

(

5,541

)

(

2,171,130

)

Generali

(Italy)

(2)

(

27,254

)

(

788,804

)

Gjensidige

Forsikring

ASA

(Norway)

(

40,428

)

(

756,233

)

Helvetia

Holding

AG

(Registered)

(Switzerland)

(2)

(

4,956

)

(

857,043

)

Insurance

Australia

Group

Ltd.

(Australia)

(2)

(

60,017

)

(

305,010

)

Japan

Post

Holdings

Co.

Ltd.

(Japan)

(2)

(

51,200

)

(

490,965

)

Japan

Post

Insurance

Co.

Ltd.

(Japan)

(2)

(

102,800

)

(

1,888,039

)

Kinsale

Capital

Group,

Inc.

(

1,279

)

(

595,464

)

Legal

&

General

Group

plc

(United

Kingdom)

(2)

(

339,419

)

(

1,028,707

)

Lincoln

National

Corp.

(

46,095

)

(

1,452,453

)

Medibank

Pvt

Ltd.

(Australia)

(2)

(

60,012

)

(

151,408

)

NN

Group

NV

(Netherlands)

(2)

(

12,810

)

(

639,169

)

Primerica,

Inc.

(

1,912

)

(

506,967

)

Prudential

Financial,

Inc.

(

7,520

)

(

910,672

)

Prudential

plc

(Hong

Kong)

(2)

(

88,330

)

(

819,459

)

QBE

Insurance

Group

Ltd.

(Australia)

(2)

(

65,380

)

(

746,544

)

RenaissanceRe

Holdings

Ltd.

(

13,728

)

(

3,739,507

)

RLI

Corp.

(

3,333

)

(

516,548

)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

25,413

)

(

1,687,169

)

Sampo

OYJ,

Class

A

(Finland)

(2)

(

18,459

)

(

860,935

)

Sompo

Holdings,

Inc.

(Japan)

(2)

(

68,600

)

(

1,546,299

)

Sun

Life

Financial,

Inc.

(Canada)

(

25,381

)

(

1,472,246

)

Swiss

Life

Holding

AG

(Registered)

(Switzerland)

(2)

(

1,016

)

(

850,147

)

T&D

Holdings,

Inc.

(Japan)

(2)

(

63,500

)

(

1,119,556

)

Tryg

A/S

(Denmark)

(2)

(

49,435

)

(

1,172,340

)

White

Mountains

Insurance

Group

Ltd.

(

540

)

(

915,948

)

Willis

Towers

Watson

plc

(

1,168

)

(

344,011

)

(

40,186,531

)

Total

Financials

(

139,645,190

)

140

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

-

(

6

.6

)

%

Biotechnology

-

(

1

.2

)

%

AbbVie,

Inc.

(

11,890

)

(

2,348,037

)

Amgen,

Inc.

(

3,007

)

(

968,885

)

Arrowhead

Pharmaceuticals,

Inc.

(

59,273

)

(

1,148,118

)

Biogen,

Inc.

(

9,571

)

(

1,855,243

)

CSL

Ltd.

(2)

(

6,607

)

(

1,305,104

)

Genmab

A/S

(Denmark)

(2)

(

1,042

)

(

252,616

)

Gilead

Sciences,

Inc.

(

4,620

)

(

387,341

)

Incyte

Corp.

(

11,636

)

(

769,140

)

Ionis

Pharmaceuticals,

Inc.

(

40,585

)

(

1,625,835

)

Moderna,

Inc.

(

29,069

)

(

1,942,681

)

Regeneron

Pharmaceuticals,

Inc.

(

480

)

(

504,595

)

Roivant

Sciences

Ltd.

(

179,481

)

(

2,071,211

)

Swedish

Orphan

Biovitrum

AB

(Sweden)

(

4,001

)

(

128,825

)

Vertex

Pharmaceuticals,

Inc.

(

5,172

)

(

2,405,394

)

(

17,713,025

)

Health

Care

Equipment

&

Supplies

-

(

1

.0

)

%

BioMerieux

(France)

(2)

(

5,057

)

(

606,078

)

Carl

Zeiss

Meditec

AG

(Germany)

(2)

(

7,948

)

(

630,549

)

Coloplast

A/S,

Class

B

(Denmark)

(2)

(

13,842

)

(

1,804,243

)

DENTSPLY

SIRONA,

Inc.

(

45,436

)

(

1,229,498

)

Enovis

Corp.

(

3,344

)

(

143,959

)

Envista

Holdings

Corp.

(

12,635

)

(

249,668

)

GE

HealthCare

Technologies,

Inc.

(

24,627

)

(

2,311,244

)

Globus

Medical,

Inc.,

Class

A

(

14,764

)

(

1,056,217

)

Haemonetics

Corp.

(

8,445

)

(

678,809

)

Hologic,

Inc.

(

5,964

)

(

485,827

)

Insulet

Corp.

(

550

)

(

128,013

)

Neogen

Corp.

(

183,260

)

(

3,080,601

)

Siemens

Healthineers

AG

(Germany)

(2)(b)

(

6,198

)

(

372,256

)

Smith

&

Nephew

plc

(United

Kingdom)

(2)

(

61,712

)

(

957,827

)

STERIS

plc

(

2,721

)

(

659,951

)

Teleflex,

Inc.

(

798

)

(

197,361

)

(

14,592,101

)

Health

Care

Providers

&

Services

-

(

1

.6

)

%

Acadia

Healthcare

Co.,

Inc.

(

11,537

)

(

731,561

)

Amplifon

SpA

(Italy)

(2)

(

19,868

)

(

571,813

)

Chemed

Corp.

(

606

)

(

364,188

)

CVS

Health

Corp.

(

30,831

)

(

1,938,653

)

Galenica

AG

(Switzerland)

(2)(b)

(

2,644

)

(

232,952

)

HealthEquity,

Inc.

(

19,127

)

(

1,565,545

)

Henry

Schein,

Inc.

(

35,482

)

(

2,586,638

)

Humana,

Inc.

(

3,394

)

(

1,075,015

)

Labcorp

Holdings,

Inc.

(

3,748

)

(

837,603

)

McKesson

Corp.

(

5,490

)

(

2,714,366

)

Molina

Healthcare,

Inc.

(

2,795

)

(

963,045

)

Option

Care

Health,

Inc.

(

18,156

)

(

568,283

)

Premier,

Inc.,

Class

A

(

147,005

)

(

2,940,100

)

Progyny,

Inc.

(

34,412

)

(

576,745

)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

Providers

&

Services

-

(1.6)%

(continued)

Quest

Diagnostics,

Inc.

(

8,771

)

(

1,361,698

)

Ramsay

Health

Care

Ltd.

(Australia)

(2)

(

65,251

)

(

1,872,949

)

Sonic

Healthcare

Ltd.

(Australia)

(2)

(

33,931

)

(

638,198

)

UnitedHealth

Group,

Inc.

(

3,904

)

(

2,282,591

)

(

23,821,943

)

Health

Care

Technology

-

(

0

.2

)

%

Certara,

Inc.

(

54,588

)

(

639,225

)

M3,

Inc.

(Japan)

(2)

(

285,800

)

(

2,861,996

)

(

3,501,221

)

Life

Sciences

Tools

&

Services

-

(

1

.2

)

%

Avantor,

Inc.

(

18,447

)

(

477,224

)

Azenta,

Inc.

(

23,330

)

(

1,130,105

)

Bachem

Holding

AG,

Class

B

(Switzerland)

(2)

(

10,292

)

(

867,630

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

4,793

)

(

1,603,642

)

Bio-Techne

Corp.

(

12,952

)

(

1,035,253

)

Charles

River

Laboratories

International,

Inc.

(

2,526

)

(

497,546

)

Danaher

Corp.

(

4,055

)

(

1,127,371

)

Eurofins

Scientific

SE

(Luxembourg)

(2)

(

35,743

)

(

2,266,149

)

Fortrea

Holdings,

Inc.

(

30,521

)

(

610,420

)

Repligen

Corp.

(

13,868

)

(

2,063,836

)

Revvity,

Inc.

(

11,715

)

(

1,496,591

)

Sartorius

Stedim

Biotech

(France)

(2)

(

6,338

)

(

1,327,043

)

Tecan

Group

AG

(Registered)

(Switzerland)

(2)

(

2,537

)

(

833,709

)

Waters

Corp.

(

2,126

)

(

765,126

)

West

Pharmaceutical

Services,

Inc.

(

4,560

)

(

1,368,730

)

(

17,470,375

)

Pharmaceuticals

-

(

1

.4

)

%

AstraZeneca

plc

(United

Kingdom)

(2)

(

6,712

)

(

1,045,639

)

Bayer

AG

(Registered)

(Germany)

(2)

(

12,726

)

(

430,543

)

Daiichi

Sankyo

Co.

Ltd.

(Japan)

(2)

(

47,100

)

(

1,555,824

)

Eisai

Co.

Ltd.

(Japan)

(2)

(

18,300

)

(

682,132

)

Hikma

Pharmaceuticals

plc

(Jordan)

(2)

(

22,974

)

(

587,897

)

Jazz

Pharmaceuticals

plc

(

6,958

)

(

775,191

)

Johnson

&

Johnson

(

18,459

)

(

2,991,466

)

Kyowa

Kirin

Co.

Ltd.

(Japan)

(2)

(

75,500

)

(

1,332,327

)

Merck

KGaA

(Germany)

(2)

(

11,169

)

(

1,971,673

)

Ono

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

209,300

)

(

2,809,503

)

Organon

&

Co.

(

24,151

)

(

462,009

)

Orion

OYJ,

Class

B

(Finland)

(2)

(

11,128

)

(

609,746

)

Perrigo

Co.

plc

(

7,807

)

(

204,778

)

Pfizer,

Inc.

(

18,377

)

(

531,830

)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(Italy)

(2)

(

13,195

)

(

746,655

)

Roche

Holding

AG

(2)

(

7,436

)

(

2,379,648

)

Royalty

Pharma

plc,

Class

A

(

16,662

)

(

471,368

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

141

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Pharmaceuticals

-

(1.4)%

(continued)

Viatris,

Inc.

(

74,148

)

(

860,858

)

(

20,449,087

)

Total

Health

Care

(

97,547,752

)

Industrials

-

(

14

.5

)

%

Aerospace

&

Defense

-

(

0

.9

)

%

Boeing

Co.

(The)

(

19,163

)

(

2,913,543

)

BWX

Technologies,

Inc.

(

5,718

)

(

621,547

)

CAE,

Inc.

(Canada)

(

26,339

)

(

494,471

)

HEICO

Corp.

(

8,318

)

(

2,174,991

)

L3Harris

Technologies,

Inc.

(

3,935

)

(

936,018

)

Leonardo

SpA

(Italy)

(2)

(

36,688

)

(

821,125

)

Melrose

Industries

plc

(United

Kingdom)

(2)

(

144,042

)

(

880,322

)

MTU

Aero

Engines

AG

(Germany)

(2)

(

2,229

)

(

696,625

)

RTX

Corp.

(

18,634

)

(

2,257,695

)

Saab

AB,

Class

B

(Sweden)

(2)

(

10,033

)

(

213,808

)

TransDigm

Group,

Inc.

(

927

)

(

1,322,950

)

(

13,333,095

)

Air

Freight

&

Logistics

-

(

0

.9

)

%

CH

Robinson

Worldwide,

Inc.

(

9,082

)

(

1,002,380

)

Deutsche

Post

AG

(Germany)

(2)

(

63,946

)

(

2,852,420

)

DSV

A/S

(Denmark)

(2)

(

12,941

)

(

2,663,388

)

FedEx

Corp.

(

4,594

)

(

1,257,286

)

GXO

Logistics,

Inc.

(

10,058

)

(

523,720

)

SG

Holdings

Co.

Ltd.

(Japan)

(2)

(

63,000

)

(

675,698

)

United

Parcel

Service,

Inc.,

Class

B

(

14,665

)

(

1,999,426

)

Yamato

Holdings

Co.

Ltd.

(Japan)

(2)

(

192,700

)

(

2,194,396

)

(

13,168,714

)

Building

Products

-

(

1

.4

)

%

A

O

Smith

Corp.

(

7,091

)

(

636,985

)

AAON,

Inc.

(

23,388

)

(

2,522,162

)

Advanced

Drainage

Systems,

Inc.

(

1,198

)

(

188,278

)

Allegion

plc

(

5,485

)

(

799,384

)

Armstrong

World

Industries,

Inc.

(

2,122

)

(

278,895

)

Assa

Abloy

AB,

Class

B

(Sweden)

(2)

(

32,731

)

(

1,102,704

)

Carrier

Global

Corp.

(

18,076

)

(

1,454,937

)

Daikin

Industries

Ltd.

(Japan)

(2)

(

23,900

)

(

3,354,628

)

Fortune

Brands

Innovations,

Inc.

(

1,720

)

(

153,992

)

Hayward

Holdings,

Inc.

(

66,310

)

(

1,017,195

)

Johnson

Controls

International

plc

(

17,031

)

(

1,321,776

)

Nibe

Industrier

AB,

Class

B

(Sweden)

(2)

(

458,265

)

(

2,511,600

)

Owens

Corning

(

3,698

)

(

652,771

)

Simpson

Manufacturing

Co.,

Inc.

(

3,068

)

(

586,816

)

TOTO

Ltd.

(Japan)

(2)

(

41,700

)

(

1,551,135

)

Trex

Co.,

Inc.

(

31,767

)

(

2,115,047

)

(

20,248,305

)

INVESTMENTS

SHARES

VALUE

($)

Commercial

Services

&

Supplies

-

(

1

.2

)

%

Brink's

Co.

(The)

(

2,107

)

(

243,654

)

Cleanaway

Waste

Management

Ltd.

(Australia)

(2)

(

174,955

)

(

354,412

)

Element

Fleet

Management

Corp.

(Canada)

(

31,054

)

(

660,367

)

GFL

Environmental,

Inc.

(

20,957

)

(

835,987

)

MSA

Safety,

Inc.

(

6,265

)

(

1,111,035

)

RB

Global,

Inc.

(Canada)

(

19,824

)

(

1,595,506

)

Rentokil

Initial

plc

(United

Kingdom)

(2)

(

262,760

)

(

1,284,862

)

Republic

Services,

Inc.,

Class

A

(

18,508

)

(

3,717,147

)

Rollins,

Inc.

(

4,329

)

(

218,961

)

Secom

Co.

Ltd.

(Japan)

(2)

(

38,200

)

(

1,412,982

)

Securitas

AB,

Class

B

(Sweden)

(2)

(

139,249

)

(

1,767,746

)

Tetra

Tech,

Inc.

(

24,036

)

(

1,133,538

)

Waste

Management,

Inc.

(

20,265

)

(

4,207,014

)

(

18,543,211

)

Construction

&

Engineering

-

(

0

.9

)

%

API

Group

Corp.

(

15,643

)

(

516,532

)

Ferrovial

SE

(2)

(

46,010

)

(

1,977,374

)

Kajima

Corp.

(Japan)

(2)

(

39,900

)

(

747,853

)

MDU

Resources

Group,

Inc.

(

17,774

)

(

487,185

)

Quanta

Services,

Inc.

(

12,310

)

(

3,670,227

)

Shimizu

Corp.

(Japan)

(2)

(

36,900

)

(

254,346

)

Skanska

AB,

Class

B

(Sweden)

(2)

(

76,720

)

(

1,599,249

)

Valmont

Industries,

Inc.

(

4,675

)

(

1,355,516

)

WillScot

Holdings

Corp.

(

37,808

)

(

1,421,581

)

WSP

Global,

Inc.

(Canada)

(

5,010

)

(

890,091

)

(

12,919,954

)

Electrical

Equipment

-

(

0

.9

)

%

Acuity

Brands,

Inc.

(

2,159

)

(

594,567

)

AMETEK,

Inc.

(

8,210

)

(

1,409,739

)

Emerson

Electric

Co.

(

19,625

)

(

2,146,386

)

Generac

Holdings,

Inc.

(

6,842

)

(

1,087,057

)

Hubbell,

Inc.,

Class

B

(

2,067

)

(

885,399

)

Legrand

SA

(France)

(2)

(

7,542

)

(

868,882

)

Mitsubishi

Electric

Corp.

(Japan)

(2)

(

58,800

)

(

953,792

)

NEXTracker,

Inc.,

Class

A

(

21,543

)

(

807,432

)

NIDEC

Corp.

(Japan)

(2)

(

42,600

)

(

896,862

)

Regal

Rexnord

Corp.

(

11,475

)

(

1,903,473

)

Rockwell

Automation,

Inc.

(

6,459

)

(

1,733,983

)

Sensata

Technologies

Holding

plc

(

19,438

)

(

697,047

)

(

13,984,619

)

Ground

Transportation

-

(

1

.5

)

%

Aurizon

Holdings

Ltd.

(Australia)

(2)

(

140,210

)

(

341,101

)

Avis

Budget

Group,

Inc.

(

5,793

)

(

507,409

)

Canadian

National

Railway

Co.

(Canada)

(

843

)

(

98,714

)

Canadian

Pacific

Kansas

City

Ltd.

(Canada)

(

14,613

)

(

1,249,795

)

Central

Japan

Railway

Co.

(Japan)

(2)

(

95,400

)

(

2,202,793

)

CSX

Corp.

(

37,814

)

(

1,305,717

)

142

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Ground

Transportation

-

(1.5)%

(continued)

Hankyu

Hanshin

Holdings,

Inc.

(Japan)

(2)

(

3,200

)

(

98,853

)

Keio

Corp.

(Japan)

(2)

(

9,800

)

(

233,838

)

Keisei

Electric

Railway

Co.

Ltd.

(Japan)

(2)

(

108,400

)

(

3,231,718

)

Kintetsu

Group

Holdings

Co.

Ltd.

(Japan)

(2)

(

73,100

)

(

1,820,527

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

21,690

)

(

1,170,176

)

Norfolk

Southern

Corp.

(

6,975

)

(

1,733,288

)

Odakyu

Electric

Railway

Co.

Ltd.

(Japan)

(2)

(

203,300

)

(

2,267,571

)

Saia,

Inc.

(

6,031

)

(

2,637,115

)

Schneider

National,

Inc.,

Class

B

(

24,559

)

(

700,914

)

Tokyu

Corp.

(Japan)

(2)

(

68,400

)

(

885,774

)

U-Haul

Holding

Co.

(

3,912

)

(

303,102

)

XPO,

Inc.

(

11,046

)

(

1,187,555

)

(

21,975,960

)

Industrial

Conglomerates

-

(

0

.4

)

%

Honeywell

International,

Inc.

(

12,154

)

(

2,512,353

)

Keppel

Ltd.

(Singapore)

(2)

(

161,100

)

(

827,517

)

Lifco

AB,

Class

B

(Sweden)

(2)

(

29,646

)

(

976,353

)

Siemens

AG

(Registered)

(Germany)

(2)

(

10,616

)

(

2,147,701

)

(

6,463,924

)

Machinery

-

(

3

.7

)

%

AGCO

Corp.

(

28,727

)

(

2,811,224

)

Alstom

SA

(France)

(2)

(

28,616

)

(

594,550

)

Caterpillar,

Inc.

(

3,292

)

(

1,287,567

)

Chart

Industries,

Inc.

(

9,705

)

(

1,204,779

)

Crane

Co.

(

3,929

)

(

621,882

)

Daimler

Truck

Holding

AG

(Germany)

(2)

(

32,030

)

(

1,202,642

)

Deere

&

Co.

(

279

)

(

116,435

)

Dover

Corp.

(

4,815

)

(

923,228

)

Epiroc

AB,

Class

A

(Sweden)

(2)

(

94,786

)

(

2,053,014

)

Esab

Corp.

(

4,281

)

(

455,113

)

FANUC

Corp.

(Japan)

(2)

(

79,200

)

(

2,326,137

)

Fluidra

SA

(Spain)

(2)

(

13,999

)

(

366,980

)

Fortive

Corp.

(

4,240

)

(

334,663

)

Gates

Industrial

Corp.

plc

(

44,701

)

(

784,503

)

Graco,

Inc.

(

8,140

)

(

712,331

)

Hitachi

Construction

Machinery

Co.

Ltd.

(Japan)

(2)

(

92,800

)

(

2,274,535

)

Hoshizaki

Corp.

(Japan)

(2)

(

18,100

)

(

630,348

)

Husqvarna

AB,

Class

B

(Sweden)

(2)

(

59,264

)

(

415,127

)

IDEX

Corp.

(

7,020

)

(

1,505,790

)

Ingersoll

Rand,

Inc.

(

39,857

)

(

3,912,363

)

Interpump

Group

SpA

(Italy)

(2)

(

10,531

)

(

491,961

)

Kone

OYJ,

Class

B

(Finland)

(2)

(

1,858

)

(

111,148

)

Kubota

Corp.

(Japan)

(2)

(

254,400

)

(

3,632,434

)

Metso

OYJ

(Finland)

(2)

(

167,813

)

(

1,794,327

)

Middleby

Corp.

(The)

(

12,820

)

(

1,783,647

)

MINEBEA

MITSUMI,

Inc.

(Japan)

(2)

(

13,200

)

(

260,917

)

INVESTMENTS

SHARES

VALUE

($)

Machinery

-

(3.7)%

(continued)

Nordson

Corp.

(

8,229

)

(

2,161,182

)

PACCAR,

Inc.

(

6,527

)

(

644,084

)

RBC

Bearings,

Inc.

(

2,886

)

(

864,011

)

Sandvik

AB

(Sweden)

(2)

(

31,220

)

(

698,614

)

Schindler

Holding

AG

(Switzerland)

(2)

(

5,468

)

(

1,604,881

)

Seatrium

Ltd.

(Singapore)

(2)

(

296,300

)

(

410,437

)

SMC

Corp.

(Japan)

(2)

(

8,100

)

(

3,622,487

)

Spirax

Group

plc

(United

Kingdom)

(2)

(

1,868

)

(

188,304

)

Timken

Co.

(The)

(

3,799

)

(

320,218

)

TOMRA

Systems

ASA

(Norway)

(2)

(

31,613

)

(

464,665

)

Toro

Co.

(The)

(

23,179

)

(

2,010,315

)

Toyota

Industries

Corp.

(Japan)

(2)

(

29,200

)

(

2,264,243

)

Valmet

OYJ

(Finland)

(2)

(

31,165

)

(

999,663

)

Xylem,

Inc.

(

11,280

)

(

1,523,138

)

Yaskawa

Electric

Corp.

(Japan)

(2)

(

130,400

)

(

4,564,838

)

(

54,948,725

)

Marine

Transportation

-

(

0

.2

)

%

AP

Moller

-

Maersk

A/S,

Class

B

(Denmark)

(2)

(

1,450

)

(

2,440,038

)

Passenger

Airlines

-

(

0

.4

)

%

Air

Canada

(Canada)

(

73,780

)

(

894,121

)

Deutsche

Lufthansa

AG

(Registered)

(Germany)

(2)

(

118,410

)

(

867,281

)

Singapore

Airlines

Ltd.

(Singapore)

(2)

(

79,700

)

(

420,729

)

Southwest

Airlines

Co.

(

145,751

)

(

4,318,602

)

(

6,500,733

)

Professional

Services

-

(

0

.8

)

%

Automatic

Data

Processing,

Inc.

(

1,498

)

(

414,542

)

Bureau

Veritas

SA

(France)

(2)

(

10,030

)

(

332,761

)

Clarivate

plc

(

181,903

)

(

1,291,511

)

Concentrix

Corp.

(

7,084

)

(

363,055

)

Dayforce,

Inc.

(

19,332

)

(

1,184,085

)

ExlService

Holdings,

Inc.

(

5,501

)

(

209,863

)

FTI

Consulting,

Inc.

(

6,169

)

(

1,403,818

)

Hays

plc

(United

Kingdom)

(2)

(

157,724

)

(

195,792

)

Maximus,

Inc.

(

6,393

)

(

595,572

)

Paychex,

Inc.

(

10,968

)

(

1,471,796

)

Paycom

Software,

Inc.

(

6,111

)

(

1,017,909

)

Paylocity

Holding

Corp.

(

3,675

)

(

606,265

)

Randstad

NV

(Netherlands)

(2)

(

25,051

)

(

1,244,688

)

SGS

SA

(Registered)

(Switzerland)

(2)

(

4,100

)

(

457,812

)

Teleperformance

SE

(France)

(2)

(

7,391

)

(

764,602

)

(

11,554,071

)

Trading

Companies

&

Distributors

-

(

1

.1

)

%

Air

Lease

Corp.,

Class

A

(

50,605

)

(

2,291,900

)

Ashtead

Group

plc

(United

Kingdom)

(2)

(

10,603

)

(

821,529

)

Beijer

Ref

AB,

Class

B

(Sweden)

(2)

(

79,961

)

(

1,316,452

)

Brenntag

SE

(Germany)

(2)

(

29,707

)

(

2,217,406

)

Core

&

Main,

Inc.,

Class

A

(

17,995

)

(

798,978

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

143

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Trading

Companies

&

Distributors

-

(1.1)%

(continued)

Fastenal

Co.

(

20,743

)

(

1,481,465

)

GATX

Corp.

(

7,723

)

(

1,022,911

)

IMCD

NV

(Netherlands)

(2)

(

6,524

)

(

1,133,317

)

Mitsubishi

Corp.

(Japan)

(2)

(

42,900

)

(

891,456

)

MSC

Industrial

Direct

Co.,

Inc.,

Class

A

(

10,046

)

(

864,559

)

Reece

Ltd.

(Australia)

(2)

(

17,199

)

(

337,290

)

RS

GROUP

plc

(United

Kingdom)

(2)

(

30,855

)

(

335,361

)

SiteOne

Landscape

Supply,

Inc.

(

5,034

)

(

759,681

)

Travis

Perkins

plc

(United

Kingdom)

(2)

(

52,767

)

(

656,952

)

Watsco,

Inc.

(

1,439

)

(

707,815

)

(

15,637,072

)

Transportation

Infrastructure

-

(

0

.2

)

%

Aeroports

de

Paris

SA

(France)

(2)

(

10,841

)

(

1,392,281

)

Atlas

Arteria

Ltd.

(Australia)

(2)

(

177,034

)

(

596,584

)

Flughafen

Zurich

AG

(Registered)

(Switzerland)

(2)

(

583

)

(

140,253

)

Transurban

Group

(Australia)

(2)

(

156,326

)

(

1,412,419

)

(

3,541,537

)

Total

Industrials

(

215,259,958

)

Information

Technology

-

(

9

.3

)

%

Communications

Equipment

-

(

0

.5

)

%

Ciena

Corp.

(

35,443

)

(

2,182,934

)

Cisco

Systems,

Inc.

(

16,866

)

(

897,609

)

F5,

Inc.

(

2,630

)

(

579,126

)

Lumentum

Holdings,

Inc.

(

51,508

)

(

3,264,577

)

Ubiquiti,

Inc.

(

525

)

(

116,403

)

(

7,040,649

)

Electronic

Equipment,

Instruments

&

Components

-

(

1

.4

)

%

Belden,

Inc.

(

5,229

)

(

612,473

)

CDW

Corp.

(

5,257

)

(

1,189,659

)

Cognex

Corp.

(

37,060

)

(

1,500,930

)

Crane

NXT

Co.

(

15,810

)

(

886,941

)

Hamamatsu

Photonics

KK

(Japan)

(2)

(

346,000

)

(

4,514,679

)

Hexagon

AB,

Class

B

(Sweden)

(2)

(

14,928

)

(

160,791

)

Ibiden

Co.

Ltd.

(Japan)

(2)

(

54,200

)

(

1,675,156

)

IPG

Photonics

Corp.

(

11,029

)

(

819,675

)

Littelfuse,

Inc.

(

428

)

(

113,527

)

Novanta,

Inc.

(

4,125

)

(

738,045

)

Omron

Corp.

(Japan)

(2)

(

58,700

)

(

2,683,746

)

Shimadzu

Corp.

(Japan)

(2)

(

42,200

)

(

1,411,445

)

Taiyo

Yuden

Co.

Ltd.

(Japan)

(2)

(

36,600

)

(

753,724

)

Teledyne

Technologies,

Inc.

(

3,705

)

(

1,621,530

)

Vishay

Intertechnology,

Inc.

(

48,691

)

(

920,747

)

Vontier

Corp.

(

10,697

)

(

360,917

)

(

19,963,985

)

INVESTMENTS

SHARES

VALUE

($)

IT

Services

-

(

1

.2

)

%

Accenture

plc,

Class

A

(Ireland)

(

5,399

)

(

1,908,439

)

Akamai

Technologies,

Inc.

(

7,966

)

(

804,168

)

Alten

SA

(France)

(2)

(

2,562

)

(

286,415

)

ASGN,

Inc.

(

6,250

)

(

582,687

)

Bechtle

AG

(Germany)

(2)

(

29,377

)

(

1,314,095

)

Capgemini

SE

(France)

(2)

(

11,049

)

(

2,385,486

)

CGI,

Inc.

(Canada)

(

2,133

)

(

245,434

)

Cognizant

Technology

Solutions

Corp.,

Class

A

(

19,821

)

(

1,529,785

)

Globant

SA

(

4,247

)

(

841,501

)

International

Business

Machines

Corp.

(

7,650

)

(

1,691,262

)

NEXTDC

Ltd.

(Australia)

(2)

(

38,267

)

(

461,477

)

Nomura

Research

Institute

Ltd.

(Japan)

(2)

(

72,400

)

(

2,686,886

)

NTT

Data

Group

Corp.

(Japan)

(2)

(

110,400

)

(

1,986,946

)

Okta,

Inc.,

Class

A

(

12,221

)

(

908,509

)

Reply

SpA

(Italy)

(2)

(

5,381

)

(

811,451

)

(

18,444,541

)

Semiconductors

&

Semiconductor

Equipment

-

(

3

.4

)

%

Advanced

Micro

Devices,

Inc.

(

6,339

)

(

1,040,103

)

Allegro

MicroSystems,

Inc.

(Japan)

(

85,472

)

(

1,991,498

)

Analog

Devices,

Inc.

(

11,874

)

(

2,733,039

)

ASML

Holding

NV

(Netherlands)

(2)

(

2,328

)

(

1,936,571

)

BE

Semiconductor

Industries

NV

(Netherlands)

(2)

(

3,314

)

(

422,670

)

Enphase

Energy,

Inc.

(

2,927

)

(

330,810

)

First

Solar,

Inc.

(

1,752

)

(

437,019

)

GLOBALFOUNDRIES,

Inc.

(

39,138

)

(

1,575,304

)

Infineon

Technologies

AG

(Germany)

(2)

(

45,047

)

(

1,581,507

)

Intel

Corp.

(

189,325

)

(

4,441,565

)

Lasertec

Corp.

(Japan)

(2)

(

9,600

)

(

1,600,576

)

Lattice

Semiconductor

Corp.

(

47,320

)

(

2,511,272

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

19,519

)

(

2,171,684

)

Microchip

Technology,

Inc.

(

22,077

)

(

1,772,562

)

Micron

Technology,

Inc.

(

3,843

)

(

398,558

)

MKS

Instruments,

Inc.

(

11,630

)

(

1,264,297

)

ON

Semiconductor

Corp.

(

23,209

)

(

1,685,205

)

Power

Integrations,

Inc.

(

17,212

)

(

1,103,633

)

Renesas

Electronics

Corp.

(Japan)

(2)

(

56,700

)

(

822,868

)

Rohm

Co.

Ltd.

(Japan)

(2)

(

334,700

)

(

3,770,620

)

SCREEN

Holdings

Co.

Ltd.

(Japan)

(2)

(

9,600

)

(

675,086

)

Silicon

Laboratories,

Inc.

(

9,891

)

(

1,143,103

)

SOITEC

(France)

(2)

(

2,115

)

(

211,836

)

STMicroelectronics

NV

(Singapore)

(2)

(

55,554

)

(

1,659,084

)

SUMCO

Corp.

(Japan)

(2)

(

402,700

)

(

4,355,580

)

Synaptics,

Inc.

(

16,562

)

(

1,284,880

)

Texas

Instruments,

Inc.

(

16,298

)

(

3,366,678

)

Wolfspeed,

Inc.

(

365,628

)

(

3,546,592

)

(

49,834,200

)

144

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Software

-

(

2

.5

)

%

Altair

Engineering,

Inc.,

Class

A

(

14,035

)

(

1,340,483

)

Aspen

Technology,

Inc.

(

3,172

)

(

757,537

)

Autodesk,

Inc.

(

864

)

(

238,015

)

Bentley

Systems,

Inc.,

Class

B

(

36,302

)

(

1,844,505

)

Blackbaud,

Inc.

(

6,221

)

(

526,794

)

Cadence

Design

Systems,

Inc.

(

7,022

)

(

1,903,173

)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

112,901

)

(

1,247,556

)

Confluent,

Inc.,

Class

A

(

16,341

)

(

333,030

)

Crowdstrike

Holdings,

Inc.,

Class

A

(

2,998

)

(

840,849

)

Dassault

Systemes

SE

(France)

(2)

(

36,223

)

(

1,438,806

)

Dolby

Laboratories,

Inc.,

Class

A

(

17,118

)

(

1,310,040

)

Dropbox,

Inc.,

Class

A

(

20,864

)

(

530,571

)

Elastic

NV

(

3,402

)

(

261,137

)

Five9,

Inc.

(

46,194

)

(

1,327,154

)

Gen

Digital,

Inc.

(

44,922

)

(

1,232,210

)

Informatica,

Inc.,

Class

A

(

33,193

)

(

839,119

)

Microsoft

Corp.

(

11,230

)

(

4,832,269

)

MicroStrategy,

Inc.,

Class

A

(

13,161

)

(

2,218,945

)

nCino,

Inc.

(

27,236

)

(

860,385

)

Open

Text

Corp.

(Canada)

(

15,313

)

(

509,735

)

Procore

Technologies,

Inc.

(

13,698

)

(

845,441

)

PTC,

Inc.

(

11,910

)

(

2,151,661

)

RingCentral,

Inc.,

Class

A

(

18,007

)

(

569,561

)

Roper

Technologies,

Inc.

(

6,932

)

(

3,857,242

)

Salesforce,

Inc.

(

6,340

)

(

1,735,321

)

Synopsys,

Inc.

(

3,098

)

(

1,568,796

)

Temenos

AG

(Registered)

(Switzerland)

(2)

(

14,162

)

(

991,539

)

Tyler

Technologies,

Inc.

(

2,273

)

(

1,326,796

)

(

37,438,670

)

Technology

Hardware,

Storage

&

Peripherals

-

(

0

.3

)

%

Brother

Industries

Ltd.

(Japan)

(2)

(

21,000

)

(

411,861

)

HP,

Inc.

(

64,982

)

(

2,330,905

)

Ricoh

Co.

Ltd.

(Japan)

(2)

(

111,000

)

(

1,204,629

)

Super

Micro

Computer,

Inc.

(

2,328

)

(

969,379

)

(

4,916,774

)

Total

Information

Technology

(

137,638,819

)

Materials

-

(

6

.1

)

%

Chemicals

-

(

2

.7

)

%

Air

Products

and

Chemicals,

Inc.

(

9,951

)

(

2,962,811

)

Albemarle

Corp.

(

18,853

)

(

1,785,568

)

Arcadium

Lithium

plc

(Argentina)

(

645,370

)

(

1,839,304

)

Ashland,

Inc.

(

1,174

)

(

102,103

)

Celanese

Corp.,

Class

A

(

29,678

)

(

4,035,021

)

CF

Industries

Holdings,

Inc.

(

17,972

)

(

1,541,998

)

Chemours

Co.

(The)

(

101,887

)

(

2,070,344

)

Clariant

AG

(Registered)

(Switzerland)

(2)

(

97,606

)

(

1,479,326

)

Croda

International

plc

(United

Kingdom)

(2)

(

6,789

)

(

383,593

)

Dow,

Inc.

(

24,766

)

(

1,352,966

)

Eastman

Chemical

Co.

(

11,926

)

(

1,335,116

)

INVESTMENTS

SHARES

VALUE

($)

Chemicals

-

(2.7)%

(continued)

EMS-Chemie

Holding

AG

(Registered)

(Switzerland)

(2)

(

1,168

)

(

981,391

)

Johnson

Matthey

plc

(United

Kingdom)

(2)

(

11,683

)

(

238,253

)

Linde

plc

(

2,963

)

(

1,412,936

)

LyondellBasell

Industries

NV,

Class

A

(

16,844

)

(

1,615,340

)

Mitsui

Chemicals,

Inc.

(Japan)

(2)

(

36,100

)

(

964,306

)

Mosaic

Co.

(The)

(

8,576

)

(

229,665

)

Nippon

Paint

Holdings

Co.

Ltd.

(Japan)

(2)

(

314,100

)

(

2,392,163

)

Nippon

Sanso

Holdings

Corp.

(Japan)

(2)

(

15,400

)

(

565,225

)

Nissan

Chemical

Corp.

(Japan)

(2)

(

87,100

)

(

3,126,744

)

Nitto

Denko

Corp.

(Japan)

(2)

(

54,500

)

(

917,141

)

Nutrien

Ltd.

(Canada)

(

30,591

)

(

1,470,006

)

OCI

NV

(Netherlands)

(2)

(

13,033

)

(

371,565

)

PPG

Industries,

Inc.

(

11,410

)

(

1,511,369

)

RPM

International,

Inc.

(

8,997

)

(

1,088,637

)

Umicore

SA

(Belgium)

(2)

(

103,157

)

(

1,338,785

)

Wacker

Chemie

AG

(Germany)

(2)

(

9,937

)

(

982,850

)

Westlake

Corp.

(

3,464

)

(

520,604

)

Yara

International

ASA

(Brazil)

(2)

(

42,429

)

(

1,340,473

)

(

39,955,603

)

Construction

Materials

-

(

0

.3

)

%

Knife

River

Corp.

(

4,281

)

(

382,679

)

Martin

Marietta

Materials,

Inc.

(

6,947

)

(

3,739,223

)

(

4,121,902

)

Containers

&

Packaging

-

(

0

.6

)

%

Avery

Dennison

Corp.

(

1,597

)

(

352,554

)

Ball

Corp.

(

5,641

)

(

383,080

)

Billerud

Aktiebolag

(Sweden)

(2)

(

27,750

)

(

318,385

)

Graphic

Packaging

Holding

Co.

(

44,799

)

(

1,325,602

)

Greif,

Inc.,

Class

A

(

1,667

)

(

104,454

)

Huhtamaki

OYJ

(Finland)

(

2,927

)

(

113,646

)

International

Paper

Co.

(

51,997

)

(

2,540,053

)

SIG

Group

AG

(Switzerland)

(2)

(

148,840

)

(

3,318,374

)

Silgan

Holdings,

Inc.

(

9,681

)

(

508,253

)

(

8,964,401

)

Metals

&

Mining

-

(

2

.4

)

%

Anglo

American

plc

(South

Africa)

(2)

(

63,205

)

(

2,054,524

)

Antofagasta

plc

(Chile)

(2)

(

52,411

)

(

1,412,731

)

Aperam

SA

(Luxembourg)

(2)

(

4,173

)

(

130,814

)

ArcelorMittal

SA

(Luxembourg)

(2)

(

88,983

)

(

2,329,988

)

ATI,

Inc.

(

2,076

)

(

138,905

)

Aurubis

AG

(Germany)

(2)

(

8,965

)

(

657,762

)

BHP

Group

Ltd.

(Australia)

(2)

(

66,775

)

(

2,073,107

)

BlueScope

Steel

Ltd.

(Australia)

(2)

(

24,533

)

(

374,494

)

Boliden

AB

(Sweden)

(2)

(

10,629

)

(

360,737

)

Cleveland-Cliffs,

Inc.

(

163,100

)

(

2,082,787

)

Commercial

Metals

Co.

(

3,821

)

(

210,002

)

Endeavour

Mining

plc

(Burkina

Faso)

(2)

(

41,660

)

(

985,895

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

145

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Metals

&

Mining

-

(2.4)%

(continued)

Fortescue

Ltd.

(Australia)

(2)

(

11,862

)

(

167,308

)

Franco-Nevada

Corp.

(Canada)

(

7,672

)

(

952,895

)

Freeport-McMoRan,

Inc.

(

4,052

)

(

202,276

)

Glencore

plc

(Australia)

(2)

(

352,946

)

(

2,021,199

)

IGO

Ltd.

(Australia)

(2)

(

218,365

)

(

876,964

)

Lundin

Mining

Corp.

(Chile)

(

131,521

)

(

1,377,983

)

Lynas

Rare

Earths

Ltd.

(Australia)

(2)

(

95,731

)

(

525,231

)

Mineral

Resources

Ltd.

(Australia)

(2)

(

38,345

)

(

1,367,135

)

MP

Materials

Corp.

(

50,097

)

(

884,212

)

Newmont

Corp.

(

3,024

)

(

161,633

)

Nippon

Steel

Corp.

(Japan)

(2)

(

83,500

)

(

1,871,413

)

Nucor

Corp.

(

13,562

)

(

2,038,911

)

Pan

American

Silver

Corp.

(Canada)

(

10,947

)

(

228,580

)

Pilbara

Minerals

Ltd.

(Australia)

(2)

(

1,018,874

)

(

2,291,732

)

Reliance,

Inc.

(

6,609

)

(

1,911,389

)

Rio

Tinto

plc

(Australia)

(2)

(

32,082

)

(

2,277,425

)

SSAB

AB,

Class

B

(Sweden)

(2)

(

97,034

)

(

496,831

)

Steel

Dynamics,

Inc.

(

8,293

)

(

1,045,581

)

Sumitomo

Metal

Mining

Co.

Ltd.

(Japan)

(2)

(

39,700

)

(

1,191,412

)

Teck

Resources

Ltd.,

Class

B

(Canada)

(

7,380

)

(

385,466

)

thyssenkrupp

AG

(Germany)

(2)

(

119,263

)

(

462,070

)

(

35,549,392

)

Paper

&

Forest

Products

-

(

0

.1

)

%

Holmen

AB,

Class

B

(Sweden)

(2)

(

22,801

)

(

987,180

)

Stora

Enso

OYJ,

Class

R

(Finland)

(2)

(

63,119

)

(

807,550

)

Svenska

Cellulosa

AB

SCA,

Class

B

(Sweden)

(2)

(

40,642

)

(

592,530

)

(

2,387,260

)

Total

Materials

(

90,978,558

)

Real

Estate

-

(

1

.2

)

%

Hotel

&

Resort

REITs

-

(

0

.1

)

%

Host

Hotels

&

Resorts,

Inc.,

REIT

(

96,397

)

(

1,696,587

)

Industrial

REITs

-

(

0

.2

)

%

First

Industrial

Realty

Trust,

Inc.,

REIT

(

11,906

)

(

666,498

)

Prologis,

Inc.,

REIT

(

5,454

)

(

688,731

)

Rexford

Industrial

Realty,

Inc.,

REIT

(

25,437

)

(

1,279,735

)

STAG

Industrial,

Inc.,

REIT

(

8,829

)

(

345,126

)

(

2,980,090

)

Office

REITs

-

(

0

.1

)

%

Highwoods

Properties,

Inc.,

REIT

(

10,877

)

(

364,489

)

Kilroy

Realty

Corp.,

REIT

(

6,186

)

(

239,398

)

(

603,887

)

INVESTMENTS

SHARES

VALUE

($)

Real

Estate

Management

&

Development

-

(

0

.2

)

%

CapitaLand

Investment

Ltd.

(Singapore)

(2)

(

347,500

)

(

840,176

)

CoStar

Group,

Inc.

(

22,931

)

(

1,729,914

)

Howard

Hughes

Holdings,

Inc.

(

2,660

)

(

205,964

)

(

2,776,054

)

Residential

REITs

-

(

0

.1

)

%

Equity

LifeStyle

Properties,

Inc.,

REIT

(

5,685

)

(

405,568

)

Essex

Property

Trust,

Inc.,

REIT

(

1,132

)

(

334,415

)

Mid-America

Apartment

Communities,

Inc.,

REIT

(

4,152

)

(

659,753

)

(

1,399,736

)

Retail

REITs

-

(

0

.0

)

%

†

Agree

Realty

Corp.,

REIT

(

5,001

)

(

376,725

)

NNN

REIT,

Inc.,

REIT

(

2,136

)

(

103,575

)

(

480,300

)

Specialized

REITs

-

(

0

.5

)

%

Crown

Castle,

Inc.,

REIT

(

8,199

)

(

972,647

)

CubeSmart,

REIT

(

3,084

)

(

166,012

)

Digital

Realty

Trust,

Inc.,

REIT

(

4,394

)

(

711,081

)

Equinix,

Inc.,

REIT

(

1,688

)

(

1,498,320

)

Extra

Space

Storage,

Inc.,

REIT

(

1,252

)

(

225,598

)

Gaming

and

Leisure

Properties,

Inc.,

REIT

(

20,097

)

(

1,033,991

)

National

Storage

Affiliates

Trust,

REIT

(

5,279

)

(

254,448

)

Rayonier,

Inc.,

REIT

(

7,730

)

(

248,751

)

SBA

Communications

Corp.,

REIT

(

1,869

)

(

449,868

)

VICI

Properties,

Inc.,

Class

A,

REIT

(

40,952

)

(

1,364,111

)

Weyerhaeuser

Co.,

REIT

(

20,656

)

(

699,412

)

(

7,624,239

)

Total

Real

Estate

(

17,560,893

)

Utilities

-

(

3

.2

)

%

Electric

Utilities

-

(

1

.5

)

%

Acciona

SA

(Spain)

(2)

(

4,544

)

(

644,688

)

Alliant

Energy

Corp.

(

41,228

)

(

2,502,127

)

BKW

AG

(Switzerland)

(2)

(

1,305

)

(

236,647

)

Chubu

Electric

Power

Co.,

Inc.

(Japan)

(2)

(

44,400

)

(

521,796

)

Constellation

Energy

Corp.

(

5,617

)

(

1,460,532

)

EDP

SA

(Portugal)

(2)

(

64,035

)

(

292,051

)

Elia

Group

SA/NV

(Belgium)

(2)

(

6,703

)

(

766,086

)

Entergy

Corp.

(

20,430

)

(

2,688,792

)

Exelon

Corp.

(

46,043

)

(

1,867,044

)

IDACORP,

Inc.

(

8,851

)

(

912,450

)

Kansai

Electric

Power

Co.,

Inc.

(The)

(Japan)

(2)

(

107,400

)

(

1,779,926

)

NRG

Energy,

Inc.

(

14,180

)

(

1,291,798

)

Pinnacle

West

Capital

Corp.

(

16,415

)

(

1,454,205

)

Redeia

Corp.

SA

(Spain)

(2)

(

15,846

)

(

308,063

)

Southern

Co.

(The)

(

37,575

)

(

3,388,513

)

SSE

plc

(United

Kingdom)

(2)

(

35,943

)

(

905,922

)

146

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Electric

Utilities

-

(1.5)%

(continued)

TXNM

Energy,

Inc.

(

19,495

)

(

853,296

)

(

21,873,936

)

Gas

Utilities

-

(

0

.5

)

%

APA

Group

(Australia)

(2)

(

208,768

)

(

1,117,270

)

Brookfield

Infrastructure

Corp.,

Class

A

(Canada)

(

3,562

)

(

154,680

)

Enagas

SA

(Spain)

(2)

(

34,076

)

(

522,705

)

ONE

Gas,

Inc.

(

13,644

)

(

1,015,387

)

Snam

SpA

(Italy)

(2)

(

212,659

)

(

1,083,231

)

Southwest

Gas

Holdings,

Inc.

(

18,928

)

(

1,396,129

)

Spire,

Inc.

(

17,536

)

(

1,179,998

)

Tokyo

Gas

Co.

Ltd.

(Japan)

(2)

(

15,100

)

(

351,726

)

(

6,821,126

)

Independent

Power

and

Renewable

Electricity

Producers

-

(

0

.3

)

%

Brookfield

Renewable

Corp.,

Class

A

(

5,331

)

(

174,067

)

Clearway

Energy,

Inc.,

Class

C

(

11,247

)

(

345,058

)

Northland

Power,

Inc.

(Canada)

(

34,386

)

(

593,164

)

Ormat

Technologies,

Inc.

(

17,935

)

(

1,379,919

)

Orsted

A/S

(Denmark)

(2)(b)

(

11,465

)

(

759,355

)

RWE

AG

(Germany)

(2)

(

41,704

)

(

1,519,394

)

(

4,770,957

)

Multi-Utilities

-

(

0

.7

)

%

CenterPoint

Energy,

Inc.

(

69,897

)

(

2,056,370

)

CMS

Energy

Corp.

(

23,404

)

(

1,653,024

)

DTE

Energy

Co.

(

5,200

)

(

667,732

)

Public

Service

Enterprise

Group,

Inc.

(

30,266

)

(

2,700,030

)

Sempra

(

38,972

)

(

3,259,228

)

(

10,336,384

)

Water

Utilities

-

(

0

.2

)

%

American

Water

Works

Co.,

Inc.

(

5,057

)

(

739,536

)

Pennon

Group

plc

(United

Kingdom)

(

39,803

)

(

315,031

)

Severn

Trent

plc

(United

Kingdom)

(2)

(

45,235

)

(

1,601,477

)

United

Utilities

Group

plc

(United

Kingdom)

(2)

(

58,386

)

(

818,590

)

(

3,474,634

)

Total

Utilities

(

47,277,037

)

TOTAL

COMMON

STOCKS

(Proceeds

$(991,402,518))

(1,020,177,761)

INVESTMENTS

SHARES

VALUE

($)

PREFERRED

STOCKS

-

(0.5)%

Consumer

Discretionary

-

(

0

.3

)

%

Automobiles

-

(

0

.3

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(Germany)

(2)(b)

(

27,827

)

(

2,223,767

)

Volkswagen

AG

(Preference)

(Germany)

(2)

(

24,128

)

(

2,562,696

)

Total

Consumer

Discretionary

(

4,786,463

)

Consumer

Staples

-

(

0

.1

)

%

Household

Products

-

(

0

.1

)

%

Henkel

AG

&

Co.

KGaA

(Preference)

(Germany)

(2)

(

18,981

)

(

1,784,211

)

Health

Care

-

(

0

.1

)

%

Life

Sciences

Tools

&

Services

-

(

0

.1

)

%

Sartorius

AG

(Preference)

(Germany)

(2)

(

5,306

)

(

1,491,939

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(7,899,783))

(8,062,613)

TOTAL

SHORT

POSITIONS

(Proceeds

$(999,302,301))

(1,028,240,374)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

89.2%

(Cost

$1,278,708,860)

1,323,666,290

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

10.8%

‡

161,091,416

NET

ASSETS

-

100.0%

1,484,757,706

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

649,798

0.0

%

†

Consumer

Discretionary

27,244,937

1

.9

Consumer

Staples

(

18,180,952

)

(

1

.2

)

Energy

(

24,260,818

)

(

1

.6

)

Financials

(

5,031,159

)

(

0

.3

)

Health

Care

5,582,371

0

.3

Industrials

4,515,661

0

.3

Information

Technology

(

7,421,510

)

(

0

.5

)

Materials

(

11,061,920

)

(

0

.7

)

Real

Estate

10,060,540

0

.7

Utilities

5,371,284

0

.3

Investment

Companies

406,974,619

27

.4

U.S.

Treasury

Obligations

929,223,439

62

.6

Total

Investments

In

Securities

At

Value

1,323,666,290

89

.2

Other

Assets

in

Excess

of

Liabilities

‡

161,091,416

10

.8

Net

Assets

$

1,484,757,706

100

.0

%

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

147

(Continued)

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$995,285,647,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

In

addition,

$113,219,171

of

cash

collateral

was

also

pledged.

(b)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$15,105,494,

which

represents

1.02%

of

net

assets

of

the

Fund.

(c)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$218,260,459.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(g)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(h)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

26.8%

INVESTMENT

COMPANIES

-

26.8%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(a)

(Cost

$397,342,869)

$174,786,719

$4,075,909,435

$(3,853,360,626)

$69,935

$15,841

$397,421,304

397,540,566

$11,483,943

$–

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

148

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Credit

default

swap

contracts

outstanding

-

buy

protection

as

of

September

30,

2024:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

PAID

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Main

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

0

.59

%

EUR

1,766,000

$

(

39,309

)

$

(

746

)

$

(

40,055

)

Markit

CDX

North

America

Investment

Grade

Index

Series

43.V1

1

.00

Quarterly

12/20/2029

0

.53

USD

6,672,000

(

150,596

)

(

611

)

(

151,207

)

$

(

189,905

)

$

(

1,357

)

$

(

191,262

)

Credit

default

swap

contracts

outstanding

-

sell

protection

as

of

September

30,

2024

:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

RECEIVED

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Crossover

Index

Series

42.V1

5

.00

%

Quarterly

12/20/2029

3

.11

%

EUR

9,394,000

$

851,456

$

29,725

$

881,181

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

Quarterly

12/20/2029

0

.05

USD

7,633,000

558,737

(

1,744

)

556,993

1,410,193

27,981

1,438,174

Markit

CDX

North

America

Emerging

Markets

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

1

.63

%

USD

6,276,000

$

(

187,466

)

$

8,122

$

(

179,344

)

(

187,466

)

8,122

(

179,344

)

$

1,222,727

$

36,103

$

1,258,830

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

1,500,000

$

(

1,121

)

$

1,522

$

401

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

1,400,000

(

1,263

)

1,637

374

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

32,700,000

401,396

(

17,298

)

384,098

Pay

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

100,000

1,082

105

1,187

Pay

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

100,000

1,082

105

1,187

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

40,000,000

1,276

(

686

)

590

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

40,000,000

1,276

(

686

)

590

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

323,100,000

(

46,673

)

961,236

914,563

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

900,000

319

2,838

3,157

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

45,800,000

(

67,217

)

228,330

161,113

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

12,200,000

197,748

28,067

225,815

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

42,700,000

388,720

389,220

777,940

Pay

1D

SORA

Semi

2.50%

Semi

12/19/2029

SGD

13,800,000

(

6,289

)

111,709

105,420

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

1,264,000,000

55,074

(

24,505

)

30,569

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

53,500,000

4,653

(

1,988

)

2,665

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

53,500,000

4,653

(

1,988

)

2,665

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

734,700,000

48,242

(

4,835

)

43,407

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

734,700,000

51,006

(

7,600

)

43,406

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

10,000,000

1,289

(

753

)

536

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

2,848,400,000

(

399,683

)

545,363

145,680

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

300,000

(

215

)

598

383

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

149

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

573,400,000

$

8,171

$

724,850

$

733,021

Pay

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

1,500,000

4,357

345

4,702

Pay

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

63,800,000

(

39,442

)

239,410

199,968

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

100,000

310

352

662

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

9,000,000

(

33,008

)

92,640

59,632

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

100,000

858

(

192

)

666

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

16,000,000

11,926

94,632

106,558

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

46,313,300,000

40,587

127,311

167,898

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

4,650,000,000

18,588

3,554

22,142

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

4,650,000,000

18,588

3,554

22,142

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/19/2029

KRW

20,823,100,000

59,778

134,248

194,026

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

3,200,000,000

31,975

503

32,478

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

3,200,000,000

31,975

503

32,478

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/19/2029

HKD

51,300,000

65,109

(

37,018

)

28,091

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

3/17/2027

ZAR

10,300,000

(

975

)

1,298

323

Pay

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

91,000,000

5,529

4,054

9,583

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

4,354,500,000

784,106

(

149,674

)

634,432

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

1,500,000

671

(

207

)

464

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

1,500,000

671

(

207

)

464

Pay

6M

BUBOR

Semi

5.50%

Annual

12/19/2029

HUF

1,283,900,000

2,971

22,209

25,180

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

27,400,000

281,619

183,577

465,196

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

41,600,000

291,581

417,717

709,298

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

700,000

9,161

3,325

12,486

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

30,100,000

13,042

523,843

536,885

Pay

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

4,500,000

1,109

(

582

)

527

Pay

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

4,500,000

1,109

(

582

)

527

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

96,500,000

94,996

(

57,841

)

37,155

Pay

6M

WIBOR

Semi

4.50%

Annual

12/19/2029

PLN

13,500,000

61,393

(

22,981

)

38,412

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

214,200,000

578,701

(

238,081

)

340,620

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

20,400,000

87,290

77,077

164,367

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

105,800,000

311,599

558,232

869,831

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

19,600,000

27,970

90,187

118,157

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

7,800,000

(

41,814

)

68,568

26,754

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

158,800,000

(

1,054,678

)

1,604,556

549,878

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

14,900,000

241,111

735,742

976,853

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

15,630,000,000

80,250

(

22,178

)

58,072

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

15,906,800,000

77,790

(

18,689

)

59,101

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

47,500,000

9,072

(

94

)

8,978

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

4,500,000

5,528

(

3,952

)

1,576

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

4,400,000

5,388

(

3,847

)

1,541

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/20/2030

ILS

1,800,000

7,769

(

4,569

)

3,200

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/20/2030

ILS

1,800,000

7,818

(

4,618

)

3,200

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

424,100,000

51,598

4,029

55,627

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

160,500,000

19,240

1,058

20,298

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

160,500,000

19,240

1,058

20,298

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

36,800,000

210,310

77,210

287,520

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

100,000

122

562

684

3,046,414

7,441,283

10,487,697

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

100,000

(

339

)

180

(

159

)

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

571,100,000

(

1,935,041

)

1,026,748

(

908,293

)

Pay

1D

MIBOR

Semi

6.00%

Semi

12/18/2026

INR

493,800,000

2,482

(

4,514

)

(

2,032

)

Pay

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

4,700,000

(

118,408

)

68,960

(

49,448

)

Pay

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

100,000

(

2,208

)

1,103

(

1,105

)

Pay

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

9,800,000

(

312,041

)

203,746

(

108,295

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

9,500,000

(

28,101

)

(

18,093

)

(

46,194

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

274,900,000

(

718,082

)

(

626,275

)

(

1,344,357

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

19,200,000

6,984

(

50,879

)

(

43,895

)

150

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

19,100,000

$

7,126

$

(

50,794

)

$

(

43,668

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

4,300,000

(

6,221

)

(

19,955

)

(

26,176

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

4,300,000

(

28,481

)

2,305

(

26,176

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

468,900,000

(

802,424

)

(

2,024,829

)

(

2,827,253

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

900,000

2,635

(

4,848

)

(

2,213

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

800,000

2,140

(

4,106

)

(

1,966

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

23,900,000

15,129

(

284,422

)

(

269,293

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

23,800,000

(

8,281

)

(

259,772

)

(

268,053

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

300,000

558

(

3,232

)

(

2,674

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

200,000

(

905

)

(

879

)

(

1,784

)

Pay

1D

SORA

Semi

2.00%

Semi

12/16/2026

SGD

29,400,000

(

68,953

)

(

34,390

)

(

103,343

)

Pay

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

431,200,000

(

20,568

)

2,252

(

18,316

)

Pay

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

3,155,700,000

(

156,205

)

22,163

(

134,042

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

235,000,000

(

9,000

)

(

3,076

)

(

12,076

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

13,183,200,000

(

835,631

)

158,174

(

677,457

)

Pay

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

390,300,000

(

90,472

)

(

22,301

)

(

112,773

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

1,100,000

199

(

252

)

(

53

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

95,800,000

(

189,815

)

185,162

(

4,653

)

Pay

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

5,500,000

(

1,012

)

305

(

707

)

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/16/2026

HKD

75,600,000

28,541

(

30,971

)

(

2,430

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

271,900,000

(

7,892

)

(

4,268

)

(

12,160

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

44,600,000

(

74,491

)

(

11,642

)

(

86,133

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

44,600,000

(

70,127

)

(

15,286

)

(

85,413

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

100,000

(

134

)

(

227

)

(

361

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

56,600,000

29,784

(

234,695

)

(

204,911

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

200,000

467

(

1,170

)

(

703

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

200,000

383

(

1,085

)

(

702

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

2,767,000,000

(

51,354

)

18,883

(

32,471

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

351,200,000

(

3,394

)

2,566

(

828

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

617,800,000

(

2,341,705

)

48,867

(

2,292,838

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

1,200,000

(

1,234

)

875

(

359

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

144,500,000

(

148,984

)

105,808

(

43,176

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

1,000,000

(

60

)

(

166

)

(

226

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

1,591,300,000

(

267,266

)

(

91,422

)

(

358,688

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

249,700,000

(

26,233

)

15,827

(

10,406

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/19/2029

CZK

132,600,000

(

21,646

)

3,917

(

17,729

)

Pay

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

20,000,000

(

14,563

)

2,402

(

12,161

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

700,000

1,736

(

2,967

)

(

1,231

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

800,000

2,265

(

3,709

)

(

1,444

)

Receive

1D

SARON

Annual

0.50%

Annual

3/20/2030

CHF

37,700,000

348,605

(

433,693

)

(

85,088

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

500,000

(

15,115

)

5,363

(

9,752

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

500,000

(

15,115

)

5,363

(

9,752

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

100,000

(

3,807

)

(

227

)

(

4,034

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

12,000,000

(

344,211

)

(

137,958

)

(

482,169

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

600,000

(

40,630

)

14,978

(

25,652

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

600,000

(

39,691

)

14,038

(

25,653

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

4,710,000,000

76

(

5,983

)

(

5,907

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

37,218,300,000

(

8,045

)

(

38,934

)

(

46,979

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

20,000,000

(

218

)

(

537

)

(

755

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

2,853,600,000

(

41,415

)

(

66,254

)

(

107,669

)

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/13/2029

MXN

11,600,000

3,798

(

4,987

)

(

1,189

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

500,000

(

980

)

304

(

676

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

500,000

(

966

)

290

(

676

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/13/2030

NZD

55,100,000

275,495

(

310,134

)

(

34,639

)

Receive

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

6,100,000

(

344

)

(

298

)

(

642

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

12,000,000

(

2,049

)

1,199

(

850

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

151

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

465,000,000

$

(

96,954

)

$

49,614

$

(

47,340

)

Receive

6M

BBR

Semi

4.50%

Semi

12/08/2044

AUD

100,000

(

2,686

)

571

(

2,115

)

Receive

6M

BBR

Semi

4.50%

Semi

12/08/2044

AUD

5,300,000

74,531

(

186,649

)

(

112,118

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

28,200,000

(

214,518

)

(

280,725

)

(

495,243

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

151,400,000

(

253,837

)

(

2,438,375

)

(

2,692,212

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

118,500,000

(

738,415

)

(

1,573,052

)

(

2,311,467

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

100,000

(

4,896

)

(

868

)

(

5,764

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

16,200,000

(

340,715

)

(

600,750

)

(

941,465

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

317,000,000

(

408,402

)

354,979

(

53,423

)

(

10,131,346

)

(

7,572,707

)

(

17,704,053

)

$

(

7,084,932

)

$

(

131,424

)

$

(

7,216,356

)

Abbreviations:

1D:

1

Day

1W:

1

Week

1M:

1

Month

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Mumbai

Interbank

Overnight

Rate

(“MIBOR”):

6.76%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Singapore

Overnight

Rate

Average

(“SORA”):

3.88%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Thailand

Overnight

Repo

Rate

(“THOR”):

2.48%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

1

Month

Mexico

Equilibrium

Interbank

Interest

Rate

(“TIIE”):

10.74%

1

Week

China

Fixing

Repo

Rate

(“CNREPOFIX_CFXS”):

2.40%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Hong

Kong

Interbank

Offered

Rate

(“HIBOR”):

4.18%

3

Month

Johannesburg

Interbank

Agreed

Rate

(“JIBAR”):

8.05%

3

Month

Korean

Certificate

of

Deposit

(“CD_KSDA”):

3.53%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

3

Month

Taiwan

Secondary

Markets

Bills

Rate

(“TWCPBA”):

1.66%

3

Month

Tel

Aviv

Interbank

Offer

Rate

(“TELBOR”):

4.51%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Budapest

Interbank

Offered

Rate

(“BUBOR”):

6.21%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

6

Month

Prague

Interbank

Offered

Rate

(“PRIBOR”):

3.94%

6

Month

Warsaw

Interbank

Offered

Rate

(“WIBOR”):

5.75%

152

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Amsterdam

Exchange

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MSCS

10/18/2024

EUR

8,755,200

$

118,861

HSCEI

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/30/2024

HKD

165,832,250

1,795,364

KOSPI

200

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MSCS

12/12/2024

KRW

36,181,600,000

531,313

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

32,712,080

417,586

TAIEX

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

TWD

339,355,200

267,363

Total

unrealized

appreciation

3,130,487

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

88,431,527

(

520,943

)

Total

unrealized

depreciation

(

520,943

)

Net

unrealized

appreciation

$

2,609,544

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Brent

Crude

Oil

137

10/2024

USD

$

9,822,900

$

(

51,498

)

CAC

40

10

Euro

Index

187

10/2024

EUR

15,923,127

322,801

CBOE

Volatility

Index

1

10/2024

USD

18,843

941

Hang

Seng

Index

152

10/2024

HKD

20,802,151

2,008,432

IBEX

35

Index

106

10/2024

EUR

14,031,127

155,582

IFSC

NIFTY

50

Index

240

10/2024

USD

12,483,120

(

53,956

)

LME

Aluminum

Base

Metal

1

10/2024

USD

65,427

3,299

LME

Aluminum

Base

Metal

3

10/2024

USD

196,239

9,692

LME

Aluminum

Base

Metal

13

10/2024

USD

845,000

93,523

LME

Aluminum

Base

Metal

16

10/2024

USD

1,040,048

126,278

LME

Aluminum

Base

Metal

33

10/2024

USD

2,150,569

175,570

LME

Aluminum

Base

Metal

42

10/2024

USD

2,730,651

346,063

LME

Aluminum

Base

Metal

42

10/2024

USD

2,730,777

387,314

LME

Aluminum

Base

Metal

44

10/2024

USD

2,860,946

369,314

LME

Aluminum

Base

Metal

46

10/2024

USD

3,012,092

162,254

LME

Aluminum

Base

Metal

54

10/2024

USD

3,531,033

118,747

LME

Aluminum

Base

Metal

84

10/2024

USD

5,480,391

143,232

LME

Aluminum

Base

Metal

104

10/2024

USD

6,794,450

540,619

LME

Aluminum

Base

Metal

155

10/2024

USD

10,131,691

308,785

LME

Copper

Base

Metal

1

10/2024

USD

243,278

17,432

LME

Copper

Base

Metal

3

10/2024

USD

730,501

58,531

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

153

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

6

10/2024

USD

$

1,458,843

$

69,527

LME

Copper

Base

Metal

9

10/2024

USD

2,189,086

131,849

LME

Copper

Base

Metal

10

10/2024

USD

2,426,563

(

38,212

)

LME

Copper

Base

Metal

11

10/2024

USD

2,678,951

159,867

LME

Copper

Base

Metal

12

10/2024

USD

2,921,520

207,988

LME

Copper

Base

Metal

13

10/2024

USD

3,155,087

(

34,580

)

LME

Copper

Base

Metal

13

10/2024

USD

3,158,090

16,362

LME

Copper

Base

Metal

15

10/2024

USD

3,644,370

86,612

LME

Copper

Base

Metal

20

10/2024

USD

4,852,275

(

110,644

)

LME

Copper

Base

Metal

59

10/2024

USD

14,298,370

(

179,921

)

LME

Copper

Base

Metal

103

10/2024

USD

25,015,584

(

331,552

)

LME

Copper

Base

Metal

106

10/2024

USD

25,712,526

(

667,257

)

LME

Lead

Base

Metal

4

10/2024

USD

206,624

2,313

LME

Lead

Base

Metal

5

10/2024

USD

257,196

(

16,473

)

LME

Lead

Base

Metal

5

10/2024

USD

258,223

834

LME

Lead

Base

Metal

6

10/2024

USD

307,692

(

26,074

)

LME

Lead

Base

Metal

7

10/2024

USD

359,112

(

28,531

)

LME

Lead

Base

Metal

8

10/2024

USD

411,356

(

31,595

)

LME

Lead

Base

Metal

9

10/2024

USD

464,697

(

1,752

)

LME

Lead

Base

Metal

12

10/2024

USD

619,458

(

11,024

)

LME

Lead

Base

Metal

12

10/2024

USD

618,447

(

38,435

)

LME

Lead

Base

Metal

13

10/2024

USD

670,365

(

43,288

)

LME

Lead

Base

Metal

24

10/2024

USD

1,237,818

(

59,745

)

LME

Nickel

Base

Metal

1

10/2024

USD

103,866

3,153

LME

Nickel

Base

Metal

9

10/2024

USD

935,828

62,836

LME

Nickel

Base

Metal

31

10/2024

USD

3,212,276

(

19,567

)

LME

Nickel

Base

Metal

46

10/2024

USD

4,779,622

197,869

LME

Nickel

Base

Metal

55

10/2024

USD

5,706,377

7,112

LME

Nickel

Base

Metal

59

10/2024

USD

6,120,104

(

37,902

)

LME

Nickel

Base

Metal

76

10/2024

USD

7,898,134

432,597

LME

Zinc

Base

Metal

1

10/2024

USD

76,700

10,072

LME

Zinc

Base

Metal

1

10/2024

USD

76,676

4,825

LME

Zinc

Base

Metal

7

10/2024

USD

536,704

53,683

LME

Zinc

Base

Metal

8

10/2024

USD

613,954

84,930

LME

Zinc

Base

Metal

21

10/2024

USD

1,604,810

42,529

LME

Zinc

Base

Metal

22

10/2024

USD

1,684,892

75,334

LME

Zinc

Base

Metal

40

10/2024

USD

3,070,130

403,360

LME

Zinc

Base

Metal

43

10/2024

USD

3,299,627

428,173

LME

Zinc

Base

Metal

49

10/2024

USD

3,757,847

466,642

LME

Zinc

Base

Metal

56

10/2024

USD

4,286,660

167,990

LME

Zinc

Base

Metal

66

10/2024

USD

5,053,406

199,221

LME

Zinc

Base

Metal

94

10/2024

USD

7,193,656

182,205

MSCI

Singapore

Index

424

10/2024

SGD

11,328,660

(

31,078

)

Natural

Gas

30

10/2024

GBP

1,171,489

69,306

Natural

Gas

40

10/2024

EUR

1,251,701

58,826

OMXS30

Index

630

10/2024

SEK

16,288,371

461,228

Rapeseed

3

10/2024

EUR

78,477

959

SGX

FTSE

China

A50

Index

966

10/2024

USD

13,427,400

1,496,195

SGX

FTSE

Taiwan

Index

19

10/2024

USD

1,418,160

(

30,898

)

WTI

Crude

Oil

88

10/2024

USD

5,998,960

173,769

CBOE

Volatility

Index

6

11/2024

USD

108,585

(

4,472

)

EURO

STOXX

50

Volatility

Index

42

11/2024

EUR

85,557

3,877

Fcoj-a

9

11/2024

USD

622,418

(

35,372

)

Feeder

Cattle

10

11/2024

USD

1,224,500

13,212

Italian

Base

Electricity

9

11/2024

EUR

854,477

42,535

LME

Aluminum

Base

Metal

1

11/2024

USD

65,028

2,987

LME

Aluminum

Base

Metal

2

11/2024

USD

130,081

16,450

154

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Aluminum

Base

Metal

5

11/2024

USD

$

325,201

$

41,836

LME

Aluminum

Base

Metal

7

11/2024

USD

455,282

51,448

LME

Aluminum

Base

Metal

8

11/2024

USD

520,322

24,869

LME

Aluminum

Base

Metal

10

11/2024

USD

650,248

77,882

LME

Aluminum

Base

Metal

11

11/2024

USD

715,462

54,604

LME

Aluminum

Base

Metal

20

11/2024

USD

1,300,805

125,745

LME

Aluminum

Base

Metal

27

11/2024

USD

1,756,087

187,677

LME

Aluminum

Base

Metal

29

11/2024

USD

1,886,320

182,708

LME

Aluminum

Base

Metal

41

11/2024

USD

2,666,650

308,559

LME

Aluminum

Base

Metal

42

11/2024

USD

2,731,691

366,747

LME

Aluminum

Base

Metal

47

11/2024

USD

3,059,242

141,357

LME

Copper

Base

Metal

2

11/2024

USD

489,213

23,327

LME

Copper

Base

Metal

2

11/2024

USD

488,638

26,432

LME

Copper

Base

Metal

3

11/2024

USD

731,420

70,737

LME

Copper

Base

Metal

4

11/2024

USD

977,075

54,126

LME

Copper

Base

Metal

4

11/2024

USD

977,225

51,472

LME

Copper

Base

Metal

6

11/2024

USD

1,464,189

120,922

LME

Copper

Base

Metal

9

11/2024

USD

2,196,734

149,541

LME

Copper

Base

Metal

9

11/2024

USD

2,194,596

207,897

LME

Copper

Base

Metal

11

11/2024

USD

2,689,805

111,101

LME

Copper

Base

Metal

14

11/2024

USD

3,416,966

262,547

LME

Copper

Base

Metal

16

11/2024

USD

3,899,704

316,902

LME

Copper

Base

Metal

20

11/2024

USD

4,875,380

455,077

LME

Copper

Base

Metal

28

11/2024

USD

6,820,282

447,583

LME

Lead

Base

Metal

1

11/2024

USD

51,873

1,522

LME

Lead

Base

Metal

2

11/2024

USD

103,633

5,649

LME

Lead

Base

Metal

3

11/2024

USD

155,414

8,224

LME

Lead

Base

Metal

5

11/2024

USD

258,966

14,415

LME

Lead

Base

Metal

6

11/2024

USD

311,172

1,250

LME

Lead

Base

Metal

6

11/2024

USD

311,378

5,055

LME

Lead

Base

Metal

13

11/2024

USD

676,130

(

11,322

)

LME

Lead

Base

Metal

14

11/2024

USD

728,270

8,385

LME

Nickel

Base

Metal

1

11/2024

USD

104,487

5,394

LME

Nickel

Base

Metal

5

11/2024

USD

523,193

11,509

LME

Nickel

Base

Metal

6

11/2024

USD

626,351

38,655

LME

Nickel

Base

Metal

8

11/2024

USD

834,977

53,540

LME

Nickel

Base

Metal

10

11/2024

USD

1,044,929

32,750

LME

Nickel

Base

Metal

10

11/2024

USD

1,044,115

60,513

LME

Nickel

Base

Metal

11

11/2024

USD

1,147,012

68,884

LME

Nickel

Base

Metal

23

11/2024

USD

2,400,108

157,961

LME

Nickel

Base

Metal

49

11/2024

USD

5,121,171

143,643

LME

Nickel

Base

Metal

70

11/2024

USD

7,327,614

205,764

LME

Zinc

Base

Metal

6

11/2024

USD

461,028

70,865

LME

Zinc

Base

Metal

6

11/2024

USD

461,699

47,454

LME

Zinc

Base

Metal

7

11/2024

USD

538,958

55,870

LME

Zinc

Base

Metal

14

11/2024

USD

1,077,503

133,469

LME

Zinc

Base

Metal

20

11/2024

USD

1,537,325

192,478

LME

Zinc

Base

Metal

23

11/2024

USD

1,772,731

152,342

LME

Zinc

Base

Metal

25

11/2024

USD

1,919,188

239,663

LME

Zinc

Base

Metal

25

11/2024

USD

1,926,475

175,041

LME

Zinc

Base

Metal

27

11/2024

USD

2,074,248

280,692

LME

Zinc

Base

Metal

29

11/2024

USD

2,228,715

361,645

LME

Zinc

Base

Metal

47

11/2024

USD

3,620,363

180,865

LME

Zinc

Base

Metal

64

11/2024

USD

4,930,416

383,545

LME

Zinc

Base

Metal

105

11/2024

USD

8,089,279

492,976

Phelix

De

Base

Electricity

1

11/2024

EUR

71,820

621

Robusta

Coffee

43

11/2024

USD

2,364,140

495,052

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

155

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

White

Sugar

19

11/2024

USD

$

548,625

$

55,927

100

oz

Gold

183

12/2024

USD

48,667,020

3,505,169

Australia

10

Year

Bond

134

12/2024

AUD

10,774,750

(

101,763

)

Canada

10

Year

Bond

37

12/2024

CAD

3,418,078

20,270

CBOE

Volatility

Index

5

12/2024

USD

89,967

(

3,065

)

Cocoa

60

12/2024

USD

4,633,200

484,039

Cocoa

334

12/2024

GBP

23,403,230

(

823,481

)

Coffee

'C'

145

12/2024

USD

14,694,844

1,534,378

Copper

308

12/2024

USD

35,058,100

2,355,938

Corn

279

12/2024

USD

5,925,263

204,140

Crude

Palm

Oil

162

12/2024

MYR

3,923,790

152,583

DAX

Index

39

12/2024

EUR

21,167,020

640,393

DJIA

CBOT

E-Mini

Index

125

12/2024

USD

26,651,875

619,836

ECX

Emission

6

12/2024

EUR

437,869

10,295

Euro

STOXX

50

Index

147

12/2024

EUR

8,230,742

244,509

EURO

STOXX

50

Volatility

Index

39

12/2024

EUR

74,887

251

Euro-Bobl

80

12/2024

EUR

10,688,912

52,063

Euro-BTP

264

12/2024

EUR

35,725,970

744,735

Euro-Bund

176

12/2024

EUR

26,428,853

214,582

Euro-Buxl

81

12/2024

EUR

12,291,313

43,159

Euro-OAT

214

12/2024

EUR

30,236,516

(

40,171

)

Euro-Schatz

3

12/2024

EUR

357,789

1,500

FTSE

100

Index

265

12/2024

GBP

29,365,472

(

260,026

)

FTSE/JSE

Top

40

Index

121

12/2024

ZAR

5,575,840

273,862

FTSE/MIB

Index

163

12/2024

EUR

30,893,469

354,927

Lean

Hogs

98

12/2024

USD

2,872,380

28,860

Live

Cattle

153

12/2024

USD

11,309,760

93,990

LME

Aluminum

Base

Metal

6

12/2024

USD

391,970

11,739

LME

Aluminum

Base

Metal

9

12/2024

USD

586,195

47,968

LME

Aluminum

Base

Metal

9

12/2024

USD

587,954

26,327

LME

Aluminum

Base

Metal

13

12/2024

USD

847,782

85,618

LME

Aluminum

Base

Metal

16

12/2024

USD

1,044,452

70,004

LME

Aluminum

Base

Metal

21

12/2024

USD

1,370,507

103,094

LME

Aluminum

Base

Metal

22

12/2024

USD

1,433,058

124,442

LME

Aluminum

Base

Metal

23

12/2024

USD

1,500,290

148,109

LME

Aluminum

Base

Metal

29

12/2024

USD

1,893,338

(

2,014

)

LME

Aluminum

Base

Metal

30

12/2024

USD

1,954,733

174,143

LME

Aluminum

Base

Metal

32

12/2024

USD

2,087,880

190,184

LME

Aluminum

Base

Metal

46

12/2024

USD

3,001,339

74,037

LME

Aluminum

Base

Metal

47

12/2024

USD

3,067,749

(

33,400

)

LME

Aluminum

Base

Metal

156

12/2024

USD

10,191,207

148,841

LME

Copper

Base

Metal

1

12/2024

USD

245,340

14,215

LME

Copper

Base

Metal

2

12/2024

USD

491,450

(

5,706

)

LME

Copper

Base

Metal

3

12/2024

USD

734,965

53,207

LME

Copper

Base

Metal

3

12/2024

USD

734,644

62,836

LME

Copper

Base

Metal

3

12/2024

USD

734,804

59,196

LME

Copper

Base

Metal

9

12/2024

USD

2,207,606

129,244

LME

Copper

Base

Metal

54

12/2024

USD

13,257,473

809,357

LME

Lead

Base

Metal

1

12/2024

USD

52,358

(

922

)

LME

Lead

Base

Metal

1

12/2024

USD

52,202

1,525

LME

Lead

Base

Metal

2

12/2024

USD

104,373

4,817

LME

Lead

Base

Metal

2

12/2024

USD

104,800

(

993

)

LME

Lead

Base

Metal

17

12/2024

USD

889,058

3,688

LME

Nickel

Base

Metal

1

12/2024

USD

104,888

8,825

LME

Nickel

Base

Metal

3

12/2024

USD

314,898

19,509

LME

Nickel

Base

Metal

7

12/2024

USD

733,734

65,510

LME

Nickel

Base

Metal

8

12/2024

USD

839,777

50,393

156

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Nickel

Base

Metal

15

12/2024

USD

$

1,571,569

$

130,055

LME

Nickel

Base

Metal

19

12/2024

USD

1,990,881

170,587

LME

Nickel

Base

Metal

21

12/2024

USD

2,200,039

149,240

LME

Nickel

Base

Metal

52

12/2024

USD

5,457,925

444,085

LME

Zinc

Base

Metal

2

12/2024

USD

154,460

11,331

LME

Zinc

Base

Metal

2

12/2024

USD

154,189

16,593

LME

Zinc

Base

Metal

3

12/2024

USD

231,226

25,611

LME

Zinc

Base

Metal

5

12/2024

USD

385,348

35,807

LME

Zinc

Base

Metal

5

12/2024

USD

386,499

20,167

LME

Zinc

Base

Metal

7

12/2024

USD

540,663

(

148

)

LME

Zinc

Base

Metal

7

12/2024

USD

540,696

30,343

LME

Zinc

Base

Metal

7

12/2024

USD

540,547

17,401

LME

Zinc

Base

Metal

11

12/2024

USD

850,105

44,765

LME

Zinc

Base

Metal

109

12/2024

USD

8,427,580

528,737

Long

Gilt

56

12/2024

GBP

7,382,103

(

25,857

)

MSCI

EAFE

Index

133

12/2024

USD

16,543,870

304,424

MSCI

Emerging

Markets

Index

469

12/2024

USD

27,499,815

1,695,539

NASDAQ

100

E-Mini

Index

40

12/2024

USD

16,209,000

349,995

Nikkei

225

Index

12

12/2024

JPY

3,168,551

(

285

)

Russell

2000

E-Mini

Index

165

12/2024

USD

18,555,900

735,794

S&P

500

E-Mini

Index

92

12/2024

USD

26,745,550

585,264

S&P

Midcap

400

E-Mini

Index

59

12/2024

USD

18,576,740

565,259

S&P/TSX

60

Index

271

12/2024

CAD

57,884,935

668,128

Silver

14

12/2024

USD

2,202,060

(

35,544

)

SPI

200

Index

224

12/2024

AUD

32,157,177

382,700

TOPIX

Index

7

12/2024

JPY

1,289,442

5,613

U.S.

Treasury

10

Year

Note

148

12/2024

USD

16,925,188

(

120,769

)

U.S.

Treasury

2

Year

Note

124

12/2024

USD

25,824,937

(

25,771

)

U.S.

Treasury

5

Year

Note

277

12/2024

USD

30,454,851

(

77,849

)

U.S.

Treasury

Long

Bond

196

12/2024

USD

24,371,375

(

212,936

)

U.S.

Treasury

Ultra

Bond

92

12/2024

USD

12,261,875

(

134,430

)

UK

Allowances

Carbon

Dioxide

Emissions

40

12/2024

GBP

1,949,273

(

496,125

)

Wheat

74

12/2024

USD

2,160,800

67,705

CBOE

Volatility

Index

4

1/2025

USD

74,203

(

3,785

)

Platinum

160

1/2025

USD

7,928,800

12,246

Rapeseed

12

1/2025

EUR

320,420

1,980

Robusta

Coffee

11

1/2025

USD

574,750

4,487

CBOE

Volatility

Index

1

2/2025

USD

18,851

(

747

)

Sugar

No.

11

385

2/2025

USD

9,689,064

(

228,568

)

3

Month

Euro

Euribor

104

3/2025

EUR

28,277,683

75,442

90-Day

Australian

Bank

Bill

168

3/2025

AUD

115,043,329

(

2,171

)

90-Day

New

Zealand

Bill

119

3/2025

NZD

74,895,248

67,087

3

Month

CORRA

956

6/2025

CAD

171,750,600

526,779

3

Month

Euro

Euribor

345

6/2025

EUR

94,103,405

460,409

3

Month

SARON

198

6/2025

CHF

58,217,404

64,829

3

Month

SOFR

167

6/2025

USD

40,280,400

166,810

3

Month

SONIA

188

6/2025

GBP

60,304,333

38,295

90-Day

Australian

Bank

Bill

260

6/2025

AUD

178,169,440

47,059

90-Day

New

Zealand

Bill

106

6/2025

NZD

66,785,196

59,830

3

Month

CORRA

597

9/2025

CAD

107,502,597

409,236

3

Month

Euro

Euribor

473

9/2025

EUR

129,188,250

360,615

3

Month

SARON

106

9/2025

CHF

31,198,204

116,105

3

Month

SOFR

234

9/2025

USD

56,622,150

260,566

3

Month

SONIA

152

9/2025

GBP

48,921,808

137,323

90-Day

Australian

Bank

Bill

410

9/2025

AUD

281,076,288

141,355

90-Day

New

Zealand

Bill

91

9/2025

NZD

57,373,745

14,054

3

Month

CORRA

305

12/2025

CAD

54,969,685

166,683

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

157

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

3

Month

Euro

Euribor

260

12/2025

EUR

$

71,037,894

$

360,539

3

Month

SARON

114

12/2025

CHF

33,566,255

63,099

3

Month

SOFR

256

12/2025

USD

62,041,600

(

6,834

)

3

Month

SONIA

255

12/2025

GBP

82,221,924

201,620

90-Day

Australian

Bank

Bill

210

12/2025

AUD

144,001,111

10,749

3

Month

CORRA

257

3/2026

CAD

46,337,720

34,404

3

Month

Euro

Euribor

284

3/2026

EUR

77,579,431

377,000

3

Month

SARON

70

3/2026

CHF

20,613,960

35,922

3

Month

SOFR

110

3/2026

USD

26,676,375

23,956

3

Month

SONIA

148

3/2026

GBP

47,763,007

181,670

3

Month

Euro

Euribor

303

6/2026

EUR

82,735,876

353,132

3

Month

SOFR

114

6/2026

USD

27,653,550

25,544

3

Month

SONIA

158

6/2026

GBP

51,003,439

157,803

3

Month

Euro

Euribor

307

9/2026

EUR

83,785,381

84,656

3

Month

SOFR

125

9/2026

USD

30,320,313

29,044

3

Month

SONIA

161

9/2026

GBP

51,971,859

130,638

3

Month

SOFR

131

12/2026

USD

31,767,500

(

42,196

)

3

Month

SONIA

160

12/2026

GBP

51,646,379

(

21,156

)

Total

of

long

contracts

40,838,906

Short

Contracts

EURO

STOXX

50

Volatility

Index

(

89

)

10/2024

EUR

(

188,729

)

2,004

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,427

)

(

3,692

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

196,239

)

(

9,648

)

LME

Aluminum

Base

Metal

(

13

)

10/2024

USD

(

845,000

)

(

94,918

)

LME

Aluminum

Base

Metal

(

16

)

10/2024

USD

(

1,040,048

)

(

127,579

)

LME

Aluminum

Base

Metal

(

33

)

10/2024

USD

(

2,150,569

)

(

185,748

)

LME

Aluminum

Base

Metal

(

42

)

10/2024

USD

(

2,730,777

)

(

395,649

)

LME

Aluminum

Base

Metal

(

42

)

10/2024

USD

(

2,730,651

)

(

354,400

)

LME

Aluminum

Base

Metal

(

44

)

10/2024

USD

(

2,860,946

)

(

346,655

)

LME

Aluminum

Base

Metal

(

46

)

10/2024

USD

(

3,012,092

)

(

170,246

)

LME

Aluminum

Base

Metal

(

54

)

10/2024

USD

(

3,531,033

)

(

126,056

)

LME

Aluminum

Base

Metal

(

84

)

10/2024

USD

(

5,480,391

)

(

144,542

)

LME

Aluminum

Base

Metal

(

104

)

10/2024

USD

(

6,794,450

)

(

524,961

)

LME

Aluminum

Base

Metal

(

155

)

10/2024

USD

(

10,131,691

)

(

319,921

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,278

)

(

17,755

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

730,501

)

(

58,309

)

LME

Copper

Base

Metal

(

6

)

10/2024

USD

(

1,458,843

)

(

72,597

)

LME

Copper

Base

Metal

(

9

)

10/2024

USD

(

2,189,086

)

(

129,759

)

LME

Copper

Base

Metal

(

10

)

10/2024

USD

(

2,426,563

)

31,786

LME

Copper

Base

Metal

(

11

)

10/2024

USD

(

2,678,951

)

(

157,240

)

LME

Copper

Base

Metal

(

12

)

10/2024

USD

(

2,921,520

)

(

210,976

)

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,158,090

)

(

19,274

)

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,155,087

)

25,979

LME

Copper

Base

Metal

(

15

)

10/2024

USD

(

3,644,370

)

(

98,289

)

LME

Copper

Base

Metal

(

20

)

10/2024

USD

(

4,852,275

)

116,447

LME

Copper

Base

Metal

(

59

)

10/2024

USD

(

14,298,370

)

165,568

LME

Copper

Base

Metal

(

103

)

10/2024

USD

(

25,015,584

)

355,487

LME

Copper

Base

Metal

(

106

)

10/2024

USD

(

25,712,526

)

677,249

LME

Lead

Base

Metal

(

4

)

10/2024

USD

(

206,624

)

(

2,479

)

LME

Lead

Base

Metal

(

5

)

10/2024

USD

(

257,196

)

16,432

LME

Lead

Base

Metal

(

5

)

10/2024

USD

(

258,223

)

(

1,289

)

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

307,692

)

26,453

LME

Lead

Base

Metal

(

7

)

10/2024

USD

(

359,112

)

28,061

LME

Lead

Base

Metal

(

8

)

10/2024

USD

(

411,356

)

31,089

LME

Lead

Base

Metal

(

9

)

10/2024

USD

(

464,697

)

(

83

)

LME

Lead

Base

Metal

(

12

)

10/2024

USD

(

618,447

)

39,361

LME

Lead

Base

Metal

(

12

)

10/2024

USD

(

619,458

)

10,842

158

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Lead

Base

Metal

(

13

)

10/2024

USD

$

(

670,365

)

$

47,934

LME

Lead

Base

Metal

(

24

)

10/2024

USD

(

1,237,818

)

58,565

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,866

)

(

3,359

)

LME

Nickel

Base

Metal

(

9

)

10/2024

USD

(

935,828

)

(

59,435

)

LME

Nickel

Base

Metal

(

31

)

10/2024

USD

(

3,212,276

)

17,583

LME

Nickel

Base

Metal

(

46

)

10/2024

USD

(

4,779,622

)

(

184,635

)

LME

Nickel

Base

Metal

(

55

)

10/2024

USD

(

5,706,377

)

(

13,055

)

LME

Nickel

Base

Metal

(

59

)

10/2024

USD

(

6,120,104

)

35,765

LME

Nickel

Base

Metal

(

76

)

10/2024

USD

(

7,898,134

)

(

432,958

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,676

)

(

4,803

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,700

)

(

10,304

)

LME

Zinc

Base

Metal

(

7

)

10/2024

USD

(

536,704

)

(

57,972

)

LME

Zinc

Base

Metal

(

8

)

10/2024

USD

(

613,954

)

(

87,253

)

LME

Zinc

Base

Metal

(

21

)

10/2024

USD

(

1,604,810

)

(

44,572

)

LME

Zinc

Base

Metal

(

22

)

10/2024

USD

(

1,684,892

)

(

78,518

)

LME

Zinc

Base

Metal

(

40

)

10/2024

USD

(

3,070,130

)

(

384,020

)

LME

Zinc

Base

Metal

(

43

)

10/2024

USD

(

3,299,627

)

(

440,535

)

LME

Zinc

Base

Metal

(

49

)

10/2024

USD

(

3,757,847

)

(

460,379

)

LME

Zinc

Base

Metal

(

56

)

10/2024

USD

(

4,286,660

)

(

176,035

)

LME

Zinc

Base

Metal

(

66

)

10/2024

USD

(

5,053,406

)

(

239,315

)

LME

Zinc

Base

Metal

(

94

)

10/2024

USD

(

7,193,656

)

(

183,887

)

Natural

Gas

(

259

)

10/2024

USD

(

7,570,570

)

(

819,912

)

NY

Harbor

ULSD

(

300

)

10/2024

USD

(

27,145,440

)

(

401,803

)

RBOB

Gasoline

(

92

)

10/2024

USD

(

7,477,226

)

(

172,815

)

Canola

(

203

)

11/2024

CAD

(

1,812,583

)

(

92,725

)

French

Base

Electricity

(

4

)

11/2024

EUR

(

254,803

)

1,380

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,028

)

(

3,231

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,081

)

(

16,713

)

LME

Aluminum

Base

Metal

(

5

)

11/2024

USD

(

325,201

)

(

41,972

)

LME

Aluminum

Base

Metal

(

7

)

11/2024

USD

(

455,282

)

(

51,368

)

LME

Aluminum

Base

Metal

(

8

)

11/2024

USD

(

520,322

)

(

26,942

)

LME

Aluminum

Base

Metal

(

10

)

11/2024

USD

(

650,248

)

(

80,052

)

LME

Aluminum

Base

Metal

(

11

)

11/2024

USD

(

715,462

)

(

53,478

)

LME

Aluminum

Base

Metal

(

20

)

11/2024

USD

(

1,300,805

)

(

125,897

)

LME

Aluminum

Base

Metal

(

27

)

11/2024

USD

(

1,756,087

)

(

190,124

)

LME

Aluminum

Base

Metal

(

29

)

11/2024

USD

(

1,886,320

)

(

182,235

)

LME

Aluminum

Base

Metal

(

41

)

11/2024

USD

(

2,666,650

)

(

312,236

)

LME

Aluminum

Base

Metal

(

42

)

11/2024

USD

(

2,731,691

)

(

347,791

)

LME

Aluminum

Base

Metal

(

47

)

11/2024

USD

(

3,059,242

)

(

147,277

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,638

)

(

26,680

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

489,213

)

(

21,718

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

731,420

)

(

71,324

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

977,225

)

(

50,386

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

977,075

)

(

54,986

)

LME

Copper

Base

Metal

(

6

)

11/2024

USD

(

1,464,189

)

(

123,205

)

LME

Copper

Base

Metal

(

9

)

11/2024

USD

(

2,196,734

)

(

154,132

)

LME

Copper

Base

Metal

(

9

)

11/2024

USD

(

2,194,596

)

(

210,914

)

LME

Copper

Base

Metal

(

11

)

11/2024

USD

(

2,689,805

)

(

107,685

)

LME

Copper

Base

Metal

(

14

)

11/2024

USD

(

3,416,966

)

(

262,259

)

LME

Copper

Base

Metal

(

16

)

11/2024

USD

(

3,899,704

)

(

342,355

)

LME

Copper

Base

Metal

(

20

)

11/2024

USD

(

4,875,380

)

(

450,064

)

LME

Copper

Base

Metal

(

28

)

11/2024

USD

(

6,820,282

)

(

440,873

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,873

)

(

1,326

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,633

)

(

6,238

)

LME

Lead

Base

Metal

(

3

)

11/2024

USD

(

155,414

)

(

8,272

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

258,966

)

(

14,248

)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

(

311,172

)

(

1,438

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

159

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

$

(

311,378

)

$

(

4,793

)

LME

Lead

Base

Metal

(

13

)

11/2024

USD

(

676,130

)

8,936

LME

Lead

Base

Metal

(

14

)

11/2024

USD

(

728,270

)

(

5,206

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,487

)

(

5,490

)

LME

Nickel

Base

Metal

(

5

)

11/2024

USD

(

523,193

)

(

13,988

)

LME

Nickel

Base

Metal

(

6

)

11/2024

USD

(

626,351

)

(

40,109

)

LME

Nickel

Base

Metal

(

8

)

11/2024

USD

(

834,977

)

(

47,801

)

LME

Nickel

Base

Metal

(

10

)

11/2024

USD

(

1,044,929

)

(

36,113

)

LME

Nickel

Base

Metal

(

10

)

11/2024

USD

(

1,044,115

)

(

63,140

)

LME

Nickel

Base

Metal

(

11

)

11/2024

USD

(

1,147,012

)

(

69,265

)

LME

Nickel

Base

Metal

(

23

)

11/2024

USD

(

2,400,108

)

(

166,751

)

LME

Nickel

Base

Metal

(

49

)

11/2024

USD

(

5,121,171

)

(

158,598

)

LME

Nickel

Base

Metal

(

70

)

11/2024

USD

(

7,327,614

)

(

143,120

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

461,028

)

(

72,508

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

461,699

)

(

47,116

)

LME

Zinc

Base

Metal

(

7

)

11/2024

USD

(

538,958

)

(

54,929

)

LME

Zinc

Base

Metal

(

14

)

11/2024

USD

(

1,077,503

)

(

132,545

)

LME

Zinc

Base

Metal

(

20

)

11/2024

USD

(

1,537,325

)

(

187,263

)

LME

Zinc

Base

Metal

(

23

)

11/2024

USD

(

1,772,731

)

(

153,025

)

LME

Zinc

Base

Metal

(

25

)

11/2024

USD

(

1,919,188

)

(

237,880

)

LME

Zinc

Base

Metal

(

25

)

11/2024

USD

(

1,926,475

)

(

176,550

)

LME

Zinc

Base

Metal

(

27

)

11/2024

USD

(

2,074,248

)

(

304,053

)

LME

Zinc

Base

Metal

(

29

)

11/2024

USD

(

2,228,715

)

(

365,139

)

LME

Zinc

Base

Metal

(

47

)

11/2024

USD

(

3,620,363

)

(

175,404

)

LME

Zinc

Base

Metal

(

64

)

11/2024

USD

(

4,930,416

)

(

410,607

)

LME

Zinc

Base

Metal

(

105

)

11/2024

USD

(

8,089,279

)

(

490,455

)

Low

Sulphur

Gasoil

(

428

)

11/2024

USD

(

28,258,700

)

(

552,469

)

Mont

Belvieu

Propane

(

30

)

11/2024

USD

(

933,446

)

(

9,452

)

SGX

Iron

Ore

(

288

)

11/2024

USD

(

3,162,528

)

(

405,147

)

Soybean

(

135

)

11/2024

USD

(

7,134,750

)

(

620,525

)

Australia

3

Year

Bond

(

255

)

12/2024

AUD

(

18,884,666

)

33,683

Cotton

No.

2

(

175

)

12/2024

USD

(

6,440,875

)

(

158,856

)

Crude

Oil

(

6

)

12/2024

USD

(

422,520

)

(

3,802

)

French

Base

Electricity

(

2

)

12/2024

EUR

(

1,396,566

)

(

88,209

)

French

Base

Electricity

(

5

)

12/2024

EUR

(

1,084,125

)

64,529

Japan

10

Year

Bond

(

15

)

12/2024

JPY

(

15,085,058

)

(

7,532

)

KC

HRW

Wheat

(

178

)

12/2024

USD

(

5,195,375

)

(

78,462

)

LME

Aluminum

Base

Metal

(

6

)

12/2024

USD

(

391,970

)

(

13,597

)

LME

Aluminum

Base

Metal

(

9

)

12/2024

USD

(

586,195

)

(

48,119

)

LME

Aluminum

Base

Metal

(

9

)

12/2024

USD

(

587,954

)

(

20,809

)

LME

Aluminum

Base

Metal

(

13

)

12/2024

USD

(

847,782

)

(

88,508

)

LME

Aluminum

Base

Metal

(

16

)

12/2024

USD

(

1,044,452

)

(

69,363

)

LME

Aluminum

Base

Metal

(

21

)

12/2024

USD

(

1,370,507

)

(

104,033

)

LME

Aluminum

Base

Metal

(

22

)

12/2024

USD

(

1,433,058

)

(

121,453

)

LME

Aluminum

Base

Metal

(

23

)

12/2024

USD

(

1,500,290

)

(

153,497

)

LME

Aluminum

Base

Metal

(

29

)

12/2024

USD

(

1,893,338

)

(

1,174

)

LME

Aluminum

Base

Metal

(

30

)

12/2024

USD

(

1,954,733

)

(

177,591

)

LME

Aluminum

Base

Metal

(

32

)

12/2024

USD

(

2,087,880

)

(

196,848

)

LME

Aluminum

Base

Metal

(

46

)

12/2024

USD

(

3,001,339

)

(

91,277

)

LME

Aluminum

Base

Metal

(

47

)

12/2024

USD

(

3,067,749

)

32,054

LME

Aluminum

Base

Metal

(

199

)

12/2024

USD

(

13,000,322

)

(

1,041,880

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,340

)

(

14,267

)

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

491,450

)

9,135

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

734,965

)

(

51,777

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

736,526

)

(

53,524

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

734,644

)

(

61,902

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

734,804

)

(

57,517

)

160

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Copper

Base

Metal

(

9

)

12/2024

USD

$

(

2,207,606

)

$

(

124,129

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,358

)

977

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,202

)

(

1,564

)

LME

Lead

Base

Metal

(

2

)

12/2024

USD

(

104,373

)

(

4,891

)

LME

Lead

Base

Metal

(

2

)

12/2024

USD

(

104,800

)

1,182

LME

Lead

Base

Metal

(

61

)

12/2024

USD

(

3,190,148

)

(

7,695

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,888

)

(

8,201

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,898

)

(

20,564

)

LME

Nickel

Base

Metal

(

7

)

12/2024

USD

(

733,734

)

(

63,855

)

LME

Nickel

Base

Metal

(

8

)

12/2024

USD

(

839,777

)

(

49,142

)

LME

Nickel

Base

Metal

(

15

)

12/2024

USD

(

1,571,569

)

(

135,206

)

LME

Nickel

Base

Metal

(

19

)

12/2024

USD

(

1,990,881

)

(

169,788

)

LME

Nickel

Base

Metal

(

21

)

12/2024

USD

(

2,200,039

)

(

144,472

)

LME

Nickel

Base

Metal

(

160

)

12/2024

USD

(

16,793,616

)

(

457,231

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,189

)

(

16,795

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,460

)

(

11,565

)

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,226

)

(

26,483

)

LME

Zinc

Base

Metal

(

5

)

12/2024

USD

(

385,348

)

(

36,612

)

LME

Zinc

Base

Metal

(

5

)

12/2024

USD

(

386,499

)

(

15,514

)

LME

Zinc

Base

Metal

(

7

)

12/2024

USD

(

540,663

)

969

LME

Zinc

Base

Metal

(

7

)

12/2024

USD

(

540,696

)

(

32,413

)

LME

Zinc

Base

Metal

(

7

)

12/2024

USD

(

540,547

)

(

16,238

)

LME

Zinc

Base

Metal

(

11

)

12/2024

USD

(

850,105

)

(

54,013

)

LME

Zinc

Base

Metal

(

90

)

12/2024

USD

(

6,958,553

)

(

359,599

)

Milling

Wheat

No.

2

(

264

)

12/2024

EUR

(

3,265,648

)

54,691

Palladium

(

47

)

12/2024

USD

(

4,700,940

)

(

244,639

)

Phelix

De

Base

Electricity

(

2

)

12/2024

EUR

(

1,700,998

)

15,316

Phelix

De

Base

Electricity

(

3

)

12/2024

EUR

(

681,045

)

(

5,311

)

Red

Wheat

(

80

)

12/2024

USD

(

2,487,000

)

(

51,566

)

Soybean

Meal

(

252

)

12/2024

USD

(

8,608,320

)

(

842,330

)

Soybean

Oil

(

255

)

12/2024

USD

(

6,626,430

)

(

299,183

)

Aluminum

(

5

)

1/2025

USD

(

320,594

)

(

11,775

)

Total

of

short

contracts

(

21,002,529

)

Net

unrealized

appreciation

$

19,836,377

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

36,842,044

USD

25,053,391

CITI

12/18/2024

$

437,680

AUD

36,842,044

USD

25,053,266

JPMC

12/18/2024

437,805

BRL

57,556,857

USD

10,381,712

CITI

**

12/18/2024

87,099

BRL

57,556,857

USD

10,381,660

JPMC

**

12/18/2024

87,150

CHF

957,600

USD

1,139,934

CITI

12/18/2024

1,427

CHF

957,600

USD

1,139,928

JPMC

12/18/2024

1,433

CLP

3,250,000,000

USD

3,527,130

CITI

**

12/18/2024

84,607

CLP

3,250,000,000

USD

3,527,113

JPMC

**

12/18/2024

84,625

CNY

22,902,000

USD

3,258,021

CITI

**

12/18/2024

31,231

CNY

22,902,000

USD

3,258,005

JPMC

**

12/18/2024

31,248

EUR

19,114,000

USD

21,228,762

CITI

12/18/2024

115,836

EUR

19,114,000

USD

21,228,656

JPMC

12/18/2024

115,942

GBP

46,996,502

USD

61,899,127

CITI

12/18/2024

921,780

GBP

46,996,498

USD

61,898,812

JPMC

12/18/2024

922,090

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

161

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

IDR

31,500,000,000

USD

2,046,885

CITI

**

12/18/2024

$

20,838

IDR

31,500,000,000

USD

2,046,875

JPMC

**

12/18/2024

20,847

INR

6,154,441,148

USD

73,036,914

CITI

**

12/18/2024

128,357

INR

6,154,441,148

USD

73,036,549

JPMC

**

12/18/2024

128,721

JPY

6,651,728,101

USD

46,578,865

CITI

12/18/2024

201,901

JPY

6,651,728,101

USD

46,578,632

JPMC

12/18/2024

202,133

KRW

17,807,513,986

USD

13,467,366

CITI

**

12/18/2024

88,355

KRW

17,807,513,986

USD

13,467,299

JPMC

**

12/18/2024

88,422

NOK

43,000,000

USD

4,060,395

CITI

12/18/2024

15,996

NOK

43,000,000

USD

4,060,375

JPMC

12/18/2024

16,016

NZD

28,577,000

USD

17,746,818

CITI

12/18/2024

410,468

NZD

28,577,000

USD

17,746,729

JPMC

12/18/2024

410,556

PEN

9,088,000

USD

2,417,996

CITI

**

12/18/2024

31,710

PEN

9,088,000

USD

2,417,984

JPMC

**

12/18/2024

31,722

PHP

344,966,041

USD

6,120,362

CITI

**

12/18/2024

23,729

PHP

344,966,041

USD

6,120,731

JPMC

**

12/18/2024

23,360

PLN

52,519,075

USD

13,566,993

CITI

12/18/2024

44,888

PLN

52,519,075

USD

13,566,925

JPMC

12/18/2024

44,955

SEK

400,500,000

USD

39,340,972

CITI

12/18/2024

247,696

SEK

400,500,000

USD

39,340,775

JPMC

12/18/2024

247,892

SGD

32,549,847

USD

25,107,787

CITI

12/18/2024

316,536

SGD

32,549,846

USD

25,108,144

JPMC

12/18/2024

316,178

THB

668,500,000

USD

19,895,202

CITI

12/18/2024

988,241

THB

668,500,000

USD

19,895,103

JPMC

12/18/2024

988,340

TWD

852,499,636

USD

27,059,526

CITI

**

12/18/2024

129,367

TWD

852,499,636

USD

27,059,391

JPMC

**

12/18/2024

129,503

USD

7,790,534

CAD

10,466,755

CITI

12/18/2024

35,743

USD

7,790,573

CAD

10,466,755

JPMC

12/18/2024

35,782

USD

1,810,365

CHF

1,512,264

CITI

12/18/2024

7,901

USD

1,810,374

CHF

1,512,264

JPMC

12/18/2024

7,911

USD

9,146,162

CZK

205,653,201

CITI

12/18/2024

48,041

USD

9,146,208

CZK

205,653,201

JPMC

12/18/2024

48,086

USD

50,720,210

EUR

45,229,805

CITI

12/18/2024

212,104

USD

50,720,464

EUR

45,229,805

JPMC

12/18/2024

212,358

USD

6,482,371

GBP

4,845,000

CITI

12/18/2024

5,990

USD

6,482,403

GBP

4,845,000

JPMC

12/18/2024

6,022

USD

52,601,296

JPY

7,455,000,000

CITI

12/18/2024

171,220

USD

52,601,559

JPY

7,455,000,000

JPMC

12/18/2024

171,484

USD

7,857,936

MXN

154,971,938

CITI

12/18/2024

82,151

USD

7,857,976

MXN

154,971,938

JPMC

12/18/2024

82,191

USD

8,585,999

NOK

90,233,562

CITI

12/18/2024

31,875

USD

8,586,042

NOK

90,233,562

JPMC

12/18/2024

31,918

ZAR

587,658,304

USD

32,808,606

CITI

12/18/2024

979,639

ZAR

587,658,304

USD

32,808,442

JPMC

12/18/2024

979,802

Total

unrealized

appreciation

11,806,898

AUD

3,766,500

USD

2,608,814

CITI

12/18/2024

(

2,766

)

AUD

3,766,500

USD

2,608,801

JPMC

12/18/2024

(

2,753

)

BRL

13,068,143

USD

2,380,653

CITI

**

12/18/2024

(

3,736

)

BRL

13,068,143

USD

2,380,642

JPMC

**

12/18/2024

(

3,723

)

CAD

51,172,000

USD

38,032,634

CITI

12/18/2024

(

119,438

)

CAD

51,172,000

USD

38,032,444

JPMC

12/18/2024

(

119,247

)

CHF

3,830,400

USD

4,576,674

CITI

12/18/2024

(

11,228

)

CHF

3,830,400

USD

4,576,651

JPMC

12/18/2024

(

11,205

)

CLP

2,800,000,000

USD

3,128,417

CITI

**

12/18/2024

(

16,765

)

CLP

2,800,000,000

USD

3,128,401

JPMC

**

12/18/2024

(

16,750

)

CNY

90,711,500

USD

13,039,358

CITI

**

12/18/2024

(

11,106

)

CNY

90,711,500

USD

13,039,293

JPMC

**

12/18/2024

(

11,041

)

COP

54,658,711,188

USD

13,159,908

CITI

**

12/18/2024

(

293,029

)

162

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

COP

54,658,711,188

USD

13,159,842

JPMC

**

12/18/2024

$

(

292,963

)

EUR

28,654,500

USD

32,065,807

CITI

12/18/2024

(

67,338

)

EUR

28,654,500

USD

32,065,647

JPMC

12/18/2024

(

67,178

)

HUF

8,105,415,141

USD

22,823,817

CITI

12/18/2024

(

175,415

)

HUF

8,105,415,141

USD

22,823,703

JPMC

12/18/2024

(

175,301

)

IDR

20,000,000,000

USD

1,320,854

CITI

**

12/18/2024

(

8,014

)

IDR

20,000,000,000

USD

1,320,848

JPMC

**

12/18/2024

(

8,007

)

ILS

84,629,250

USD

22,979,966

CITI

12/18/2024

(

223,963

)

ILS

84,629,250

USD

22,979,851

JPMC

12/18/2024

(

223,848

)

INR

3,990,000,000

USD

47,526,877

CITI

**

12/18/2024

(

92,932

)

INR

3,990,000,000

USD

47,526,640

JPMC

**

12/18/2024

(

92,694

)

JPY

8,845,020,478

USD

63,036,575

CITI

12/18/2024

(

830,661

)

JPY

8,845,020,478

USD

63,036,260

JPMC

12/18/2024

(

830,345

)

KRW

3,169,171,329

USD

2,413,160

CITI

**

12/18/2024

(

673

)

KRW

3,169,171,329

USD

2,413,148

JPMC

**

12/18/2024

(

660

)

NOK

58,500,000

USD

5,568,892

CITI

12/18/2024

(

23,103

)

NOK

58,500,000

USD

5,568,864

JPMC

12/18/2024

(

23,075

)

PHP

254,280,863

USD

4,555,360

CITI

**

12/18/2024

(

26,439

)

PHP

254,280,863

USD

4,555,142

JPMC

**

12/18/2024

(

26,221

)

PLN

71,611,074

USD

18,630,269

CITI

12/18/2024

(

70,128

)

PLN

71,611,074

USD

18,630,176

JPMC

12/18/2024

(

70,034

)

SGD

11,622,999

USD

9,089,757

CITI

12/18/2024

(

11,162

)

SGD

11,623,001

USD

9,089,713

JPMC

12/18/2024

(

11,116

)

TWD

204,495,976

USD

6,554,651

CITI

**

12/18/2024

(

32,631

)

TWD

204,495,976

USD

6,554,618

JPMC

**

12/18/2024

(

32,599

)

USD

6,992,538

AUD

10,453,000

CITI

12/18/2024

(

239,911

)

USD

6,992,573

AUD

10,453,000

JPMC

12/18/2024

(

239,876

)

USD

15,012,618

BRL

83,671,327

CITI

**

12/18/2024

(

206,059

)

USD

15,012,694

BRL

83,671,327

JPMC

**

12/18/2024

(

205,984

)

USD

32,767,806

CAD

44,425,000

CITI

12/18/2024

(

146,557

)

USD

32,767,970

CAD

44,425,000

JPMC

12/18/2024

(

146,393

)

USD

2,054,814

CHF

1,727,890

CITI

12/18/2024

(

4,655

)

USD

2,054,824

CHF

1,727,890

JPMC

12/18/2024

(

4,645

)

USD

3,372,946

CLP

3,101,418,017

CITI

**

12/18/2024

(

73,672

)

USD

3,372,963

CLP

3,101,418,017

JPMC

**

12/18/2024

(

73,655

)

USD

18,239,326

CNY

128,459,292

CITI

**

12/18/2024

(

210,375

)

USD

18,239,417

CNY

128,459,292

JPMC

**

12/18/2024

(

210,284

)

USD

2,272,533

CZK

51,413,299

CITI

12/18/2024

(

1,997

)

USD

2,272,545

CZK

51,413,299

JPMC

12/18/2024

(

1,985

)

USD

86,283,890

EUR

77,461,675

CITI

12/18/2024

(

217,535

)

USD

86,284,321

EUR

77,461,675

JPMC

12/18/2024

(

217,104

)

USD

11,200,141

GBP

8,436,502

CITI

12/18/2024

(

77,054

)

USD

11,200,192

GBP

8,436,498

JPMC

12/18/2024

(

76,998

)

USD

3,046,399

HKD

23,668,500

CITI

12/18/2024

(

1,404

)

USD

3,046,414

HKD

23,668,500

JPMC

12/18/2024

(

1,389

)

USD

322,160

IDR

5,000,451,644

CITI

**

12/18/2024

(

6,080

)

USD

322,161

IDR

5,000,451,644

JPMC

**

12/18/2024

(

6,078

)

USD

3,565,658

JPY

510,000,000

CITI

12/18/2024

(

21,108

)

USD

3,565,675

JPY

510,000,000

JPMC

12/18/2024

(

21,091

)

USD

7,688,857

MXN

154,971,938

CITI

12/18/2024

(

86,927

)

USD

7,688,896

MXN

154,971,938

JPMC

12/18/2024

(

86,889

)

USD

4,264,962

NOK

45,116,780

CITI

12/18/2024

(

12,099

)

USD

4,264,984

NOK

45,116,780

JPMC

12/18/2024

(

12,078

)

USD

37,427,658

NZD

59,971,040

CITI

12/18/2024

(

676,807

)

USD

37,427,846

NZD

59,971,040

JPMC

12/18/2024

(

676,620

)

USD

10,418,042

PEN

39,114,386

CITI

**

12/18/2024

(

125,393

)

USD

10,418,094

PEN

39,114,386

JPMC

**

12/18/2024

(

125,341

)

USD

8,627,085

SEK

87,500,000

CITI

12/18/2024

(

22,125

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

163

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

8,627,128

SEK

87,500,000

JPMC

12/18/2024

$

(

22,082

)

USD

1,005,681

SGD

1,303,500

CITI

12/18/2024

(

12,469

)

USD

1,005,686

SGD

1,303,500

JPMC

12/18/2024

(

12,464

)

USD

521,885

THB

17,625,000

CITI

12/18/2024

(

28,707

)

USD

521,887

THB

17,625,000

JPMC

12/18/2024

(

28,705

)

ZAR

243,500,000

USD

14,064,932

CITI

12/18/2024

(

64,556

)

ZAR

243,500,000

USD

14,064,861

JPMC

12/18/2024

(

64,485

)

Total

unrealized

depreciation

(

8,508,923

)

Net

unrealized

appreciation

$

3,297,975

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

164

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

188.0%

COMMON

STOCKS

-

99.2%

Australia

-

1

.4

%

AGL

Energy

Ltd.

(2)(a)

23,008

187,985

Aristocrat

Leisure

Ltd.

(2)(a)

17,708

714,952

Brambles

Ltd.

(2)(a)

3,026

39,719

CAR

Group

Ltd.

(2)(a)

3,454

89,343

Coles

Group

Ltd.

(2)(a)

3,199

39,880

Commonwealth

Bank

of

Australia

(2)(a)

1,357

126,575

Computershare

Ltd.

(2)(a)

2,337

40,741

Evolution

Mining

Ltd.

(2)(a)

55,077

175,473

Incitec

Pivot

Ltd.

(2)(a)

75,057

160,641

Insurance

Australia

Group

Ltd.

(2)

(a)

9,182

46,663

JB

Hi-Fi

Ltd.

(2)(a)

11,455

630,446

Northern

Star

Resources

Ltd.

(2)

(a)

20,204

221,320

Orica

Ltd.

(2)(a)

6,673

85,241

Pro

Medicus

Ltd.

(2)(a)

5,981

736,168

Qantas

Airways

Ltd.

(2)*(a)

22,442

114,555

Qube

Holdings

Ltd.

(2)(a)

34,027

92,349

Seven

Group

Holdings

Ltd.

(2)(a)

5,807

171,495

Westpac

Banking

Corp.

(2)

2,152

47,027

Worley

Ltd.

(2)(a)

9,063

92,363

3,812,936

Austria

-

0

.0

%

†

Mondi

plc

(2)(a)

2,571

49,043

Belgium

-

0

.1

%

Ageas

SA/NV

(2)(a)

1,689

90,124

D'ieteren

Group

(2)(a)

35

7,411

Solvay

SA

(2)(a)

1,442

56,491

UCB

SA

(2)(a)

549

99,103

253,129

Brazil

-

0

.2

%

MercadoLibre,

Inc.

*

226

463,743

Wheaton

Precious

Metals

Corp.

1,154

70,480

534,223

Canada

-

2

.6

%

Agnico

Eagle

Mines

Ltd.

(a)

3,570

287,590

Alamos

Gold,

Inc.,

Class

A

(a)

14,335

285,651

AltaGas

Ltd.

(a)

5,356

132,588

Atco

Ltd.,

Class

I

(a)

4,737

167,771

AtkinsRealis

Group,

Inc.

(a)

8,284

336,579

Barrick

Gold

Corp.

(a)

7,944

158,005

Bombardier,

Inc.,

Class

B

*(a)

2,872

218,535

Brookfield

Corp.,

Class

A

(a)

4,523

240,221

Canadian

Imperial

Bank

of

Commerce

(a)

5,994

367,674

Capital

Power

Corp.

(a)

1,466

53,298

CCL

Industries,

Inc.,

Class

B

(a)

4,225

257,571

Celestica,

Inc.

*(a)

2,197

112,315

Constellation

Software,

Inc.

(a)

154

501,016

Dollarama,

Inc.

(a)

1,143

117,085

Empire

Co.

Ltd.,

Class

A

(a)

5,098

155,792

Enbridge,

Inc.

3,986

161,922

Fairfax

Financial

Holdings

Ltd.

(a)

261

329,551

INVESTMENTS

SHARES

VALUE

($)

Canada

-

2.6%

(continued)

Finning

International,

Inc.

(a)

6,001

196,964

George

Weston

Ltd.

(a)

977

163,983

Gildan

Activewear,

Inc.

(a)

620

29,183

iA

Financial

Corp.,

Inc.

(a)

754

62,497

Intact

Financial

Corp.

(a)

1,186

227,738

Kinross

Gold

Corp.

(a)

23,544

220,565

Loblaw

Cos.

Ltd.

(a)

610

81,222

Manulife

Financial

Corp.

(a)

11,053

326,658

Onex

Corp.

(a)

1,151

80,620

Pembina

Pipeline

Corp.

(a)

4,204

173,295

Quebecor,

Inc.,

Class

B

(a)

5,414

141,350

Royal

Bank

of

Canada

(a)

3,348

417,865

Saputo,

Inc.

(a)

1,356

29,267

Shopify,

Inc.,

Class

A

*(a)

4,211

337,360

Suncor

Energy,

Inc.

(a)

1,555

57,396

Thomson

Reuters

Corp.

(a)

281

47,931

Toromont

Industries

Ltd.

(a)

646

63,060

West

Fraser

Timber

Co.

Ltd.

(a)

1,715

167,093

Whitecap

Resources,

Inc.

(a)

28,205

210,633

6,917,844

China

-

0

.6

%

NXP

Semiconductors

NV

(a)(b)

2,010

482,420

Prosus

NV

*

13,122

573,462

Yangzijiang

Shipbuilding

Holdings

Ltd.

(2)

233,000

444,703

1,500,585

Denmark

-

0

.7

%

Carlsberg

A/S,

Class

B

(2)(a)

928

110,503

Danske

Bank

A/S

(2)(a)

14,154

425,735

Demant

A/S

(2)*(a)

2,525

98,301

ISS

A/S

(2)(a)

17,318

345,632

Novonesis

(Novozymes),

Class

B

(2)(a)

2,150

154,790

Pandora

A/S

(2)(a)

3,314

546,208

ROCKWOOL

A/S,

Class

B

(2)(a)

323

151,634

Royal

Unibrew

A/S

(2)*

405

33,978

1,866,781

Finland

-

0

.6

%

Elisa

OYJ

(2)

513

27,196

Fortum

OYJ

(2)(a)

34,521

568,053

UPM-Kymmene

OYJ

(2)(a)

11,425

382,446

Wartsila

OYJ

Abp

(2)(a)

25,418

568,771

1,546,466

France

-

3

.1

%

Accor

SA

(2)(a)

758

32,950

Air

Liquide

SA

(2)(a)

2,659

513,480

Airbus

SE

(2)(a)

2,756

403,358

Arkema

SA

(2)(a)

507

48,291

AXA

SA

(2)(a)

2,651

102,055

Bouygues

SA

(2)(a)

5,446

182,284

Cie

de

Saint-Gobain

SA

(2)(a)

1,688

153,950

Dassault

Aviation

SA

(2)(a)

1,135

234,364

Engie

SA

(2)(a)

22,678

392,153

EssilorLuxottica

SA

(2)(a)

319

75,579

Forvia

SE

(2)(a)

5,172

53,209

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

165

(Continued)

INVESTMENTS

SHARES

VALUE

($)

France

-

3.1%

(continued)

Gaztransport

Et

Technigaz

SA

(2)

(a)

1,575

222,701

Getlink

SE

(2)(a)

10,704

190,924

Hermes

International

SCA

(2)(a)

463

1,140,071

Ipsen

SA

(2)(a)

953

117,391

La

Francaise

des

Jeux

SAEM

(2)

(a)(c)

1,710

70,366

L'Oreal

SA

(2)(a)

817

366,455

Orange

SA

(2)(a)

38,947

446,056

Publicis

Groupe

SA

(2)(a)

2,216

242,511

Renault

SA

(2)(a)

8,372

363,955

Rexel

SA

(2)(a)

6,534

189,399

Safran

SA

(2)(a)

2,020

475,352

SCOR

SE

(2)(a)

3,486

77,982

Societe

Generale

SA

(2)(a)

24,284

605,140

SPIE

SA

(2)(a)

5,507

210,583

Thales

SA

(2)(a)

1,400

222,504

TotalEnergies

SE

(2)(a)

7,614

494,418

Valeo

SE

(2)(a)

3,969

48,025

Veolia

Environnement

SA

(2)(a)

8,131

267,699

Verallia

SA

(2)(a)(c)

4,939

144,554

Vinci

SA

(2)(a)

1,437

167,980

Vivendi

SE

(2)(a)

9,789

113,241

8,368,980

Germany

-

3

.4

%

adidas

AG

(2)(a)

2,901

768,726

Allianz

SE

(Registered)

(2)(a)

1,381

454,237

BASF

SE

(2)(a)

9,811

520,011

Beiersdorf

AG

(2)(a)

2,877

433,046

Deutsche

Telekom

AG

(Registered)

(2)(a)

35,173

1,033,004

E.ON

SE

(2)(a)

6,245

93,000

Evonik

Industries

AG

(2)(a)

18,909

442,648

Freenet

AG

(2)(a)

9,866

293,696

Fresenius

Medical

Care

AG

(2)(a)

1,549

65,820

GEA

Group

AG

(2)(a)

1,357

66,556

Heidelberg

Materials

AG

(2)(a)

3,025

329,543

KION

Group

AG

(2)(a)

1,266

49,988

Knorr-Bremse

AG

(2)(a)

1,364

121,539

LANXESS

AG

(2)(a)

8,710

275,724

Mercedes-Benz

Group

AG

(2)(a)

3,073

199,128

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)(a)

1,017

560,412

Nemetschek

SE

(2)(a)

1,247

129,613

Rational

AG

(2)(a)

103

105,158

Rheinmetall

AG

(2)(a)

831

451,753

SAP

SE

(2)(a)

4,022

919,963

Scout24

SE

(2)(a)(c)

1,937

166,772

Symrise

AG,

Class

A

(2)(a)

3,188

441,186

Talanx

AG

(2)(a)

1,296

109,246

TeamViewer

SE

(2)*(a)(c)

16,086

205,378

Zalando

SE

(2)*(a)(c)

25,507

843,055

9,079,202

Guatemala

-

0

.0

%

†

Millicom

International

Cellular

SA,

SDR

(2)*

1,667

45,292

INVESTMENTS

SHARES

VALUE

($)

Hong

Kong

-

0

.3

%

AIA

Group

Ltd.

(2)(a)

56,600

494,280

HKT

Trust

&

HKT

Ltd.

(2)(a)

22,000

28,119

Techtronic

Industries

Co.

Ltd.

(2)(a)

16,500

246,319

WH

Group

Ltd.

(2)(a)(c)

166,500

131,135

899,853

Ireland

-

0

.1

%

TE

Connectivity

plc

(a)

2,134

322,213

Italy

-

2

.1

%

A2A

SpA

(2)(a)

76,063

175,703

Azimut

Holding

SpA

(2)(a)

3,249

84,029

Banca

Generali

SpA

(2)(a)

3,579

160,545

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)(a)

14,167

81,876

Banco

BPM

SpA

(2)(a)

39,687

268,143

Brunello

Cucinelli

SpA

(2)(a)

584

63,049

Buzzi

SpA

(2)(a)

9,722

387,928

Coca-Cola

HBC

AG

(2)(a)

1,511

53,871

Enel

SpA

(2)(a)

67,751

541,182

Ferrari

NV

(2)(a)

963

451,263

Hera

SpA

(2)(a)

10,487

41,848

Intesa

Sanpaolo

SpA

(2)(a)

246,176

1,053,806

Italgas

SpA

(2)(a)

14,673

88,699

Pirelli

&

C

SpA

(2)(a)(c)

54,329

329,927

Poste

Italiane

SpA

(2)(a)(c)

31,837

447,091

Prysmian

SpA

(2)(a)

7,835

570,063

UniCredit

SpA

(2)(a)

9,211

404,378

Unipol

Gruppo

SpA

(2)(a)

41,369

492,377

5,695,778

Japan

-

13

.0

%

ABC-Mart,

Inc.

(2)(a)

16,300

346,420

Advantest

Corp.

(2)(a)

4,400

206,938

Air

Water,

Inc.

(2)(a)

8,300

116,498

Aisin

Corp.

(2)(a)

4,200

46,669

Alfresa

Holdings

Corp.

(2)(a)

11,000

173,998

Amada

Co.

Ltd.

(2)(a)

16,000

163,355

Asahi

Group

Holdings

Ltd.

(2)(a)

16,200

212,333

Asics

Corp.

(2)(a)

44,300

930,660

Bandai

Namco

Holdings,

Inc.

(2)(a)

10,700

244,154

BayCurrent,

Inc.

(2)(a)

4,400

161,576

Canon,

Inc.

(2)(a)

14,300

470,975

Capcom

Co.

Ltd.

(2)(a)

21,700

506,134

Cosmo

Energy

Holdings

Co.

Ltd.

(2)(a)

5,400

297,900

Cosmos

Pharmaceutical

Corp.

(2)

(a)

600

31,091

Denso

Corp.

(2)(a)

6,600

99,207

DMG

Mori

Co.

Ltd.

(2)(a)

3,500

74,656

East

Japan

Railway

Co.

(2)(a)

1,900

37,707

Ebara

Corp.

(2)(a)

9,500

155,713

Fujikura

Ltd.

(2)(a)

7,700

261,646

Fujitsu

Ltd.

(2)(a)

22,000

452,307

Fukuoka

Financial

Group,

Inc.

(2)

(a)

3,300

85,446

GMO

Payment

Gateway,

Inc.

(2)(a)

4,200

255,584

Haseko

Corp.

(2)(a)

3,800

49,843

Hikari

Tsushin,

Inc.

(2)(a)

900

200,448

Hirose

Electric

Co.

Ltd.

(2)(a)

1,200

153,138

166

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

13.0%

(continued)

Hitachi

Ltd.

(2)(a)

41,800

1,108,424

Honda

Motor

Co.

Ltd.

(2)(a)

5,100

54,449

Hoya

Corp.

(2)(a)

6,400

886,422

Idemitsu

Kosan

Co.

Ltd.

(2)(a)

36,100

261,774

IHI

Corp.

(2)(a)

12,500

655,553

Inpex

Corp.

(2)(a)

23,900

323,577

ITOCHU

Corp.

(2)(a)

6,600

355,708

Japan

Tobacco,

Inc.

(2)(a)

4,300

125,383

JFE

Holdings,

Inc.

(2)(a)

29,200

392,571

Kao

Corp.

(2)(a)

4,300

212,534

Kawasaki

Heavy

Industries

Ltd.

(2)(a)

2,900

118,869

Kawasaki

Kisen

Kaisha

Ltd.

(2)(a)

19,000

296,201

KDDI

Corp.

(2)(a)

15,000

480,563

Keyence

Corp.

(2)(a)

1,200

575,115

Kinden

Corp.

(2)(a)

2,100

46,484

Kirin

Holdings

Co.

Ltd.

(2)(a)

9,000

137,159

Kobe

Bussan

Co.

Ltd.

(2)(a)

1,300

40,545

Kobe

Steel

Ltd.

(2)(a)

16,600

198,944

Komatsu

Ltd.

(2)(a)

1,600

44,792

Konami

Group

Corp.

(2)(a)

900

91,781

Kuraray

Co.

Ltd.

(2)(a)

32,500

482,924

Kyushu

Electric

Power

Co.,

Inc.

(2)(a)

34,200

373,891

Kyushu

Railway

Co.

(2)(a)

19,200

552,365

Lixil

Corp.

(2)(a)

7,700

92,273

Makita

Corp.

(2)(a)

11,500

388,488

Marubeni

Corp.

(2)(a)

8,600

142,088

Mazda

Motor

Corp.

(2)(a)

16,400

125,305

McDonald's

Holdings

Co.

Japan

Ltd.

(2)(a)

2,400

114,354

Medipal

Holdings

Corp.

(2)(a)

6,500

113,289

MISUMI

Group,

Inc.

(2)(a)

6,300

114,276

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)(a)

3,300

64,342

Mitsubishi

Heavy

Industries

Ltd.

(2)(a)

2,700

40,349

Mitsubishi

Motors

Corp.

(2)(a)

36,200

98,490

Mitsui

OSK

Lines

Ltd.

(2)(a)

11,300

391,213

MonotaRO

Co.

Ltd.

(2)(a)

15,100

251,792

MS&AD

Insurance

Group

Holdings,

Inc.

(2)(a)

22,300

524,143

Murata

Manufacturing

Co.

Ltd.

(2)

(a)

13,700

271,106

Nexon

Co.

Ltd.

(2)(a)

2,400

47,693

NGK

Insulators

Ltd.

(2)(a)

16,200

213,065

NH

Foods

Ltd.

(2)(a)

6,200

229,867

NIPPON

EXPRESS

HOLDINGS,

Inc.

(2)(a)

3,100

163,267

Nippon

Yusen

KK

(2)(a)

11,900

437,106

Nisshin

Seifun

Group,

Inc.

(2)(a)

19,100

241,748

Niterra

Co.

Ltd.

(2)(a)

16,800

473,346

NOF

Corp.

(2)(a)

5,700

98,449

Obayashi

Corp.

(2)(a)

11,900

151,649

Oji

Holdings

Corp.

(2)(a)

27,300

109,370

Oracle

Corp.

Japan

(2)(a)

1,800

185,838

ORIX

Corp.

(2)(a)

36,100

844,698

Osaka

Gas

Co.

Ltd.

(2)(a)

2,900

65,401

Otsuka

Corp.

(2)(a)

7,700

190,166

Otsuka

Holdings

Co.

Ltd.

(2)(a)

10,200

579,350

INVESTMENTS

SHARES

VALUE

($)

Japan

-

13.0%

(continued)

Pan

Pacific

International

Holdings

Corp.

(2)(a)

4,100

106,534

Persol

Holdings

Co.

Ltd.

(2)(a)

117,100

211,030

Rakuten

Group,

Inc.

(2)*(a)

29,400

189,701

Recruit

Holdings

Co.

Ltd.

(2)(a)

5,000

303,762

Resonac

Holdings

Corp.

(2)(a)

9,200

239,122

Rinnai

Corp.

(2)(a)

2,100

51,875

Rohto

Pharmaceutical

Co.

Ltd.

(2)

(a)

8,200

205,243

Ryohin

Keikaku

Co.

Ltd.

(2)(a)

48,400

888,759

Santen

Pharmaceutical

Co.

Ltd.

(2)(a)

50,800

616,677

Sanwa

Holdings

Corp.

(2)(a)

10,400

276,875

SCSK

Corp.

(2)(a)

7,200

149,286

Seibu

Holdings,

Inc.

(2)(a)

12,400

275,854

Sekisui

Chemical

Co.

Ltd.

(2)(a)

8,600

134,467

Shimamura

Co.

Ltd.

(2)(a)

5,800

316,830

Shimano,

Inc.

(2)(a)

2,700

513,993

Shin-Etsu

Chemical

Co.

Ltd.

(2)(a)

10,100

422,083

Shinko

Electric

Industries

Co.

Ltd.

(2)*(a)

3,300

126,205

Shionogi

&

Co.

Ltd.

(2)(a)

4,200

60,204

Skylark

Holdings

Co.

Ltd.

(2)(a)

2,300

37,106

Socionext,

Inc.

(2)(a)

4,700

93,486

SoftBank

Group

Corp.

(2)(a)

8,400

498,256

Sohgo

Security

Services

Co.

Ltd.

(2)(a)

19,600

142,643

Sojitz

Corp.

(2)(a)

12,460

295,223

Sony

Group

Corp.

(2)(a)

29,000

563,400

Square

Enix

Holdings

Co.

Ltd.

(2)

(a)

11,100

440,645

Stanley

Electric

Co.

Ltd.

(2)(a)

7,800

146,204

Sumitomo

Corp.

(2)(a)

15,800

354,806

Sumitomo

Electric

Industries

Ltd.

(2)(a)

28,500

462,774

Sumitomo

Forestry

Co.

Ltd.

(2)(a)

3,000

147,674

Sumitomo

Mitsui

Financial

Group,

Inc.

(2)(a)

37,800

807,657

Sundrug

Co.

Ltd.

(2)(a)

1,800

53,262

Suntory

Beverage

&

Food

Ltd.

(2)

(a)

1,300

48,950

Takeda

Pharmaceutical

Co.

Ltd.

(2)(a)

9,600

276,610

TBS

Holdings,

Inc.

(2)(a)

9,700

265,492

TDK

Corp.

(2)(a)

44,000

562,071

Toei

Animation

Co.

Ltd.

(2)(a)

1,300

27,480

Tohoku

Electric

Power

Co.,

Inc.

(2)(a)

13,100

125,545

Tokio

Marine

Holdings,

Inc.

(2)(a)

13,800

508,867

Tokyo

Electron

Ltd.

(2)(a)

200

35,667

TOPPAN

Holdings,

Inc.

(2)(a)

6,000

178,574

Tosoh

Corp.

(2)(a)

4,000

53,559

Toyo

Suisan

Kaisha

Ltd.

(2)(a)

8,800

577,764

Toyota

Tsusho

Corp.

(2)(a)

15,400

281,569

Trend

Micro,

Inc.

(2)(a)

3,300

195,939

USS

Co.

Ltd.

(2)(a)

24,400

231,604

Yamaha

Motor

Co.

Ltd.

(2)(a)

46,200

416,082

Yamazaki

Baking

Co.

Ltd.

(2)(a)

15,200

301,179

Yokogawa

Electric

Corp.

(2)(a)

4,900

125,562

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

167

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

13.0%

(continued)

Yokohama

Rubber

Co.

Ltd.

(The)

(2)(a)

13,000

292,187

Zensho

Holdings

Co.

Ltd.

(2)(a)

4,900

271,489

34,220,771

Netherlands

-

1

.0

%

Aalberts

NV

(2)(a)

1,813

73,702

Adyen

NV

(2)*(a)(c)

419

655,994

Akzo

Nobel

NV

(2)(a)

1,616

114,156

Arcadis

NV

(2)(a)

6,135

425,384

Argenx

SE

(2)*(a)

474

256,287

EXOR

NV

(2)(a)

1,050

112,564

Koninklijke

KPN

NV

(2)(a)

24,615

100,535

Koninklijke

Philips

NV

(2)*(a)

2,059

67,506

Koninklijke

Vopak

NV

(2)(a)

5,227

242,584

NN

Group

NV

(2)(a)

1,707

85,173

Wolters

Kluwer

NV

(2)(a)

3,533

595,917

2,729,802

New

Zealand

-

0

.1

%

Xero

Ltd.

(2)*(a)

1,453

150,191

Norway

-

0

.3

%

Kongsberg

Gruppen

ASA

(2)(a)

6,979

681,705

Norsk

Hydro

ASA

(2)(a)

15,400

99,484

Schibsted

ASA,

Class

A

(a)

1,043

33,663

Telenor

ASA

(a)

3,155

40,361

855,213

Poland

-

0

.0

%

†

InPost

SA

(2)*

6,856

129,442

Singapore

-

0

.2

%

Grab

Holdings

Ltd.,

Class

A

*(a)(b)

40,363

153,379

Sea

Ltd.,

ADR

*(a)(b)

2,981

281,049

434,428

South

Korea

-

0

.1

%

Delivery

Hero

SE

(2)*(c)

6,777

274,262

Spain

-

1

.4

%

Acerinox

SA

(2)(a)

20,387

219,233

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)(a)

7,873

363,395

Aena

SME

SA

(2)(a)(c)

1,515

332,809

Banco

Santander

SA

(2)(a)

47,238

242,041

CaixaBank

SA

(2)(a)

75,936

453,182

Cellnex

Telecom

SA

(2)(a)(c)

4,648

188,443

Grifols

SA

(2)*(a)

12,726

144,629

Iberdrola

SA

(2)(a)

37,942

586,551

Industria

de

Diseno

Textil

SA

(2)(a)

15,582

922,867

Mapfre

SA

(2)(a)

75,007

199,751

3,652,901

Sweden

-

1

.8

%

AAK

AB

(2)(a)

8,285

271,671

AddTech

AB,

Class

B

(2)(a)

8,816

264,295

Alfa

Laval

AB

(2)(a)

6,058

291,244

Atlas

Copco

AB,

Class

A

(2)(a)

31,768

615,678

Autoliv,

Inc.

(a)(b)

3,705

345,936

Electrolux

AB,

Class

B

(2)*(a)

49,326

479,091

Evolution

AB

(2)(a)(c)

3,902

383,774

INVESTMENTS

SHARES

VALUE

($)

Sweden

-

1.8%

(continued)

Getinge

AB,

Class

B

(2)(a)

1,320

28,409

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)(a)

29,414

500,968

Hexagon

AB,

Class

B

(2)(a)

26,367

284,001

Hexpol

AB

(2)(a)

7,299

75,484

Indutrade

AB

(2)(a)

2,915

90,715

SKF

AB,

Class

B

(2)(a)

3,384

67,405

Swedish

Orphan

Biovitrum

AB

*

851

27,401

Telefonaktiebolaget

LM

Ericsson,

Class

B

(2)(a)

24,466

184,876

Telia

Co.

AB

(a)

81,010

261,954

Trelleborg

AB,

Class

B

(2)(a)

14,984

576,748

Volvo

AB,

Class

B

(2)(a)

5,578

147,550

4,897,200

Switzerland

-

2

.7

%

ABB

Ltd.

(Registered)

(2)(a)

5,171

299,999

Adecco

Group

AG

(Registered)

(2)(a)

10,121

345,170

Belimo

Holding

AG

(Registered)

(2)(a)

326

232,735

DKSH

Holding

AG

(2)(a)

1,798

143,011

DSM-Firmenich

AG

(2)(a)

6,359

877,588

Flughafen

Zurich

AG

(Registered)

(2)(a)

423

101,761

Givaudan

SA

(Registered)

(2)(a)

178

976,605

Logitech

International

SA

(Registered)

(2)(a)

2,248

201,333

Lonza

Group

AG

(Registered)

(2)

(a)

1,057

670,755

Novartis

AG

(Registered)

(2)(a)

9,307

1,071,631

Sika

AG

(Registered)

(2)(a)

2,797

927,109

Sonova

Holding

AG

(Registered)

(2)(a)

1,168

420,708

Ypsomed

Holding

AG

(Registered)

(2)

82

39,990

Zurich

Insurance

Group

AG

(2)(a)

1,552

937,656

7,246,051

United

Kingdom

-

4

.2

%

Associated

British

Foods

plc

(2)(a)

6,372

199,142

Auto

Trader

Group

plc

(2)(a)(c)

37,995

441,699

Aviva

plc

(2)(a)

27,279

176,680

BAE

Systems

plc

(2)(a)

27,788

461,338

Barclays

plc

(2)(a)

79,506

238,882

Beazley

plc

(2)(a)

11,507

117,512

Centrica

plc

(2)(a)

36,773

57,518

CK

Hutchison

Holdings

Ltd.

(2)(a)

7,500

42,523

Compass

Group

plc

(2)(a)

4,494

144,076

ConvaTec

Group

plc

(2)(a)(c)

69,816

212,046

Diploma

plc

(2)(a)

3,765

223,810

Direct

Line

Insurance

Group

plc

(2)(a)

44,891

112,614

easyJet

plc

(2)(a)

34,030

236,996

Flutter

Entertainment

plc

*(a)(b)

585

138,809

Halma

plc

(2)(a)

4,256

148,813

Harbour

Energy

plc

(2)(a)

48,836

174,183

Hargreaves

Lansdown

plc

(2)(a)

3,170

47,243

Hiscox

Ltd.

(a)

4,126

63,216

Howden

Joinery

Group

plc

(2)(a)

22,867

277,887

168

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

4.2%

(continued)

IMI

plc

(2)(a)

11,803

287,169

Imperial

Brands

plc

(2)(a)

8,264

240,392

Inchcape

plc

(2)(a)

5,143

54,949

InterContinental

Hotels

Group

plc

(2)(a)

6,766

736,819

Intermediate

Capital

Group

plc

(2)

(a)

21,768

650,035

International

Distribution

Services

plc

(a)

39,917

182,729

Intertek

Group

plc

(2)(a)

2,171

150,097

ITV

plc

(2)(a)

68,137

73,182

M&G

plc

(2)(a)

35,850

99,443

Man

Group

plc

(2)(a)

93,967

266,365

Marks

&

Spencer

Group

plc

(2)(a)

116,581

581,792

National

Grid

plc

(2)(a)

4,802

66,378

Ocado

Group

plc

(2)*(a)

11,091

57,196

Pearson

plc

(2)(a)

17,892

243,231

RELX

plc

(2)(a)

25,685

1,212,750

Rolls-Royce

Holdings

plc

(2)*(a)

107,263

759,152

Rotork

plc

(2)(a)

17,500

78,368

Sage

Group

plc

(The)

(2)(a)

19,861

272,815

Smiths

Group

plc

(2)(a)

4,583

102,994

Spectris

plc

(2)(a)

2,567

93,813

Subsea

7

SA

(2)(a)

7,568

122,206

Tate

&

Lyle

plc

(a)

11,676

106,540

TechnipFMC

plc

(a)(b)

22,464

589,231

Tesco

plc

(2)(a)

143,060

686,875

Weir

Group

plc

(The)

(2)(a)

2,723

79,129

11,308,637

United

States

-

59

.2

%

10X

Genomics,

Inc.,

Class

A

*(a)

(b)

3,778

85,307

3M

Co.

(a)

7,429

1,015,543

Abbott

Laboratories

(a)(b)

7,775

886,428

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

957

133,884

Adient

plc

*(a)(b)

4,479

101,091

Adobe,

Inc.

*(a)

811

419,920

AECOM

(a)

4,578

472,770

Affirm

Holdings,

Inc.,

Class

A

*(a)

(b)

6,829

278,760

Agilent

Technologies,

Inc.

(a)

2,382

353,679

Alaska

Air

Group,

Inc.

*(a)

3,579

161,807

Alcon,

Inc.

(2)(a)

2,583

258,507

Align

Technology,

Inc.

*(a)

1,542

392,161

Allison

Transmission

Holdings,

Inc.

(a)

4,528

435,005

Allstate

Corp.

(The)

(a)

4,118

780,979

Alnylam

Pharmaceuticals,

Inc.

*(a)

(b)

1,783

490,378

Amazon.com,

Inc.

*(a)(b)

2,486

463,216

Amcor

plc

(a)(b)

17,373

196,836

Amentum

Holdings,

Inc.

*

1,184

38,184

Ameren

Corp.

(a)

3,971

347,304

American

Electric

Power

Co.,

Inc.

(a)(b)

4,581

470,011

American

International

Group,

Inc.

(a)

3,367

246,565

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Americold

Realty

Trust,

Inc.,

REIT

(a)

14,652

414,212

Ameriprise

Financial,

Inc.

(a)(b)

1,194

560,953

Amkor

Technology,

Inc.

(a)

6,697

204,928

Amphenol

Corp.,

Class

A

(a)

8,528

555,684

Antero

Resources

Corp.

*(a)(b)

2,517

72,112

Appfolio,

Inc.,

Class

A

*(a)

928

218,451

Apple,

Inc.

(a)(b)

3,185

742,105

Applied

Industrial

Technologies,

Inc.

(a)

339

75,641

Applied

Materials,

Inc.

(a)

2,068

417,839

AppLovin

Corp.,

Class

A

*(a)

1,937

252,875

Aramark

(a)

3,906

151,279

Archer-Daniels-Midland

Co.

(a)(b)

3,969

237,108

Arista

Networks,

Inc.

*(a)

1,588

609,506

Arrow

Electronics,

Inc.

*(a)(b)

1,944

258,222

Ashland,

Inc.

(a)

1,252

108,886

Assurant,

Inc.

(a)

505

100,424

AT&T,

Inc.

(a)

24,875

547,250

Atlassian

Corp.,

Class

A

*(a)(b)

1,351

214,552

Atmos

Energy

Corp.

(a)

3,887

539,166

Automatic

Data

Processing,

Inc.

(a)(b)

1,220

337,611

AutoNation,

Inc.

*(a)(b)

1,959

350,504

AutoZone,

Inc.

*(a)(b)

197

620,558

Avient

Corp.

(a)

4,732

238,114

Avnet,

Inc.

(a)

3,267

177,431

Axalta

Coating

Systems

Ltd.

*(a)

8,900

322,091

Axis

Capital

Holdings

Ltd.

(a)

3,101

246,871

AZEK

Co.,

Inc.

(The),

Class

A

*(a)

(b)

747

34,960

Bank

of

America

Corp.

(a)

6,043

239,786

Bank

OZK

(a)(b)

11,445

492,021

Bath

&

Body

Works,

Inc.

(a)(b)

3,218

102,719

Becton

Dickinson

&

Co.

(a)(b)

565

136,222

BellRing

Brands,

Inc.

*(a)

7,204

437,427

Berry

Global

Group,

Inc.

(a)

4,490

305,230

Best

Buy

Co.,

Inc.

(a)(b)

4,111

424,666

Black

Hills

Corp.

(a)

1,715

104,821

Blackstone,

Inc.

(a)(b)

1,246

190,800

Block,

Inc.,

Class

A

*(a)(b)

2,582

173,330

BOK

Financial

Corp.

(a)

1,236

129,310

Booking

Holdings,

Inc.

(a)

138

581,273

Booz

Allen

Hamilton

Holding

Corp.,

Class

A

(a)

1,424

231,770

BorgWarner,

Inc.

(a)

1,758

63,798

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

690

199,507

Boston

Scientific

Corp.

*(a)

5,412

453,526

Bright

Horizons

Family

Solutions,

Inc.

*(a)

2,900

406,377

Brighthouse

Financial,

Inc.

*(a)(b)

2,101

94,608

Bristol-Myers

Squibb

Co.

(a)

10,000

517,400

Brixmor

Property

Group,

Inc.,

REIT

(a)

4,775

133,032

Broadcom,

Inc.

(a)(b)

5,931

1,023,097

Broadridge

Financial

Solutions,

Inc.

(a)

1,872

402,536

Bruker

Corp.

(a)

7,436

513,530

Builders

FirstSource,

Inc.

*(a)

2,115

410,014

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

169

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Burlington

Stores,

Inc.

*(a)(b)

115

30,300

BXP,

Inc.,

REIT

(a)(b)

1,053

84,724

Cabot

Corp.

(a)(b)

2,639

294,961

CACI

International,

Inc.,

Class

A

*(a)

582

293,654

Campbell

Soup

Co.

(a)(b)

3,355

164,127

Capital

One

Financial

Corp.

(a)

1,711

256,188

Cardinal

Health,

Inc.

(a)

2,797

309,124

Carlisle

Cos.,

Inc.

(a)(b)

646

290,539

Carter's,

Inc.

(a)

473

30,736

Carvana

Co.,

Class

A

*(a)(b)

1,007

175,329

Cava

Group,

Inc.

*(a)

645

79,883

Cboe

Global

Markets,

Inc.

(a)(b)

2,328

476,937

CBRE

Group,

Inc.,

Class

A

*(a)

3,841

478,128

Cencora,

Inc.

(a)(b)

656

147,652

Centene

Corp.

*(a)

2,869

215,978

Chemed

Corp.

(a)(b)

46

27,645

Chipotle

Mexican

Grill,

Inc.,

Class

A

*(a)

1,593

91,789

Chubb

Ltd.

(a)

1,955

563,802

Cigna

Group

(The)

(a)(b)

1,747

605,231

Cincinnati

Financial

Corp.

(a)

1,586

215,886

Cintas

Corp.

(a)(b)

6,040

1,243,514

Citizens

Financial

Group,

Inc.

(a)

14,078

578,183

Clean

Harbors,

Inc.

*(a)

773

186,842

Cloudflare,

Inc.,

Class

A

*(a)(b)

876

70,860

CME

Group,

Inc.

(a)

4,620

1,019,402

CNA

Financial

Corp.

(a)

1,207

59,071

CNO

Financial

Group,

Inc.

(a)

10,588

371,639

Coca-Cola

Co.

(The)

(a)

14,526

1,043,837

Coca-Cola

Consolidated,

Inc.

(a)

589

775,360

Coherent

Corp.

*(a)(b)

3,931

349,505

Colgate-Palmolive

Co.

(a)

8,074

838,162

Comerica,

Inc.

(a)

2,597

155,586

Comfort

Systems

USA,

Inc.

(a)

1,433

559,372

Commerce

Bancshares,

Inc.

(a)(b)

6,130

364,122

Commercial

Metals

Co.

(a)(b)

898

49,354

CommVault

Systems,

Inc.

*(a)

3,777

581,091

ConocoPhillips

(a)(b)

6,141

646,524

Constellation

Brands,

Inc.,

Class

A

(a)(b)

1,307

336,801

Constellation

Energy

Corp.

309

80,346

Cooper

Cos.,

Inc.

(The)

*(a)

3,865

426,464

COPT

Defense

Properties,

REIT

(a)

10,606

321,680

Corning,

Inc.

(a)

8,365

377,680

Corpay,

Inc.

*(a)

689

215,492

Costco

Wholesale

Corp.

776

687,940

Coterra

Energy,

Inc.

(a)

1,684

40,332

Cousins

Properties,

Inc.,

REIT

(a)

5,352

157,777

CRH

plc

(a)

819

75,954

Crown

Holdings,

Inc.

(a)

8,611

825,623

CubeSmart,

REIT

(a)

2,203

118,587

Cullen/Frost

Bankers,

Inc.

(a)(b)

2,720

304,259

Cummins,

Inc.

(a)

1,647

533,282

Curtiss-Wright

Corp.

(a)

1,118

367,475

Darling

Ingredients,

Inc.

*(a)

2,910

108,136

Deckers

Outdoor

Corp.

*(a)

1,911

304,709

Dell

Technologies,

Inc.,

Class

C

(a)(b)

1,146

135,847

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Delta

Air

Lines,

Inc.

(a)(b)

8,519

432,680

Dick's

Sporting

Goods,

Inc.

(a)

1,451

302,824

Digital

Realty

Trust,

Inc.,

REIT

(a)

1,710

276,729

Dominion

Energy,

Inc.

(a)

11,985

692,613

Domino's

Pizza,

Inc.

(a)

174

74,844

Donaldson

Co.,

Inc.

(a)

3,520

259,424

DoorDash,

Inc.,

Class

A

*(a)

2,616

373,382

DR

Horton,

Inc.

(a)

3,225

615,233

DTE

Energy

Co.

(a)(b)

4,901

629,337

Duolingo,

Inc.,

Class

A

*

340

95,887

DuPont

de

Nemours,

Inc.

(a)

3,812

339,687

Dynatrace,

Inc.

*(a)

2,530

135,279

Eagle

Materials,

Inc.

(a)(b)

1,140

327,921

East

West

Bancorp,

Inc.

(a)

1,700

140,658

Eaton

Corp.

plc

(a)

1,935

641,336

Ecolab,

Inc.

(a)

1,366

348,781

Edison

International

(a)

11,636

1,013,378

Element

Solutions,

Inc.

(a)(b)

8,038

218,312

Elevance

Health,

Inc.

(a)

482

250,640

Eli

Lilly

&

Co.

(a)

1,494

1,323,593

EMCOR

Group,

Inc.

(a)

970

417,614

Encompass

Health

Corp.

(a)

961

92,871

EnerSys

(a)(b)

4,316

440,448

EPAM

Systems,

Inc.

*(a)

509

101,306

EPR

Properties,

REIT

(a)

1,950

95,628

Equity

LifeStyle

Properties,

Inc.,

REIT

(a)(b)

2,472

176,352

Essent

Group

Ltd.

(a)

3,011

193,577

Essential

Utilities,

Inc.

(a)(b)

11,640

448,955

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(a)

4,328

431,458

Euronet

Worldwide,

Inc.

*(a)

2,235

221,779

Evercore,

Inc.,

Class

A

(a)

1,218

308,568

Evergy,

Inc.

(a)

8,567

531,240

Eversource

Energy

(a)(b)

12,727

866,072

Exact

Sciences

Corp.

*(a)

2,905

197,889

Exelixis,

Inc.

*(a)

3,525

91,474

Expedia

Group,

Inc.

*(a)

2,150

318,243

Expeditors

International

of

Washington,

Inc.

(a)(b)

2,932

385,265

Experian

plc

(2)(a)

8,562

450,958

Exxon

Mobil

Corp.

(a)(b)

2,835

332,319

Fair

Isaac

Corp.

*(a)(b)

475

923,172

Fastenal

Co.

(a)(b)

1,127

80,490

Federal

Realty

Investment

Trust,

REIT

(a)(b)

649

74,616

Federated

Hermes,

Inc.,

Class

B

(a)

12,134

446,167

Ferguson

Enterprises,

Inc.

(a)

1,360

270,055

Fidelity

National

Financial,

Inc.

(a)

4,073

252,770

Fidelity

National

Information

Services,

Inc.

(a)

2,674

223,948

First

Horizon

Corp.

(a)

7,330

113,835

FirstCash

Holdings,

Inc.

(a)(b)

264

30,307

FirstEnergy

Corp.

(a)

4,815

213,545

Fiserv,

Inc.

*(a)(b)

1,637

294,087

Flowers

Foods,

Inc.

(a)(b)

1,442

33,267

Flowserve

Corp.

(a)

12,382

640,026

FNB

Corp.

(a)(b)

19,150

270,207

Fortinet,

Inc.

*(a)

10,079

781,626

170

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Franklin

Resources,

Inc.

(a)(b)

4,875

98,231

Freeport-McMoRan,

Inc.

(a)

2,501

124,850

Gap,

Inc.

(The)

(a)

2,318

51,112

Garmin

Ltd.

(a)

1,821

320,551

Gartner,

Inc.

*(a)(b)

927

469,767

Gates

Industrial

Corp.

plc

*(a)(b)

9,790

171,815

GE

Aerospace

(a)(b)

6,098

1,149,960

GE

Vernova,

Inc.

*(a)

682

173,896

General

Dynamics

Corp.

(a)(b)

1,294

391,047

General

Mills,

Inc.

760

56,126

General

Motors

Co.

(a)

5,103

228,819

Genuine

Parts

Co.

(a)(b)

1,520

212,314

Gitlab,

Inc.,

Class

A

*(a)

6,478

333,876

Globe

Life,

Inc.

(a)

1,716

181,742

GoDaddy,

Inc.,

Class

A

*(a)(b)

2,080

326,102

Goodyear

Tire

&

Rubber

Co.

(The)

*(a)(b)

17,405

154,034

Graham

Holdings

Co.,

Class

B

(a)

139

114,219

Grand

Canyon

Education,

Inc.

*(a)

2,565

363,845

Greif,

Inc.,

Class

A

(a)

616

38,599

GSK

plc

(2)(a)

36,601

745,234

Guidewire

Software,

Inc.

*(a)

2,121

388,016

H&R

Block,

Inc.

(a)(b)

2,777

176,478

Hancock

Whitney

Corp.

(a)

6,593

337,364

Hartford

Financial

Services

Group,

Inc.

(The)

(a)

6,587

774,697

Hasbro,

Inc.

(a)

7,721

558,383

HCA

Healthcare,

Inc.

(a)(b)

1,766

717,755

Healthcare

Realty

Trust,

Inc.,

REIT

(a)(b)

3,641

66,084

Healthpeak

Properties,

Inc.,

REIT

(a)

12,194

278,877

Hexcel

Corp.

(a)

4,466

276,133

HF

Sinclair

Corp.

(a)

6,152

274,195

Hilton

Worldwide

Holdings,

Inc.

(a)(b)

1,503

346,442

Holcim

AG

(2)(a)

7,229

707,957

Howmet

Aerospace,

Inc.

(a)(b)

6,455

647,114

HubSpot,

Inc.

*(a)(b)

281

149,380

Huntington

Bancshares,

Inc.

(a)(b)

31,747

466,681

Huntington

Ingalls

Industries,

Inc.

(a)(b)

1,013

267,817

Huntsman

Corp.

(a)(b)

10,030

242,726

IDEXX

Laboratories,

Inc.

*(a)

115

58,100

Illinois

Tool

Works,

Inc.

1,286

337,022

Illumina,

Inc.

*(a)

4,396

573,282

Independence

Realty

Trust,

Inc.,

REIT

(a)

7,483

153,402

Ingredion,

Inc.

(a)

2,668

366,663

Inspire

Medical

Systems,

Inc.

*(a)

(b)

1,505

317,630

Intercontinental

Exchange,

Inc.

(a)

2,316

372,042

International

Bancshares

Corp.

(a)

2,011

120,238

International

Flavors

&

Fragrances,

Inc.

(a)

1,024

107,448

Invesco

Ltd.

(a)(b)

18,899

331,866

IQVIA

Holdings,

Inc.

*(a)

1,099

260,430

Iridium

Communications,

Inc.

(a)

7,495

228,223

Iron

Mountain,

Inc.,

REIT

(a)(b)

3,999

475,201

ITT,

Inc.

(a)

1,566

234,133

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Jabil,

Inc.

(a)

4,282

513,112

Jacobs

Solutions,

Inc.

(a)(b)

1,184

154,986

James

Hardie

Industries

plc,

CHESS

(2)*(a)

15,784

627,219

JB

Hunt

Transport

Services,

Inc.

(a)(b)

282

48,597

Johnson

Controls

International

plc

(a)

3,055

237,099

KB

Home

(a)(b)

1,550

132,820

KBR,

Inc.

(a)

1,661

108,181

Kemper

Corp.

(a)

1,020

62,475

Kinder

Morgan,

Inc.

(a)(b)

23,853

526,913

Kirby

Corp.

*(a)

1,598

195,643

KKR

&

Co.,

Inc.

(a)

3,414

445,800

KLA

Corp.

(a)

965

747,306

Kyndryl

Holdings,

Inc.

*(a)

8,127

186,758

Labcorp

Holdings,

Inc.

(a)

748

167,163

Lam

Research

Corp.

(a)(b)

448

365,604

Lamar

Advertising

Co.,

Class

A,

REIT

(a)(b)

2,468

329,725

Lantheus

Holdings,

Inc.

*(a)(b)

1,046

114,799

Leidos

Holdings,

Inc.

(a)

2,539

413,857

Lennar

Corp.,

Class

A

(a)

1,411

264,534

Lennox

International,

Inc.

(a)

395

238,695

Light

&

Wonder,

Inc.

*(a)

2,803

254,316

Lincoln

Electric

Holdings,

Inc.

(a)

(b)

150

28,803

LivaNova

plc

*(a)

997

52,382

Live

Nation

Entertainment,

Inc.

*(a)(b)

748

81,899

Lockheed

Martin

Corp.

(a)(b)

573

334,953

Loews

Corp.

(a)

2,192

173,278

Louisiana-Pacific

Corp.

(a)

3,637

390,832

Lyft,

Inc.,

Class

A

*(a)

23,378

298,070

M&T

Bank

Corp.

(a)(b)

2,809

500,339

Manhattan

Associates,

Inc.

*(a)

3,321

934,463

ManpowerGroup,

Inc.

(a)

2,592

190,564

Markel

Group,

Inc.

*(a)(b)

111

174,112

Marsh

&

McLennan

Cos.,

Inc.

(a)

2,211

493,252

Marvell

Technology,

Inc.

(a)(b)

3,988

287,615

Masco

Corp.

(a)

6,381

535,621

MasTec,

Inc.

*(a)

2,343

288,423

Mastercard,

Inc.,

Class

A

(a)

1,040

513,552

Mattel,

Inc.

*(a)(b)

15,687

298,837

McCormick

&

Co.,

Inc.

(Non-

Voting)

(a)

726

59,750

Medical

Properties

Trust,

Inc.,

REIT

(a)(b)

22,112

129,355

Medpace

Holdings,

Inc.

*(a)(b)

1,222

407,904

Medtronic

plc

(a)

6,675

600,950

Merck

&

Co.,

Inc.

(a)

1,108

125,824

Meta

Platforms,

Inc.,

Class

A

156

89,301

MetLife,

Inc.

(a)

3,960

326,621

Mettler-Toledo

International,

Inc.

*(a)(b)

268

401,920

MGIC

Investment

Corp.

(a)

5,519

141,286

Mohawk

Industries,

Inc.

*(a)

3,024

485,896

Molson

Coors

Beverage

Co.,

Class

B

(a)(b)

5,347

307,559

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

171

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Mondelez

International,

Inc.,

Class

A

(a)

8,303

611,682

MongoDB,

Inc.,

Class

A

*(a)(b)

476

128,687

Monolithic

Power

Systems,

Inc.

(a)(b)

397

367,027

Moody's

Corp.

(a)(b)

644

305,636

Morgan

Stanley

(a)

4,435

462,304

Morningstar,

Inc.

(a)

210

67,015

Motorola

Solutions,

Inc.

(a)(b)

1,822

819,226

MSCI,

Inc.,

Class

A

(a)

268

156,225

Murphy

USA,

Inc.

(a)

394

194,191

Natera,

Inc.

*(a)(b)

2,865

363,712

National

Fuel

Gas

Co.

(a)

3,421

207,347

NetApp,

Inc.

(a)

4,507

556,660

Netflix,

Inc.

*(a)

174

123,413

New

Jersey

Resources

Corp.

(a)

6,076

286,787

New

York

Times

Co.

(The),

Class

A

(a)

4,328

240,940

NewMarket

Corp.

(a)

322

177,709

News

Corp.,

Class

A

(a)

12,336

328,508

Nexstar

Media

Group,

Inc.,

Class

A

(a)(b)

569

94,084

NextEra

Energy,

Inc.

(a)(b)

5,500

464,915

NiSource,

Inc.

(a)

11,933

413,478

Northrop

Grumman

Corp.

(a)

254

134,130

Northwestern

Energy

Group,

Inc.

(a)

530

30,327

Norwegian

Cruise

Line

Holdings

Ltd.

*(a)

19,077

391,269

Nutanix,

Inc.,

Class

A

*(a)

6,731

398,812

nVent

Electric

plc

(a)(b)

3,469

243,732

NVIDIA

Corp.

(a)

11,222

1,362,799

NVR,

Inc.

*(a)

13

127,553

OGE

Energy

Corp.

(a)(b)

1,583

64,935

Old

Dominion

Freight

Line,

Inc.

(a)(b)

1,347

267,568

Olin

Corp.

(a)(b)

4,643

222,771

Omega

Healthcare

Investors,

Inc.,

REIT

(a)

11,556

470,329

Omnicom

Group,

Inc.

(a)(b)

1,528

157,980

OneMain

Holdings,

Inc.

(a)

1,736

81,714

Onto

Innovation,

Inc.

*(a)(b)

607

125,989

Oracle

Corp.

(a)(b)

3,324

566,410

O'Reilly

Automotive,

Inc.

*(a)

316

363,906

Oshkosh

Corp.

(a)(b)

1,731

173,464

Otis

Worldwide

Corp.

2,934

304,960

Ovintiv,

Inc.

(a)

9,997

382,985

Owens

Corning

(a)

1,978

349,157

Packaging

Corp.

of

America

(a)

4,722

1,017,118

Palantir

Technologies,

Inc.,

Class

A

*(a)(b)

3,514

130,721

Paramount

Global,

Class

B

(a)(b)

10,318

109,577

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(b)

26,293

370,731

Parker-Hannifin

Corp.

(a)

547

345,606

Parsons

Corp.

*(a)

2,739

283,980

Paycor

HCM,

Inc.

*(a)(b)

2,764

39,221

PayPal

Holdings,

Inc.

*(a)(b)

4,852

378,602

Pegasystems,

Inc.

(a)

3,028

221,317

Penn

Entertainment,

Inc.

*(a)(b)

2,463

46,452

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Penske

Automotive

Group,

Inc.

(a)

1,793

291,219

Pentair

plc

(a)

3,958

387,053

Performance

Food

Group

Co.

*(a)

2,488

194,985

Pfizer,

Inc.

(a)(b)

10,649

308,182

PG&E

Corp.

(a)

3,656

72,279

Philip

Morris

International,

Inc.

(a)

7,461

905,765

Pilgrim's

Pride

Corp.

*(a)(b)

7,411

341,277

Pinterest,

Inc.,

Class

A

*(a)

6,872

222,447

Playtika

Holding

Corp.

(a)

9,572

75,810

PNC

Financial

Services

Group,

Inc.

(The)

(a)

2,756

509,447

Popular,

Inc.

3,624

363,378

PPL

Corp.

(a)

29,316

969,773

Primerica,

Inc.

(a)

312

82,727

Principal

Financial

Group,

Inc.

(a)

1,844

158,400

Progressive

Corp.

(The)

(a)

2,486

630,847

Prologis,

Inc.,

REIT

(a)(b)

2,953

372,905

Public

Storage,

REIT

(a)(b)

1,262

459,204

PulteGroup,

Inc.

(a)(b)

3,105

445,661

PVH

Corp.

(a)

3,573

360,266

QIAGEN

NV

(2)*(a)

618

27,936

Qualys,

Inc.

*(a)

1,354

173,935

QuantumScape

Corp.

*(a)(b)

6,667

38,335

QuidelOrtho

Corp.

*(a)

4,669

212,906

Ralph

Lauren

Corp.,

Class

A

(a)

1,070

207,441

Rambus,

Inc.

*(a)(b)

1,266

53,451

Regions

Financial

Corp.

1,740

40,594

Reinsurance

Group

of

America,

Inc.

(a)

1,165

253,819

ResMed,

Inc.

(a)

319

77,874

ROBLOX

Corp.,

Class

A

*(a)(b)

4,279

189,389

Roku,

Inc.,

Class

A

*(a)(b)

3,244

242,197

Ross

Stores,

Inc.

(a)(b)

2,398

360,923

Royal

Gold,

Inc.

(a)

3,792

532,018

Ryder

System,

Inc.

(a)

1,619

236,050

S&P

Global,

Inc.

(a)

713

368,350

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)

19,630

365,314

Samsara,

Inc.,

Class

A

*(a)(b)

5,586

268,798

SBA

Communications

Corp.,

REIT

(a)

866

208,446

Schneider

Electric

SE

(2)(a)

4,234

1,116,115

Scotts

Miracle-Gro

Co.

(The)

(a)

9,560

828,852

Seaboard

Corp.

(a)

21

65,877

Seagate

Technology

Holdings

plc

(a)(b)

1,220

133,627

Sealed

Air

Corp.

(a)

5,349

194,169

Selective

Insurance

Group,

Inc.

(a)(b)

816

76,133

SentinelOne,

Inc.,

Class

A

*(a)(b)

4,765

113,979

ServiceNow,

Inc.

*(a)

886

792,430

SharkNinja,

Inc.

(a)(b)

653

70,988

Shell

plc

(2)(a)

11,717

380,120

Sherwin-Williams

Co.

(The)

(a)

3,832

1,462,558

Signify

NV

(2)(a)(c)

3,643

85,937

Simon

Property

Group,

Inc.,

REIT

(a)

663

112,060

Skechers

USA,

Inc.,

Class

A

*(a)

6,038

404,063

SLM

Corp.

(a)(b)

5,709

130,565

Smartsheet,

Inc.,

Class

A

*(a)

3,664

202,839

172

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Snap,

Inc.,

Class

A

*(a)(b)

25,690

274,883

Snap-on,

Inc.

(a)

244

70,689

Sonoco

Products

Co.

(a)

1,093

59,711

Sotera

Health

Co.

*(a)(b)

8,314

138,844

Spectrum

Brands

Holdings,

Inc.

(a)(b)

1,275

121,304

SS&C

Technologies

Holdings,

Inc.

(a)

9,020

669,374

Stanley

Black

&

Decker,

Inc.

(a)(b)

3,975

437,767

Stifel

Financial

Corp.

(a)

2,442

229,304

Stryker

Corp.

(a)(b)

2,385

861,605

Synovus

Financial

Corp.

(a)(b)

3,922

174,411

Tapestry,

Inc.

(a)

4,376

205,584

Targa

Resources

Corp.

(a)

3,086

456,759

Taylor

Morrison

Home

Corp.,

Class

A

*(a)(b)

4,394

308,722

TD

SYNNEX

Corp.

(a)

3,090

371,047

Teleflex,

Inc.

(a)

626

154,822

Tenet

Healthcare

Corp.

*(a)

3,646

605,965

Teradata

Corp.

*(a)(b)

5,071

153,854

Terex

Corp.

(a)(b)

3,707

196,137

Texas

Capital

Bancshares,

Inc.

*(a)(b)

4,549

325,072

Texas

Pacific

Land

Corp.

(a)

285

252,151

Texas

Roadhouse,

Inc.,

Class

A

(a)

3,308

584,193

Textron,

Inc.

(a)

3,514

311,270

Thermo

Fisher

Scientific,

Inc.

(a)(b)

1,499

927,236

TJX

Cos.,

Inc.

(The)

(a)

3,488

409,980

Toll

Brothers,

Inc.

(a)

3,806

587,989

Trade

Desk,

Inc.

(The),

Class

A

*(a)(b)

2,320

254,388

Trane

Technologies

plc

(a)

1,725

670,559

TransDigm

Group,

Inc.

(a)

104

148,422

TransUnion

(a)

8,463

886,076

Travel

+

Leisure

Co.

(a)

3,973

183,076

Travelers

Cos.,

Inc.

(The)

(a)

3,083

721,792

Trimble,

Inc.

*(a)(b)

2,564

159,199

Truist

Financial

Corp.

(a)

3,474

148,583

Twilio,

Inc.,

Class

A

*(a)

3,151

205,508

Tyson

Foods,

Inc.,

Class

A

(a)

4,973

296,192

UDR,

Inc.,

REIT

(a)

990

44,887

UFP

Industries,

Inc.

(a)

2,754

361,352

UGI

Corp.

(a)(b)

2,856

71,457

UiPath,

Inc.,

Class

A

*(a)(b)

15,523

198,694

Ultragenyx

Pharmaceutical,

Inc.

*(a)

7,111

395,016

UMB

Financial

Corp.

(a)(b)

1,496

157,245

Under

Armour,

Inc.,

Class

A

*(a)(b)

22,439

199,931

United

Airlines

Holdings,

Inc.

*(a)

(b)

4,914

280,393

United

Rentals,

Inc.

(a)(b)

321

259,923

United

Therapeutics

Corp.

*(a)

1,303

466,930

Universal

Display

Corp.

(a)(b)

805

168,970

Universal

Health

Services,

Inc.,

Class

B

(a)

2,130

487,791

Unum

Group

(a)

1,314

78,104

US

Bancorp

(a)

4,632

211,821

US

Foods

Holding

Corp.

*(a)

4,992

307,008

UWM

Holdings

Corp.,

Class

A

(a)

(b)

6,055

51,589

INVESTMENTS

SHARES

VALUE

($)

United

States

-

59.2%

(continued)

Veeva

Systems,

Inc.,

Class

A

*(a)

1,324

277,868

Ventas,

Inc.,

REIT

(a)

9,546

612,185

VeriSign,

Inc.

*(a)

3,447

654,792

Verisk

Analytics,

Inc.,

Class

A

(a)

1,498

401,404

Verizon

Communications,

Inc.

(a)

(b)

14,934

670,686

Vertiv

Holdings

Co.,

Class

A

(a)

1,521

151,324

Viking

Therapeutics,

Inc.

*(a)(b)

1,167

73,883

Visa,

Inc.,

Class

A

(a)

1,351

371,457

Vistra

Corp.

1,039

123,163

Vulcan

Materials

Co.

(a)(b)

942

235,905

W

R

Berkley

Corp.

(a)

6,270

355,697

Walmart,

Inc.

(a)

13,482

1,088,671

Walt

Disney

Co.

(The)

(a)

3,491

335,799

Waste

Connections,

Inc.

(a)

1,443

258,037

Waters

Corp.

*(a)(b)

622

223,852

Wayfair,

Inc.,

Class

A

*(a)(b)

9,865

554,216

Weatherford

International

plc

(a)(b)

1,316

111,755

WEC

Energy

Group,

Inc.

(a)(b)

4,125

396,743

Welltower,

Inc.,

REIT

(a)(b)

5,855

749,616

Wendy's

Co.

(The)

(a)

13,052

228,671

WESCO

International,

Inc.

(a)

3,138

527,121

Western

Alliance

Bancorp

(a)

2,910

251,686

Westinghouse

Air

Brake

Technologies

Corp.

(a)

4,947

899,216

Williams-Sonoma,

Inc.

(a)(b)

2,823

437,339

Willis

Towers

Watson

plc

(a)

805

237,097

Wingstop,

Inc.

(a)

914

380,297

Wintrust

Financial

Corp.

(a)

692

75,103

Woodward,

Inc.

(a)

2,127

364,802

WW

Grainger,

Inc.

(a)

298

309,565

Xcel

Energy,

Inc.

(a)

21,187

1,383,510

Zebra

Technologies

Corp.,

Class

A

*(a)(b)

629

232,931

Ziff

Davis,

Inc.

*(a)(b)

813

39,561

Zions

Bancorp

NA

(a)

3,647

172,211

Zoetis,

Inc.,

Class

A

(a)(b)

2,934

573,245

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

7,169

499,966

157,173,769

TOTAL

COMMON

STOCKS

(Cost

$241,430,911)

263,964,992

SHORT-TERM

INVESTMENTS

-

88.8%

INVESTMENT

COMPANIES

-

34

.9

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

7,454,433

7,454,433

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)

85,554,696

85,529,030

TOTAL

INVESTMENT

COMPANIES

(Cost

$92,974,464)

92,983,463

—

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

173

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

U.S.

TREASURY

OBLIGATIONS

-

53

.9

%

U.S.

Treasury

Bills

5.29%,

10/17/2024

(2)(f)

$

16,806,000

16,770,875

5.30%,

10/24/2024

(2)(f)

15,000,000

14,954,743

5.30%,

10/31/2024

(2)(f)(g)

21,000,000

20,918,179

5.29%,

11/7/2024

(2)(f)(g)

1,852,000

1,843,058

5.30%,

11/14/2024

(2)(f)

1,902,000

1,891,167

5.29%,

12/5/2024

(2)(f)

3,397,000

3,369,265

5.28%,

12/12/2024

(2)(f)(g)

456,000

451,923

5.21%,

1/9/2025

(2)(f)

1,337,000

1,320,491

5.12%,

1/23/2025

(2)(f)

2,334,000

2,301,230

5.06%,

1/30/2025

(2)(f)

203,000

200,020

4.81%,

2/6/2025

(2)(f)

2,692,000

2,650,005

4.89%,

2/20/2025

(2)(f)(g)

3,283,000

3,226,653

4.80%,

2/27/2025

(2)(f)

5,425,000

5,327,776

4.76%,

3/6/2025

(2)(f)(g)

8,805,000

8,639,980

4.64%,

3/13/2025

(2)(f)(g)

2,788,000

2,733,972

4.51%,

3/20/2025

(2)(f)(g)

9,084,000

8,899,759

4.35%,

3/27/2025

(2)(f)

24,371,000

23,861,148

4.31%,

4/3/2025

(2)(f)

24,495,000

23,971,949

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$143,267,306)

143,332,193

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$236,241,770)

236,315,656

TOTAL

LONG

POSITIONS

(Cost

$477,672,681)

500,280,648

SHARES

SHORT

POSITIONS

-

(101.4)%

COMMON

STOCKS

-

(100.7)%

Argentina

-

(

0

.1

)

%

Arcadium

Lithium

plc

(

78,856

)

(

224,740

)

Australia

-

(

2

.9

)

%

ALS

Ltd.

(2)

(

9,363

)

(

92,820

)

Ampol

Ltd.

(2)

(

14,746

)

(

311,053

)

ANZ

Group

Holdings

Ltd.

(2)

(

6,657

)

(

139,903

)

APA

Group

(2)

(

65,124

)

(

348,526

)

Atlas

Arteria

Ltd.

(2)

(

36,746

)

(

123,830

)

Aurizon

Holdings

Ltd.

(2)

(

34,888

)

(

84,875

)

BHP

Group

Ltd.

(2)

(

890

)

(

27,631

)

BlueScope

Steel

Ltd.

(2)

(

9,135

)

(

139,445

)

Cleanaway

Waste

Management

Ltd.

(2)

(

13,442

)

(

27,230

)

Endeavour

Group

Ltd.

(2)

(

59,312

)

(

205,109

)

Glencore

plc

(2)

(

86,287

)

(

494,136

)

IDP

Education

Ltd.

(2)

(

23,116

)

(

253,239

)

IGO

Ltd.

(2)

(

35,056

)

(

140,787

)

Medibank

Pvt

Ltd.

(2)

(

84,857

)

(

214,090

)

Mineral

Resources

Ltd.

(2)

(

8,145

)

(

290,398

)

National

Australia

Bank

Ltd.

(2)

(

16,412

)

(

424,912

)

New

Hope

Corp.

Ltd.

(2)

(

50,054

)

(

179,516

)

NEXTDC

Ltd.

(2)

(

17,461

)

(

210,569

)

Pilbara

Minerals

Ltd.

(2)

(

113,556

)

(

255,419

)

QBE

Insurance

Group

Ltd.

(2)

(

20,807

)

(

237,586

)

Ramsay

Health

Care

Ltd.

(2)

(

19,057

)

(

547,006

)

Reece

Ltd.

(2)

(

3,239

)

(

63,520

)

Rio

Tinto

plc

(2)

(

6,486

)

(

460,426

)

Santos

Ltd.

(2)

(

9,302

)

(

45,072

)

SEEK

Ltd.

(2)

(

9,192

)

(

157,350

)

INVESTMENTS

SHARES

VALUE

($)

Australia

-

(2.9)%

(continued)

Sonic

Healthcare

Ltd.

(2)

(

9,825

)

(

184,796

)

Suncorp

Group

Ltd.

(2)

(

16,794

)

(

209,711

)

Telstra

Group

Ltd.

(2)

(

101,950

)

(

272,872

)

Transurban

Group

(2)

(

21,526

)

(

194,489

)

Treasury

Wine

Estates

Ltd.

(2)

(

24,770

)

(

204,487

)

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(2)

(

8,528

)

(

204,269

)

Woodside

Energy

Group

Ltd.

(2)

(

31,604

)

(

544,766

)

Woolworths

Group

Ltd.

(2)

(

22,389

)

(

514,483

)

(7,804,321)

Belgium

-

(

0

.4

)

%

Anheuser-Busch

InBev

SA/NV

(2)

(

3,494

)

(

231,538

)

Elia

Group

SA/NV

(2)

(

1,397

)

(

159,663

)

KBC

Group

NV

(2)

(

3,823

)

(

304,150

)

Umicore

SA

(2)

(

31,142

)

(

404,165

)

(1,099,516)

Brazil

-

(

0

.1

)

%

Yara

International

ASA

(2)

(

10,715

)

(

338,522

)

Burkina

Faso

-

(

0

.1

)

%

Endeavour

Mining

plc

(2)

(

9,515

)

(

225,175

)

Canada

-

(

2

.4

)

%

Air

Canada

(

25,826

)

(

312,979

)

Alimentation

Couche-Tard,

Inc.

(

4,165

)

(

230,261

)

Bank

of

Montreal

(

3,684

)

(

332,430

)

BCE,

Inc.

(

2,244

)

(

78,016

)

Brookfield

Asset

Management

Ltd.,

Class

A

(

10,488

)

(

495,844

)

CAE,

Inc.

(

10,137

)

(

190,305

)

Cameco

Corp.

(

1,189

)

(

56,802

)

Canadian

Pacific

Kansas

City

Ltd.

(

6,395

)

(

546,941

)

CGI,

Inc.

(

2,053

)

(

236,229

)

Descartes

Systems

Group,

Inc.

(The)

(

280

)

(

28,813

)

Element

Fleet

Management

Corp.

(

3,234

)

(

68,771

)

Franco-Nevada

Corp.

(

1,640

)

(

203,695

)

Imperial

Oil

Ltd.

(

5,954

)

(

418,888

)

Magna

International,

Inc.

(

6,185

)

(

253,720

)

Metro,

Inc.,

Class

A

(

2,088

)

(

131,985

)

Northland

Power,

Inc.

(

10,174

)

(

175,503

)

Nutrien

Ltd.

(

8,172

)

(

392,693

)

Open

Text

Corp.

(

5,225

)

(

173,928

)

Pan

American

Silver

Corp.

(

2,587

)

(

54,018

)

Parkland

Corp.

(

3,718

)

(

95,833

)

RB

Global,

Inc.

(

5,167

)

(

415,859

)

Restaurant

Brands

International,

Inc.

(

4,929

)

(

355,666

)

Rogers

Communications,

Inc.,

Class

B

(

825

)

(

33,172

)

Stantec,

Inc.

(

926

)

(

74,466

)

Sun

Life

Financial,

Inc.

(

6,139

)

(

356,098

)

Teck

Resources

Ltd.,

Class

B

(

4,590

)

(

239,741

)

TMX

Group

Ltd.

(

3,099

)

(

97,132

)

Tourmaline

Oil

Corp.

(

6,286

)

(

291,932

)

WSP

Global,

Inc.

(

924

)

(

164,160

)

(6,505,880)

174

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Chile

-

(

0

.3

)

%

Antofagasta

plc

(2)

(

14,513

)

(

391,196

)

Lundin

Mining

Corp.

(

31,990

)

(

335,168

)

(726,364)

China

-

(

0

.1

)

%

Wilmar

International

Ltd.

(2)

(

72,300

)

(

187,518

)

Denmark

-

(

1

.0

)

%

AP

Moller

-

Maersk

A/S,

Class

B

(2)

(

467

)

(

785,861

)

Coloplast

A/S,

Class

B

(2)

(

2,950

)

(

384,519

)

DSV

A/S

(2)

(

3,884

)

(

799,366

)

Genmab

A/S

(2)

(

1,340

)

(

324,861

)

GN

Store

Nord

A/S

(2)

(

1,175

)

(

26,184

)

Jyske

Bank

A/S

(Registered)

(2)

(

1,102

)

(

85,770

)

Tryg

A/S

(2)

(

9,336

)

(

221,401

)

(2,627,962)

Finland

-

(

1

.0

)

%

Kesko

OYJ,

Class

B

(2)

(

1,300

)

(

27,735

)

Metso

OYJ

(2)

(

51,916

)

(

555,108

)

Neste

OYJ

(2)

(

31,161

)

(

605,397

)

Nokia

OYJ

(2)

(

6,227

)

(

27,188

)

Nordea

Bank

Abp

(2)

(

26,678

)

(

314,940

)

Orion

OYJ,

Class

B

(2)

(

902

)

(

49,424

)

Sampo

OYJ,

Class

A

(2)

(

12,923

)

(

602,734

)

Stora

Enso

OYJ,

Class

R

(2)

(

13,424

)

(

171,748

)

Valmet

OYJ

(2)

(

8,981

)

(

288,079

)

(2,642,353)

France

-

(

2

.2

)

%

Aeroports

de

Paris

SA

(2)

(

2,459

)

(

315,803

)

Alstom

SA

(2)

(

1,298

)

(

26,968

)

Alten

SA

(2)

(

372

)

(

41,587

)

BioMerieux

(2)

(

1,188

)

(

142,381

)

Bollore

SE

(2)

(

14,843

)

(

99,079

)

Bureau

Veritas

SA

(2)

(

1,826

)

(

60,580

)

Capgemini

SE

(2)

(

5,064

)

(

1,093,321

)

Cie

Generale

des

Etablissements

Michelin

SCA

(2)

(

4,649

)

(

188,811

)

Credit

Agricole

SA

(2)

(

4,240

)

(

64,842

)

Dassault

Systemes

SE

(2)

(

9,779

)

(

388,430

)

Edenred

SE

(2)

(

20,752

)

(

785,995

)

Kering

SA

(2)

(

2,194

)

(

631,548

)

Legrand

SA

(2)

(

1,058

)

(

121,888

)

LVMH

Moet

Hennessy

Louis

Vuitton

SE

(2)

(

218

)

(

167,179

)

Pernod

Ricard

SA

(2)

(

4,401

)

(

665,838

)

Sartorius

Stedim

Biotech

(2)

(

1,201

)

(

251,464

)

SEB

SA

(2)

(

631

)

(

72,026

)

SOITEC

(2)

(

462

)

(

46,273

)

Teleperformance

SE

(2)

(

1,788

)

(

184,969

)

Ubisoft

Entertainment

SA

(2)

(

30,582

)

(

343,359

)

Worldline

SA

(2)(c)

(

18,198

)

(

132,602

)

(5,824,943)

Germany

-

(

2

.5

)

%

Aurubis

AG

(2)

(

2,741

)

(

201,107

)

Bayerische

Motoren

Werke

AG

(2)

(

3,402

)

(

300,861

)

Bechtle

AG

(2)

(

7,580

)

(

339,069

)

Brenntag

SE

(2)

(

9,378

)

(

699,998

)

INVESTMENTS

SHARES

VALUE

($)

Germany

-

(2.5)%

(continued)

Carl

Zeiss

Meditec

AG

(2)

(

1,468

)

(

116,463

)

Continental

AG

(2)

(

2,313

)

(

149,891

)

CTS

Eventim

AG

&

Co.

KGaA

(2)

(

1,141

)

(

118,807

)

Daimler

Truck

Holding

AG

(2)

(

12,482

)

(

468,666

)

Deutsche

Bank

AG

(Registered)

(2)

(

21,363

)

(

369,829

)

Deutsche

Lufthansa

AG

(Registered)

(2)

(

11,096

)

(

81,271

)

Deutsche

Post

AG

(2)

(

19,923

)

(

888,699

)

Infineon

Technologies

AG

(2)

(

25,850

)

(

907,541

)

Merck

KGaA

(2)

(

3,262

)

(

575,844

)

Puma

SE

(2)

(

8,546

)

(

357,360

)

RWE

AG

(2)

(

19,112

)

(

696,304

)

Siemens

AG

(Registered)

(2)

(

134

)

(

27,109

)

thyssenkrupp

AG

(2)

(

52,046

)

(

201,646

)

Wacker

Chemie

AG

(2)

(

2,507

)

(

247,963

)

(6,748,428)

Hong

Kong

-

(

0

.1

)

%

Prudential

plc

(2)

(

30,902

)

(

286,685

)

Ireland

-

(

0

.2

)

%

Accenture

plc,

Class

A

(

1,722

)

(

608,693

)

Italy

-

(

1

.1

)

%

Amplifon

SpA

(2)

(

5,647

)

(

162,524

)

BPER

Banca

SpA

(2)

(

77,660

)

(

437,555

)

Eni

SpA

(2)

(

9,328

)

(

141,949

)

FinecoBank

Banca

Fineco

SpA

(2)

(

21,674

)

(

371,968

)

Infrastrutture

Wireless

Italiane

SpA

(2)(c)

(

5,488

)

(

67,499

)

Interpump

Group

SpA

(2)

(

2,494

)

(

116,508

)

Leonardo

SpA

(2)

(

10,920

)

(

244,404

)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(2)

(

16,920

)

(

289,102

)

Moncler

SpA

(2)

(

7,542

)

(

479,496

)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(2)

(

2,735

)

(

154,763

)

Reply

SpA

(2)

(

1,127

)

(

169,951

)

Snam

SpA

(2)

(

34,327

)

(

174,853

)

(2,810,572)

Japan

-

(

14

.1

)

%

AGC,

Inc.

(2)

(

5,800

)

(

188,211

)

Allegro

MicroSystems,

Inc.

(

30,706

)

(

715,450

)

Asahi

Intecc

Co.

Ltd.

(2)

(

9,000

)

(

158,340

)

Bridgestone

Corp.

(2)

(

12,500

)

(

482,724

)

Brother

Industries

Ltd.

(2)

(

9,400

)

(

184,357

)

Central

Japan

Railway

Co.

(2)

(

41,400

)

(

955,929

)

Chubu

Electric

Power

Co.,

Inc.

(2)

(

12,600

)

(

148,077

)

Concordia

Financial

Group

Ltd.

(2)

(

47,700

)

(

266,260

)

Daifuku

Co.

Ltd.

(2)

(

11,600

)

(

224,551

)

Dai-ichi

Life

Holdings,

Inc.

(2)

(

5,500

)

(

142,710

)

Daiichi

Sankyo

Co.

Ltd.

(2)

(

23,900

)

(

789,473

)

Dentsu

Group,

Inc.

(2)

(

8,900

)

(

274,315

)

Eisai

Co.

Ltd.

(2)

(

9,500

)

(

354,112

)

ENEOS

Holdings,

Inc.

(2)

(

76,300

)

(

417,755

)

FANUC

Corp.

(2)

(

15,100

)

(

443,493

)

Hakuhodo

DY

Holdings,

Inc.

(2)

(

22,800

)

(

186,830

)

Hamamatsu

Photonics

KK

(2)

(

61,000

)

(

795,941

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

175

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(14.1)%

(continued)

Hitachi

Construction

Machinery

Co.

Ltd.

(2)

(

25,400

)

(

622,556

)

Hoshizaki

Corp.

(2)

(

7,000

)

(

243,781

)

Ibiden

Co.

Ltd.

(2)

(

21,900

)

(

676,862

)

Iida

Group

Holdings

Co.

Ltd.

(2)

(

4,900

)

(

75,673

)

Isetan

Mitsukoshi

Holdings

Ltd.

(2)

(

10,800

)

(

169,544

)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(

4,200

)

(

151,564

)

Japan

Post

Bank

Co.

Ltd.

(2)

(

75,700

)

(

710,616

)

Japan

Post

Insurance

Co.

Ltd.

(2)

(

16,500

)

(

303,041

)

Kansai

Electric

Power

Co.,

Inc.

(The)

(2)

(

25,700

)

(

425,923

)

Kansai

Paint

Co.

Ltd.

(2)

(

7,600

)

(

135,752

)

Keio

Corp.

(2)

(

3,900

)

(

93,058

)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(

35,800

)

(

1,067,302

)

Kikkoman

Corp.

(2)

(

28,800

)

(

327,644

)

Kintetsu

Group

Holdings

Co.

Ltd.

(2)

(

22,500

)

(

560,354

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)

(

13,500

)

(

536,925

)

Koito

Manufacturing

Co.

Ltd.

(2)

(

27,200

)

(

378,432

)

Kose

Corp.

(2)

(

5,400

)

(

348,698

)

Kubota

Corp.

(2)

(

77,200

)

(

1,102,295

)

Kyocera

Corp.

(2)

(

5,100

)

(

59,605

)

Kyoto

Financial

Group,

Inc.

(2)

(

6,100

)

(

94,597

)

Kyowa

Kirin

Co.

Ltd.

(2)

(

34,600

)

(

610,577

)

Lasertec

Corp.

(2)

(

1,400

)

(

233,417

)

LY

Corp.

(2)

(

213,000

)

(

620,852

)

M3,

Inc.

(2)

(

3,200

)

(

32,045

)

Marui

Group

Co.

Ltd.

(2)

(

7,200

)

(

120,413

)

MatsukiyoCocokara

&

Co.

(2)

(

20,800

)

(

342,687

)

MEIJI

Holdings

Co.

Ltd.

(2)

(

15,700

)

(

392,695

)

MINEBEA

MITSUMI,

Inc.

(2)

(

16,100

)

(

318,240

)

Mitsubishi

Corp.

(2)

(

13,300

)

(

276,372

)

Mitsubishi

Electric

Corp.

(2)

(

18,000

)

(

291,977

)

Mitsubishi

HC

Capital,

Inc.

(2)

(

38,400

)

(

272,722

)

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)

(

43,600

)

(

447,711

)

Mitsui

&

Co.

Ltd.

(2)

(

5,500

)

(

123,002

)

NIDEC

Corp.

(2)

(

17,800

)

(

374,745

)

Nikon

Corp.

(2)

(

15,400

)

(

159,500

)

Nippon

Paint

Holdings

Co.

Ltd.

(2)

(

66,300

)

(

504,936

)

Nippon

Sanso

Holdings

Corp.

(2)

(

3,300

)

(

121,120

)

Nippon

Steel

Corp.

(2)

(

26,400

)

(

591,680

)

Nissan

Chemical

Corp.

(2)

(

7,400

)

(

265,648

)

Nissan

Motor

Co.

Ltd.

(2)

(

323,700

)

(

919,513

)

Nissin

Foods

Holdings

Co.

Ltd.

(2)

(

5,000

)

(

139,721

)

Nomura

Holdings,

Inc.

(2)

(

40,400

)

(

210,847

)

Odakyu

Electric

Railway

Co.

Ltd.

(2)

(

12,700

)

(

141,653

)

Omron

Corp.

(2)

(

7,500

)

(

342,898

)

Ono

Pharmaceutical

Co.

Ltd.

(2)

(

51,600

)

(

692,644

)

Open

House

Group

Co.

Ltd.

(2)

(

6,900

)

(

260,997

)

Oriental

Land

Co.

Ltd.

(2)

(

23,600

)

(

610,471

)

Panasonic

Holdings

Corp.

(2)

(

20,100

)

(

176,574

)

Renesas

Electronics

Corp.

(2)

(

39,700

)

(

576,153

)

Resona

Holdings,

Inc.

(2)

(

19,000

)

(

133,135

)

Rohm

Co.

Ltd.

(2)

(

86,500

)

(

974,481

)

SCREEN

Holdings

Co.

Ltd.

(2)

(

5,100

)

(

358,639

)

Sekisui

House

Ltd.

(2)

(

15,800

)

(

438,698

)

SG

Holdings

Co.

Ltd.

(2)

(

15,300

)

(

164,098

)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(14.1)%

(continued)

Sharp

Corp.

(2)

(

9,400

)

(

62,516

)

Shimadzu

Corp.

(2)

(

3,600

)

(

120,408

)

Shiseido

Co.

Ltd.

(2)

(

14,100

)

(

383,474

)

SMC

Corp.

(2)

(

2,000

)

(

894,441

)

SoftBank

Corp.

(2)

(

779,000

)

(

1,017,055

)

Sompo

Holdings,

Inc.

(2)

(

17,100

)

(

385,448

)

Subaru

Corp.

(2)

(

25,300

)

(

447,586

)

SUMCO

Corp.

(2)

(

113,700

)

(

1,229,772

)

Sumitomo

Metal

Mining

Co.

Ltd.

(2)

(

9,300

)

(

279,096

)

Sysmex

Corp.

(2)

(

7,000

)

(

138,556

)

T&D

Holdings,

Inc.

(2)

(

18,700

)

(

329,696

)

Taiyo

Yuden

Co.

Ltd.

(2)

(

24,600

)

(

506,601

)

TIS,

Inc.

(2)

(

10,100

)

(

257,820

)

Tokyo

Electric

Power

Co.

Holdings,

Inc.

(2)

(

78,400

)

(

347,709

)

Tokyo

Gas

Co.

Ltd.

(2)

(

7,000

)

(

163,052

)

Tokyu

Corp.

(2)

(

6,900

)

(

89,354

)

TOTO

Ltd.

(2)

(

3,500

)

(

130,191

)

Toyota

Industries

Corp.

(2)

(

7,900

)

(

612,586

)

Unicharm

Corp.

(2)

(

13,800

)

(

497,156

)

Welcia

Holdings

Co.

Ltd.

(2)

(

11,900

)

(

169,075

)

West

Japan

Railway

Co.

(2)

(

7,500

)

(

142,435

)

Yamaha

Corp.

(2)

(

82,800

)

(

716,022

)

Yamato

Holdings

Co.

Ltd.

(2)

(

33,300

)

(

379,208

)

Yaskawa

Electric

Corp.

(2)

(

34,900

)

(

1,221,723

)

(37,574,591)

Jordan

-

(

0

.1

)

%

Hikma

Pharmaceuticals

plc

(2)

(

8,473

)

(

216,821

)

Luxembourg

-

(

0

.3

)

%

Aperam

SA

(2)

(

294

)

(

9,216

)

ArcelorMittal

SA

(2)

(

14,621

)

(

382,846

)

Eurofins

Scientific

SE

(2)

(

6,499

)

(

412,044

)

(804,106)

Netherlands

-

(

1

.5

)

%

Aegon

Ltd.

(2)

(

8,900

)

(

57,166

)

ASML

Holding

NV

(2)

(

834

)

(

693,772

)

ASR

Nederland

NV

(2)

(

10,672

)

(

523,167

)

BE

Semiconductor

Industries

NV

(2)

(

1,364

)

(

173,965

)

Heineken

NV

(2)

(

6,435

)

(

571,236

)

IMCD

NV

(2)

(

1,462

)

(

253,971

)

Koninklijke

Ahold

Delhaize

NV

(

13,232

)

(

457,047

)

OCI

NV

(2)

(

3,558

)

(

101,437

)

Randstad

NV

(2)

(

7,385

)

(

366,932

)

Universal

Music

Group

NV

(2)

(

32,776

)

(

857,461

)

(4,056,154)

Norway

-

(

0

.6

)

%

DNB

Bank

ASA

(2)

(

16,357

)

(

335,434

)

Equinor

ASA

(2)

(

35,039

)

(

886,440

)

Gjensidige

Forsikring

ASA

(

10,585

)

(

198,000

)

Salmar

ASA

(

3,364

)

(

176,441

)

TOMRA

Systems

ASA

(2)

(

8,636

)

(

126,937

)

(1,723,252)

176

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Portugal

-

(

0

.1

)

%

Banco

Comercial

Portugues

SA,

Class

R

(2)

(

106,718

)

(

48,158

)

EDP

SA

(2)

(

29,400

)

(

134,088

)

Galp

Energia

SGPS

SA

(2)

(

4,522

)

(

84,640

)

(266,886)

Singapore

-

(

0

.9

)

%

CapitaLand

Investment

Ltd.

(2)

(

113,800

)

(

275,142

)

Keppel

Ltd.

(2)

(

101,700

)

(

522,399

)

Oversea-Chinese

Banking

Corp.

Ltd.

(2)

(

10,900

)

(

127,595

)

Seatrium

Ltd.

(2)

(

61,200

)

(

84,775

)

Singapore

Airlines

Ltd.

(2)

(

53,400

)

(

281,894

)

STMicroelectronics

NV

(2)

(

17,927

)

(

535,378

)

United

Overseas

Bank

Ltd.

(2)

(

25,800

)

(

644,019

)

(2,471,202)

South

Africa

-

(

0

.2

)

%

Anglo

American

plc

(2)

(

15,609

)

(

507,382

)

Spain

-

(

0

.7

)

%

Acciona

SA

(2)

(

1,146

)

(

162,591

)

Amadeus

IT

Group

SA

(2)

(

6,033

)

(

436,925

)

Bankinter

SA

(2)

(

22,774

)

(

201,048

)

Enagas

SA

(2)

(

7,207

)

(

110,551

)

Fluidra

SA

(2)

(

4,691

)

(

122,973

)

Redeia

Corp.

SA

(2)

(

9,381

)

(

182,377

)

Repsol

SA

(2)

(

27,901

)

(

367,994

)

Telefonica

SA

(2)

(

33,372

)

(

163,259

)

(1,747,718)

Sweden

-

(

2

.0

)

%

Assa

Abloy

AB,

Class

B

(2)

(

9,677

)

(

326,017

)

Axfood

AB

(2)

(

3,018

)

(

85,060

)

Beijer

Ref

AB,

Class

B

(2)

(

18,017

)

(

296,626

)

Billerud

Aktiebolag

(2)

(

4,393

)

(

50,402

)

Boliden

AB

(2)

(

807

)

(

27,389

)

Embracer

Group

AB,

Class

B

(2)

(

53,590

)

(

139,207

)

Epiroc

AB,

Class

A

(2)

(

22,127

)

(

479,258

)

EQT

AB

(2)

(

7,653

)

(

262,712

)

Holmen

AB,

Class

B

(2)

(

5,611

)

(

242,931

)

Husqvarna

AB,

Class

B

(2)

(

24,335

)

(

170,460

)

Lifco

AB,

Class

B

(2)

(

7,687

)

(

253,161

)

Nibe

Industrier

AB,

Class

B

(2)

(

58,070

)

(

318,263

)

Saab

AB,

Class

B

(2)

(

3,564

)

(

75,951

)

Securitas

AB,

Class

B

(2)

(

37,606

)

(

477,403

)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(2)

(

18,858

)

(

288,683

)

Skanska

AB,

Class

B

(2)

(

18,840

)

(

392,725

)

SSAB

AB,

Class

B

(2)

(

58,221

)

(

298,102

)

Svenska

Cellulosa

AB

SCA,

Class

B

(2)

(

7,603

)

(

110,846

)

Svenska

Handelsbanken

AB,

Class

A

(2)

(

53,156

)

(

546,015

)

Swedbank

AB,

Class

A

(2)

(

12,235

)

(

259,696

)

Volvo

Car

AB,

Class

B

(2)

(

33,879

)

(

93,269

)

(5,194,176)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

(

3

.6

)

%

Avolta

AG

(2)

(

14,857

)

(

628,831

)

Bachem

Holding

AG,

Class

B

(2)

(

2,178

)

(

183,608

)

Baloise

Holding

AG

(Registered)

(2)

(

2,469

)

(

504,895

)

Banque

Cantonale

Vaudoise

(Registered)

(2)

(

1,628

)

(

168,146

)

Barry

Callebaut

AG

(Registered)

(2)

(

385

)

(

712,804

)

BKW

AG

(2)

(

289

)

(

52,407

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(2)

(

28

)

(

361,198

)

Cie

Financiere

Richemont

SA

(Registered)

(2)

(

2,838

)

(

450,687

)

Clariant

AG

(Registered)

(2)

(

37,806

)

(

572,992

)

EMS-Chemie

Holding

AG

(Registered)

(2)

(

235

)

(

197,454

)

Galenica

AG

(2)(c)

(

1,460

)

(

128,635

)

Geberit

AG

(Registered)

(2)

(

52

)

(

33,946

)

Georg

Fischer

AG

(Registered)

(2)

(

1,361

)

(

103,016

)

Helvetia

Holding

AG

(Registered)

(2)

(

2,059

)

(

356,064

)

Julius

Baer

Group

Ltd.

(2)

(

2,190

)

(

132,066

)

Partners

Group

Holding

AG

(2)

(

191

)

(

287,966

)

Schindler

Holding

AG

(2)

(

1,324

)

(

388,600

)

SGS

SA

(Registered)

(2)

(

2,059

)

(

229,911

)

SIG

Group

AG

(2)

(

38,869

)

(

866,580

)

Swatch

Group

AG

(The)

(2)

(

2,336

)

(

500,901

)

Swiss

Life

Holding

AG

(Registered)

(2)

(

655

)

(

548,077

)

Swisscom

AG

(Registered)

(2)

(

1,576

)

(

1,029,930

)

Tecan

Group

AG

(Registered)

(2)

(

897

)

(

294,772

)

Temenos

AG

(Registered)

(2)

(

3,594

)

(

251,630

)

UBS

Group

AG

(Registered)

(2)

(

16,787

)

(

519,458

)

(9,504,574)

United

Kingdom

-

(

3

.3

)

%

abrdn

plc

(2)

(

23,698

)

(

51,729

)

Admiral

Group

plc

(2)

(

1,790

)

(

66,722

)

Ashtead

Group

plc

(2)

(

3,281

)

(

254,215

)

AstraZeneca

plc

(2)

(

3,405

)

(

530,453

)

B&M

European

Value

Retail

SA

(2)

(

5,613

)

(

31,261

)

Bellway

plc

(

3,826

)

(

159,286

)

Berkeley

Group

Holdings

plc

(2)

(

1,979

)

(

125,175

)

BT

Group

plc

(2)

(

129,088

)

(

255,861

)

Burberry

Group

plc

(2)

(

69,353

)

(

650,362

)

Croda

International

plc

(2)

(

1,224

)

(

69,159

)

Diageo

plc

(2)

(

21,334

)

(

745,194

)

Hays

plc

(2)

(

43,014

)

(

53,396

)

HSBC

Holdings

plc

(2)

(

17,023

)

(

152,714

)

Informa

plc

(2)

(

3,081

)

(

33,883

)

Investec

plc

(2)

(

6,947

)

(

52,874

)

J

Sainsbury

plc

(2)

(

31,921

)

(

126,322

)

JD

Sports

Fashion

plc

(2)

(

164,698

)

(

339,598

)

Johnson

Matthey

plc

(2)

(

3,166

)

(

64,565

)

Kingfisher

plc

(2)

(

58,034

)

(

250,460

)

Legal

&

General

Group

plc

(2)

(

93,509

)

(

283,406

)

Lloyds

Banking

Group

plc

(2)

(

149,869

)

(

117,841

)

Melrose

Industries

plc

(2)

(

46,696

)

(

285,386

)

NatWest

Group

plc

(2)

(

12,005

)

(

55,575

)

Pennon

Group

plc

(

3,416

)

(

27,037

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

177

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

(3.3)%

(continued)

Persimmon

plc

(2)

(

6,235

)

(

137,207

)

Reckitt

Benckiser

Group

plc

(2)

(

10,654

)

(

651,856

)

Rentokil

Initial

plc

(2)

(

45,885

)

(

224,372

)

RS

GROUP

plc

(2)

(

5,505

)

(

59,833

)

Schroders

plc

(2)

(

47,665

)

(

223,347

)

Severn

Trent

plc

(2)

(

5,324

)

(

188,488

)

Smith

&

Nephew

plc

(2)

(

14,706

)

(

228,251

)

Spirax

Group

plc

(2)

(

744

)

(

74,999

)

SSE

plc

(2)

(

6,019

)

(

151,705

)

St

James's

Place

plc

(2)

(

20,793

)

(

204,272

)

Standard

Chartered

plc

(2)

(

41,347

)

(

438,525

)

Taylor

Wimpey

plc

(2)

(

18,578

)

(

40,866

)

Travis

Perkins

plc

(2)

(

10,044

)

(

125,048

)

Unilever

plc

(2)

(

2,213

)

(

143,476

)

United

Utilities

Group

plc

(2)

(

10,617

)

(

148,854

)

Vodafone

Group

plc

(2)

(

116,516

)

(

116,772

)

Whitbread

plc

(2)

(

730

)

(

30,644

)

WPP

plc

(2)

(

90,287

)

(

924,848

)

(8,895,837)

United

States

-

(

58

.8

)

%

A

O

Smith

Corp.

(

3,990

)

(

358,422

)

AAON,

Inc.

(

3,107

)

(

335,059

)

AbbVie,

Inc.

(

2,394

)

(

472,767

)

Acadia

Healthcare

Co.,

Inc.

(

527

)

(

33,417

)

Acuity

Brands,

Inc.

(

924

)

(

254,460

)

ADT,

Inc.

(

36,114

)

(

261,104

)

Advance

Auto

Parts,

Inc.

(

4,796

)

(

186,996

)

Advanced

Drainage

Systems,

Inc.

(

749

)

(

117,713

)

Advanced

Micro

Devices,

Inc.

(

1,789

)

(

293,539

)

AGCO

Corp.

(

10,009

)

(

979,481

)

Agree

Realty

Corp.,

REIT

(

2,060

)

(

155,180

)

Air

Lease

Corp.,

Class

A

(

14,682

)

(

664,948

)

Air

Products

and

Chemicals,

Inc.

(

2,287

)

(

680,931

)

Airbnb,

Inc.,

Class

A

(

813

)

(

103,097

)

Akamai

Technologies,

Inc.

(

4,122

)

(

416,116

)

Albemarle

Corp.

(

1,890

)

(

179,002

)

Alcoa

Corp.

(

697

)

(

26,890

)

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(

654

)

(

77,663

)

ALLETE,

Inc.

(

947

)

(

60,788

)

Alliant

Energy

Corp.

(

9,166

)

(

556,285

)

Ally

Financial,

Inc.

(

5,444

)

(

193,752

)

Alphabet,

Inc.,

Class

A

(

6,525

)

(

1,082,171

)

Altair

Engineering,

Inc.,

Class

A

(

4,962

)

(

473,921

)

Altria

Group,

Inc.

(

8,097

)

(

413,271

)

Amdocs

Ltd.

(

3,588

)

(

313,878

)

American

Express

Co.

(

1,283

)

(

347,950

)

American

Homes

4

Rent,

Class

A,

REIT

(

6,630

)

(

254,526

)

American

Tower

Corp.,

REIT

(

1,570

)

(

365,119

)

American

Water

Works

Co.,

Inc.

(

974

)

(

142,438

)

AMETEK,

Inc.

(

3,207

)

(

550,674

)

Amgen,

Inc.

(

1,279

)

(

412,107

)

APA

Corp.

(

8,302

)

(

203,067

)

Apellis

Pharmaceuticals,

Inc.

(

1,725

)

(

49,749

)

API

Group

Corp.

(

10,777

)

(

355,857

)

Apollo

Global

Management,

Inc.

(

3,708

)

(

463,166

)

AptarGroup,

Inc.

(

442

)

(

70,804

)

Aptiv

plc

(

3,418

)

(

246,130

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Arch

Capital

Group

Ltd.

(

10,074

)

(

1,127,079

)

Armstrong

World

Industries,

Inc.

(

1,643

)

(

215,939

)

Arrowhead

Pharmaceuticals,

Inc.

(

20,101

)

(

389,356

)

Arthur

J

Gallagher

&

Co.

(

1,231

)

(

346,366

)

ASGN,

Inc.

(

3,025

)

(

282,021

)

Aspen

Technology,

Inc.

(

2,570

)

(

613,767

)

Associated

Banc-Corp.

(

14,043

)

(

302,486

)

Assured

Guaranty

Ltd.

(

1,386

)

(

110,215

)

ATI,

Inc.

(

2,406

)

(

160,985

)

AvalonBay

Communities,

Inc.,

REIT

(

1,436

)

(

323,459

)

Avantor,

Inc.

(

1,644

)

(

42,530

)

Avery

Dennison

Corp.

(

1,150

)

(

253,874

)

Avis

Budget

Group,

Inc.

(

1,427

)

(

124,991

)

Axon

Enterprise,

Inc.

(

1,055

)

(

421,578

)

Azenta,

Inc.

(

7,596

)

(

367,950

)

Baker

Hughes

Co.,

Class

A

(

8,024

)

(

290,068

)

Ball

Corp.

(

1,767

)

(

119,997

)

Bentley

Systems,

Inc.,

Class

B

(

11,965

)

(

607,942

)

Biogen,

Inc.

(

3,166

)

(

613,697

)

BioMarin

Pharmaceutical,

Inc.

(

1,444

)

(

101,499

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

2,090

)

(

699,272

)

Bio-Techne

Corp.

(

4,574

)

(

365,600

)

BJ's

Wholesale

Club

Holdings,

Inc.

(

3,261

)

(

268,967

)

Blackbaud,

Inc.

(

2,224

)

(

188,328

)

Blue

Owl

Capital,

Inc.,

Class

A

(

37,723

)

(

730,317

)

Boeing

Co.

(The)

(

5,659

)

(

860,394

)

BP

plc

(2)

(

48,254

)

(

251,671

)

Brink's

Co.

(The)

(

745

)

(

86,152

)

Brookfield

Renewable

Corp.,

Class

A

(

1,048

)

(

34,219

)

Brown

&

Brown,

Inc.

(

4,347

)

(

450,349

)

Brown-Forman

Corp.,

Class

B

(

21,110

)

(

1,038,612

)

BRP,

Inc.

(

3,168

)

(

188,541

)

Brunswick

Corp.

(

477

)

(

39,982

)

Bunge

Global

SA

(

7,554

)

(

730,019

)

BWX

Technologies,

Inc.

(

284

)

(

30,871

)

Cadence

Design

Systems,

Inc.

(

2,580

)

(

699,257

)

Camden

Property

Trust,

REIT

(

1,673

)

(

206,666

)

CarMax,

Inc.

(

967

)

(

74,826

)

Casey's

General

Stores,

Inc.

(

874

)

(

328,371

)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

23,301

)

(

257,476

)

CDW

Corp.

(

1,738

)

(

393,309

)

Celanese

Corp.,

Class

A

(

6,696

)

(

910,388

)

Celsius

Holdings,

Inc.

(

2,257

)

(

70,780

)

CenterPoint

Energy,

Inc.

(

6,970

)

(

205,057

)

Certara,

Inc.

(

17,403

)

(

203,789

)

CF

Industries

Holdings,

Inc.

(

2,863

)

(

245,645

)

CH

Robinson

Worldwide,

Inc.

(

254

)

(

28,034

)

Charles

River

Laboratories

International,

Inc.

(

1,068

)

(

210,364

)

Charles

Schwab

Corp.

(The)

(

6,324

)

(

409,858

)

Chart

Industries,

Inc.

(

1,847

)

(

229,287

)

Chemours

Co.

(The)

(

19,531

)

(

396,870

)

Cheniere

Energy,

Inc.

(

3,142

)

(

565,057

)

Chesapeake

Energy

Corp.

(

5,181

)

(

426,137

)

Chevron

Corp.

(

9,661

)

(

1,422,775

)

Chord

Energy

Corp.

(

3,628

)

(

472,474

)

Church

&

Dwight

Co.,

Inc.

(

7,191

)

(

753,042

)

178

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Churchill

Downs,

Inc.

(

2,097

)

(

283,535

)

Ciena

Corp.

(

6,873

)

(

423,308

)

Cirrus

Logic,

Inc.

(

1,377

)

(

171,037

)

Citigroup,

Inc.

(

7,604

)

(

476,010

)

Civitas

Resources,

Inc.

(

7,795

)

(

394,973

)

Clearway

Energy,

Inc.,

Class

C

(

3,727

)

(

114,344

)

Cleveland-Cliffs,

Inc.

(

36,694

)

(

468,582

)

CMS

Energy

Corp.

(

2,561

)

(

180,883

)

CNH

Industrial

NV

(

35,787

)

(

397,236

)

Cognex

Corp.

(

8,632

)

(

349,596

)

Cognizant

Technology

Solutions

Corp.,

Class

A

(

8,363

)

(

645,456

)

Coinbase

Global,

Inc.,

Class

A

(

702

)

(

125,075

)

Columbia

Sportswear

Co.

(

1,913

)

(

159,142

)

Comcast

Corp.,

Class

A

(

7,486

)

(

312,690

)

Concentrix

Corp.

(

4,936

)

(

252,970

)

Confluent,

Inc.,

Class

A

(

2,284

)

(

46,548

)

Consolidated

Edison,

Inc.

(

4,438

)

(

462,129

)

Copart,

Inc.

(

7,552

)

(

395,725

)

Core

&

Main,

Inc.,

Class

A

(

6,221

)

(

276,212

)

Corebridge

Financial,

Inc.

(

4,957

)

(

144,546

)

CoStar

Group,

Inc.

(

2,809

)

(

211,911

)

Coty,

Inc.,

Class

A

(

29,529

)

(

277,277

)

Crane

Co.

(

1,227

)

(

194,210

)

Crane

NXT

Co.

(

6,618

)

(

371,270

)

Credit

Acceptance

Corp.

(

497

)

(

220,380

)

Crocs,

Inc.

(

4,591

)

(

664,823

)

Crowdstrike

Holdings,

Inc.,

Class

A

(

860

)

(

241,204

)

Crown

Castle,

Inc.,

REIT

(

1,176

)

(

139,509

)

CSL

Ltd.

(2)

(

1,749

)

(

345,486

)

CSX

Corp.

(

21,871

)

(

755,206

)

CVS

Health

Corp.

(

2,883

)

(

181,283

)

Danaher

Corp.

(

772

)

(

214,631

)

DaVita,

Inc.

(

1,204

)

(

197,372

)

Devon

Energy

Corp.

(

4,746

)

(

185,664

)

Dexcom,

Inc.

(

2,168

)

(

145,343

)

Dillard's,

Inc.,

Class

A

(

383

)

(

146,953

)

DocuSign,

Inc.,

Class

A

(

2,598

)

(

161,310

)

Dolby

Laboratories,

Inc.,

Class

A

(

3,936

)

(

301,222

)

Dollar

General

Corp.

(

5,254

)

(

444,331

)

Dollar

Tree,

Inc.

(

3,509

)

(

246,753

)

Dow,

Inc.

(

9,245

)

(

505,054

)

Doximity,

Inc.,

Class

A

(

3,288

)

(

143,258

)

DT

Midstream,

Inc.

(

3,799

)

(

298,829

)

Duke

Energy

Corp.

(

4,663

)

(

537,644

)

Dun

&

Bradstreet

Holdings,

Inc.

(

9,581

)

(

110,277

)

Dutch

Bros,

Inc.,

Class

A

(

6,462

)

(

206,978

)

DXC

Technology

Co.

(

2,071

)

(

42,973

)

Edwards

Lifesciences

Corp.

(

5,089

)

(

335,823

)

Elastic

NV

(

2,471

)

(

189,674

)

Electronic

Arts,

Inc.

(

7,340

)

(

1,052,850

)

elf

Beauty,

Inc.

(

1,856

)

(

202,360

)

Emerson

Electric

Co.

(

4,816

)

(

526,726

)

Enphase

Energy,

Inc.

(

589

)

(

66,569

)

Entegris,

Inc.

(

1,585

)

(

178,360

)

Envista

Holdings

Corp.

(

4,371

)

(

86,371

)

EOG

Resources,

Inc.

(

7,220

)

(

887,555

)

EQT

Corp.

(

8,010

)

(

293,486

)

Equifax,

Inc.

(

826

)

(

242,728

)

Equinix,

Inc.,

REIT

(

713

)

(

632,880

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Equitable

Holdings,

Inc.

(

8,363

)

(

351,497

)

Esab

Corp.

(

2,408

)

(

255,994

)

Etsy,

Inc.

(

1,474

)

(

81,851

)

Everest

Group

Ltd.

(

2,053

)

(

804,427

)

Exelon

Corp.

(

11,163

)

(

452,660

)

ExlService

Holdings,

Inc.

(

3,343

)

(

127,535

)

Exponent,

Inc.

(

569

)

(

65,594

)

Extra

Space

Storage,

Inc.,

REIT

(

746

)

(

134,422

)

F5,

Inc.

(

818

)

(

180,124

)

FactSet

Research

Systems,

Inc.

(

754

)

(

346,727

)

FedEx

Corp.

(

2,517

)

(

688,853

)

Ferrovial

SE

(2)

(

6,384

)

(

274,366

)

Fifth

Third

Bancorp

(

9,230

)

(

395,413

)

First

American

Financial

Corp.

(

1,482

)

(

97,827

)

First

Citizens

BancShares,

Inc.,

Class

A

(

260

)

(

478,647

)

First

Financial

Bankshares,

Inc.

(

5,577

)

(

206,405

)

First

Hawaiian,

Inc.

(

9,576

)

(

221,684

)

First

Industrial

Realty

Trust,

Inc.,

REIT

(

5,966

)

(

333,977

)

First

Solar,

Inc.

(

571

)

(

142,430

)

Five9,

Inc.

(

12,871

)

(

369,784

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

506

)

(

62,830

)

Fluor

Corp.

(

2,793

)

(

133,254

)

Ford

Motor

Co.

(

19,580

)

(

206,765

)

Fortive

Corp.

(

2,333

)

(

184,144

)

Fortrea

Holdings,

Inc.

(

9,752

)

(

195,040

)

Fortune

Brands

Innovations,

Inc.

(

1,557

)

(

139,398

)

Fox

Corp.,

Class

A

(

12,414

)

(

525,485

)

FTI

Consulting,

Inc.

(

1,212

)

(

275,803

)

Gaming

and

Leisure

Properties,

Inc.,

REIT

(

8,511

)

(

437,891

)

GATX

Corp.

(

2,128

)

(

281,854

)

GE

HealthCare

Technologies,

Inc.

(

8,035

)

(

754,085

)

Generac

Holdings,

Inc.

(

1,795

)

(

285,190

)

Gentex

Corp.

(

17,745

)

(

526,849

)

GFL

Environmental,

Inc.

(

6,083

)

(

242,654

)

Glacier

Bancorp,

Inc.

(

6,521

)

(

298,010

)

Global

Payments,

Inc.

(

2,673

)

(

273,769

)

GLOBALFOUNDRIES,

Inc.

(

10,803

)

(

434,821

)

Globant

SA

(

1,717

)

(

340,206

)

Globus

Medical,

Inc.,

Class

A

(

4,787

)

(

342,462

)

Goldman

Sachs

Group,

Inc.

(The)

(

2,096

)

(

1,037,751

)

Graco,

Inc.

(

5,029

)

(

440,088

)

GRAIL,

Inc.

(

2,523

)

(

34,716

)

Graphic

Packaging

Holding

Co.

(

15,815

)

(

467,966

)

Grocery

Outlet

Holding

Corp.

(

18,945

)

(

332,485

)

GXO

Logistics,

Inc.

(

3,778

)

(

196,720

)

Haemonetics

Corp.

(

3,237

)

(

260,190

)

Haleon

plc

(2)

(

28,370

)

(

148,446

)

Halliburton

Co.

(

6,857

)

(

199,196

)

Hayward

Holdings,

Inc.

(

11,223

)

(

172,161

)

HEICO

Corp.

(

106

)

(

27,717

)

Helen

of

Troy

Ltd.

(

6,754

)

(

417,735

)

Henry

Schein,

Inc.

(

12,661

)

(

922,987

)

Hershey

Co.

(The)

(

3,718

)

(

713,038

)

Hewlett

Packard

Enterprise

Co.

(

8,454

)

(

172,969

)

Highwoods

Properties,

Inc.,

REIT

(

2,633

)

(

88,232

)

Hilton

Grand

Vacations,

Inc.

(

12,325

)

(

447,644

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

179

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Hologic,

Inc.

(

4,445

)

(

362,090

)

Honeywell

International,

Inc.

(

4,449

)

(

919,653

)

Hormel

Foods

Corp.

(

6,320

)

(

200,344

)

Host

Hotels

&

Resorts,

Inc.,

REIT

(

36,222

)

(

637,507

)

Houlihan

Lokey,

Inc.,

Class

A

(

2,857

)

(

451,463

)

HP,

Inc.

(

772

)

(

27,692

)

Humana,

Inc.

(

868

)

(

274,930

)

IAC,

Inc.

(

1,696

)

(

91,279

)

IDACORP,

Inc.

(

2,686

)

(

276,900

)

IDEX

Corp.

(

3,838

)

(

823,251

)

Incyte

Corp.

(

6,229

)

(

411,737

)

Informatica,

Inc.,

Class

A

(

11,196

)

(

283,035

)

Ingersoll

Rand,

Inc.

(

8,835

)

(

867,244

)

Insperity,

Inc.

(

714

)

(

62,832

)

Intel

Corp.

(

26,609

)

(

624,247

)

International

Paper

Co.

(

8,155

)

(

398,372

)

Interpublic

Group

of

Cos.,

Inc.

(The)

(

8,074

)

(

255,381

)

Intuit,

Inc.

(

584

)

(

362,664

)

Intuitive

Surgical,

Inc.

(

987

)

(

484,883

)

Invitation

Homes,

Inc.,

REIT

(

8,549

)

(

301,438

)

Ionis

Pharmaceuticals,

Inc.

(

15,520

)

(

621,731

)

IPG

Photonics

Corp.

(

1,453

)

(

107,987

)

J

M

Smucker

Co.

(The)

(

3,635

)

(

440,199

)

Jack

Henry

&

Associates,

Inc.

(

488

)

(

86,152

)

Janus

Henderson

Group

plc

(

3,753

)

(

142,877

)

Jazz

Pharmaceuticals

plc

(

2,654

)

(

295,682

)

Jefferies

Financial

Group,

Inc.

(

8,287

)

(

510,065

)

Johnson

&

Johnson

(

6,626

)

(

1,073,810

)

Jones

Lang

LaSalle,

Inc.

(

503

)

(

135,714

)

JPMorgan

Chase

&

Co.

(

3,092

)

(

651,979

)

KeyCorp

(

5,620

)

(

94,135

)

Keysight

Technologies,

Inc.

(

1,332

)

(

211,695

)

Kimberly-Clark

Corp.

(

5,194

)

(

739,002

)

Kimco

Realty

Corp.,

REIT

(

10,657

)

(

247,456

)

Kinsale

Capital

Group,

Inc.

(

429

)

(

199,730

)

Kite

Realty

Group

Trust,

REIT

(

2,733

)

(

72,588

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

7,488

)

(

403,978

)

Kohl's

Corp.

(

17,076

)

(

360,304

)

Kraft

Heinz

Co.

(The)

(

13,339

)

(

468,332

)

Kroger

Co.

(The)

(

4,925

)

(

282,203

)

L3Harris

Technologies,

Inc.

(

2,021

)

(

480,735

)

Landstar

System,

Inc.

(

1,105

)

(

208,701

)

Las

Vegas

Sands

Corp.

(

536

)

(

26,982

)

Lattice

Semiconductor

Corp.

(

10,027

)

(

532,133

)

Lear

Corp.

(

2,038

)

(

222,448

)

Leggett

&

Platt,

Inc.

(

16,220

)

(

220,916

)

Lincoln

National

Corp.

(

11,998

)

(

378,057

)

Linde

plc

(

1,308

)

(

623,733

)

Lithia

Motors,

Inc.,

Class

A

(

1,285

)

(

408,167

)

Littelfuse,

Inc.

(

160

)

(

42,440

)

LKQ

Corp.

(

7,530

)

(

300,598

)

LPL

Financial

Holdings,

Inc.

(

2,190

)

(

509,460

)

LyondellBasell

Industries

NV,

Class

A

(

5,296

)

(

507,886

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

4,806

)

(

534,716

)

Macy's,

Inc.

(

10,824

)

(

169,829

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Madison

Square

Garden

Sports

Corp.,

Class

A

(

516

)

(

107,462

)

Marathon

Petroleum

Corp.

(

831

)

(

135,378

)

Marriott

Vacations

Worldwide

Corp.

(

1,307

)

(

96,038

)

Martin

Marietta

Materials,

Inc.

(

3,083

)

(

1,659,425

)

Masimo

Corp.

(

545

)

(

72,665

)

Match

Group,

Inc.

(

7,849

)

(

297,006

)

Maximus,

Inc.

(

2,340

)

(

217,994

)

McKesson

Corp.

(

1,376

)

(

680,322

)

MDU

Resources

Group,

Inc.

(

9,013

)

(

247,046

)

MGM

Resorts

International

(

19,033

)

(

744,000

)

Micron

Technology,

Inc.

(

2,391

)

(

247,971

)

Microsoft

Corp.

(

2,577

)

(

1,108,883

)

MicroStrategy,

Inc.,

Class

A

(

3,340

)

(

563,124

)

Middleby

Corp.

(The)

(

3,313

)

(

460,938

)

MKS

Instruments,

Inc.

(

521

)

(

56,638

)

Moderna,

Inc.

(

6,367

)

(

425,507

)

Molina

Healthcare,

Inc.

(

927

)

(

319,407

)

Mosaic

Co.

(The)

(

6,857

)

(

183,630

)

MSA

Safety,

Inc.

(

867

)

(

153,754

)

MSC

Industrial

Direct

Co.,

Inc.,

Class

A

(

4,325

)

(

372,210

)

Nasdaq,

Inc.

(

6,055

)

(

442,076

)

nCino,

Inc.

(

6,799

)

(

214,780

)

Neogen

Corp.

(

41,762

)

(

702,019

)

Nestle

SA

(Registered)

(2)

(

14,047

)

(

1,411,617

)

Neurocrine

Biosciences,

Inc.

(

238

)

(

27,422

)

Newell

Brands,

Inc.

(

13,365

)

(

102,643

)

Newmont

Corp.

(

7,061

)

(

377,410

)

NEXTracker,

Inc.,

Class

A

(

9,397

)

(

352,200

)

NNN

REIT,

Inc.,

REIT

(

2,280

)

(

110,557

)

Nordson

Corp.

(

2,488

)

(

653,423

)

Nordstrom,

Inc.

(

7,956

)

(

178,930

)

Norfolk

Southern

Corp.

(

736

)

(

182,896

)

Northern

Trust

Corp.

(

6,276

)

(

565,028

)

NOV,

Inc.

(

15,857

)

(

253,236

)

Novanta,

Inc.

(

1,210

)

(

216,493

)

Nucor

Corp.

(

3,546

)

(

533,106

)

Occidental

Petroleum

Corp.

(

14,437

)

(

744,083

)

Okta,

Inc.,

Class

A

(

3,305

)

(

245,694

)

Old

National

Bancorp

(

10,299

)

(

192,179

)

Old

Republic

International

Corp.

(

8,699

)

(

308,119

)

Ollie's

Bargain

Outlet

Holdings,

Inc.

(

1,308

)

(

127,138

)

ON

Semiconductor

Corp.

(

8,866

)

(

643,760

)

ONE

Gas,

Inc.

(

3,950

)

(

293,959

)

ONEOK,

Inc.

(

679

)

(

61,877

)

Option

Care

Health,

Inc.

(

3,889

)

(

121,726

)

Organon

&

Co.

(

8,036

)

(

153,729

)

Ormat

Technologies,

Inc.

(

4,444

)

(

341,921

)

PACCAR,

Inc.

(

2,982

)

(

294,264

)

Palo

Alto

Networks,

Inc.

(

732

)

(

250,198

)

Paychex,

Inc.

(

473

)

(

63,472

)

Paycom

Software,

Inc.

(

2,010

)

(

334,806

)

Paylocity

Holding

Corp.

(

1,433

)

(

236,402

)

Penumbra,

Inc.

(

507

)

(

98,515

)

PepsiCo,

Inc.

(

1,683

)

(

286,194

)

Permian

Resources

Corp.,

Class

A

(

21,565

)

(

293,500

)

Perrigo

Co.

plc

(

6,296

)

(

165,144

)

Phillips

66

(

3,237

)

(

425,504

)

180

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Pinnacle

Financial

Partners,

Inc.

(

513

)

(

50,259

)

Pinnacle

West

Capital

Corp.

(

4,232

)

(

374,913

)

Planet

Fitness,

Inc.,

Class

A

(

3,310

)

(

268,838

)

Plug

Power,

Inc.

(

7,502

)

(

16,955

)

Polaris,

Inc.

(

3,610

)

(

300,496

)

Pool

Corp.

(

858

)

(

323,294

)

Portland

General

Electric

Co.

(

6,623

)

(

317,242

)

Post

Holdings,

Inc.

(

688

)

(

79,636

)

PotlatchDeltic

Corp.,

REIT

(

1,641

)

(

73,927

)

Power

Integrations,

Inc.

(

6,442

)

(

413,061

)

PPG

Industries,

Inc.

(

840

)

(

111,266

)

Premier,

Inc.,

Class

A

(

35,047

)

(

700,940

)

Progyny,

Inc.

(

16,138

)

(

270,473

)

PTC,

Inc.

(

3,708

)

(

669,887

)

Pure

Storage,

Inc.,

Class

A

(

811

)

(

40,745

)

Qorvo,

Inc.

(

2,540

)

(

262,382

)

Quanta

Services,

Inc.

(

2,465

)

(

734,940

)

Quest

Diagnostics,

Inc.

(

2,010

)

(

312,053

)

Range

Resources

Corp.

(

7,932

)

(

243,988

)

Raymond

James

Financial,

Inc.

(

3,343

)

(

409,384

)

Rayonier,

Inc.,

REIT

(

5,395

)

(

173,611

)

RBC

Bearings,

Inc.

(

1,064

)

(

318,540

)

Realty

Income

Corp.,

REIT

(

24,060

)

(

1,525,885

)

Regal

Rexnord

Corp.

(

1,660

)

(

275,361

)

Regency

Centers

Corp.,

REIT

(

545

)

(

39,365

)

Regeneron

Pharmaceuticals,

Inc.

(

687

)

(

722,202

)

Reliance,

Inc.

(

2,050

)

(

592,881

)

RenaissanceRe

Holdings

Ltd.

(

1,466

)

(

399,338

)

Repligen

Corp.

(

3,427

)

(

510,006

)

Republic

Services,

Inc.,

Class

A

(

4,741

)

(

952,182

)

Revvity,

Inc.

(

3,694

)

(

471,909

)

Rexford

Industrial

Realty,

Inc.,

REIT

(

13,180

)

(

663,086

)

Reynolds

Consumer

Products,

Inc.

(

5,653

)

(

175,808

)

RingCentral,

Inc.,

Class

A

(

5,350

)

(

169,221

)

Rivian

Automotive,

Inc.,

Class

A

(

5,754

)

(

64,560

)

RLI

Corp.

(

732

)

(

113,445

)

Robert

Half,

Inc.

(

1,949

)

(

131,382

)

Roche

Holding

AG

(2)

(

1,701

)

(

544,349

)

Rocket

Cos.,

Inc.,

Class

A

(

2,026

)

(

38,879

)

Rockwell

Automation,

Inc.

(

1,134

)

(

304,434

)

Roivant

Sciences

Ltd.

(

24,368

)

(

281,207

)

Rollins,

Inc.

(

777

)

(

39,301

)

Roper

Technologies,

Inc.

(

1,780

)

(

990,463

)

Royalty

Pharma

plc,

Class

A

(

7,986

)

(

225,924

)

RPM

International,

Inc.

(

3,252

)

(

393,492

)

RTX

Corp.

(

2,627

)

(

318,287

)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

6,121

)

(

406,373

)

Saia,

Inc.

(

1,458

)

(

637,525

)

Salesforce,

Inc.

(

411

)

(

112,495

)

Schlumberger

NV

(

5,335

)

(

223,803

)

Schneider

National,

Inc.,

Class

B

(

6,909

)

(

197,183

)

SEI

Investments

Co.

(

3,082

)

(

213,244

)

Sempra

(

4,662

)

(

389,883

)

Sensata

Technologies

Holding

plc

(

5,504

)

(

197,373

)

Service

Corp.

International

(

2,951

)

(

232,922

)

Silgan

Holdings,

Inc.

(

1,519

)

(

79,748

)

Simpson

Manufacturing

Co.,

Inc.

(

1,509

)

(

288,626

)

Sirius

XM

Holdings,

Inc.

(

4,563

)

(

107,915

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

SiteOne

Landscape

Supply,

Inc.

(

2,282

)

(

344,377

)

Skyworks

Solutions,

Inc.

(

2,246

)

(

221,837

)

Snowflake,

Inc.,

Class

A

(

2,455

)

(

281,981

)

Southern

Co.

(The)

(

9,906

)

(

893,323

)

SouthState

Corp.

(

2,780

)

(

270,160

)

Southwest

Gas

Holdings,

Inc.

(

4,165

)

(

307,210

)

Spire,

Inc.

(

3,983

)

(

268,016

)

Sprouts

Farmers

Market,

Inc.

(

1,249

)

(

137,902

)

STAG

Industrial,

Inc.,

REIT

(

2,266

)

(

88,578

)

Starbucks

Corp.

(

3,410

)

(

332,441

)

State

Street

Corp.

(

8,589

)

(

759,869

)

Steel

Dynamics,

Inc.

(

1,591

)

(

200,593

)

Stellantis

NV

(2)

(

70,558

)

(

977,090

)

STERIS

plc

(

271

)

(

65,728

)

Super

Micro

Computer,

Inc.

(

625

)

(

260,250

)

Synaptics,

Inc.

(

3,072

)

(

238,326

)

Synopsys,

Inc.

(

599

)

(

303,328

)

Sysco

Corp.

(

2,371

)

(

185,080

)

T.

Rowe

Price

Group,

Inc.

(

4,917

)

(

535,609

)

Target

Corp.

(

1,534

)

(

239,089

)

TEGNA,

Inc.

(

21,688

)

(

342,237

)

Teledyne

Technologies,

Inc.

(

918

)

(

401,772

)

Tempur

Sealy

International,

Inc.

(

2,169

)

(

118,427

)

Tenaris

SA

(2)

(

36,808

)

(

584,213

)

Teradyne,

Inc.

(

1,478

)

(

197,949

)

Tetra

Tech,

Inc.

(

6,357

)

(

299,796

)

Texas

Instruments,

Inc.

(

2,504

)

(

517,251

)

Thor

Industries,

Inc.

(

251

)

(

27,582

)

Timken

Co.

(The)

(

2,603

)

(

219,407

)

T-Mobile

US,

Inc.

(

1,372

)

(

283,126

)

TopBuild

Corp.

(

774

)

(

314,871

)

Toro

Co.

(The)

(

5,433

)

(

471,204

)

Tradeweb

Markets,

Inc.,

Class

A

(

1,551

)

(

191,812

)

Trex

Co.,

Inc.

(

12,043

)

(

801,823

)

TripAdvisor,

Inc.

(

15,084

)

(

218,567

)

TXNM

Energy,

Inc.

(

6,415

)

(

280,785

)

Tyler

Technologies,

Inc.

(

520

)

(

303,534

)

U-Haul

Holding

Co.

(

592

)

(

45,868

)

Ulta

Beauty,

Inc.

(

1,125

)

(

437,760

)

Union

Pacific

Corp.

(

2,084

)

(

513,664

)

United

Bankshares,

Inc.

(

1,185

)

(

43,964

)

UnitedHealth

Group,

Inc.

(

1,519

)

(

888,129

)

Vail

Resorts,

Inc.

(

3,728

)

(

649,753

)

Valaris

Ltd.

(

9,367

)

(

522,210

)

Valley

National

Bancorp

(

23,008

)

(

208,452

)

Valmont

Industries,

Inc.

(

895

)

(

259,505

)

Valvoline,

Inc.

(

10,925

)

(

457,211

)

Veralto

Corp.

(

943

)

(

105,484

)

Vertex

Pharmaceuticals,

Inc.

(

1,483

)

(

689,714

)

VF

Corp.

(

5,457

)

(

108,867

)

Viatris,

Inc.

(

19,019

)

(

220,811

)

VICI

Properties,

Inc.,

Class

A,

REIT

(

11,603

)

(

386,496

)

Vishay

Intertechnology,

Inc.

(

23,081

)

(

436,462

)

Visteon

Corp.

(

967

)

(

92,097

)

Vontier

Corp.

(

10,372

)

(

349,951

)

Walgreens

Boots

Alliance,

Inc.

(

48,981

)

(

438,870

)

Warner

Bros

Discovery,

Inc.

(

8,920

)

(

73,590

)

Warner

Music

Group

Corp.,

Class

A

(

1,246

)

(

39,000

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

181

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(58.8)%

(continued)

Waste

Management,

Inc.

(

2,895

)

(

601,002

)

Watsco,

Inc.

(

577

)

(

283,815

)

Watts

Water

Technologies,

Inc.,

Class

A

(

375

)

(

77,696

)

Webster

Financial

Corp.

(

5,493

)

(

256,029

)

Wells

Fargo

&

Co.

(

13,527

)

(

764,140

)

West

Pharmaceutical

Services,

Inc.

(

1,664

)

(

499,466

)

Western

Digital

Corp.

(

5,362

)

(

366,171

)

Western

Union

Co.

(The)

(

13,407

)

(

159,946

)

Westlake

Corp.

(

2,203

)

(

331,089

)

WEX,

Inc.

(

307

)

(

64,387

)

Weyerhaeuser

Co.,

REIT

(

7,040

)

(

238,374

)

White

Mountains

Insurance

Group

Ltd.

(

225

)

(

381,645

)

Williams

Cos.,

Inc.

(The)

(

7,835

)

(

357,668

)

WillScot

Holdings

Corp.

(

1,784

)

(

67,078

)

Wolfspeed,

Inc.

(

39,884

)

(

386,875

)

Wyndham

Hotels

&

Resorts,

Inc.

(

2,070

)

(

161,750

)

Wynn

Resorts

Ltd.

(

1,713

)

(

164,242

)

XPO,

Inc.

(

2,247

)

(

241,575

)

Xylem,

Inc.

(

4,473

)

(

603,989

)

YETI

Holdings,

Inc.

(

1,189

)

(

48,785

)

Yum!

Brands,

Inc.

(

4,386

)

(

612,768

)

Zimmer

Biomet

Holdings,

Inc.

(

1,476

)

(

159,334

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

31,354

)

(

323,573

)

Zscaler,

Inc.

(

885

)

(

151,282

)

(156,575,638)

TOTAL

COMMON

STOCKS

(Proceeds

$(260,564,879))

(268,200,009)

PREFERRED

STOCKS

-

(0.7)%

Germany

-

(

0

.7

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(c)

(

3,572

)

(

285,453

)

Henkel

AG

&

Co.

KGaA

(Preference)

(2)

(

5,058

)

(

475,451

)

Sartorius

AG

(Preference)

(2)

(

963

)

(

270,776

)

INVESTMENTS

SHARES

VALUE

($)

Germany

-

(0.7)%

(continued)

Volkswagen

AG

(Preference)

(2)

(

6,601

)

(

701,109

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(1,674,870))

(1,732,789)

TOTAL

SHORT

POSITIONS

(Proceeds

$(262,239,749))

(269,932,798)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

86.6%

(Cost

$215,432,932)

230,347,850

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

13.4%

‡

35,775,769

NET

ASSETS

-

100.0%

266,123,619

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

(

1,190,919

)

(

0

.4

)

%

Consumer

Discretionary

10,308,164

3

.9

Consumer

Staples

(

4,919,358

)

(

1

.9

)

Energy

(

7,376,467

)

(

2

.8

)

Financials

1,610,609

0

.6

Health

Care

(

3,574,842

)

(

1

.3

)

Industrials

435,197

0

.2

Information

Technology

(

5,183,785

)

(

1

.9

)

Materials

606,506

0

.2

Real

Estate

(

801,373

)

(

0

.3

)

Utilities

4,118,462

1

.5

Investment

Companies

92,983,463

34

.9

U.S.

Treasury

Obligations

143,332,193

53

.9

Total

Investments

In

Securities

At

Value

230,347,850

86

.6

Other

Assets

in

Excess

of

Liabilities

‡

35,775,769

13

.4

Net

Assets

$

266,123,619

100

.0

%

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$251,306,487,

which

is

inclusive

of

rehypothecated

amounts disclosed

below;

additional

securities

sold

but

not

yet

settled

totaling

$6,076,526

were

also

segregated.

In

addition,

$30,239,332

of

cash

collateral

was

also

pledged.

(b)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$48,821,667;

additional

securities

sold

but

not

yet

settled

totaling

$2,221,867

were

also

rehypothecated.

(c)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$4,299,053,

which

represents

1.62%

of

net

assets

of

the

Fund.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(g)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

182

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

Credit

default

swap

contracts

outstanding

-

buy

protection

as

of

September

30,

2024:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

PAID

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Main

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

0

.59

%

EUR

467,000

$

(

10,398

)

$

(

194

)

$

(

10,592

)

Markit

CDX

North

America

Investment

Grade

Index

Series

43.V1

1

.00

Quarterly

12/20/2029

0

.53

USD

1,764,000

(

39,816

)

(

162

)

(

39,978

)

$

(

50,214

)

$

(

356

)

$

(

50,570

)

Credit

default

swap

contracts

outstanding

-

sell

protection

as

of

September

30,

2024

:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

RECEIVED

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Crossover

Index

Series

42.V1

5

.00

%

Quarterly

12/20/2029

3

.11

%

EUR

2,499,000

$

226,505

$

7,908

$

234,413

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

Quarterly

12/20/2029

0

.05

USD

2,026,000

148,304

(

463

)

147,841

374,809

7,445

382,254

Markit

CDX

North

America

Emerging

Markets

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

1

.63

%

USD

1,644,000

$

(

49,107

)

$

2,127

$

(

46,980

)

(

49,107

)

2,127

(

46,980

)

$

325,702

$

9,572

$

335,274

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

300,000

$

(

161

)

$

241

$

80

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

200,000

(

258

)

311

53

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

4,100,000

50,328

(

2,169

)

48,159

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

4,200,000

51,555

(

2,222

)

49,333

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

15,000,000

478

(

257

)

221

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

15,000,000

478

(

257

)

221

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

44,200,000

(

9,459

)

134,544

125,085

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

44,200,000

(

9,347

)

134,452

125,105

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

4,200,000

(

1,727

)

16,502

14,775

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

4,200,000

(

1,255

)

16,021

14,766

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

7,200,000

88,449

42,520

130,969

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

7,200,000

87,835

43,134

130,969

Pay

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

100,000

1,398

(

1,387

)

11

Pay

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

100,000

1,398

(

1,387

)

11

Pay

1D

SORA

Semi

2.50%

Semi

12/19/2029

SGD

1,900,000

(

866

)

15,382

14,516

Pay

1D

SORA

Semi

2.50%

Semi

12/19/2029

SGD

1,800,000

(

1,290

)

15,041

13,751

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

162,500,000

6,376

(

2,451

)

3,925

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

162,500,000

6,376

(

2,451

)

3,925

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

183

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

19,500,000

$

1,670

$

(

698

)

$

972

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

19,500,000

1,670

(

698

)

972

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

115,500,000

7,622

(

681

)

6,941

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

115,500,000

7,622

(

681

)

6,941

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

350,900,000

(

46,359

)

63,579

17,220

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

350,800,000

(

51,474

)

68,689

17,215

Pay

1D

TONAR

Annual

1.50%

Annual

3/15/2045

JPY

5,000,000

609

(

487

)

122

Pay

1D

TONAR

Annual

1.50%

Annual

3/15/2045

JPY

5,000,000

609

(

487

)

122

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

76,800,000

1,280

96,899

98,179

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

76,700,000

1,276

96,775

98,051

Pay

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

7,500,000

(

3,227

)

26,735

23,508

Pay

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

7,500,000

(

3,771

)

27,278

23,507

Pay

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

1,800,000

5,715

(

3,425

)

2,290

Pay

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

1,900,000

6,046

(

3,629

)

2,417

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

1,500,000

(

4,954

)

14,893

9,939

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

1,500,000

(

4,408

)

14,346

9,938

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

1,900,000

1,992

10,662

12,654

Pay

3M

BBR

Qtrly

4.00%

Semi

3/14/2035

NZD

1,800,000

1,341

10,646

11,987

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

5,882,400,000

5,219

16,107

21,326

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

5,882,300,000

5,218

16,107

21,325

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

1,450,000,000

5,744

1,161

6,905

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

1,450,000,000

5,744

1,161

6,905

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/19/2029

KRW

2,615,000,000

7,570

16,796

24,366

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/19/2029

KRW

2,615,000,000

7,570

16,796

24,366

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

950,000,000

9,476

166

9,642

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

950,000,000

9,476

166

9,642

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/19/2029

HKD

6,800,000

8,476

(

4,761

)

3,715

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/19/2029

HKD

6,800,000

8,476

(

4,745

)

3,731

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

3/17/2027

ZAR

800,000

(

76

)

101

25

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

3/17/2027

ZAR

800,000

(

76

)

101

25

Pay

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

11,200,000

681

499

1,180

Pay

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

11,200,000

681

499

1,180

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

581,100,000

107,102

(

22,178

)

84,924

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

581,100,000

107,102

(

22,178

)

84,924

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

1,000,000

434

(

125

)

309

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

1,000,000

434

(

125

)

309

Pay

6M

BUBOR

Semi

5.50%

Annual

12/19/2029

HUF

169,300,000

392

2,929

3,321

Pay

6M

BUBOR

Semi

5.50%

Annual

12/19/2029

HUF

169,300,000

392

2,929

3,321

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

8,200,000

70,302

71,305

141,607

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

8,200,000

70,870

70,737

141,607

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

4,100,000

2,782

70,349

73,131

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

4,200,000

5,688

69,226

74,914

Pay

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

6,600,000

1,210

(

408

)

802

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

17,800,000

17,538

(

10,685

)

6,853

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

17,700,000

17,417

(

10,602

)

6,815

Pay

6M

WIBOR

Semi

4.50%

Annual

12/19/2029

PLN

1,600,000

4,035

517

4,552

Pay

6M

WIBOR

Semi

4.50%

Annual

12/19/2029

PLN

1,600,000

4,035

517

4,552

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

27,100,000

73,216

(

30,121

)

43,095

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

27,100,000

73,216

(

30,121

)

43,095

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

16,000,000

51,031

80,513

131,544

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

15,900,000

49,785

80,937

130,722

Receive

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

100,000

21

588

609

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

22,100,000

(

144,301

)

220,827

76,526

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

22,000,000

(

143,703

)

219,883

76,180

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

1,900,000

30,606

93,959

124,565

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

2,000,000

32,385

98,736

131,121

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

3,660,500,000

18,099

(

4,499

)

13,600

184

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

3,660,500,000

$

18,099

$

(

4,499

)

$

13,600

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

6,100,000

1,165

(

12

)

1,153

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

6,100,000

1,165

(

12

)

1,153

Receive

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

1,400,000

1,460

(

1,280

)

180

Receive

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

1,400,000

1,460

(

1,280

)

180

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

1,200,000

1,464

(

1,044

)

420

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

1,300,000

1,584

(

1,128

)

456

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/20/2030

ILS

500,000

2,161

(

1,272

)

889

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/20/2030

ILS

500,000

2,161

(

1,272

)

889

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

55,200,000

6,719

521

7,240

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

55,200,000

6,719

521

7,240

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

43,500,000

5,215

287

5,502

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

43,500,000

5,215

287

5,502

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

5,300,000

30,182

11,227

41,409

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

5,300,000

30,182

11,227

41,409

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

1,400,000

1,701

7,876

9,577

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

1,500,000

1,796

8,465

10,261

836,282

1,866,959

2,703,241

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

71,700,000

(

242,940

)

128,905

(

114,035

)

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

71,700,000

(

242,939

)

128,905

(

114,034

)

Pay

1D

MIBOR

Semi

6.00%

Semi

12/18/2026

INR

62,600,000

315

(

579

)

(

264

)

Pay

1D

MIBOR

Semi

6.00%

Semi

12/18/2026

INR

62,600,000

315

(

579

)

(

264

)

Pay

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

600,000

(

15,116

)

8,803

(

6,313

)

Pay

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

700,000

(

17,635

)

10,271

(

7,364

)

Pay

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

500,000

(

12,456

)

6,931

(

5,525

)

Pay

1D

SARON

Annual

0.50%

Annual

3/21/2035

CHF

1,300,000

(

32,387

)

18,021

(

14,366

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

36,500,000

(

96,019

)

(

82,396

)

(

178,415

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

36,500,000

(

96,123

)

(

82,293

)

(

178,416

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

6,700,000

2,026

(

17,344

)

(

15,318

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

6,700,000

1,808

(

17,126

)

(

15,318

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

59,200,000

(

90,284

)

(

266,705

)

(

356,989

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

59,300,000

(

90,436

)

(

267,102

)

(

357,538

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

100,000

164

(

410

)

(

246

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

6,100,000

9,850

(

78,498

)

(

68,648

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

6,200,000

5,097

(

74,872

)

(

69,775

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

100,000

264

(

1,155

)

(

891

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

200,000

(

905

)

(

879

)

(

1,784

)

Pay

1D

SORA

Semi

2.00%

Semi

12/16/2026

SGD

4,000,000

(

9,381

)

(

4,679

)

(

14,060

)

Pay

1D

SORA

Semi

2.00%

Semi

12/16/2026

SGD

3,900,000

(

9,147

)

(

4,562

)

(

13,709

)

Pay

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

889,200,000

(

44,017

)

6,247

(

37,770

)

Pay

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

889,200,000

(

44,017

)

6,247

(

37,770

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

1,335,900,000

(

83,931

)

15,281

(

68,650

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

1,335,900,000

(

84,511

)

15,862

(

68,649

)

Pay

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

52,000,000

(

12,022

)

(

3,067

)

(

15,089

)

Pay

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

52,000,000

(

12,022

)

(

3,067

)

(

15,089

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

13,700,000

(

13,742

)

13,076

(

666

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

13,700,000

(

14,161

)

13,495

(

666

)

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/16/2026

HKD

10,100,000

3,813

(

4,135

)

(

322

)

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/16/2026

HKD

10,100,000

3,813

(

4,135

)

(

322

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

36,100,000

(

1,047

)

(

567

)

(

1,614

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

36,100,000

(

1,047

)

(

567

)

(

1,614

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

12,300,000

(

19,253

)

(

4,182

)

(

23,435

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

12,300,000

(

19,253

)

(

4,182

)

(

23,435

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

6,500,000

(

9,238

)

(

14,269

)

(

23,507

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

6,600,000

(

8,727

)

(

15,142

)

(

23,869

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

185

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

1,000,000

$

(

2,740

)

$

(

772

)

$

(

3,512

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

1,100,000

(

3,641

)

(

221

)

(

3,862

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

356,000,000

(

6,607

)

2,429

(

4,178

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

356,000,000

(

6,607

)

2,429

(

4,178

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

51,000,000

(

493

)

373

(

120

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

50,900,000

(

492

)

372

(

120

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

79,100,000

(

299,802

)

6,313

(

293,489

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

79,200,000

(

300,247

)

6,313

(

293,934

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

18,800,000

(

19,385

)

13,768

(

5,617

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

18,800,000

(

19,366

)

13,675

(

5,691

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

208,800,000

(

30,976

)

(

16,089

)

(

47,065

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

208,700,000

(

30,965

)

(

16,077

)

(

47,042

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

30,600,000

(

3,215

)

1,940

(

1,275

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

30,600,000

(

3,215

)

1,940

(

1,275

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/19/2029

CZK

16,500,000

(

2,693

)

487

(

2,206

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/19/2029

CZK

16,500,000

(

2,693

)

487

(

2,206

)

Pay

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

2,300,000

(

1,675

)

276

(

1,399

)

Pay

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

2,300,000

(

1,675

)

276

(

1,399

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

900,000

4,758

(

6,676

)

(

1,918

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

1,000,000

5,286

(

7,418

)

(

2,132

)

Receive

1D

SARON

Annual

0.50%

Annual

3/20/2030

CHF

1,500,000

7,327

(

10,712

)

(

3,385

)

Receive

1D

SARON

Annual

0.50%

Annual

3/20/2030

CHF

5,300,000

29,019

(

40,981

)

(

11,962

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

1,700,000

(

47,529

)

(

20,658

)

(

68,187

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

1,600,000

(

48,255

)

(

15,512

)

(

63,767

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

100,000

(

6,447

)

2,172

(

4,275

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

200,000

(

13,689

)

5,138

(

8,551

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

5,964,900,000

(

3,813

)

(

3,685

)

(

7,498

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

5,965,000,000

5,024

(

12,523

)

(

7,499

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

267,900,000

(

2,530

)

(

7,578

)

(

10,108

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

267,900,000

(

2,477

)

(

7,631

)

(

10,108

)

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/13/2029

MXN

1,200,000

393

(

516

)

(

123

)

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/13/2029

MXN

1,200,000

393

(

516

)

(

123

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/13/2030

NZD

6,200,000

30,999

(

34,897

)

(

3,898

)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/13/2030

NZD

6,200,000

30,999

(

34,897

)

(

3,898

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

64,700,000

(

10,950

)

4,363

(

6,587

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

64,700,000

(

10,950

)

4,363

(

6,587

)

Receive

6M

BBR

Semi

4.50%

Semi

12/08/2044

AUD

200,000

(

3,084

)

(

1,147

)

(

4,231

)

Receive

6M

BBR

Semi

4.50%

Semi

12/08/2044

AUD

300,000

4,435

(

10,781

)

(

6,346

)

Receive

6M

BBR

Semi

4.50%

Semi

3/09/2045

AUD

700,000

(

14,309

)

(

748

)

(

15,057

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

21,100,000

(

51,698

)

(

323,505

)

(

375,203

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

21,200,000

(

52,099

)

(

324,644

)

(

376,743

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

15,300,000

(

95,165

)

(

203,278

)

(

298,443

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

15,400,000

(

95,787

)

(

204,607

)

(

300,394

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

2,200,000

(

48,711

)

(

79,354

)

(

128,065

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

2,100,000

(

32,702

)

(

90,865

)

(

123,567

)

Receive

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

2,600,000

(

379

)

51

(

328

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

51,100,000

(

31,702

)

23,090

(

8,612

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

51,100,000

(

31,702

)

23,090

(

8,612

)

(

2,517,123

)

(

1,943,391

)

(

4,460,514

)

$

(

1,680,841

)

$

(

76,432

)

$

(

1,757,273

)

186

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Abbreviations:

1D:

1

Day

1W:

1

Week

1M:

1

Month

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Mumbai

Interbank

Overnight

Rate

(“MIBOR”):

6.76%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Singapore

Overnight

Rate

Average

(“SORA”):

3.88%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Thailand

Overnight

Repo

Rate

(“THOR”):

2.48%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

1

Month

Mexico

Equilibrium

Interbank

Interest

Rate

(“TIIE”):

10.74%

1

Week

China

Fixing

Repo

Rate

(“CNREPOFIX_CFXS”):

2.40%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Hong

Kong

Interbank

Offered

Rate

(“HIBOR”):

4.18%

3

Month

Johannesburg

Interbank

Agreed

Rate

(“JIBAR”):

8.05%

3

Month

Korean

Certificate

of

Deposit

(“CD_KSDA”):

3.53%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

3

Month

Taiwan

Secondary

Markets

Bills

Rate

(“TWCPBA”):

1.66%

3

Month

Tel

Aviv

Interbank

Offer

Rate

(“TELBOR”):

4.51%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Budapest

Interbank

Offered

Rate

(“BUBOR”):

6.21%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

6

Month

Prague

Interbank

Offered

Rate

(“PRIBOR”):

3.94%

6

Month

Warsaw

Interbank

Offered

Rate

(“WIBOR”):

5.75%

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Amsterdam

Exchange

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/18/2024

EUR

2,188,800

$

27,409

HSCEI

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/30/2024

HKD

44,196,750

476,865

KOSPI

200

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

12/12/2024

KRW

9,306,325,000

134,550

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

8,666,260

108,322

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

187

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

TAIEX

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

TWD

58,047,600

$

45,102

Total

unrealized

appreciation

792,248

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

23,599,418

(

135,036

)

Total

unrealized

depreciation

(

135,036

)

Net

unrealized

appreciation

$

657,212

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Brent

Crude

Oil

36

10/2024

USD

$

2,581,200

$

(

13,203

)

CAC

40

10

Euro

Index

49

10/2024

EUR

4,172,370

84,880

Hang

Seng

Index

41

10/2024

HKD

5,611,106

535,447

IBEX

35

Index

28

10/2024

EUR

3,706,335

40,184

IFSC

NIFTY

50

Index

64

10/2024

USD

3,328,832

(

14,428

)

LME

Aluminum

Base

Metal

1

10/2024

USD

65,427

3,299

LME

Aluminum

Base

Metal

1

10/2024

USD

65,413

3,231

LME

Aluminum

Base

Metal

4

10/2024

USD

260,000

28,770

LME

Aluminum

Base

Metal

4

10/2024

USD

260,012

31,576

LME

Aluminum

Base

Metal

9

10/2024

USD

585,140

74,094

LME

Aluminum

Base

Metal

9

10/2024

USD

586,519

47,767

LME

Aluminum

Base

Metal

10

10/2024

USD

650,185

92,218

LME

Aluminum

Base

Metal

11

10/2024

USD

715,237

92,329

LME

Aluminum

Base

Metal

11

10/2024

USD

720,283

38,800

LME

Aluminum

Base

Metal

13

10/2024

USD

850,064

28,587

LME

Aluminum

Base

Metal

26

10/2024

USD

1,698,613

135,155

LME

Aluminum

Base

Metal

27

10/2024

USD

1,761,554

46,039

LME

Aluminum

Base

Metal

37

10/2024

USD

2,418,533

73,755

LME

Copper

Base

Metal

1

10/2024

USD

243,460

17,332

LME

Copper

Base

Metal

2

10/2024

USD

487,001

39,021

LME

Copper

Base

Metal

2

10/2024

USD

486,281

23,176

LME

Copper

Base

Metal

3

10/2024

USD

730,623

43,600

LME

Copper

Base

Metal

3

10/2024

USD

727,969

(

11,463

)

LME

Copper

Base

Metal

3

10/2024

USD

728,790

3,776

LME

Copper

Base

Metal

3

10/2024

USD

729,695

43,950

LME

Copper

Base

Metal

4

10/2024

USD

971,832

21,578

LME

Copper

Base

Metal

5

10/2024

USD

1,213,069

(

27,661

)

LME

Copper

Base

Metal

11

10/2024

USD

2,671,567

(

35,408

)

LME

Copper

Base

Metal

13

10/2024

USD

3,150,488

(

39,644

)

LME

Copper

Base

Metal

18

10/2024

USD

4,368,582

(

47,881

)

LME

Copper

Base

Metal

25

10/2024

USD

6,064,275

(

157,372

)

LME

Lead

Base

Metal

1

10/2024

USD

51,645

167

LME

Lead

Base

Metal

2

10/2024

USD

103,075

(

6,406

)

LME

Lead

Base

Metal

2

10/2024

USD

103,312

1,157

LME

Lead

Base

Metal

2

10/2024

USD

102,879

(

6,589

)

LME

Lead

Base

Metal

2

10/2024

USD

102,604

(

8,152

)

LME

Lead

Base

Metal

2

10/2024

USD

102,839

(

7,899

)

188

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Lead

Base

Metal

2

10/2024

USD

$

103,243

$

(

1,837

)

LME

Lead

Base

Metal

3

10/2024

USD

154,700

(

9,990

)

LME

Lead

Base

Metal

4

10/2024

USD

205,835

(

12,476

)

LME

Lead

Base

Metal

5

10/2024

USD

257,879

(

12,534

)

LME

Nickel

Base

Metal

1

10/2024

USD

103,981

6,982

LME

Nickel

Base

Metal

9

10/2024

USD

932,596

(

5,681

)

LME

Nickel

Base

Metal

13

10/2024

USD

1,350,763

55,919

LME

Nickel

Base

Metal

14

10/2024

USD

1,452,532

1,810

LME

Nickel

Base

Metal

17

10/2024

USD

1,763,420

(

10,921

)

LME

Nickel

Base

Metal

20

10/2024

USD

2,078,456

113,724

LME

Zinc

Base

Metal

2

10/2024

USD

153,489

21,233

LME

Zinc

Base

Metal

2

10/2024

USD

153,344

15,338

LME

Zinc

Base

Metal

5

10/2024

USD

382,098

10,126

LME

Zinc

Base

Metal

5

10/2024

USD

382,930

17,121

LME

Zinc

Base

Metal

8

10/2024

USD

614,026

80,672

LME

Zinc

Base

Metal

12

10/2024

USD

920,289

114,280

LME

Zinc

Base

Metal

13

10/2024

USD

995,118

38,998

LME

Zinc

Base

Metal

13

10/2024

USD

997,562

129,448

LME

Zinc

Base

Metal

16

10/2024

USD

1,225,068

48,296

LME

Zinc

Base

Metal

21

10/2024

USD

1,607,093

40,705

MSCI

Singapore

Index

113

10/2024

SGD

3,019,195

(

8,432

)

Natural

Gas

5

10/2024

GBP

195,248

10,892

Natural

Gas

10

10/2024

EUR

312,925

14,707

OMXS30

Index

165

10/2024

SEK

4,266,002

114,163

Rapeseed

2

10/2024

EUR

52,318

835

SGX

FTSE

China

A50

Index

258

10/2024

USD

3,586,200

403,681

SGX

FTSE

Taiwan

Index

19

10/2024

USD

1,418,160

(

22,705

)

WTI

Crude

Oil

23

10/2024

USD

1,567,910

45,006

CBOE

Volatility

Index

1

11/2024

USD

18,098

(

993

)

Ethanol

5

11/2024

USD

331,800

10,180

EURO

STOXX

50

Volatility

Index

11

11/2024

EUR

22,408

1,039

Fcoj-a

2

11/2024

USD

138,315

(

7,624

)

Feeder

Cattle

3

11/2024

USD

367,350

3,609

Italian

Base

Electricity

2

11/2024

EUR

189,884

8,073

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

8,225

LME

Aluminum

Base

Metal

2

11/2024

USD

130,081

14,700

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

9,326

LME

Aluminum

Base

Metal

3

11/2024

USD

195,126

14,892

LME

Aluminum

Base

Metal

3

11/2024

USD

195,074

23,309

LME

Aluminum

Base

Metal

5

11/2024

USD

325,201

31,436

LME

Aluminum

Base

Metal

7

11/2024

USD

455,319

43,973

LME

Aluminum

Base

Metal

7

11/2024

USD

455,282

48,657

LME

Aluminum

Base

Metal

10

11/2024

USD

650,403

75,598

LME

Aluminum

Base

Metal

11

11/2024

USD

715,443

96,053

LME

Aluminum

Base

Metal

13

11/2024

USD

846,173

39,097

LME

Copper

Base

Metal

1

11/2024

USD

244,319

13,216

LME

Copper

Base

Metal

1

11/2024

USD

243,807

23,579

LME

Copper

Base

Metal

1

11/2024

USD

244,269

13,531

LME

Copper

Base

Metal

1

11/2024

USD

244,306

12,868

LME

Copper

Base

Metal

1

11/2024

USD

244,606

11,664

LME

Copper

Base

Metal

2

11/2024

USD

488,063

40,307

LME

Copper

Base

Metal

2

11/2024

USD

487,688

45,133

LME

Copper

Base

Metal

3

11/2024

USD

733,583

30,300

LME

Copper

Base

Metal

3

11/2024

USD

732,245

49,847

LME

Copper

Base

Metal

3

11/2024

USD

732,207

56,260

LME

Copper

Base

Metal

4

11/2024

USD

974,926

79,225

LME

Copper

Base

Metal

5

11/2024

USD

1,218,845

113,769

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

189

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

7

11/2024

USD

$

1,705,071

$

111,990

LME

Lead

Base

Metal

1

11/2024

USD

51,896

843

LME

Lead

Base

Metal

1

11/2024

USD

51,793

2,883

LME

Lead

Base

Metal

1

11/2024

USD

51,805

2,741

LME

Lead

Base

Metal

2

11/2024

USD

103,724

417

LME

Lead

Base

Metal

4

11/2024

USD

208,077

2,396

LME

Lead

Base

Metal

4

11/2024

USD

208,040

(

3,484

)

LME

Nickel

Base

Metal

1

11/2024

USD

104,639

2,302

LME

Nickel

Base

Metal

1

11/2024

USD

104,372

6,693

LME

Nickel

Base

Metal

1

11/2024

USD

104,274

6,262

LME

Nickel

Base

Metal

2

11/2024

USD

208,784

12,885

LME

Nickel

Base

Metal

3

11/2024

USD

313,235

18,154

LME

Nickel

Base

Metal

3

11/2024

USD

313,479

9,825

LME

Nickel

Base

Metal

3

11/2024

USD

313,058

20,604

LME

Nickel

Base

Metal

13

11/2024

USD

1,358,678

38,109

LME

Nickel

Base

Metal

18

11/2024

USD

1,884,244

52,716

LME

Zinc

Base

Metal

2

11/2024

USD

153,988

15,963

LME

Zinc

Base

Metal

2

11/2024

USD

153,676

23,622

LME

Zinc

Base

Metal

2

11/2024

USD

153,900

15,818

LME

Zinc

Base

Metal

2

11/2024

USD

153,929

19,067

LME

Zinc

Base

Metal

5

11/2024

USD

384,331

49,429

LME

Zinc

Base

Metal

6

11/2024

USD

462,452

39,741

LME

Zinc

Base

Metal

6

11/2024

USD

460,944

62,376

LME

Zinc

Base

Metal

7

11/2024

USD

539,413

49,012

LME

Zinc

Base

Metal

8

11/2024

USD

614,140

76,416

LME

Zinc

Base

Metal

9

11/2024

USD

691,670

112,235

LME

Zinc

Base

Metal

12

11/2024

USD

924,348

46,178

LME

Zinc

Base

Metal

17

11/2024

USD

1,309,642

101,879

LME

Zinc

Base

Metal

27

11/2024

USD

2,080,100

127,199

Robusta

Coffee

12

11/2024

USD

659,760

138,920

White

Sugar

5

11/2024

USD

144,375

15,105

100

oz

Gold

49

12/2024

USD

13,031,060

934,469

Australia

10

Year

Bond

35

12/2024

AUD

2,814,300

(

26,567

)

Canada

10

Year

Bond

7

12/2024

CAD

646,663

4,148

CBOE

Volatility

Index

1

12/2024

USD

17,993

(

768

)

Cocoa

16

12/2024

USD

1,235,520

130,824

Cocoa

88

12/2024

GBP

6,166,120

(

213,322

)

Coffee

'C'

36

12/2024

USD

3,648,375

380,938

Copper

82

12/2024

USD

9,333,650

619,085

Corn

73

12/2024

USD

1,550,338

53,682

Crude

Palm

Oil

43

12/2024

MYR

1,041,500

40,295

DAX

Index

11

12/2024

EUR

5,970,185

165,386

DJIA

CBOT

E-Mini

Index

34

12/2024

USD

7,249,310

167,301

ECX

Emission

2

12/2024

EUR

145,956

3,496

Euro

STOXX

50

Index

39

12/2024

EUR

2,183,666

58,999

EURO

STOXX

50

Volatility

Index

10

12/2024

EUR

19,202

131

Euro-Bobl

22

12/2024

EUR

2,939,451

13,006

Euro-BTP

70

12/2024

EUR

9,472,795

192,668

Euro-Bund

47

12/2024

EUR

7,057,705

54,251

Euro-Buxl

22

12/2024

EUR

3,338,381

9,471

Euro-OAT

57

12/2024

EUR

8,053,651

(

12,662

)

Euro-Schatz

2

12/2024

EUR

238,526

1,000

FTSE

100

Index

71

12/2024

GBP

7,867,730

(

68,840

)

FTSE/JSE

Top

40

Index

32

12/2024

ZAR

1,474,602

73,887

FTSE/MIB

Index

43

12/2024

EUR

8,149,811

93,870

KOSPI

200

Index

4

12/2024

KRW

266,040

(

5,451

)

Lean

Hogs

26

12/2024

USD

762,060

6,609

190

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

Live

Cattle

41

12/2024

USD

$

3,030,720

$

25,474

LME

Aluminum

Base

Metal

1

12/2024

USD

65,328

1,957

LME

Aluminum

Base

Metal

3

12/2024

USD

195,398

15,989

LME

Aluminum

Base

Metal

3

12/2024

USD

195,985

8,776

LME

Aluminum

Base

Metal

4

12/2024

USD

260,856

26,344

LME

Aluminum

Base

Metal

5

12/2024

USD

326,311

24,546

LME

Aluminum

Base

Metal

5

12/2024

USD

326,391

21,876

LME

Aluminum

Base

Metal

6

12/2024

USD

391,380

38,637

LME

Aluminum

Base

Metal

6

12/2024

USD

390,834

33,916

LME

Aluminum

Base

Metal

7

12/2024

USD

457,013

(

486

)

LME

Aluminum

Base

Metal

7

12/2024

USD

456,104

40,633

LME

Aluminum

Base

Metal

8

12/2024

USD

521,970

47,546

LME

Aluminum

Base

Metal

13

12/2024

USD

848,526

(

9,238

)

LME

Aluminum

Base

Metal

13

12/2024

USD

848,205

20,818

LME

Aluminum

Base

Metal

42

12/2024

USD

2,743,787

41,376

LME

Copper

Base

Metal

1

12/2024

USD

245,725

(

2,853

)

LME

Copper

Base

Metal

1

12/2024

USD

245,340

14,215

LME

Copper

Base

Metal

1

12/2024

USD

244,935

19,732

LME

Copper

Base

Metal

1

12/2024

USD

244,881

20,945

LME

Copper

Base

Metal

1

12/2024

USD

244,988

17,736

LME

Copper

Base

Metal

2

12/2024

USD

490,579

28,721

LME

Copper

Base

Metal

15

12/2024

USD

3,682,631

217,376

LME

Lead

Base

Metal

1

12/2024

USD

52,186

2,409

LME

Lead

Base

Metal

4

12/2024

USD

209,190

1,679

LME

Nickel

Base

Metal

1

12/2024

USD

104,966

6,503

LME

Nickel

Base

Metal

2

12/2024

USD

209,638

18,717

LME

Nickel

Base

Metal

3

12/2024

USD

314,916

18,897

LME

Nickel

Base

Metal

4

12/2024

USD

419,085

34,681

LME

Nickel

Base

Metal

5

12/2024

USD

523,916

44,891

LME

Nickel

Base

Metal

6

12/2024

USD

628,583

42,640

LME

Nickel

Base

Metal

13

12/2024

USD

1,364,481

112,350

LME

Zinc

Base

Metal

1

12/2024

USD

77,095

8,296

LME

Zinc

Base

Metal

2

12/2024

USD

154,475

(

42

)

LME

Zinc

Base

Metal

2

12/2024

USD

154,600

8,067

LME

Zinc

Base

Metal

2

12/2024

USD

154,442

4,511

LME

Zinc

Base

Metal

2

12/2024

USD

154,139

14,323

LME

Zinc

Base

Metal

2

12/2024

USD

154,485

8,670

LME

Zinc

Base

Metal

3

12/2024

USD

231,847

12,209

LME

Zinc

Base

Metal

29

12/2024

USD

2,242,200

140,082

Long

Gilt

14

12/2024

GBP

1,845,526

(

6,464

)

MSCI

EAFE

Index

35

12/2024

USD

4,353,650

80,114

MSCI

Emerging

Markets

Index

125

12/2024

USD

7,329,375

448,989

NASDAQ

100

E-Mini

Index

11

12/2024

USD

4,457,475

90,197

Nikkei

225

Index

3

12/2024

JPY

792,138

165

Russell

2000

E-Mini

Index

44

12/2024

USD

4,948,240

189,069

S&P

500

E-Mini

Index

24

12/2024

USD

6,977,100

146,288

S&P

Midcap

400

E-Mini

Index

16

12/2024

USD

5,037,760

147,342

S&P/TSX

60

Index

72

12/2024

CAD

15,379,023

175,050

Silver

4

12/2024

USD

629,160

(

10,624

)

SPI

200

Index

60

12/2024

AUD

8,613,530

101,444

TOPIX

Index

2

12/2024

JPY

368,412

2,276

U.S.

Treasury

10

Year

Note

39

12/2024

USD

4,460,016

(

33,287

)

U.S.

Treasury

2

Year

Note

34

12/2024

USD

7,081,031

(

7,136

)

U.S.

Treasury

5

Year

Note

73

12/2024

USD

8,026,008

(

21,354

)

U.S.

Treasury

Long

Bond

52

12/2024

USD

6,465,875

(

56,986

)

U.S.

Treasury

Ultra

Bond

25

12/2024

USD

3,332,031

(

37,010

)

UK

Allowances

Carbon

Dioxide

Emissions

10

12/2024

GBP

487,318

(

108,235

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

191

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

Wheat

20

12/2024

USD

$

584,000

$

18,299

CBOE

Volatility

Index

1

1/2025

USD

18,551

(

900

)

Platinum

42

1/2025

USD

2,081,310

3,862

Rapeseed

2

1/2025

EUR

53,403

354

Robusta

Coffee

2

1/2025

USD

104,500

815

Sugar

No.

11

105

2/2025

USD

2,642,472

(

61,357

)

3

Month

Euro

Euribor

27

3/2025

EUR

7,341,322

19,820

90-Day

Australian

Bank

Bill

45

3/2025

AUD

30,815,178

(

742

)

90-Day

New

Zealand

Bill

32

3/2025

NZD

20,139,899

18,352

3

Month

CORRA

274

6/2025

CAD

49,225,590

138,356

3

Month

Euro

Euribor

92

6/2025

EUR

25,094,241

119,439

3

Month

SARON

53

6/2025

CHF

15,583,447

17,695

3

Month

SOFR

44

6/2025

USD

10,612,800

44,246

3

Month

SONIA

49

6/2025

GBP

15,717,619

10,722

90-Day

Australian

Bank

Bill

70

6/2025

AUD

47,968,696

11,994

90-Day

New

Zealand

Bill

28

6/2025

NZD

17,641,372

14,849

3

Month

CORRA

164

9/2025

CAD

29,531,702

98,992

3

Month

Euro

Euribor

126

9/2025

EUR

34,413,784

97,867

3

Month

SARON

29

9/2025

CHF

8,535,358

32,458

3

Month

SOFR

61

9/2025

USD

14,760,475

67,016

3

Month

SONIA

40

9/2025

GBP

12,874,160

34,135

90-Day

Australian

Bank

Bill

106

9/2025

AUD

72,668,503

37,162

90-Day

New

Zealand

Bill

24

9/2025

NZD

15,131,537

3,506

3

Month

CORRA

86

12/2025

CAD

15,499,649

42,279

3

Month

Euro

Euribor

69

12/2025

EUR

18,852,364

93,473

3

Month

SARON

32

12/2025

CHF

9,422,107

17,618

3

Month

SOFR

67

12/2025

USD

16,237,450

(

1,829

)

3

Month

SONIA

67

12/2025

GBP

21,603,407

52,236

90-Day

Australian

Bank

Bill

55

12/2025

AUD

37,714,577

3,286

3

Month

CORRA

69

3/2026

CAD

12,440,867

8,822

3

Month

Euro

Euribor

75

3/2026

EUR

20,487,526

96,617

3

Month

SARON

19

3/2026

CHF

5,595,218

10,056

3

Month

SOFR

28

3/2026

USD

6,790,350

7,286

3

Month

SONIA

40

3/2026

GBP

12,908,921

47,681

3

Month

Euro

Euribor

80

6/2026

EUR

21,844,456

91,571

3

Month

SOFR

29

6/2026

USD

7,034,675

7,431

3

Month

SONIA

42

6/2026

GBP

13,557,876

40,483

3

Month

Euro

Euribor

82

9/2026

EUR

22,379,157

23,945

3

Month

SOFR

31

9/2026

USD

7,519,438

7,382

3

Month

SONIA

43

9/2026

GBP

13,880,683

31,990

3

Month

SOFR

33

12/2026

USD

8,002,500

(

10,580

)

3

Month

SONIA

41

12/2026

GBP

13,234,385

(

5,335

)

Total

of

long

contracts

10,660,702

Short

Contracts

EURO

STOXX

50

Volatility

Index

(

24

)

10/2024

EUR

(

50,893

)

419

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,427

)

(

3,692

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,413

)

(

3,216

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

260,000

)

(

29,206

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

260,012

)

(

31,895

)

LME

Aluminum

Base

Metal

(

9

)

10/2024

USD

(

586,519

)

(

50,576

)

LME

Aluminum

Base

Metal

(

9

)

10/2024

USD

(

585,140

)

(

75,943

)

LME

Aluminum

Base

Metal

(

10

)

10/2024

USD

(

650,185

)

(

94,202

)

LME

Aluminum

Base

Metal

(

11

)

10/2024

USD

(

715,237

)

(

86,664

)

LME

Aluminum

Base

Metal

(

11

)

10/2024

USD

(

720,283

)

(

40,711

)

LME

Aluminum

Base

Metal

(

13

)

10/2024

USD

(

850,064

)

(

30,347

)

LME

Aluminum

Base

Metal

(

26

)

10/2024

USD

(

1,698,613

)

(

131,240

)

LME

Aluminum

Base

Metal

(

27

)

10/2024

USD

(

1,761,554

)

(

46,460

)

192

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

37

)

10/2024

USD

$

(

2,418,533

)

$

(

76,368

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,460

)

(

17,581

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

487,001

)

(

38,872

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

486,281

)

(

24,199

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

727,969

)

9,536

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

728,790

)

(

4,448

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

730,623

)

(

42,884

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

729,695

)

(

43,253

)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

971,832

)

(

24,792

)

LME

Copper

Base

Metal

(

5

)

10/2024

USD

(

1,213,069

)

29,112

LME

Copper

Base

Metal

(

11

)

10/2024

USD

(

2,671,567

)

37,890

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,150,488

)

35,813

LME

Copper

Base

Metal

(

18

)

10/2024

USD

(

4,368,582

)

35,971

LME

Copper

Base

Metal

(

25

)

10/2024

USD

(

6,064,275

)

159,557

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,645

)

(

258

)

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,879

)

6,573

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,604

)

8,017

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,075

)

6,560

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,243

)

1,807

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,839

)

7,772

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,312

)

(

1,240

)

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

154,700

)

11,062

LME

Lead

Base

Metal

(

4

)

10/2024

USD

(

205,835

)

12,827

LME

Lead

Base

Metal

(

5

)

10/2024

USD

(

257,879

)

12,282

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,981

)

(

6,604

)

LME

Nickel

Base

Metal

(

9

)

10/2024

USD

(

932,596

)

5,105

LME

Nickel

Base

Metal

(

13

)

10/2024

USD

(

1,350,763

)

(

52,180

)

LME

Nickel

Base

Metal

(

14

)

10/2024

USD

(

1,452,532

)

(

3,323

)

LME

Nickel

Base

Metal

(

17

)

10/2024

USD

(

1,763,420

)

10,305

LME

Nickel

Base

Metal

(

20

)

10/2024

USD

(

2,078,456

)

(

113,828

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,344

)

(

16,563

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,489

)

(

21,813

)

LME

Zinc

Base

Metal

(

5

)

10/2024

USD

(

382,098

)

(

10,612

)

LME

Zinc

Base

Metal

(

5

)

10/2024

USD

(

382,930

)

(

17,845

)

LME

Zinc

Base

Metal

(

8

)

10/2024

USD

(

614,026

)

(

76,804

)

LME

Zinc

Base

Metal

(

12

)

10/2024

USD

(

920,289

)

(

112,746

)

LME

Zinc

Base

Metal

(

13

)

10/2024

USD

(

995,118

)

(

40,865

)

LME

Zinc

Base

Metal

(

13

)

10/2024

USD

(

997,562

)

(

133,185

)

LME

Zinc

Base

Metal

(

16

)

10/2024

USD

(

1,225,068

)

(

58,016

)

LME

Zinc

Base

Metal

(

21

)

10/2024

USD

(

1,607,093

)

(

41,081

)

Natural

Gas

(

69

)

10/2024

USD

(

2,016,870

)

(

218,726

)

NY

Harbor

ULSD

(

79

)

10/2024

USD

(

7,148,299

)

(

105,952

)

RBOB

Gasoline

(

24

)

10/2024

USD

(

1,950,581

)

(

38,470

)

Canola

(

54

)

11/2024

CAD

(

482,165

)

(

23,409

)

French

Base

Electricity

(

1

)

11/2024

EUR

(

63,701

)

1,165

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

8,357

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,081

)

(

14,677

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,126

)

(

14,585

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,121

)

(

10,103

)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

(

195,074

)

(

24,064

)

LME

Aluminum

Base

Metal

(

5

)

11/2024

USD

(

325,201

)

(

31,474

)

LME

Aluminum

Base

Metal

(

7

)

11/2024

USD

(

455,282

)

(

49,292

)

LME

Aluminum

Base

Metal

(

7

)

11/2024

USD

(

455,319

)

(

43,920

)

LME

Aluminum

Base

Metal

(

10

)

11/2024

USD

(

650,403

)

(

76,562

)

LME

Aluminum

Base

Metal

(

11

)

11/2024

USD

(

715,443

)

(

91,088

)

LME

Aluminum

Base

Metal

(

13

)

11/2024

USD

(

846,173

)

(

40,736

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,319

)

(

13,340

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

193

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

$

(

244,306

)

$

(

12,596

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,606

)

(

10,859

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,269

)

(

13,746

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,807

)

(

23,775

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,063

)

(

41,068

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

487,688

)

(

45,664

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

732,245

)

(

51,377

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

733,583

)

(

29,369

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

732,207

)

(

56,196

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

974,926

)

(

85,589

)

LME

Copper

Base

Metal

(

5

)

11/2024

USD

(

1,218,845

)

(

112,516

)

LME

Copper

Base

Metal

(

7

)

11/2024

USD

(

1,705,071

)

(

110,563

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,896

)

(

799

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,805

)

(

2,757

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,793

)

(

2,850

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,724

)

(

479

)

LME

Lead

Base

Metal

(

4

)

11/2024

USD

(

208,077

)

(

1,488

)

LME

Lead

Base

Metal

(

4

)

11/2024

USD

(

208,040

)

2,749

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,274

)

(

6,297

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,639

)

(

2,798

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,372

)

(

5,975

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

208,784

)

(

13,370

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

313,058

)

(

21,750

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

313,479

)

(

10,834

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

313,235

)

(

18,942

)

LME

Nickel

Base

Metal

(

13

)

11/2024

USD

(

1,358,678

)

(

42,077

)

LME

Nickel

Base

Metal

(

18

)

11/2024

USD

(

1,884,244

)

(

36,201

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,900

)

(

15,705

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,929

)

(

18,935

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,988

)

(

15,694

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,676

)

(

24,169

)

LME

Zinc

Base

Metal

(

5

)

11/2024

USD

(

384,331

)

(

48,214

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

462,452

)

(

39,919

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

460,944

)

(

67,567

)

LME

Zinc

Base

Metal

(

7

)

11/2024

USD

(

539,413

)

(

49,434

)

LME

Zinc

Base

Metal

(

8

)

11/2024

USD

(

614,140

)

(

76,082

)

LME

Zinc

Base

Metal

(

9

)

11/2024

USD

(

691,670

)

(

113,319

)

LME

Zinc

Base

Metal

(

12

)

11/2024

USD

(

924,348

)

(

44,784

)

LME

Zinc

Base

Metal

(

17

)

11/2024

USD

(

1,309,642

)

(

109,068

)

LME

Zinc

Base

Metal

(

27

)

11/2024

USD

(

2,080,100

)

(

126,703

)

Low

Sulphur

Gasoil

(

114

)

11/2024

USD

(

7,526,850

)

(

150,914

)

Mont

Belvieu

Propane

(

10

)

11/2024

USD

(

311,149

)

(

15,841

)

SGX

Iron

Ore

(

77

)

11/2024

USD

(

845,537

)

(

107,990

)

Soybean

(

36

)

11/2024

USD

(

1,902,600

)

(

165,420

)

Australia

3

Year

Bond

(

67

)

12/2024

AUD

(

4,961,854

)

8,520

Cotton

No.

2

(

45

)

12/2024

USD

(

1,656,225

)

(

53,000

)

Crude

Oil

(

2

)

12/2024

USD

(

140,840

)

(

1,267

)

French

Base

Electricity

(

1

)

12/2024

EUR

(

698,283

)

(

5,994

)

French

Base

Electricity

(

1

)

12/2024

EUR

(

216,825

)

10,561

Japan

10

Year

Bond

(

4

)

12/2024

JPY

(

4,022,682

)

(

1,929

)

KC

HRW

Wheat

(

47

)

12/2024

USD

(

1,371,813

)

(

21,575

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,328

)

(

2,266

)

LME

Aluminum

Base

Metal

(

3

)

12/2024

USD

(

195,398

)

(

16,040

)

LME

Aluminum

Base

Metal

(

3

)

12/2024

USD

(

195,985

)

(

6,936

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

260,856

)

(

27,233

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,391

)

(

21,676

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,311

)

(

24,770

)

194

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

6

)

12/2024

USD

$

(

390,834

)

$

(

33,124

)

LME

Aluminum

Base

Metal

(

6

)

12/2024

USD

(

391,380

)

(

40,043

)

LME

Aluminum

Base

Metal

(

7

)

12/2024

USD

(

456,104

)

(

41,438

)

LME

Aluminum

Base

Metal

(

7

)

12/2024

USD

(

457,013

)

(

283

)

LME

Aluminum

Base

Metal

(

8

)

12/2024

USD

(

521,970

)

(

49,212

)

LME

Aluminum

Base

Metal

(

13

)

12/2024

USD

(

848,526

)

8,866

LME

Aluminum

Base

Metal

(

13

)

12/2024

USD

(

848,205

)

(

25,843

)

LME

Aluminum

Base

Metal

(

53

)

12/2024

USD

(

3,462,397

)

(

276,498

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,509

)

(

17,841

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,340

)

(

14,267

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,881

)

(

20,634

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,935

)

(

19,172

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,988

)

(

17,259

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,725

)

4,567

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

490,579

)

(

27,584

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,186

)

(

2,446

)

LME

Lead

Base

Metal

(

16

)

12/2024

USD

(

836,760

)

(

2,783

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,966

)

(

6,855

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,638

)

(

18,244

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,916

)

(

18,428

)

LME

Nickel

Base

Metal

(

4

)

12/2024

USD

(

419,085

)

(

36,055

)

LME

Nickel

Base

Metal

(

5

)

12/2024

USD

(

523,916

)

(

44,681

)

LME

Nickel

Base

Metal

(

6

)

12/2024

USD

(

628,583

)

(

41,381

)

LME

Nickel

Base

Metal

(

42

)

12/2024

USD

(

4,408,324

)

(

122,653

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,095

)

(

8,397

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,475

)

277

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,442

)

(

4,128

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,139

)

(

14,645

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,600

)

(

6,205

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,485

)

(

9,261

)

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,847

)

(

14,731

)

LME

Zinc

Base

Metal

(

24

)

12/2024

USD

(

1,855,614

)

(

94,560

)

Milling

Wheat

No.

2

(

71

)

12/2024

EUR

(

878,261

)

23,293

Palladium

(

12

)

12/2024

USD

(

1,200,240

)

(

61,602

)

Phelix

De

Base

Electricity

(

1

)

12/2024

EUR

(

227,015

)

(

2,642

)

Phelix

De

Base

Electricity

(

1

)

12/2024

EUR

(

850,499

)

(

3,653

)

Red

Wheat

(

21

)

12/2024

USD

(

652,838

)

(

13,607

)

Soybean

Meal

(

67

)

12/2024

USD

(

2,288,720

)

(

224,499

)

Soybean

Oil

(

68

)

12/2024

USD

(

1,767,048

)

(

93,824

)

Aluminum

(

1

)

1/2025

USD

(

64,119

)

(

2,355

)

Total

of

short

contracts

(

5,520,873

)

Net

unrealized

appreciation

$

5,139,829

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

10,619,500

USD

7,219,172

CITI

12/18/2024

$

128,478

AUD

10,619,500

USD

7,219,136

JPMC

12/18/2024

128,515

BRL

15,869,958

USD

2,860,555

CITI

**

12/18/2024

25,975

BRL

15,869,958

USD

2,860,541

JPMC

**

12/18/2024

25,989

CHF

682,900

USD

813,559

CITI

12/18/2024

388

CHF

682,900

USD

813,555

JPMC

12/18/2024

392

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

195

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

CLP

950,000,000

USD

1,032,525

CITI

**

12/18/2024

$

23,214

CLP

950,000,000

USD

1,032,520

JPMC

**

12/18/2024

23,218

CNY

7,431,000

USD

1,057,128

CITI

**

12/18/2024

10,133

CNY

7,431,000

USD

1,057,123

JPMC

**

12/18/2024

10,139

EUR

5,187,500

USD

5,760,495

CITI

12/18/2024

32,384

EUR

5,187,500

USD

5,760,466

JPMC

12/18/2024

32,413

GBP

12,393,998

USD

16,333,916

CITI

12/18/2024

233,321

GBP

12,394,002

USD

16,333,840

JPMC

12/18/2024

233,403

IDR

8,500,000,000

USD

552,758

CITI

**

12/18/2024

5,199

IDR

8,500,000,000

USD

552,755

JPMC

**

12/18/2024

5,202

INR

1,620,991,016

USD

19,237,002

CITI

**

12/18/2024

33,674

INR

1,620,991,016

USD

19,236,906

JPMC

**

12/18/2024

33,771

JPY

1,761,482,570

USD

12,335,006

CITI

12/18/2024

53,279

JPY

1,761,482,570

USD

12,334,945

JPMC

12/18/2024

53,341

KRW

5,057,830,430

USD

3,824,918

CITI

**

12/18/2024

25,284

KRW

5,057,830,431

USD

3,824,899

JPMC

**

12/18/2024

25,303

NOK

19,000,000

USD

1,794,286

CITI

12/18/2024

6,910

NOK

19,000,000

USD

1,794,277

JPMC

12/18/2024

6,918

NZD

7,486,000

USD

4,649,741

CITI

12/18/2024

106,722

NZD

7,486,000

USD

4,649,718

JPMC

12/18/2024

106,745

PEN

2,856,000

USD

757,409

CITI

**

12/18/2024

12,437

PEN

2,856,000

USD

757,406

JPMC

**

12/18/2024

12,440

PHP

71,321,124

USD

1,265,397

CITI

**

12/18/2024

4,882

PHP

71,321,124

USD

1,265,500

JPMC

**

12/18/2024

4,779

PLN

14,268,762

USD

3,685,391

CITI

12/18/2024

12,783

PLN

14,268,762

USD

3,685,372

JPMC

12/18/2024

12,802

SEK

97,500,000

USD

9,577,390

CITI

12/18/2024

60,301

SEK

97,500,000

USD

9,577,342

JPMC

12/18/2024

60,348

SGD

9,686,168

USD

7,472,421

CITI

12/18/2024

93,337

SGD

9,686,168

USD

7,472,296

JPMC

12/18/2024

93,462

THB

193,000,000

USD

5,744,770

CITI

12/18/2024

284,406

THB

193,000,000

USD

5,744,741

JPMC

12/18/2024

284,435

TWD

221,994,799

USD

7,046,235

CITI

**

12/18/2024

33,877

TWD

221,994,799

USD

7,046,200

JPMC

**

12/18/2024

33,911

USD

2,044,905

CAD

2,747,375

CITI

12/18/2024

9,382

USD

2,044,915

CAD

2,747,375

JPMC

12/18/2024

9,392

USD

409,009

CHF

341,660

CITI

12/18/2024

1,785

USD

409,011

CHF

341,660

JPMC

12/18/2024

1,786

USD

2,359,633

CZK

53,056,800

CITI

12/18/2024

12,394

USD

2,359,645

CZK

53,056,800

JPMC

12/18/2024

12,406

USD

13,746,852

EUR

12,258,796

CITI

12/18/2024

57,459

USD

13,746,921

EUR

12,258,796

JPMC

12/18/2024

57,527

USD

1,588,135

GBP

1,187,000

CITI

12/18/2024

1,455

USD

1,588,143

GBP

1,187,000

JPMC

12/18/2024

1,462

USD

14,394,500

JPY

2,040,000,000

CITI

12/18/2024

47,437

USD

14,394,572

JPY

2,040,000,000

JPMC

12/18/2024

47,509

USD

2,059,634

MXN

40,619,498

CITI

12/18/2024

21,533

USD

2,059,644

MXN

40,619,498

JPMC

12/18/2024

21,543

USD

2,240,611

NOK

23,547,437

CITI

12/18/2024

8,318

USD

2,240,622

NOK

23,547,437

JPMC

12/18/2024

8,330

ZAR

154,585,000

USD

8,640,487

CITI

12/18/2024

247,596

ZAR

154,585,000

USD

8,640,444

JPMC

12/18/2024

247,640

Total

unrealized

appreciation

3,189,464

AUD

893,000

USD

618,649

CITI

12/18/2024

(

781

)

AUD

893,000

USD

618,646

JPMC

12/18/2024

(

778

)

BRL

3,538,042

USD

644,586

CITI

**

12/18/2024

(

1,065

)

BRL

3,538,042

USD

644,583

JPMC

**

12/18/2024

(

1,062

)

CAD

14,170,000

USD

10,532,245

CITI

12/18/2024

(

33,730

)

196

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

CAD

14,170,000

USD

10,532,192

JPMC

12/18/2024

$

(

33,678

)

CHF

841,600

USD

1,005,568

CITI

12/18/2024

(

2,467

)

CHF

841,600

USD

1,005,563

JPMC

12/18/2024

(

2,462

)

CLP

650,000,000

USD

726,355

CITI

**

12/18/2024

(

4,008

)

CLP

650,000,000

USD

726,351

JPMC

**

12/18/2024

(

4,003

)

CNY

22,196,000

USD

3,191,279

CITI

**

12/18/2024

(

3,424

)

CNY

22,196,000

USD

3,191,263

JPMC

**

12/18/2024

(

3,409

)

COP

13,415,202,996

USD

3,229,912

CITI

**

12/18/2024

(

71,920

)

COP

13,415,202,996

USD

3,229,896

JPMC

**

12/18/2024

(

71,903

)

EUR

7,303,500

USD

8,173,399

CITI

12/18/2024

(

17,583

)

EUR

7,303,500

USD

8,173,358

JPMC

12/18/2024

(

17,542

)

HUF

2,111,847,484

USD

5,946,725

CITI

12/18/2024

(

45,735

)

HUF

2,111,847,484

USD

5,946,695

JPMC

12/18/2024

(

45,706

)

IDR

7,000,000,000

USD

462,421

CITI

**

12/18/2024

(

2,927

)

IDR

7,000,000,000

USD

462,419

JPMC

**

12/18/2024

(

2,925

)

ILS

21,444,000

USD

5,822,838

CITI

12/18/2024

(

56,749

)

ILS

21,444,000

USD

5,822,809

JPMC

12/18/2024

(

56,720

)

INR

1,090,000,000

USD

12,983,581

CITI

**

12/18/2024

(

25,435

)

INR

1,090,000,000

USD

12,983,516

JPMC

**

12/18/2024

(

25,370

)

JPY

2,377,160,856

USD

16,940,730

CITI

12/18/2024

(

222,458

)

JPY

2,377,160,856

USD

16,940,646

JPMC

12/18/2024

(

222,373

)

KRW

585,943,477

USD

446,166

CITI

**

12/18/2024

(

124

)

KRW

585,943,476

USD

446,163

JPMC

**

12/18/2024

(

122

)

NOK

16,000,000

USD

1,524,509

CITI

12/18/2024

(

7,712

)

NOK

16,000,000

USD

1,524,501

JPMC

12/18/2024

(

7,703

)

PHP

93,045,876

USD

1,664,935

CITI

**

12/18/2024

(

7,721

)

PHP

93,045,876

USD

1,664,873

JPMC

**

12/18/2024

(

7,660

)

PLN

19,286,761

USD

5,018,978

CITI

12/18/2024

(

20,239

)

PLN

19,286,762

USD

5,018,953

JPMC

12/18/2024

(

20,214

)

SGD

3,327,000

USD

2,601,959

CITI

12/18/2024

(

3,276

)

SGD

3,327,000

USD

2,601,946

JPMC

12/18/2024

(

3,263

)

TWD

57,622,658

USD

1,846,477

CITI

**

12/18/2024

(

8,710

)

TWD

57,622,658

USD

1,846,468

JPMC

**

12/18/2024

(

8,700

)

USD

2,119,904

AUD

3,169,000

CITI

12/18/2024

(

72,733

)

USD

2,119,914

AUD

3,169,000

JPMC

12/18/2024

(

72,722

)

USD

4,003,192

BRL

22,311,389

CITI

**

12/18/2024

(

54,947

)

USD

4,003,212

BRL

22,311,389

JPMC

**

12/18/2024

(

54,927

)

USD

8,608,300

CAD

11,670,000

CITI

12/18/2024

(

37,972

)

USD

8,608,343

CAD

11,670,000

JPMC

12/18/2024

(

37,928

)

USD

464,236

CHF

390,375

CITI

12/18/2024

(

1,052

)

USD

464,238

CHF

390,375

JPMC

12/18/2024

(

1,048

)

USD

898,434

CLP

826,108,769

CITI

**

12/18/2024

(

19,624

)

USD

898,439

CLP

826,108,769

JPMC

**

12/18/2024

(

19,619

)

USD

4,764,350

CNY

33,560,125

CITI

**

12/18/2024

(

55,654

)

USD

4,764,373

CNY

33,560,125

JPMC

**

12/18/2024

(

55,630

)

USD

586,295

CZK

13,264,200

CITI

12/18/2024

(

515

)

USD

586,297

CZK

13,264,200

JPMC

12/18/2024

(

512

)

USD

23,548,992

EUR

21,141,010

CITI

12/18/2024

(

59,166

)

USD

23,549,110

EUR

21,141,010

JPMC

12/18/2024

(

59,048

)

USD

2,227,935

GBP

1,676,498

CITI

12/18/2024

(

13,064

)

USD

2,227,952

GBP

1,676,502

JPMC

12/18/2024

(

13,053

)

USD

76,387

IDR

1,185,649,844

CITI

**

12/18/2024

(

1,442

)

USD

76,387

IDR

1,185,649,844

JPMC

**

12/18/2024

(

1,441

)

USD

979,770

JPY

140,000,000

CITI

12/18/2024

(

4,832

)

USD

979,775

JPY

140,000,000

JPMC

12/18/2024

(

4,828

)

USD

2,015,317

MXN

40,619,498

CITI

12/18/2024

(

22,785

)

USD

2,015,327

MXN

40,619,498

JPMC

12/18/2024

(

22,774

)

USD

1,112,989

NOK

11,773,718

CITI

12/18/2024

(

3,157

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

197

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

1,112,994

NOK

11,773,718

JPMC

12/18/2024

$

(

3,152

)

USD

9,806,943

NZD

15,714,493

CITI

12/18/2024

(

177,749

)

USD

9,806,992

NZD

15,714,493

JPMC

12/18/2024

(

177,700

)

USD

2,890,058

PEN

10,848,907

CITI

**

12/18/2024

(

34,307

)

USD

2,890,072

PEN

10,848,907

JPMC

**

12/18/2024

(

34,293

)

USD

2,111,687

SEK

21,500,000

CITI

12/18/2024

(

13,547

)

USD

2,111,698

SEK

21,500,000

JPMC

12/18/2024

(

13,537

)

USD

477,469

THB

16,125,000

CITI

12/18/2024

(

26,264

)

USD

477,471

THB

16,125,000

JPMC

12/18/2024

(

26,262

)

ZAR

69,500,000

USD

4,012,831

CITI

12/18/2024

(

16,830

)

ZAR

69,500,000

USD

4,012,811

JPMC

12/18/2024

(

16,811

)

Total

unrealized

depreciation

(

2,302,582

)

Net

unrealized

appreciation

$

886,882

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

short

equity

positions

and

pays

or

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.03%),

which

is

denominated

in

CAD

based

on

the

local

currencies

of

the

positions

within

the

swap.

60

months

maturity

08/10/2029

$–

$–

$–

$–

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

SONIA

plus

or

minus

a

specified

spread

(-0.03%

to

0.03%),

which

is

denominated

in

GBP

based

on

the

local

currencies

of

the

positions

within

the

swap.

25-61

months

maturity

ranging

from

09/21/2026

-

09/21/2029

$756

$(16,251)

$(7,954)

$(24,205)

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

short

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.25%

to

0.00%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

8-13

months

maturity

ranging

from

10/09/2024

-

05/14/2025

$113,941

$(5,399)

$(439)

$(5,838)

198

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

107.1%

COMMON

STOCKS

-

54.1%

Australia

-

0

.8

%

AGL

Energy

Ltd.

(2)

11,550

94,368

BHP

Group

Ltd.

(2)(a)

6,921

214,870

BlueScope

Steel

Ltd.

(2)

44,737

682,908

Computershare

Ltd.

(2)(a)

1,396

24,336

Evolution

Mining

Ltd.

(2)

90,465

288,218

Harvey

Norman

Holdings

Ltd.

(2)

25,082

85,541

Incitec

Pivot

Ltd.

(2)

19,900

42,591

JB

Hi-Fi

Ltd.

(2)

13,489

742,391

Origin

Energy

Ltd.

(2)

4,691

32,495

Pro

Medicus

Ltd.

(2)

5,113

629,331

Qantas

Airways

Ltd.

(2)*

100,214

511,542

QBE

Insurance

Group

Ltd.

(2)

5,221

59,616

South32

Ltd.

(2)

23,153

59,385

Suncorp

Group

Ltd.

(2)

4,054

50,623

Westpac

Banking

Corp.

(2)(a)

31,275

683,438

Whitehaven

Coal

Ltd.

(2)

5,563

27,589

4,229,242

Belgium

-

0

.1

%

Ageas

SA/NV

(2)

5,523

294,702

Anheuser-Busch

InBev

SA/NV

(2)

(a)

212

14,049

Proximus

SADP

59,345

462,419

771,170

Canada

-

1

.4

%

Agnico

Eagle

Mines

Ltd.

(a)

4,732

381,198

AtkinsRealis

Group,

Inc.

7,285

295,989

Barrick

Gold

Corp.

47,836

951,450

CCL

Industries,

Inc.,

Class

B

4,756

289,942

Cenovus

Energy,

Inc.

52,426

876,835

Empire

Co.

Ltd.,

Class

A

2,237

68,361

Fairfax

Financial

Holdings

Ltd.

507

640,163

iA

Financial

Corp.,

Inc.

1,700

140,907

Imperial

Oil

Ltd.

2,771

194,950

Kinross

Gold

Corp.

41,383

387,684

Magna

International,

Inc.

2,524

103,539

Manulife

Financial

Corp.

2,750

81,273

Nutrien

Ltd.

1,186

56,991

Open

Text

Corp.

15,284

508,770

Pan

American

Silver

Corp.

9,628

201,039

Parkland

Corp.

5,876

151,457

Shopify,

Inc.,

Class

A

*

15,713

1,258,830

Suncor

Energy,

Inc.

25,973

958,684

TFI

International,

Inc.

1,036

141,905

West

Fraser

Timber

Co.

Ltd.

2,200

214,347

Whitecap

Resources,

Inc.

2,945

21,993

7,926,307

China

-

0

.3

%

NXP

Semiconductors

NV

(a)(b)

5,184

1,244,212

Prosus

NV

*

14,030

613,143

1,857,355

INVESTMENTS

SHARES

VALUE

($)

Denmark

-

0

.2

%

AP

Moller

-

Maersk

A/S,

Class

B

(2)

133

223,810

Danske

Bank

A/S

(2)

13,111

394,362

ISS

A/S

(2)

24,102

481,028

Novo

Nordisk

A/S,

Class

B

(2)(a)

596

70,692

Vestas

Wind

Systems

A/S

(2)*

3,294

72,480

1,242,372

Finland

-

0

.2

%

Fortum

OYJ

(2)(a)(b)

20,936

344,508

Nordea

Bank

Abp

(2)

31,465

371,452

Valmet

OYJ

(2)

1,683

53,985

Wartsila

OYJ

Abp

(2)

6,269

140,279

910,224

France

-

1

.1

%

Alstom

SA

(2)*(a)(b)

26,245

545,288

BNP

Paribas

SA

(2)(a)

2,190

150,282

Carrefour

SA

(2)

2,467

42,066

Cie

de

Saint-Gobain

SA

(2)

11,170

1,018,732

Credit

Agricole

SA

(2)

33,733

515,875

Dassault

Aviation

SA

(2)

1,094

225,898

Eiffage

SA

(2)

222

21,438

Engie

SA

(2)(a)

2,914

50,390

Ipsen

SA

(2)

244

30,056

Renault

SA

(2)

10,033

436,163

Rexel

SA

(2)

12,437

360,508

Societe

Generale

SA

(2)

70,724

1,762,390

TotalEnergies

SE

(2)(a)

13,901

902,666

Valeo

SE

(2)

3,286

39,761

6,101,513

Germany

-

1

.4

%

adidas

AG

(2)

253

67,042

Allianz

SE

(Registered)

(2)

1,636

538,112

BASF

SE

(2)

10,704

567,343

Bayer

AG

(Registered)

(2)

9,944

336,423

Bayerische

Motoren

Werke

AG

(2)

4,450

393,543

Commerzbank

AG

(2)

55,133

1,016,898

Daimler

Truck

Holding

AG

(2)

1,501

56,359

Deutsche

Bank

AG

(Registered)

(2)

64,815

1,122,057

Evonik

Industries

AG

(2)

2,915

68,238

Fresenius

Medical

Care

AG

(2)

3,104

131,894

Heidelberg

Materials

AG

(2)

1,778

193,695

KION

Group

AG

(2)

3,324

131,248

Mercedes-Benz

Group

AG

(2)

21,787

1,411,779

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)

491

270,563

Nemetschek

SE

(2)

425

44,174

Rheinmetall

AG

(2)

383

208,209

SAP

SE

(2)

267

61,072

Scout24

SE

(2)(c)

1,458

125,531

TeamViewer

SE

(2)*(c)

6,656

84,980

Zalando

SE

(2)*(c)

34,206

1,130,573

7,959,733

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

199

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Guatemala

-

0

.0

%

†

Millicom

International

Cellular

SA,

SDR

(2)*

2,114

57,437

Hong

Kong

-

0

.3

%

AIA

Group

Ltd.

(2)

145,400

1,269,758

Hong

Kong

Exchanges

&

Clearing

Ltd.

(2)

800

32,680

Techtronic

Industries

Co.

Ltd.

(2)

17,000

253,783

WH

Group

Ltd.

(2)(c)

82,500

64,977

1,621,198

Ireland

-

0

.0

%

†

TE

Connectivity

plc

436

65,832

Italy

-

0

.8

%

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)

81,402

470,453

Banco

BPM

SpA

(2)

81,743

552,292

Eni

SpA

(2)

3,058

46,535

Intesa

Sanpaolo

SpA

(2)(a)

66,065

282,804

Leonardo

SpA

(2)

6,657

148,992

Poste

Italiane

SpA

(2)(c)

37,296

523,753

UniCredit

SpA

(2)

23,449

1,029,450

Unipol

Gruppo

SpA

(2)

107,600

1,280,664

4,334,943

Japan

-

3

.7

%

Asics

Corp.

(2)

46,100

968,475

Cosmo

Energy

Holdings

Co.

Ltd.

(2)

2,000

110,333

Daiichi

Sankyo

Co.

Ltd.

(2)

5,400

178,375

ENEOS

Holdings,

Inc.

(2)

35,800

196,011

Fujikura

Ltd.

(2)

10,200

346,596

Fujitsu

Ltd.

(2)

14,000

287,832

Fukuoka

Financial

Group,

Inc.

(2)

9,800

253,748

GMO

Payment

Gateway,

Inc.

(2)

2,100

127,792

Hitachi

Ltd.

(2)

1,700

45,079

Honda

Motor

Co.

Ltd.

(2)

45,500

485,774

Inpex

Corp.

(2)

3,600

48,740

Japan

Post

Bank

Co.

Ltd.

(2)

68,700

644,905

Japan

Post

Insurance

Co.

Ltd.

(2)

10,200

187,335

JFE

Holdings,

Inc.

(2)

41,000

551,212

Kansai

Paint

Co.

Ltd.

(2)

1,800

32,152

Kawasaki

Kisen

Kaisha

Ltd.

(2)

12,000

187,074

KDDI

Corp.

(2)

5,900

189,021

Kuraray

Co.

Ltd.

(2)

4,600

68,352

Kyowa

Kirin

Co.

Ltd.

(2)

5,600

98,822

Makita

Corp.

(2)

10,900

368,219

Marubeni

Corp.

(2)

1,500

24,783

Mazda

Motor

Corp.

(2)

43,300

330,835

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)

6,100

118,936

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)

111,500

1,144,949

Mitsui

Chemicals,

Inc.

(2)

900

24,041

Mitsui

OSK

Lines

Ltd.

(2)

1,800

62,317

Mizuho

Financial

Group,

Inc.

(2)

54,400

1,124,493

MS&AD

Insurance

Group

Holdings,

Inc.

(2)

11,600

272,649

NGK

Insulators

Ltd.

(2)

9,200

121,000

Nippon

Steel

Corp.

(2)

25,800

578,233

INVESTMENTS

SHARES

VALUE

($)

Japan

-

3.7%

(continued)

Nippon

Yusen

KK

(2)

12,700

466,491

Nisshin

Seifun

Group,

Inc.

(2)

3,800

48,096

Nomura

Holdings,

Inc.

(2)

90,400

471,796

Oji

Holdings

Corp.

(2)

42,700

171,066

Oracle

Corp.

Japan

(2)

1,700

175,514

ORIX

Corp.

(2)

15,200

355,663

Otsuka

Corp.

(2)

4,000

98,788

Persol

Holdings

Co.

Ltd.

(2)

427,300

770,051

Ricoh

Co.

Ltd.

(2)

7,700

83,564

Ryohin

Keikaku

Co.

Ltd.

(2)

90,800

1,667,341

Shimamura

Co.

Ltd.

(2)

4,500

245,816

Socionext,

Inc.

(2)

12,600

250,623

Sojitz

Corp.

(2)

28,280

670,057

Sony

Group

Corp.

(2)(a)

36,500

709,107

Square

Enix

Holdings

Co.

Ltd.

(2)

27,000

1,071,840

Stanley

Electric

Co.

Ltd.

(2)

1,300

24,367

Subaru

Corp.

(2)

3,000

53,073

Sumitomo

Corp.

(2)

8,300

186,385

Tokyo

Electron

Ltd.

(2)

4,000

713,343

TOPPAN

Holdings,

Inc.

(2)(a)

4,200

125,002

Tosoh

Corp.

(2)

5,100

68,287

Toyota

Tsusho

Corp.

(2)

6,100

111,531

Trend

Micro,

Inc.

(2)

23,900

1,419,071

USS

Co.

Ltd.

(2)

33,700

319,880

Yamaha

Corp.

(2)

20,400

176,411

19,631,246

Luxembourg

-

0

.0

%

†

Aperam

SA

(2)

4,624

144,952

ArcelorMittal

SA

(2)

4,557

119,323

264,275

Netherlands

-

0

.4

%

ABN

AMRO

Bank

NV,

CVA

(2)(c)

5,702

103,046

Argenx

SE

(2)*

172

92,999

ASM

International

NV

(2)

520

343,075

ASML

Holding

NV

(2)

331

275,346

ING

Groep

NV

(2)

5,135

93,164

Koninklijke

Philips

NV

(2)*

8,242

270,219

Koninklijke

Vopak

NV

(2)

2,614

121,315

NN

Group

NV

(2)

21,327

1,064,135

2,363,299

New

Zealand

-

0

.1

%

Xero

Ltd.

(2)*

7,138

737,826

Norway

-

0

.0

%

†

TOMRA

Systems

ASA

(2)

4,745

69,745

Russia

-

0

.0

%

Evraz

plc

(3)*

27,473

–

Singapore

-

0

.5

%

Grab

Holdings

Ltd.,

Class

A

*(a)(b)

239,307

909,367

Sea

Ltd.,

ADR

*(a)(b)

8,696

819,859

Singapore

Airlines

Ltd.

(2)

14,400

76,016

STMicroelectronics

NV

(2)

23,707

707,994

2,513,236

South

Korea

-

0

.0

%

†

Delivery

Hero

SE

(2)*(c)

1,081

43,748

200

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Spain

-

0

.5

%

Acerinox

SA

(2)

79,322

852,996

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)

5,948

274,543

Banco

Santander

SA

(2)

220,760

1,131,144

Bankinter

SA

(2)

5,634

49,737

Mapfre

SA

(2)

98,572

262,507

Repsol

SA

(2)

1,774

23,398

2,594,325

Sweden

-

0

.3

%

Autoliv,

Inc.

3,350

312,790

Electrolux

AB,

Class

B

(2)*

39,046

379,244

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)

1,556

26,501

SKF

AB,

Class

B

(2)

14,962

298,026

Svenska

Handelsbanken

AB,

Class

A

(2)

23,221

238,525

Swedbank

AB,

Class

A

(2)

7,430

157,707

Trelleborg

AB,

Class

B

(2)

5,101

196,342

1,609,135

Switzerland

-

0

.8

%

ABB

Ltd.

(Registered)

(2)(a)

4,749

275,516

Baloise

Holding

AG

(Registered)

(2)

1,341

274,226

DKSH

Holding

AG

(2)

1,552

123,444

Julius

Baer

Group

Ltd.

(2)

1,793

108,125

Logitech

International

SA

(Registered)

(2)

5,488

491,510

Lonza

Group

AG

(Registered)

(2)

834

529,243

Novartis

AG

(Registered)

(2)

20,333

2,341,191

Sandoz

Group

AG

(2)

1,932

80,512

Temenos

AG

(Registered)

(2)

605

42,358

Zurich

Insurance

Group

AG

(2)

95

57,395

4,323,520

United

Kingdom

-

1

.5

%

abrdn

plc

(2)

156,991

342,683

Aviva

plc

(2)

3,443

22,300

Barclays

plc

(2)

270,595

813,025

British

American

Tobacco

plc

(2)(a)

9,253

337,347

BT

Group

plc

(2)

73,310

145,306

Centrica

plc

(2)

158,393

247,749

CK

Hutchison

Holdings

Ltd.

(2)

82,000

464,917

Direct

Line

Insurance

Group

plc

(2)

(a)(b)

323,924

812,598

easyJet

plc

(2)

64,356

448,195

HSBC

Holdings

plc

(2)

84,371

756,894

InterContinental

Hotels

Group

plc

(2)

682

74,270

Intermediate

Capital

Group

plc

(2)

6,100

182,158

International

Distribution

Services

plc

24,334

111,394

Johnson

Matthey

plc

(2)

4,691

95,664

Legal

&

General

Group

plc

(2)

29,397

89,096

Marks

&

Spencer

Group

plc

(2)

138,350

690,429

NatWest

Group

plc

(2)

64,285

297,598

Ocado

Group

plc

(2)*

9,968

51,405

Persimmon

plc

(2)

3,524

77,549

Rolls-Royce

Holdings

plc

(2)*

158,622

1,122,645

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

1.5%

(continued)

Standard

Chartered

plc

(2)

14,883

157,849

Subsea

7

SA

(2)

6,280

101,408

TechnipFMC

plc

17,123

449,136

Travis

Perkins

plc

(2)

2,913

36,267

Vodafone

Group

plc

(2)

328,784

329,507

8,257,389

United

States

-

39

.7

%

3M

Co.

9,583

1,309,996

Abbott

Laboratories

(a)(b)

442

50,392

AbbVie,

Inc.

(a)(b)

1,684

332,556

Abercrombie

&

Fitch

Co.,

Class

A

*

11,076

1,549,532

Adobe,

Inc.

*

2,512

1,300,663

ADT,

Inc.

(a)(b)

37,267

269,440

Advanced

Micro

Devices,

Inc.

*(a)

(b)

1,331

218,390

Airbnb,

Inc.,

Class

A

*(a)(b)

16,525

2,095,535

Alaska

Air

Group,

Inc.

*

28,564

1,291,378

Align

Technology,

Inc.

*

3,368

856,550

Allison

Transmission

Holdings,

Inc.

8,929

857,809

Allstate

Corp.

(The)

224

42,482

Ally

Financial,

Inc.

765

27,226

Alnylam

Pharmaceuticals,

Inc.

*(a)

(b)

3,611

993,133

Alphabet,

Inc.,

Class

A

10,725

1,778,741

Alphabet,

Inc.,

Class

C

15,789

2,639,763

Altria

Group,

Inc.

(a)(b)

31,502

1,607,862

Amazon.com,

Inc.

*(a)(b)

33,115

6,170,319

Amedisys,

Inc.

*

665

64,179

Amentum

Holdings,

Inc.

*

170

5,483

American

Express

Co.

(a)(b)

1,121

304,015

American

International

Group,

Inc.

9,105

666,759

American

Tower

Corp.,

REIT

324

75,349

Amkor

Technology,

Inc.

10,030

306,918

Apellis

Pharmaceuticals,

Inc.

*(a)

(b)

5,276

152,160

Appfolio,

Inc.,

Class

A

*

3,060

720,324

Apple,

Inc.

(a)(b)

36,868

8,590,245

Applied

Materials,

Inc.

4,947

999,541

Archer-Daniels-Midland

Co.

(a)(b)

11,117

664,130

Arista

Networks,

Inc.

*(a)

3,752

1,440,093

Arrow

Electronics,

Inc.

*(a)(b)

2,181

289,702

Assurant,

Inc.

404

80,339

Assured

Guaranty

Ltd.

5,064

402,689

AT&T,

Inc.

(a)

66,015

1,452,330

Atlassian

Corp.,

Class

A

*(a)(b)

5,980

949,684

Axis

Capital

Holdings

Ltd.

12,032

957,868

Baker

Hughes

Co.,

Class

A

(a)(b)

34,879

1,260,876

Bank

of

America

Corp.

(a)

63,685

2,527,021

Bank

of

New

York

Mellon

Corp.

(The)

2,208

158,667

Bank

OZK

14,114

606,761

Berkshire

Hathaway,

Inc.,

Class

B

*

3,950

1,818,027

Berry

Global

Group,

Inc.

4,392

298,568

Best

Buy

Co.,

Inc.

(a)(b)

7,671

792,414

BlackRock,

Inc.

666

632,374

Booking

Holdings,

Inc.

(a)

690

2,906,364

Boston

Beer

Co.,

Inc.

(The),

Class

A

*

1,942

561,510

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

201

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

BP

plc

(2)(a)

136,029

709,464

Bright

Horizons

Family

Solutions,

Inc.

*

743

104,117

Bristol-Myers

Squibb

Co.

14,740

762,648

Broadcom,

Inc.

(a)(b)

23,045

3,975,264

Bruker

Corp.

2,209

152,554

Builders

FirstSource,

Inc.

*

874

169,434

Burlington

Stores,

Inc.

*

2,296

604,950

Cardinal

Health,

Inc.

4,950

547,074

CarMax,

Inc.

*(a)(b)

3,046

235,699

Carvana

Co.,

Class

A

*(a)(b)

478

83,225

Catalent,

Inc.

*

355

21,502

Centene

Corp.

*

21,270

1,601,206

Cheniere

Energy,

Inc.

(a)(b)

1,879

337,919

Chipotle

Mexican

Grill,

Inc.,

Class

A

*(a)

1,600

92,192

Chubb

Ltd.

2,638

760,773

Ciena

Corp.

*

1,061

65,347

Cigna

Group

(The)

(a)(b)

7,241

2,508,572

Cincinnati

Financial

Corp.

2,954

402,098

Cirrus

Logic,

Inc.

*

1,152

143,090

Cisco

Systems,

Inc.

(a)

11,928

634,808

Citigroup,

Inc.

33,888

2,121,389

Citizens

Financial

Group,

Inc.

33,057

1,357,651

Cloudflare,

Inc.,

Class

A

*(a)(b)

2,204

178,282

CME

Group,

Inc.

6,595

1,455,187

CNA

Financial

Corp.

3,029

148,239

CNH

Industrial

NV

(a)(b)

28,292

314,041

CNO

Financial

Group,

Inc.

1,041

36,539

Coca-Cola

Co.

(The)

(a)

3,795

272,709

Coca-Cola

Consolidated,

Inc.

538

708,223

Cognizant

Technology

Solutions

Corp.,

Class

A

(a)(b)

1,320

101,878

Coherent

Corp.

*(a)(b)

4,180

371,644

Colgate-Palmolive

Co.

(a)

2,415

250,701

Comcast

Corp.,

Class

A

61,214

2,556,909

Comfort

Systems

USA,

Inc.

1,474

575,376

Commercial

Metals

Co.

2,082

114,427

CommVault

Systems,

Inc.

*

2,234

343,701

Concentrix

Corp.

(a)(b)

2,317

118,746

ConocoPhillips

(a)(b)

5,282

556,089

Corebridge

Financial,

Inc.

1,756

51,205

Costco

Wholesale

Corp.

(a)

278

246,453

Coterra

Energy,

Inc.

9,303

222,807

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)(b)

3,778

1,059,616

Crown

Holdings,

Inc.

9,648

925,050

Cummins,

Inc.

123

39,826

CVS

Health

Corp.

(a)

5,658

355,775

Datadog,

Inc.,

Class

A

*

893

102,749

DaVita,

Inc.

*(a)(b)

298

48,851

Dell

Technologies,

Inc.,

Class

C

(a)(b)

1,881

222,974

Delta

Air

Lines,

Inc.

(a)(b)

42,735

2,170,511

Dick's

Sporting

Goods,

Inc.

1,783

372,112

Dillard's,

Inc.,

Class

A

(a)(b)

1,445

554,432

Discover

Financial

Services

(a)(b)

512

71,828

DocuSign,

Inc.,

Class

A

*

12,539

778,547

Domino's

Pizza,

Inc.

253

108,825

DoubleVerify

Holdings,

Inc.

*

14,894

250,815

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

DR

Horton,

Inc.

758

144,604

Eaton

Corp.

plc

(a)

2,927

970,125

Elevance

Health,

Inc.

(a)

158

82,160

Eli

Lilly

&

Co.

3,456

3,061,810

EnerSys

4,290

437,795

Equinix,

Inc.,

REIT

61

54,145

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(a)

783

78,057

Everest

Group

Ltd.

2,092

819,708

Exelixis,

Inc.

*

12,791

331,926

Exxon

Mobil

Corp.

(a)(b)

25,406

2,978,092

Federated

Hermes,

Inc.,

Class

B

13,807

507,683

FedEx

Corp.

(a)(b)

445

121,788

Ferguson

Enterprises,

Inc.

113

22,438

Fidelity

National

Information

Services,

Inc.

8,075

676,281

First

Horizon

Corp.

42,396

658,410

Fiserv,

Inc.

*(a)(b)

739

132,761

Flowserve

Corp.

13,657

705,930

FMC

Corp.

10,200

672,588

Ford

Motor

Co.

(a)(b)

41,987

443,383

Fortinet,

Inc.

*

28,815

2,234,603

Franklin

Resources,

Inc.

(a)(b)

13,167

265,315

Freeport-McMoRan,

Inc.

1,104

55,112

Gap,

Inc.

(The)

50,369

1,110,636

Garmin

Ltd.

2,830

498,165

Gartner,

Inc.

*(a)(b)

502

254,394

Gates

Industrial

Corp.

plc

*

55,079

966,636

GE

Aerospace

14,118

2,662,373

GE

Vernova,

Inc.

*

1,815

462,789

General

Dynamics

Corp.

(a)(b)

1,450

438,190

General

Motors

Co.

37,948

1,701,588

Gilead

Sciences,

Inc.

3,091

259,149

Gitlab,

Inc.,

Class

A

*

10,059

518,441

Global

Payments,

Inc.

4,877

499,502

Globe

Life,

Inc.

4,270

452,236

GoDaddy,

Inc.,

Class

A

*

5,532

867,307

Grocery

Outlet

Holding

Corp.

*

8,079

141,786

GSK

plc

(2)

62,664

1,275,903

Guidewire

Software,

Inc.

*

3,910

715,295

H&R

Block,

Inc.

(a)(b)

3,766

239,329

Hasbro,

Inc.

17,693

1,279,558

HCA

Healthcare,

Inc.

(a)(b)

783

318,235

HealthEquity,

Inc.

*

2,017

165,091

Hewlett

Packard

Enterprise

Co.

34,128

698,259

Hexcel

Corp.

6,746

417,105

HF

Sinclair

Corp.

3,410

151,984

Holcim

AG

(2)(a)

1,393

136,420

Home

Depot,

Inc.

(The)

1,384

560,797

Howmet

Aerospace,

Inc.

(a)(b)

9,827

985,157

HubSpot,

Inc.

*

314

166,922

Huntington

Bancshares,

Inc.

(a)(b)

28,239

415,113

Huntington

Ingalls

Industries,

Inc.

(a)(b)

2,284

603,844

Huntsman

Corp.

(a)(b)

2,392

57,886

Illumina,

Inc.

*

385

50,208

Incyte

Corp.

*

3,394

224,343

Inspire

Medical

Systems,

Inc.

*(a)

(b)

6,065

1,280,018

Insulet

Corp.

*

1,874

436,174

202

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

Intel

Corp.

(a)(b)

1,970

46,216

International

Paper

Co.

(a)(b)

2,788

136,194

Invesco

Ltd.

71,729

1,259,561

Iridium

Communications,

Inc.

5,050

153,773

Jacobs

Solutions,

Inc.

(a)(b)

170

22,253

James

Hardie

Industries

plc,

CHESS

(2)*

11,835

470,295

Johnson

&

Johnson

(a)(b)

8,453

1,369,893

JPMorgan

Chase

&

Co.

(a)(b)

4,336

914,289

KB

Home

(a)(b)

3,577

306,513

Kemper

Corp.

959

58,739

Keurig

Dr

Pepper,

Inc.

597

22,376

KLA

Corp.

713

552,154

Kraft

Heinz

Co.

(The)

(a)(b)

5,087

178,605

Kroger

Co.

(The)

7,272

416,686

Kyndryl

Holdings,

Inc.

*

12,598

289,502

L3Harris

Technologies,

Inc.

512

121,789

Lam

Research

Corp.

(a)(b)

348

283,996

Lantheus

Holdings,

Inc.

*

1,381

151,565

Lennar

Corp.,

Class

A

3,109

582,875

Light

&

Wonder,

Inc.

*

6,713

609,070

Lincoln

National

Corp.

17,166

540,901

Lockheed

Martin

Corp.

(a)(b)

586

342,552

LyondellBasell

Industries

NV,

Class

A

(a)

1,068

102,421

Manhattan

Associates,

Inc.

*

274

77,098

Marathon

Petroleum

Corp.

3,859

628,670

Marvell

Technology,

Inc.

(a)(b)

13,019

938,930

MasTec,

Inc.

*

5,772

710,533

Mastercard,

Inc.,

Class

A

(a)

519

256,282

McKesson

Corp.

494

244,243

Medpace

Holdings,

Inc.

*(a)(b)

2,115

705,987

Medtronic

plc

(a)

1,443

129,913

Merck

&

Co.,

Inc.

(a)

1,664

188,964

Meta

Platforms,

Inc.,

Class

A

5,301

3,034,505

MetLife,

Inc.

3,967

327,198

Micron

Technology,

Inc.

5,803

601,829

Microsoft

Corp.

16,464

7,084,460

Mohawk

Industries,

Inc.

*

1,730

277,976

Molson

Coors

Beverage

Co.,

Class

B

(a)(b)

3,305

190,104

Monolithic

Power

Systems,

Inc.

(a)(b)

345

318,953

Mosaic

Co.

(The)

(a)(b)

907

24,289

Natera,

Inc.

*(a)(b)

7,384

937,399

NetApp,

Inc.

4,609

569,258

Netflix,

Inc.

*

2,110

1,496,560

Neurocrine

Biosciences,

Inc.

*

7,739

891,688

Newell

Brands,

Inc.

45,573

350,001

Northern

Trust

Corp.

(a)(b)

2,322

209,050

NOV,

Inc.

(a)(b)

21,596

344,888

Nutanix,

Inc.,

Class

A

*

15,950

945,038

NVIDIA

Corp.

(a)

94,464

11,471,708

Olin

Corp.

3,055

146,579

Ollie's

Bargain

Outlet

Holdings,

Inc.

*

6,353

617,512

ON

Semiconductor

Corp.

*

323

23,453

OneMain

Holdings,

Inc.

474

22,311

Onto

Innovation,

Inc.

*(a)(b)

1,216

252,393

Oracle

Corp.

(a)(b)

7,170

1,221,768

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

Organon

&

Co.

(a)(b)

13,426

256,839

Ovintiv,

Inc.

2,273

87,079

Owens

Corning

3,628

640,415

PACCAR,

Inc.

(a)(b)

1,580

155,914

Palantir

Technologies,

Inc.,

Class

A

*(a)(b)

2,409

89,615

Palo

Alto

Networks,

Inc.

*

1,269

433,744

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(b)

32,478

457,940

PayPal

Holdings,

Inc.

*(a)(b)

10,176

794,033

Pegasystems,

Inc.

2,975

217,443

Penumbra,

Inc.

*

1,187

230,646

PepsiCo,

Inc.

(a)(b)

1,803

306,600

Pfizer,

Inc.

(a)

7,379

213,548

PG&E

Corp.

(a)

1,678

33,174

Pinterest,

Inc.,

Class

A

*

25,808

835,405

Playtika

Holding

Corp.

27,619

218,742

Popular,

Inc.

2,472

247,867

PPG

Industries,

Inc.

(a)

266

35,234

Progressive

Corp.

(The)

6,429

1,631,423

Prologis,

Inc.,

REIT

(a)(b)

1,198

151,283

Prosperity

Bancshares,

Inc.

(a)(b)

2,619

188,751

Prudential

Financial,

Inc.

(a)(b)

460

55,706

Public

Storage,

REIT

(a)(b)

1,536

558,904

Pure

Storage,

Inc.,

Class

A

*(a)(b)

1,413

70,989

QUALCOMM,

Inc.

(a)(b)

3,322

564,906

Ralph

Lauren

Corp.,

Class

A

6,443

1,249,104

Reinsurance

Group

of

America,

Inc.

799

174,078

RenaissanceRe

Holdings

Ltd.

(a)

(b)

407

110,867

ResMed,

Inc.

(a)(b)

753

183,822

Robert

Half,

Inc.

2,889

194,747

Robinhood

Markets,

Inc.,

Class

A

*

16,360

383,151

ROBLOX

Corp.,

Class

A

*(a)(b)

16,805

743,789

Roche

Holding

AG

(2)

643

205,771

Ross

Stores,

Inc.

(a)(b)

6,457

971,843

Royal

Caribbean

Cruises

Ltd.

(a)

(b)

999

177,183

Royal

Gold,

Inc.

2,616

367,025

RTX

Corp.

(a)

189

22,899

Salesforce,

Inc.

(a)(b)

3,311

906,254

Schneider

Electric

SE

(2)(a)

284

74,865

Scotts

Miracle-Gro

Co.

(The)

1,202

104,213

Seagate

Technology

Holdings

plc

(a)(b)

4,817

527,606

SentinelOne,

Inc.,

Class

A

*(a)(b)

4,828

115,486

ServiceNow,

Inc.

*

572

511,591

Shell

plc

(2)(a)

38,486

1,248,553

Signify

NV

(2)(c)

9,355

220,680

Skechers

USA,

Inc.,

Class

A

*

5,208

348,519

Skyworks

Solutions,

Inc.

(a)(b)

2,862

282,680

SLM

Corp.

(a)(b)

10,223

233,800

Smartsheet,

Inc.,

Class

A

*

12,116

670,742

Snap,

Inc.,

Class

A

*(a)(b)

140,541

1,503,789

Snowflake,

Inc.,

Class

A

*

6,323

726,260

Sotera

Health

Co.

*(a)(b)

26,042

434,901

SS&C

Technologies

Holdings,

Inc.

(a)

1,732

128,532

State

Street

Corp.

2,835

250,812

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

203

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

Stellantis

NV

(2)

11,239

155,638

Swiss

Re

AG

(2)

7,803

1,079,775

Synchrony

Financial

9,665

482,090

Tapestry,

Inc.

31,037

1,458,118

Target

Corp.

6,530

1,017,766

Taylor

Morrison

Home

Corp.,

Class

A

*

971

68,222

TD

SYNNEX

Corp.

3,284

394,343

Tenet

Healthcare

Corp.

*

5,456

906,787

Teradata

Corp.

*

7,672

232,768

Terex

Corp.

(a)(b)

17,563

929,258

Tesla,

Inc.

*(a)

3,943

1,031,607

Texas

Capital

Bancshares,

Inc.

*

4,260

304,420

Texas

Roadhouse,

Inc.,

Class

A

7,114

1,256,332

Textron,

Inc.

3,706

328,277

Thermo

Fisher

Scientific,

Inc.

(a)(b)

69

42,681

T-Mobile

US,

Inc.

(a)

1,908

393,735

Toll

Brothers,

Inc.

7,475

1,154,813

Trade

Desk,

Inc.

(The),

Class

A

*(a)(b)

2,128

233,335

TransUnion

(a)

8,830

924,501

Trimble,

Inc.

*(a)(b)

8,270

513,484

TripAdvisor,

Inc.

*

5,107

74,000

Twilio,

Inc.,

Class

A

*

6,895

449,692

Uber

Technologies,

Inc.

*(a)(b)

4,490

337,468

UGI

Corp.

8,179

204,639

Ultragenyx

Pharmaceutical,

Inc.

*

4,039

224,366

United

Airlines

Holdings,

Inc.

*

1,386

79,085

United

Therapeutics

Corp.

*

1,075

385,226

Universal

Display

Corp.

(a)(b)

1,117

234,458

Universal

Health

Services,

Inc.,

Class

B

508

116,337

Unum

Group

7,822

464,940

US

Bancorp

3,205

146,565

Vail

Resorts,

Inc.

(a)(b)

246

42,875

Valero

Energy

Corp.

(a)(b)

7,163

967,220

Valley

National

Bancorp

(a)(b)

70,514

638,857

Veeva

Systems,

Inc.,

Class

A

*

483

101,367

VeriSign,

Inc.

*

1,138

216,174

Verizon

Communications,

Inc.

(a)

(b)

14,819

665,521

Vertex

Pharmaceuticals,

Inc.

*

1,204

559,956

Vertiv

Holdings

Co.,

Class

A

13,439

1,337,046

Visa,

Inc.,

Class

A

(a)

810

222,710

Walmart,

Inc.

(a)

15,018

1,212,704

Walt

Disney

Co.

(The)

15,768

1,516,724

Wayfair,

Inc.,

Class

A

*(a)(b)

3,091

173,652

Weatherford

International

plc

(a)(b)

1,873

159,055

Wells

Fargo

&

Co.

(a)(b)

4,922

278,044

Wendy's

Co.

(The)

7,622

133,537

Western

Digital

Corp.

*(a)(b)

1,401

95,674

Western

Union

Co.

(The)

39,552

471,855

Westinghouse

Air

Brake

Technologies

Corp.

1,676

304,647

Whirlpool

Corp.

(a)(b)

1,937

207,259

Willis

Towers

Watson

plc

874

257,419

Wingstop,

Inc.

4,055

1,687,204

Woodward,

Inc.

2,298

394,130

Workday,

Inc.,

Class

A

*

1,699

415,253

Xcel

Energy,

Inc.

(a)

6,515

425,430

INVESTMENTS

SHARES

VALUE

($)

United

States

-

39.7%

(continued)

Zions

Bancorp

NA

2,048

96,707

Zoom

Video

Communications,

Inc.,

Class

A

*

13,118

914,849

Zscaler,

Inc.

*(a)(b)

3,128

534,700

217,994,562

Zambia

-

0

.0

%

†

First

Quantum

Minerals

Ltd.

*

5,875

80,103

TOTAL

COMMON

STOCKS

(Cost

$235,713,247)

297,559,735

PRINCIPAL

AMOUNT

FOREIGN

GOVERNMENT

SECURITIES

-

11

.0

%

Federal

Republic

of

Germany

0.50%,

4/15/2030

(2)(d)(e)

EUR

1,016,664

1,142,439

French

Republic

0.10%,

3/1/2029

(2)(d)(e)

11,378,418

12,321,375

0.10%,

7/25/2031

(2)(d)(e)

6,482,538

6,928,406

0.10%,

3/1/2032

(2)(d)(e)

3,784,440

3,964,562

0.10%,

3/1/2036

(2)(d)(e)

4,917,050

4,899,932

0.10%,

7/25/2036

(2)(d)(e)

4,824,300

4,845,160

United

Kingdom

Gilt

Inflation

Linked

0.13%,

3/22/2029

(2)(d)(e)

GBP

2,937,834

3,902,050

0.13%,

8/10/2031

(2)(d)(e)

3,035,563

4,018,650

1.25%,

11/22/2032

(2)(d)(e)

5,532,353

7,887,605

0.75%,

11/22/2033

(2)(d)(e)

2,810,700

3,831,489

0.75%,

3/22/2034

(2)(d)(e)

5,172,691

7,013,312

Cost:

$59,029,076

$–

TOTAL

FOREIGN

GOVERNMENT

SECURITIES

(Cost

$59,029,076)

60,754,980

U.S.

TREASURY

OBLIGATIONS

-

20

.2

%

U.S.

Treasury

Inflation

Linked

Notes

1.25%,

4/15/2028

(2)(e)

$

8,808,576

8,724,989

2.38%,

10/15/2028

(2)(e)

9,036,896

9,385,156

2.13%,

4/15/2029

(2)(e)

9,253,972

9,510,511

0.13%,

7/15/2030

(2)(e)

11,041,200

10,266,332

0.13%,

1/15/2031

(2)(e)

11,720,510

10,768,691

0.13%,

7/15/2031

(2)(e)

12,439,842

11,379,444

0.13%,

1/15/2032

(2)(e)

13,389,342

12,100,082

0.63%,

7/15/2032

(2)(e)

12,124,784

11,351,842

1.38%,

7/15/2033

(2)(e)

11,288,803

11,126,941

1.75%,

1/15/2034

(2)(e)

12,279,120

12,415,289

1.88%,

7/15/2034

(2)(e)

4,210,122

4,312,955

Cost:

$109,008,297

$–

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$109,008,297)

111,342,232

SHARES

SHORT-TERM

INVESTMENTS

-

21.8%

INVESTMENT

COMPANIES

-

16

.5

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(f)(g)

5,888,277

5,888,277

Limited

Purpose

Cash

Investment

Fund,

4.90%

(f)

85,256,254

85,230,678

TOTAL

INVESTMENT

COMPANIES

(Cost

$91,104,840)

91,118,955

—

—

204

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

U.S.

TREASURY

OBLIGATIONS

-

5

.3

%

U.S.

Treasury

Bills

5.29%,

11/7/2024

(2)(h)

$

11,990,000

11,932,110

5.28%,

12/12/2024

(2)(h)

776,000

769,063

5.29%,

12/19/2024

(2)(h)

5,371,000

5,317,902

5.28%,

12/26/2024

(2)(h)

3,160,000

3,125,992

5.11%,

1/16/2025

(2)(h)(i)

7,944,000

7,838,413

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$28,952,281)

28,983,480

—

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$120,057,121)

120,102,435

TOTAL

LONG

POSITIONS

(Cost

$523,807,741)

589,759,382

SHARES

SHORT

POSITIONS

-

(12.8)%

COMMON

STOCKS

-

(12.6)%

Argentina

-

(

0

.1

)

%

Arcadium

Lithium

plc

(

156,308

)

(

445,478

)

Australia

-

(

0

.7

)

%

ALS

Ltd.

(2)

(

6,357

)

(

63,020

)

Domino's

Pizza

Enterprises

Ltd.

(2)

(

13,303

)

(

325,184

)

IDP

Education

Ltd.

(2)

(

18,404

)

(

201,619

)

Liontown

Resources

Ltd.

(2)

(

289,887

)

(

160,221

)

Lynas

Rare

Earths

Ltd.

(2)

(

142,202

)

(

780,196

)

Mineral

Resources

Ltd.

(2)

(

13,787

)

(

491,555

)

NEXTDC

Ltd.

(2)

(

8,091

)

(

97,573

)

Pilbara

Minerals

Ltd.

(2)

(

673,637

)

(

1,515,197

)

Treasury

Wine

Estates

Ltd.

(2)

(

7,321

)

(

60,438

)

Woodside

Energy

Group

Ltd.

(2)

(

4,521

)

(

77,930

)

(3,772,933)

Burkina

Faso

-

(

0

.1

)

%

Endeavour

Mining

plc

(2)

(

25,472

)

(

602,802

)

Canada

-

(

0

.2

)

%

Cameco

Corp.

(

4,972

)

(

237,525

)

RB

Global,

Inc.

(

1,720

)

(

138,432

)

Restaurant

Brands

International,

Inc.

(

11,526

)

(

831,692

)

(1,207,649)

Chile

-

(

0

.2

)

%

Lundin

Mining

Corp.

(

104,040

)

(

1,090,056

)

Denmark

-

(

0

.1

)

%

Coloplast

A/S,

Class

B

(2)

(

2,830

)

(

368,878

)

Zealand

Pharma

A/S

(2)

(

2,018

)

(

245,533

)

(614,411)

France

-

(

0

.2

)

%

Edenred

SE

(2)

(

12,201

)

(

462,120

)

Sartorius

Stedim

Biotech

(2)

(

1,034

)

(

216,498

)

Ubisoft

Entertainment

SA

(2)

(

13,472

)

(

151,257

)

(829,875)

Germany

-

(

0

.1

)

%

Aurubis

AG

(2)

(

322

)

(

23,625

)

CTS

Eventim

AG

&

Co.

KGaA

(2)

(

831

)

(

86,528

)

Infineon

Technologies

AG

(2)

(

5,939

)

(

208,506

)

INVESTMENTS

SHARES

VALUE

($)

Germany

-

(0.1)%

(continued)

Siemens

Healthineers

AG

(2)(c)

(

1,272

)

(

76,397

)

Wacker

Chemie

AG

(2)

(

254

)

(

25,123

)

(420,179)

Italy

-

(

0

.1

)

%

Davide

Campari-Milano

NV

(2)

(

4,850

)

(

41,111

)

Ferrari

NV

(2)

(

132

)

(

61,855

)

Infrastrutture

Wireless

Italiane

SpA

(2)(c)

(

13,603

)

(

167,309

)

Moncler

SpA

(2)

(

5,837

)

(

371,097

)

Reply

SpA

(2)

(

286

)

(

43,129

)

Telecom

Italia

SpA

(2)

(

119,536

)

(

33,235

)

(717,736)

Japan

-

(

0

.9

)

%

Advantest

Corp.

(2)

(

1,900

)

(

89,359

)

Ajinomoto

Co.,

Inc.

(2)

(

6,600

)

(

255,433

)

Allegro

MicroSystems,

Inc.

(

8,563

)

(

199,518

)

Denso

Corp.

(2)

(

4,800

)

(

72,151

)

Eisai

Co.

Ltd.

(2)

(

3,700

)

(

137,917

)

Hamamatsu

Photonics

KK

(2)

(

14,400

)

(

187,894

)

Ibiden

Co.

Ltd.

(2)

(

1,100

)

(

33,998

)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(

700

)

(

25,261

)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(

11,700

)

(

348,811

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)

(

3,300

)

(

131,248

)

Kubota

Corp.

(2)

(

27,800

)

(

396,941

)

Mitsubishi

Heavy

Industries

Ltd.

(2)

(

15,000

)

(

224,160

)

Nippon

Sanso

Holdings

Corp.

(2)

(

4,200

)

(

154,152

)

Nissan

Chemical

Corp.

(2)

(

800

)

(

28,719

)

Nitori

Holdings

Co.

Ltd.

(2)

(

2,800

)

(

416,871

)

Oriental

Land

Co.

Ltd.

(2)

(

13,800

)

(

356,970

)

Rakuten

Group,

Inc.

(2)

(

52,300

)

(

337,461

)

Seibu

Holdings,

Inc.

(2)

(

19,500

)

(

433,802

)

Suzuki

Motor

Corp.

(2)

(

23,300

)

(

262,355

)

Sysmex

Corp.

(2)

(

8,300

)

(

164,288

)

Terumo

Corp.

(2)

(

15,200

)

(

287,956

)

Yamaha

Motor

Co.

Ltd.

(2)

(

15,800

)

(

142,297

)

Yaskawa

Electric

Corp.

(2)

(

1,100

)

(

38,507

)

(4,726,069)

Netherlands

-

(

0

.1

)

%

Adyen

NV

(2)(c)

(

16

)

(

25,050

)

IMCD

NV

(2)

(

218

)

(

37,870

)

OCI

NV

(2)

(

6,936

)

(

197,742

)

Universal

Music

Group

NV

(2)

(

20,998

)

(

549,333

)

(809,995)

Norway

-

(

0

.0

)

%

†

Salmar

ASA

(

443

)

(

23,235

)

Poland

-

(

0

.0

)

%

†

InPost

SA

(2)

(

3,061

)

(

57,792

)

South

Africa

-

(

0

.0

)

%

†

Anglo

American

plc

(2)

(

801

)

(

26,037

)

Spain

-

(

0

.0

)

%

†

Acciona

SA

(2)

(

231

)

(

32,774

)

Cellnex

Telecom

SA

(2)(c)

(

5,101

)

(

206,808

)

(239,582)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

205

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Sweden

-

(

0

.1

)

%

Axfood

AB

(2)

(

8,253

)

(

232,605

)

Beijer

Ref

AB,

Class

B

(2)

(

4,536

)

(

74,679

)

Epiroc

AB,

Class

A

(2)

(

3,453

)

(

74,790

)

Lifco

AB,

Class

B

(2)

(

8,043

)

(

264,887

)

Saab

AB,

Class

B

(2)

(

1,865

)

(

39,744

)

(686,705)

Switzerland

-

(

0

.1

)

%

Bachem

Holding

AG,

Class

B

(2)

(

272

)

(

22,930

)

Barry

Callebaut

AG

(Registered)

(2)

(

137

)

(

253,647

)

SIG

Group

AG

(2)

(

13,776

)

(

307,135

)

Straumann

Holding

AG

(Registered)

(2)

(

963

)

(

157,523

)

Tecan

Group

AG

(Registered)

(2)

(

73

)

(

23,989

)

(765,224)

United

Kingdom

-

(

0

.2

)

%

Entain

plc

(2)

(

14,856

)

(

151,786

)

JD

Sports

Fashion

plc

(2)

(

415,218

)

(

856,156

)

(1,007,942)

United

States

-

(

9

.4

)

%

AAON,

Inc.

(

8,645

)

(

932,277

)

Advance

Auto

Parts,

Inc.

(

8,654

)

(

337,419

)

Affirm

Holdings,

Inc.,

Class

A

(

13,535

)

(

552,499

)

Albemarle

Corp.

(

3,536

)

(

334,895

)

Altair

Engineering,

Inc.,

Class

A

(

9,930

)

(

948,414

)

Arrowhead

Pharmaceuticals,

Inc.

(

33,208

)

(

643,239

)

Aspen

Technology,

Inc.

(

1,221

)

(

291,599

)

Avis

Budget

Group,

Inc.

(

385

)

(

33,722

)

Azenta,

Inc.

(

9,722

)

(

470,934

)

Bath

&

Body

Works,

Inc.

(

4,832

)

(

154,237

)

Bentley

Systems,

Inc.,

Class

B

(

817

)

(

41,512

)

Biogen,

Inc.

(

587

)

(

113,784

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

1,147

)

(

383,763

)

Bio-Techne

Corp.

(

2,772

)

(

221,566

)

Blue

Owl

Capital,

Inc.,

Class

A

(

7,104

)

(

137,533

)

Boeing

Co.

(The)

(

4,114

)

(

625,493

)

BRP,

Inc.

(

13,288

)

(

790,825

)

Brunswick

Corp.

(

6,924

)

(

580,370

)

Casey's

General

Stores,

Inc.

(

295

)

(

110,834

)

Celanese

Corp.,

Class

A

(

1,207

)

(

164,104

)

Certara,

Inc.

(

19,534

)

(

228,743

)

Chart

Industries,

Inc.

(

2,304

)

(

286,019

)

Charter

Communications,

Inc.,

Class

A

(

196

)

(

63,520

)

Chemours

Co.

(The)

(

33,130

)

(

673,202

)

Churchill

Downs,

Inc.

(

4,425

)

(

598,304

)

Clarivate

plc

(

36,418

)

(

258,568

)

Clearway

Energy,

Inc.,

Class

C

(

9,696

)

(

297,473

)

Columbia

Sportswear

Co.

(

1,116

)

(

92,840

)

Coty,

Inc.,

Class

A

(

15,987

)

(

150,118

)

Crocs,

Inc.

(

930

)

(

134,673

)

Dayforce,

Inc.

(

3,120

)

(

191,100

)

Deckers

Outdoor

Corp.

(

1,248

)

(

198,994

)

Dollar

Tree,

Inc.

(

13,650

)

(

959,868

)

Doximity,

Inc.,

Class

A

(

7,039

)

(

306,689

)

Elanco

Animal

Health,

Inc.

(

10,811

)

(

158,814

)

Elastic

NV

(

511

)

(

39,224

)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(9.4)%

(continued)

elf

Beauty,

Inc.

(

3,321

)

(

362,089

)

EQT

Corp.

(

21,252

)

(

778,673

)

Erie

Indemnity

Co.,

Class

A

(

198

)

(

106,884

)

Extra

Space

Storage,

Inc.,

REIT

(

2,038

)

(

367,227

)

First

Solar,

Inc.

(

174

)

(

43,403

)

Five

Below,

Inc.

(

4,976

)

(

439,630

)

Five9,

Inc.

(

18,128

)

(

520,817

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

9,084

)

(

1,127,960

)

Fortrea

Holdings,

Inc.

(

9,792

)

(

195,840

)

Frontier

Communications

Parent,

Inc.

(

37,093

)

(

1,317,913

)

GCI

Liberty,

Inc.

Escrow,

Class

A

(3)

(

114

)

–

Glacier

Bancorp,

Inc.

(

7,069

)

(

323,053

)

Globant

SA

(

164

)

(

32,495

)

Globus

Medical,

Inc.,

Class

A

(

4,535

)

(

324,434

)

Harley-Davidson,

Inc.

(

4,620

)

(

178,009

)

Helen

of

Troy

Ltd.

(

11,527

)

(

712,945

)

Hilton

Grand

Vacations,

Inc.

(

14,005

)

(

508,662

)

Hyatt

Hotels

Corp.,

Class

A

(

848

)

(

129,066

)

IAC,

Inc.

(

1,027

)

(

55,273

)

Ionis

Pharmaceuticals,

Inc.

(

16,232

)

(

650,254

)

Kinsale

Capital

Group,

Inc.

(

577

)

(

268,634

)

Lamb

Weston

Holdings,

Inc.

(

755

)

(

48,879

)

Lancaster

Colony

Corp.

(

375

)

(

66,214

)

Lattice

Semiconductor

Corp.

(

14,226

)

(

754,974

)

Liberty

Broadband

Corp.,

Class

C

(

2,209

)

(

170,734

)

Lithia

Motors,

Inc.,

Class

A

(

485

)

(

154,055

)

Lucid

Group,

Inc.

(

176,128

)

(

621,732

)

Lumentum

Holdings,

Inc.

(

7,615

)

(

482,639

)

Lyft,

Inc.,

Class

A

(

2,431

)

(

30,995

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

4,670

)

(

519,584

)

Macy's,

Inc.

(

57,560

)

(

903,116

)

Masimo

Corp.

(

601

)

(

80,131

)

Match

Group,

Inc.

(

615

)

(

23,272

)

MGM

Resorts

International

(

19,870

)

(

776,718

)

MicroStrategy,

Inc.,

Class

A

(

4,639

)

(

782,135

)

Moderna,

Inc.

(

9,697

)

(

648,051

)

MongoDB,

Inc.,

Class

A

(

279

)

(

75,428

)

MP

Materials

Corp.

(

59,253

)

(

1,045,815

)

nCino,

Inc.

(

3,922

)

(

123,896

)

Neogen

Corp.

(

88,199

)

(

1,482,624

)

New

Fortress

Energy,

Inc.

(

42,948

)

(

390,397

)

New

York

Community

Bancorp,

Inc.

(

9,236

)

(

103,720

)

NEXTracker,

Inc.,

Class

A

(

11,635

)

(

436,080

)

NIKE,

Inc.,

Class

B

(

7,539

)

(

666,448

)

Norwegian

Cruise

Line

Holdings

Ltd.

(

17,980

)

(

368,770

)

Novanta,

Inc.

(

215

)

(

38,468

)

Okta,

Inc.,

Class

A

(

1,864

)

(

138,570

)

Option

Care

Health,

Inc.

(

10,818

)

(

338,603

)

Ormat

Technologies,

Inc.

(

2,213

)

(

170,268

)

Paramount

Global,

Class

B

(

35,244

)

(

374,291

)

Paycom

Software,

Inc.

(

1,330

)

(

221,538

)

Paycor

HCM,

Inc.

(

4,782

)

(

67,857

)

Paylocity

Holding

Corp.

(

1,873

)

(

308,989

)

Penn

Entertainment,

Inc.

(

53,918

)

(

1,016,893

)

206

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(9.4)%

(continued)

Pinnacle

Financial

Partners,

Inc.

(

2,517

)

(

246,590

)

Planet

Fitness,

Inc.,

Class

A

(

16,011

)

(

1,300,412

)

Plug

Power,

Inc.

(

75,821

)

(

171,355

)

Progyny,

Inc.

(

8,109

)

(

135,907

)

Quanta

Services,

Inc.

(

2,665

)

(

794,570

)

QuantumScape

Corp.

(

194,605

)

(

1,118,979

)

R1

RCM,

Inc.

(

9,031

)

(

127,969

)

Repligen

Corp.

(

2,325

)

(

346,007

)

Revvity,

Inc.

(

976

)

(

124,684

)

RH

(

399

)

(

133,438

)

Roivant

Sciences

Ltd.

(

27,847

)

(

321,354

)

Saia,

Inc.

(

2,418

)

(

1,057,295

)

Shift4

Payments,

Inc.,

Class

A

(

9,766

)

(

865,268

)

Silicon

Laboratories,

Inc.

(

1,387

)

(

160,296

)

Simpson

Manufacturing

Co.,

Inc.

(

780

)

(

149,191

)

SiteOne

Landscape

Supply,

Inc.

(

264

)

(

39,840

)

SoFi

Technologies,

Inc.

(

6,504

)

(

51,121

)

Southwest

Airlines

Co.

(

23,102

)

(

684,512

)

Super

Micro

Computer,

Inc.

(

1,312

)

(

546,317

)

Take-Two

Interactive

Software,

Inc.

(

3,604

)

(

553,971

)

Tempur

Sealy

International,

Inc.

(

4,836

)

(

264,046

)

Thor

Industries,

Inc.

(

2,775

)

(

304,945

)

Toast,

Inc.,

Class

A

(

28,387

)

(

803,636

)

Toro

Co.

(The)

(

3,474

)

(

301,300

)

TPG,

Inc.

(

2,550

)

(

146,778

)

Trex

Co.,

Inc.

(

6,957

)

(

463,197

)

Unity

Software,

Inc.

(

40,996

)

(

927,330

)

Valvoline,

Inc.

(

1,686

)

(

70,559

)

VF

Corp.

(

53,762

)

(

1,072,552

)

Viking

Therapeutics,

Inc.

(

3,299

)

(

208,860

)

Vornado

Realty

Trust,

REIT

(

1,664

)

(

65,562

)

Walgreens

Boots

Alliance,

Inc.

(

121,500

)

(

1,088,640

)

Warner

Bros

Discovery,

Inc.

(

22,650

)

(

186,863

)

West

Pharmaceutical

Services,

Inc.

(

718

)

(

215,515

)

Wolfspeed,

Inc.

(

154,300

)

(

1,496,709

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

41,537

)

(

428,662

)

(51,356,543)

TOTAL

COMMON

STOCKS

(Proceeds

$(70,724,381))

(69,400,243)

PREFERRED

STOCKS

-

(0.2)%

Germany

-

(

0

.2

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(c)

(

8,460

)

(

676,073

)

Sartorius

AG

(Preference)

(2)

(

652

)

(

183,329

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(1,043,171))

(859,402)

INVESTMENTS

NO.

OF

WARRANTS

VALUE

($)

WARRANTS

-

0.0%

Canada

-

0

.0

%

Constellation

Software,

Inc.,

expiring

3/31/2040

(3)

(Proceeds

$–)

(

97

)

–

TOTAL

SHORT

POSITIONS

(Proceeds

$(71,767,552))

(70,259,645)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

94.3%

(Cost

$452,040,189)

519,499,737

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

5.7%

‡

31,233,288

NET

ASSETS

-

100.0%

550,733,025

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

18,129,570

3

.3

%

Consumer

Discretionary

25,875,567

4

.7

Consumer

Staples

5,408,640

1

.0

Energy

12,399,220

2

.2

Financials

52,197,270

9

.5

Foreign

Government

Securities

60,754,980

11

.0

Health

Care

19,590,822

3

.6

Industrials

26,445,099

4

.8

Information

Technology

62,371,367

11

.3

Materials

3,085,464

0

.6

Real

Estate

864,834

0

.1

Utilities

932,237

0

.2

Investment

Companies

91,118,955

16

.5

U.S.

Treasury

Obligations

140,325,712

25

.5

Total

Investments

In

Securities

At

Value

519,499,737

94

.3

Other

Assets

in

Excess

of

Liabilities

‡

31,233,288

5

.7

Net

Assets

$

550,733,025

100

.0

%

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

207

(Continued)

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$75,316,985,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

(b)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$60,764,167.

(c)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$1,145,651,

which

represents

0.21%

of

net

assets

of

the

Fund.

(d)

Security

exempt

from

registration

pursuant

to

Regulation

S

under

the

Securities

Act

of

1933.

Regulation

S

applies

to

securities

offerings

that

are

made

outside

of

the

United

States

and

do

not

involve

direct

selling

efforts

in

the

United

States.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$60,754,980,

which

represents

11.03%

of

net

assets

of

the

Fund.

(e)

Inflation

protected

security.

(f)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(g)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(h)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(i)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

(3)

Security

fair

valued

using

significant

unobservable

inputs

(Level

3)

in

accordance

with

procedures

approved

by

the

Board

of

Trustees.

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

Spain

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.10%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

EUR

5,126,871

$

39,249

Total

unrealized

appreciation

39,249

Amsterdam

Exchange

Index

October

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

MSCS

10/18/2024

EUR

(12,768,000)

(

160,031

)

Swiss

Market

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

(9,886,860)

(

123,745

)

MSCI

Canada

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.40%)

Monthly

MSCS

12/18/2024

CAD

(3,289,090)

(

77,275

)

MSCI

France

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

plus

or

minus

a

specified

spread

(0.10%)

Monthly

BANA

12/18/2024

EUR

(2,116,338)

(

72,186

)

208

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

Netherlands

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

plus

or

minus

a

specified

spread

(0.22%)

Monthly

BANA

12/18/2024

EUR

(2,652,313)

$

(

88,453

)

MSCI

Sweden

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

STIBOR

plus

or

minus

a

specified

spread

(0.04%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

SEK

15,625,526

(

6,277

)

MSCI

Switzerland

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SARON

plus

or

minus

a

specified

spread

(0.19%)

Monthly

BANA

12/18/2024

CHF

(4,223,618)

(

114,914

)

Total

unrealized

depreciation

(

642,881

)

Net

unrealized

depreciation

$

(

603,632

)

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Hang

Seng

Index

13

10/2024

HKD

$

1,779,131

$

167,528

IBEX

35

Index

76

10/2024

EUR

10,060,053

72,631

LME

Aluminum

Base

Metal

1

10/2024

USD

65,022

8,394

LME

Aluminum

Base

Metal

1

10/2024

USD

65,169

4,741

LME

Aluminum

Base

Metal

1

10/2024

USD

65,427

3,476

LME

Aluminum

Base

Metal

1

10/2024

USD

65,494

4,328

LME

Aluminum

Base

Metal

1

10/2024

USD

65,413

3,231

LME

Aluminum

Base

Metal

2

10/2024

USD

130,779

4,645

LME

Aluminum

Base

Metal

2

10/2024

USD

130,663

10,060

LME

Aluminum

Base

Metal

4

10/2024

USD

260,062

32,950

LME

Aluminum

Base

Metal

4

10/2024

USD

261,921

14,753

LME

Aluminum

Base

Metal

6

10/2024

USD

392,195

12,286

LME

Aluminum

Base

Metal

6

10/2024

USD

391,457

10,231

LME

Aluminum

Base

Metal

7

10/2024

USD

455,000

50,354

LME

Aluminum

Base

Metal

8

10/2024

USD

519,950

53,389

LME

Aluminum

Base

Metal

13

10/2024

USD

845,039

102,051

LME

Copper

Base

Metal

1

10/2024

USD

242,902

56

LME

Copper

Base

Metal

1

10/2024

USD

243,541

14,533

LME

Copper

Base

Metal

1

10/2024

USD

243,460

17,571

LME

Copper

Base

Metal

1

10/2024

USD

243,500

19,510

LME

Copper

Base

Metal

1

10/2024

USD

242,699

(

2,440

)

LME

Copper

Base

Metal

2

10/2024

USD

486,463

29,300

LME

Copper

Base

Metal

2

10/2024

USD

485,228

(

11,064

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

209

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

2

10/2024

USD

$

485,740

$

(

6,438

)

LME

Copper

Base

Metal

2

10/2024

USD

485,860

2,517

LME

Copper

Base

Metal

3

10/2024

USD

729,833

50,195

LME

Copper

Base

Metal

4

10/2024

USD

972,562

48,521

LME

Copper

Base

Metal

4

10/2024

USD

971,832

33,354

LME

Copper

Base

Metal

8

10/2024

USD

1,938,762

(

24,396

)

LME

Lead

Base

Metal

1

10/2024

USD

51,420

(

3,949

)

LME

Lead

Base

Metal

1

10/2024

USD

51,537

(

3,203

)

LME

Lead

Base

Metal

1

10/2024

USD

51,459

(

3,119

)

LME

Lead

Base

Metal

1

10/2024

USD

51,645

117

LME

Lead

Base

Metal

1

10/2024

USD

51,567

(

3,330

)

LME

Lead

Base

Metal

1

10/2024

USD

51,713

688

LME

Lead

Base

Metal

2

10/2024

USD

102,879

(

6,589

)

LME

Lead

Base

Metal

2

10/2024

USD

103,114

(

6,266

)

LME

Lead

Base

Metal

2

10/2024

USD

102,800

(

8,806

)

LME

Lead

Base

Metal

3

10/2024

USD

155,174

671

LME

Lead

Base

Metal

4

10/2024

USD

206,624

1,813

LME

Lead

Base

Metal

6

10/2024

USD

310,211

(

2,166

)

LME

Nickel

Base

Metal

1

10/2024

USD

103,731

(

623

)

LME

Nickel

Base

Metal

1

10/2024

USD

104,010

8,307

LME

Nickel

Base

Metal

1

10/2024

USD

103,622

(

631

)

LME

Nickel

Base

Metal

2

10/2024

USD

207,774

6,936

LME

Nickel

Base

Metal

2

10/2024

USD

207,962

13,256

LME

Nickel

Base

Metal

5

10/2024

USD

519,614

28,253

LME

Zinc

Base

Metal

1

10/2024

USD

76,548

3,000

LME

Zinc

Base

Metal

1

10/2024

USD

76,691

9,523

LME

Zinc

Base

Metal

2

10/2024

USD

153,339

14,102

LME

Zinc

Base

Metal

2

10/2024

USD

153,400

20,145

LME

Zinc

Base

Metal

2

10/2024

USD

153,172

6,694

LME

Zinc

Base

Metal

4

10/2024

USD

305,678

8,101

OMXS30

Index

101

10/2024

SEK

2,611,310

(

12,999

)

WTI

Crude

Oil

165

10/2024

USD

11,248,050

(

89,568

)

Brent

Crude

Oil

135

11/2024

USD

9,647,100

(

91,008

)

Feeder

Cattle

2

11/2024

USD

244,900

9,389

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

8,337

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

6,951

LME

Aluminum

Base

Metal

1

11/2024

USD

65,025

7,954

LME

Aluminum

Base

Metal

2

11/2024

USD

130,091

12,735

LME

Aluminum

Base

Metal

3

11/2024

USD

195,121

9,994

LME

Aluminum

Base

Metal

5

11/2024

USD

325,201

31,436

LME

Aluminum

Base

Metal

5

11/2024

USD

325,201

41,836

LME

Aluminum

Base

Metal

6

11/2024

USD

390,422

10,875

LME

Copper

Base

Metal

1

11/2024

USD

243,807

23,772

LME

Copper

Base

Metal

1

11/2024

USD

244,606

11,664

LME

Copper

Base

Metal

1

11/2024

USD

244,082

16,567

LME

Copper

Base

Metal

1

11/2024

USD

244,319

13,216

LME

Copper

Base

Metal

1

11/2024

USD

243,582

16,079

LME

Copper

Base

Metal

1

11/2024

USD

243,844

20,591

LME

Copper

Base

Metal

1

11/2024

USD

243,732

21,333

LME

Copper

Base

Metal

2

11/2024

USD

488,138

37,507

LME

Copper

Base

Metal

2

11/2024

USD

488,613

25,736

LME

Copper

Base

Metal

4

11/2024

USD

978,111

38,977

LME

Lead

Base

Metal

1

11/2024

USD

51,982

465

LME

Lead

Base

Metal

1

11/2024

USD

51,793

2,866

LME

Lead

Base

Metal

2

11/2024

USD

104,039

1,198

LME

Lead

Base

Metal

2

11/2024

USD

103,724

469

LME

Lead

Base

Metal

2

11/2024

USD

103,964

(

50

)

210

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Lead

Base

Metal

2

11/2024

USD

$

103,793

$

1,475

LME

Lead

Base

Metal

2

11/2024

USD

103,770

3,414

LME

Lead

Base

Metal

2

11/2024

USD

103,564

3,158

LME

Lead

Base

Metal

3

11/2024

USD

155,414

8,224

LME

Lead

Base

Metal

4

11/2024

USD

208,040

(

3,484

)

LME

Lead

Base

Metal

5

11/2024

USD

259,081

10,895

LME

Lead

Base

Metal

5

11/2024

USD

258,680

1,678

LME

Nickel

Base

Metal

1

11/2024

USD

104,392

6,739

LME

Nickel

Base

Metal

1

11/2024

USD

104,254

6,301

LME

Nickel

Base

Metal

1

11/2024

USD

104,639

2,302

LME

Nickel

Base

Metal

1

11/2024

USD

104,372

7,049

LME

Nickel

Base

Metal

1

11/2024

USD

104,514

3,171

LME

Nickel

Base

Metal

1

11/2024

USD

104,412

7,509

LME

Nickel

Base

Metal

2

11/2024

USD

208,548

13,638

LME

Zinc

Base

Metal

1

11/2024

USD

76,965

9,533

LME

Zinc

Base

Metal

2

11/2024

USD

154,076

11,986

LME

Zinc

Base

Metal

2

11/2024

USD

154,058

7,696

LME

Zinc

Base

Metal

4

11/2024

USD

308,163

17,414

Natural

Gas

35

11/2024

USD

1,170,750

90,497

NY

Harbor

ULSD

19

11/2024

USD

1,726,154

21,951

RBOB

Gasoline

25

11/2024

USD

2,001,510

(

30,788

)

Soybean

119

11/2024

USD

6,289,150

114,858

WTI

Crude

Oil

76

11/2024

USD

5,150,520

22,361

100

oz

Gold

80

12/2024

USD

21,275,200

1,376,640

Australia

10

Year

Bond

561

12/2024

AUD

45,109,214

(

391,217

)

Australia

3

Year

Bond

121

12/2024

AUD

8,960,959

(

19,921

)

Cocoa

4

12/2024

GBP

280,278

(

5,428

)

Cocoa

14

12/2024

USD

1,081,080

115,882

Coffee

'C'

51

12/2024

USD

5,168,531

504,437

Corn

249

12/2024

USD

5,288,138

262,551

Cotton

No.

2

36

12/2024

USD

1,324,980

24,013

DAX

Index

5

12/2024

EUR

2,713,721

56,188

Euro

STOXX

50

Index

338

12/2024

EUR

18,925,108

590,132

Euro-Bobl

200

12/2024

EUR

26,722,279

186,467

Euro-BTP

116

12/2024

EUR

15,697,775

295,011

Euro-Bund

292

12/2024

EUR

43,847,869

317,804

Euro-Buxl

53

12/2024

EUR

8,042,464

45,661

Euro-OAT

151

12/2024

EUR

21,335,112

79,442

Euro-Schatz

52

12/2024

EUR

6,201,670

21,590

FTSE

100

Index

157

12/2024

GBP

17,397,657

(

196,897

)

FTSE/MIB

Index

71

12/2024

EUR

13,456,664

124,051

Lean

Hogs

31

12/2024

USD

908,610

12,250

Live

Cattle

42

12/2024

USD

3,104,640

107,220

LME

Aluminum

Base

Metal

1

12/2024

USD

65,262

4,909

LME

Aluminum

Base

Metal

1

12/2024

USD

65,271

(

711

)

LME

Aluminum

Base

Metal

2

12/2024

USD

130,316

11,610

LME

Aluminum

Base

Metal

4

12/2024

USD

261,150

(

278

)

LME

Aluminum

Base

Metal

4

12/2024

USD

260,944

9,182

LME

Aluminum

Base

Metal

5

12/2024

USD

326,641

14,626

LME

Aluminum

Base

Metal

5

12/2024

USD

326,641

9,783

LME

Aluminum

Base

Metal

5

12/2024

USD

326,391

21,876

LME

Aluminum

Base

Metal

7

12/2024

USD

455,929

39,458

LME

Aluminum

Base

Metal

8

12/2024

USD

521,906

28,822

LME

Aluminum

Base

Metal

9

12/2024

USD

586,251

50,924

LME

Aluminum

Base

Metal

10

12/2024

USD

652,735

15,468

LME

Aluminum

Base

Metal

101

12/2024

USD

6,598,153

217,982

LME

Copper

Base

Metal

1

12/2024

USD

245,509

10,317

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

211

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

1

12/2024

USD

$

244,988

$

17,450

LME

Copper

Base

Metal

1

12/2024

USD

245,725

(

2,853

)

LME

Copper

Base

Metal

2

12/2024

USD

490,579

28,548

LME

Copper

Base

Metal

2

12/2024

USD

490,968

16,966

LME

Copper

Base

Metal

2

12/2024

USD

489,763

41,891

LME

Copper

Base

Metal

2

12/2024

USD

489,870

38,667

LME

Copper

Base

Metal

3

12/2024

USD

736,283

21,023

LME

Copper

Base

Metal

3

12/2024

USD

735,608

55,900

LME

Copper

Base

Metal

68

12/2024

USD

16,694,595

(

68,543

)

LME

Lead

Base

Metal

1

12/2024

USD

52,073

1,364

LME

Lead

Base

Metal

1

12/2024

USD

52,358

(

922

)

LME

Lead

Base

Metal

1

12/2024

USD

52,373

352

LME

Lead

Base

Metal

1

12/2024

USD

52,266

1,005

LME

Lead

Base

Metal

1

12/2024

USD

52,150

3,197

LME

Lead

Base

Metal

2

12/2024

USD

104,373

4,879

LME

Lead

Base

Metal

3

12/2024

USD

156,949

1,342

LME

Lead

Base

Metal

3

12/2024

USD

156,284

7,176

LME

Lead

Base

Metal

3

12/2024

USD

157,200

(

1,490

)

LME

Lead

Base

Metal

3

12/2024

USD

156,845

4,763

LME

Lead

Base

Metal

55

12/2024

USD

2,876,363

(

66,981

)

LME

Nickel

Base

Metal

1

12/2024

USD

104,972

4,902

LME

Nickel

Base

Metal

2

12/2024

USD

209,566

17,956

LME

Nickel

Base

Metal

2

12/2024

USD

209,543

17,341

LME

Nickel

Base

Metal

3

12/2024

USD

314,509

30,288

LME

Nickel

Base

Metal

10

12/2024

USD

1,049,601

54,915

LME

Zinc

Base

Metal

1

12/2024

USD

77,211

5,783

LME

Zinc

Base

Metal

1

12/2024

USD

77,191

8,088

LME

Zinc

Base

Metal

1

12/2024

USD

77,075

8,537

LME

Zinc

Base

Metal

2

12/2024

USD

154,442

4,511

LME

Zinc

Base

Metal

3

12/2024

USD

231,713

(

64

)

LME

Zinc

Base

Metal

3

12/2024

USD

231,695

16,230

LME

Zinc

Base

Metal

3

12/2024

USD

231,284

24,889

LME

Zinc

Base

Metal

4

12/2024

USD

308,687

36,975

LME

Zinc

Base

Metal

63

12/2024

USD

4,870,987

286,657

Long

Gilt

600

12/2024

GBP

79,093,963

(

266,881

)

Low

Sulphur

Gasoil

35

12/2024

USD

2,297,750

50,221

Russell

2000

E-Mini

Index

17

12/2024

USD

1,911,820

17,906

S&P

500

E-Mini

Index

68

12/2024

USD

19,768,450

367,707

S&P

Midcap

400

E-Mini

Index

2

12/2024

USD

629,720

17,910

Silver

28

12/2024

USD

4,404,120

237,771

Soybean

Meal

109

12/2024

USD

3,723,440

123,176

SPI

200

Index

33

12/2024

AUD

4,737,441

59,504

U.S.

Treasury

10

Year

Note

1,108

12/2024

USD

126,710,189

(

388,766

)

U.S.

Treasury

2

Year

Note

84

12/2024

USD

17,494,312

23,146

U.S.

Treasury

5

Year

Note

679

12/2024

USD

74,652,867

67,363

U.S.

Treasury

Long

Bond

289

12/2024

USD

35,935,344

(

164,140

)

U.S.

Treasury

Ultra

Bond

162

12/2024

USD

21,591,563

(

151,566

)

Wheat

15

12/2024

USD

438,000

9,430

Feeder

Cattle

4

1/2025

USD

477,550

4,659

Soybean

19

1/2025

USD

1,021,488

29,898

Sugar

No.

11

148

2/2025

USD

3,724,627

510,340

Platinum

11

8/2025

JPY

173,964

5,197

Total

of

long

contracts

6,436,551

Short

Contracts

Brent

Crude

Oil

(

69

)

10/2024

USD

(

4,947,300

)

(

18,874

)

CAC

40

10

Euro

Index

(

106

)

10/2024

EUR

(

9,025,943

)

(

155,997

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,494

)

(

4,640

)

212

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

$

(

65,022

)

$

(

7,879

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,169

)

(

5,217

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,413

)

(

3,216

)

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,427

)

(

3,554

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,663

)

(

9,918

)

LME

Aluminum

Base

Metal

(

2

)

10/2024

USD

(

130,779

)

(

4,353

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

261,921

)

(

15,708

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

260,062

)

(

33,752

)

LME

Aluminum

Base

Metal

(

6

)

10/2024

USD

(

392,195

)

(

12,262

)

LME

Aluminum

Base

Metal

(

6

)

10/2024

USD

(

391,457

)

(

10,324

)

LME

Aluminum

Base

Metal

(

7

)

10/2024

USD

(

455,000

)

(

51,110

)

LME

Aluminum

Base

Metal

(

8

)

10/2024

USD

(

519,950

)

(

56,293

)

LME

Aluminum

Base

Metal

(

13

)

10/2024

USD

(

845,039

)

(

103,173

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,500

)

(

19,436

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,902

)

302

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,460

)

(

17,228

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,699

)

2,625

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,541

)

(

14,295

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

485,228

)

11,467

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

486,463

)

(

28,794

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

485,860

)

(

1,665

)

LME

Copper

Base

Metal

(

2

)

10/2024

USD

(

485,740

)

6,905

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

729,833

)

(

50,365

)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

972,562

)

(

45,873

)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

971,832

)

(

30,753

)

LME

Copper

Base

Metal

(

8

)

10/2024

USD

(

1,938,762

)

21,812

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,459

)

3,207

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,420

)

3,886

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,567

)

3,687

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,645

)

(

258

)

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,537

)

3,280

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,713

)

(

916

)

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

103,114

)

5,893

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,879

)

6,573

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,800

)

9,210

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

155,174

)

(

1,431

)

LME

Lead

Base

Metal

(

4

)

10/2024

USD

(

206,624

)

(

2,479

)

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

310,211

)

2,224

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,622

)

567

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,731

)

672

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

104,010

)

(

8,343

)

LME

Nickel

Base

Metal

(

2

)

10/2024

USD

(

207,962

)

(

13,966

)

LME

Nickel

Base

Metal

(

2

)

10/2024

USD

(

207,774

)

(

7,789

)

LME

Nickel

Base

Metal

(

5

)

10/2024

USD

(

519,614

)

(

28,514

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,548

)

(

3,143

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,691

)

(

9,395

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,339

)

(

14,082

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,400

)

(

20,608

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,172

)

(

6,897

)

LME

Zinc

Base

Metal

(

4

)

10/2024

USD

(

305,678

)

(

8,490

)

Natural

Gas

(

11

)

10/2024

USD

(

321,530

)

(

11,974

)

NY

Harbor

ULSD

(

22

)

10/2024

USD

(

1,990,666

)

(

28,557

)

RBOB

Gasoline

(

7

)

10/2024

USD

(

568,919

)

20,583

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

8,371

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

7,042

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,025

)

(

7,859

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,091

)

(

12,639

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

213

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

3

)

11/2024

USD

$

(

195,121

)

$

(

9,340

)

LME

Aluminum

Base

Metal

(

5

)

11/2024

USD

(

325,201

)

(

41,972

)

LME

Aluminum

Base

Metal

(

5

)

11/2024

USD

(

325,201

)

(

31,474

)

LME

Aluminum

Base

Metal

(

6

)

11/2024

USD

(

390,422

)

(

9,439

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,082

)

(

17,209

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,582

)

(

16,090

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,732

)

(

17,734

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,319

)

(

13,340

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,606

)

(

10,859

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,844

)

(

21,023

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

243,807

)

(

23,809

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,138

)

(

37,475

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

488,613

)

(

25,280

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

978,111

)

(

40,572

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,982

)

(

484

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,793

)

(

2,921

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,564

)

(

3,881

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,770

)

(

3,547

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,724

)

(

424

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

104,039

)

(

744

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,964

)

(

119

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,793

)

(

1,749

)

LME

Lead

Base

Metal

(

3

)

11/2024

USD

(

155,414

)

(

8,272

)

LME

Lead

Base

Metal

(

4

)

11/2024

USD

(

208,040

)

2,949

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

258,680

)

(

1,490

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

259,081

)

(

11,474

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,254

)

(

6,589

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,372

)

(

6,750

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,412

)

(

7,193

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,392

)

(

6,482

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,639

)

(

2,642

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,514

)

(

2,945

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

208,548

)

(

13,774

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

76,965

)

(

9,467

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

154,058

)

(

7,664

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

154,076

)

(

12,831

)

LME

Zinc

Base

Metal

(

4

)

11/2024

USD

(

308,163

)

(

16,475

)

Low

Sulphur

Gasoil

(

9

)

11/2024

USD

(

594,225

)

(

9,957

)

Canada

10

Year

Bond

(

269

)

12/2024

CAD

(

24,850,353

)

(

128,298

)

Copper

(

3

)

12/2024

USD

(

341,475

)

(

22,352

)

Japan

10

Year

Bond

(

3

)

12/2024

JPY

(

3,017,012

)

6,923

KC

HRW

Wheat

(

14

)

12/2024

USD

(

408,625

)

(

6,126

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,262

)

(

4,976

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,271

)

682

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,316

)

(

11,839

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

260,944

)

(

10,333

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

261,150

)

(

162

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,641

)

(

11,330

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,641

)

(

11,561

)

LME

Aluminum

Base

Metal

(

5

)

12/2024

USD

(

326,391

)

(

21,676

)

LME

Aluminum

Base

Metal

(

7

)

12/2024

USD

(

455,929

)

(

37,426

)

LME

Aluminum

Base

Metal

(

8

)

12/2024

USD

(

521,906

)

(

26,028

)

LME

Aluminum

Base

Metal

(

9

)

12/2024

USD

(

586,251

)

(

49,686

)

LME

Aluminum

Base

Metal

(

10

)

12/2024

USD

(

652,735

)

(

17,386

)

LME

Aluminum

Base

Metal

(

54

)

12/2024

USD

(

3,527,726

)

(

192,739

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,509

)

(

9,661

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,988

)

(

17,491

)

214

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

$

(

245,725

)

$

4,567

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

490,579

)

(

27,584

)

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

489,870

)

(

38,910

)

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

489,763

)

(

43,418

)

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

490,968

)

(

19,023

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

736,283

)

(

19,572

)

LME

Copper

Base

Metal

(

3

)

12/2024

USD

(

735,608

)

(

56,262

)

LME

Copper

Base

Metal

(

13

)

12/2024

USD

(

3,191,614

)

(

225,733

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,266

)

(

1,131

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,073

)

(

1,401

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,358

)

977

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,373

)

(

273

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,150

)

(

3,133

)

LME

Lead

Base

Metal

(

2

)

12/2024

USD

(

104,373

)

(

4,828

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

156,949

)

(

1,482

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

156,284

)

(

7,277

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

157,200

)

1,773

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

156,845

)

(

3,177

)

LME

Lead

Base

Metal

(

18

)

12/2024

USD

(

941,355

)

(

20,548

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,972

)

(

4,731

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,566

)

(

17,872

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,543

)

(

17,549

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,509

)

(

29,488

)

LME

Nickel

Base

Metal

(

30

)

12/2024

USD

(

3,148,803

)

(

132,777

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,075

)

(

8,828

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,191

)

(

8,303

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,211

)

(

6,174

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,442

)

(

4,128

)

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,284

)

(

25,192

)

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,713

)

415

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,695

)

(

18,554

)

LME

Zinc

Base

Metal

(

4

)

12/2024

USD

(

308,687

)

(

38,748

)

LME

Zinc

Base

Metal

(

11

)

12/2024

USD

(

850,490

)

(

56,146

)

S&P/TSX

60

Index

(

67

)

12/2024

CAD

(

14,311,036

)

(

172,179

)

Soybean

Oil

(

15

)

12/2024

USD

(

389,790

)

(

18,073

)

TOPIX

Index

(

45

)

12/2024

JPY

(

8,289,268

)

(

360,668

)

Aluminum

(

2

)

1/2025

USD

(

128,238

)

(

5,107

)

Total

of

short

contracts

(

3,217,082

)

Net

unrealized

appreciation

$

3,219,469

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

13,009,500

USD

8,843,273

CITI

12/18/2024

$

158,022

AUD

13,009,500

USD

8,843,228

JPMC

12/18/2024

158,066

BRL

65,128,525

USD

11,633,041

CITI

**

12/18/2024

212,954

BRL

65,128,525

USD

11,632,983

JPMC

**

12/18/2024

213,010

CAD

5,630,500

USD

4,166,294

CITI

12/18/2024

5,329

CAD

5,630,500

USD

4,166,273

JPMC

12/18/2024

5,350

CLP

1,272,731,498

USD

1,370,035

CITI

**

12/18/2024

44,357

CLP

1,272,731,502

USD

1,370,028

JPMC

**

12/18/2024

44,364

CNY

81,236,500

USD

11,532,951

CITI

**

12/18/2024

134,474

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

215

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

CNY

81,236,500

USD

11,532,894

JPMC

**

12/18/2024

$

134,530

COP

150,000,000

USD

34,595

CITI

**

12/18/2024

716

COP

150,000,000

USD

34,594

JPMC

**

12/18/2024

716

CZK

18,300,000

USD

806,902

CITI

12/18/2024

2,692

CZK

18,300,000

USD

806,898

JPMC

12/18/2024

2,696

EUR

14,716,251

USD

16,403,397

CITI

12/18/2024

30,235

EUR

14,716,249

USD

16,403,313

JPMC

12/18/2024

30,317

GBP

14,567,504

USD

19,163,809

CITI

12/18/2024

308,785

GBP

14,567,496

USD

19,163,703

JPMC

12/18/2024

308,880

HUF

155,000,000

USD

429,512

CITI

12/18/2024

3,594

HUF

155,000,000

USD

429,509

JPMC

12/18/2024

3,596

IDR

4,000,000,000

USD

257,687

CITI

**

12/18/2024

4,881

IDR

4,000,000,000

USD

257,688

JPMC

**

12/18/2024

4,880

INR

1,644,923,500

USD

19,518,644

CITI

**

12/18/2024

36,546

INR

1,644,923,500

USD

19,518,546

JPMC

**

12/18/2024

36,644

JPY

1,851,128,817

USD

12,945,410

CITI

12/18/2024

73,347

JPY

1,851,128,819

USD

12,945,345

JPMC

12/18/2024

73,410

KRW

6,480,461,874

USD

4,903,043

CITI

**

12/18/2024

30,117

KRW

6,480,461,875

USD

4,903,019

JPMC

**

12/18/2024

30,143

MXN

108,965,750

USD

5,418,017

CITI

12/18/2024

49,387

MXN

108,965,752

USD

5,417,990

JPMC

12/18/2024

49,414

NOK

43,718,750

USD

4,084,681

CITI

12/18/2024

59,847

NOK

43,718,750

USD

4,084,661

JPMC

12/18/2024

59,868

NZD

71,500

USD

44,243

CITI

12/18/2024

1,187

NZD

71,500

USD

44,243

JPMC

12/18/2024

1,187

PLN

2,878,250

USD

743,648

CITI

12/18/2024

2,336

PLN

2,878,250

USD

743,644

JPMC

12/18/2024

2,340

SEK

186,906,270

USD

18,333,682

CITI

12/18/2024

141,649

SEK

186,906,270

USD

18,333,590

JPMC

12/18/2024

141,741

SGD

1,142,000

USD

884,963

CITI

12/18/2024

7,041

SGD

1,142,000

USD

884,958

JPMC

12/18/2024

7,045

TWD

88,000,340

USD

2,793,091

CITI

**

12/18/2024

13,517

TWD

88,000,339

USD

2,793,077

JPMC

**

12/18/2024

13,530

USD

13,572,160

CAD

18,237,000

CITI

12/18/2024

60,416

USD

13,572,228

CAD

18,237,000

JPMC

12/18/2024

60,484

USD

14,993,231

CHF

12,516,479

CITI

12/18/2024

74,865

USD

14,993,306

CHF

12,516,479

JPMC

12/18/2024

74,940

USD

223,267

CLP

200,000,000

CITI

**

12/18/2024

1,007

USD

223,268

CLP

200,000,000

JPMC

**

12/18/2024

1,007

USD

219,783

COP

928,578,244

CITI

**

12/18/2024

1,193

USD

219,784

COP

928,578,244

JPMC

**

12/18/2024

1,193

USD

2,497,989

CZK

56,166,666

CITI

12/18/2024

13,170

USD

2,498,002

CZK

56,166,667

JPMC

12/18/2024

13,182

USD

306,529

DKK

2,044,000

CITI

12/18/2024

61

USD

306,531

DKK

2,044,000

JPMC

12/18/2024

63

USD

19,769,855

EUR

17,633,889

CITI

12/18/2024

78,097

USD

19,769,953

EUR

17,633,888

JPMC

12/18/2024

78,196

USD

1,516,690

ILS

5,593,500

CITI

12/18/2024

12,650

USD

1,516,697

ILS

5,593,500

JPMC

12/18/2024

12,658

USD

9,451,913

JPY

1,336,456,000

CITI

12/18/2024

52,786

USD

9,451,960

JPY

1,336,455,998

JPMC

12/18/2024

52,833

USD

427,896

KRW

558,400,001

CITI

**

12/18/2024

2,822

USD

427,898

KRW

558,399,999

JPMC

**

12/18/2024

2,824

USD

25,331

MXN

500,001

CITI

12/18/2024

244

USD

25,331

MXN

499,999

JPMC

12/18/2024

244

USD

1,884,086

NOK

19,781,500

CITI

12/18/2024

8,805

USD

1,884,096

NOK

19,781,500

JPMC

12/18/2024

8,814

USD

189,717

PHP

10,625,000

CITI

**

12/18/2024

478

216

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

MULTI-ASSET

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

189,718

PHP

10,625,000

JPMC

**

12/18/2024

$

479

USD

1,212,994

PLN

4,663,000

CITI

12/18/2024

4,440

USD

1,213,000

PLN

4,663,000

JPMC

12/18/2024

4,445

ZAR

164,865,501

USD

9,175,146

CITI

12/18/2024

304,028

ZAR

164,865,501

USD

9,175,100

JPMC

12/18/2024

304,075

Total

unrealized

appreciation

3,873,239

BRL

2,780,766

USD

506,702

CITI

**

12/18/2024

(

920

)

BRL

2,780,766

USD

506,700

JPMC

**

12/18/2024

(

915

)

CAD

8,352,000

USD

6,202,175

CITI

12/18/2024

(

14,202

)

CAD

8,352,000

USD

6,202,144

JPMC

12/18/2024

(

14,171

)

CNY

2,243,500

USD

322,669

CITI

**

12/18/2024

(

452

)

CNY

2,243,500

USD

322,668

JPMC

**

12/18/2024

(

449

)

COP

4,145,000,000

USD

997,320

CITI

**

12/18/2024

(

21,570

)

COP

4,145,000,000

USD

997,315

JPMC

**

12/18/2024

(

21,565

)

CZK

32,700,000

USD

1,452,272

CITI

12/18/2024

(

5,620

)

CZK

32,700,000

USD

1,452,264

JPMC

12/18/2024

(

5,613

)

EUR

15,796,750

USD

17,692,832

CITI

12/18/2024

(

52,606

)

EUR

15,796,750

USD

17,692,743

JPMC

12/18/2024

(

52,518

)

HUF

2,403,009,000

USD

6,764,304

CITI

12/18/2024

(

49,741

)

HUF

2,403,009,000

USD

6,764,270

JPMC

12/18/2024

(

49,707

)

ILS

1,470,500

USD

399,177

CITI

12/18/2024

(

3,773

)

ILS

1,470,500

USD

399,175

JPMC

12/18/2024

(

3,771

)

INR

45,000,000

USD

535,371

CITI

**

12/18/2024

(

400

)

INR

45,000,000

USD

535,368

JPMC

**

12/18/2024

(

398

)

JPY

972,598,496

USD

6,866,318

CITI

12/18/2024

(

26,156

)

JPY

972,598,494

USD

6,866,284

JPMC

12/18/2024

(

26,120

)

KRW

2,026,820,625

USD

1,543,319

CITI

**

12/18/2024

(

430

)

KRW

2,026,820,625

USD

1,543,311

JPMC

**

12/18/2024

(

423

)

MXN

200,278,250

USD

10,153,100

CITI

12/18/2024

(

104,051

)

MXN

200,278,248

USD

10,153,049

JPMC

12/18/2024

(

104,001

)

NOK

14,218,750

USD

1,353,154

CITI

12/18/2024

(

5,218

)

NOK

14,218,750

USD

1,353,147

JPMC

12/18/2024

(

5,212

)

PHP

15,000,000

USD

268,403

CITI

**

12/18/2024

(

1,243

)

PHP

15,000,000

USD

268,402

JPMC

**

12/18/2024

(

1,241

)

PLN

1,311,250

USD

341,444

CITI

12/18/2024

(

1,595

)

PLN

1,311,250

USD

341,442

JPMC

12/18/2024

(

1,593

)

SGD

575,500

USD

450,732

CITI

12/18/2024

(

1,215

)

SGD

575,500

USD

450,730

JPMC

12/18/2024

(

1,213

)

TWD

21,999,660

USD

705,149

CITI

**

12/18/2024

(

3,511

)

TWD

21,999,661

USD

705,145

JPMC

**

12/18/2024

(

3,507

)

USD

4,094,121

AUD

6,059,000

CITI

12/18/2024

(

98,111

)

USD

4,094,142

AUD

6,059,000

JPMC

12/18/2024

(

98,090

)

USD

22,311

BRL

127,000

CITI

**

12/18/2024

(

789

)

USD

22,311

BRL

127,000

JPMC

**

12/18/2024

(

789

)

USD

17,795,073

CHF

14,964,021

CITI

12/18/2024

(

40,514

)

USD

17,795,162

CHF

14,964,021

JPMC

12/18/2024

(

40,425

)

USD

918,074

CLP

836,651,784

CITI

**

12/18/2024

(

11,701

)

USD

918,079

CLP

836,651,787

JPMC

**

12/18/2024

(

11,695

)

USD

201,852

CNY

1,423,500

CITI

**

12/18/2024

(

2,595

)

USD

201,853

CNY

1,423,500

JPMC

**

12/18/2024

(

2,594

)

USD

98,819

COP

421,421,756

CITI

**

12/18/2024

(

386

)

USD

98,820

COP

421,421,756

JPMC

**

12/18/2024

(

385

)

USD

523,048

CZK

11,833,334

CITI

12/18/2024

(

460

)

USD

523,051

CZK

11,833,333

JPMC

12/18/2024

(

457

)

USD

300

DKK

2,000

CITI

12/18/2024

–

(a)

USD

300

DKK

2,000

JPMC

12/18/2024

–

(a)

USD

46,253,057

EUR

41,530,349

CITI

12/18/2024

(

123,869

)

USD

46,253,287

EUR

41,530,348

JPMC

12/18/2024

(

123,637

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

217

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

16,278,307

GBP

12,373,808

CITI

12/18/2024

$

(

261,942

)

USD

16,278,380

GBP

12,373,801

JPMC

12/18/2024

(

261,860

)

USD

944,059

HKD

7,335,500

CITI

12/18/2024

(

536

)

USD

944,064

HKD

7,335,500

JPMC

12/18/2024

(

531

)

USD

109,106

ILS

408,500

CITI

12/18/2024

(

735

)

USD

109,107

ILS

408,500

JPMC

12/18/2024

(

735

)

USD

7,862,114

JPY

1,124,368,000

CITI

12/18/2024

(

45,424

)

USD

7,862,153

JPY

1,124,368,002

JPMC

12/18/2024

(

45,385

)

USD

3,722,892

KRW

4,941,599,999

CITI

**

12/18/2024

(

38,832

)

USD

3,722,911

KRW

4,941,600,001

JPMC

**

12/18/2024

(

38,814

)

USD

2,258,776

MXN

45,562,499

CITI

12/18/2024

(

27,342

)

USD

2,258,788

MXN

45,562,502

JPMC

12/18/2024

(

27,331

)

USD

26,598

NOK

281,500

CITI

12/18/2024

(

89

)

USD

26,598

NOK

281,499

JPMC

12/18/2024

(

89

)

USD

30,310,038

NZD

48,390,500

CITI

12/18/2024

(

436,371

)

USD

30,310,190

NZD

48,390,500

JPMC

12/18/2024

(

436,220

)

USD

1,320,065

PHP

74,375,000

CITI

**

12/18/2024

(

4,607

)

USD

1,320,071

PHP

74,375,000

JPMC

**

12/18/2024

(

4,600

)

USD

263,796

PLN

1,020,500

CITI

12/18/2024

(

697

)

USD

263,798

PLN

1,020,500

JPMC

12/18/2024

(

695

)

USD

1,681,257

SEK

17,159,000

CITI

12/18/2024

(

14,878

)

USD

1,681,265

SEK

17,159,000

JPMC

12/18/2024

(

14,870

)

USD

6,896,881

SGD

8,936,500

CITI

12/18/2024

(

83,319

)

USD

6,896,916

SGD

8,936,500

JPMC

12/18/2024

(

83,285

)

USD

1,794,338

ZAR

32,250,001

CITI

12/18/2024

(

59,921

)

USD

1,794,347

ZAR

32,250,001

JPMC

12/18/2024

(

59,912

)

ZAR

4,500,000

USD

261,565

CITI

12/18/2024

(

2,831

)

ZAR

4,500,000

USD

261,564

JPMC

12/18/2024

(

2,830

)

Total

unrealized

depreciation

(

3,096,298

)

Net

unrealized

appreciation

$

776,941

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

(a)

Represents

less

than

$0.05.

218

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

50.0%

INVESTMENT

COMPANIES

-

50.0%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(1)(a)

(Cost

$335,345,826)

$212,191,781

$1,472,915,832

$(1,349,693,167)

$2,474

$38,075

$335,454,995

335,555,661

$9,130,797

$–

(1)

Level

1

security.

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

INVESTMENTS

SHARES

VALUE

($)

SHORT-TERM

INVESTMENTS

-

94.4%

INVESTMENT

COMPANIES

-

50

.0

%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(1)(a)(b)

(Cost

$335,345,826)

335,555,661

335,454,995

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

44

.4

%

U.S.

Treasury

Bills

5.26%,

10/10/2024

(c)

$

7,635,000

7,626,134

5.29%,

10/17/2024

(c)

20,481,000

20,438,195

5.30%,

10/24/2024

(c)

20,150,000

20,089,204

5.30%,

10/31/2024

(c)

11,762,000

11,716,172

5.30%,

11/14/2024

(c)

4,337,000

4,312,298

5.30%,

11/21/2024

(c)

26,062,000

25,891,136

5.31%,

11/29/2024

(c)

18,053,000

17,914,201

5.29%,

12/5/2024

(c)

4,496,000

4,459,292

5.28%,

12/12/2024

(c)

10,147,000

10,056,286

5.29%,

12/19/2024

(c)

43,618,000

43,186,794

4.76%,

3/6/2025

(c)

50,000,000

49,062,917

4.64%,

3/13/2025

(c)

47,715,000

46,790,336

4.51%,

3/20/2025

(c)

7,724,000

7,567,342

4.35%,

3/27/2025

(c)

19,439,000

19,032,328

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

U.S.

TREASURY

OBLIGATIONS

-

44.4%

(continued)

4.35%,

4/3/2025

(c)

$

10,076,000

9,860,843

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$297,744,043)

298,003,478

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$633,089,869)

633,458,473

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

94.4%

(Cost

$633,089,869)

633,458,473

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

5.6%

‡

37,891,295

NET

ASSETS

-

100.0%

671,349,768

SECURITY

TYPE

VALUE

%

OF

NET

ASSETS

Investment

Companies

$

335,454,995

50

.0

%

U.S.

Treasury

Obligations

298,003,478

44

.4

Total

Investments

In

Securities

At

Value

633,458,473

94

.4

Other

Assets

in

Excess

of

Liabilities

‡

37,891,295

5

.6

Net

Assets

$

671,349,768

100

.0

%

‡

Includes

appreciation/(depreciation)

on

futures

contracts.

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(b)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(c)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

All

securities

are

Level

2

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(1)

Level

1

security.

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Brent

Crude

Oil

30

10/2024

USD

$

2,151,000

$

(

9,057

)

LME

Aluminum

Base

Metal

1

10/2024

USD

65,218

2,012

LME

Aluminum

Base

Metal

3

10/2024

USD

196,441

10,582

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

219

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Aluminum

Base

Metal

3

10/2024

USD

$

195,065

$

25,181

LME

Aluminum

Base

Metal

4

10/2024

USD

261,706

13,904

LME

Aluminum

Base

Metal

9

10/2024

USD

588,717

29,052

LME

Aluminum

Base

Metal

16

10/2024

USD

1,046,232

36,294

LME

Aluminum

Base

Metal

16

10/2024

USD

1,042,700

93,852

LME

Aluminum

Base

Metal

17

10/2024

USD

1,105,315

156,695

LME

Aluminum

Base

Metal

18

10/2024

USD

1,174,370

30,693

LME

Aluminum

Base

Metal

37

10/2024

USD

2,417,256

186,574

LME

Aluminum

Base

Metal

47

10/2024

USD

3,055,000

337,140

LME

Aluminum

Base

Metal

49

10/2024

USD

3,202,922

99,547

LME

Aluminum

Base

Metal

66

10/2024

USD

4,289,588

461,426

LME

Aluminum

Base

Metal

78

10/2024

USD

5,070,234

610,646

LME

Aluminum

Base

Metal

105

10/2024

USD

6,826,628

872,395

LME

Copper

Base

Metal

1

10/2024

USD

242,656

(

3,821

)

LME

Copper

Base

Metal

1

10/2024

USD

243,541

14,533

LME

Copper

Base

Metal

3

10/2024

USD

726,901

4,643

LME

Copper

Base

Metal

4

10/2024

USD

970,796

(

10,715

)

LME

Copper

Base

Metal

4

10/2024

USD

970,284

(

25,180

)

LME

Copper

Base

Metal

9

10/2024

USD

2,183,524

(

52,100

)

LME

Copper

Base

Metal

10

10/2024

USD

2,428,698

(

32,189

)

LME

Copper

Base

Metal

13

10/2024

USD

3,150,488

(

39,644

)

LME

Copper

Base

Metal

13

10/2024

USD

3,158,090

16,362

LME

Copper

Base

Metal

13

10/2024

USD

3,162,013

190,448

LME

Copper

Base

Metal

15

10/2024

USD

3,643,526

836

LME

Copper

Base

Metal

24

10/2024

USD

5,838,660

397,356

LME

Copper

Base

Metal

24

10/2024

USD

5,835,372

291,123

LME

Copper

Base

Metal

26

10/2024

USD

6,316,908

202,559

LME

Copper

Base

Metal

48

10/2024

USD

11,686,080

862,329

LME

Lead

Base

Metal

1

10/2024

USD

51,622

(

881

)

LME

Lead

Base

Metal

2

10/2024

USD

102,604

(

8,152

)

LME

Lead

Base

Metal

3

10/2024

USD

154,968

835

LME

Lead

Base

Metal

6

10/2024

USD

309,224

(

19,292

)

LME

Lead

Base

Metal

6

10/2024

USD

308,753

(

18,863

)

LME

Lead

Base

Metal

6

10/2024

USD

309,455

(

12,211

)

LME

Lead

Base

Metal

7

10/2024

USD

359,937

(

27,646

)

LME

Lead

Base

Metal

7

10/2024

USD

360,075

(

23,062

)

LME

Lead

Base

Metal

9

10/2024

USD

462,598

(

39,626

)

LME

Lead

Base

Metal

10

10/2024

USD

517,245

2,237

LME

Lead

Base

Metal

12

10/2024

USD

620,421

(

5,411

)

LME

Lead

Base

Metal

14

10/2024

USD

723,982

9,637

LME

Lead

Base

Metal

19

10/2024

USD

979,583

(

59,054

)

LME

Nickel

Base

Metal

1

10/2024

USD

103,767

1,434

LME

Nickel

Base

Metal

3

10/2024

USD

311,257

(

902

)

LME

Nickel

Base

Metal

4

10/2024

USD

415,464

13,289

LME

Nickel

Base

Metal

5

10/2024

USD

520,049

40,934

LME

Nickel

Base

Metal

6

10/2024

USD

621,731

(

3,787

)

LME

Nickel

Base

Metal

6

10/2024

USD

623,429

25,809

LME

Nickel

Base

Metal

6

10/2024

USD

623,321

20,663

LME

Nickel

Base

Metal

8

10/2024

USD

829,845

(

4,986

)

LME

Nickel

Base

Metal

16

10/2024

USD

1,663,694

108,454

LME

Nickel

Base

Metal

21

10/2024

USD

2,185,728

195,106

LME

Nickel

Base

Metal

33

10/2024

USD

3,429,453

180,075

LME

Zinc

Base

Metal

1

10/2024

USD

76,672

8,170

LME

Zinc

Base

Metal

1

10/2024

USD

76,744

10,616

LME

Zinc

Base

Metal

2

10/2024

USD

153,507

20,168

LME

Zinc

Base

Metal

2

10/2024

USD

153,326

5,520

LME

Zinc

Base

Metal

2

10/2024

USD

153,352

9,649

220

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Zinc

Base

Metal

5

10/2024

USD

$

382,930

$

17,293

LME

Zinc

Base

Metal

5

10/2024

USD

382,834

15,093

LME

Zinc

Base

Metal

6

10/2024

USD

459,285

17,999

LME

Zinc

Base

Metal

6

10/2024

USD

459,170

11,630

LME

Zinc

Base

Metal

7

10/2024

USD

534,937

14,176

LME

Zinc

Base

Metal

8

10/2024

USD

611,356

24,952

LME

Zinc

Base

Metal

10

10/2024

USD

766,908

93,220

LME

Zinc

Base

Metal

15

10/2024

USD

1,150,496

154,927

LME

Zinc

Base

Metal

19

10/2024

USD

1,456,958

67,051

LME

Zinc

Base

Metal

46

10/2024

USD

3,529,833

463,295

Natural

Gas

70

10/2024

GBP

2,733,474

150,732

Natural

Gas

110

10/2024

EUR

3,442,177

168,694

WTI

Crude

Oil

256

10/2024

USD

17,451,520

(

95,731

)

Feeder

Cattle

11

11/2024

USD

1,346,950

50,388

LME

Aluminum

Base

Metal

1

11/2024

USD

65,015

2,775

LME

Aluminum

Base

Metal

2

11/2024

USD

130,084

9,928

LME

Aluminum

Base

Metal

2

11/2024

USD

130,081

17,464

LME

Aluminum

Base

Metal

5

11/2024

USD

325,451

15,030

LME

Aluminum

Base

Metal

6

11/2024

USD

390,242

41,740

LME

Aluminum

Base

Metal

7

11/2024

USD

455,319

44,548

LME

Aluminum

Base

Metal

14

11/2024

USD

910,564

116,742

LME

Aluminum

Base

Metal

14

11/2024

USD

910,564

114,190

LME

Aluminum

Base

Metal

15

11/2024

USD

975,604

48,302

LME

Aluminum

Base

Metal

29

11/2024

USD

1,887,037

44,726

LME

Aluminum

Base

Metal

46

11/2024

USD

2,991,852

287,064

LME

Aluminum

Base

Metal

54

11/2024

USD

3,512,174

461,041

LME

Aluminum

Base

Metal

85

11/2024

USD

5,527,104

677,432

LME

Copper

Base

Metal

2

11/2024

USD

489,213

24,142

LME

Copper

Base

Metal

3

11/2024

USD

732,919

38,604

LME

Copper

Base

Metal

3

11/2024

USD

731,982

60,724

LME

Copper

Base

Metal

4

11/2024

USD

974,926

82,279

LME

Copper

Base

Metal

4

11/2024

USD

977,275

53,764

LME

Copper

Base

Metal

5

11/2024

USD

1,217,908

80,507

LME

Copper

Base

Metal

7

11/2024

USD

1,706,383

157,477

LME

Copper

Base

Metal

7

11/2024

USD

1,708,571

116,116

LME

Copper

Base

Metal

8

11/2024

USD

1,950,752

185,566

LME

Copper

Base

Metal

10

11/2024

USD

2,445,278

97,442

LME

Copper

Base

Metal

11

11/2024

USD

2,681,872

261,493

LME

Copper

Base

Metal

13

11/2024

USD

3,172,897

243,793

LME

Lead

Base

Metal

1

11/2024

USD

51,965

770

LME

Lead

Base

Metal

1

11/2024

USD

51,873

1,522

LME

Lead

Base

Metal

2

11/2024

USD

103,564

4,132

LME

Lead

Base

Metal

3

11/2024

USD

156,030

(

2,613

)

LME

Lead

Base

Metal

5

11/2024

USD

258,966

14,415

LME

Lead

Base

Metal

5

11/2024

USD

259,424

8,661

LME

Lead

Base

Metal

6

11/2024

USD

310,898

10,026

LME

Lead

Base

Metal

6

11/2024

USD

311,891

(

151

)

LME

Lead

Base

Metal

7

11/2024

USD

363,274

5,730

LME

Lead

Base

Metal

8

11/2024

USD

414,896

1,275

LME

Lead

Base

Metal

9

11/2024

USD

466,243

24,671

LME

Lead

Base

Metal

19

11/2024

USD

982,984

2,529

LME

Nickel

Base

Metal

1

11/2024

USD

104,493

3,275

LME

Nickel

Base

Metal

1

11/2024

USD

104,514

2,931

LME

Nickel

Base

Metal

1

11/2024

USD

104,639

2,302

LME

Nickel

Base

Metal

3

11/2024

USD

313,235

19,271

LME

Nickel

Base

Metal

3

11/2024

USD

312,409

17,890

LME

Nickel

Base

Metal

7

11/2024

USD

732,761

20,541

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

221

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Zinc

Base

Metal

2

11/2024

USD

$

153,648

$

20,792

LME

Zinc

Base

Metal

2

11/2024

USD

153,929

19,067

LME

Zinc

Base

Metal

3

11/2024

USD

231,226

19,871

LME

Zinc

Base

Metal

3

11/2024

USD

231,177

21,005

LME

Zinc

Base

Metal

4

11/2024

USD

307,409

49,882

LME

Zinc

Base

Metal

6

11/2024

USD

461,198

66,548

LME

Zinc

Base

Metal

7

11/2024

USD

537,373

66,302

LME

Zinc

Base

Metal

10

11/2024

USD

768,380

118,407

LME

Zinc

Base

Metal

11

11/2024

USD

847,415

65,922

LME

Zinc

Base

Metal

13

11/2024

USD

1,001,377

50,026

LME

Zinc

Base

Metal

15

11/2024

USD

1,155,611

70,819

LME

Zinc

Base

Metal

23

11/2024

USD

1,770,862

186,468

Natural

Gas

538

11/2024

USD

17,996,100

1,542,340

NY

Harbor

ULSD

23

11/2024

USD

2,089,555

(

23,584

)

RBOB

Gasoline

130

11/2024

USD

10,407,852

(

274,716

)

SGX

Iron

Ore

283

11/2024

USD

3,107,623

294,229

Soybean

1,074

11/2024

USD

56,760,900

764,641

WTI

Crude

Oil

791

11/2024

USD

53,606,070

251,228

100

oz

Gold

638

12/2024

USD

169,669,720

11,659,612

Cocoa

21

12/2024

USD

1,621,620

98,721

Cocoa

25

12/2024

GBP

1,751,739

(

37,218

)

Coffee

'C'

324

12/2024

USD

32,835,375

3,246,349

Corn

2,886

12/2024

USD

61,291,425

2,533,361

Cotton

No.

2

325

12/2024

USD

11,961,625

385,214

ECX

Emission

291

12/2024

EUR

21,236,631

(

578,242

)

KC

HRW

Wheat

7

12/2024

USD

204,313

240

Lean

Hogs

198

12/2024

USD

5,803,380

81,435

Live

Cattle

227

12/2024

USD

16,779,840

611,472

LME

Aluminum

Base

Metal

2

12/2024

USD

130,460

12,679

LME

Aluminum

Base

Metal

3

12/2024

USD

195,642

19,758

LME

Aluminum

Base

Metal

4

12/2024

USD

261,049

19,637

LME

Aluminum

Base

Metal

4

12/2024

USD

261,085

(

3,827

)

LME

Aluminum

Base

Metal

7

12/2024

USD

456,724

41,603

LME

Aluminum

Base

Metal

11

12/2024

USD

716,735

63,852

LME

Aluminum

Base

Metal

12

12/2024

USD

782,958

21,157

LME

Aluminum

Base

Metal

12

12/2024

USD

783,450

(

499

)

LME

Aluminum

Base

Metal

14

12/2024

USD

913,896

61,254

LME

Aluminum

Base

Metal

16

12/2024

USD

1,045,252

46,804

LME

Aluminum

Base

Metal

18

12/2024

USD

1,174,248

41,319

LME

Aluminum

Base

Metal

28

12/2024

USD

1,823,892

158,408

LME

Aluminum

Base

Metal

56

12/2024

USD

3,653,342

201,755

LME

Aluminum

Base

Metal

63

12/2024

USD

4,115,680

123,260

LME

Aluminum

Base

Metal

65

12/2024

USD

4,242,778

99,733

LME

Aluminum

Base

Metal

87

12/2024

USD

5,666,549

463,469

LME

Aluminum

Base

Metal

1,374

12/2024

USD

89,761,016

2,963,511

LME

Copper

Base

Metal

1

12/2024

USD

244,988

17,450

LME

Copper

Base

Metal

1

12/2024

USD

244,935

19,085

LME

Copper

Base

Metal

1

12/2024

USD

245,434

6,586

LME

Copper

Base

Metal

2

12/2024

USD

490,579

28,721

LME

Copper

Base

Metal

4

12/2024

USD

982,900

(

11,412

)

LME

Copper

Base

Metal

7

12/2024

USD

1,718,561

7,271

LME

Copper

Base

Metal

10

12/2024

USD

2,454,838

84,831

LME

Copper

Base

Metal

10

12/2024

USD

2,454,275

70,077

LME

Copper

Base

Metal

13

12/2024

USD

3,192,846

(

71,489

)

LME

Copper

Base

Metal

20

12/2024

USD

4,904,050

374,097

LME

Copper

Base

Metal

74

12/2024

USD

18,121,213

1,551,062

LME

Copper

Base

Metal

450

12/2024

USD

110,478,938

3,280,991

222

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Lead

Base

Metal

1

12/2024

USD

$

52,084

$

2,023

LME

Lead

Base

Metal

2

12/2024

USD

104,633

302

LME

Lead

Base

Metal

3

12/2024

USD

157,073

(

2,985

)

LME

Lead

Base

Metal

3

12/2024

USD

157,076

3,111

LME

Lead

Base

Metal

3

12/2024

USD

156,797

3,015

LME

Lead

Base

Metal

5

12/2024

USD

260,840

15,668

LME

Lead

Base

Metal

11

12/2024

USD

576,400

(

5,464

)

LME

Lead

Base

Metal

11

12/2024

USD

574,049

26,834

LME

Lead

Base

Metal

13

12/2024

USD

677,229

31,094

LME

Lead

Base

Metal

15

12/2024

USD

784,744

6,709

LME

Lead

Base

Metal

18

12/2024

USD

941,067

28,580

LME

Lead

Base

Metal

35

12/2024

USD

1,822,555

47,754

LME

Lead

Base

Metal

364

12/2024

USD

19,036,290

(

473,970

)

LME

Nickel

Base

Metal

1

12/2024

USD

104,783

8,978

LME

Nickel

Base

Metal

2

12/2024

USD

210,100

7,343

LME

Nickel

Base

Metal

2

12/2024

USD

209,944

12,599

LME

Nickel

Base

Metal

3

12/2024

USD

314,898

19,510

LME

Nickel

Base

Metal

3

12/2024

USD

314,915

15,246

LME

Nickel

Base

Metal

4

12/2024

USD

419,828

29,742

LME

Nickel

Base

Metal

6

12/2024

USD

629,122

53,878

LME

Nickel

Base

Metal

7

12/2024

USD

733,399

60,693

LME

Nickel

Base

Metal

11

12/2024

USD

1,152,402

78,122

LME

Nickel

Base

Metal

17

12/2024

USD

1,782,219

171,633

LME

Nickel

Base

Metal

52

12/2024

USD

5,457,925

410,822

LME

Zinc

Base

Metal

1

12/2024

USD

77,267

4,339

LME

Zinc

Base

Metal

2

12/2024

USD

154,565

8,833

LME

Zinc

Base

Metal

3

12/2024

USD

231,727

13,004

LME

Zinc

Base

Metal

5

12/2024

USD

386,149

29,884

LME

Zinc

Base

Metal

10

12/2024

USD

772,998

30,968

LME

Zinc

Base

Metal

12

12/2024

USD

926,061

110,925

LME

Zinc

Base

Metal

15

12/2024

USD

1,158,476

83,663

LME

Zinc

Base

Metal

16

12/2024

USD

1,235,060

129,412

LME

Zinc

Base

Metal

17

12/2024

USD

1,310,279

145,128

LME

Zinc

Base

Metal

18

12/2024

USD

1,387,701

149,337

LME

Zinc

Base

Metal

19

12/2024

USD

1,467,199

42,855

LME

Zinc

Base

Metal

21

12/2024

USD

1,621,988

(

445

)

LME

Zinc

Base

Metal

60

12/2024

USD

4,624,170

429,625

LME

Zinc

Base

Metal

556

12/2024

USD

42,988,391

2,290,536

Low

Sulphur

Gasoil

151

12/2024

USD

9,913,150

112,806

Milling

Wheat

No.

2

420

12/2024

EUR

5,195,349

(

140,744

)

Phelix

De

Base

Electricity

4

12/2024

EUR

3,401,997

(

213,839

)

Silver

211

12/2024

USD

33,188,190

2,183,231

Soybean

Meal

889

12/2024

USD

30,368,240

990,752

Soybean

Oil

317

12/2024

USD

8,237,562

552,531

Wheat

228

12/2024

USD

6,657,600

283,037

Feeder

Cattle

14

1/2025

USD

1,671,425

(

1,443

)

Soybean

273

1/2025

USD

14,677,163

197,630

Sugar

No.

11

1,258

2/2025

USD

31,659,331

5,137,616

Platinum

156

8/2025

JPY

2,467,128

122,342

Total

of

long

contracts

54,020,538

Short

Contracts

LME

Aluminum

Base

Metal

(

1

)

10/2024

USD

(

65,218

)

(

2,082

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

195,065

)

(

23,636

)

LME

Aluminum

Base

Metal

(

3

)

10/2024

USD

(

196,441

)

(

11,103

)

LME

Aluminum

Base

Metal

(

4

)

10/2024

USD

(

261,706

)

(

13,216

)

LME

Aluminum

Base

Metal

(

9

)

10/2024

USD

(

588,717

)

(

29,794

)

LME

Aluminum

Base

Metal

(

16

)

10/2024

USD

(

1,046,232

)

(

36,748

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

223

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Aluminum

Base

Metal

(

16

)

10/2024

USD

$

(

1,042,700

)

$

(

97,957

)

LME

Aluminum

Base

Metal

(

17

)

10/2024

USD

(

1,105,315

)

(

160,144

)

LME

Aluminum

Base

Metal

(

18

)

10/2024

USD

(

1,174,370

)

(

30,973

)

LME

Aluminum

Base

Metal

(

37

)

10/2024

USD

(

2,417,256

)

(

183,757

)

LME

Aluminum

Base

Metal

(

47

)

10/2024

USD

(

3,055,000

)

(

343,165

)

LME

Aluminum

Base

Metal

(

49

)

10/2024

USD

(

3,202,922

)

(

100,407

)

LME

Aluminum

Base

Metal

(

66

)

10/2024

USD

(

4,289,588

)

(

464,417

)

LME

Aluminum

Base

Metal

(

78

)

10/2024

USD

(

5,070,234

)

(

618,958

)

LME

Aluminum

Base

Metal

(

105

)

10/2024

USD

(

6,826,628

)

(

885,975

)

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

242,656

)

3,179

LME

Copper

Base

Metal

(

1

)

10/2024

USD

(

243,541

)

(

14,295

)

LME

Copper

Base

Metal

(

3

)

10/2024

USD

(

726,901

)

(

172

)

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

970,796

)

10,502

LME

Copper

Base

Metal

(

4

)

10/2024

USD

(

970,284

)

25,321

LME

Copper

Base

Metal

(

9

)

10/2024

USD

(

2,183,524

)

51,955

LME

Copper

Base

Metal

(

10

)

10/2024

USD

(

2,428,698

)

34,581

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,162,013

)

(

190,247

)

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,158,090

)

(

6,274

)

LME

Copper

Base

Metal

(

13

)

10/2024

USD

(

3,150,488

)

35,813

LME

Copper

Base

Metal

(

15

)

10/2024

USD

(

3,643,526

)

5,184

LME

Copper

Base

Metal

(

24

)

10/2024

USD

(

5,835,372

)

(

285,735

)

LME

Copper

Base

Metal

(

24

)

10/2024

USD

(

5,838,660

)

(

402,223

)

LME

Copper

Base

Metal

(

26

)

10/2024

USD

(

6,316,908

)

(

188,827

)

LME

Copper

Base

Metal

(

48

)

10/2024

USD

(

11,686,080

)

(

849,084

)

LME

Lead

Base

Metal

(

1

)

10/2024

USD

(

51,622

)

903

LME

Lead

Base

Metal

(

2

)

10/2024

USD

(

102,604

)

8,017

LME

Lead

Base

Metal

(

3

)

10/2024

USD

(

154,968

)

(

901

)

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

309,455

)

12,226

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

308,753

)

19,240

LME

Lead

Base

Metal

(

6

)

10/2024

USD

(

309,224

)

19,680

LME

Lead

Base

Metal

(

7

)

10/2024

USD

(

359,937

)

27,203

LME

Lead

Base

Metal

(

7

)

10/2024

USD

(

360,075

)

23,005

LME

Lead

Base

Metal

(

9

)

10/2024

USD

(

462,598

)

41,443

LME

Lead

Base

Metal

(

10

)

10/2024

USD

(

517,245

)

(

4,771

)

LME

Lead

Base

Metal

(

12

)

10/2024

USD

(

620,421

)

4,215

LME

Lead

Base

Metal

(

14

)

10/2024

USD

(

723,982

)

(

9,319

)

LME

Lead

Base

Metal

(

19

)

10/2024

USD

(

979,583

)

55,982

LME

Nickel

Base

Metal

(

1

)

10/2024

USD

(

103,767

)

(

1,122

)

LME

Nickel

Base

Metal

(

3

)

10/2024

USD

(

311,257

)

(

496

)

LME

Nickel

Base

Metal

(

4

)

10/2024

USD

(

415,464

)

(

13,956

)

LME

Nickel

Base

Metal

(

5

)

10/2024

USD

(

520,049

)

(

41,714

)

LME

Nickel

Base

Metal

(

6

)

10/2024

USD

(

623,321

)

(

23,366

)

LME

Nickel

Base

Metal

(

6

)

10/2024

USD

(

621,731

)

3,403

LME

Nickel

Base

Metal

(

6

)

10/2024

USD

(

623,429

)

(

23,795

)

LME

Nickel

Base

Metal

(

8

)

10/2024

USD

(

829,845

)

5,379

LME

Nickel

Base

Metal

(

16

)

10/2024

USD

(

1,663,694

)

(

111,730

)

LME

Nickel

Base

Metal

(

21

)

10/2024

USD

(

2,185,728

)

(

188,600

)

LME

Nickel

Base

Metal

(

33

)

10/2024

USD

(

3,429,453

)

(

185,096

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,744

)

(

10,907

)

LME

Zinc

Base

Metal

(

1

)

10/2024

USD

(

76,672

)

(

8,282

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,326

)

(

5,489

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,352

)

(

9,557

)

LME

Zinc

Base

Metal

(

2

)

10/2024

USD

(

153,507

)

(

19,201

)

LME

Zinc

Base

Metal

(

5

)

10/2024

USD

(

382,834

)

(

18,130

)

LME

Zinc

Base

Metal

(

5

)

10/2024

USD

(

382,930

)

(

17,242

)

LME

Zinc

Base

Metal

(

6

)

10/2024

USD

(

459,170

)

(

11,737

)

LME

Zinc

Base

Metal

(

6

)

10/2024

USD

(

459,285

)

(

19,489

)

224

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Zinc

Base

Metal

(

7

)

10/2024

USD

$

(

534,937

)

$

(

14,857

)

LME

Zinc

Base

Metal

(

8

)

10/2024

USD

(

611,356

)

(

23,125

)

LME

Zinc

Base

Metal

(

10

)

10/2024

USD

(

766,908

)

(

93,955

)

LME

Zinc

Base

Metal

(

15

)

10/2024

USD

(

1,150,496

)

(

154,561

)

LME

Zinc

Base

Metal

(

19

)

10/2024

USD

(

1,456,958

)

(

75,738

)

LME

Zinc

Base

Metal

(

46

)

10/2024

USD

(

3,529,833

)

(

471,369

)

Natural

Gas

(

56

)

10/2024

USD

(

1,636,880

)

(

155,720

)

NY

Harbor

ULSD

(

67

)

10/2024

USD

(

6,062,482

)

(

57,190

)

RBOB

Gasoline

(

19

)

10/2024

USD

(

1,544,210

)

67,625

Brent

Crude

Oil

(

16

)

11/2024

USD

(

1,143,360

)

34,507

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,015

)

(

1,893

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,084

)

(

9,723

)

LME

Aluminum

Base

Metal

(

2

)

11/2024

USD

(

130,081

)

(

16,561

)

LME

Aluminum

Base

Metal

(

5

)

11/2024

USD

(

325,451

)

(

15,668

)

LME

Aluminum

Base

Metal

(

6

)

11/2024

USD

(

390,242

)

(

42,250

)

LME

Aluminum

Base

Metal

(

7

)

11/2024

USD

(

455,319

)

(

44,156

)

LME

Aluminum

Base

Metal

(

14

)

11/2024

USD

(

910,564

)

(

114,806

)

LME

Aluminum

Base

Metal

(

14

)

11/2024

USD

(

910,564

)

(

120,880

)

LME

Aluminum

Base

Metal

(

15

)

11/2024

USD

(

975,604

)

(

47,208

)

LME

Aluminum

Base

Metal

(

29

)

11/2024

USD

(

1,887,037

)

(

53,235

)

LME

Aluminum

Base

Metal

(

46

)

11/2024

USD

(

2,991,852

)

(

289,563

)

LME

Aluminum

Base

Metal

(

54

)

11/2024

USD

(

3,512,174

)

(

453,301

)

LME

Aluminum

Base

Metal

(

85

)

11/2024

USD

(

5,527,104

)

(

655,706

)

LME

Copper

Base

Metal

(

2

)

11/2024

USD

(

489,213

)

(

24,639

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

731,982

)

(

60,419

)

LME

Copper

Base

Metal

(

3

)

11/2024

USD

(

732,919

)

(

37,964

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

977,275

)

(

53,360

)

LME

Copper

Base

Metal

(

4

)

11/2024

USD

(

974,926

)

(

87,763

)

LME

Copper

Base

Metal

(

5

)

11/2024

USD

(

1,217,908

)

(

79,072

)

LME

Copper

Base

Metal

(

7

)

11/2024

USD

(

1,706,383

)

(

164,833

)

LME

Copper

Base

Metal

(

7

)

11/2024

USD

(

1,708,571

)

(

115,439

)

LME

Copper

Base

Metal

(

8

)

11/2024

USD

(

1,950,752

)

(

187,096

)

LME

Copper

Base

Metal

(

10

)

11/2024

USD

(

2,445,278

)

(

103,804

)

LME

Copper

Base

Metal

(

11

)

11/2024

USD

(

2,681,872

)

(

261,900

)

LME

Copper

Base

Metal

(

13

)

11/2024

USD

(

3,172,897

)

(

240,112

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,873

)

(

1,376

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,965

)

(

567

)

LME

Lead

Base

Metal

(

2

)

11/2024

USD

(

103,564

)

(

3,269

)

LME

Lead

Base

Metal

(

3

)

11/2024

USD

(

156,030

)

2,212

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

259,424

)

(

8,869

)

LME

Lead

Base

Metal

(

5

)

11/2024

USD

(

258,966

)

(

14,604

)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

(

311,891

)

(

656

)

LME

Lead

Base

Metal

(

6

)

11/2024

USD

(

310,898

)

(

10,863

)

LME

Lead

Base

Metal

(

7

)

11/2024

USD

(

363,274

)

(

6,122

)

LME

Lead

Base

Metal

(

8

)

11/2024

USD

(

414,896

)

(

1,694

)

LME

Lead

Base

Metal

(

9

)

11/2024

USD

(

466,243

)

(

24,366

)

LME

Lead

Base

Metal

(

19

)

11/2024

USD

(

982,984

)

(

934

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,639

)

(

2,798

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,514

)

(

3,237

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,493

)

(

3,611

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

313,235

)

(

19,454

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

312,409

)

(

15,687

)

LME

Nickel

Base

Metal

(

7

)

11/2024

USD

(

732,761

)

(

14,201

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,648

)

(

22,522

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

153,929

)

(

18,935

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

231,226

)

(

19,960

)

LME

Zinc

Base

Metal

(

3

)

11/2024

USD

(

231,177

)

(

21,186

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

225

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Zinc

Base

Metal

(

4

)

11/2024

USD

$

(

307,409

)

$

(

50,364

)

LME

Zinc

Base

Metal

(

6

)

11/2024

USD

(

461,198

)

(

62,477

)

LME

Zinc

Base

Metal

(

7

)

11/2024

USD

(

537,373

)

(

66,875

)

LME

Zinc

Base

Metal

(

10

)

11/2024

USD

(

768,380

)

(

118,888

)

LME

Zinc

Base

Metal

(

11

)

11/2024

USD

(

847,415

)

(

73,569

)

LME

Zinc

Base

Metal

(

13

)

11/2024

USD

(

1,001,377

)

(

49,116

)

LME

Zinc

Base

Metal

(

15

)

11/2024

USD

(

1,155,611

)

(

70,779

)

LME

Zinc

Base

Metal

(

23

)

11/2024

USD

(

1,770,862

)

(

188,284

)

Low

Sulphur

Gasoil

(

106

)

11/2024

USD

(

6,998,650

)

(

164,849

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,460

)

(

12,615

)

LME

Aluminum

Base

Metal

(

3

)

12/2024

USD

(

195,642

)

(

20,425

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

261,049

)

(

19,816

)

LME

Aluminum

Base

Metal

(

4

)

12/2024

USD

(

261,085

)

3,641

LME

Aluminum

Base

Metal

(

7

)

12/2024

USD

(

456,724

)

(

43,060

)

LME

Aluminum

Base

Metal

(

11

)

12/2024

USD

(

716,735

)

(

65,117

)

LME

Aluminum

Base

Metal

(

12

)

12/2024

USD

(

782,958

)

(

23,777

)

LME

Aluminum

Base

Metal

(

12

)

12/2024

USD

(

783,450

)

(

482

)

LME

Aluminum

Base

Metal

(

14

)

12/2024

USD

(

913,896

)

(

60,693

)

LME

Aluminum

Base

Metal

(

16

)

12/2024

USD

(

1,045,252

)

(

36,994

)

LME

Aluminum

Base

Metal

(

18

)

12/2024

USD

(

1,174,248

)

(

46,499

)

LME

Aluminum

Base

Metal

(

28

)

12/2024

USD

(

1,823,892

)

(

154,577

)

LME

Aluminum

Base

Metal

(

56

)

12/2024

USD

(

3,653,342

)

(

182,199

)

LME

Aluminum

Base

Metal

(

63

)

12/2024

USD

(

4,115,680

)

(

142,763

)

LME

Aluminum

Base

Metal

(

65

)

12/2024

USD

(

4,242,778

)

(

113,007

)

LME

Aluminum

Base

Metal

(

87

)

12/2024

USD

(

5,666,549

)

(

468,846

)

LME

Aluminum

Base

Metal

(

873

)

12/2024

USD

(

57,031,562

)

(

4,881,460

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

245,434

)

(

7,136

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,988

)

(

17,491

)

LME

Copper

Base

Metal

(

1

)

12/2024

USD

(

244,935

)

(

19,937

)

LME

Copper

Base

Metal

(

2

)

12/2024

USD

(

490,579

)

(

27,584

)

LME

Copper

Base

Metal

(

4

)

12/2024

USD

(

982,900

)

18,269

LME

Copper

Base

Metal

(

7

)

12/2024

USD

(

1,718,561

)

(

11,761

)

LME

Copper

Base

Metal

(

10

)

12/2024

USD

(

2,454,275

)

(

65,239

)

LME

Copper

Base

Metal

(

10

)

12/2024

USD

(

2,454,838

)

(

95,114

)

LME

Copper

Base

Metal

(

13

)

12/2024

USD

(

3,192,846

)

63,793

LME

Copper

Base

Metal

(

20

)

12/2024

USD

(

4,904,050

)

(

375,078

)

LME

Copper

Base

Metal

(

74

)

12/2024

USD

(

18,121,213

)

(

1,526,907

)

LME

Copper

Base

Metal

(

102

)

12/2024

USD

(

25,041,893

)

(

1,392,278

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,084

)

(

2,036

)

LME

Lead

Base

Metal

(

2

)

12/2024

USD

(

104,633

)

(

754

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

157,073

)

2,793

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

156,797

)

(

3,393

)

LME

Lead

Base

Metal

(

3

)

12/2024

USD

(

157,076

)

(

3,633

)

LME

Lead

Base

Metal

(

5

)

12/2024

USD

(

260,840

)

(

15,353

)

LME

Lead

Base

Metal

(

11

)

12/2024

USD

(

574,049

)

(

26,553

)

LME

Lead

Base

Metal

(

11

)

12/2024

USD

(

576,400

)

6,502

LME

Lead

Base

Metal

(

13

)

12/2024

USD

(

677,229

)

(

31,533

)

LME

Lead

Base

Metal

(

15

)

12/2024

USD

(

784,744

)

(

7,408

)

LME

Lead

Base

Metal

(

18

)

12/2024

USD

(

941,067

)

(

19,064

)

LME

Lead

Base

Metal

(

35

)

12/2024

USD

(

1,822,555

)

(

49,022

)

LME

Lead

Base

Metal

(

91

)

12/2024

USD

(

4,759,073

)

69,295

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,783

)

(

8,936

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

209,944

)

(

12,503

)

LME

Nickel

Base

Metal

(

2

)

12/2024

USD

(

210,100

)

(

7,157

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,915

)

(

14,479

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,898

)

(

20,488

)

LME

Nickel

Base

Metal

(

4

)

12/2024

USD

(

419,828

)

(

27,320

)

226

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

LME

Nickel

Base

Metal

(

6

)

12/2024

USD

$

(

629,122

)

$

(

52,780

)

LME

Nickel

Base

Metal

(

7

)

12/2024

USD

(

733,399

)

(

62,857

)

LME

Nickel

Base

Metal

(

11

)

12/2024

USD

(

1,152,402

)

(

75,224

)

LME

Nickel

Base

Metal

(

17

)

12/2024

USD

(

1,782,219

)

(

167,099

)

LME

Nickel

Base

Metal

(

110

)

12/2024

USD

(

11,545,611

)

(

632,037

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,267

)

(

4,357

)

LME

Zinc

Base

Metal

(

2

)

12/2024

USD

(

154,565

)

(

9,820

)

LME

Zinc

Base

Metal

(

3

)

12/2024

USD

(

231,727

)

(

13,891

)

LME

Zinc

Base

Metal

(

5

)

12/2024

USD

(

386,149

)

(

28,702

)

LME

Zinc

Base

Metal

(

10

)

12/2024

USD

(

772,998

)

(

37,777

)

LME

Zinc

Base

Metal

(

12

)

12/2024

USD

(

926,061

)

(

116,244

)

LME

Zinc

Base

Metal

(

15

)

12/2024

USD

(

1,158,476

)

(

92,766

)

LME

Zinc

Base

Metal

(

16

)

12/2024

USD

(

1,235,060

)

(

132,842

)

LME

Zinc

Base

Metal

(

17

)

12/2024

USD

(

1,310,279

)

(

150,071

)

LME

Zinc

Base

Metal

(

18

)

12/2024

USD

(

1,387,701

)

(

151,155

)

LME

Zinc

Base

Metal

(

19

)

12/2024

USD

(

1,467,199

)

(

39,219

)

LME

Zinc

Base

Metal

(

21

)

12/2024

USD

(

1,621,988

)

2,907

LME

Zinc

Base

Metal

(

60

)

12/2024

USD

(

4,624,170

)

(

439,349

)

LME

Zinc

Base

Metal

(

211

)

12/2024

USD

(

16,313,940

)

(

1,356,393

)

Aluminum

(

2

)

1/2025

USD

(

128,238

)

(

5,107

)

Total

of

short

contracts

(

24,021,469

)

Net

unrealized

appreciation

$

29,999,069

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

Funds

|

N-PORT

Part

F

|

September

2024

227

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

281.8%

COMMON

STOCKS

-

215.0%

Australia

-

6.6%

AGL

Energy

Ltd.

(2)(a)

589,428

4,815,881

ANZ

Group

Holdings

Ltd.

(2)(a)

65,146

1,369,103

Aristocrat

Leisure

Ltd.

(2)(a)

186,164

7,516,280

Aurizon

Holdings

Ltd.

(2)(a)

1,429,667

3,478,074

BHP

Group

Ltd.

(2)(a)

93,986

2,917,905

BlueScope

Steel

Ltd.

(2)(a)

319,714

4,880,410

Brambles

Ltd.

(2)(a)

271,890

3,568,770

CAR

Group

Ltd.

(2)(a)

47,590

1,230,982

Cleanaway

Waste

Management

Ltd.

(2)(a)

384,869

779,642

Cochlear

Ltd.

(2)(a)

11,609

2,259,115

GPT

Group

(The),

REIT

(2)(a)

818,351

2,805,979

Harvey

Norman

Holdings

Ltd.

(2)

(a)

546,624

1,864,241

Incitec

Pivot

Ltd.

(2)(a)

1,148,904

2,458,943

JB

Hi-Fi

Ltd.

(2)(a)

124,458

6,849,759

Lendlease

Corp.

Ltd.

(2)(a)

397,667

1,943,850

Medibank

Pvt

Ltd.

(2)(a)

372,289

939,268

Orica

Ltd.

(2)(a)

109,050

1,392,999

Origin

Energy

Ltd.

(2)(a)

95,613

662,320

Pro

Medicus

Ltd.

(2)(a)

29,571

3,639,734

Qantas

Airways

Ltd.

(2)*(a)

283,907

1,449,201

QBE

Insurance

Group

Ltd.

(2)(a)

295,863

3,378,323

Qube

Holdings

Ltd.

(2)(a)

671,005

1,821,110

REA

Group

Ltd.

(2)(a)

6,646

919,683

Seven

Group

Holdings

Ltd.

(2)(a)

52,673

1,555,565

Suncorp

Group

Ltd.

(2)(a)

20,730

258,861

Tabcorp

Holdings

Ltd.

(2)

734,251

255,504

Telstra

Group

Ltd.

(2)(a)

517,427

1,384,909

Vicinity

Ltd.,

REIT

(2)(a)

1,194,713

1,820,304

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(2)(a)

16,661

399,076

Wesfarmers

Ltd.

(2)(a)

82,744

4,018,122

Westpac

Banking

Corp.

(2)(a)

115,259

2,518,699

Whitehaven

Coal

Ltd.

(2)(a)

57,455

284,941

Worley

Ltd.

(2)(a)

126,826

1,292,508

Yancoal

Australia

Ltd.

(2)(a)

280,387

1,186,849

77,916,910

Austria

-

0.4%

Mondi

plc

(2)(a)

217,164

4,142,514

Belgium

-

1.0%

Ageas

SA/NV

(2)(a)

92,599

4,941,002

Anheuser-Busch

InBev

SA/NV

(2)

(a)

14,544

963,791

KBC

Group

NV

(2)(a)

39,491

3,141,826

Liberty

Global

Ltd.,

Class

C

*(a)

16,579

358,272

Proximus

SADP

123,129

959,427

Solvay

SA

(2)(a)

37,968

1,487,406

UCB

SA

(2)(a)

1,254

226,368

12,078,092

Brazil

-

0.4%

Ambev

SA,

ADR

*

37,437

91,346

Embraer

SA,

ADR

*(a)

9,576

338,703

Gerdau

SA,

ADR

25,126

87,941

MercadoLibre,

Inc.

*

381

781,797

INVESTMENTS

SHARES

VALUE

($)

Brazil

-

0.4%

(continued)

Pagseguro

Digital

Ltd.,

Class

A

*

16,332

140,619

Vale

SA,

Class

B,

ADR

(a)

39,071

456,349

Yara

International

ASA

(2)

92,531

2,923,361

4,820,116

Canada

-

8.6%

Air

Canada

*(a)

259,355

3,143,058

AltaGas

Ltd.

(a)

130,139

3,221,601

ARC

Resources

Ltd.

(a)

84,605

1,430,049

Atco

Ltd.,

Class

I

(a)

67,888

2,404,403

Bank

of

Nova

Scotia

(The)

(a)

80,258

4,372,962

Barrick

Gold

Corp.

(a)

20,961

416,911

Bombardier,

Inc.,

Class

B

*(a)

21,306

1,621,206

CAE,

Inc.

*(a)

14,282

268,121

Canadian

Imperial

Bank

of

Commerce

(a)

88,403

5,422,687

Canadian

Natural

Resources

Ltd.

(a)

18,558

616,244

Canadian

Tire

Corp.

Ltd.,

Class

A

(a)

23,437

2,808,905

Capital

Power

Corp.

(a)

141,850

5,157,133

Celestica,

Inc.

*(a)

31,886

1,630,077

Cenovus

Energy,

Inc.

(a)

46,878

784,044

CGI,

Inc.

*(a)

29,155

3,354,727

Constellation

Software,

Inc.

(a)

486

1,581,131

Descartes

Systems

Group,

Inc.

(The)

*(a)

3,257

335,152

Dollarama,

Inc.

(a)

6,615

677,616

Empire

Co.

Ltd.,

Class

A

(a)

136,643

4,175,722

Fairfax

Financial

Holdings

Ltd.

(a)

5,780

7,298,113

Finning

International,

Inc.

(a)

52,359

1,718,523

Fortis,

Inc.

(a)

13,376

607,753

George

Weston

Ltd.

(a)

16,592

2,784,860

iA

Financial

Corp.,

Inc.

(a)

35,670

2,956,565

IGM

Financial,

Inc.

(a)

58,440

1,753,481

Imperial

Oil

Ltd.

(a)

24,399

1,716,562

Intact

Financial

Corp.

(a)

3,738

717,778

Kinross

Gold

Corp.

(a)

219,807

2,059,192

Loblaw

Cos.

Ltd.

(a)

18,438

2,455,037

Manulife

Financial

Corp.

(a)

270,996

8,008,953

MEG

Energy

Corp.

(a)

44,977

845,034

National

Bank

of

Canada

(a)

14,694

1,387,860

Northland

Power,

Inc.

(a)

32,560

561,666

Onex

Corp.

(a)

38,148

2,672,010

Open

Text

Corp.

(a)

120,916

4,025,020

Parkland

Corp.

(a)

40,330

1,039,524

Quebecor,

Inc.,

Class

B

(a)

16,324

426,190

Saputo,

Inc.

(a)

65,290

1,409,158

Sun

Life

Financial,

Inc.

(a)

39,460

2,288,911

Suncor

Energy,

Inc.

(a)

90,639

3,345,557

TFI

International,

Inc.

(a)

7,782

1,065,929

Toromont

Industries

Ltd.

(a)

2,505

244,527

West

Fraser

Timber

Co.

Ltd.

(a)

31,546

3,073,545

Whitecap

Resources,

Inc.

(a)

407,962

3,046,631

100,930,128

China

-

1.6%

Autohome,

Inc.,

ADR

(a)(b)

59,588

1,943,761

BOC

Hong

Kong

Holdings

Ltd.

(2)

548,500

1,737,789

NXP

Semiconductors

NV

(a)

10,289

2,469,462

228

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

China

-

1.6%

(continued)

Qifu

Technology,

Inc.,

ADR

(a)(b)

23,573

702,711

Wilmar

International

Ltd.

(2)

777,500

2,016,535

Xinyi

Glass

Holdings

Ltd.

(2)

813,000

952,726

Yangzijiang

Shipbuilding

Holdings

Ltd.

(2)

4,970,900

9,487,447

19,310,431

Denmark

-

2.5%

Carlsberg

A/S,

Class

B

(2)(a)

11,861

1,412,368

Danske

Bank

A/S

(2)(a)

104,650

3,147,738

Demant

A/S

(2)*(a)

32,701

1,273,091

Genmab

A/S

(2)*(a)

14,833

3,596,021

ISS

A/S

(2)(a)

173,208

3,456,878

Jyske

Bank

A/S

(Registered)

(2)(a)

20,840

1,621,995

Novo

Nordisk

A/S,

Class

B

(2)(a)

39,604

4,697,491

Pandora

A/S

(2)(a)

27,911

4,600,237

ROCKWOOL

A/S,

Class

B

(2)(a)

11,708

5,496,389

Royal

Unibrew

A/S

(2)*(a)

2,857

239,694

29,541,902

Finland

-

1.3%

Elisa

OYJ

(2)(a)

4,773

253,038

Fortum

OYJ

(2)(a)

368,534

6,064,339

Huhtamaki

OYJ

(a)

21,993

853,915

Kone

OYJ,

Class

B

(2)(a)

12,264

733,652

Nokia

OYJ

(2)(a)

1,048,660

4,578,630

Nordea

Bank

Abp

(2)(a)

55,985

660,916

Valmet

OYJ

(2)(a)

55,295

1,773,667

Wartsila

OYJ

Abp

(2)(a)

40,724

911,268

15,829,425

France

-

6.1%

Amundi

SA

(2)(a)(c)

28,566

2,135,220

Arkema

SA

(2)(a)

16,241

1,546,935

AXA

SA

(2)(a)

37,712

1,451,794

BNP

Paribas

SA

(2)(a)

35,635

2,445,335

Bouygues

SA

(2)(a)

203,549

6,813,025

Carrefour

SA

(2)(a)

374,562

6,386,826

Cie

de

Saint-Gobain

SA

(2)(a)

96,290

8,781,891

Credit

Agricole

SA

(2)(a)

233,702

3,573,978

Dassault

Aviation

SA

(2)(a)

2,971

613,477

Eiffage

SA

(2)(a)

63,508

6,132,693

Engie

SA

(2)(a)

195,292

3,377,030

Gaztransport

Et

Technigaz

SA

(2)

(a)

14,561

2,058,884

Ipsen

SA

(2)(a)

9,237

1,137,818

La

Francaise

des

Jeux

SAEM

(2)

(a)(c)

7,335

301,832

Orange

SA

(2)(a)

325,723

3,730,475

Publicis

Groupe

SA

(2)(a)

4,884

534,487

Rexel

SA

(2)(a)

156,878

4,547,375

Safran

SA

(2)(a)

12,301

2,894,708

Societe

Generale

SA

(2)(a)

29,410

732,876

Sodexo

SA

(a)

8,886

728,505

SPIE

SA

(2)(a)

25,082

959,114

Teleperformance

SE

(2)(a)

9,982

1,032,642

TotalEnergies

SE

(2)(a)

68,548

4,451,189

Vinci

SA

(2)(a)

25,211

2,947,081

Vivendi

SE

(2)(a)

71,683

829,243

INVESTMENTS

SHARES

VALUE

($)

France

-

6.1%

(continued)

Worldline

SA

(2)*(a)(c)

219,540

1,599,703

71,744,136

Germany

-

7.0%

Allianz

SE

(Registered)

(2)(a)

17,355

5,708,392

Aroundtown

SA

(2)*(a)

561,208

1,767,461

Aurubis

AG

(2)(a)

39,215

2,877,206

BASF

SE

(2)

49,460

2,621,523

Bechtle

AG

(2)(a)

59,020

2,640,088

Beiersdorf

AG

(2)(a)

31,145

4,687,941

Brenntag

SE

(2)(a)

26,288

1,962,203

Commerzbank

AG

(2)(a)

364,298

6,719,278

Continental

AG

(2)(a)

32,761

2,123,041

CTS

Eventim

AG

&

Co.

KGaA

(2)

(a)

2,361

245,841

Deutsche

Bank

AG

(Registered)

(2)(a)

684,844

11,855,803

Evonik

Industries

AG

(2)(a)

163,329

3,823,431

Freenet

AG

(2)(a)

45,608

1,357,680

GEA

Group

AG

(2)(a)

20,582

1,009,476

Hannover

Rueck

SE

(2)(a)

4,420

1,261,731

Heidelberg

Materials

AG

(2)(a)

82,218

8,956,821

KION

Group

AG

(2)(a)

9,777

386,043

Knorr-Bremse

AG

(2)(a)

26,106

2,326,171

LANXESS

AG

(2)(a)

27,086

857,434

LEG

Immobilien

SE

(2)(a)

2,927

306,438

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(2)(a)

5,526

3,045,072

RWE

AG

(2)(a)

94,671

3,449,131

SAP

SE

(2)(a)

6,603

1,510,321

Talanx

AG

(2)(a)

34,830

2,935,988

TeamViewer

SE

(2)*(a)(c)

55,090

703,360

thyssenkrupp

AG

(2)(a)

424,539

1,644,823

Zalando

SE

(2)*(a)(c)

186,340

6,158,895

82,941,592

Guatemala

-

0.1%

Millicom

International

Cellular

SA,

SDR

(2)*

31,094

844,812

Hong

Kong

-

0.9%

CK

Asset

Holdings

Ltd.

(2)(a)

216,872

944,171

CLP

Holdings

Ltd.

(2)(a)

58,000

507,060

Sun

Hung

Kai

Properties

Ltd.

(2)(a)

212,500

2,302,406

Swire

Pacific

Ltd.,

Class

A

(2)(a)

245,000

2,089,194

WH

Group

Ltd.

(2)(a)(c)

6,687,000

5,266,677

11,109,508

Ireland

-

0.1%

TE

Connectivity

plc

(a)

11,486

1,734,271

Italy

-

4.9%

A2A

SpA

(2)(a)

1,916,161

4,426,263

Azimut

Holding

SpA

(2)(a)

68,100

1,761,282

Banca

Monte

dei

Paschi

di

Siena

SpA

(2)(a)

96,372

556,970

Banco

BPM

SpA

(2)(a)

407,505

2,753,287

BPER

Banca

SpA

(2)(a)

500,387

2,819,297

Buzzi

SpA

(2)(a)

107,876

4,304,474

Coca-Cola

HBC

AG

(2)(a)

120,624

4,300,518

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

229

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Italy

-

4.9%

(continued)

Eni

SpA

(2)(a)

194,814

2,964,591

Generali

(2)(a)

195,523

5,658,962

Hera

SpA

(2)(a)

485,075

1,935,675

Intesa

Sanpaolo

SpA

(2)(a)

612,948

2,623,846

Italgas

SpA

(2)(a)

80,512

486,701

Leonardo

SpA

(2)(a)

201,061

4,500,006

Pirelli

&

C

SpA

(2)(a)(c)

45,406

275,740

Poste

Italiane

SpA

(2)(a)(c)

89,314

1,254,249

Prysmian

SpA

(2)(a)

74,518

5,421,822

UniCredit

SpA

(2)(a)

96,114

4,219,561

Unipol

Gruppo

SpA

(2)(a)

654,512

7,790,053

58,053,297

Japan

-

28.2%

ABC-Mart,

Inc.

(2)(a)

58,400

1,241,160

AGC,

Inc.

(2)(a)

61,400

1,992,442

Air

Water,

Inc.

(2)(a)

87,600

1,229,547

Aisin

Corp.

(2)(a)

139,500

1,550,070

Amada

Co.

Ltd.

(2)(a)

301,500

3,078,224

Asahi

Group

Holdings

Ltd.

(2)(a)

159,300

2,087,940

Asahi

Kasei

Corp.

(2)(a)

217,100

1,645,920

Asics

Corp.

(2)(a)

42,300

888,644

Brother

Industries

Ltd.

(2)(a)

184,500

3,618,494

Canon,

Inc.

(2)(a)

37,900

1,248,248

Central

Japan

Railway

Co.

(2)(a)

130,100

3,004,018

Chubu

Electric

Power

Co.,

Inc.

(2)

(a)

342,800

4,028,641

Concordia

Financial

Group

Ltd.

(2)(a)

65,900

367,851

Cosmo

Energy

Holdings

Co.

Ltd.

(2)(a)

23,200

1,279,868

Dai

Nippon

Printing

Co.

Ltd.

(2)(a)

148,000

2,642,578

Dai-ichi

Life

Holdings,

Inc.

(2)(a)

140,400

3,643,010

Daito

Trust

Construction

Co.

Ltd.

(2)(a)

19,100

2,326,495

Daiwa

House

Industry

Co.

Ltd.

(2)

(a)

59,400

1,869,673

Daiwa

House

REIT

Investment

Corp.,

REIT

(2)(a)

515

844,905

Dentsu

Group,

Inc.

(2)(a)

44,200

1,362,329

ENEOS

Holdings,

Inc.

(2)(a)

1,087,700

5,955,339

Fujikura

Ltd.

(2)(a)

45,100

1,532,500

Fujitsu

Ltd.

(2)(a)

39,400

810,041

GLP

J-REIT

(2)(a)

270

249,540

Hakuhodo

DY

Holdings,

Inc.

(2)(a)

113,600

930,871

Haseko

Corp.

(2)(a)

141,000

1,849,427

Hikari

Tsushin,

Inc.

(2)(a)

9,600

2,138,108

Hirose

Electric

Co.

Ltd.

(2)(a)

14,200

1,812,132

Hitachi

Construction

Machinery

Co.

Ltd.

(2)(a)

28,000

686,282

Hitachi

Ltd.

(2)(a)

42,800

1,134,942

Idemitsu

Kosan

Co.

Ltd.

(2)(a)

753,900

5,466,790

Iida

Group

Holdings

Co.

Ltd.

(2)(a)

169,300

2,614,568

Inpex

Corp.

(2)(a)

212,200

2,872,929

Isuzu

Motors

Ltd.

(2)(a)

68,700

936,736

Ito

En

Ltd.

(2)(a)

9,600

228,479

ITOCHU

Corp.

(2)(a)

24,000

1,293,482

Japan

Post

Bank

Co.

Ltd.

(2)(a)

255,800

2,401,261

Japan

Post

Holdings

Co.

Ltd.

(2)(a)

222,200

2,130,709

INVESTMENTS

SHARES

VALUE

($)

Japan

-

28.2%

(continued)

Japan

Post

Insurance

Co.

Ltd.

(2)

(a)

245,400

4,507,050

Japan

Real

Estate

Investment

Corp.,

REIT

(2)(a)

83

329,975

JFE

Holdings,

Inc.

(2)(a)

67,900

912,861

Kajima

Corp.

(2)(a)

57,200

1,072,111

Kansai

Electric

Power

Co.,

Inc.

(The)

(2)(a)

308,400

5,111,073

Kansai

Paint

Co.

Ltd.

(2)(a)

111,400

1,989,832

Kao

Corp.

(2)(a)

7,700

380,585

Kawasaki

Kisen

Kaisha

Ltd.

(2)(a)

128,400

2,001,693

KDDI

Corp.

(2)(a)

146,500

4,693,495

Keyence

Corp.

(2)(a)

1,900

910,598

Kinden

Corp.

(2)(a)

81,700

1,808,458

Kirin

Holdings

Co.

Ltd.

(2)(a)

146,800

2,237,213

Kobe

Steel

Ltd.

(2)(a)

50,200

601,627

Koito

Manufacturing

Co.

Ltd.

(2)(a)

89,900

1,250,773

Komatsu

Ltd.

(2)(a)

67,600

1,892,444

Konami

Group

Corp.

(2)(a)

6,400

652,662

Kose

Corp.

(2)(a)

23,700

1,530,395

Kuraray

Co.

Ltd.

(2)(a)

267,500

3,974,834

Kyocera

Corp.

(2)(a)

135,300

1,581,279

Kyowa

Kirin

Co.

Ltd.

(2)(a)

86,800

1,531,735

Kyushu

Electric

Power

Co.,

Inc.

(2)(a)

174,500

1,907,718

Kyushu

Railway

Co.

(2)(a)

47,700

1,372,282

Lion

Corp.

(2)(a)

40,300

453,413

Lixil

Corp.

(2)(a)

38,400

460,169

LY

Corp.

(2)(a)

558,300

1,627,331

Makita

Corp.

(2)(a)

73,300

2,476,189

McDonald's

Holdings

Co.

Japan

Ltd.

(2)(a)

31,900

1,519,955

Medipal

Holdings

Corp.

(2)(a)

182,200

3,175,583

MEIJI

Holdings

Co.

Ltd.

(2)(a)

51,000

1,275,634

MINEBEA

MITSUMI,

Inc.

(2)(a)

15,400

304,403

MISUMI

Group,

Inc.

(2)(a)

35,400

642,120

Mitsubishi

Chemical

Group

Corp.

(2)(a)

358,800

2,307,956

Mitsubishi

Electric

Corp.

(2)(a)

384,000

6,228,844

Mitsubishi

Gas

Chemical

Co.,

Inc.

(2)(a)

102,300

1,994,617

Mitsubishi

HC

Capital,

Inc.

(2)(a)

483,500

3,433,879

Mitsubishi

Motors

Corp.

(2)(a)

128,000

348,252

Mitsui

Chemicals,

Inc.

(2)(a)

19,800

528,899

Mitsui

OSK

Lines

Ltd.

(2)(a)

14,100

488,151

Mizuho

Financial

Group,

Inc.

(2)(a)

133,300

2,755,422

MS&AD

Insurance

Group

Holdings,

Inc.

(2)(a)

204,500

4,806,606

Murata

Manufacturing

Co.

Ltd.

(2)

(a)

68,900

1,363,443

Nexon

Co.

Ltd.

(2)(a)

30,400

604,106

NGK

Insulators

Ltd.

(2)(a)

315,500

4,149,497

NH

Foods

Ltd.

(2)(a)

59,000

2,187,440

Nintendo

Co.

Ltd.

(2)(a)

68,500

3,661,421

NIPPON

EXPRESS

HOLDINGS,

Inc.

(2)(a)

41,900

2,206,739

Nippon

Steel

Corp.

(2)(a)

93,000

2,084,328

Nippon

Yusen

KK

(2)(a)

179,700

6,600,662

Nisshin

Seifun

Group,

Inc.

(2)(a)

94,400

1,194,815

Nitto

Denko

Corp.

(2)(a)

58,500

984,454

230

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

28.2%

(continued)

NOF

Corp.

(2)(a)

17,100

295,346

Nomura

Holdings,

Inc.

(2)(a)

558,000

2,912,194

Nomura

Real

Estate

Holdings,

Inc.

(2)(a)

11,100

299,068

Nomura

Real

Estate

Master

Fund,

Inc.,

REIT

(2)(a)

506

504,839

NSK

Ltd.

(2)(a)

266,400

1,347,393

Obayashi

Corp.

(2)(a)

152,600

1,944,682

Obic

Co.

Ltd.

(2)(a)

52,000

1,824,380

Oji

Holdings

Corp.

(2)(a)

1,312,500

5,258,163

Ono

Pharmaceutical

Co.

Ltd.

(2)(a)

289,200

3,882,027

Open

House

Group

Co.

Ltd.

(2)(a)

50,900

1,925,327

Oracle

Corp.

Japan

(2)(a)

18,300

1,889,357

Orix

JREIT,

Inc.,

REIT

(2)(a)

462

493,469

Osaka

Gas

Co.

Ltd.

(2)(a)

248,700

5,608,710

Otsuka

Corp.

(2)(a)

223,500

5,519,757

Otsuka

Holdings

Co.

Ltd.

(2)(a)

87,100

4,947,204

Pan

Pacific

International

Holdings

Corp.

(2)(a)

22,500

584,636

Panasonic

Holdings

Corp.

(2)(a)

823,600

7,235,127

Persol

Holdings

Co.

Ltd.

(2)(a)

1,954,700

3,522,625

Recruit

Holdings

Co.

Ltd.

(2)(a)

24,400

1,482,359

Renesas

Electronics

Corp.

(2)(a)

60,800

882,370

Ricoh

Co.

Ltd.

(2)(a)

211,900

2,299,647

Rohm

Co.

Ltd.

(2)(a)

173,200

1,951,214

Ryohin

Keikaku

Co.

Ltd.

(2)(a)

168,300

3,090,460

Santen

Pharmaceutical

Co.

Ltd.

(2)(a)

227,700

2,764,126

Sanwa

Holdings

Corp.

(2)(a)

59,000

1,570,730

SCSK

Corp.

(2)(a)

84,800

1,758,258

Sega

Sammy

Holdings,

Inc.

(2)(a)

39,200

785,360

Seiko

Epson

Corp.

(2)(a)

130,700

2,417,775

Sekisui

Chemical

Co.

Ltd.

(2)(a)

172,300

2,694,038

Sharp

Corp.

(2)*(a)

261,700

1,740,473

Shimamura

Co.

Ltd.

(2)(a)

106,200

5,801,260

Shionogi

&

Co.

Ltd.

(2)(a)

211,800

3,035,981

Skylark

Holdings

Co.

Ltd.

(2)(a)

79,900

1,289,036

Sohgo

Security

Services

Co.

Ltd.

(2)(a)

433,600

3,155,604

Sojitz

Corp.

(2)(a)

150,400

3,563,526

Sompo

Holdings,

Inc.

(2)(a)

227,000

5,116,762

Square

Enix

Holdings

Co.

Ltd.

(2)

(a)

137,000

5,438,596

Stanley

Electric

Co.

Ltd.

(2)(a)

39,000

731,019

Subaru

Corp.

(2)(a)

45,100

797,870

Sugi

Holdings

Co.

Ltd.

(2)(a)

100,500

1,856,000

Sumitomo

Corp.

(2)(a)

68,500

1,538,240

Sumitomo

Forestry

Co.

Ltd.

(2)(a)

53,800

2,648,291

Sumitomo

Heavy

Industries

Ltd.

(2)(a)

105,500

2,552,777

Suntory

Beverage

&

Food

Ltd.

(2)

(a)

86,800

3,268,363

T&D

Holdings,

Inc.

(2)(a)

73,900

1,302,916

TBS

Holdings,

Inc.

(2)(a)

62,300

1,705,173

TDK

Corp.

(2)(a)

145,500

1,858,666

TIS,

Inc.

(2)(a)

27,900

712,196

Toho

Co.

Ltd.

(2)(a)

20,700

839,581

Tohoku

Electric

Power

Co.,

Inc.

(2)(a)

163,400

1,565,955

Tokio

Marine

Holdings,

Inc.

(2)(a)

26,300

969,798

INVESTMENTS

SHARES

VALUE

($)

Japan

-

28.2%

(continued)

Tokyo

Century

Corp.

(2)(a)

147,800

1,664,859

Tokyo

Electric

Power

Co.

Holdings,

Inc.

(2)*(a)

288,200

1,278,186

Tokyo

Gas

Co.

Ltd.

(2)(a)

116,200

2,706,660

Tokyu

Fudosan

Holdings

Corp.

(2)

(a)

42,600

296,396

TOPPAN

Holdings,

Inc.

(2)(a)

233,000

6,934,621

Toray

Industries,

Inc.

(2)(a)

203,500

1,201,833

Tosoh

Corp.

(2)(a)

279,000

3,735,722

TOTO

Ltd.

(2)(a)

40,400

1,502,778

Toyo

Suisan

Kaisha

Ltd.

(2)(a)

36,500

2,396,409

Toyota

Boshoku

Corp.

(2)(a)

85,100

1,118,727

Toyota

Tsusho

Corp.

(2)(a)

192,900

3,526,927

Trend

Micro,

Inc.

(2)(a)

4,900

290,939

Welcia

Holdings

Co.

Ltd.

(2)(a)

36,800

522,854

Yamazaki

Baking

Co.

Ltd.

(2)(a)

44,400

879,761

Yokogawa

Electric

Corp.

(2)(a)

32,500

832,808

Zensho

Holdings

Co.

Ltd.

(2)(a)

36,300

2,011,236

331,188,654

Jordan

-

0.0

%

†

Hikma

Pharmaceuticals

plc

(2)

14,939

382,284

Luxembourg

-

0.2%

Aperam

SA

(2)(a)

29,770

933,220

ArcelorMittal

SA

(2)(a)

63,476

1,662,096

2,595,316

Mexico

-

0.1%

Coca-Cola

Femsa

SAB

de

CV,

ADR

1,483

131,572

Fomento

Economico

Mexicano

SAB

de

CV,

ADR

727

71,762

Grupo

Aeroportuario

del

Sureste

SAB

de

CV,

ADR

2,276

643,562

Grupo

Televisa

SAB,

ADR

(a)(b)

147,725

378,176

1,225,072

Netherlands

-

3.1%

Aalberts

NV

(2)(a)

23,947

973,489

ABN

AMRO

Bank

NV,

CVA

(2)(a)

(c)

219,685

3,970,114

Arcadis

NV

(2)(a)

15,174

1,052,123

ASM

International

NV

(2)(a)

2,830

1,867,120

ASR

Nederland

NV

(2)(a)

25,068

1,228,893

EXOR

NV

(2)(a)

10,557

1,131,753

Koninklijke

Ahold

Delhaize

NV

(a)

243,895

8,424,388

Koninklijke

KPN

NV

(2)(a)

339,586

1,386,966

Koninklijke

Philips

NV

(2)*(a)

132,633

4,348,456

NN

Group

NV

(2)(a)

91,687

4,574,826

Randstad

NV

(2)(a)

84,060

4,176,620

Wolters

Kluwer

NV

(2)(a)

20,094

3,389,290

36,524,038

New

Zealand

-

0.0%

†

Xero

Ltd.

(2)*(a)

3,289

339,971

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

231

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Norway

-

0.5%

Equinor

ASA

(2)(a)

67,626

1,710,849

Kongsberg

Gruppen

ASA

(2)(a)

38,119

3,723,442

Norsk

Hydro

ASA

(2)(a)

142,038

917,567

6,351,858

Portugal

-

0.0%

†

Galp

Energia

SGPS

SA

(2)

13,706

256,540

Singapore

-

1.1%

CapitaLand

Integrated

Commercial

Trust,

REIT

(2)

517,000

849,784

Genting

Singapore

Ltd.

(2)

6,110,400

4,141,876

Jardine

Cycle

&

Carriage

Ltd.

(2)

73,000

1,566,046

Mapletree

Pan

Asia

Commercial

Trust,

REIT

(2)

404,300

464,208

Oversea-Chinese

Banking

Corp.

Ltd.

(2)

166,200

1,945,534

Singapore

Airlines

Ltd.

(2)

209,200

1,104,347

STMicroelectronics

NV

(2)

31,969

954,734

United

Overseas

Bank

Ltd.

(2)

72,400

1,807,247

UOL

Group

Ltd.

(2)

138,800

599,818

13,433,594

South

Africa

-

0.1%

Gold

Fields

Ltd.,

ADR

(a)(b)

1,936

29,718

Harmony

Gold

Mining

Co.

Ltd.,

ADR

(a)(b)

88,624

901,306

931,024

Spain

-

2.7%

Acciona

SA

(2)(a)

7,064

1,002,217

Acerinox

SA

(2)(a)

268,484

2,887,165

ACS

Actividades

de

Construccion

y

Servicios

SA

(2)(a)

83,625

3,859,890

Aena

SME

SA

(2)(a)(c)

10,254

2,252,553

Banco

Bilbao

Vizcaya

Argentaria

SA

(2)(a)

467,146

5,046,238

Banco

Santander

SA

(2)(a)

1,459,160

7,476,543

CaixaBank

SA

(2)(a)

63,640

379,800

Endesa

SA

(2)(a)

17,847

389,900

Industria

de

Diseno

Textil

SA

(2)(a)

87,026

5,154,244

Mapfre

SA

(2)(a)

815,405

2,171,506

Repsol

SA

(2)(a)

126,638

1,670,265

32,290,321

Sweden

-

4.1%

AAK

AB

(2)(a)

17,495

573,674

Alfa

Laval

AB

(2)(a)

10,625

510,807

Billerud

Aktiebolag

(2)(a)

163,015

1,870,322

Elekta

AB,

Class

B

(2)(a)

193,622

1,380,315

Embracer

Group

AB,

Class

B

(2)*(a)

777,702

2,020,182

Essity

AB,

Class

B

(a)

152,676

4,764,055

Evolution

AB

(2)(a)(c)

9,696

953,632

Getinge

AB,

Class

B

(2)(a)

151,907

3,269,294

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(2)(a)

130,156

2,216,767

Hexpol

AB

(2)(a)

86,076

890,171

Husqvarna

AB,

Class

B

(2)(a)

56,645

396,782

Sandvik

AB

(2)(a)

70,871

1,585,890

Securitas

AB,

Class

B

(2)(a)

246,263

3,126,273

INVESTMENTS

SHARES

VALUE

($)

Sweden

-

4.1%

(continued)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(2)(a)

51,421

787,165

Skanska

AB,

Class

B

(2)(a)

19,603

408,630

SKF

AB,

Class

B

(2)(a)

250,855

4,996,751

SSAB

AB,

Class

B

(2)(a)

582,735

2,983,706

Swedbank

AB,

Class

A

(2)(a)

94,464

2,005,061

Telefonaktiebolaget

LM

Ericsson,

Class

B

(2)(a)

481,914

3,641,561

Trelleborg

AB,

Class

B

(2)(a)

104,838

4,035,310

Volvo

AB,

Class

B

(2)(a)

93,527

2,473,995

Volvo

Car

AB,

Class

B

(2)*(a)

1,041,228

2,866,493

47,756,836

Switzerland

-

4.5%

ABB

Ltd.

(Registered)

(2)(a)

42,446

2,462,532

Adecco

Group

AG

(Registered)

(2)(a)

102,384

3,491,738

BKW

AG

(2)(a)

15,565

2,822,531

DKSH

Holding

AG

(2)(a)

22,609

1,798,294

Flughafen

Zurich

AG

(Registered)

(2)(a)

14,603

3,513,051

Geberit

AG

(Registered)

(2)(a)

2,874

1,876,165

Georg

Fischer

AG

(Registered)

(2)(a)

14,916

1,129,016

Givaudan

SA

(Registered)

(2)(a)

84

460,870

Helvetia

Holding

AG

(Registered)

(2)(a)

11,232

1,942,355

Logitech

International

SA

(Registered)

(2)(a)

56,237

5,036,630

Novartis

AG

(Registered)

(2)(a)

67,605

7,784,201

Schindler

Holding

AG

(2)(a)

7,645

2,243,840

SGS

SA

(Registered)

(2)(a)

16,303

1,820,415

Sonova

Holding

AG

(Registered)

(2)(a)

4,541

1,635,648

Swatch

Group

AG

(The)

(2)(a)

12,765

2,737,157

Swisscom

AG

(Registered)

(2)(a)

4,004

2,616,652

Tecan

Group

AG

(Registered)

(2)

(a)

5,784

1,900,739

Temenos

AG

(Registered)

(2)(a)

6,428

450,050

UBS

Group

AG

(Registered)

(2)(a)

150,524

4,657,822

Zurich

Insurance

Group

AG

(2)(a)

3,898

2,355,016

52,734,722

Taiwan

-

0.1%

ASE

Technology

Holding

Co.

Ltd.,

ADR

(a)

65,055

634,937

United

Kingdom

-

11.4%

Associated

British

Foods

plc

(2)(a)

93,168

2,911,750

Auto

Trader

Group

plc

(2)(a)(c)

97,768

1,136,571

Aviva

plc

(2)(a)

45,521

294,829

B&M

European

Value

Retail

SA

(2)(a)

117,322

653,412

BAE

Systems

plc

(2)(a)

339,025

5,628,518

Barclays

plc

(2)(a)

2,604,092

7,824,208

Barratt

Developments

plc

(2)(a)

225,995

1,449,895

Beazley

plc

(2)(a)

148,554

1,517,060

British

American

Tobacco

plc

(2)(a)

81,891

2,985,589

BT

Group

plc

(2)(a)

3,833,471

7,598,208

Bunzl

plc

(2)(a)

26,232

1,242,322

Centrica

plc

(2)(a)

5,698,948

8,913,966

232

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

Kingdom

-

11.4%

(continued)

CK

Hutchison

Holdings

Ltd.

(2)(a)

786,000

4,456,396

Compass

Group

plc

(2)(a)

69,009

2,212,407

DCC

plc

(2)

62,395

4,259,666

easyJet

plc

(2)(a)

218,368

1,520,783

Frasers

Group

plc

(2)*(a)

40,511

451,760

Harbour

Energy

plc

(2)(a)

494,905

1,765,172

Hargreaves

Lansdown

plc

(2)(a)

26,731

398,378

Howden

Joinery

Group

plc

(2)(a)

137,293

1,668,425

HSBC

Holdings

plc

(2)(a)

153,008

1,372,638

Imperial

Brands

plc

(2)(a)

155,300

4,517,532

Inchcape

plc

(2)(a)

167,706

1,791,798

InterContinental

Hotels

Group

plc

(2)(a)

35,161

3,829,039

International

Distribution

Services

plc

(a)

145,872

667,761

Intertek

Group

plc

(2)(a)

7,256

501,661

Investec

plc

(2)(a)

166,535

1,267,506

ITV

plc

(2)(a)

348,040

373,808

J

Sainsbury

plc

(2)(a)

558,842

2,211,531

JD

Sports

Fashion

plc

(2)(a)

1,995,428

4,114,459

Johnson

Matthey

plc

(2)(a)

55,869

1,139,343

Just

Eat

Takeaway.com

NV

(2)*(a)

(c)

231,510

3,470,207

Kingfisher

plc

(2)(a)

960,481

4,145,192

Lloyds

Banking

Group

plc

(2)(a)

2,871,474

2,257,820

Man

Group

plc

(2)(a)

841,115

2,384,282

Marks

&

Spencer

Group

plc

(2)(a)

1,396,051

6,966,929

NatWest

Group

plc

(2)(a)

826,407

3,825,732

Next

plc

(2)(a)

12,996

1,702,431

Pearson

plc

(2)(a)

189,537

2,576,640

Rightmove

plc

(2)(a)

140,304

1,159,820

Rolls-Royce

Holdings

plc

(2)*(a)

393,036

2,781,709

Sage

Group

plc

(The)

(2)(a)

22,886

314,368

Schroders

plc

(2)(a)

66,010

309,307

Standard

Chartered

plc

(2)(a)

551,737

5,851,710

Subsea

7

SA

(2)(a)

105,145

1,697,850

Tate

&

Lyle

plc

(a)

46,152

421,122

Tesco

plc

(2)(a)

930,791

4,469,015

Travis

Perkins

plc

(2)(a)

106,043

1,320,242

Vodafone

Group

plc

(2)(a)

5,556,520

5,568,731

Whitbread

plc

(2)(a)

17,633

740,208

132,639,706

United

States

-

117.4%

3M

Co.

(a)

60,058

8,209,929

A

O

Smith

Corp.

(a)

29,730

2,670,646

Abbott

Laboratories

(a)(b)

29,948

3,414,371

AbbVie,

Inc.

(a)(b)

19,098

3,771,473

Acuity

Brands,

Inc.

(a)

22,692

6,249,150

Adobe,

Inc.

*(a)

7,930

4,105,995

ADT,

Inc.

(a)

415,454

3,003,732

Advance

Auto

Parts,

Inc.

(a)(b)

5,614

218,890

AES

Corp.

(The)

(a)

22,913

459,635

Agilent

Technologies,

Inc.

(a)

26,708

3,965,604

Akamai

Technologies,

Inc.

*(a)(b)

14,463

1,460,040

Alcon,

Inc.

(2)(a)

3,083

308,547

Allegion

plc

(a)

2,469

359,832

ALLETE,

Inc.

(a)

33,179

2,129,760

Allison

Transmission

Holdings,

Inc.

(a)

62,491

6,003,510

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Allstate

Corp.

(The)

(a)

14,352

2,721,857

Ally

Financial,

Inc.

(a)(b)

32,852

1,169,203

Alphabet,

Inc.,

Class

A

(a)

35,066

5,815,696

Altria

Group,

Inc.

(a)

119,719

6,110,458

Amdocs

Ltd.

(a)(b)

28,022

2,451,365

Amentum

Holdings,

Inc.

*

15,826

510,389

American

Electric

Power

Co.,

Inc.

(a)(b)

45,997

4,719,292

American

Financial

Group,

Inc.

(a)

(b)

7,804

1,050,418

American

International

Group,

Inc.

(a)

48,210

3,530,418

American

Tower

Corp.,

REIT

(a)

2,983

693,726

Ameriprise

Financial,

Inc.

(a)(b)

9,504

4,465,074

Amkor

Technology,

Inc.

(a)

183,502

5,615,161

Analog

Devices,

Inc.

(a)(b)

5,824

1,340,510

Appfolio,

Inc.,

Class

A

*(a)

1,002

235,871

Apple,

Inc.

(a)(b)

15,132

3,525,756

Applied

Industrial

Technologies,

Inc.

(a)

6,517

1,454,138

Applied

Materials,

Inc.

(a)

15,549

3,141,675

AppLovin

Corp.,

Class

A

*(a)

7,493

978,211

Aramark

(a)

91,923

3,560,178

Arch

Capital

Group

Ltd.

*(a)

35,312

3,950,707

Archer-Daniels-Midland

Co.

(a)(b)

75,541

4,512,819

Arista

Networks,

Inc.

*(a)

20,577

7,897,864

Armstrong

World

Industries,

Inc.

(a)(b)

8,375

1,100,726

Arrow

Electronics,

Inc.

*(a)(b)

49,187

6,533,509

ASGN,

Inc.

*(a)(b)

29,763

2,774,804

Associated

Banc-Corp.

(a)(b)

64,129

1,381,339

Assurant,

Inc.

(a)

20,403

4,057,341

Assured

Guaranty

Ltd.

(a)

23,474

1,866,652

AT&T,

Inc.

(a)

482,514

10,615,308

Autodesk,

Inc.

*(a)

5,467

1,506,049

AutoNation,

Inc.

*(a)(b)

11,705

2,094,259

AvalonBay

Communities,

Inc.,

REIT

(a)

5,561

1,252,615

Avantor,

Inc.

*(a)(b)

52,148

1,349,069

Avient

Corp.

(a)

16,142

812,265

Avnet,

Inc.

(a)

98,375

5,342,746

Axalta

Coating

Systems

Ltd.

*(a)

38,601

1,396,970

Axis

Capital

Holdings

Ltd.

(a)

44,950

3,578,470

Bank

of

New

York

Mellon

Corp.

(The)

(a)

82,037

5,895,179

Bank

OZK

(a)

87,829

3,775,769

Baxter

International,

Inc.

(a)(b)

88,059

3,343,600

Becton

Dickinson

&

Co.

(a)(b)

6,630

1,598,493

Belden,

Inc.

(a)(b)

6,401

749,749

BellRing

Brands,

Inc.

*(a)

30,031

1,823,482

Berry

Global

Group,

Inc.

(a)(b)

82,114

5,582,110

Best

Buy

Co.,

Inc.

(a)(b)

31,925

3,297,853

Bio-Rad

Laboratories,

Inc.,

Class

A

*(a)

2,653

887,641

Black

Hills

Corp.

(a)

60,968

3,726,364

Booking

Holdings,

Inc.

(a)

967

4,073,120

BorgWarner,

Inc.

(a)

36,476

1,323,714

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

4,657

1,346,525

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

233

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Bright

Horizons

Family

Solutions,

Inc.

*(a)

1,942

272,132

Brink's

Co.

(The)

(a)

17,248

1,994,559

Bristol-Myers

Squibb

Co.

(a)

22,602

1,169,427

Brixmor

Property

Group,

Inc.,

REIT

(a)

138,456

3,857,384

BRP,

Inc.

(a)

18,488

1,100,299

Builders

FirstSource,

Inc.

*(a)

11,242

2,179,374

Bunge

Global

SA

(a)(b)

49,820

4,814,605

Burlington

Stores,

Inc.

*(a)(b)

3,102

817,315

BWX

Technologies,

Inc.

(a)

27,844

3,026,643

Cabot

Corp.

(a)(b)

28,388

3,172,927

CACI

International,

Inc.,

Class

A

*(a)

6,500

3,279,640

Cadence

Design

Systems,

Inc.

*(a)(b)

8,126

2,202,390

Camden

Property

Trust,

REIT

(a)

12,702

1,569,078

Capital

One

Financial

Corp.

(a)

49,629

7,430,950

Cardinal

Health,

Inc.

(a)

63,756

7,046,313

Carlisle

Cos.,

Inc.

(a)(b)

5,615

2,525,346

Carnival

Corp.

*(a)(b)

131,579

2,431,580

Carter's,

Inc.

(a)

30,672

1,993,067

Casey's

General

Stores,

Inc.

(a)

1,903

714,976

Caterpillar,

Inc.

(a)(b)

6,483

2,535,631

CBRE

Group,

Inc.,

Class

A

*(a)

42,521

5,293,014

Cencora,

Inc.

(a)(b)

26,842

6,041,597

Centene

Corp.

*(a)

73,497

5,532,854

Charles

River

Laboratories

International,

Inc.

*(a)(b)

4,283

843,623

Chubb

Ltd.

(a)

10,961

3,161,043

Ciena

Corp.

*(a)

42,779

2,634,759

Cigna

Group

(The)

(a)

13,363

4,629,478

Cincinnati

Financial

Corp.

(a)

18,236

2,482,284

Cintas

Corp.

(a)

27,468

5,655,112

Cirrus

Logic,

Inc.

*(a)

42,141

5,234,334

Citigroup,

Inc.

(a)

48,254

3,020,700

Citizens

Financial

Group,

Inc.

(a)

64,817

2,662,034

Clean

Harbors,

Inc.

*(a)

8,522

2,059,853

CME

Group,

Inc.

(a)

7,116

1,570,145

CNA

Financial

Corp.

(a)

26,129

1,278,753

CNO

Financial

Group,

Inc.

(a)

162,262

5,695,396

Coca-Cola

Consolidated,

Inc.

(a)

4,853

6,388,489

Cognizant

Technology

Solutions

Corp.,

Class

A

(a)(b)

43,147

3,330,085

Colgate-Palmolive

Co.

(a)

36,315

3,769,860

Columbia

Sportswear

Co.

(a)(b)

32,829

2,731,045

Comcast

Corp.,

Class

A

(a)

131,034

5,473,290

Comfort

Systems

USA,

Inc.

(a)

2,193

856,038

Commercial

Metals

Co.

(a)(b)

72,786

4,000,319

CommVault

Systems,

Inc.

*(a)

29,235

4,497,805

Concentrix

Corp.

(a)

20,231

1,036,839

Copart,

Inc.

*(a)(b)

75,630

3,963,012

Corebridge

Financial,

Inc.

(a)

222,490

6,487,808

Corpay,

Inc.

*(a)

2,126

664,928

Costco

Wholesale

Corp.

(a)

5,707

5,059,370

Crane

Co.

(a)(b)

6,582

1,041,799

Crane

NXT

Co.

(a)(b)

9,414

528,125

CRH

plc

(a)

24,888

2,308,113

CRH

plc

(2)(a)

34,252

3,134,796

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)

12,646

3,546,824

CubeSmart,

REIT

(a)

16,946

912,203

Cummins,

Inc.

(a)

14,218

4,603,646

Curtiss-Wright

Corp.

(a)

16,527

5,432,260

CVS

Health

Corp.

(a)

114,844

7,221,391

Danaher

Corp.

(a)

5,414

1,505,200

Darden

Restaurants,

Inc.

(a)(b)

4,215

691,808

Deckers

Outdoor

Corp.

*(a)

15,966

2,545,779

Dell

Technologies,

Inc.,

Class

C

(a)(b)

45,440

5,386,458

DENTSPLY

SIRONA,

Inc.

(a)(b)

43,485

1,176,704

Dick's

Sporting

Goods,

Inc.

(a)

4,917

1,026,178

Dillard's,

Inc.,

Class

A

(a)(b)

4,080

1,565,455

DocuSign,

Inc.,

Class

A

*(a)

55,511

3,446,678

Dolby

Laboratories,

Inc.,

Class

A

(a)

34,755

2,659,800

Domino's

Pizza,

Inc.

(a)

3,023

1,300,313

Donaldson

Co.,

Inc.

(a)

32,280

2,379,036

DoorDash,

Inc.,

Class

A

*(a)

22,536

3,216,563

Dover

Corp.

(a)

8,052

1,543,890

DR

Horton,

Inc.

(a)

4,477

854,077

Dropbox,

Inc.,

Class

A

*(a)(b)

254,360

6,468,375

Duke

Energy

Corp.

(a)

21,254

2,450,586

Dun

&

Bradstreet

Holdings,

Inc.

(a)

36,700

422,417

Duolingo,

Inc.,

Class

A

*(a)

9,352

2,637,451

DXC

Technology

Co.

*(a)

155,395

3,224,446

Eagle

Materials,

Inc.

(a)(b)

1,027

295,417

EastGroup

Properties,

Inc.,

REIT

(a)

4,431

827,799

Eastman

Chemical

Co.

(a)

27,252

3,050,861

Eaton

Corp.

plc

(a)

2,851

944,935

eBay,

Inc.

(a)(b)

79,986

5,207,888

Edison

International

(a)

18,238

1,588,347

Elanco

Animal

Health,

Inc.

*(a)

103,452

1,519,710

Electronic

Arts,

Inc.

(a)

14,542

2,085,904

Element

Solutions,

Inc.

(a)(b)

47,345

1,285,890

Elevance

Health,

Inc.

(a)

3,131

1,628,120

Eli

Lilly

&

Co.

(a)

664

588,264

EMCOR

Group,

Inc.

(a)

15,258

6,569,027

Encompass

Health

Corp.

(a)

6,445

622,845

EnerSys

(a)

50,747

5,178,731

Entergy

Corp.

(a)

30,591

4,026,082

Envista

Holdings

Corp.

*(a)(b)

157,781

3,117,753

EOG

Resources,

Inc.

(a)(b)

21,050

2,587,677

EPAM

Systems,

Inc.

*(a)

3,088

614,605

EPR

Properties,

REIT

(a)

23,936

1,173,821

Equitable

Holdings,

Inc.

(a)

104,061

4,373,684

Equity

Residential,

REIT

(a)(b)

53,194

3,960,825

Esab

Corp.

(a)

4,023

427,685

Essent

Group

Ltd.

(a)

9,050

581,825

Essex

Property

Trust,

Inc.,

REIT

(a)(b)

2,953

872,375

Etsy,

Inc.

*(a)(b)

23,416

1,300,290

Euronet

Worldwide,

Inc.

*(a)

12,077

1,198,401

Evercore,

Inc.,

Class

A

(a)

3,028

767,114

Everest

Group

Ltd.

(a)

15,321

6,003,227

Evergy,

Inc.

(a)

8,919

553,067

Exact

Sciences

Corp.

*(a)

21,112

1,438,149

Exelixis,

Inc.

*(a)

117,636

3,052,654

234

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Expedia

Group,

Inc.

*(a)

29,683

4,393,678

F5,

Inc.

*(a)

18,154

3,997,511

Fair

Isaac

Corp.

*(a)(b)

1,084

2,106,776

Fastenal

Co.

(a)(b)

31,470

2,247,587

Federated

Hermes,

Inc.,

Class

B

(a)

147,376

5,419,016

Ferguson

Enterprises,

Inc.

(a)

2,935

582,803

Fidelity

National

Financial,

Inc.

(a)

30,776

1,909,959

Fidelity

National

Information

Services,

Inc.

(a)

41,361

3,463,984

First

Horizon

Corp.

(a)

68,311

1,060,870

First

Industrial

Realty

Trust,

Inc.,

REIT

(a)

15,078

844,066

First

Solar,

Inc.

*(a)(b)

2,507

625,346

FirstCash

Holdings,

Inc.

(a)(b)

9,920

1,138,816

Fiserv,

Inc.

*(a)(b)

16,836

3,024,587

Flowers

Foods,

Inc.

(a)(b)

56,549

1,304,585

Flowserve

Corp.

(a)

56,436

2,917,177

Fluor

Corp.

*(a)

68,309

3,259,022

FNB

Corp.

(a)(b)

103,641

1,462,375

Fortinet,

Inc.

*(a)

39,534

3,065,862

Fortune

Brands

Innovations,

Inc.

(a)

15,898

1,423,348

Fox

Corp.,

Class

A

(a)(b)

64,873

2,746,074

Franklin

Resources,

Inc.

(a)(b)

50,985

1,027,348

Gaming

and

Leisure

Properties,

Inc.,

REIT

(a)

15,846

815,277

Gap,

Inc.

(The)

(a)

132,395

2,919,310

Garmin

Ltd.

(a)

6,446

1,134,689

Gartner,

Inc.

*(a)(b)

4,071

2,063,020

Gates

Industrial

Corp.

plc

*(a)

177,728

3,119,126

GE

Aerospace

(a)(b)

57,152

10,777,724

GE

HealthCare

Technologies,

Inc.

(a)

41,274

3,873,565

Gen

Digital,

Inc.

(a)(b)

71,064

1,949,286

Generac

Holdings,

Inc.

*(a)

6,047

960,747

General

Dynamics

Corp.

(a)(b)

19,052

5,757,514

General

Motors

Co.

(a)

78,353

3,513,349

Gilead

Sciences,

Inc.

(a)

47,323

3,967,560

Gitlab,

Inc.,

Class

A

*(a)

10,031

516,998

Global

Payments,

Inc.

(a)

38,883

3,982,397

GoDaddy,

Inc.,

Class

A

*(a)

19,813

3,106,282

Graco,

Inc.

(a)(b)

17,740

1,552,427

Graham

Holdings

Co.,

Class

B

(a)

(b)

6,291

5,169,441

GRAIL,

Inc.

*(a)(b)

91,028

1,252,545

Grand

Canyon

Education,

Inc.

*(a)

31,564

4,477,353

Greif,

Inc.,

Class

A

(a)

35,048

2,196,108

GSK

plc

(2)(a)

150,280

3,059,854

H&R

Block,

Inc.

(a)(b)

123,942

7,876,514

Hancock

Whitney

Corp.

(a)

15,137

774,560

Hartford

Financial

Services

Group,

Inc.

(The)

(a)

54,419

6,400,219

HCA

Healthcare,

Inc.

(a)(b)

3,384

1,375,359

Healthcare

Realty

Trust,

Inc.,

REIT

(a)(b)

82,205

1,492,021

Healthpeak

Properties,

Inc.,

REIT

(a)

92,918

2,125,035

Helen

of

Troy

Ltd.

*(a)(b)

28,216

1,745,160

Henry

Schein,

Inc.

*(a)(b)

10,779

785,789

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Hewlett

Packard

Enterprise

Co.

(a)

341,450

6,986,067

Hexcel

Corp.

(a)

6,397

395,527

Highwoods

Properties,

Inc.,

REIT

(a)(b)

88,945

2,980,547

Hilton

Worldwide

Holdings,

Inc.

(a)(b)

4,544

1,047,392

Holcim

AG

(2)(a)

84,142

8,240,268

Hologic,

Inc.

*(a)(b)

27,973

2,278,681

Home

Depot,

Inc.

(The)

(a)(b)

5,346

2,166,199

Honeywell

International,

Inc.

(a)(b)

6,362

1,315,089

Host

Hotels

&

Resorts,

Inc.,

REIT

(a)(b)

17,543

308,757

Howmet

Aerospace,

Inc.

(a)(b)

34,699

3,478,575

HP,

Inc.

(a)(b)

171,839

6,163,865

Huntington

Bancshares,

Inc.

(a)(b)

52,112

766,046

Huntington

Ingalls

Industries,

Inc.

(a)(b)

29,193

7,718,045

IAC,

Inc.

*(a)

7,375

396,923

IDEXX

Laboratories,

Inc.

*(a)

3,481

1,758,671

Incyte

Corp.

*(a)

96,970

6,409,717

Ingredion,

Inc.

(a)

20,998

2,885,755

Insperity,

Inc.

(a)(b)

16,853

1,483,064

International

Bancshares

Corp.

(a)

28,352

1,695,166

International

Business

Machines

Corp.

(a)(b)

12,301

2,719,505

International

Paper

Co.

(a)(b)

29,862

1,458,759

Interpublic

Group

of

Cos.,

Inc.

(The)

(a)(b)

29,861

944,503

Intuit,

Inc.

(a)

5,799

3,601,179

IQVIA

Holdings,

Inc.

*(a)

8,906

2,110,455

Iron

Mountain,

Inc.,

REIT

(a)(b)

7,461

886,591

ITT,

Inc.

(a)

13,875

2,074,451

Jabil,

Inc.

(a)

35,465

4,249,771

Jacobs

Solutions,

Inc.

(a)

15,826

2,071,623

Janus

Henderson

Group

plc

(a)

128,235

4,881,906

Jazz

Pharmaceuticals

plc

*(a)

37,893

4,221,659

JB

Hunt

Transport

Services,

Inc.

(a)(b)

3,416

588,679

Johnson

&

Johnson

(a)(b)

56,779

9,201,605

Jones

Lang

LaSalle,

Inc.

*(a)

18,146

4,895,972

KB

Home

(a)(b)

72,046

6,173,622

Kenvue,

Inc.

(a)(b)

139,715

3,231,608

Kilroy

Realty

Corp.,

REIT

(a)(b)

86,357

3,342,016

Kimberly-Clark

Corp.

(a)

20,929

2,977,778

Kimco

Realty

Corp.,

REIT

(a)(b)

83,773

1,945,209

Kirby

Corp.

*(a)

6,552

802,161

KLA

Corp.

(a)

3,393

2,627,573

Knife

River

Corp.

*(a)

20,981

1,875,492

Kohl's

Corp.

(a)(b)

43,856

925,362

Kraft

Heinz

Co.

(The)

(a)(b)

19,239

675,481

Kroger

Co.

(The)

(a)

154,529

8,854,512

Kyndryl

Holdings,

Inc.

*(a)

35,735

821,190

L3Harris

Technologies,

Inc.

(a)

9,996

2,377,749

Lamar

Advertising

Co.,

Class

A,

REIT

(a)(b)

19,582

2,616,155

Landstar

System,

Inc.

(a)(b)

16,513

3,118,810

Lantheus

Holdings,

Inc.

*(a)(b)

23,734

2,604,807

Leidos

Holdings,

Inc.

(a)

27,464

4,476,632

Lennar

Corp.,

Class

A

(a)

32,645

6,120,285

Lennox

International,

Inc.

(a)

1,938

1,171,114

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

235

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Lincoln

Electric

Holdings,

Inc.

(a)

(b)

1,405

269,788

Lincoln

National

Corp.

(a)

23,642

744,959

Littelfuse,

Inc.

(a)

1,778

471,615

Lockheed

Martin

Corp.

(a)

12,225

7,146,246

Loews

Corp.

(a)

41,784

3,303,025

Louisiana-Pacific

Corp.

(a)

16,085

1,728,494

Lyft,

Inc.,

Class

A

*(a)

284,850

3,631,838

LyondellBasell

Industries

NV,

Class

A

(a)

34,448

3,303,563

M&T

Bank

Corp.

(a)(b)

21,324

3,798,231

Macy's,

Inc.

(a)(b)

221,481

3,475,037

Manhattan

Associates,

Inc.

*(a)

7,378

2,076,022

ManpowerGroup,

Inc.

(a)

75,762

5,570,022

Markel

Group,

Inc.

*(a)

1,127

1,767,790

Masco

Corp.

(a)

32,843

2,756,841

Match

Group,

Inc.

*(a)(b)

77,711

2,940,584

Maximus,

Inc.

(a)

23,892

2,225,779

McKesson

Corp.

(a)

8,499

4,202,076

MDU

Resources

Group,

Inc.

(a)

81,930

2,245,701

Medical

Properties

Trust,

Inc.,

REIT

(a)(b)

235,487

1,377,599

Medpace

Holdings,

Inc.

*(a)(b)

9,127

3,046,593

Medtronic

plc

(a)

68,265

6,145,898

Merck

&

Co.,

Inc.

(a)

48,085

5,460,533

Meta

Platforms,

Inc.,

Class

A

(a)

12,818

7,337,536

MetLife,

Inc.

(a)

26,310

2,170,049

Mettler-Toledo

International,

Inc.

*(a)(b)

3,153

4,728,554

MGIC

Investment

Corp.

(a)

28,854

738,662

Micron

Technology,

Inc.

(a)

2,595

269,127

Microsoft

Corp.

(a)

9,769

4,203,601

Mid-America

Apartment

Communities,

Inc.,

REIT

(a)(b)

24,777

3,937,065

Middleby

Corp.

(The)

*(a)(b)

7,752

1,078,536

MKS

Instruments,

Inc.

(a)(b)

7,213

784,125

Mohawk

Industries,

Inc.

*(a)

23,028

3,700,139

Molina

Healthcare,

Inc.

*(a)(b)

4,983

1,716,942

Molson

Coors

Beverage

Co.,

Class

B

(a)(b)

75,618

4,349,547

Monolithic

Power

Systems,

Inc.

(a)(b)

3,642

3,367,029

Monster

Beverage

Corp.

*(a)

43,180

2,252,701

Moody's

Corp.

(a)(b)

2,932

1,391,498

Motorola

Solutions,

Inc.

(a)(b)

907

407,814

MSC

Industrial

Direct

Co.,

Inc.,

Class

A

(a)(b)

23,920

2,058,555

Murphy

USA,

Inc.

(a)(b)

5,966

2,940,462

Natera,

Inc.

*(a)(b)

12,989

1,648,954

National

Fuel

Gas

Co.

(a)(b)

52,537

3,184,268

Neogen

Corp.

*(a)(b)

44,398

746,330

NetApp,

Inc.

(a)

32,184

3,975,046

Neurocrine

Biosciences,

Inc.

*(a)

20,013

2,305,898

New

York

Times

Co.

(The),

Class

A

(a)

4,227

235,317

NewMarket

Corp.

(a)

3,057

1,687,128

NiSource,

Inc.

(a)

48,798

1,690,851

NNN

REIT,

Inc.,

REIT

(a)

20,348

986,675

Nordstrom,

Inc.

(a)

78,813

1,772,504

Northern

Trust

Corp.

(a)(b)

30,639

2,758,429

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Northrop

Grumman

Corp.

(a)

1,347

711,310

Northwestern

Energy

Group,

Inc.

(a)(b)

22,137

1,266,679

NRG

Energy,

Inc.

(a)

58,851

5,361,326

Nutanix,

Inc.,

Class

A

*(a)

25,354

1,502,225

NVIDIA

Corp.

(a)

8,340

1,012,810

NVR,

Inc.

*(a)

99

971,368

Old

National

Bancorp

(a)(b)

59,460

1,109,524

Old

Republic

International

Corp.

(a)

111,426

3,946,709

Omega

Healthcare

Investors,

Inc.,

REIT

(a)

56,146

2,285,142

Omnicom

Group,

Inc.

(a)(b)

9,235

954,807

OneMain

Holdings,

Inc.

(a)

27,791

1,308,122

Onto

Innovation,

Inc.

*(a)

2,891

600,056

Organon

&

Co.

(a)(b)

125,163

2,394,368

Otis

Worldwide

Corp.

(a)

13,960

1,451,002

Owens

Corning

(a)

15,480

2,732,530

PACCAR,

Inc.

(a)(b)

8,674

855,950

Parker-Hannifin

Corp.

(a)

3,598

2,273,288

PayPal

Holdings,

Inc.

*(a)(b)

37,143

2,898,268

Pegasystems,

Inc.

(a)

20,675

1,511,136

Penske

Automotive

Group,

Inc.

(a)

12,846

2,086,447

Pentair

plc

(a)

14,911

1,458,147

Performance

Food

Group

Co.

*(a)

20,190

1,582,290

Perrigo

Co.

plc

(a)

20,970

550,043

Petco

Health

&

Wellness

Co.,

Inc.,

Class

A

*(a)(b)

36,350

165,393

Philip

Morris

International,

Inc.

(a)

23,220

2,818,908

Pilgrim's

Pride

Corp.

*(a)(b)

43,724

2,013,490

Pinnacle

Financial

Partners,

Inc.

(a)(b)

15,327

1,501,586

Pinnacle

West

Capital

Corp.

(a)

3,335

295,448

Playtika

Holding

Corp.

(a)

320,941

2,541,853

Popular,

Inc.

(a)

25,550

2,561,899

Post

Holdings,

Inc.

*(a)

2,545

294,584

PPG

Industries,

Inc.

(a)

12,593

1,668,069

Premier,

Inc.,

Class

A

(a)(b)

68,875

1,377,500

Procter

&

Gamble

Co.

(The)

(a)

27,033

4,682,116

Progressive

Corp.

(The)

(a)

15,004

3,807,415

Prudential

Financial,

Inc.

(a)

18,996

2,300,416

Public

Storage,

REIT

(a)

3,410

1,240,797

PulteGroup,

Inc.

(a)(b)

29,870

4,287,241

Pure

Storage,

Inc.,

Class

A

*(a)(b)

27,399

1,376,526

PVH

Corp.

(a)

8,299

836,788

Qorvo,

Inc.

*(a)

20,238

2,090,585

QUALCOMM,

Inc.

(a)(b)

30,402

5,169,860

Qualys,

Inc.

*(a)

30,101

3,866,774

Ralph

Lauren

Corp.,

Class

A

(a)

8,130

1,576,163

Raymond

James

Financial,

Inc.

(a)(b)

15,901

1,947,236

Rayonier,

Inc.,

REIT

(a)

29,223

940,396

Regeneron

Pharmaceuticals,

Inc.

*(a)

2,179

2,290,652

Regions

Financial

Corp.

(a)(b)

49,856

1,163,140

Reinsurance

Group

of

America,

Inc.

(a)

22,883

4,985,519

Reliance,

Inc.

(a)(b)

10,405

3,009,230

RenaissanceRe

Holdings

Ltd.

(a)

(b)

12,723

3,465,745

236

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Republic

Services,

Inc.,

Class

A

(a)

10,048

2,018,040

ResMed,

Inc.

(a)(b)

8,077

1,971,757

Reynolds

Consumer

Products,

Inc.

(a)

57,211

1,779,262

RingCentral,

Inc.,

Class

A

*(a)

104,315

3,299,483

Rivian

Automotive,

Inc.,

Class

A

*(a)(b)

43,242

485,175

Robert

Half,

Inc.

(a)

46,383

3,126,678

ROBLOX

Corp.,

Class

A

*(a)(b)

46,522

2,059,064

Roche

Holding

AG

(2)(a)

8,346

2,670,864

Roivant

Sciences

Ltd.

*(a)(b)

33,280

384,051

Roper

Technologies,

Inc.

(a)(b)

2,796

1,555,806

Ross

Stores,

Inc.

(a)

6,078

914,800

Royal

Caribbean

Cruises

Ltd.

(a)

9,128

1,618,942

Royal

Gold,

Inc.

(a)

26,850

3,767,055

Royalty

Pharma

plc,

Class

A

(a)

62,896

1,779,328

RPM

International,

Inc.

(a)

20,217

2,446,257

RTX

Corp.

(a)(b)

15,960

1,933,714

Ryder

System,

Inc.

(a)

30,203

4,403,597

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)

77,886

1,449,458

Salesforce,

Inc.

(a)(b)

6,005

1,643,629

Samsara,

Inc.,

Class

A

*(a)(b)

7,662

368,695

Sanofi

SA

(2)(a)

3,641

419,222

SBA

Communications

Corp.,

REIT

(a)

28,078

6,758,375

Schneider

National,

Inc.,

Class

B

(a)(b)

145,161

4,142,895

Science

Applications

International

Corp.

(a)

14,037

1,954,933

Seaboard

Corp.

(a)

465

1,458,705

Sealed

Air

Corp.

(a)

14,961

543,084

SEI

Investments

Co.

(a)(b)

44,302

3,065,255

ServiceNow,

Inc.

*(a)(b)

2,617

2,340,619

Shell

plc

(2)(a)

124,059

4,024,690

Sherwin-Williams

Co.

(The)

(a)

2,094

799,217

Signify

NV

(2)(a)(c)

138,820

3,274,699

Simpson

Manufacturing

Co.,

Inc.

(a)

2,295

438,965

Sirius

XM

Holdings,

Inc.

(a)

8,476

200,457

Skechers

USA,

Inc.,

Class

A

*(a)

19,699

1,318,257

Skyworks

Solutions,

Inc.

(a)(b)

70,836

6,996,472

SLM

Corp.

(a)

11,905

272,267

Snap-on,

Inc.

(a)

9,174

2,657,800

Solventum

Corp.

*(a)

70,497

4,915,051

Sonoco

Products

Co.

(a)

8,710

475,827

Southern

Co.

(The)

(a)(b)

24,895

2,245,031

SS&C

Technologies

Holdings,

Inc.

(a)

22,253

1,651,395

STAG

Industrial,

Inc.,

REIT

(a)(b)

75,986

2,970,293

State

Street

Corp.

(a)

52,559

4,649,895

Stellantis

NV

(2)(a)

126,557

1,752,566

STERIS

plc

(a)(b)

3,854

934,749

Stifel

Financial

Corp.

(a)

36,231

3,402,091

Stryker

Corp.

(a)(b)

7,317

2,643,339

Swiss

Re

AG

(2)(a)

15,582

2,156,229

Synchrony

Financial

(a)

197,870

9,869,756

Synopsys,

Inc.

*(a)(b)

4,105

2,078,731

T.

Rowe

Price

Group,

Inc.

(a)(b)

29,542

3,218,010

Tapestry,

Inc.

(a)

46,908

2,203,738

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Target

Corp.

(a)

9,376

1,461,343

Taylor

Morrison

Home

Corp.,

Class

A

*(a)

54,528

3,831,137

TD

SYNNEX

Corp.

(a)

55,512

6,665,881

TEGNA,

Inc.

(a)(b)

285,894

4,511,407

Teleflex,

Inc.

(a)

5,472

1,353,335

Tenaris

SA

(2)(a)

383,352

6,084,524

Tenet

Healthcare

Corp.

*(a)

24,463

4,065,751

Teradata

Corp.

*(a)

27,977

848,822

Teradyne,

Inc.

(a)

15,950

2,136,184

Terex

Corp.

(a)

60,309

3,190,949

Texas

Pacific

Land

Corp.

(a)

1,911

1,690,738

Texas

Roadhouse,

Inc.,

Class

A

(a)

15,615

2,757,609

Textron,

Inc.

(a)

82,547

7,312,013

Thermo

Fisher

Scientific,

Inc.

(a)(b)

6,303

3,898,847

Timken

Co.

(The)

(a)(b)

23,908

2,015,205

Toll

Brothers,

Inc.

(a)

25,063

3,871,983

Trane

Technologies

plc

(a)

5,011

1,947,926

TransDigm

Group,

Inc.

(a)

1,982

2,828,572

TransUnion

(a)

9,289

972,558

Travel

+

Leisure

Co.

(a)

74,233

3,420,657

Travelers

Cos.,

Inc.

(The)

(a)

13,395

3,136,037

Twilio,

Inc.,

Class

A

*(a)

20,880

1,361,794

Tyler

Technologies,

Inc.

*(a)(b)

2,036

1,188,454

Tyson

Foods,

Inc.,

Class

A

(a)

25,270

1,505,081

UFP

Industries,

Inc.

(a)

59,935

7,864,071

U-Haul

Holding

Co.

*(a)(b)

4,250

329,290

UiPath,

Inc.,

Class

A

*(a)(b)

224,926

2,879,053

Ultragenyx

Pharmaceutical,

Inc.

*(a)

20,465

1,136,831

UMB

Financial

Corp.

(a)(b)

14,620

1,536,708

United

Rentals,

Inc.

(a)(b)

3,031

2,454,292

United

Therapeutics

Corp.

*(a)

20,120

7,210,002

Universal

Health

Services,

Inc.,

Class

B

(a)

11,561

2,647,585

Unum

Group

(a)

93,301

5,545,811

US

Foods

Holding

Corp.

*(a)

50,517

3,106,796

Valley

National

Bancorp

(a)(b)

262,370

2,377,072

Veeva

Systems,

Inc.,

Class

A

*(a)

53,119

11,148,085

Ventas,

Inc.,

REIT

(a)

28,226

1,810,133

Veralto

Corp.

(a)

21,973

2,457,900

VeriSign,

Inc.

*(a)

7,938

1,507,902

Verisk

Analytics,

Inc.,

Class

A

(a)

5,767

1,545,325

Verizon

Communications,

Inc.

(a)

(b)

97,927

4,397,902

Vertex

Pharmaceuticals,

Inc.

*(a)

(b)

9,259

4,306,176

Vestis

Corp.

(a)

133,391

1,987,526

Viatris,

Inc.

(a)

151,247

1,755,978

VICI

Properties,

Inc.,

Class

A,

REIT

(a)(b)

112,560

3,749,374

Viking

Therapeutics,

Inc.

*(a)(b)

44,858

2,839,960

Vistra

Corp.

(a)

35,027

4,152,101

Voya

Financial,

Inc.

(a)(b)

16,660

1,319,805

Vulcan

Materials

Co.

(a)

4,182

1,047,298

W

R

Berkley

Corp.

(a)

13,749

779,981

Walgreens

Boots

Alliance,

Inc.

(a)

(b)

40,613

363,892

Walmart,

Inc.

(a)

75,073

6,062,145

Waste

Connections,

Inc.

(a)

3,647

652,157

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

237

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

117.4%

(continued)

Watts

Water

Technologies,

Inc.,

Class

A

(a)(b)

4,554

943,543

Wayfair,

Inc.,

Class

A

*(a)(b)

55,110

3,096,080

Webster

Financial

Corp.

(a)

26,846

1,251,292

Welltower,

Inc.,

REIT

(a)

29,232

3,742,573

WESCO

International,

Inc.

(a)

14,858

2,495,847

Western

Union

Co.

(The)

(a)(b)

278,292

3,320,024

Westinghouse

Air

Brake

Technologies

Corp.

(a)

11,129

2,022,918

Westlake

Corp.

(a)(b)

9,237

1,388,229

Weyerhaeuser

Co.,

REIT

(a)(b)

89,400

3,027,084

Williams-Sonoma,

Inc.

(a)(b)

33,079

5,124,599

Wintrust

Financial

Corp.

(a)

9,841

1,068,044

Woodward,

Inc.

(a)

24,594

4,218,117

WW

Grainger,

Inc.

(a)

2,029

2,107,745

Wyndham

Hotels

&

Resorts,

Inc.

(a)(b)

8,648

675,755

Xcel

Energy,

Inc.

(a)

18,713

1,221,959

Zimmer

Biomet

Holdings,

Inc.

(a)

33,822

3,651,085

Zions

Bancorp

NA

(a)

58,347

2,755,145

Zoetis,

Inc.,

Class

A

(a)(b)

10,525

2,056,375

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

185,091

12,908,246

1,380,428,392

TOTAL

COMMON

STOCKS

(Cost

$2,289,449,107)

2,530,710,399

PREFERRED

STOCKS

-

0.3%

Brazil

-

0.1%

Banco

Bradesco

SA

75,420

200,617

Cia

Energetica

de

Minas

Gerais

385,844

794,839

995,456

Germany

-

0.2%

Henkel

AG

&

Co.

KGaA

(Preference)

(2)(a)

27,177

2,554,633

TOTAL

PREFERRED

STOCKS

(Cost

$3,335,685)

3,550,089

SHORT-TERM

INVESTMENTS

-

66.5%

INVESTMENT

COMPANIES

-

33.6%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

41,766,276

41,766,276

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)(f)

353,653,796

353,547,700

TOTAL

INVESTMENT

COMPANIES

(Cost

$395,243,645)

395,313,976

—

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

32.9%

U.S.

Treasury

Bills

5.26%,

10/10/2024

(2)(g)

$

2,841,000

2,837,701

5.29%,

10/17/2024

(2)(g)

38,406,000

38,325,732

5.30%,

10/24/2024

(2)(g)(h)

34,769,000

34,664,097

INVESTMENTS

PRINCIPAL

AMOUNT

VALUE

($)

U.S.

TREASURY

OBLIGATIONS

-

32.9%

(continued)

5.30%,

10/31/2024

(2)(g)(h)

$

12,126,000

12,078,754

5.29%,

11/7/2024

(2)(g)(h)

28,415,000

28,277,806

5.30%,

11/21/2024

(2)(g)

9,579,000

9,516,199

5.31%,

11/29/2024

(2)(g)(h)

40,173,000

39,864,133

5.28%,

12/12/2024

(2)(g)(h)

21,673,000

21,479,243

5.29%,

12/19/2024

(2)(g)(h)

32,618,000

32,295,539

5.28%,

12/26/2024

(2)(g)(h)

16,295,000

16,119,634

5.12%,

1/23/2025

(2)(g)(h)

3,029,000

2,986,472

4.91%,

2/13/2025

(2)(g)(h)

20,000,000

19,671,547

4.89%,

2/20/2025

(2)(g)(h)

10,884,000

10,697,195

4.80%,

2/27/2025

(2)(g)(h)

36,146,000

35,498,213

4.76%,

3/6/2025

(2)(g)

5,296,000

5,196,744

4.64%,

3/13/2025

(2)(g)(h)

31,102,000

30,499,278

4.51%,

3/20/2025

(2)(g)(h)

12,841,000

12,580,560

4.35%,

3/27/2025

(2)(g)(h)

31,392,000

30,735,266

4.31%,

4/3/2025

(2)(g)

3,615,000

3,537,807

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$386,530,411)

386,861,920

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$781,774,056)

782,175,896

TOTAL

LONG

POSITIONS

(Cost

$3,074,558,848)

3,316,436,384

SHARES

SHORT

POSITIONS

-

(199.2)%

COMMON

STOCKS

-

(197.7)%

Argentina

-

(0.5)%

Arcadium

Lithium

plc

(1,874,039)

(5,341,011)

Australia

-

(6.5)%

ALS

Ltd.

(2)

(39,682)

(393,387)

Ampol

Ltd.

(2)

(11,641)

(245,556)

APA

Group

(2)

(

558,484)

(2,988,857)

Charter

Hall

Group,

REIT

(2)

(76,854)

(844,591)

Commonwealth

Bank

of

Australia

(2)

(3,210)

(299,415)

Computershare

Ltd.

(2)

(11,752)

(204,871)

Dexus,

REIT

(2)

(410,043)

(2,139,469)

Endeavour

Group

Ltd.

(2)

(874,992)

(3,025,841)

Evolution

Mining

Ltd.

(2)

(570,708)

(1,818,253)

Glencore

plc

(2)

(139,760)

(800,357)

Goodman

Group,

REIT

(2)

(14,794)

(377,380)

IDP

Education

Ltd.

(2)

(363,713)

(

3,984,529)

Insurance

Australia

Group

Ltd.

(2)

(172,257)

(875,419)

Liontown

Resources

Ltd.

(2)

(3,645,013)

(2,014,603)

Lynas

Rare

Earths

Ltd.

(2)

(1,291,611)

(7,086,470)

Macquarie

Group

Ltd.

(2)

(33,912)

(5,426,316)

Mineral

Resources

Ltd.

(2)

(176,866)

(6,305,898)

Mirvac

Group,

REIT

(2)

(2,039,691)

(3,017,032)

NEXTDC

Ltd.

(2)

(222,789)

(2,686,702)

Northern

Star

Resources

Ltd.

(2)

(33,211)

(363,802)

Pilbara

Minerals

Ltd.

(2)

(

1,153,800)

(2,595,218)

Ramsay

Health

Care

Ltd.

(2)

(126,909)

(3,642,765)

Reece

Ltd.

(2)

(12,568)

(246,471)

Rio

Tinto

plc

(2)

(38,886)

(2,760,425)

Santos

Ltd.

(2)

(241,308)

(1,169,238)

Scentre

Group,

REIT

(2)

(

150,410)

(378,115)

SEEK

Ltd.

(2)

(17,802)

(304,738)

Sonic

Healthcare

Ltd.

(2)

(176,345)

(3,316,821)

238

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Australia

-

(6.5)%

(continued)

South32

Ltd.

(2)

(367,745)

(943,234)

Stockland,

REIT

(2)

(225,322)

(812,703)

Transurban

Group

(2)

(132,856)

(

1,200,365)

Treasury

Wine

Estates

Ltd.

(2)

(529,578)

(4,371,904)

WiseTech

Global

Ltd.

(2)

(20,703)

(1,960,500)

Woodside

Energy

Group

Ltd.

(2)

(311,681)

(5,372,523)

Woolworths

Group

Ltd.

(2)

(93,230)

(2,142,356)

(76,116,124)

Belgium

-

(0.5)%

D'ieteren

Group

(2)

(10,282)

(2,177,242)

Elia

Group

SA/NV

(2)

(12,899)

(1,474,227)

Lotus

Bakeries

NV

(2)

(134)

(1,798,163)

(5,449,632)

Brazil

-

(0.3)%

NU

Holdings

Ltd.,

Class

A

(

66,055)

(901,651)

StoneCo

Ltd.,

Class

A

(18,068)

(203,446)

Wheaton

Precious

Metals

Corp.

(36,664)

(2,239,229)

XP,

Inc.,

Class

A

(10,287)

(184,549)

(3,528,875)

Burkina

Faso

-

(0.2)%

Endeavour

Mining

plc

(2)

(115,778)

(2,739,917)

Canada

-

(7.7)%

Alamos

Gold,

Inc.,

Class

A

(45,273)

(902,146)

Algonquin

Power

&

Utilities

Corp.

(225,218)

(1,230,627)

Alimentation

Couche-Tard,

Inc.

(44,093)

(

2,437,675)

AtkinsRealis

Group,

Inc.

(59,997)

(2,437,676)

Bank

of

Montreal

(25,194)

(2,273,412)

BCE,

Inc.

(74,660)

(2,595,669)

Boyd

Group

Services,

Inc.

(3,309)

(501,470)

Brookfield

Asset

Management

Ltd.,

Class

A

(29,543)

(1,396,709)

Brookfield

Corp.,

Class

A

(89,476)

(4,752,162)

Brookfield

Infrastructure

Corp.,

Class

A

(40,459)

(1,756,928)

Cameco

Corp.

(69,935)

(3,340,974)

Canadian

National

Railway

Co.

(20,849)

(2,441,389)

Canadian

Pacific

Kansas

City

Ltd.

(53,313)

(4,559,662)

Capstone

Copper

Corp.

(250,921)

(1,961,060)

CCL

Industries,

Inc.,

Class

B

(11,189)

(682,120)

Colliers

International

Group,

Inc.

(7,518)

(1,140,944)

Element

Fleet

Management

Corp.

(169,414)

(3,602,608)

Emera,

Inc.

(8,143)

(320,855)

Enbridge,

Inc.

(85,623)

(3,478,227)

Franco-Nevada

Corp.

(43,954)

(

5,459,272)

Hydro

One

Ltd.

(c)

(45,188)

(1,566,353)

Keyera

Corp.

(79,893)

(2,491,100)

Metro,

Inc.,

Class

A

(4,429)

(279,962)

Nutrien

Ltd.

(7,267)

(349,205)

Nuvei

Corp.

(c)

(25,123)

(837,774)

Pan

American

Silver

Corp.

(167,410)

(3,495,625)

Pembina

Pipeline

Corp.

(24,629)

(1,015,244)

PrairieSky

Royalty

Ltd.

(51,885)

(1,054,618)

RB

Global,

Inc.

(47,462)

(3,819,911)

Restaurant

Brands

International,

Inc.

(22,755)

(1,641,954)

Rogers

Communications,

Inc.,

Class

B

(68,652)

(2,760,395)

INVESTMENTS

SHARES

VALUE

($)

Canada

-

(7.7)%

(continued)

Shopify,

Inc.,

Class

A

(42,803)

(3,429,114)

Stantec,

Inc.

(4,397)

(353,594)

TC

Energy

Corp.

(

14,390)

(684,042)

Teck

Resources

Ltd.,

Class

B

(122,491)

(6,397,843)

Thomson

Reuters

Corp.

(25,589)

(4,364,765)

TMX

Group

Ltd.

(24,453)

(766,433)

Toronto-Dominion

Bank

(The)

(68,873)

(4,355,073)

Tourmaline

Oil

Corp.

(9,773)

(453,874)

WSP

Global,

Inc.

(18,532)

(3,292,446)

(90,680,910)

Chile

-

(0.7)%

Antofagasta

plc

(2)

(189,664)

(5,112,368)

Banco

Santander

Chile,

ADR

(3,836)

(79,635)

Lundin

Mining

Corp.

(301,271)

(3,156,501)

Sociedad

Quimica

y

Minera

de

Chile

SA,

ADR

(8,480)

(353,446)

(8,701,950)

China

-

(0.4)%

H

World

Group

Ltd.,

ADR

(58,339)

(2,170,211)

Kanzhun

Ltd.,

ADR

(30,734)

(

533,542)

Prosus

NV

(31,208)

(1,363,860)

Tencent

Music

Entertainment

Group,

ADR

(25,372)

(305,733)

(4,373,346)

Denmark

-

(2.5)%

Ambu

A/S,

Class

B

(2)

(11,847)

(232,158)

AP

Moller

-

Maersk

A/S,

Class

B

(2)

(583)

(

981,064)

Coloplast

A/S,

Class

B

(2)

(25,024)

(3,261,767)

DSV

A/S

(2)

(39,999)

(8,232,197)

GN

Store

Nord

A/S

(2)

(66,763)

(1,487,749)

Novonesis

(Novozymes),

Class

B

(2)

(8,962)

(645,223)

Orsted

A/S

(2)(c)

(103,464)

(

6,852,670)

Tryg

A/S

(2)

(99,572)

(2,361,328)

Vestas

Wind

Systems

A/S

(2)

(255,025)

(5,611,493)

(29,665,649)

Finland

-

(1.2)%

Kesko

OYJ,

Class

B

(2)

(11,092)

(236,643)

Metso

OYJ

(2)

(157,095)

(1,679,726)

Neste

OYJ

(2)

(258,918)

(5,030,277)

Orion

OYJ,

Class

B

(2)

(18,143)

(994,126)

Sampo

OYJ,

Class

A

(2)

(70,642)

(3,294,771)

Stora

Enso

OYJ,

Class

R

(2)

(246,428)

(3,152,820)

UPM-Kymmene

OYJ

(2)

(7,788)

(260,699)

(14,649,062)

France

-

(6.5)%

Accor

SA

(2)

(46,799)

(2,034,349)

Aeroports

de

Paris

SA

(2)

(16,110)

(2,068,965)

Air

France-KLM

(2)

(101,455)

(1,016,067)

Air

Liquide

SA

(2)

(8,068)

(1,558,013)

Airbus

SE

(2)

(24,613)

(

3,602,268)

Alstom

SA

(2)

(185,550)

(3,855,144)

BioMerieux

(2)

(10,040)

(1,203,287)

Bollore

SE

(2)

(55,702)

(371,817)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

239

(Continued)

INVESTMENTS

SHARES

VALUE

($)

France

-

(6.5)%

(continued)

Bureau

Veritas

SA

(2)

(25,060)

(831,406)

Capgemini

SE

(2)

(11,599)

(2,504,231)

Cie

Generale

des

Etablissements

Michelin

SCA

(2)

(44,687)

(1,814,886)

Danone

SA

(2)

(13,630)

(992,802)

Dassault

Systemes

SE

(2)

(153,470)

(6,095,950)

Edenred

SE

(2)

(57,058)

(2,161,107)

EssilorLuxottica

SA

(2)

(12,661)

(

2,999,700)

Getlink

SE

(2)

(88,895)

(1,585,591)

Hermes

International

SCA

(2)

(2,357)

(5,803,775)

Kering

SA

(2)

(12,165)

(3,501,725)

Legrand

SA

(2)

(10,507)

(1,210,468)

L'Oreal

SA

(2)

(10,796)

(4,842,404)

LVMH

Moet

Hennessy

Louis

Vuitton

SE

(2)

(9,332)

(7,156,488)

Pernod

Ricard

SA

(2)

(43,668)

(6,606,638)

Remy

Cointreau

SA

(2)

(19,316)

(1,504,693)

Renault

SA

(2)

(33,323)

(1,448,646)

Sartorius

Stedim

Biotech

(2)

(23,919)

(5,008,132)

SEB

SA

(2)

(6,822)

(778,701)

SOITEC

(2)

(9,626)

(964,128)

Thales

SA

(2)

(11,388)

(1,809,910)

Veolia

Environnement

SA

(2)

(28,084)

(924,618)

(76,255,909)

Germany

-

(4.9)%

adidas

AG

(2)

(8,607)

(2,280,740)

Bayer

AG

(Registered)

(2)

(49,345)

(1,669,427)

Bayerische

Motoren

Werke

AG

(2)

(50,812)

(4,493,640)

Carl

Zeiss

Meditec

AG

(2)

(31,852)

(2,526,955)

Daimler

Truck

Holding

AG

(2)

(12,738)

(478,278)

Deutsche

Lufthansa

AG

(Registered)

(2)

(287,260)

(2,104,004)

Deutsche

Post

AG

(2)

(69,997)

(3,122,334)

E.ON

SE

(2)

(286,403)

(4,265,096)

Evotec

SE

(2)

(39,902)

(

285,809)

Fraport

AG

Frankfurt

Airport

Services

Worldwide

(2)

(14,572)

(813,035)

Fresenius

Medical

Care

AG

(2)

(18,546)

(788,051)

Infineon

Technologies

AG

(2)

(109,326)

(3,838,209)

Mercedes-Benz

Group

AG

(2)

(67,119)

(

4,349,256)

Merck

KGaA

(2)

(15,800)

(2,789,188)

MTU

Aero

Engines

AG

(2)

(11,287)

(3,527,505)

Nemetschek

SE

(2)

(2,314)

(240,517)

Puma

SE

(2)

(5,331)

(222,921)

Rheinmetall

AG

(2)

(4,627)

(2,515,358)

Scout24

SE

(2)(c)

(

16,176)

(1,392,719)

Siemens

AG

(Registered)

(2)

(38,168)

(7,721,691)

Siemens

Energy

AG

(2)

(3,954)

(145,981)

Siemens

Healthineers

AG

(2)(c)

(74,312)

(4,463,232)

Symrise

AG,

Class

A

(2)

(12,803)

(1,771,801)

United

Internet

AG

(Registered)

(2)

(10,833)

(222,840)

Vonovia

SE

(2)

(13,619)

(497,183)

Wacker

Chemie

AG

(2)

(10,635)

(1,051,888)

(57,577,658)

Hong

Kong

-

(0.5)%

Prudential

plc

(2)

(613,046)

(5,687,378)

INVESTMENTS

SHARES

VALUE

($)

Ireland

-

(0.2)%

Accenture

plc,

Class

A

(5,830)

(2,060,788)

Italy

-

(4.1)%

Amplifon

SpA

(2)

(86,875)

(2,500,315)

Banca

Generali

SpA

(2)

(15,390)

(690,356)

Brunello

Cucinelli

SpA

(2)

(24,629)

(2,658,950)

Davide

Campari-Milano

NV

(2)

(537,013)

(4,552,027)

DiaSorin

SpA

(2)

(20,363)

(2,380,974)

ERG

SpA

(2)

(79,807)

(2,188,568)

Ferrari

NV

(2)

(8,149)

(3,818,632)

FinecoBank

Banca

Fineco

SpA

(2)

(192,850)

(3,309,685)

Infrastrutture

Wireless

Italiane

SpA

(2)(c)

(330,715)

(4,067,607)

Interpump

Group

SpA

(2)

(38,355)

(1,791,772)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(2)

(67,367)

(1,151,059)

Moncler

SpA

(2)

(45,935)

(2,920,395)

Nexi

SpA

(2)(c)

(76,278)

(518,249)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(2)

(38,499)

(2,178,514)

Snam

SpA

(2)

(1,436,432)

(7,316,820)

Telecom

Italia

SpA

(2)

(4,619,118)

(1,284,253)

Terna

-

Rete

Elettrica

Nazionale

(2)

(593,357)

(5,344,272)

(48,672,448)

Japan

-

(28.8)%

Advance

Residence

Investment

Corp.,

REIT

(2)

(180)

(421,168)

Advantest

Corp.

(2)

(106,400)

(5,004,127)

Aeon

Co.

Ltd.

(2)

(

267,500)

(7,265,381)

Ajinomoto

Co.,

Inc.

(2)

(120,200)

(4,651,970)

Allegro

MicroSystems,

Inc.

(73,117)

(1,703,626)

ANA

Holdings,

Inc.

(2)

(195,300)

(4,182,000)

Asahi

Intecc

Co.

Ltd.

(2)

(128,800)

(2,266,017)

Astellas

Pharma,

Inc.

(2)

(378,600)

(4,375,620)

Azbil

Corp.

(2)

(54,400)

(442,155)

Bandai

Namco

Holdings,

Inc.

(2)

(43,300)

(988,027)

BayCurrent,

Inc.

(2)

(11,300)

(414,956)

Bridgestone

Corp.

(2)

(125,200)

(

4,834,961)

Calbee,

Inc.

(2)

(4,300)

(104,724)

Capcom

Co.

Ltd.

(2)

(62,300)

(1,453,094)

Chiba

Bank

Ltd.

(The)

(2)

(315,500)

(2,564,488)

Chugai

Pharmaceutical

Co.

Ltd.

(2)

(7,300)

(353,839)

Cosmos

Pharmaceutical

Corp.

(2)

(18,400)

(953,450)

CyberAgent,

Inc.

(2)

(224,100)

(1,593,139)

Daifuku

Co.

Ltd.

(2)

(171,400)

(3,317,929)

Daiichi

Sankyo

Co.

Ltd.

(2)

(28,100)

(928,209)

Daikin

Industries

Ltd.

(2)

(36,800)

(

5,165,286)

Daiwa

Securities

Group,

Inc.

(2)

(205,900)

(1,460,380)

Denso

Corp.

(2)

(495,000)

(7,440,541)

Disco

Corp.

(2)

(4,100)

(1,080,054)

DMG

Mori

Co.

Ltd.

(2)

(10,200)

(217,568)

East

Japan

Railway

Co.

(2)

(150,000)

(

2,976,898)

Eisai

Co.

Ltd.

(2)

(163,800)

(6,105,637)

FANUC

Corp.

(2)

(166,200)

(4,881,362)

Fast

Retailing

Co.

Ltd.

(2)

(7,700)

(2,554,838)

FUJIFILM

Holdings

Corp.

(2)

(48,200)

(1,247,750)

Fukuoka

Financial

Group,

Inc.

(2)

(107,800)

(2,791,229)

GMO

Payment

Gateway,

Inc.

(2)

(73,100)

(4,448,387)

Hamamatsu

Photonics

KK

(2)

(185,600)

(2,421,747)

240

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(28.8)%

(continued)

Hankyu

Hanshin

Holdings,

Inc.

(2)

(25,800)

(797,003)

Honda

Motor

Co.

Ltd.

(2)

(58,200)

(621,363)

Hoshizaki

Corp.

(2)

(38,200)

(1,330,347)

Hoya

Corp.

(2)

(13,700)

(1,897,499)

Hulic

Co.

Ltd.

(2)

(219,900)

(2,238,470)

Ibiden

Co.

Ltd.

(2)

(67,000)

(2,070,765)

Isetan

Mitsukoshi

Holdings

Ltd.

(2)

(47,400)

(744,108)

Japan

Airlines

Co.

Ltd.

(2)

(156,100)

(2,730,125)

Japan

Airport

Terminal

Co.

Ltd.

(2)

(87,100)

(3,143,143)

Japan

Metropolitan

Fund

Investment

Corp.,

REIT

(2)

(1,036)

(695,490)

Japan

Tobacco,

Inc.

(2)

(204,700)

(5,968,797)

Kadokawa

Corp.

(2)

(154,100)

(3,442,050)

Kawasaki

Heavy

Industries

Ltd.

(2)

(28,700)

(1,176,388)

KDX

Realty

Investment

Corp.,

REIT

(2)

(1,424)

(1,500,433)

Keio

Corp.

(2)

(57,000)

(1,360,076)

Keisei

Electric

Railway

Co.

Ltd.

(2)

(62,000)

(1,848,400)

Kikkoman

Corp.

(2)

(206,900)

(2,353,806)

Kintetsu

Group

Holdings

Co.

Ltd.

(2)

(42,600)

(1,060,937)

Kobayashi

Pharmaceutical

Co.

Ltd.

(2)

(42,400)

(1,686,343)

Kobe

Bussan

Co.

Ltd.

(2)

(133,300)

(4,157,391)

Kubota

Corp.

(2)

(313,000)

(4,469,150)

Kurita

Water

Industries

Ltd.

(2)

(45,700)

(

1,977,316)

Kyoto

Financial

Group,

Inc.

(2)

(163,496)

(2,535,448)

Lasertec

Corp.

(2)

(23,800)

(3,968,095)

M3,

Inc.

(2)

(507,400)

(5,081,094)

Marubeni

Corp.

(2)

(159,500)

(2,635,235)

Marui

Group

Co.

Ltd.

(2)

(234,100)

(

3,915,098)

MatsukiyoCocokara

&

Co.

(2)

(53,000)

(873,193)

Mitsubishi

Corp.

(2)

(94,600)

(1,965,774)

Mitsubishi

Estate

Co.

Ltd.

(2)

(259,300)

(4,095,460)

Mitsubishi

UFJ

Financial

Group,

Inc.

(2)

(583,700)

(5,993,782)

Mitsui

Fudosan

Co.

Ltd.

(2)

(228,100)

(2,149,353)

NIDEC

Corp.

(2)

(130,800)

(2,753,745)

Nikon

Corp.

(2)

(239,000)

(2,475,350)

Nippon

Building

Fund,

Inc.,

REIT

(2)

(805)

(737,643)

Nippon

Paint

Holdings

Co.

Ltd.

(2)

(595,400)

(4,534,525)

Nippon

Prologis

REIT,

Inc.,

REIT

(2)

(459)

(786,238)

Nippon

Sanso

Holdings

Corp.

(2)

(30,300)

(1,112,100)

Nippon

Telegraph

&

Telephone

Corp.

(2)

(2,908,600)

(

2,981,854)

Nissan

Chemical

Corp.

(2)

(147,300)

(5,287,823)

Nissan

Motor

Co.

Ltd.

(2)

(1,680,800)

(4,774,538)

Nissin

Foods

Holdings

Co.

Ltd.

(2)

(58,600)

(1,637,534)

Niterra

Co.

Ltd.

(2)

(45,200)

(1,273,525)

Nitori

Holdings

Co.

Ltd.

(2)

(42,600)

(6,342,392)

Nomura

Research

Institute

Ltd.

(2)

(7,600)

(282,049)

NTT

Data

Group

Corp.

(2)

(221,200)

(3,981,090)

Odakyu

Electric

Railway

Co.

Ltd.

(2)

(114,800)

(1,280,458)

Olympus

Corp.

(2)

(242,600)

(4,611,657)

Omron

Corp.

(2)

(167,500)

(7,658,048)

Oriental

Land

Co.

Ltd.

(2)

(225,200)

(5,825,337)

ORIX

Corp.

(2)

(55,800)

(1,305,656)

INVESTMENTS

SHARES

VALUE

($)

Japan

-

(28.8)%

(continued)

Rakuten

Group,

Inc.

(2)

(457,000)

(2,948,751)

Resona

Holdings,

Inc.

(2)

(301,400)

(2,111,939)

Resonac

Holdings

Corp.

(2)

(30,700)

(797,940)

Rinnai

Corp.

(2)

(45,800)

(1,131,359)

Rohto

Pharmaceutical

Co.

Ltd.

(2)

(11,800)

(295,350)

Secom

Co.

Ltd.

(2)

(11,800)

(

436,471)

Seibu

Holdings,

Inc.

(2)

(164,100)

(3,650,613)

SG

Holdings

Co.

Ltd.

(2)

(222,500)

(2,386,393)

Shimadzu

Corp.

(2)

(37,000)

(1,237,523)

Shimano,

Inc.

(2)

(10,100)

(1,922,715)

Shimizu

Corp.

(2)

(159,300)

(

1,098,029)

Shin-Etsu

Chemical

Co.

Ltd.

(2)

(67,100)

(2,804,136)

Shinko

Electric

Industries

Co.

Ltd.

(2)

(44,700)

(1,709,498)

Shiseido

Co.

Ltd.

(2)

(253,000)

(6,880,767)

Shizuoka

Financial

Group,

Inc.

(2)

(41,700)

(363,719)

SMC

Corp.

(2)

(12,500)

(5,590,257)

SoftBank

Corp.

(2)

(2,370,000)

(3,094,250)

SoftBank

Group

Corp.

(2)

(52,000)

(3,084,444)

Sony

Group

Corp.

(2)

(251,000)

(4,876,326)

Sumitomo

Chemical

Co.

Ltd.

(2)

(930,800)

(

2,657,581)

Sumitomo

Metal

Mining

Co.

Ltd.

(2)

(74,000)

(2,220,767)

Sumitomo

Mitsui

Financial

Group,

Inc.

(2)

(58,500)

(1,249,948)

Sumitomo

Mitsui

Trust

Holdings,

Inc.

(2)

(65,500)

(1,567,739)

Sumitomo

Realty

&

Development

Co.

Ltd.

(2)

(78,700)

(2,664,038)

Sundrug

Co.

Ltd.

(2)

(7,500)

(221,926)

Suzuki

Motor

Corp.

(2)

(234,600)

(2,641,570)

Sysmex

Corp.

(2)

(179,100)

(3,545,060)

Taisei

Corp.

(2)

(56,800)

(

2,494,237)

Taiyo

Yuden

Co.

Ltd.

(2)

(54,000)

(1,112,052)

Takeda

Pharmaceutical

Co.

Ltd.

(2)

(104,900)

(3,022,546)

Terumo

Corp.

(2)

(193,200)

(3,660,075)

Tobu

Railway

Co.

Ltd.

(2)

(24,200)

(422,713)

Tokyo

Electron

Ltd.

(2)

(5,500)

(980,846)

Tokyu

Corp.

(2)

(154,700)

(2,003,353)

Toyota

Motor

Corp.

(2)

(630,700)

(11,336,209)

Unicharm

Corp.

(2)

(91,600)

(3,299,964)

USS

Co.

Ltd.

(2)

(50,400)

(478,395)

West

Japan

Railway

Co.

(2)

(81,800)

(1,553,495)

Yakult

Honsha

Co.

Ltd.

(2)

(21,400)

(495,598)

Yamaha

Corp.

(2)

(325,500)

(2,814,796)

Yamaha

Motor

Co.

Ltd.

(2)

(359,400)

(3,236,795)

Yamato

Holdings

Co.

Ltd.

(2)

(52,500)

(597,851)

Yaskawa

Electric

Corp.

(2)

(170,800)

(5,979,098)

Yokohama

Rubber

Co.

Ltd.

(The)

(2)

(72,800)

(1,636,245)

(339,047,428)

Luxembourg

-

(0.1)%

Eurofins

Scientific

SE

(2)

(10,890)

(690,439)

Mexico

-

(0.1)%

Cemex

SAB

de

CV,

ADR

(169,099)

(1,031,504)

Grupo

Aeroportuario

del

Pacifico

SAB

de

CV,

ADR

(1,323)

(230,228)

(1,261,732)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

241

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Netherlands

-

(2.6)%

Adyen

NV

(2)(c)

(2,815)

(4,407,221)

Aegon

Ltd.

(2)

(488,156)

(3,135,488)

Akzo

Nobel

NV

(2)

(18,332)

(1,294,995)

Argenx

SE

(2)

(3,811)

(2,060,570)

ASML

Holding

NV

(2)

(4,501)

(3,744,205)

BE

Semiconductor

Industries

NV

(2)

(8,352)

(1,065,220)

Heineken

NV

(2)

(62,085)

(5,511,298)

IMCD

NV

(2)

(23,403)

(4,065,452)

Koninklijke

Vopak

NV

(2)

(16,001)

(742,602)

OCI

NV

(2)

(9,637)

(274,746)

SBM

Offshore

NV

(2)

(114,543)

(2,093,808)

Universal

Music

Group

NV

(2)

(101,004)

(2,642,388)

(31,037,993)

Norway

-

(0.8)%

DNB

Bank

ASA

(2)

(88,326)

(1,811,306)

Gjensidige

Forsikring

ASA

(94,760)

(1,772,549)

Mowi

ASA

(2)

(66,337)

(1,191,635)

Salmar

ASA

(18,881)

(990,304)

Telenor

ASA

(159,572)

(2,041,347)

TOMRA

Systems

ASA

(2)

(123,672)

(1,817,797)

(9,624,938)

Poland

-

(0.1)%

InPost

SA

(2)

(53,712)

(

1,014,090)

Portugal

-

(0.0)%

†

EDP

SA

(2)

(71,057)

(324,077)

Singapore

-

(1.9)%

CapitaLand

Ascendas,

REIT

(2)

(373,900)

(827,958)

CapitaLand

Investment

Ltd.

(2)

(1,483,200)

(3,586,040)

City

Developments

Ltd.

(2)

(55,500)

(232,506)

DBS

Group

Holdings

Ltd.

(2)

(76,860)

(2,276,156)

Grab

Holdings

Ltd.,

Class

A

(1,009,338)

(3,835,485)

Keppel

Ltd.

(2)

(865,400)

(4,445,273)

Mapletree

Logistics

Trust,

REIT

(2)

(1,042,400)

(1,183,274)

Sea

Ltd.,

ADR

(25,762)

(2,428,841)

Seatrium

Ltd.

(2)

(1,534,800)

(2,126,019)

Singapore

Technologies

Engineering

Ltd.

(2)

(360,400)

(1,301,672)

Singapore

Telecommunications

Ltd.

(2)

(104,100)

(261,750)

(22,504,974)

South

Africa

-

(0.3)%

Anglo

American

plc

(2)

(60,612)

(1,970,236)

Old

Mutual

Ltd.

(605,850)

(477,895)

Sibanye

Stillwater

Ltd.,

ADR

(

158,498)

(651,427)

(3,099,558)

South

Korea

-

(0.4)%

Delivery

Hero

SE

(2)(c)

(102,726)

(4,157,272)

Spain

-

(2.2)%

Amadeus

IT

Group

SA

(2)

(55,127)

(3,992,437)

Bankinter

SA

(2)

(109,554)

(967,136)

Cellnex

Telecom

SA

(2)(c)

(213,260)

(8,646,159)

Corp.

ACCIONA

Energias

Renovables

SA

(2)

(46,834)

(1,100,401)

Enagas

SA

(2)

(18,114)

(277,858)

INVESTMENTS

SHARES

VALUE

($)

Spain

-

(2.2)%

(continued)

Fluidra

SA

(2)

(85,602)

(2,244,033)

Grifols

SA

(2)

(214,832)

(

2,441,529)

Iberdrola

SA

(2)

(213,517)

(3,300,790)

Redeia

Corp.

SA

(2)

(104,975)

(2,040,828)

Telefonica

SA

(2)

(181,391)

(887,381)

(25,898,552)

Sweden

-

(4.5)%

AddTech

AB,

Class

B

(2)

(45,245)

(1,356,403)

Assa

Abloy

AB,

Class

B

(2)

(96,376)

(3,246,899)

Atlas

Copco

AB,

Class

A

(2)

(141,186)

(2,736,243)

Autoliv,

Inc.

(14,101)

(1,316,610)

Axfood

AB

(2)

(28,513)

(803,620)

Beijer

Ref

AB,

Class

B

(2)

(126,459)

(

2,081,980)

Boliden

AB

(2)

(43,792)

(1,486,254)

Castellum

AB

(2)

(97,608)

(1,431,005)

Electrolux

AB,

Class

B

(2)

(82,634)

(802,604)

Epiroc

AB,

Class

A

(2)

(152,757)

(3,308,635)

EQT

AB

(2)

(162,425)

(5,575,715)

Fastighets

AB

Balder,

Class

B

(2)

(122,009)

(1,072,981)

Hexagon

AB,

Class

B

(2)

(215,417)

(2,320,272)

Holmen

AB,

Class

B

(2)

(42,930)

(1,858,675)

Indutrade

AB

(2)

(4,382)

(136,368)

Lifco

AB,

Class

B

(2)

(68,698)

(

2,262,480)

Nibe

Industrier

AB,

Class

B

(2)

(1,426,149)

(7,816,254)

Saab

AB,

Class

B

(2)

(38,304)

(816,278)

Sagax

AB,

Class

B

(2)

(88,861)

(2,530,663)

Svenska

Cellulosa

AB

SCA,

Class

B

(2)

(222,138)

(3,238,608)

Svenska

Handelsbanken

AB,

Class

A

(2)

(273,859)

(2,813,065)

Swedish

Orphan

Biovitrum

AB

(41,613)

(1,339,863)

Tele2

AB,

Class

B

(246,875)

(2,793,064)

(53,144,539)

Switzerland

-

(5.5)%

Avolta

AG

(2)

(67,315)

(

2,849,146)

Bachem

Holding

AG,

Class

B

(2)

(6,582)

(554,872)

Baloise

Holding

AG

(Registered)

(2)

(7,594)

(1,552,925)

Banque

Cantonale

Vaudoise

(Registered)

(2)

(19,559)

(2,020,130)

Barry

Callebaut

AG

(Registered)

(2)

(3,954)

(7,320,589)

Chocoladefabriken

Lindt

&

Spruengli

AG

(2)

(253)

(3,263,681)

Cie

Financiere

Richemont

SA

(Registered)

(2)

(30,824)

(4,894,984)

Clariant

AG

(Registered)

(2)

(76,657)

(

1,161,821)

DSM-Firmenich

AG

(2)

(42,055)

(5,803,897)

EMS-Chemie

Holding

AG

(Registered)

(2)

(1,092)

(917,533)

Galenica

AG

(2)(c)

(5,092)

(448,635)

Julius

Baer

Group

Ltd.

(2)

(44,071)

(2,657,655)

Kuehne

+

Nagel

International

AG

(Registered)

(2)

(6,438)

(1,758,982)

Lonza

Group

AG

(Registered)

(2)

(2,903)

(1,842,196)

Partners

Group

Holding

AG

(2)

(2,580)

(3,889,806)

SIG

Group

AG

(2)

(342,874)

(7,644,344)

Sika

AG

(Registered)

(2)

(21,373)

(7,084,412)

242

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Switzerland

-

(5.5)%

(continued)

Straumann

Holding

AG

(Registered)

(2)

(13,047)

(2,134,167)

Swiss

Life

Holding

AG

(Registered)

(2)

(4,421)

(3,699,309)

Swiss

Prime

Site

AG

(Registered)

(2)

(2,486)

(278,615)

VAT

Group

AG

(2)(c)

(5,805)

(2,968,670)

(64,746,369)

United

Kingdom

-

(8.6)%

abrdn

plc

(2)

(664,449)

(1,450,374)

Admiral

Group

plc

(2)

(91,019)

(3,392,734)

Anglogold

Ashanti

plc

(823)

(21,916)

Ashtead

Group

plc

(2)

(61,628)

(4,774,987)

AstraZeneca

plc

(2)

(41,283)

(6,431,333)

Bellway

plc

(7,080)

(294,759)

Berkeley

Group

Holdings

plc

(2)

(16,989)

(1,074,578)

Burberry

Group

plc

(2)

(329,960)

(3,094,220)

ConvaTec

Group

plc

(2)(c)

(165,201)

(501,749)

Croda

International

plc

(2)

(45,656)

(2,579,665)

Diageo

plc

(2)

(217,245)

(7,588,348)

Diploma

plc

(2)

(11,160)

(663,404)

Direct

Line

Insurance

Group

plc

(2)

(377,226)

(946,312)

Entain

plc

(2)

(189,177)

(1,932,849)

Flutter

Entertainment

plc

(2)

(19,342)

(4,548,300)

Halma

plc

(2)

(61,296)

(2,143,244)

Hiscox

Ltd.

(48,366)

(741,037)

Informa

plc

(2)

(422,260)

(4,643,815)

Intermediate

Capital

Group

plc

(2)

(72,505)

(2,165,141)

Legal

&

General

Group

plc

(2)

(2,076,607)

(6,293,752)

M&G

plc

(2)

(471,275)

(1,307,249)

Melrose

Industries

plc

(2)

(108,352)

(

662,200)

National

Grid

plc

(2)

(479,547)

(6,628,783)

Ocado

Group

plc

(2)

(402,206)

(2,074,175)

Pennon

Group

plc

(231,471)

(1,832,034)

Persimmon

plc

(2)

(198,972)

(4,378,554)

Reckitt

Benckiser

Group

plc

(2)

(87,474)

(5,352,025)

RELX

plc

(2)

(17,422)

(822,603)

Rentokil

Initial

plc

(2)

(725,582)

(3,548,002)

RS

GROUP

plc

(2)

(148,701)

(1,616,220)

Severn

Trent

plc

(2)

(28,241)

(999,830)

Smith

&

Nephew

plc

(2)

(25,178)

(390,786)

Smiths

Group

plc

(2)

(44,931)

(1,009,736)

Spirax

Group

plc

(2)

(18,386)

(1,853,400)

SSE

plc

(2)

(58,285)

(1,469,039)

Taylor

Wimpey

plc

(2)

(796,829)

(1,752,771)

TechnipFMC

plc

(56,530)

(1,482,782)

Unilever

plc

(2)

(6,340)

(411,043)

United

Utilities

Group

plc

(2)

(64,428)

(903,301)

Weir

Group

plc

(The)

(2)

(66,236)

(1,924,774)

WH

Smith

plc

(36,091)

(703,512)

Wise

plc,

Class

A

(2)

(154,939)

(1,393,156)

WPP

plc

(2)

(358,009)

(3,667,242)

(101,465,734)

United

States

-

(104.8)%

10X

Genomics,

Inc.,

Class

A

(152,714)

(3,448,282)

AAON,

Inc.

(16,602)

(1,790,360)

Acadia

Healthcare

Co.,

Inc.

(69,585)

(4,412,385)

Adient

plc

(111,671)

(2,520,414)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Advanced

Drainage

Systems,

Inc.

(7,461)

(1,172,571)

Advanced

Micro

Devices,

Inc.

(16,776)

(2,752,606)

Affirm

Holdings,

Inc.,

Class

A

(12,059)

(492,248)

Aflac,

Inc.

(23,304)

(2,605,387)

AGCO

Corp.

(12,266)

(1,200,351)

Air

Lease

Corp.,

Class

A

(54,298)

(2,459,156)

Air

Products

and

Chemicals,

Inc.

(25,776)

(7,674,546)

Airbnb,

Inc.,

Class

A

(8,789)

(1,114,533)

Alaska

Air

Group,

Inc.

(99,525)

(4,499,525)

Albemarle

Corp.

(61,745)

(5,847,869)

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(35,373)

(4,200,544)

Alliant

Energy

Corp.

(4,506)

(273,469)

Alnylam

Pharmaceuticals,

Inc.

(2,166)

(595,715)

Altair

Engineering,

Inc.,

Class

A

(6,862)

(655,390)

Amazon.com,

Inc.

(19,965)

(3,720,078)

Ameren

Corp.

(31,093)

(2,719,394)

American

Airlines

Group,

Inc.

(349,191)

(3,924,907)

American

Express

Co.

(10,487)

(2,844,074)

American

Homes

4

Rent,

Class

A,

REIT

(38,610)

(1,482,238)

American

Water

Works

Co.,

Inc.

(

9,547)

(1,396,153)

Americold

Realty

Trust,

Inc.,

REIT

(39,117)

(1,105,838)

AMETEK,

Inc.

(8,669)

(1,488,554)

Amgen,

Inc.

(9,597)

(3,092,249)

Amphenol

Corp.,

Class

A

(26,612)

(1,734,038)

Antero

Resources

Corp.

(210,365)

(6,026,957)

Aon

plc,

Class

A

(15,759)

(5,452,456)

APA

Corp.

(132,066)

(3,230,334)

Apellis

Pharmaceuticals,

Inc.

(53,942)

(1,555,687)

API

Group

Corp.

(39,080)

(1,290,422)

Apollo

Global

Management,

Inc.

(69,965)

(8,739,328)

AptarGroup,

Inc.

(14,040)

(2,249,068)

Aptiv

plc

(66,324)

(4,775,991)

Arrowhead

Pharmaceuticals,

Inc.

(83,317)

(1,613,850)

Arthur

J

Gallagher

&

Co.

(11,269)

(

3,170,759)

Ashland,

Inc.

(19,288)

(1,677,477)

Aspen

Technology,

Inc.

(13,755)

(3,284,969)

ATI,

Inc.

(7,940)

(531,265)

Atlassian

Corp.,

Class

A

(18,067)

(2,869,220)

Atmos

Energy

Corp.

(4,264)

(591,459)

Automatic

Data

Processing,

Inc.

(7,303)

(2,020,959)

AutoZone,

Inc.

(670)

(2,110,527)

Avery

Dennison

Corp.

(13,891)

(3,066,577)

Avis

Budget

Group,

Inc.

(11,001)

(963,578)

Axon

Enterprise,

Inc.

(3,300)

(

1,318,680)

AZEK

Co.,

Inc.

(The),

Class

A

(39,515)

(1,849,302)

Azenta,

Inc.

(45,247)

(2,191,765)

Baker

Hughes

Co.,

Class

A

(104,208)

(3,767,119)

Ball

Corp.

(62,047)

(4,213,612)

Bank

of

America

Corp.

(97,409)

(

3,865,189)

Bath

&

Body

Works,

Inc.

(26,421)

(843,358)

Bentley

Systems,

Inc.,

Class

B

(21,928)

(1,114,162)

BILL

Holdings,

Inc.

(72,448)

(3,822,356)

Biogen,

Inc.

(6,780)

(1,314,235)

BioMarin

Pharmaceutical,

Inc.

(44,367)

(3,118,556)

Bio-Techne

Corp.

(9,368)

(748,784)

Blackbaud,

Inc.

(2,734)

(231,515)

BlackRock,

Inc.

(1,593)

(1,512,569)

Blackstone,

Inc.

(41,386)

(6,337,438)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

243

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Block,

Inc.,

Class

A

(31,025)

(2,082,708)

Blue

Owl

Capital,

Inc.,

Class

A

(41,689)

(807,099)

Boeing

Co.

(The)

(71,553)

(10,878,918)

BOK

Financial

Corp.

(22,615)

(2,365,981)

Booz

Allen

Hamilton

Holding

Corp.,

Class

A

(7,696)

(1,252,601)

Boston

Scientific

Corp.

(27,361)

(2,292,852)

Brighthouse

Financial,

Inc.

(46,641)

(2,100,244)

Broadridge

Financial

Solutions,

Inc.

(9,273)

(1,993,973)

Brookfield

Renewable

Corp.,

Class

A

(24,412)

(797,097)

Brown-Forman

Corp.,

Class

B

(118,684)

(5,839,253)

Bruker

Corp.

(5,593)

(386,253)

Brunswick

Corp.

(53,346)

(4,471,462)

BXP,

Inc.,

REIT

(22,293)

(1,793,695)

Cadence

Bank

(125,283)

(3,990,264)

Caesars

Entertainment,

Inc.

(37,700)

(1,573,598)

Campbell

Soup

Co.

(70,517)

(3,449,692)

CarMax,

Inc.

(50,659)

(3,919,993)

Carrier

Global

Corp.

(67,980)

(5,471,710)

Carvana

Co.,

Class

A

(1,947)

(338,992)

CCC

Intelligent

Solutions

Holdings,

Inc.

(27,297)

(301,632)

CDW

Corp.

(5,450)

(1,233,335)

Celsius

Holdings,

Inc.

(30,708)

(963,003)

CenterPoint

Energy,

Inc.

(74,522)

(

2,192,437)

Certara,

Inc.

(164,738)

(1,929,082)

CF

Industries

Holdings,

Inc.

(50,670)

(4,347,486)

Charles

Schwab

Corp.

(The)

(65,136)

(4,221,464)

Chart

Industries,

Inc.

(23,487)

(2,915,676)

Charter

Communications,

Inc.,

Class

A

(7,288)

(2,361,895)

Chemed

Corp.

(1,522)

(914,676)

Chemours

Co.

(The)

(119,825)

(2,434,844)

Cheniere

Energy,

Inc.

(39,696)

(7,138,929)

Chesapeake

Energy

Corp.

(11,811)

(

971,455)

Chevron

Corp.

(11,899)

(1,752,366)

Chipotle

Mexican

Grill,

Inc.,

Class

A

(40,250)

(2,319,205)

Chord

Energy

Corp.

(24,848)

(3,235,955)

Church

&

Dwight

Co.,

Inc.

(12,286)

(1,286,590)

Churchill

Downs,

Inc.

(21,271)

(2,876,052)

Civitas

Resources,

Inc.

(19,268)

(976,310)

Clarivate

plc

(47,110)

(334,481)

Clearway

Energy,

Inc.,

Class

C

(54,573)

(1,674,300)

Clorox

Co.

(The)

(16,676)

(2,716,687)

Cloudflare,

Inc.,

Class

A

(20,362)

(1,647,082)

CMS

Energy

Corp.

(48,509)

(3,426,191)

CNH

Industrial

NV

(2)

(19,351)

(214,207)

CNH

Industrial

NV

(518,161)

(5,751,587)

CNX

Resources

Corp.

(56,740)

(1,848,022)

Coca-Cola

Co.

(The)

(22,740)

(1,634,096)

Cognex

Corp.

(118,201)

(4,787,141)

Coherent

Corp.

(31,897)

(2,835,962)

Coinbase

Global,

Inc.,

Class

A

(2,295)

(408,900)

Comerica,

Inc.

(59,651)

(3,573,691)

Commerce

Bancshares,

Inc.

(41,756)

(2,480,306)

Conagra

Brands,

Inc.

(37,106)

(1,206,687)

Confluent,

Inc.,

Class

A

(129,428)

(2,637,743)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

ConocoPhillips

(34,089)

(3,588,890)

Consolidated

Edison,

Inc.

(30,637)

(

3,190,231)

Constellation

Brands,

Inc.,

Class

A

(4,434)

(1,142,597)

Constellation

Energy

Corp.

(19,863)

(5,164,777)

Cooper

Cos.,

Inc.

(The)

(7,004)

(772,821)

COPT

Defense

Properties,

REIT

(41,161)

(1,248,413)

Corning,

Inc.

(17,658)

(797,259)

Corteva,

Inc.

(45,560)

(2,678,472)

CoStar

Group,

Inc.

(86,927)

(6,557,773)

Coterra

Energy,

Inc.

(87,335)

(2,091,673)

Coty,

Inc.,

Class

A

(31,614)

(296,855)

Cousins

Properties,

Inc.,

REIT

(7,920)

(233,482)

Credit

Acceptance

Corp.

(6,297)

(2,792,216)

Crocs,

Inc.

(20,491)

(2,967,302)

Crown

Castle,

Inc.,

REIT

(10,227)

(1,213,229)

Crown

Holdings,

Inc.

(25,161)

(

2,412,437)

CSL

Ltd.

(2)

(19,341)

(3,820,497)

CSX

Corp.

(50,007)

(1,726,742)

Cullen/Frost

Bankers,

Inc.

(27,527)

(3,079,170)

Darling

Ingredients,

Inc.

(21,718)

(807,041)

Datadog,

Inc.,

Class

A

(11,948)

(

1,374,737)

DaVita,

Inc.

(11,796)

(1,933,718)

Dayforce,

Inc.

(65,689)

(4,023,451)

Deere

&

Co.

(15,268)

(6,371,794)

Delta

Air

Lines,

Inc.

(164,302)

(8,344,899)

Dexcom,

Inc.

(21,272)

(1,426,075)

Digital

Realty

Trust,

Inc.,

REIT

(15,527)

(2,512,734)

Dollar

General

Corp.

(32,990)

(2,789,964)

Dollar

Tree,

Inc.

(32,752)

(2,303,121)

Dominion

Energy,

Inc.

(76,404)

(4,415,387)

DoubleVerify

Holdings,

Inc.

(12,236)

(206,054)

Dow,

Inc.

(21,719)

(1,186,509)

DraftKings,

Inc.,

Class

A

(38,546)

(1,511,003)

Driven

Brands

Holdings,

Inc.

(47,141)

(672,702)

DT

Midstream,

Inc.

(16,126)

(

1,268,471)

DTE

Energy

Co.

(19,530)

(2,507,847)

DuPont

de

Nemours,

Inc.

(22,860)

(2,037,055)

Dutch

Bros,

Inc.,

Class

A

(103,102)

(3,302,357)

Dynatrace,

Inc.

(34,231)

(1,830,332)

East

West

Bancorp,

Inc.

(10,559)

(

873,652)

Ecolab,

Inc.

(6,082)

(1,552,917)

Edwards

Lifesciences

Corp.

(33,763)

(2,228,020)

Elastic

NV

(15,516)

(1,191,008)

elf

Beauty,

Inc.

(26,078)

(2,843,284)

Emerson

Electric

Co.

(29,878)

(3,267,757)

Enovis

Corp.

(67,757)

(2,916,939)

Enphase

Energy,

Inc.

(27,150)

(3,068,493)

Entegris,

Inc.

(7,611)

(856,466)

EQT

Corp.

(225,749)

(8,271,443)

Equinix,

Inc.,

REIT

(967)

(858,338)

Equity

LifeStyle

Properties,

Inc.,

REIT

(3,051)

(217,658)

Erie

Indemnity

Co.,

Class

A

(1,420)

(766,544)

Essential

Utilities,

Inc.

(32,887)

(1,268,452)

Estee

Lauder

Cos.,

Inc.

(The),

Class

A

(25,987)

(2,590,644)

Eversource

Energy

(63,803)

(4,341,794)

Exelon

Corp.

(32,029)

(1,298,776)

ExlService

Holdings,

Inc.

(9,816)

(374,480)

244

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Expeditors

International

of

Washington,

Inc.

(30,499)

(4,007,569)

Experian

plc

(2)

(41,306)

(

2,175,573)

Exponent,

Inc.

(5,940)

(684,763)

Extra

Space

Storage,

Inc.,

REIT

(14,124)

(2,545,004)

Exxon

Mobil

Corp.

(62,655)

(7,344,419)

FactSet

Research

Systems,

Inc.

(5,755)

(2,646,437)

Federal

Realty

Investment

Trust,

REIT

(11,327)

(1,302,265)

FedEx

Corp.

(11,890)

(3,254,055)

Ferrovial

SE

(2)

(189,975)

(8,164,566)

Fifth

Third

Bancorp

(38,837)

(1,663,777)

First

American

Financial

Corp.

(39,963)

(2,637,958)

First

Citizens

BancShares,

Inc.,

Class

A

(826)

(1,520,625)

First

Financial

Bankshares,

Inc.

(97,851)

(3,621,466)

First

Hawaiian,

Inc.

(51,044)

(1,181,669)

FirstEnergy

Corp.

(58,284)

(2,584,895)

Five

Below,

Inc.

(37,639)

(3,325,406)

Five9,

Inc.

(52,213)

(1,500,079)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(26,809)

(3,328,874)

FMC

Corp.

(63,689)

(4,199,653)

Ford

Motor

Co.

(385,967)

(4,075,812)

Fortive

Corp.

(8,438)

(666,011)

Fortrea

Holdings,

Inc.

(76,636)

(1,532,720)

Fox

Factory

Holding

Corp.

(1,930)

(80,095)

Freeport-McMoRan,

Inc.

(44,399)

(2,216,398)

Freshpet,

Inc.

(2,351)

(321,546)

FTI

Consulting,

Inc.

(6,481)

(1,474,816)

GATX

Corp.

(20,076)

(2,659,066)

GE

Vernova,

Inc.

(2,507)

(639,235)

General

Mills,

Inc.

(33,177)

(2,450,121)

Gentex

Corp.

(54,587)

(

1,620,688)

Genuine

Parts

Co.

(39,996)

(5,586,641)

GFL

Environmental,

Inc.

(91,383)

(3,645,320)

Glacier

Bancorp,

Inc.

(106,353)

(4,860,332)

Globant

SA

(11,095)

(2,198,363)

Globus

Medical,

Inc.,

Class

A

(11,622)

(

831,438)

Goldman

Sachs

Group,

Inc.

(The)

(3,082)

(1,525,929)

Goodyear

Tire

&

Rubber

Co.

(The)

(306,813)

(2,715,295)

Graphic

Packaging

Holding

Co.

(31,718)

(938,536)

Grocery

Outlet

Holding

Corp.

(95,477)

(1,675,621)

GXO

Logistics,

Inc.

(53,974)

(2,810,426)

Haemonetics

Corp.

(6,128)

(492,569)

Haleon

plc

(2)

(338,310)

(1,770,207)

Halliburton

Co.

(121,357)

(3,525,421)

Hanover

Insurance

Group,

Inc.

(The)

(9,008)

(1,334,175)

Hasbro,

Inc.

(71,566)

(5,175,653)

Hayward

Holdings,

Inc.

(225,866)

(3,464,784)

HealthEquity,

Inc.

(42,409)

(3,471,177)

HEICO

Corp.

(8,617)

(2,253,173)

Hershey

Co.

(The)

(26,405)

(5,063,951)

Hilton

Grand

Vacations,

Inc.

(167,817)

(6,095,113)

Home

BancShares,

Inc.

(54,397)

(1,473,615)

Hormel

Foods

Corp.

(75,194)

(2,383,650)

Houlihan

Lokey,

Inc.,

Class

A

(1,962)

(310,035)

Howard

Hughes

Holdings,

Inc.

(31,417)

(2,432,618)

Hubbell,

Inc.,

Class

B

(2,751)

(1,178,391)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

HubSpot,

Inc.

(5,032)

(2,675,011)

Humana,

Inc.

(5,486)

(1,737,636)

Huntsman

Corp.

(82,474)

(1,995,871)

Hyatt

Hotels

Corp.,

Class

A

(16,588)

(2,524,694)

IDACORP,

Inc.

(10,168)

(1,048,219)

IDEX

Corp.

(6,798)

(1,458,171)

Illinois

Tool

Works,

Inc.

(6,951)

(1,821,649)

Illumina,

Inc.

(32,049)

(4,179,510)

Independence

Realty

Trust,

Inc.,

REIT

(134,364)

(2,754,462)

Ingersoll

Rand,

Inc.

(9,048)

(888,152)

Inspire

Medical

Systems,

Inc.

(15,556)

(3,283,094)

Insulet

Corp.

(16,146)

(3,757,982)

Intel

Corp.

(60,332)

(

1,415,389)

Intra-Cellular

Therapies,

Inc.

(7,272)

(532,092)

Intuitive

Surgical,

Inc.

(1,274)

(625,878)

Invesco

Ltd.

(89,347)

(1,568,933)

Invitation

Homes,

Inc.,

REIT

(56,344)

(1,986,689)

Ionis

Pharmaceuticals,

Inc.

(113,911)

(4,563,275)

Iridium

Communications,

Inc.

(84,093)

(2,560,632)

J

M

Smucker

Co.

(The)

(39,847)

(4,825,472)

Jack

Henry

&

Associates,

Inc.

(8,168)

(1,441,979)

James

Hardie

Industries

plc,

CHESS

(2)

(141,188)

(5,610,476)

Jefferies

Financial

Group,

Inc.

(9,202)

(566,383)

Johnson

Controls

International

plc

(32,369)

(2,512,158)

JPMorgan

Chase

&

Co.

(18,081)

(3,812,560)

KBR,

Inc.

(35,276)

(2,297,526)

Kemper

Corp.

(51,045)

(3,126,506)

Keurig

Dr

Pepper,

Inc.

(34,369)

(1,288,150)

KeyCorp

(200,712)

(3,361,926)

Keysight

Technologies,

Inc.

(18,615)

(2,958,482)

Kinder

Morgan,

Inc.

(60,556)

(1,337,682)

Kinsale

Capital

Group,

Inc.

(2,726)

(1,269,144)

Kite

Realty

Group

Trust,

REIT

(58,503)

(1,553,840)

KKR

&

Co.,

Inc.

(3,593)

(469,174)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(50,623)

(2,731,111)

Labcorp

Holdings,

Inc.

(11,726)

(2,620,526)

Lamb

Weston

Holdings,

Inc.

(42,397)

(2,744,782)

Las

Vegas

Sands

Corp.

(22,552)

(1,135,268)

Lattice

Semiconductor

Corp.

(34,451)

(1,828,315)

Lear

Corp.

(8,358)

(912,276)

Leggett

&

Platt,

Inc.

(125,060)

(1,703,317)

Liberty

Broadband

Corp.,

Class

C

(87,435)

(6,757,851)

Light

&

Wonder,

Inc.

(4,434)

(402,297)

Linde

plc

(10,852)

(5,174,885)

Lithia

Motors,

Inc.,

Class

A

(7,078)

(2,248,256)

LivaNova

plc

(9,873)

(518,727)

Live

Nation

Entertainment,

Inc.

(9,286)

(1,016,724)

LKQ

Corp.

(58,102)

(2,319,432)

Lowe's

Cos.,

Inc.

(8,707)

(2,358,291)

LPL

Financial

Holdings,

Inc.

(4,774)

(1,110,576)

Lucid

Group,

Inc.

(96,460)

(340,504)

Lululemon

Athletica,

Inc.

(7,065)

(1,917,088)

Lumentum

Holdings,

Inc.

(63,540)

(

4,027,165)

MACOM

Technology

Solutions

Holdings,

Inc.

(19,776)

(2,200,278)

Madison

Square

Garden

Sports

Corp.,

Class

A

(22,987)

(4,787,273)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

245

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Marathon

Petroleum

Corp.

(17,193)

(2,800,912)

Maravai

LifeSciences

Holdings,

Inc.,

Class

A

(222,296)

(1,847,280)

MarketAxess

Holdings,

Inc.

(5,120)

(1,311,744)

Marriott

International,

Inc.,

Class

A

(5,413)

(1,345,672)

Marriott

Vacations

Worldwide

Corp.

(29,030)

(2,133,124)

Marsh

&

McLennan

Cos.,

Inc.

(18,552)

(4,138,766)

Martin

Marietta

Materials,

Inc.

(3,404)

(1,832,203)

Marvell

Technology,

Inc.

(43,766)

(3,156,404)

Masimo

Corp.

(16,098)

(2,146,346)

MasTec,

Inc.

(9,782)

(1,204,164)

Mastercard,

Inc.,

Class

A

(12,702)

(6,272,248)

Mattel,

Inc.

(44,556)

(848,792)

McCormick

&

Co.,

Inc.

(Non-Voting)

(36,148)

(2,974,980)

McDonald's

Corp.

(15,809)

(4,813,999)

Mercury

Systems,

Inc.

(45,852)

(1,696,524)

MGM

Resorts

International

(25,368)

(991,635)

Microchip

Technology,

Inc.

(13,522)

(1,085,681)

MicroStrategy,

Inc.,

Class

A

(23,029)

(

3,882,689)

Mister

Car

Wash,

Inc.

(70,371)

(458,115)

Moderna,

Inc.

(20,897)

(1,396,547)

Mondelez

International,

Inc.,

Class

A

(63,792)

(4,699,557)

MongoDB,

Inc.,

Class

A

(12,647)

(3,419,116)

Morgan

Stanley

(39,786)

(

4,147,293)

Morningstar,

Inc.

(872)

(278,273)

Mosaic

Co.

(The)

(63,579)

(1,702,646)

MP

Materials

Corp.

(415,996)

(7,342,329)

MSA

Safety,

Inc.

(9,078)

(1,609,893)

MSCI,

Inc.,

Class

A

(2,922)

(1,703,321)

Nasdaq,

Inc.

(25,631)

(1,871,319)

National

Storage

Affiliates

Trust,

REIT

(11,442)

(551,504)

nCino,

Inc.

(52,465)

(1,657,369)

Nestle

SA

(Registered)

(2)

(65,831)

(6,615,518)

Netflix,

Inc.

(1,348)

(956,096)

New

Fortress

Energy,

Inc.

(61,319)

(557,390)

New

Jersey

Resources

Corp.

(11,206)

(528,923)

New

York

Community

Bancorp,

Inc.

(185,239)

(2,080,234)

Newell

Brands,

Inc.

(227,538)

(1,747,492)

Newmont

Corp.

(86,429)

(

4,619,630)

News

Corp.,

Class

A

(41,215)

(1,097,555)

Nexstar

Media

Group,

Inc.,

Class

A

(12,409)

(2,051,828)

NextEra

Energy,

Inc.

(43,161)

(3,648,399)

NEXTracker,

Inc.,

Class

A

(26,726)

(1,001,690)

NIKE,

Inc.,

Class

B

(

31,642)

(2,797,153)

Nordson

Corp.

(6,531)

(1,715,237)

Norfolk

Southern

Corp.

(23,291)

(5,787,814)

Norwegian

Cruise

Line

Holdings

Ltd.

(20,739)

(425,357)

Novanta,

Inc.

(17,631)

(3,154,539)

Nucor

Corp.

(6,625)

(

996,003)

Occidental

Petroleum

Corp.

(105,912)

(5,458,704)

Okta,

Inc.,

Class

A

(19,320)

(1,436,249)

Old

Dominion

Freight

Line,

Inc.

(6,248)

(1,241,103)

Olin

Corp.

(9,844)

(472,315)

Ollie's

Bargain

Outlet

Holdings,

Inc.

(4,090)

(397,548)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

ONE

Gas,

Inc.

(38,308)

(2,850,881)

ONEOK,

Inc.

(37,002)

(3,371,992)

Option

Care

Health,

Inc.

(41,596)

(1,301,955)

Oracle

Corp.

(15,657)

(2,667,953)

O'Reilly

Automotive,

Inc.

(859)

(989,224)

Ormat

Technologies,

Inc.

(9,402)

(723,390)

Packaging

Corp.

of

America

(2,849)

(613,675)

Palantir

Technologies,

Inc.,

Class

A

(34,752)

(1,292,774)

Palo

Alto

Networks,

Inc.

(2,685)

(917,733)

Paramount

Global,

Class

B

(142,224)

(1,510,419)

Park

Hotels

&

Resorts,

Inc.,

REIT

(59,515)

(839,162)

Parsons

Corp.

(2,862)

(296,732)

Paychex,

Inc.

(5,364)

(719,795)

Paycom

Software,

Inc.

(6,002)

(999,753)

Paycor

HCM,

Inc.

(143,601)

(2,037,698)

Paylocity

Holding

Corp.

(12,079)

(1,992,673)

PBF

Energy,

Inc.,

Class

A

(30,165)

(933,607)

Penn

Entertainment,

Inc.

(85,122)

(

1,605,401)

Penumbra,

Inc.

(20,762)

(4,034,264)

PepsiCo,

Inc.

(2,691)

(457,605)

Permian

Resources

Corp.,

Class

A

(187,224)

(2,548,119)

Pfizer,

Inc.

(264,712)

(7,660,765)

PG&E

Corp.

(76,561)

(1,513,611)

Phillips

66

(8,259)

(1,085,646)

Planet

Fitness,

Inc.,

Class

A

(15,697)

(1,274,910)

Plug

Power,

Inc.

(361,755)

(817,566)

PNC

Financial

Services

Group,

Inc.

(The)

(8,469)

(1,565,495)

Polaris,

Inc.

(22,261)

(

1,853,006)

Pool

Corp.

(13,558)

(5,108,654)

Portland

General

Electric

Co.

(5,717)

(273,844)

PotlatchDeltic

Corp.,

REIT

(38,157)

(1,718,973)

Power

Integrations,

Inc.

(27,159)

(1,741,435)

PPL

Corp.

(54,000)

(

1,786,320)

Primerica,

Inc.

(4,624)

(1,226,054)

Principal

Financial

Group,

Inc.

(28,656)

(2,461,550)

Procore

Technologies,

Inc.

(15,494)

(956,290)

Progyny,

Inc.

(48,889)

(819,380)

Prologis,

Inc.,

REIT

(17,191)

(

2,170,879)

Prosperity

Bancshares,

Inc.

(11,748)

(846,678)

PTC,

Inc.

(5,731)

(1,035,362)

Public

Service

Enterprise

Group,

Inc.

(49,251)

(4,393,682)

QIAGEN

NV

(2)

(30,742)

(1,389,660)

Quanta

Services,

Inc.

(3,505)

(

1,045,016)

QuantumScape

Corp.

(275,629)

(1,584,867)

Quest

Diagnostics,

Inc.

(20,993)

(3,259,163)

QuidelOrtho

Corp.

(62,967)

(2,871,295)

Rambus,

Inc.

(5,952)

(251,293)

Range

Resources

Corp.

(136,662)

(

4,203,723)

RBC

Bearings,

Inc.

(9,241)

(2,766,571)

Realty

Income

Corp.,

REIT

(84,528)

(5,360,766)

Regal

Rexnord

Corp.

(9,979)

(1,655,317)

Repligen

Corp.

(31,715)

(4,719,826)

Revvity,

Inc.

(23,985)

(3,064,084)

Rexford

Industrial

Realty,

Inc.,

REIT

(80,006)

(4,025,102)

RH

(12,526)

(4,189,070)

RLI

Corp.

(15,300)

(2,371,194)

Robinhood

Markets,

Inc.,

Class

A

(57,199)

(1,339,601)

246

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Rockwell

Automation,

Inc.

(9,038)

(

2,426,341)

Roku,

Inc.,

Class

A

(12,939)

(966,026)

Rollins,

Inc.

(42,225)

(2,135,741)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(15,365)

(1,020,082)

Saia,

Inc.

(12,433)

(5,436,454)

Schlumberger

NV

(164,643)

(

6,906,774)

Schneider

Electric

SE

(2)

(12,065)

(3,180,430)

Scotts

Miracle-Gro

Co.

(The)

(9,023)

(782,294)

Seagate

Technology

Holdings

plc

(19,955)

(2,185,671)

Selective

Insurance

Group,

Inc.

(2,588)

(241,460)

Sempra

(

25,484)

(2,131,227)

SentinelOne,

Inc.,

Class

A

(61,589)

(1,473,209)

Service

Corp.

International

(10,000)

(789,300)

Shift4

Payments,

Inc.,

Class

A

(3,330)

(295,038)

Silgan

Holdings,

Inc.

(51,407)

(2,698,868)

Silicon

Laboratories,

Inc.

(35,614)

(4,115,910)

SiteOne

Landscape

Supply,

Inc.

(7,881)

(1,189,322)

Snap,

Inc.,

Class

A

(587,215)

(6,283,201)

Snowflake,

Inc.,

Class

A

(14,207)

(1,631,816)

SoFi

Technologies,

Inc.

(602,443)

(4,735,202)

Sotera

Health

Co.

(234,930)

(3,923,331)

SouthState

Corp.

(11,390)

(1,106,880)

Southwest

Airlines

Co.

(392,362)

(11,625,686)

Southwest

Gas

Holdings,

Inc.

(41,804)

(3,083,463)

Spectrum

Brands

Holdings,

Inc.

(9,838)

(935,987)

Spire,

Inc.

(10,787)

(725,857)

Sprouts

Farmers

Market,

Inc.

(3,547)

(391,624)

Stanley

Black

&

Decker,

Inc.

(21,147)

(2,328,919)

Starbucks

Corp.

(17,035)

(1,660,742)

Steel

Dynamics,

Inc.

(7,620)

(960,730)

Sun

Communities,

Inc.,

REIT

(26,155)

(3,534,848)

Synovus

Financial

Corp.

(53,062)

(

2,359,667)

Sysco

Corp.

(20,395)

(1,592,034)

Take-Two

Interactive

Software,

Inc.

(35,923)

(5,521,724)

Targa

Resources

Corp.

(2,548)

(377,129)

Teledyne

Technologies,

Inc.

(4,255)

(1,862,243)

Tempur

Sealy

International,

Inc.

(77,412)

(4,226,695)

Tesla,

Inc.

(46,328)

(12,120,795)

Tetra

Tech,

Inc.

(8,365)

(394,493)

Texas

Capital

Bancshares,

Inc.

(38,375)

(2,742,278)

Texas

Instruments,

Inc.

(13,232)

(

2,733,334)

Thor

Industries,

Inc.

(2,391)

(262,747)

TJX

Cos.,

Inc.

(The)

(8,958)

(1,052,923)

Toast,

Inc.,

Class

A

(51,794)

(1,466,288)

TopBuild

Corp.

(3,070)

(1,248,907)

Toro

Co.

(The)

(31,943)

(2,770,416)

TPG,

Inc.

(36,152)

(2,080,909)

Tractor

Supply

Co.

(6,709)

(1,951,849)

Trade

Desk,

Inc.

(The),

Class

A

(27,218)

(2,984,454)

Trex

Co.,

Inc.

(44,323)

(2,951,025)

Trimble,

Inc.

(42,949)

(2,666,703)

Truist

Financial

Corp.

(106,610)

(4,559,710)

TXNM

Energy,

Inc.

(27,822)

(1,217,769)

Uber

Technologies,

Inc.

(58,048)

(4,362,888)

Ubiquiti,

Inc.

(7,730)

(1,713,896)

UDR,

Inc.,

REIT

(80,673)

(3,657,714)

UGI

Corp.

(83,885)

(2,098,803)

Ulta

Beauty,

Inc.

(2,747)

(1,068,913)

Under

Armour,

Inc.,

Class

A

(230,875)

(2,057,096)

INVESTMENTS

SHARES

VALUE

($)

United

States

-

(104.8)%

(continued)

Union

Pacific

Corp.

(13,889)

(3,423,361)

United

Airlines

Holdings,

Inc.

(63,383)

(

3,616,634)

United

Bankshares,

Inc.

(30,139)

(1,118,157)

United

Parcel

Service,

Inc.,

Class

B

(49,933)

(6,807,865)

UnitedHealth

Group,

Inc.

(14,041)

(8,209,492)

Unity

Software,

Inc.

(135,253)

(3,059,423)

US

Bancorp

(

25,607)

(1,171,008)

Vail

Resorts,

Inc.

(6,353)

(1,107,264)

Valaris

Ltd.

(74,987)

(4,180,525)

Valmont

Industries,

Inc.

(3,392)

(983,510)

Valvoline,

Inc.

(105,098)

(4,398,351)

Vertiv

Holdings

Co.,

Class

A

(20,130)

(2,002,734)

VF

Corp.

(151,398)

(3,020,390)

Virtu

Financial,

Inc.,

Class

A

(7,215)

(219,769)

Visa,

Inc.,

Class

A

(26,286)

(7,227,336)

Vishay

Intertechnology,

Inc.

(40,935)

(774,081)

Visteon

Corp.

(37,031)

(

3,526,832)

Vornado

Realty

Trust,

REIT

(137,512)

(5,417,973)

Walt

Disney

Co.

(The)

(21,391)

(2,057,600)

Warner

Bros

Discovery,

Inc.

(58,751)

(484,696)

Warner

Music

Group

Corp.,

Class

A

(30,677)

(960,190)

Waste

Management,

Inc.

(11,742)

(2,437,639)

Waters

Corp.

(4,856)

(1,747,626)

Watsco,

Inc.

(1,723)

(847,509)

Weatherford

International

plc

(26,520)

(2,252,078)

WEC

Energy

Group,

Inc.

(43,878)

(4,220,186)

Wells

Fargo

&

Co.

(27,384)

(1,546,922)

Wendy's

Co.

(The)

(33,637)

(589,320)

West

Pharmaceutical

Services,

Inc.

(5,734)

(1,721,117)

Western

Alliance

Bancorp

(34,164)

(2,954,844)

WEX,

Inc.

(15,920)

(3,338,902)

Whirlpool

Corp.

(27,254)

(2,916,178)

White

Mountains

Insurance

Group

Ltd.

(1,125)

(1,908,225)

Williams

Cos.,

Inc.

(The)

(41,697)

(1,903,468)

Willis

Towers

Watson

plc

(14,439)

(4,252,719)

WillScot

Holdings

Corp.

(44,138)

(1,659,589)

Wingstop,

Inc.

(3,197)

(1,330,208)

Wolfspeed,

Inc.

(607,275)

(5,890,568)

Workday,

Inc.,

Class

A

(5,410)

(1,322,258)

WP

Carey,

Inc.,

REIT

(37,570)

(2,340,611)

Wynn

Resorts

Ltd.

(13,897)

(1,332,444)

XPO,

Inc.

(41,411)

(4,452,097)

Xylem,

Inc.

(37,445)

(5,056,198)

YETI

Holdings,

Inc.

(26,125)

(1,071,909)

Yum!

Brands,

Inc.

(12,559)

(1,754,618)

Zebra

Technologies

Corp.,

Class

A

(12,163)

(4,504,202)

Ziff

Davis,

Inc.

(6,887)

(335,121)

Zillow

Group,

Inc.,

Class

C

(56,681)

(3,619,082)

ZoomInfo

Technologies,

Inc.,

Class

A

(92,544)

(955,054)

Zscaler,

Inc.

(5,417)

(925,982)

(1,233,915,117)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

247

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Zambia

-

(0.3)%

First

Quantum

Minerals

Ltd.

(267,502)

(3,647,260)

TOTAL

COMMON

STOCKS

(Proceeds

$(2,262,906,138))

(2,327,080,729)

PREFERRED

STOCKS

-

(1.5)%

Germany

-

(1.5)%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(2)(c)

(72,503)

(5,794,006)

Sartorius

AG

(Preference)

(2)

(18,559)

(5,218,413)

Volkswagen

AG

(Preference)

(2)

(59,168)

(6,284,383)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(18,672,535))

(17,296,802)

TOTAL

SHORT

POSITIONS

(Proceeds

$(2,281,578,673))

(2,344,377,531)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

82.6%

(Cost

$792,980,175)

972,058,853

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

17.4%

‡

205,005,106

NET

ASSETS

-

100.0%

1,177,063,959

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

10,881,638

0.9

%

Consumer

Discretionary

(64,530,432)

(5.5)

Consumer

Staples

7,690,146

0.7

Energy

(

60,777,051)

(5.2)

Financials

152,351,905

12.9

Health

Care

44,828,867

3.8

Industrials

71,367,130

6.1

Information

Technology

100,890,673

8.6

Materials

(57,588,051)

(4.9)

Real

Estate

(4,915,952)

(0.4)

Utilities

(10,315,916)

(0.9)

Investment

Companies

395,313,976

33.6

U.S.

Treasury

Obligations

386,861,920

32.9

Total

Investments

In

Securities

At

Value

972,058,853

82.6

Other

Assets

in

Excess

of

Liabilities

‡

205,005,106

17.4

Net

Assets

$

1,177,063,959

100.0%

248

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$2,474,895,478,

which

is

inclusive

of

rehypothecated

amounts disclosed

below;

additional

securities

sold

but

not

yet

settled

totaling

$767,018

were

also

segregated.

In

addition,

$59,993,134

of

cash

collateral

was

also

pledged.

(b)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$357,372,276.

(c)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$(13,868,864),

which

represents

(1.18)%

of

net

assets

of

the

Fund.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

For

the

period

ended

September

30,

2024,

transactions

with

and

earnings

from

issuers

considered

to

be

an

affiliated

issuer

were

as

follows:

(g)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

(h)

All

or

a

portion

of

the

security

pledged

as

collateral

for

swap

contracts.

Affiliate

Value

At

12/31/2023

Purchases

At

Cost

Proceeds

From

Sales

Net

Realized

Gain

(Loss)

Net

Change

In

Unrealized

App/Dep

Value

At

9/30/2024

Shares

Held

At

9/30/2024

Dividend

Income

Capital

Gain

Distributions

SHORT-TERM

INVESTMENTS

-

30.0%

INVESTMENT

COMPANIES

-

30.0%

Limited

Purpose

Cash

Investment

Fund,

4.90%

(a)

(Cost

$353,477,369)

$265,947,113

$2,190,930,443

$(2,103,342,789)

$(23,674)

$36,607

$353,547,700

353,653,796

$13,066,945

$–

(a)

Represents

7-day

effective

yield

as

of

September

30,

2024.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

31,400,000

$

(39,521)

$

47,915

$

8,394

Pay

1D

CORRA

Semi

3.00%

Semi

3/21/2035

CAD

7,100,000

38,245

46,055

84,300

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

44,800,000

(358)

126,676

126,318

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

629,900,000

(923,397)

3,139,220

2,215,823

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

3,000,000

48,593

6,063

54,656

Pay

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

53,000,000

991,267

42,426

1,033,693

Pay

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

30,000,000

1,465

(333)

1,132

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

34,000,000

272,567

304,684

577,251

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

138,700,000

1,927,152

546,801

2,473,953

Receive

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

84,700,000

149,832

262,029

411,861

Receive

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

230,800,000

220,355

307,309

527,664

Receive

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

63,700,000

(229,623)

947,661

718,038

Receive

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

30,400,000

274,035

(3,007)

271,028

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

17,457,600,000

85,315

(20,453)

64,862

Receive

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

622,500,000

429,031

(398,796)

30,235

Receive

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

149,900,000

608,781

(171,309)

437,472

Receive

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

640,700,000

643,702

(

452,265)

191,437

Receive

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

682,900,000

52,402

101,527

153,929

4,549,843

4,832,203

9,382,046

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

249

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

300,900,000

$

(890,409)

$

411,849

$

(478,560)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

301,100,000

(582,346)

(1,232,797)

(1,815,143)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

289,800,000

421,414

(1,133,801)

(712,387)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

133,100,000

(380,157)

(101,195)

(481,352)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

155,500,000

(1,168,638)

622,589

(546,049)

Receive

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

22,800,000

(306,246)

38,434

(267,812)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

6,320,000,000

(64,533)

56,607

(7,926)

Receive

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

4,710,000,000

(242,017)

(34,841)

(

276,858)

Receive

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

108,900,000

(22,154)

(117,060)

(139,214)

Receive

3M

BBR

Qtrly

3.50%

Semi

3/10/2027

NZD

96,900,000

63,791

(367,504)

(303,713)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

1,192,000,000

(2,012,834)

496,243

(1,516,591)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

1,664,600,000

(236,731)

(8,945)

(245,676)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

41,400,000

(

1,005)

(11,794)

(12,799)

Receive

6M

NIBOR

Semi

3.50%

Annual

3/17/2027

NOK

363,000,000

(87,798)

43,694

(44,104)

(5,509,663)

(1,338,521)

(6,848,184)

$

(959,820)

$

3,493,682

$

2,533,862

Abbreviations:

1D:

1

Day

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

Monthly

MLIN

12/20/2024

CHF

81,414,020

$

1,027,963

TAIEX

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

TWD

473,311,200

381,998

WIG20

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

GSIN

12/20/2024

PLN

(5,800,680)

1,365

250

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

Emerging

Markets

Taiwan

Net

Total

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

OBFR

plus

or

minus

a

specified

spread

(1.00%)

Increases

in

total

return

of

reference

entity

Monthly

JPMC

12/18/2024

USD

5,386,232

$

399,016

MSCI

Mexico

Net

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

TIIE

plus

or

minus

a

specified

spread

(-0.20%)

Monthly

CITI

12/18/2024

MXN

(157,625,315)

33,944

MSCI

Poland

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

WIBOR

plus

or

minus

a

specified

spread

(-0.50%)

Monthly

CITI

12/18/2024

PLN

(2,046,321)

5,189

MSCI

Spain

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

ESTR

plus

or

minus

a

specified

spread

(0.17%)

Increases

in

total

return

of

reference

entity

Monthly

CITI

12/18/2024

EUR

37,876,017

619,224

MSCI

Sweden

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

STIBOR

plus

or

minus

a

specified

spread

(0.35%)

Increases

in

total

return

of

reference

entity

Monthly

CITI

12/18/2024

SEK

187,448,518

39,585

Tel

Aviv

Stock

Exchange

35

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

TELBOR

plus

or

minus

a

specified

spread

(0.60%)

Increases

in

total

return

of

reference

entity

Monthly

BANA

12/18/2024

ILS

7,049,737

81,916

Total

unrealized

appreciation

2,590,200

Amsterdam

Exchange

Index

October

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

GSIN

10/18/2024

EUR

(78,979,200)

(

805,842)

DTOP

Index

December

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

MLIN

12/19/2024

ZAR

(887,340)

(1,696)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

251

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

HSCEI

October

Futures

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

At

termination

CITI

10/30/2024

HKD

(144,678,250)

$

(465,995)

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

MLIN

10/16/2024

BRL

13,125,519

(20,374)

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

374,143,582

(608,558)

KOSPI

200

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

CITI

12/12/2024

KRW

3,913,875,000

(62,217)

MSCI

Brazil

Net

Return

Index

Decreases

in

total

return

of

reference

entity

and

pays

the

CDI

plus

or

minus

a

specified

spread

(-0.55%)

Increases

in

total

return

of

reference

entity

Monthly

CITI

12/18/2024

BRL

97,692,449

(609,911)

MSCI

Canada

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

CORRA

plus

or

minus

a

specified

spread

(-0.85%)

Monthly

CITI

12/18/2024

CAD

(15,822,028)

(373,747)

MSCI

Emerging

Markets

Thailand

Net

Total

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

OBFR

plus

or

minus

a

specified

spread

(-0.50%)

Monthly

JPMC

12/18/2024

USD

(576,631)

(36,418)

MSCI

France

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

Monthly

CITI

12/18/2024

EUR

(66,537,519)

(2,513,709)

MSCI

Netherlands

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

ESTR

plus

or

minus

a

specified

spread

(0.05%)

Monthly

CITI

12/18/2024

EUR

(23,566,623)

(797,089)

MSCI

Singapore

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

SORA

plus

or

minus

a

specified

spread

(0.20%)

Monthly

CITI

12/18/2024

SGD

(10,342,712)

(275,669)

252

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

MSCI

South

Africa

Net

Return

Index

Increases

in

total

return

of

reference

entity

Decreases

in

total

return

of

reference

entity

and

receives

the

JIBAR

plus

or

minus

a

specified

spread

(-0.60%)

Monthly

CITI

12/18/2024

ZAR

(838,881,352)

$

(

3,190,150)

Total

unrealized

depreciation

(9,761,375)

Net

unrealized

depreciation

$

(7,171,175)

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

IBEX

35

Index

1,084

10/2024

EUR

$

143,488,125

$

1,488,380

IFSC

NIFTY

50

Index

123

10/2024

USD

6,397,599

(34,964)

Natural

Gas

342

10/2024

USD

9,996,660

1,181,014

OMXS30

Index

2,819

10/2024

SEK

72,883,995

213,856

SGX

FTSE

Taiwan

Index

223

10/2024

USD

16,644,720

(314,143)

WTI

Crude

Oil

3,899

10/2024

USD

265,794,830

1,801,753

LME

Copper

Base

Metal

4

11/2024

USD

975,976

80,461

LME

Copper

Base

Metal

18

11/2024

USD

4,393,242

337,560

LME

Copper

Base

Metal

21

11/2024

USD

5,125,712

347,910

LME

Copper

Base

Metal

22

11/2024

USD

5,368,693

443,380

Soybean

222

11/2024

USD

11,732,700

148,185

Australia

10

Year

Bond

2,103

12/2024

AUD

169,099,247

(1,452,650)

Euro

STOXX

50

Index

272

12/2024

EUR

15,229,673

265,874

FTSE/MIB

Index

1,035

12/2024

EUR

196,164,052

2,171,555

KOSPI

200

Index

110

12/2024

KRW

7,316,089

(166,611)

LME

Copper

Base

Metal

4

12/2024

USD

979,739

78,328

LME

Copper

Base

Metal

5

12/2024

USD

1,228,018

(24,601)

LME

Copper

Base

Metal

16

12/2024

USD

3,918,100

340,058

LME

Copper

Base

Metal

27

12/2024

USD

6,634,575

(77,030)

LME

Copper

Base

Metal

32

12/2024

USD

7,856,280

(150,829)

LME

Copper

Base

Metal

78

12/2024

USD

19,125,795

1,457,690

Long

Gilt

2,044

12/2024

GBP

269,446,764

(764,339)

S&P

500

E-Mini

Index

211

12/2024

USD

61,340,338

394,559

Total

of

long

contracts

7,765,396

Short

Contracts

Brent

Crude

Oil

(2,260)

10/2024

USD

(162,042,000)

1,423,086

CAC

40

10

Euro

Index

(1,252)

10/2024

EUR

(106,608,312)

(541,414)

Hang

Seng

Index

(82)

10/2024

HKD

(11,222,213)

(

479,036)

MSCI

Singapore

Index

(1,489)

10/2024

SGD

(39,783,902)

10,512

NY

Harbor

ULSD

(811)

10/2024

USD

(73,383,173)

(1,454,958)

LME

Copper

Base

Metal

(4)

11/2024

USD

(975,976)

(80,087)

LME

Copper

Base

Metal

(18)

11/2024

USD

(4,393,242)

(337,208)

LME

Copper

Base

Metal

(21)

11/2024

USD

(5,125,712)

(361,392)

LME

Copper

Base

Metal

(22)

11/2024

USD

(5,368,693)

(451,751)

Low

Sulphur

Gasoil

(178)

11/2024

USD

(11,752,450)

(321,606)

100

oz

Gold

(171)

12/2024

USD

(45,475,740)

(3,767,932)

Canada

10

Year

Bond

(3,527)

12/2024

CAD

(325,826,004)

(1,542,121)

Copper

(36)

12/2024

USD

(4,097,700)

(294,209)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

253

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Short

Contracts

(continued)

Corn

(22)

12/2024

USD

$

(467,225)

$

(24,616)

DAX

Index

(173)

12/2024

EUR

(93,894,731)

(2,871,463)

Euro-Bund

(257)

12/2024

EUR

(38,592,131)

(42,702)

FTSE

100

Index

(495)

12/2024

GBP

(54,852,485)

193,949

FTSE/JSE

Top

40

Index

(433)

12/2024

ZAR

(19,953,211)

(909,882)

Japan

10

Year

Bond

(155)

12/2024

JPY

(155,878,935)

8,870

LME

Copper

Base

Metal

(4)

12/2024

USD

(979,739)

(

76,689)

LME

Copper

Base

Metal

(5)

12/2024

USD

(1,228,018)

27,422

LME

Copper

Base

Metal

(16)

12/2024

USD

(3,918,100)

(335,649)

LME

Copper

Base

Metal

(27)

12/2024

USD

(6,634,575)

123,319

LME

Copper

Base

Metal

(78)

12/2024

USD

(19,125,795)

(1,462,806)

LME

Copper

Base

Metal

(337)

12/2024

USD

(82,736,449)

(5,711,305)

MEX

BOLSA

Index

(12)

12/2024

MXN

(324,317)

1,176

S&P/TSX

60

Index

(159)

12/2024

CAD

(33,962,010)

(519,932)

SET50

Index

(303)

12/2024

THB

(1,722,658)

13,289

Silver

(146)

12/2024

USD

(22,964,340)

(1,730,239)

SPI

200

Index

(309)

12/2024

AUD

(44,359,678)

(536,876)

TOPIX

Index

(301)

12/2024

JPY

(55,445,991)

(2,498,024)

U.S.

Treasury

10

Year

Note

(1,156)

12/2024

USD

(132,199,438)

580,548

Total

of

short

contracts

(23,969,726)

Net

unrealized

depreciation

$

(

16,204,330)

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

56,076,080

USD

38,079,089

CITI

12/18/2024

$

720,045

AUD

56,076,080

USD

38,078,898

JPMC

12/18/2024

720,235

BRL

160,295,221

USD

28,551,072

CITI

**

12/18/2024

604,451

BRL

160,295,221

USD

28,550,929

JPMC

**

12/18/2024

604,593

CAD

30,679,250

USD

22,664,263

CITI

12/18/2024

65,911

CAD

30,679,250

USD

22,664,150

JPMC

12/18/2024

66,024

CHF

1,727,500

USD

2,053,812

CITI

12/18/2024

5,192

CHF

1,727,500

USD

2,053,801

JPMC

12/18/2024

5,202

CNY

109,431,005

USD

15,547,768

CITI

**

12/18/2024

169,035

CNY

109,431,004

USD

15,547,690

JPMC

**

12/18/2024

169,112

EUR

76,758,983

USD

85,443,431

CITI

12/18/2024

273,298

EUR

76,758,983

USD

85,443,004

JPMC

12/18/2024

273,725

GBP

75,078,124

USD

98,741,527

CITI

12/18/2024

1,616,489

GBP

75,078,125

USD

98,741,035

JPMC

12/18/2024

1,616,989

ILS

2,222,000

USD

595,578

CITI

12/18/2024

1,897

ILS

2,222,000

USD

595,575

JPMC

12/18/2024

1,900

INR

2,082,244,845

USD

24,707,708

CITI

**

12/18/2024

46,450

INR

2,082,244,845

USD

24,707,584

JPMC

**

12/18/2024

46,572

JPY

6,346,245,756

USD

44,284,133

CITI

12/18/2024

348,215

JPY

6,346,245,756

USD

44,283,911

JPMC

12/18/2024

348,437

MXN

134,555,043

USD

6,733,584

CITI

12/18/2024

17,774

MXN

134,555,043

USD

6,733,551

JPMC

12/18/2024

17,808

NOK

123,775,651

USD

11,675,010

CITI

12/18/2024

58,897

NOK

123,775,650

USD

11,674,952

JPMC

12/18/2024

58,954

PLN

6,565,501

USD

1,696,361

CITI

12/18/2024

5,284

PLN

6,565,501

USD

1,696,353

JPMC

12/18/2024

5,292

SEK

1,288,612,091

USD

126,579,906

CITI

12/18/2024

796,962

254

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

SEK

1,288,612,094

USD

126,579,273

JPMC

12/18/2024

$

797,595

SGD

15,181,499

USD

11,774,301

CITI

12/18/2024

83,798

SGD

15,181,501

USD

11,774,244

JPMC

12/18/2024

83,857

THB

10,500,000

USD

312,303

CITI

12/18/2024

15,709

THB

10,500,000

USD

312,301

JPMC

12/18/2024

15,712

TWD

246,618,019

USD

7,815,791

CITI

**

12/18/2024

49,633

TWD

246,618,017

USD

7,815,752

JPMC

**

12/18/2024

49,674

USD

13,114,398

CAD

17,632,825

CITI

12/18/2024

50,286

USD

13,114,464

CAD

17,632,825

JPMC

12/18/2024

50,351

USD

90,878,355

CHF

75,911,240

CITI

12/18/2024

399,899

USD

90,878,809

CHF

75,911,240

JPMC

12/18/2024

400,359

USD

2,425,376

CNY

16,875,522

CITI

**

12/18/2024

1,664

USD

2,425,388

CNY

16,875,522

JPMC

**

12/18/2024

1,676

USD

366,472

DKK

2,443,712

CITI

12/18/2024

73

USD

366,474

DKK

2,443,711

JPMC

12/18/2024

75

USD

2,209,683

EUR

1,970,922

CITI

12/18/2024

8,756

USD

2,209,696

EUR

1,970,923

JPMC

12/18/2024

8,767

USD

21,032,933

GBP

15,721,001

CITI

12/18/2024

18,442

USD

24,522,544

GBP

18,331,499

JPMC

12/18/2024

18,563

USD

3,842,414

HUF

1,370,000,000

CITI

12/18/2024

14,318

USD

3,842,433

HUF

1,370,000,000

JPMC

12/18/2024

14,337

USD

19,975,421

ILS

73,536,044

CITI

12/18/2024

202,276

USD

19,975,521

ILS

73,536,047

JPMC

12/18/2024

202,376

USD

52,912,301

JPY

7,470,000,000

CITI

12/18/2024

376,733

USD

52,912,565

JPY

7,470,000,000

JPMC

12/18/2024

376,996

USD

2,834,808

KRW

3,699,400,000

CITI

**

12/18/2024

18,691

USD

2,834,822

KRW

3,699,400,000

JPMC

**

12/18/2024

18,706

USD

1,444,324

MXN

28,441,001

CITI

12/18/2024

17,284

USD

1,444,331

MXN

28,440,999

JPMC

12/18/2024

17,291

USD

1,984,744

PLN

7,617,344

CITI

12/18/2024

10,483

USD

1,984,754

PLN

7,617,344

JPMC

12/18/2024

10,492

USD

875,201

TWD

27,381,851

CITI

**

12/18/2024

1,908

USD

875,172

TWD

27,381,851

JPMC

**

12/18/2024

1,880

ZAR

19,488,000

USD

1,096,493

CITI

12/18/2024

23,998

ZAR

19,488,000

USD

1,096,488

JPMC

12/18/2024

24,001

Total

unrealized

appreciation

12,051,402

BRL

17,751,779

USD

3,233,965

CITI

**

12/18/2024

(5,158)

BRL

17,751,779

USD

3,233,949

JPMC

**

12/18/2024

(5,142)

CAD

43,797,750

USD

32,486,796

CITI

12/18/2024

(37,162)

CAD

43,797,750

USD

32,486,634

JPMC

12/18/2024

(36,999)

CHF

8,471,000

USD

10,122,944

CITI

12/18/2024

(26,375)

CHF

8,471,000

USD

10,122,893

JPMC

12/18/2024

(26,325)

CNY

72,524,395

USD

10,429,006

CITI

**

12/18/2024

(12,840)

CNY

72,524,396

USD

10,428,954

JPMC

**

12/18/2024

(12,788)

EUR

41,926,659

USD

46,920,603

CITI

12/18/2024

(101,118)

EUR

41,926,662

USD

46,920,372

JPMC

12/18/2024

(100,884)

HUF

3,480,000,000

USD

9,799,140

CITI

12/18/2024

(75,217)

HUF

3,480,000,000

USD

9,799,091

JPMC

12/18/2024

(75,170)

ILS

1,497,499

USD

407,821

CITI

12/18/2024

(5,158)

ILS

1,497,501

USD

407,819

JPMC

12/18/2024

(5,156)

JPY

6,590,970,807

USD

46,485,609

CITI

12/18/2024

(132,141)

JPY

6,590,970,807

USD

46,485,376

JPMC

12/18/2024

(131,909)

MXN

275,610,084

USD

13,952,401

CITI

12/18/2024

(123,544)

MXN

275,610,085

USD

13,952,331

JPMC

12/18/2024

(123,474)

NOK

105,775,650

USD

10,066,334

CITI

12/18/2024

(38,824)

NOK

105,775,651

USD

10,066,284

JPMC

12/18/2024

(38,773)

PLN

6,565,501

USD

1,709,638

CITI

12/18/2024

(7,993)

PLN

6,565,501

USD

1,709,629

JPMC

12/18/2024

(7,984)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

255

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

SGD

602,001

USD

471,954

CITI

12/18/2024

$

(1,738)

SGD

601,999

USD

471,950

JPMC

12/18/2024

(1,736)

TWD

48,153,598

USD

1,543,455

CITI

**

12/18/2024

(7,685)

TWD

48,153,598

USD

1,543,447

JPMC

**

12/18/2024

(7,677)

USD

172,455

AUD

253,500

CITI

12/18/2024

(2,942)

USD

172,456

AUD

253,500

JPMC

12/18/2024

(2,941)

USD

2,838,283

BRL

15,818,887

CITI

**

12/18/2024

(38,958)

USD

2,838,297

BRL

15,818,887

JPMC

**

12/18/2024

(38,943)

USD

1,678,432

CAD

2,274,500

CITI

12/18/2024

(6,739)

USD

1,678,441

CAD

2,274,500

JPMC

12/18/2024

(6,730)

USD

112,053,092

CHF

94,243,325

CITI

12/18/2024

(275,333)

USD

112,053,652

CHF

94,243,325

JPMC

12/18/2024

(274,778)

USD

1,365,670

CLP

1,255,731,500

CITI

**

12/18/2024

(29,829)

USD

1,365,677

CLP

1,255,731,500

JPMC

**

12/18/2024

(29,822)

USD

17,010,439

CNY

119,764,320

CITI

**

12/18/2024

(190,464)

USD

17,010,524

CNY

119,764,319

JPMC

**

12/18/2024

(190,379)

USD

14,542,870

EUR

13,066,002

CITI

12/18/2024

(47,930)

USD

14,542,944

EUR

13,066,003

JPMC

12/18/2024

(47,857)

USD

15,719,766

GBP

11,906,499

CITI

12/18/2024

(

195,824)

USD

12,230,338

GBP

9,296,001

JPMC

12/18/2024

(195,761)

USD

9,156,830

HKD

71,142,500

CITI

12/18/2024

(4,221)

USD

9,156,875

HKD

71,142,500

JPMC

12/18/2024

(4,175)

USD

393,087

IDR

6,101,362,000

CITI

**

12/18/2024

(

7,418)

USD

393,089

IDR

6,101,362,000

JPMC

**

12/18/2024

(7,417)

USD

1,785,753

ILS

6,719,500

CITI

12/18/2024

(21,057)

USD

1,785,762

ILS

6,719,500

JPMC

12/18/2024

(21,048)

USD

14,221,372

JPY

2,040,000,000

CITI

12/18/2024

(

125,692)

USD

14,221,443

JPY

2,040,000,000

JPMC

12/18/2024

(125,619)

USD

29,933,310

KRW

39,682,324,980

CITI

**

12/18/2024

(274,304)

USD

29,933,459

KRW

39,682,324,980

JPMC

**

12/18/2024

(274,155)

USD

11,697,495

MXN

235,440,999

CITI

12/18/2024

(115,860)

USD

11,697,554

MXN

235,441,001

JPMC

12/18/2024

(115,801)

USD

141,013,921

NZD

225,146,071

CITI

12/18/2024

(2,039,637)

USD

141,014,627

NZD

225,146,072

JPMC

12/18/2024

(2,038,932)

USD

1,137,516

PLN

4,397,156

CITI

12/18/2024

(2,138)

USD

1,137,522

PLN

4,397,156

JPMC

12/18/2024

(2,132)

USD

2,234

SEK

22,725

CITI

12/18/2024

(12)

USD

2,234

SEK

22,728

JPMC

12/18/2024

(12)

USD

47,408,945

SGD

61,449,249

CITI

12/18/2024

(588,379)

USD

47,409,183

SGD

61,449,250

JPMC

12/18/2024

(588,142)

USD

14,911

THB

500,000

CITI

12/18/2024

(709)

USD

14,911

THB

500,000

JPMC

12/18/2024

(709)

USD

2,813,093

TWD

88,647,150

CITI

**

12/18/2024

(

14,143)

USD

2,813,781

TWD

88,647,148

JPMC

**

12/18/2024

(13,457)

USD

3,605,419

ZAR

64,884,251

CITI

12/18/2024

(125,193)

USD

3,605,437

ZAR

64,884,251

JPMC

12/18/2024

(125,175)

ZAR

3,500,000

USD

203,652

CITI

12/18/2024

(

2,415)

ZAR

3,500,000

USD

203,651

JPMC

12/18/2024

(2,414)

Total

unrealized

depreciation

(9,364,566)

Net

unrealized

appreciation

$

2,686,836

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

256

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(0.02%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

31-48

months

maturity

ranging

from

04/05/2027

-

04/12/2028

$573,955

$31,158

$47,246

$78,404

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

CORRA

plus

or

minus

a

specified

spread

(0.20%),

which

is

denominated

in

CAD

based

on

the

local

currencies

of

the

positions

within

the

swap.

48

months

maturity

08/24/2028

$–

$–

$–

$–

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

long

equity

positions

and

pays

or

receives

the

SONIA

plus

or

minus

a

specified

spread

(0.00%

to

0.23%),

which

is

denominated

in

GBP

based

on

the

local

currencies

of

the

positions

within

the

swap.

4-5

months

maturity

01/21/2025

$–

$(10)

$–

$(10)

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

TIIE

plus

or

minus

a

specified

spread

(-2.38%

to

0.50%),

which

is

denominated

in

MXN

based

on

the

local

currencies

of

the

positions

within

the

swap.

19-61

months

maturity

ranging

from

04/16/2026

-

09/14/2029

$6,487,969

$228,747

$5,820

$234,567

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

WIBOR

plus

or

minus

a

specified

spread

(-1.30%

to

0.70%),

which

is

denominated

in

PLN

based

on

the

local

currencies

of

the

positions

within

the

swap.

19-55

months

maturity

ranging

from

04/17/2026

-

03/29/2029

$8,670,628

$(202,657)

$196,109

$(6,548)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

257

(Continued)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

JPMC

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-3.50%

to

0.75%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

19-61

months

maturity

ranging

from

04/17/2026

-

10/02/2029

$4,731,656

$135,097

$(11,043)

$124,054

MLIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

OBFR

plus

or

minus

a

specified

spread

(-1.75%

to

0.45%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

24

months

maturity

01/27/2025

$8,069,198

$183,019

$44,568

$227,587

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

HONIX

plus

or

minus

a

specified

spread

(-1.23%

to

0.02%),

which

is

denominated

in

HKD

based

on

the

local

currencies

of

the

positions

within

the

swap.

20-61

months

maturity

ranging

from

04/17/2026

-

10/04/2029

$106,874,256

$(1,202,404)

$401,450

$(800,954)

The

following

table

represents

disclosures

associated

with

a

subset

of

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

China

Baidu,

Inc.

106,550

1,400,878

317,403

(39.6)

Bosideng

International

Holdings

Ltd.

1,654,000

940,851

152,694

(19.1)

China

CITIC

Bank

Corp.

Ltd.

2,504,000

1,589,617

169,132

(21.1)

China

Construction

Bank

Corp.

3,444,000

2,568,192

201,844

(25.2)

China

Feihe

Ltd.

2,668,000

2,002,648

561,200

(70.1)

China

Hongqiao

Group

Ltd.

1,096,000

1,797,886

424,688

(53.0)

China

Minsheng

Banking

Corp.

Ltd.

2,791,000

1,131,118

165,193

(20.6)

China

Resources

Pharmaceutical

Group

Ltd.

2,167,500

1,666,614

215,325

(26.9)

China

Taiping

Insurance

Holdings

Co.

Ltd.

989,800

1,574,279

335,413

(41.9)

CITIC

Ltd.

1,525,000

1,772,673

331,433

(41.4)

258

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

China

(continued)

CSPC

Pharmaceutical

Group

Ltd.

2,380,000

1,822,644

402,905

(50.3)

Geely

Automobile

Holdings

Ltd.

1,636,000

2,509,622

640,833

(80.0)

Hansoh

Pharmaceutical

Group

Co.

Ltd.

542,000

1,446,914

137,778

(17.2)

JD.com,

Inc.

85,400

1,712,942

601,204

(75.1)

Jiangxi

Copper

Co.

Ltd.

1,094,000

2,197,818

520,338

(65.0)

Kuaishou

Technology

216,600

1,488,317

391,922

(48.9)

Kunlun

Energy

Co.

Ltd.

2,382,000

2,447,677

201,678

(25.2)

New

China

Life

Insurance

Co.

Ltd.

322,400

996,040

328,335

(41.0)

People's

Insurance

Co.

Group

of

China

Ltd.

(The)

2,869,000

1,359,299

255,816

(31.9)

PICC

Property

&

Casualty

Co.

Ltd.

608,000

900,002

89,737

(11.2)

Sinopharm

Group

Co.

Ltd.

736,800

1,943,858

367,486

(45.9)

Sinotruk

Hong

Kong

Ltd.

786,500

2,362,378

427,960

(53.4)

Topsports

International

Holdings

Ltd.

2,237,000

974,330

213,768

(26.7)

Zhongsheng

Group

Holdings

Ltd.

631,500

1,146,281

413,535

(51.6)

Hong

Kong

Sino

Biopharmaceutical

Ltd.

2,438,000

1,150,216

165,027

(20.6)

Short

Positions

Common

Stocks

China

Akeso,

Inc.

(163,000)

(1,429,397)

(221,861)

27.7

Alibaba

Health

Information

Technology

Ltd.

(4,180,000)

(2,810,943)

(1,275,679)

159.3

Anhui

Conch

Cement

Co.

Ltd.

(371,500)

(1,083,274)

(291,898)

36.4

BeiGene

Ltd.

(51,200)

(899,853)

(138,490)

17.3

Bilibili,

Inc.

(58,820)

(1,352,880)

(447,136)

55.8

BYD

Co.

Ltd.

(69,500)

(2,479,619)

(378,665)

47.3

China

Mengniu

Dairy

Co.

Ltd.

(433,000)

(1,015,667)

(320,134)

40.0

China

Merchants

Bank

Co.

Ltd.

(358,000)

(1,734,821)

(392,410)

49.0

China

Resources

Beer

Holdings

Co.

Ltd.

(359,500)

(1,539,293)

(459,477)

57.4

China

Resources

Gas

Group

Ltd.

(235,600)

(942,960)

(71,641)

8.9

China

Ruyi

Holdings

Ltd.

(3,552,000)

(1,026,073)

(66,601)

8.3

CITIC

Securities

Co.

Ltd.

(998,500)

(2,598,369)

(1,087,875)

135.8

COSCO

SHIPPING

Energy

Transportation

Co.

Ltd.

(1,134,000)

(1,373,104)

(267,381)

33.4

Fuyao

Glass

Industry

Group

Co.

Ltd.

(174,400)

(1,172,186)

(137,970)

17.2

Ganfeng

Lithium

Group

Co.

Ltd.

(294,561)

(833,099)

(213,956)

26.7

GCL

Technology

Holdings

Ltd.

(6,282,000)

(1,121,148)

(152,038)

19.0

Kingdee

International

Software

Group

Co.

Ltd.

(1,763,000)

(1,988,226)

(611,776)

76.4

Nongfu

Spring

Co.

Ltd.

(269,600)

(1,161,183)

(259,494)

32.4

Ping

An

Insurance

Group

Co.

of

China

Ltd.

(299,500)

(1,880,719)

(541,920)

67.7

Shandong

Gold

Mining

Co.

Ltd.

(405,750)

(905,260)

(186,023)

23.2

Shenzhou

International

Group

Holdings

Ltd.

(165,300)

(1,463,393)

(199,272)

24.9

XPeng,

Inc.

(261,200)

(1,611,778)

(492,387)

61.5

Yankuang

Energy

Group

Co.

Ltd.

(809,800)

(1,139,977)

(158,698)

19.8

Zhaojin

Mining

Industry

Co.

Ltd.

(600,500)

(1,055,503)

(128,935)

16.1

ZTE

Corp.

(331,600)

(849,730)

(215,011)

26.8

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

259

(Continued)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

ZARONIA

plus

or

minus

a

specified

spread

(-0.18%

to

0.06%),

which

is

denominated

in

ZAR

based

on

the

local

currencies

of

the

positions

within

the

swap.

20-59

months

maturity

ranging

from

04/20/2026

-

07/17/2029

$12,190,397

$(268,584)

$32,061

$(236,523)

The

following

table

represents

disclosures

associated

with

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

South

Africa

Absa

Group

Ltd.

40,519

411,440

8,208

(3.5)

African

Rainbow

Minerals

Ltd.

11,438

125,732

22,536

(9.5)

Aspen

Pharmacare

Holdings

Ltd.

60,632

684,314

6,527

(2.8)

Exxaro

Resources

Ltd.

132,586

1,316,240

139,829

(59.1)

Kumba

Iron

Ore

Ltd.

7,878

182,843

34,150

(14.4)

Nedbank

Group

Ltd.

35,320

610,035

31,771

(13.4)

Old

Mutual

Ltd.

159,715

126,644

8,135

(3.4)

OUTsurance

Group

Ltd.

25,115

84,368

11,106

(4.7)

Sasol

Ltd.

322,192

2,163,935

(148,426)

62.8

Standard

Bank

Group

Ltd.

27,450

384,408

12,508

(5.3)

Woolworths

Holdings

Ltd.

83,817

330,417

21,614

(9.1)

Short

Positions

Common

Stocks

Luxembourg

Reinet

Investments

SCA

(479)

(13,275)

195

(0.1)

South

Africa

Anglo

American

Platinum

Ltd.

(22,104)

(795,145)

(56,064)

23.7

Bidvest

Group

Ltd.

(The)

(10,515)

(178,270)

(9,458)

4.0

Capitec

Bank

Holdings

Ltd.

(10,728)

(1,890,407)

(56,045)

23.7

Clicks

Group

Ltd.

(5,206)

(119,614)

(8,048)

3.4

Discovery

Ltd.

(63,374)

(631,070)

(79,072)

33.4

FirstRand

Ltd.

(45,532)

(218,431)

6,521

(2.8)

Impala

Platinum

Holdings

Ltd.

(44,177)

(247,600)

(39,062)

16.5

MTN

Group

Ltd.

(53,013)

(281,764)

(334)

0.1

Naspers

Ltd.

(4,581)

(1,110,951)

(169,886)

71.8

Sanlam

Ltd.

(30,668)

(156,202)

(6,390)

2.7

Shoprite

Holdings

Ltd.

(7,453)

(127,292)

1,101

(0.5)

260

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

MSIP

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

Federal

Funds

Effective

Rate

plus

or

minus

a

specified

spread

(-8.88%

to

0.40%),

which

is

denominated

in

USD

based

on

the

local

currencies

of

the

positions

within

the

swap.

4-49

months

maturity

ranging

from

01/09/2025

-

04/22/2025

$97,664,139

$(1,106,191)

$375,976

$(730,215)

The

following

table

represents

disclosures

associated

with

a

subset

of

the

underlying

components

of

the

total

return

basket

swap

contract

as

of

period

end:

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Long

Positions

Common

Stocks

Brazil

Banco

do

Brasil

SA

392,200

1,956,788

(65,865)

9.0

Telefonica

Brasil

SA

82,700

847,388

11,224

(1.5)

TIM

SA/Brazil

316,700

1,088,862

16,512

(2.3)

Ultrapar

Participacoes

SA

311,500

1,212,790

(94,322)

12.9

Vibra

Energia

SA

485,200

2,084,124

(114,075)

15.6

South

Korea

DB

Insurance

Co.

Ltd.

24,312

2,089,224

11,322

(1.6)

Hana

Financial

Group,

Inc.

22,447

1,007,241

(33,075)

4.5

Hankook

Tire

&

Technology

Co.

Ltd.

24,851

783,252

(149)

0.0(a)

HMM

Co.

Ltd.

71,280

1,009,347

81,042

(11.1)

Hyundai

Glovis

Co.

Ltd.

17,950

1,672,314

84,141

(11.5)

Hyundai

Mobis

Co.

Ltd.

6,154

1,019,201

(13,295)

1.8

Kia

Corp.

26,019

1,981,237

(44,845)

6.1

Woori

Financial

Group,

Inc.

214,661

2,534,112

(17,627)

2.4

Taiwan

Accton

Technology

Corp.

51,000

853,314

22,466

(3.1)

Compal

Electronics,

Inc.

860,000

902,440

7,008

(1.0)

Hon

Hai

Precision

Industry

Co.

Ltd.

354,000

2,084,303

158,295

(21.7)

MediaTek,

Inc.

26,000

958,244

59,886

(8.2)

Novatek

Microelectronics

Corp.

80,000

1,302,507

53,019

(7.3)

Pegatron

Corp.

726,000

2,355,595

17,362

(2.4)

PharmaEssentia

Corp.

47,000

941,168

(90,522)

12.4

Pou

Chen

Corp.

1,333,000

1,516,433

80,526

(11.0)

President

Chain

Store

Corp.

118,000

1,097,511

18,425

(2.5)

Realtek

Semiconductor

Corp.

100,000

1,484,257

30,249

(4.1)

Taiwan

Semiconductor

Manufacturing

Co.

Ltd.

48,300

1,456,446

35,281

(4.8)

WPG

Holdings

Ltd.

436,000

1,031,629

28,219

(3.9)

Yang

Ming

Marine

Transport

Corp.

555,000

1,208,202

121,845

(16.7)

United

States

JBS

SA

181,100

1,051,488

(69,460)

9.5

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

261

REFERENCE

ENTITY

SHARES

NOTIONAL

VALUE

($)

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

($)

PERCENTAGE

OF

SWAP

VALUE

(%)

Short

Positions

Common

Stocks

Brazil

Cia

Siderurgica

Nacional

SA

(482,800)

(1,142,371)

(88,192)

12.1

Equatorial

Energia

SA

(158,006)

(942,635)

26,066

(3.6)

Localiza

Rent

a

Car

SA

(204,300)

(1,537,585)

106,093

(14.5)

Suzano

SA

(104,500)

(1,044,290)

(32,700)

4.5

China

Silergy

Corp.

(65,000)

(957,256)

(152,392)

20.9

South

Korea

Kakao

Corp.

(32,451)

(894,172)

(32,328)

4.4

KT&G

Corp.

(11,149)

(924,295)

(29,288)

4.0

LG

Energy

Solution

Ltd.

(5,104)

(1,610,222)

(106,843)

14.6

Samsung

Biologics

Co.

Ltd.

(2,002)

(1,489,099)

90,932

(12.5)

SKC

Co.

Ltd.

(9,531)

(1,047,783)

(139,249)

19.1

Taiwan

Alchip

Technologies

Ltd.

(16,000)

(997,265)

133,422

(18.3)

AUO

Corp.

(2,320,924)

(1,244,722)

(36,449)

5.0

Chailease

Holding

Co.

Ltd.

(145,181)

(746,732)

(99,830)

13.7

China

Steel

Corp.

(3,035,000)

(2,213,495)

(163,656)

22.4

Delta

Electronics,

Inc.

(91,000)

(1,085,727)

(4,445)

0.6

E

Ink

Holdings,

Inc.

(106,000)

(982,602)

3,466

(0.5)

E.Sun

Financial

Holding

Co.

Ltd.

(2,972,167)

(2,628,935)

(40,772)

5.6

Formosa

Plastics

Corp.

(1,177,000)

(1,984,045)

(208,305)

28.5

Fubon

Financial

Holding

Co.

Ltd.

(394,852)

(1,124,130)

(48,738)

6.7

Hotai

Motor

Co.

Ltd.

(68,500)

(1,523,841)

(131,589)

18.0

Mega

Financial

Holding

Co.

Ltd.

(656,869)

(815,427)

(6,166)

0.8

Nan

Ya

Plastics

Corp.

(606,000)

(878,469)

(79,769)

10.9

Unimicron

Technology

Corp.

(328,000)

(1,489,437)

(22,818)

3.1

(a)

Represents

less

than

0.05%

of

swap

value.

262

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

(Continued)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

INVESTMENTS

SHARES

VALUE

($)

LONG

POSITIONS

-

136.4%

COMMON

STOCKS

-

60.3%

Communication

Services

-

3

.2

%

Diversified

Telecommunication

Services

-

0

.9

%

AT&T,

Inc.

(a)

2,532

55,704

Cellnex

Telecom

SA

(Spain)

(2)(a)

(b)

444

18,001

Deutsche

Telekom

AG

(Registered)

(Germany)

(2)(a)

139

4,082

Elisa

OYJ

(Finland)

(2)(a)

772

40,927

Iridium

Communications,

Inc.

(a)

1,332

40,560

Koninklijke

KPN

NV

(Netherlands)

(2)(a)

18,330

74,865

Liberty

Global

Ltd.,

Class

C

(Belgium)

*(a)

149

3,220

Orange

SA

(France)

(2)(a)

6,704

76,780

Telenor

ASA

(Norway)

(a)

5,213

66,688

Telia

Co.

AB

(Sweden)

(a)

19,763

63,906

444,733

Entertainment

-

0

.9

%

Capcom

Co.

Ltd.

(Japan)

(2)(a)

3,000

69,972

Konami

Group

Corp.

(Japan)

(2)(a)

100

10,198

Live

Nation

Entertainment,

Inc.

*(a)

(c)

45

4,927

Netflix,

Inc.

*(a)

74

52,486

Nintendo

Co.

Ltd.

(Japan)

(2)(a)

300

16,035

Playtika

Holding

Corp.

(a)

3,835

30,373

ROBLOX

Corp.,

Class

A

*(a)(c)

1,244

55,059

Roku,

Inc.,

Class

A

*(a)(c)

236

17,620

Sea

Ltd.,

ADR

(Singapore)

*(a)(c)

414

39,032

Square

Enix

Holdings

Co.

Ltd.

(Japan)

(2)(a)

2,900

115,124

Toei

Animation

Co.

Ltd.

(Japan)

(2)

(a)

200

4,228

Walt

Disney

Co.

(The)

(a)

130

12,505

427,559

Interactive

Media

&

Services

-

0

.3

%

Auto

Trader

Group

plc

(United

Kingdom)

(2)(a)(b)

4,760

55,336

Pinterest,

Inc.,

Class

A

*(a)

341

11,038

Rightmove

plc

(United

Kingdom)

(2)

(a)

678

5,604

Scout24

SE

(Germany)

(2)(a)(b)

530

45,632

Snap,

Inc.,

Class

A

*(a)(c)

354

3,788

Ziff

Davis,

Inc.

*(a)(c)

342

16,642

138,040

Media

-

0

.7

%

Comcast

Corp.,

Class

A

(a)

1,419

59,272

ITV

plc

(United

Kingdom)

(2)(a)

33,977

36,493

New

York

Times

Co.

(The),

Class

A

(a)

788

43,868

News

Corp.,

Class

A

(a)

2,046

54,485

Nexstar

Media

Group,

Inc.,

Class

A

(a)(c)

134

22,157

Schibsted

ASA,

Class

A

(Norway)

(a)

95

3,066

INVESTMENTS

SHARES

VALUE

($)

Media

-

0.7%

(continued)

TBS

Holdings,

Inc.

(Japan)

(2)(a)

1,200

32,844

Trade

Desk,

Inc.

(The),

Class

A

*(a)

(c)

233

25,548

Vivendi

SE

(France)

(2)(a)

2,480

28,689

306,422

Wireless

Telecommunication

Services

-

0

.4

%

Freenet

AG

(Germany)

(2)(a)

1,063

31,644

KDDI

Corp.

(Japan)

(2)(a)

2,600

83,297

Millicom

International

Cellular

SA,

SDR

(Guatemala)

(2)*

524

14,237

SoftBank

Group

Corp.

(Japan)

(2)(a)

300

17,795

Tele2

AB,

Class

B

(Sweden)

(a)

246

2,783

Vodafone

Group

plc

(United

Kingdom)

(2)(a)

36,409

36,489

186,245

Total

Communication

Services

1,502,999

Consumer

Discretionary

-

8

.3

%

Automobile

Components

-

0

.7

%

Adient

plc

*(a)(c)

521

11,759

Aisin

Corp.

(Japan)

(2)(a)

600

6,667

Autoliv,

Inc.

(Sweden)

(a)

43

4,015

BorgWarner,

Inc.

(a)

187

6,786

Cie

Generale

des

Etablissements

Michelin

SCA

(France)

(2)(a)

798

32,409

Denso

Corp.

(Japan)

(2)(a)

300

4,510

Forvia

SE

(France)

(2)(a)

334

3,436

Niterra

Co.

Ltd.

(Japan)

(2)(a)

1,200

33,810

Pirelli

&

C

SpA

(Italy)

(2)(a)(b)

8,347

50,689

QuantumScape

Corp.

*(a)(c)

727

4,180

Stanley

Electric

Co.

Ltd.

(Japan)

(2)

(a)

2,100

39,363

Sumitomo

Electric

Industries

Ltd.

(Japan)

(2)(a)

5,100

82,812

Valeo

SE

(France)

(2)(a)

3,559

43,064

Yokohama

Rubber

Co.

Ltd.

(The)

(Japan)

(2)(a)

800

17,981

341,481

Automobiles

-

0

.3

%

Ferrari

NV

(Italy)

(2)(a)

125

58,575

General

Motors

Co.

(a)

271

12,152

Harley-Davidson,

Inc.

(a)(c)

646

24,890

Honda

Motor

Co.

Ltd.

(Japan)

(2)(a)

1,400

14,947

Mitsubishi

Motors

Corp.

(Japan)

(2)

(a)

1,000

2,721

Renault

SA

(France)

(2)(a)

158

6,869

Thor

Industries,

Inc.

(a)(c)

82

9,011

Yamaha

Motor

Co.

Ltd.

(Japan)

(2)

(a)

2,200

19,813

148,978

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

263

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Broadline

Retail

-

0

.7

%

Amazon.com,

Inc.

*(a)(c)

547

101,922

B&M

European

Value

Retail

SA

(United

Kingdom)

(2)(a)

689

3,837

Dollarama,

Inc.

(Canada)

(a)

61

6,249

MercadoLibre,

Inc.

(Brazil)

*

13

26,675

Ollie's

Bargain

Outlet

Holdings,

Inc.

*(a)

48

4,666

Pan

Pacific

International

Holdings

Corp.

(Japan)

(2)(a)

200

5,197

Prosus

NV

(China)

*

1,335

58,343

Rakuten

Group,

Inc.

(Japan)

(2)*(a)

3,100

20,002

Ryohin

Keikaku

Co.

Ltd.

(Japan)

(2)

(a)

4,500

82,633

309,524

Distributors

-

0

.0

%

†

Inchcape

plc

(United

Kingdom)

(2)

(a)

2,175

23,238

Diversified

Consumer

Services

-

0

.6

%

Bright

Horizons

Family

Solutions,

Inc.

*(a)

416

58,294

Duolingo,

Inc.,

Class

A

*(a)

51

14,383

Grand

Canyon

Education,

Inc.

*(a)

524

74,329

H&R

Block,

Inc.

(a)(c)

838

53,255

Pearson

plc

(United

Kingdom)

(2)(a)

5,567

75,680

275,941

Hotels,

Restaurants

&

Leisure

-

1

.8

%

Aramark

(a)

392

15,182

Aristocrat

Leisure

Ltd.

(Australia)

(2)(a)

2,344

94,638

Booking

Holdings,

Inc.

(a)

12

50,545

Cava

Group,

Inc.

*(a)

114

14,119

Chipotle

Mexican

Grill,

Inc.,

Class

A

*(a)

813

46,845

Delivery

Hero

SE

(South

Korea)

(2)*(b)

147

5,949

Domino's

Pizza,

Inc.

(a)

40

17,206

DoorDash,

Inc.,

Class

A

*(a)

341

48,671

DraftKings,

Inc.,

Class

A

*(a)

281

11,015

Evolution

AB

(Sweden)

(2)(a)(b)

681

66,978

Expedia

Group,

Inc.

*(a)

131

19,391

Flutter

Entertainment

plc

(United

Kingdom)

*(a)(c)

124

29,423

Hilton

Worldwide

Holdings,

Inc.

(a)

(c)

209

48,174

La

Francaise

des

Jeux

SAEM

(France)

(2)(a)(b)

662

27,241

Light

&

Wonder,

Inc.

*(a)

390

35,385

Marriott

Vacations

Worldwide

Corp.

(a)(c)

167

12,271

Norwegian

Cruise

Line

Holdings

Ltd.

*(a)

803

16,470

Penn

Entertainment,

Inc.

*(a)(c)

143

2,697

Skylark

Holdings

Co.

Ltd.

(Japan)

(2)(a)

1,800

29,040

Starbucks

Corp.

(a)(c)

76

7,409

INVESTMENTS

SHARES

VALUE

($)

Hotels,

Restaurants

&

Leisure

-

1.8%

(continued)

Tabcorp

Holdings

Ltd.

(Australia)

(2)(a)

6,264

2,180

Texas

Roadhouse,

Inc.,

Class

A

(a)

300

52,980

Travel

+

Leisure

Co.

(a)

885

40,781

Wendy's

Co.

(The)

(a)

3,077

53,909

Whitbread

plc

(United

Kingdom)

(2)

(a)

367

15,406

Wingstop,

Inc.

(a)

139

57,835

Zensho

Holdings

Co.

Ltd.

(Japan)

(2)(a)

400

22,162

843,902

Household

Durables

-

0

.9

%

Electrolux

AB,

Class

B

(Sweden)

(2)*(a)

6,828

66,319

Haseko

Corp.

(Japan)

(2)(a)

1,600

20,986

Lennar

Corp.,

Class

A

(a)

172

32,247

Mohawk

Industries,

Inc.

*(a)

277

44,508

Persimmon

plc

(United

Kingdom)

(2)(a)

716

15,756

Rinnai

Corp.

(Japan)

(2)(a)

300

7,411

Sekisui

Chemical

Co.

Ltd.

(Japan)

(2)(a)

4,800

75,052

Sony

Group

Corp.

(Japan)

(2)(a)

5,000

97,138

Toll

Brothers,

Inc.

(a)

507

78,326

437,743

Leisure

Products

-

0

.4

%

Bandai

Namco

Holdings,

Inc.

(Japan)

(2)(a)

3,100

70,736

Hasbro,

Inc.

(a)

1,152

83,313

Shimano,

Inc.

(Japan)

(2)(a)

100

19,037

173,086

Specialty

Retail

-

1

.9

%

ABC-Mart,

Inc.

(Japan)

(2)(a)

2,200

46,756

Abercrombie

&

Fitch

Co.,

Class

A

*(a)

268

37,493

AutoNation,

Inc.

*(a)

66

11,809

Bath

&

Body

Works,

Inc.

(a)(c)

844

26,940

Best

Buy

Co.,

Inc.

(a)(c)

330

34,089

Burlington

Stores,

Inc.

*(a)(c)

141

37,151

Carvana

Co.,

Class

A

*(a)(c)

59

10,273

Gap,

Inc.

(The)

(a)

202

4,454

H

&

M

Hennes

&

Mauritz

AB,

Class

B

(Sweden)

(2)(a)

2,769

47,161

Industria

de

Diseno

Textil

SA

(Spain)

(2)(a)

1,629

96,480

JB

Hi-Fi

Ltd.

(Australia)

(2)(a)

1,550

85,307

Kingfisher

plc

(United

Kingdom)

(2)

(a)

3,067

13,236

Lowe's

Cos.,

Inc.

(a)

100

27,085

Murphy

USA,

Inc.

(a)

21

10,350

O'Reilly

Automotive,

Inc.

*(a)

17

19,577

Penske

Automotive

Group,

Inc.

(a)

188

30,535

RH

*(a)

47

15,718

Ross

Stores,

Inc.

(a)(c)

184

27,694

Shimamura

Co.

Ltd.

(Japan)

(2)(a)

600

32,775

264

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Specialty

Retail

-

1.9%

(continued)

TJX

Cos.,

Inc.

(The)

(a)

210

24,683

USS

Co.

Ltd.

(Japan)

(2)(a)

8,200

77,834

Wayfair,

Inc.,

Class

A

*(a)(c)

603

33,877

WH

Smith

plc

(United

Kingdom)

(a)

731

14,249

Williams-Sonoma,

Inc.

(a)(c)

193

29,900

Zalando

SE

(Germany)

(2)*(a)(b)

2,634

87,059

882,485

Textiles,

Apparel

&

Luxury

Goods

-

1

.0

%

adidas

AG

(Germany)

(2)(a)

334

88,506

Asics

Corp.

(Japan)

(2)(a)

4,100

86,133

Brunello

Cucinelli

SpA

(Italy)

(2)(a)

153

16,518

Carter's,

Inc.

(a)

133

8,642

Deckers

Outdoor

Corp.

*(a)

42

6,697

Gildan

Activewear,

Inc.

(Canada)

(a)

180

8,473

Hermes

International

SCA

(France)

(2)(a)

19

46,785

Pandora

A/S

(Denmark)

(2)(a)

377

62,136

PVH

Corp.

(a)

158

15,931

Ralph

Lauren

Corp.,

Class

A

(a)

354

68,630

Tapestry,

Inc.

(a)

1,065

50,034

Under

Armour,

Inc.,

Class

A

*(a)

1,120

9,979

VF

Corp.

(a)(c)

617

12,309

480,773

Total

Consumer

Discretionary

3,917,151

Consumer

Staples

-

4

.0

%

Beverages

-

1

.0

%

Anheuser-Busch

InBev

SA/NV

(Belgium)

(2)(a)

380

25,182

Asahi

Group

Holdings

Ltd.

(Japan)

(2)(a)

4,200

55,049

Boston

Beer

Co.,

Inc.

(The),

Class

A

*(a)

105

30,360

Carlsberg

A/S,

Class

B

(Denmark)

(2)(a)

665

79,186

Coca-Cola

Co.

(The)

(a)

1,091

78,399

Coca-Cola

Consolidated,

Inc.

(a)

58

76,351

Molson

Coors

Beverage

Co.,

Class

B

(a)(c)

618

35,547

PepsiCo,

Inc.

(a)(c)

323

54,926

Royal

Unibrew

A/S

(Denmark)

(2)*(a)

352

29,532

464,532

Consumer

Staples

Distribution

&

Retail

-

1

.1

%

Carrefour

SA

(France)

(2)(a)

502

8,560

Coles

Group

Ltd.

(Australia)

(2)(a)

309

3,852

Cosmos

Pharmaceutical

Corp.

(Japan)

(2)(a)

100

5,182

Costco

Wholesale

Corp.

96

85,106

George

Weston

Ltd.

(Canada)

(a)

354

59,417

J

Sainsbury

plc

(United

Kingdom)

(2)(a)

15,969

63,195

Marks

&

Spencer

Group

plc

(United

Kingdom)

(2)(a)

14,050

70,116

INVESTMENTS

SHARES

VALUE

($)

Consumer

Staples

Distribution

&

Retail

-

1.1%

(continued)

Ocado

Group

plc

(United

Kingdom)

(2)*(a)

2,419

12,475

Sprouts

Farmers

Market,

Inc.

*(a)

197

21,751

Sundrug

Co.

Ltd.

(Japan)

(2)(a)

1,400

41,426

Sysco

Corp.

(a)(c)

213

16,627

Tesco

plc

(United

Kingdom)

(2)(a)

1,714

8,229

US

Foods

Holding

Corp.

*(a)

725

44,587

Walmart,

Inc.

(a)

1,096

88,502

529,025

Food

Products

-

1

.2

%

AAK

AB

(Sweden)

(2)(a)

375

12,297

Associated

British

Foods

plc

(United

Kingdom)

(2)(a)

2,800

87,507

Conagra

Brands,

Inc.

(a)

284

9,236

Danone

SA

(France)

(2)(a)

1,022

74,442

Flowers

Foods,

Inc.

(a)(c)

142

3,276

Freshpet,

Inc.

*(a)(c)

114

15,592

General

Mills,

Inc.

(a)(c)

212

15,656

Hormel

Foods

Corp.

(a)

315

9,985

McCormick

&

Co.,

Inc.

(Non-Voting)

(a)

327

26,912

Mondelez

International,

Inc.,

Class

A

(a)

384

28,289

NH

Foods

Ltd.

(Japan)

(2)(a)

1,000

37,075

Nisshin

Seifun

Group,

Inc.

(Japan)

(2)(a)

4,000

50,628

Orkla

ASA

(Norway)

(2)(a)

3,894

36,726

Saputo,

Inc.

(Canada)

(a)

1,039

22,425

Tate

&

Lyle

plc

(United

Kingdom)

(a)

5,482

50,022

Toyo

Suisan

Kaisha

Ltd.

(Japan)

(2)

(a)

700

45,959

Tyson

Foods,

Inc.,

Class

A

(a)

97

5,777

WH

Group

Ltd.

(Hong

Kong)

(2)(a)

(b)

20,500

16,146

Yamazaki

Baking

Co.

Ltd.

(Japan)

(2)(a)

900

17,833

565,783

Household

Products

-

0

.4

%

Church

&

Dwight

Co.,

Inc.

(a)(c)

283

29,636

Colgate-Palmolive

Co.

(a)

722

74,951

Essity

AB,

Class

B

(Sweden)

(a)

1,560

48,677

Procter

&

Gamble

Co.

(The)

(a)

90

15,588

168,852

Personal

Care

Products

-

0

.3

%

Beiersdorf

AG

(Germany)

(2)(a)

95

14,299

BellRing

Brands,

Inc.

*(a)

851

51,673

Kao

Corp.

(Japan)

(2)(a)

300

14,828

L'Oreal

SA

(France)

(2)(a)

7

3,140

Rohto

Pharmaceutical

Co.

Ltd.

(Japan)

(2)(a)

2,200

55,065

139,005

Total

Consumer

Staples

1,867,197

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

265

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Energy

-

0

.9

%

Energy

Equipment

&

Services

-

0

.3

%

Halliburton

Co.

(a)(c)

348

10,110

SBM

Offshore

NV

(Netherlands)

(2)

(a)

1,141

20,857

Subsea

7

SA

(United

Kingdom)

(2)

(a)

1,697

27,403

TechnipFMC

plc

(United

Kingdom)

(a)

2,949

77,352

Weatherford

International

plc

(a)(c)

84

7,133

142,855

Oil,

Gas

&

Consumable

Fuels

-

0

.6

%

Cosmo

Energy

Holdings

Co.

Ltd.

(Japan)

(2)(a)

1,000

55,167

Enbridge,

Inc.

(Canada)

(a)

518

21,042

Gaztransport

Et

Technigaz

SA

(France)

(2)(a)

175

24,744

Harbour

Energy

plc

(United

Kingdom)

(2)(a)

1,065

3,799

HF

Sinclair

Corp.

(a)

216

9,627

Inpex

Corp.

(Japan)

(2)(a)

2,500

33,847

Kinder

Morgan,

Inc.

(a)(c)

1,161

25,646

Koninklijke

Vopak

NV

(Netherlands)

(2)(a)

703

32,626

Suncor

Energy,

Inc.

(Canada)

(a)

193

7,124

Targa

Resources

Corp.

(a)

390

57,724

TC

Energy

Corp.

(Canada)

(a)

227

10,791

282,137

Total

Energy

424,992

Financials

-

8

.6

%

Banks

-

2

.5

%

Banca

Monte

dei

Paschi

di

Siena

SpA

(Italy)

(2)(a)

1,718

9,929

Banco

de

Sabadell

SA

(Spain)

(2)(a)

27,931

59,318

Bank

of

America

Corp.

(a)

901

35,752

Bank

OZK

(a)

213

9,157

Barclays

plc

(United

Kingdom)

(2)(a)

10,248

30,791

BNP

Paribas

SA

(France)

(2)(a)

330

22,645

BOC

Hong

Kong

Holdings

Ltd.

(China)

(2)

19,000

60,197

BOK

Financial

Corp.

(a)

163

17,053

Canadian

Imperial

Bank

of

Commerce

(Canada)

(a)

647

39,687

Citizens

Financial

Group,

Inc.

(a)

2,200

90,354

Comerica,

Inc.

(a)

250

14,978

Commerce

Bancshares,

Inc.

(a)(c)

773

45,916

Cullen/Frost

Bankers,

Inc.

(a)(c)

103

11,522

Danske

Bank

A/S

(Denmark)

(2)(a)

354

10,648

East

West

Bancorp,

Inc.

(a)

133

11,004

Fifth

Third

Bancorp

(a)

274

11,738

First

Financial

Bankshares,

Inc.

(a)

93

3,442

Hancock

Whitney

Corp.

(a)

1,157

59,204

Huntington

Bancshares,

Inc.

(a)(c)

3,005

44,173

International

Bancshares

Corp.

(a)

93

5,560

Intesa

Sanpaolo

SpA

(Italy)

(2)(a)

2,308

9,880

INVESTMENTS

SHARES

VALUE

($)

Banks

-

2.5%

(continued)

M&T

Bank

Corp.

(a)(c)

36

6,412

NatWest

Group

plc

(United

Kingdom)

(2)(a)

8,176

37,850

PNC

Financial

Services

Group,

Inc.

(The)

(a)

337

62,294

Popular,

Inc.

407

40,810

Prosperity

Bancshares,

Inc.

(a)(c)

273

19,675

Royal

Bank

of

Canada

(Canada)

(a)

95

11,857

Societe

Generale

SA

(France)

(2)(a)

2,056

51,234

Sumitomo

Mitsui

Financial

Group,

Inc.

(Japan)

(2)(a)

1,200

25,640

Sumitomo

Mitsui

Trust

Holdings,

Inc.

(Japan)

(2)(a)

300

7,180

Synovus

Financial

Corp.

(a)(c)

699

31,085

Texas

Capital

Bancshares,

Inc.

*(a)

(c)

915

65,386

Truist

Financial

Corp.

(a)

1,876

80,237

UMB

Financial

Corp.

(a)(c)

381

40,047

UniCredit

SpA

(Italy)

(2)(a)

609

26,736

US

Bancorp

(a)

975

44,587

Westpac

Banking

Corp.

(Australia)

(2)(a)

390

8,522

Zions

Bancorp

NA

(a)

263

12,419

1,174,919

Capital

Markets

-

1

.5

%

abrdn

plc

(United

Kingdom)

(2)(a)

17,250

37,654

Ameriprise

Financial,

Inc.

(a)(c)

59

27,719

Amundi

SA

(France)

(2)(a)(b)

386

28,852

Banca

Generali

SpA

(Italy)

(2)(a)

619

27,767

BlackRock,

Inc.

(a)

50

47,475

Blackstone,

Inc.

(a)(c)

124

18,988

Brookfield

Corp.,

Class

A

(Canada)

(a)

318

16,889

Cboe

Global

Markets,

Inc.

(a)(c)

168

34,418

CME

Group,

Inc.

(a)

445

98,189

Evercore,

Inc.,

Class

A

(a)

270

68,402

Federated

Hermes,

Inc.,

Class

B

(a)

763

28,055

Hargreaves

Lansdown

plc

(United

Kingdom)

(2)(a)

645

9,613

IGM

Financial,

Inc.

(Canada)

(a)

276

8,281

Intermediate

Capital

Group

plc

(United

Kingdom)

(2)(a)

3,577

106,816

Invesco

Ltd.

(a)

3,013

52,908

Investec

plc

(United

Kingdom)

(2)(a)

1,950

14,842

Janus

Henderson

Group

plc

(a)

132

5,025

KKR

&

Co.,

Inc.

(a)

182

23,766

Man

Group

plc

(United

Kingdom)

(2)(a)

12,141

34,416

MarketAxess

Holdings,

Inc.

(a)(c)

18

4,612

Robinhood

Markets,

Inc.,

Class

A

*(a)

406

9,509

704,196

266

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Consumer

Finance

-

0

.2

%

American

Express

Co.

(a)(c)

54

14,645

Capital

One

Financial

Corp.

(a)

326

48,812

OneMain

Holdings,

Inc.

(a)

432

20,334

SLM

Corp.

(a)(c)

1,123

25,683

Synchrony

Financial

(a)(c)

188

9,377

118,851

Financial

Services

-

0

.6

%

Adyen

NV

(Netherlands)

(2)*(a)(b)

3

4,697

Affirm

Holdings,

Inc.,

Class

A

*(a)(c)

850

34,697

Block,

Inc.,

Class

A

*(a)(c)

174

11,681

Corebridge

Financial,

Inc.

(a)

327

9,535

Corpay,

Inc.

*(a)

24

7,506

Essent

Group

Ltd.

(a)

178

11,444

Fidelity

National

Information

Services,

Inc.

(a)

382

31,993

GMO

Payment

Gateway,

Inc.

(Japan)

(2)(a)

400

24,341

Jack

Henry

&

Associates,

Inc.

(a)(c)

24

4,237

Mastercard,

Inc.,

Class

A

(a)

68

33,578

MGIC

Investment

Corp.

(a)

543

13,901

Nuvei

Corp.

(Canada)

(a)(b)

200

6,669

ORIX

Corp.

(Japan)

(2)(a)

1,600

37,438

PayPal

Holdings,

Inc.

*(a)(c)

202

15,762

UWM

Holdings

Corp.,

Class

A

(a)(c)

521

4,439

Visa,

Inc.,

Class

A

(a)

45

12,373

264,291

Insurance

-

3

.8

%

Admiral

Group

plc

(United

Kingdom)

(2)(a)

222

8,275

Ageas

SA/NV

(Belgium)

(2)(a)

624

33,296

AIA

Group

Ltd.

(Hong

Kong)

(2)(a)

13,600

118,767

Allianz

SE

(Registered)

(Germany)

(2)(a)

129

42,431

Allstate

Corp.

(The)

(a)

334

63,343

American

International

Group,

Inc.

(a)

86

6,298

Assurant,

Inc.

(a)

103

20,483

Assured

Guaranty

Ltd.

(a)(c)

52

4,135

Aviva

plc

(United

Kingdom)

(2)(a)

5,871

38,025

Axis

Capital

Holdings

Ltd.

(a)

966

76,903

Chubb

Ltd.

(a)

133

38,356

Cincinnati

Financial

Corp.

(a)

96

13,067

CNO

Financial

Group,

Inc.

(a)

1,181

41,453

Direct

Line

Insurance

Group

plc

(United

Kingdom)

(2)(a)

10,460

26,240

Fidelity

National

Financial,

Inc.

(a)

407

25,258

First

American

Financial

Corp.

(a)

246

16,238

Globe

Life,

Inc.

(a)

223

23,618

Hanover

Insurance

Group,

Inc.

(The)

(a)

249

36,879

Hartford

Financial

Services

Group,

Inc.

(The)

(a)

827

97,263

Hiscox

Ltd.

(United

Kingdom)

(a)

1,501

22,997

iA

Financial

Corp.,

Inc.

(Canada)

(a)

542

44,925

INVESTMENTS

SHARES

VALUE

($)

Insurance

-

3.8%

(continued)

Insurance

Australia

Group

Ltd.

(Australia)

(2)(a)

4,466

22,696

Intact

Financial

Corp.

(Canada)

(a)

80

15,362

Manulife

Financial

Corp.

(Canada)

(a)

681

20,126

Mapfre

SA

(Spain)

(2)(a)

16,288

43,377

MetLife,

Inc.

(a)

494

40,745

MS&AD

Insurance

Group

Holdings,

Inc.

(Japan)

(2)(a)

3,500

82,265

Muenchener

Rueckversicherungs-

Gesellschaft

AG

in

Muenchen

(Registered)

(Germany)

(2)(a)

65

35,818

Poste

Italiane

SpA

(Italy)

(2)(a)(b)

7,969

111,910

Principal

Financial

Group,

Inc.

(a)

166

14,259

Progressive

Corp.

(The)

(a)

459

116,476

QBE

Insurance

Group

Ltd.

(Australia)

(2)(a)

1,224

13,976

Reinsurance

Group

of

America,

Inc.

(a)

210

45,753

SCOR

SE

(France)

(2)(a)

757

16,934

Selective

Insurance

Group,

Inc.

(a)

(c)

398

37,133

Suncorp

Group

Ltd.

(Australia)

(2)(a)

1,822

22,752

Talanx

AG

(Germany)

(2)(a)

34

2,866

Tokio

Marine

Holdings,

Inc.

(Japan)

(2)(a)

2,900

106,936

Travelers

Cos.,

Inc.

(The)

(a)

305

71,407

Unipol

Gruppo

SpA

(Italy)

(2)(a)

1,785

21,245

Unum

Group

(a)

274

16,287

W

R

Berkley

Corp.

(a)

571

32,393

Willis

Towers

Watson

plc

(a)

124

36,522

Zurich

Insurance

Group

AG

(Switzerland)

(2)(a)

135

81,562

1,807,050

Total

Financials

4,069,307

Health

Care

-

5

.1

%

Biotechnology

-

0

.5

%

Alnylam

Pharmaceuticals,

Inc.

*(a)

(c)

237

65,182

Argenx

SE

(Netherlands)

(2)*(a)

73

39,470

Exact

Sciences

Corp.

*(a)

294

20,027

Exelixis,

Inc.

*(a)

269

6,981

GRAIL,

Inc.

*(a)(c)

438

6,027

Natera,

Inc.

*(a)(c)

237

30,087

Ultragenyx

Pharmaceutical,

Inc.

*(a)

896

49,773

Viking

Therapeutics,

Inc.

*(a)(c)

200

12,662

230,209

Health

Care

Equipment

&

Supplies

-

1

.4

%

Abbott

Laboratories

(a)(c)

529

60,311

Alcon,

Inc.

(2)(a)

313

31,325

Align

Technology,

Inc.

*(a)

63

16,022

Becton

Dickinson

&

Co.

(a)(c)

36

8,680

Boston

Scientific

Corp.

*(a)

678

56,816

Cochlear

Ltd.

(Australia)

(2)(a)

158

30,747

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

267

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

Equipment

&

Supplies

-

1.4%

(continued)

ConvaTec

Group

plc

(United

Kingdom)

(2)(a)(b)

6,262

19,019

Cooper

Cos.,

Inc.

(The)

*(a)

634

69,956

Demant

A/S

(Denmark)

(2)*(a)

362

14,093

Dexcom,

Inc.

*(a)

75

5,028

Elekta

AB,

Class

B

(Sweden)

(2)(a)

2,117

15,092

Getinge

AB,

Class

B

(Sweden)

(2)

(a)

955

20,553

Hologic,

Inc.

*(a)(c)

361

29,407

Hoya

Corp.

(Japan)

(2)(a)

100

13,850

IDEXX

Laboratories,

Inc.

*(a)

58

29,303

Inspire

Medical

Systems,

Inc.

*(a)(c)

264

55,717

Intuitive

Surgical,

Inc.

*(a)

39

19,160

Olympus

Corp.

(Japan)

(2)(a)

200

3,802

Penumbra,

Inc.

*(a)(c)

18

3,498

QuidelOrtho

Corp.

*(a)

729

33,242

ResMed,

Inc.

(a)

171

41,745

Siemens

Healthineers

AG

(Germany)

(2)(a)(b)

68

4,084

Solventum

Corp.

*(a)(c)

73

5,090

Sonova

Holding

AG

(Registered)

(Switzerland)

(2)(a)

86

30,977

Stryker

Corp.

(a)(c)

8

2,890

Teleflex,

Inc.

(a)

145

35,861

Ypsomed

Holding

AG

(Registered)

(Switzerland)

(2)(a)

9

4,389

660,657

Health

Care

Providers

&

Services

-

0

.8

%

Alfresa

Holdings

Corp.

(Japan)

(2)

(a)

1,800

28,472

Cardinal

Health,

Inc.

(a)

302

33,377

Chemed

Corp.

(a)(c)

5

3,005

Elevance

Health,

Inc.

(a)

44

22,880

Encompass

Health

Corp.

(a)

439

42,425

Fresenius

Medical

Care

AG

(Germany)

(2)(a)

492

20,906

HCA

Healthcare,

Inc.

(a)(c)

206

83,724

Labcorp

Holdings,

Inc.

(a)

19

4,246

Medipal

Holdings

Corp.

(Japan)

(2)

(a)

2,200

38,344

Quest

Diagnostics,

Inc.

(a)

20

3,105

Tenet

Healthcare

Corp.

*(a)

439

72,962

Universal

Health

Services,

Inc.,

Class

B

(a)

187

42,825

396,271

Health

Care

Technology

-

0

.3

%

Pro

Medicus

Ltd.

(Australia)

(2)(a)

738

90,837

Veeva

Systems,

Inc.,

Class

A

*(a)

222

46,591

137,428

Life

Sciences

Tools

&

Services

-

0

.8

%

10X

Genomics,

Inc.,

Class

A

*(a)(c)

1,026

23,167

Bruker

Corp.

(a)

779

53,798

Illumina,

Inc.

*(a)

339

44,209

IQVIA

Holdings,

Inc.

*(a)

211

50,000

INVESTMENTS

SHARES

VALUE

($)

Life

Sciences

Tools

&

Services

-

0.8%

(continued)

Lonza

Group

AG

(Registered)

(Switzerland)

(2)(a)

92

58,382

Medpace

Holdings,

Inc.

*(a)(c)

234

78,109

Mettler-Toledo

International,

Inc.

*(a)(c)

19

28,494

Sotera

Health

Co.

*(a)(c)

1,337

22,328

Thermo

Fisher

Scientific,

Inc.

(a)(c)

56

34,640

393,127

Pharmaceuticals

-

1

.3

%

Astellas

Pharma,

Inc.

(Japan)

(2)(a)

1,500

17,336

Bristol-Myers

Squibb

Co.

(a)

856

44,289

Eli

Lilly

&

Co.

(a)

58

51,385

GSK

plc

(2)(a)

6,293

128,132

Intra-Cellular

Therapies,

Inc.

*(a)(c)

290

21,219

Ipsen

SA

(France)

(2)(a)

230

28,332

Novartis

AG

(Registered)

(Switzerland)

(2)(a)

584

67,243

Novo

Nordisk

A/S,

Class

B

(Denmark)

(2)(a)

748

88,721

Otsuka

Holdings

Co.

Ltd.

(Japan)

(2)(a)

500

28,400

Pfizer,

Inc.

(a)

178

5,151

Santen

Pharmaceutical

Co.

Ltd.

(Japan)

(2)(a)

5,800

70,408

UCB

SA

(Belgium)

(2)(a)

75

13,539

Zoetis,

Inc.,

Class

A

(a)(c)

123

24,032

588,187

Total

Health

Care

2,405,879

Industrials

-

13

.0

%

Aerospace

&

Defense

-

1

.4

%

Airbus

SE

(France)

(2)(a)

326

47,712

BWX

Technologies,

Inc.

(a)

40

4,348

Curtiss-Wright

Corp.

(a)

38

12,490

Dassault

Aviation

SA

(France)

(2)(a)

59

12,183

GE

Aerospace

(a)(c)

345

65,060

General

Dynamics

Corp.

(a)(c)

61

18,434

Hexcel

Corp.

(a)

251

15,519

Howmet

Aerospace,

Inc.

(a)(c)

912

91,428

Kongsberg

Gruppen

ASA

(Norway)

(2)(a)

805

78,632

Lockheed

Martin

Corp.

(a)(c)

90

52,610

Northrop

Grumman

Corp.

(a)

28

14,786

Rheinmetall

AG

(Germany)

(2)(a)

16

8,698

Rolls-Royce

Holdings

plc

(United

Kingdom)

(2)*(a)

13,313

94,223

Safran

SA

(France)

(2)(a)

308

72,480

Textron,

Inc.

(a)

272

24,094

Thales

SA

(France)

(2)(a)

139

22,092

TransDigm

Group,

Inc.

(a)

11

15,698

Woodward,

Inc.

(a)

164

28,128

678,615

268

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Air

Freight

&

Logistics

-

0

.3

%

Expeditors

International

of

Washington,

Inc.

(a)(c)

169

22,206

International

Distribution

Services

plc

(United

Kingdom)

(a)

7,488

34,278

NIPPON

EXPRESS

HOLDINGS,

Inc.

(Japan)

(2)(a)

1,300

68,467

124,951

Building

Products

-

1

.0

%

Allegion

plc

(a)

35

5,101

Assa

Abloy

AB,

Class

B

(Sweden)

(2)(a)

153

5,155

AZEK

Co.,

Inc.

(The),

Class

A

*(a)(c)

308

14,414

Belimo

Holding

AG

(Registered)

(Switzerland)

(2)(a)

68

48,546

Builders

FirstSource,

Inc.

*(a)

92

17,835

Carlisle

Cos.,

Inc.

(a)(c)

85

38,229

Geberit

AG

(Registered)

(Switzerland)

(2)(a)

40

26,112

Johnson

Controls

International

plc

(a)

472

36,632

Lennox

International,

Inc.

(a)

125

75,536

Lixil

Corp.

(Japan)

(2)(a)

4,100

49,133

Masco

Corp.

(a)

772

64,802

Sanwa

Holdings

Corp.

(Japan)

(2)

(a)

1,000

26,622

Trane

Technologies

plc

(a)

212

82,411

UFP

Industries,

Inc.

(a)

24

3,149

493,677

Commercial

Services

&

Supplies

-

0

.8

%

Brambles

Ltd.

(Australia)

(2)(a)

5,540

72,717

Cintas

Corp.

(a)(c)

572

117,763

Clean

Harbors,

Inc.

*(a)

80

19,337

Copart,

Inc.

*(a)(c)

326

17,082

ISS

A/S

(Denmark)

(2)(a)

1,935

38,619

Sohgo

Security

Services

Co.

Ltd.

(Japan)

(2)(a)

5,300

38,572

SPIE

SA

(France)

(2)(a)

983

37,589

TOPPAN

Holdings,

Inc.

(Japan)

(2)

(a)

100

2,976

Waste

Connections,

Inc.

(a)

71

12,696

357,351

Construction

&

Engineering

-

0

.9

%

ACS

Actividades

de

Construccion

y

Servicios

SA

(Spain)

(2)(a)

445

20,540

AECOM

(a)

520

53,700

AtkinsRealis

Group,

Inc.

(Canada)

(a)

1,224

49,731

Bouygues

SA

(France)

(2)(a)

1,680

56,232

Comfort

Systems

USA,

Inc.

(a)

138

53,868

Kinden

Corp.

(Japan)

(2)(a)

300

6,641

MasTec,

Inc.

*(a)

464

57,118

Obayashi

Corp.

(Japan)

(2)(a)

500

6,372

Shimizu

Corp.

(Japan)

(2)(a)

400

2,757

Vinci

SA

(France)

(2)(a)

348

40,680

INVESTMENTS

SHARES

VALUE

($)

Construction

&

Engineering

-

0.9%

(continued)

Worley

Ltd.

(Australia)

(2)(a)

6,311

64,317

411,956

Electrical

Equipment

-

1

.2

%

ABB

Ltd.

(Registered)

(Switzerland)

(2)(a)

621

36,028

Acuity

Brands,

Inc.

(a)

28

7,711

Eaton

Corp.

plc

(a)

162

53,693

EnerSys

(a)

218

22,247

Fujikura

Ltd.

(Japan)

(2)(a)

1,900

64,562

GE

Vernova,

Inc.

*(a)

113

28,813

Hubbell,

Inc.,

Class

B

(a)

23

9,852

Legrand

SA

(France)

(2)(a)

363

41,820

nVent

Electric

plc

(a)(c)

116

8,150

Prysmian

SpA

(Italy)

(2)(a)

921

67,010

Schneider

Electric

SE

(2)(a)

472

124,423

Signify

NV

(2)(a)(b)

1,238

29,204

Vertiv

Holdings

Co.,

Class

A

(a)

294

29,250

Vestas

Wind

Systems

A/S

(Denmark)

(2)*(a)

1,660

36,526

559,289

Ground

Transportation

-

0

.5

%

Aurizon

Holdings

Ltd.

(Australia)

(2)

(a)

6,308

15,346

Grab

Holdings

Ltd.,

Class

A

(Singapore)

*(a)(c)

12,699

48,256

JB

Hunt

Transport

Services,

Inc.

(a)

(c)

132

22,748

Keio

Corp.

(Japan)

(2)(a)

900

21,475

Kyushu

Railway

Co.

(Japan)

(2)(a)

3,200

92,061

Lyft,

Inc.,

Class

A

*(a)

874

11,144

Ryder

System,

Inc.

(a)

163

23,765

Seibu

Holdings,

Inc.

(Japan)

(2)(a)

500

11,123

TFI

International,

Inc.

(Canada)

(a)

29

3,972

West

Japan

Railway

Co.

(Japan)

(2)(a)

300

5,697

255,587

Industrial

Conglomerates

-

0

.7

%

3M

Co.

(a)

572

78,192

DCC

plc

(United

Kingdom)

(2)(a)

429

29,288

Hikari

Tsushin,

Inc.

(Japan)

(2)(a)

300

66,816

Hitachi

Ltd.

(Japan)

(2)(a)

3,200

84,855

Siemens

AG

(Registered)

(Germany)

(2)(a)

132

26,705

Smiths

Group

plc

(United

Kingdom)

(2)(a)

762

17,124

Swire

Pacific

Ltd.,

Class

A

(Hong

Kong)

(2)(a)

4,500

38,373

341,353

Machinery

-

3

.0

%

Alfa

Laval

AB

(Sweden)

(2)(a)

388

18,653

Allison

Transmission

Holdings,

Inc.

(a)

725

69,651

Alstom

SA

(France)

(2)*(a)

1,383

28,734

Amada

Co.

Ltd.

(Japan)

(2)(a)

3,200

32,671

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

269

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Machinery

-

3.0%

(continued)

Atlas

Copco

AB,

Class

A

(Sweden)

(2)(a)

1,903

36,881

Crane

Co.

(a)(c)

96

15,195

Cummins,

Inc.

(a)

54

17,485

DMG

Mori

Co.

Ltd.

(Japan)

(2)(a)

1,900

40,527

Donaldson

Co.,

Inc.

(a)

346

25,500

Ebara

Corp.

(Japan)

(2)(a)

1,500

24,586

Flowserve

Corp.

(a)

1,372

70,919

GEA

Group

AG

(Germany)

(2)(a)

1,069

52,431

Georg

Fischer

AG

(Registered)

(Switzerland)

(2)(a)

385

29,141

IHI

Corp.

(Japan)

(2)(a)

2,800

146,844

Illinois

Tool

Works,

Inc.

(a)(c)

95

24,897

IMI

plc

(United

Kingdom)

(2)(a)

624

15,182

ITT,

Inc.

(a)

303

45,302

Kawasaki

Heavy

Industries

Ltd.

(Japan)

(2)(a)

100

4,099

KION

Group

AG

(Germany)

(2)(a)

503

19,861

Knorr-Bremse

AG

(Germany)

(2)(a)

117

10,425

Kurita

Water

Industries

Ltd.

(Japan)

(2)(a)

100

4,327

Lincoln

Electric

Holdings,

Inc.

(a)(c)

39

7,489

MISUMI

Group,

Inc.

(Japan)

(2)(a)

2,100

38,092

Mitsubishi

Heavy

Industries

Ltd.

(Japan)

(2)(a)

1,600

23,910

NGK

Insulators

Ltd.

(Japan)

(2)(a)

4,000

52,608

Otis

Worldwide

Corp.

(a)(c)

367

38,146

Parker-Hannifin

Corp.

(a)

121

76,450

Pentair

plc

(a)

672

65,715

Rotork

plc

(United

Kingdom)

(2)(a)

5,941

26,605

Sandvik

AB

(Sweden)

(2)(a)

598

13,382

Stanley

Black

&

Decker,

Inc.

(a)(c)

176

19,383

Techtronic

Industries

Co.

Ltd.

(Hong

Kong)

(2)(a)

2,000

29,857

Trelleborg

AB,

Class

B

(Sweden)

(2)(a)

127

4,888

VAT

Group

AG

(Switzerland)

(2)(a)

(b)

19

9,717

Wartsila

OYJ

Abp

(Finland)

(2)(a)

3,149

70,464

Watts

Water

Technologies,

Inc.,

Class

A

(a)(c)

14

2,901

Weir

Group

plc

(The)

(United

Kingdom)

(2)(a)

2,046

59,455

Westinghouse

Air

Brake

Technologies

Corp.

(a)

500

90,885

Yangzijiang

Shipbuilding

Holdings

Ltd.

(China)

(2)

22,800

43,516

1,406,774

Marine

Transportation

-

0

.0

%

†

Kirby

Corp.

*(a)

37

4,530

Nippon

Yusen

KK

(Japan)

(2)(a)

100

3,673

8,203

Passenger

Airlines

-

0

.4

%

Alaska

Air

Group,

Inc.

*(a)

965

43,628

Delta

Air

Lines,

Inc.

(a)(c)

1,639

83,245

easyJet

plc

(United

Kingdom)

(2)(a)

8,562

59,628

INVESTMENTS

SHARES

VALUE

($)

Passenger

Airlines

-

0.4%

(continued)

United

Airlines

Holdings,

Inc.

*(a)

406

23,166

209,667

Professional

Services

-

1

.9

%

Arcadis

NV

(Netherlands)

(2)(a)

804

55,747

Automatic

Data

Processing,

Inc.

(a)

(c)

107

29,610

BayCurrent,

Inc.

(Japan)

(2)(a)

500

18,361

Booz

Allen

Hamilton

Holding

Corp.,

Class

A

(a)

27

4,395

Broadridge

Financial

Solutions,

Inc.

(a)

313

67,304

CACI

International,

Inc.,

Class

A

*(a)

66

33,301

Computershare

Ltd.

(Australia)

(2)

(a)

705

12,290

Experian

plc

(2)(a)

475

25,018

Intertek

Group

plc

(United

Kingdom)

(2)(a)

1,496

103,430

Jacobs

Solutions,

Inc.

(a)(c)

233

30,500

Leidos

Holdings,

Inc.

(a)

409

66,667

ManpowerGroup,

Inc.

(a)

549

40,362

Parsons

Corp.

*(a)

461

47,796

Paycor

HCM,

Inc.

*(a)(c)

1,009

14,318

Persol

Holdings

Co.

Ltd.

(Japan)

(2)(a)

35,000

63,075

Recruit

Holdings

Co.

Ltd.

(Japan)

(2)(a)

1,000

60,752

RELX

plc

(United

Kingdom)

(2)(a)

381

17,989

SGS

SA

(Registered)

(Switzerland)

(2)(a)

160

17,866

SS&C

Technologies

Holdings,

Inc.

(a)

376

27,903

TransUnion

(a)

843

88,262

Verisk

Analytics,

Inc.,

Class

A

(a)

131

35,103

Wolters

Kluwer

NV

(Netherlands)

(2)(a)

107

18,048

878,097

Trading

Companies

&

Distributors

-

0

.6

%

AddTech

AB,

Class

B

(Sweden)

(2)

(a)

393

11,782

Applied

Industrial

Technologies,

Inc.

(a)

35

7,810

DKSH

Holding

AG

(Switzerland)

(2)

(a)

249

19,805

Fastenal

Co.

(a)(c)

208

14,855

Ferguson

Enterprises,

Inc.

(a)

54

10,723

Finning

International,

Inc.

(Canada)

(a)

1,098

36,038

Howden

Joinery

Group

plc

(United

Kingdom)

(2)(a)

5,375

65,319

ITOCHU

Corp.

(Japan)

(2)(a)

100

5,390

MonotaRO

Co.

Ltd.

(Japan)

(2)(a)

300

5,002

United

Rentals,

Inc.

(a)(c)

37

29,960

WESCO

International,

Inc.

(a)

133

22,341

WW

Grainger,

Inc.

(a)

58

60,251

289,276

270

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Transportation

Infrastructure

-

0

.3

%

Aena

SME

SA

(Spain)

(2)(a)(b)

550

120,822

Qube

Holdings

Ltd.

(Australia)

(2)(a)

4,867

13,209

134,031

Total

Industrials

6,148,827

Information

Technology

-

7

.7

%

Communications

Equipment

-

0

.3

%

Arista

Networks,

Inc.

*(a)

199

76,380

Motorola

Solutions,

Inc.

(a)(c)

116

52,157

Nokia

OYJ

(Finland)

(2)(a)

2,099

9,164

Telefonaktiebolaget

LM

Ericsson,

Class

B

(Sweden)

(2)(a)

1,385

10,466

Ubiquiti,

Inc.

(a)

40

8,869

157,036

Electronic

Equipment,

Instruments

&

Components

-

1

.2

%

Amphenol

Corp.,

Class

A

(a)

1,365

88,943

Celestica,

Inc.

(Canada)

*(a)

992

50,713

Coherent

Corp.

*(a)(c)

318

28,273

Corning,

Inc.

(a)

1,021

46,098

Hexagon

AB,

Class

B

(Sweden)

(2)

(a)

1,393

15,004

Hirose

Electric

Co.

Ltd.

(Japan)

(2)

(a)

500

63,808

Keyence

Corp.

(Japan)

(2)(a)

200

95,853

Murata

Manufacturing

Co.

Ltd.

(Japan)

(2)(a)

600

11,873

Novanta,

Inc.

*(a)(c)

24

4,294

TD

SYNNEX

Corp.

(a)

163

19,573

TDK

Corp.

(Japan)

(2)(a)

500

6,387

Trimble,

Inc.

*(a)(c)

478

29,679

Yokogawa

Electric

Corp.

(Japan)

(2)(a)

1,800

46,125

Zebra

Technologies

Corp.,

Class

A

*(a)(c)

89

32,959

539,582

IT

Services

-

1

.0

%

Amentum

Holdings,

Inc.

*

233

7,514

Cloudflare,

Inc.,

Class

A

*(a)(c)

280

22,649

Fujitsu

Ltd.

(Japan)

(2)(a)

5,000

102,797

Gartner,

Inc.

*(a)(c)

172

87,163

GoDaddy,

Inc.,

Class

A

*(a)(c)

131

20,538

International

Business

Machines

Corp.

(a)(c)

65

14,370

Kyndryl

Holdings,

Inc.

*(a)

636

14,615

MongoDB,

Inc.,

Class

A

*(a)(c)

30

8,111

Otsuka

Corp.

(Japan)

(2)(a)

2,900

71,621

SCSK

Corp.

(Japan)

(2)(a)

200

4,147

Shopify,

Inc.,

Class

A

(Canada)

*(a)

330

26,438

TE

Connectivity

plc

(Ireland)

(a)

65

9,814

Twilio,

Inc.,

Class

A

*(a)

343

22,371

VeriSign,

Inc.

*(a)

347

65,916

478,064

INVESTMENTS

SHARES

VALUE

($)

Semiconductors

&

Semiconductor

Equipment

-

1

.4

%

Advantest

Corp.

(Japan)

(2)(a)

300

14,109

Amkor

Technology,

Inc.

(a)

83

2,540

ASM

International

NV

(Netherlands)

(2)(a)

29

19,133

ASMPT

Ltd.

(Hong

Kong)

(2)(a)

300

3,647

Broadcom,

Inc.

(a)(c)

869

149,902

Disco

Corp.

(Japan)

(2)(a)

100

26,343

Entegris,

Inc.

(a)(c)

47

5,289

First

Solar,

Inc.

*(a)(c)

16

3,991

KLA

Corp.

(a)

61

47,239

Lam

Research

Corp.

(a)(c)

22

17,954

Marvell

Technology,

Inc.

(a)(c)

548

39,522

Monolithic

Power

Systems,

Inc.

(a)

(c)

68

62,866

NVIDIA

Corp.

(a)

837

101,645

NXP

Semiconductors

NV

(China)

(a)(c)

183

43,922

Onto

Innovation,

Inc.

*(a)(c)

312

64,759

QUALCOMM,

Inc.

(a)(c)

40

6,802

Shinko

Electric

Industries

Co.

Ltd.

(Japan)

(2)*(a)

400

15,298

Tokyo

Electron

Ltd.

(Japan)

(2)(a)

200

35,667

Universal

Display

Corp.

(a)(c)

55

11,544

672,172

Software

-

3

.3

%

Appfolio,

Inc.,

Class

A

*(a)

213

50,140

AppLovin

Corp.,

Class

A

*(a)

307

40,079

CommVault

Systems,

Inc.

*(a)

595

91,541

Constellation

Software,

Inc.

(Canada)

(a)

8

26,027

Crowdstrike

Holdings,

Inc.,

Class

A

*(a)(c)

76

21,316

Descartes

Systems

Group,

Inc.

(The)

(Canada)

*(a)

197

20,272

Dynatrace,

Inc.

*(a)

534

28,553

Fair

Isaac

Corp.

*(a)(c)

23

44,701

Fortinet,

Inc.

*(a)

1,127

87,399

Gen

Digital,

Inc.

(a)(c)

162

4,444

Gitlab,

Inc.,

Class

A

*(a)

1,175

60,559

Guidewire

Software,

Inc.

*(a)

454

83,055

HubSpot,

Inc.

*(a)(c)

94

49,970

Manhattan

Associates,

Inc.

*(a)

375

105,517

Nemetschek

SE

(Germany)

(2)(a)

243

25,257

Nutanix,

Inc.,

Class

A

*(a)

1,170

69,322

Oracle

Corp.

(a)(c)

594

101,218

Oracle

Corp.

Japan

(Japan)

(2)(a)

600

61,946

Palantir

Technologies,

Inc.,

Class

A

*(a)(c)

728

27,081

Palo

Alto

Networks,

Inc.

*(a)

55

18,799

Pegasystems,

Inc.

(a)

308

22,512

Qualys,

Inc.

*(a)

221

28,390

Samsara,

Inc.,

Class

A

*(a)(c)

628

30,219

SAP

SE

(Germany)

(2)(a)

278

63,588

SentinelOne,

Inc.,

Class

A

*(a)(c)

480

11,481

ServiceNow,

Inc.

*(a)

76

67,974

Smartsheet,

Inc.,

Class

A

*(a)

1,174

64,993

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

271

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Software

-

3.3%

(continued)

TeamViewer

SE

(Germany)

(2)*(a)

(b)

2,732

34,881

Teradata

Corp.

*(a)

1,350

40,959

Trend

Micro,

Inc.

(Japan)

(2)(a)

1,500

89,063

UiPath,

Inc.,

Class

A

*(a)(c)

997

12,761

WiseTech

Global

Ltd.

(Australia)

(2)

(a)

32

3,030

Xero

Ltd.

(New

Zealand)

(2)*(a)

166

17,159

Zoom

Video

Communications,

Inc.,

Class

A

*(a)

682

47,563

1,551,769

Technology

Hardware,

Storage

&

Peripherals

-

0

.5

%

Apple,

Inc.

(a)(c)

211

49,163

Canon,

Inc.

(Japan)

(2)(a)

600

19,761

Dell

Technologies,

Inc.,

Class

C

(a)

(c)

280

33,191

Logitech

International

SA

(Registered)

(Switzerland)

(2)(a)

638

57,140

NetApp,

Inc.

(a)

588

72,624

Pure

Storage,

Inc.,

Class

A

*(a)(c)

223

11,204

243,083

Total

Information

Technology

3,641,706

Materials

-

5

.1

%

Chemicals

-

3

.0

%

Akzo

Nobel

NV

(Netherlands)

(2)(a)

1,033

72,972

Arkema

SA

(France)

(2)(a)

62

5,905

Asahi

Kasei

Corp.

(Japan)

(2)(a)

5,100

38,665

Ashland,

Inc.

(a)

55

4,783

Avient

Corp.

(a)

677

34,067

Axalta

Coating

Systems

Ltd.

*(a)

1,908

69,051

BASF

SE

(Germany)

(2)(a)

283

15,000

DSM-Firmenich

AG

(Switzerland)

(2)(a)

415

57,273

DuPont

de

Nemours,

Inc.

(a)

631

56,228

Ecolab,

Inc.

(a)

225

57,449

Element

Solutions,

Inc.

(a)(c)

1,749

47,503

Evonik

Industries

AG

(Germany)

(2)

(a)

4,047

94,738

Givaudan

SA

(Registered)

(Switzerland)

(2)(a)

22

120,704

Huntsman

Corp.

(a)(c)

2,456

59,435

International

Flavors

&

Fragrances,

Inc.

(a)

614

64,427

Johnson

Matthey

plc

(United

Kingdom)

(2)(a)

1,573

32,078

Kuraray

Co.

Ltd.

(Japan)

(2)(a)

3,000

44,578

LANXESS

AG

(Germany)

(2)(a)

572

18,107

Mitsubishi

Gas

Chemical

Co.,

Inc.

(Japan)

(2)(a)

2,000

38,996

Novonesis

(Novozymes),

Class

B

(Denmark)

(2)(a)

662

47,661

PPG

Industries,

Inc.

(a)

78

10,332

Resonac

Holdings

Corp.

(Japan)

(2)(a)

1,000

25,992

Scotts

Miracle-Gro

Co.

(The)

(a)

837

72,568

INVESTMENTS

SHARES

VALUE

($)

Chemicals

-

3.0%

(continued)

Sherwin-Williams

Co.

(The)

(a)

300

114,501

Shin-Etsu

Chemical

Co.

Ltd.

(Japan)

(2)(a)

800

33,432

Sika

AG

(Registered)

(Switzerland)

(2)(a)

240

79,552

Solvay

SA

(Belgium)

(2)(a)

806

31,575

Symrise

AG,

Class

A

(Germany)

(2)

(a)

256

35,428

Toray

Industries,

Inc.

(Japan)

(2)(a)

4,500

26,576

1,409,576

Construction

Materials

-

0

.4

%

CRH

plc

(a)

174

16,137

CRH

plc

(2)(a)

365

33,405

Eagle

Materials,

Inc.

(a)(c)

80

23,012

Holcim

AG

(2)(a)

308

30,163

James

Hardie

Industries

plc,

CHESS

(2)*(a)

1,622

64,455

Knife

River

Corp.

*(a)

87

7,777

Vulcan

Materials

Co.

(a)

87

21,787

196,736

Containers

&

Packaging

-

0

.7

%

Amcor

plc

(a)(c)

2,275

25,776

Ball

Corp.

(a)(c)

229

15,551

Berry

Global

Group,

Inc.

(a)

780

53,024

Billerud

Aktiebolag

(Sweden)

(2)(a)

545

6,253

CCL

Industries,

Inc.,

Class

B

(Canada)

(a)

64

3,902

Crown

Holdings,

Inc.

(a)

916

87,826

Packaging

Corp.

of

America

(a)

399

85,944

Sealed

Air

Corp.

(a)

981

35,610

Sonoco

Products

Co.

(a)

309

16,881

Verallia

SA

(France)

(2)(a)(b)

346

10,127

340,894

Metals

&

Mining

-

0

.6

%

Acerinox

SA

(Spain)

(2)(a)

4,103

44,122

Agnico

Eagle

Mines

Ltd.

(Canada)

(a)

185

14,903

Alamos

Gold,

Inc.,

Class

A

(Canada)

(a)

2,178

43,401

Alcoa

Corp.

(a)(c)

121

4,668

Aperam

SA

(Luxembourg)

(2)

671

21,034

ATI,

Inc.

*(a)(c)

100

6,691

Evolution

Mining

Ltd.

(Australia)

(2)

(a)

3,310

10,546

Kinross

Gold

Corp.

(Canada)

(a)

2,902

27,186

Norsk

Hydro

ASA

(Norway)

(2)(a)

499

3,224

Northern

Star

Resources

Ltd.

(Australia)

(2)(a)

1,817

19,904

Pan

American

Silver

Corp.

(Canada)

(a)

138

2,881

Royal

Gold,

Inc.

(a)

652

91,476

Wheaton

Precious

Metals

Corp.

(Brazil)

199

12,154

302,190

272

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Paper

&

Forest

Products

-

0

.4

%

Louisiana-Pacific

Corp.

(a)

640

68,774

Mondi

plc

(Austria)

(2)(a)

1,340

25,561

Oji

Holdings

Corp.

(Japan)

(2)(a)

17,200

68,907

UPM-Kymmene

OYJ

(Finland)

(2)(a)

282

9,440

West

Fraser

Timber

Co.

Ltd.

(Canada)

(a)

99

9,646

182,328

Total

Materials

2,431,724

Real

Estate

-

1

.7

%

Health

Care

REITs

-

0

.5

%

Alexandria

Real

Estate

Equities,

Inc.,

REIT

(a)(c)

130

15,437

Healthcare

Realty

Trust,

Inc.,

REIT

(a)(c)

668

12,124

Healthpeak

Properties,

Inc.,

REIT

(a)

1,734

39,657

Medical

Properties

Trust,

Inc.,

REIT

(a)(c)

747

4,370

Omega

Healthcare

Investors,

Inc.,

REIT

(a)

861

35,043

Sabra

Health

Care

REIT,

Inc.,

REIT

(a)

2,182

40,607

Ventas,

Inc.,

REIT

(a)

808

51,817

Welltower,

Inc.,

REIT

(a)

283

36,232

235,287

Hotel

&

Resort

REITs

-

0

.0

%

†

Park

Hotels

&

Resorts,

Inc.,

REIT

(a)(c)

1,881

26,522

Industrial

REITs

-

0

.1

%

Americold

Realty

Trust,

Inc.,

REIT

(a)

1,741

49,218

EastGroup

Properties,

Inc.,

REIT

(a)

41

7,660

Prologis,

Inc.,

REIT

(a)(c)

75

9,471

66,349

Office

REITs

-

0

.2

%

BXP,

Inc.,

REIT

(a)(c)

171

13,759

COPT

Defense

Properties,

REIT

(a)

2,701

81,921

Cousins

Properties,

Inc.,

REIT

(a)

406

11,969

107,649

Real

Estate

Management

&

Development

-

0

.3

%

CBRE

Group,

Inc.,

Class

A

*(a)

244

30,373

CK

Asset

Holdings

Ltd.

(Hong

Kong)

(2)(a)

10,000

43,536

Jones

Lang

LaSalle,

Inc.

*(a)

45

12,141

Swire

Properties

Ltd.

(Hong

Kong)

(2)(a)

20,800

42,311

128,361

INVESTMENTS

SHARES

VALUE

($)

Residential

REITs

-

0

.1

%

AvalonBay

Communities,

Inc.,

REIT

(a)

37

8,334

Invitation

Homes,

Inc.,

REIT

(a)(c)

131

4,619

UDR,

Inc.,

REIT

(a)

304

13,784

26,737

Retail

REITs

-

0

.1

%

Brixmor

Property

Group,

Inc.,

REIT

(a)

304

8,469

Kimco

Realty

Corp.,

REIT

(a)(c)

194

4,505

NNN

REIT,

Inc.,

REIT

(a)(c)

73

3,540

Simon

Property

Group,

Inc.,

REIT

(a)

149

25,184

41,698

Specialized

REITs

-

0

.4

%

American

Tower

Corp.,

REIT

(a)

88

20,465

EPR

Properties,

REIT

(a)

593

29,081

Iron

Mountain,

Inc.,

REIT

(a)(c)

365

43,373

Lamar

Advertising

Co.,

Class

A,

REIT

(a)(c)

140

18,704

Public

Storage,

REIT

(a)(c)

116

42,209

SBA

Communications

Corp.,

REIT

(a)

67

16,127

169,959

Total

Real

Estate

802,562

Utilities

-

2

.7

%

Electric

Utilities

-

1

.4

%

American

Electric

Power

Co.,

Inc.

(a)(c)

198

20,315

Constellation

Energy

Corp.

(a)(c)

103

26,782

Duke

Energy

Corp.

(a)(c)

444

51,193

Edison

International

(a)

915

79,687

Enel

SpA

(Italy)

(2)(a)

9,472

75,660

Eversource

Energy

(a)(c)

1,271

86,492

Fortis,

Inc.

(Canada)

(a)

161

7,315

Fortum

OYJ

(Finland)

(2)(a)

660

10,861

Iberdrola

SA

(Spain)

(2)(a)

3,349

51,773

Kyushu

Electric

Power

Co.,

Inc.

(Japan)

(2)(a)

3,400

37,170

NRG

Energy,

Inc.

(a)

117

10,659

PG&E

Corp.

(a)

1,394

27,559

Power

Assets

Holdings

Ltd.

(Hong

Kong)

(2)(a)

1,500

9,562

PPL

Corp.

(a)

577

19,087

Southern

Co.

(The)

(a)(c)

209

18,848

Xcel

Energy,

Inc.

(a)

2,048

133,734

666,697

Gas

Utilities

-

0

.5

%

Atmos

Energy

Corp.

(a)

325

45,081

Italgas

SpA

(Italy)

(2)(a)

11,009

66,550

New

Jersey

Resources

Corp.

(a)

1,440

67,968

Osaka

Gas

Co.

Ltd.

(Japan)

(2)(a)

1,000

22,552

Spire,

Inc.

(a)

281

18,908

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

273

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Gas

Utilities

-

0.5%

(continued)

UGI

Corp.

(a)(c)

1,525

38,156

259,215

Independent

Power

and

Renewable

Electricity

Producers

-

0

.1

%

AES

Corp.

(The)

(a)

737

14,784

ERG

SpA

(Italy)

(2)(a)

1,329

36,446

Vistra

Corp.

(a)

56

6,638

57,868

Multi-Utilities

-

0

.6

%

Consolidated

Edison,

Inc.

(a)

395

41,132

Dominion

Energy,

Inc.

(a)

1,200

69,348

DTE

Energy

Co.

(a)

230

29,534

E.ON

SE

(Germany)

(2)(a)

849

12,643

NiSource,

Inc.

(a)

2,387

82,710

Veolia

Environnement

SA

(France)

(2)(a)

804

26,470

261,837

Water

Utilities

-

0

.1

%

Essential

Utilities,

Inc.

(a)(c)

626

24,145

Total

Utilities

1,269,762

TOTAL

COMMON

STOCKS

(Cost

$27,480,310)

28,482,106

SHORT-TERM

INVESTMENTS

-

76.1%

INVESTMENT

COMPANIES

-

62

.7

%

Goldman

Sachs

Financial

Square

Funds

-

Treasury

Instruments

Fund,

Institutional

Shares,

4.75%

(d)(e)

229,783

229,783

Limited

Purpose

Cash

Investment

Fund,

4.90%

(d)

29,398,929

29,390,109

TOTAL

INVESTMENT

COMPANIES

(Cost

$29,616,230)

29,619,892

PRINCIPAL

AMOUNT

U.S.

TREASURY

OBLIGATIONS

-

13

.4

%

U.S.

Treasury

Bills

5.21%,

1/9/2025

(2)(f)

$

4,886,000

4,825,668

5.11%,

1/16/2025

(2)(f)

344,000

339,428

5.12%,

1/23/2025

(2)(f)

1,191,000

1,174,278

TOTAL

U.S.

TREASURY

OBLIGATIONS

(Cost

$6,328,136)

6,339,374

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$35,944,366)

35,959,266

TOTAL

LONG

POSITIONS

(Cost

$63,424,676)

64,441,372

INVESTMENTS

SHARES

VALUE

($)

SHORT

POSITIONS

-

(60.9)%

COMMON

STOCKS

-

(60.4)%

Communication

Services

-

(

2

.8

)

%

Diversified

Telecommunication

Services

-

(

0

.5

)

%

BCE,

Inc.

(Canada)

(

536

)

(

18,635

)

BT

Group

plc

(United

Kingdom)

(2)

(

10,094

)

(

20,007

)

Infrastrutture

Wireless

Italiane

SpA

(Italy)

(2)(b)

(

5,422

)

(

66,687

)

Nippon

Telegraph

&

Telephone

Corp.

(Japan)

(2)

(

54,400

)

(

55,770

)

Swisscom

AG

(Registered)

(Switzerland)

(2)

(

53

)

(

34,636

)

Telecom

Italia

SpA

(Italy)

(2)

(

52,254

)

(

14,528

)

Telefonica

SA

(Spain)

(2)

(

2,312

)

(

11,311

)

Telstra

Group

Ltd.

(Australia)

(2)

(

2,866

)

(

7,671

)

(

229,245

)

Entertainment

-

(

0

.8

)

%

Bollore

SE

(France)

(2)

(

3,339

)

(

22,288

)

CTS

Eventim

AG

&

Co.

KGaA

(Germany)

(2)

(

446

)

(

46,440

)

Electronic

Arts,

Inc.

(

220

)

(

31,557

)

Embracer

Group

AB,

Class

B

(Sweden)

(2)

(

12,679

)

(

32,935

)

Madison

Square

Garden

Sports

Corp.,

Class

A

(

210

)

(

43,735

)

Nexon

Co.

Ltd.

(Japan)

(2)

(

800

)

(

15,897

)

Take-Two

Interactive

Software,

Inc.

(

234

)

(

35,968

)

Toho

Co.

Ltd.

(Japan)

(2)

(

700

)

(

28,392

)

Ubisoft

Entertainment

SA

(France)

(2)

(

2,721

)

(

30,550

)

Universal

Music

Group

NV

(Netherlands)

(2)

(

3,857

)

(

100,904

)

(

388,666

)

Interactive

Media

&

Services

-

(

0

.6

)

%

Alphabet,

Inc.,

Class

A

(

746

)

(

123,724

)

IAC,

Inc.

(

492

)

(

26,479

)

LY

Corp.

(Japan)

(2)

(

3,300

)

(

9,619

)

Match

Group,

Inc.

(

1,223

)

(

46,278

)

Meta

Platforms,

Inc.,

Class

A

(

52

)

(

29,767

)

SEEK

Ltd.

(Australia)

(2)

(

446

)

(

7,635

)

TripAdvisor,

Inc.

(

1,910

)

(

27,676

)

ZoomInfo

Technologies,

Inc.,

Class

A

(

3,094

)

(

31,930

)

(

303,108

)

Media

-

(

0

.8

)

%

Charter

Communications,

Inc.,

Class

A

(

156

)

(

50,557

)

Dentsu

Group,

Inc.

(Japan)

(2)

(

1,300

)

(

40,069

)

Fox

Corp.,

Class

A

(

1,546

)

(

65,442

)

Hakuhodo

DY

Holdings,

Inc.

(Japan)

(2)

(

1,700

)

(

13,930

)

Interpublic

Group

of

Cos.,

Inc.

(The)

(

288

)

(

9,110

)

Liberty

Broadband

Corp.,

Class

C

(

834

)

(

64,460

)

Paramount

Global,

Class

B

(

491

)

(

5,214

)

Sirius

XM

Holdings,

Inc.

(

203

)

(

4,801

)

274

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Media

-

(0.8)%

(continued)

TEGNA,

Inc.

(

1,685

)

(

26,589

)

WPP

plc

(United

Kingdom)

(2)

(

8,705

)

(

89,169

)

(

369,341

)

Wireless

Telecommunication

Services

-

(

0

.1

)

%

SoftBank

Corp.

(Japan)

(2)

(

11,000

)

(

14,361

)

T-Mobile

US,

Inc.

(

144

)

(

29,716

)

(

44,077

)

Total

Communication

Services

(

1,334,437

)

Consumer

Discretionary

-

(

7

.1

)

%

Automobile

Components

-

(

0

.6

)

%

Aptiv

plc

(

744

)

(

53,575

)

Continental

AG

(Germany)

(2)

(

182

)

(

11,794

)

Gentex

Corp.

(

3,683

)

(

109,348

)

Koito

Manufacturing

Co.

Ltd.

(Japan)

(2)

(

4,200

)

(

58,434

)

Lear

Corp.

(

43

)

(

4,694

)

Magna

International,

Inc.

(Canada)

(

439

)

(

18,009

)

Visteon

Corp.

(

95

)

(

9,048

)

(

264,902

)

Automobiles

-

(

0

.8

)

%

Bayerische

Motoren

Werke

AG

(Germany)

(2)

(

225

)

(

19,898

)

Ford

Motor

Co.

(

343

)

(

3,622

)

Mercedes-Benz

Group

AG

(Germany)

(2)

(

761

)

(

49,312

)

Nissan

Motor

Co.

Ltd.

(Japan)

(2)

(

37,600

)

(

106,808

)

Rivian

Automotive,

Inc.,

Class

A

(

868

)

(

9,739

)

Stellantis

NV

(2)

(

3,697

)

(

51,196

)

Subaru

Corp.

(Japan)

(2)

(

2,600

)

(

45,997

)

Suzuki

Motor

Corp.

(Japan)

(2)

(

800

)

(

9,008

)

Tesla,

Inc.

(

12

)

(

3,140

)

Toyota

Motor

Corp.

(Japan)

(2)

(

5,000

)

(

89,870

)

Volvo

Car

AB,

Class

B

(Sweden)

(2)

(

3,642

)

(

10,026

)

(

398,616

)

Broadline

Retail

-

(

0

.3

)

%

Canadian

Tire

Corp.

Ltd.,

Class

A

(Canada)

(

89

)

(

10,667

)

Dillard's,

Inc.,

Class

A

(

39

)

(

14,964

)

eBay,

Inc.

(

395

)

(

25,718

)

Etsy,

Inc.

(

97

)

(

5,386

)

Isetan

Mitsukoshi

Holdings

Ltd.

(Japan)

(2)

(

200

)

(

3,140

)

Kohl's

Corp.

(

1,897

)

(

40,027

)

Macy's,

Inc.

(

599

)

(

9,398

)

Next

plc

(United

Kingdom)

(2)

(

298

)

(

39,037

)

Nordstrom,

Inc.

(

504

)

(

11,335

)

(

159,672

)

Distributors

-

(

0

.1

)

%

D'ieteren

Group

(Belgium)

(2)

(

76

)

(

16,093

)

Genuine

Parts

Co.

(

44

)

(

6,146

)

LKQ

Corp.

(

473

)

(

18,882

)

INVESTMENTS

SHARES

VALUE

($)

Distributors

-

(0.1)%

(continued)

Pool

Corp.

(

8

)

(

3,015

)

(

44,136

)

Diversified

Consumer

Services

-

(

0

.2

)

%

ADT,

Inc.

(

1,145

)

(

8,278

)

Graham

Holdings

Co.,

Class

B

(

71

)

(

58,342

)

IDP

Education

Ltd.

(Australia)

(2)

(

565

)

(

6,190

)

Service

Corp.

International

(

312

)

(

24,626

)

(

97,436

)

Hotels,

Restaurants

&

Leisure

-

(

1

.9

)

%

Airbnb,

Inc.,

Class

A

(

318

)

(

40,326

)

Amadeus

IT

Group

SA

(Spain)

(2)

(

512

)

(

37,080

)

Churchill

Downs,

Inc.

(

440

)

(

59,492

)

Domino's

Pizza

Enterprises

Ltd.

(Australia)

(2)

(

500

)

(

12,222

)

Entain

plc

(United

Kingdom)

(2)

(

845

)

(

8,634

)

Hilton

Grand

Vacations,

Inc.

(

1,408

)

(

51,139

)

Hyatt

Hotels

Corp.,

Class

A

(

457

)

(

69,555

)

Las

Vegas

Sands

Corp.

(

1,741

)

(

87,642

)

Marriott

International,

Inc.,

Class

A

(

50

)

(

12,430

)

McDonald's

Corp.

(

359

)

(

109,319

)

MGM

Resorts

International

(

1,717

)

(

67,118

)

Oriental

Land

Co.

Ltd.

(Japan)

(2)

(

2,600

)

(

67,255

)

Planet

Fitness,

Inc.,

Class

A

(

367

)

(

29,808

)

Restaurant

Brands

International,

Inc.

(Canada)

(

807

)

(

58,231

)

Royal

Caribbean

Cruises

Ltd.

(

19

)

(

3,370

)

Vail

Resorts,

Inc.

(

95

)

(

16,558

)

Wyndham

Hotels

&

Resorts,

Inc.

(

315

)

(

24,614

)

Wynn

Resorts

Ltd.

(

753

)

(

72,198

)

Yum!

Brands,

Inc.

(

602

)

(

84,105

)

(

911,096

)

Household

Durables

-

(

1

.0

)

%

Barratt

Developments

plc

(United

Kingdom)

(2)

(

10,404

)

(

66,748

)

Berkeley

Group

Holdings

plc

(United

Kingdom)

(2)

(

445

)

(

28,147

)

DR

Horton,

Inc.

(

45

)

(

8,585

)

Helen

of

Troy

Ltd.

(

519

)

(

32,100

)

Iida

Group

Holdings

Co.

Ltd.

(Japan)

(2)

(

2,800

)

(

43,241

)

KB

Home

(

89

)

(

7,626

)

Leggett

&

Platt,

Inc.

(

269

)

(

3,664

)

Newell

Brands,

Inc.

(

2,312

)

(

17,756

)

Nikon

Corp.

(Japan)

(2)

(

2,100

)

(

21,750

)

Open

House

Group

Co.

Ltd.

(Japan)

(2)

(

1,500

)

(

56,739

)

Panasonic

Holdings

Corp.

(Japan)

(2)

(

4,600

)

(

40,410

)

Sekisui

House

Ltd.

(Japan)

(2)

(

200

)

(

5,553

)

SharkNinja,

Inc.

(

239

)

(

25,982

)

Sharp

Corp.

(Japan)

(2)

(

3,300

)

(

21,947

)

Sumitomo

Forestry

Co.

Ltd.

(Japan)

(2)

(

300

)

(

14,767

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

275

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Household

Durables

-

(1.0)%

(continued)

Taylor

Morrison

Home

Corp.,

Class

A

(

131

)

(

9,204

)

Taylor

Wimpey

plc

(United

Kingdom)

(2)

(

21,041

)

(

46,283

)

Tempur

Sealy

International,

Inc.

(

261

)

(

14,251

)

TopBuild

Corp.

(

39

)

(

15,866

)

Whirlpool

Corp.

(

151

)

(

16,157

)

(

496,776

)

Leisure

Products

-

(

0

.3

)

%

BRP,

Inc.

(

992

)

(

59,038

)

Brunswick

Corp.

(

259

)

(

21,709

)

Mattel,

Inc.

(

416

)

(

7,925

)

Polaris,

Inc.

(

139

)

(

11,570

)

Yamaha

Corp.

(Japan)

(2)

(

2,700

)

(

23,349

)

YETI

Holdings,

Inc.

(

176

)

(

7,221

)

(

130,812

)

Specialty

Retail

-

(

0

.9

)

%

Advance

Auto

Parts,

Inc.

(

654

)

(

25,499

)

AutoZone,

Inc.

(

3

)

(

9,450

)

Avolta

AG

(Switzerland)

(2)

(

1,436

)

(

60,780

)

Floor

&

Decor

Holdings,

Inc.,

Class

A

(

356

)

(

44,204

)

Home

Depot,

Inc.

(The)

(

127

)

(

51,460

)

JD

Sports

Fashion

plc

(United

Kingdom)

(2)

(

35,902

)

(

74,028

)

Lithia

Motors,

Inc.,

Class

A

(

84

)

(

26,682

)

Nitori

Holdings

Co.

Ltd.

(Japan)

(2)

(

300

)

(

44,665

)

Tractor

Supply

Co.

(

42

)

(

12,219

)

Ulta

Beauty,

Inc.

(

13

)

(

5,059

)

Valvoline,

Inc.

(

1,166

)

(

48,797

)

(

402,843

)

Textiles,

Apparel

&

Luxury

Goods

-

(

1

.0

)

%

Burberry

Group

plc

(United

Kingdom)

(2)

(

8,398

)

(

78,753

)

Cie

Financiere

Richemont

SA

(Registered)

(Switzerland)

(2)

(

303

)

(

48,118

)

Columbia

Sportswear

Co.

(

519

)

(

43,176

)

Crocs,

Inc.

(

122

)

(

17,667

)

HUGO

BOSS

AG

(Germany)

(2)

(

458

)

(

20,974

)

Kering

SA

(France)

(2)

(

168

)

(

48,359

)

Lululemon

Athletica,

Inc.

(

100

)

(

27,135

)

Moncler

SpA

(Italy)

(2)

(

122

)

(

7,756

)

NIKE,

Inc.,

Class

B

(

219

)

(

19,360

)

Puma

SE

(Germany)

(2)

(

232

)

(

9,701

)

Swatch

Group

AG

(The)

(Switzerland)

(2)

(

614

)

(

131,658

)

(

452,657

)

Total

Consumer

Discretionary

(

3,358,946

)

INVESTMENTS

SHARES

VALUE

($)

Consumer

Staples

-

(

4

.5

)

%

Beverages

-

(

0

.8

)

%

Brown-Forman

Corp.,

Class

B

(

1,302

)

(

64,058

)

Davide

Campari-Milano

NV

(Italy)

(2)

(

11,382

)

(

96,480

)

Diageo

plc

(United

Kingdom)

(2)

(

279

)

(

9,746

)

Heineken

NV

(Netherlands)

(2)

(

138

)

(

12,250

)

Keurig

Dr

Pepper,

Inc.

(

285

)

(

10,682

)

Kirin

Holdings

Co.

Ltd.

(Japan)

(2)

(

300

)

(

4,572

)

Pernod

Ricard

SA

(France)

(2)

(

727

)

(

109,990

)

Remy

Cointreau

SA

(France)

(2)

(

300

)

(

23,370

)

Treasury

Wine

Estates

Ltd.

(Australia)

(2)

(

6,218

)

(

51,332

)

(

382,480

)

Consumer

Staples

Distribution

&

Retail

-

(

0

.8

)

%

Aeon

Co.

Ltd.

(Japan)

(2)

(

1,800

)

(

48,889

)

Axfood

AB

(Sweden)

(2)

(

932

)

(

26,268

)

BJ's

Wholesale

Club

Holdings,

Inc.

(

109

)

(

8,990

)

Dollar

General

Corp.

(

315

)

(

26,639

)

Dollar

Tree,

Inc.

(

205

)

(

14,416

)

Endeavour

Group

Ltd.

(Australia)

(2)

(

7,175

)

(

24,812

)

Grocery

Outlet

Holding

Corp.

(

1,031

)

(

18,094

)

Jeronimo

Martins

SGPS

SA

(Portugal)

(

537

)

(

10,544

)

Kesko

OYJ,

Class

B

(Finland)

(2)

(

151

)

(

3,221

)

Kobe

Bussan

Co.

Ltd.

(Japan)

(2)

(

200

)

(

6,238

)

Koninklijke

Ahold

Delhaize

NV

(Netherlands)

(

928

)

(

32,054

)

Kroger

Co.

(The)

(

356

)

(

20,399

)

Loblaw

Cos.

Ltd.

(Canada)

(

34

)

(

4,527

)

MatsukiyoCocokara

&

Co.

(Japan)

(2)

(

300

)

(

4,943

)

Metro,

Inc.,

Class

A

(Canada)

(

66

)

(

4,172

)

Performance

Food

Group

Co.

(

37

)

(

2,900

)

Target

Corp.

(

35

)

(

5,455

)

Walgreens

Boots

Alliance,

Inc.

(

4,499

)

(

40,311

)

Woolworths

Group

Ltd.

(Australia)

(2)

(

3,354

)

(

77,072

)

(

379,944

)

Food

Products

-

(

1

.8

)

%

Ajinomoto

Co.,

Inc.

(Japan)

(2)

(

1,400

)

(

54,183

)

Archer-Daniels-Midland

Co.

(

502

)

(

29,989

)

Barry

Callebaut

AG

(Registered)

(Switzerland)

(2)

(

35

)

(

64,800

)

Bunge

Global

SA

(

349

)

(

33,727

)

Campbell

Soup

Co.

(

137

)

(

6,702

)

Chocoladefabriken

Lindt

&

Spruengli

AG

(Switzerland)

(2)

(

4

)

(

51,600

)

Hershey

Co.

(The)

(

451

)

(

86,493

)

Ingredion,

Inc.

(

25

)

(

3,436

)

J

M

Smucker

Co.

(The)

(

242

)

(

29,306

)

Kikkoman

Corp.

(Japan)

(2)

(

1,800

)

(

20,478

)

Kraft

Heinz

Co.

(The)

(

1,268

)

(

44,520

)

Lancaster

Colony

Corp.

(

72

)

(

12,713

)

Lotus

Bakeries

NV

(Belgium)

(2)

(

3

)

(

40,257

)

276

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Food

Products

-

(1.8)%

(continued)

MEIJI

Holdings

Co.

Ltd.

(Japan)

(2)

(

200

)

(

5,002

)

Mowi

ASA

(Norway)

(2)

(

532

)

(

9,557

)

Nestle

SA

(Registered)

(2)

(

261

)

(

26,229

)

Nissin

Foods

Holdings

Co.

Ltd.

(Japan)

(2)

(

2,100

)

(

58,683

)

Post

Holdings,

Inc.

(

364

)

(

42,133

)

Salmar

ASA

(Norway)

(

949

)

(

49,775

)

Seaboard

Corp.

(

18

)

(

56,466

)

Wilmar

International

Ltd.

(China)

(2)

(

4,200

)

(

10,893

)

Yakult

Honsha

Co.

Ltd.

(Japan)

(2)

(

4,000

)

(

92,635

)

(

829,577

)

Household

Products

-

(

0

.4

)

%

Clorox

Co.

(The)

(

65

)

(

10,589

)

Kimberly-Clark

Corp.

(

182

)

(

25,895

)

Reckitt

Benckiser

Group

plc

(United

Kingdom)

(2)

(

545

)

(

33,345

)

Reynolds

Consumer

Products,

Inc.

(

2,339

)

(

72,743

)

Unicharm

Corp.

(Japan)

(2)

(

1,300

)

(

46,834

)

(

189,406

)

Personal

Care

Products

-

(

0

.6

)

%

Coty,

Inc.,

Class

A

(

6,163

)

(

57,871

)

elf

Beauty,

Inc.

(

108

)

(

11,775

)

Haleon

plc

(2)

(

16,819

)

(

88,005

)

Kenvue,

Inc.

(

1,047

)

(

24,217

)

Kobayashi

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

700

)

(

27,841

)

Kose

Corp.

(Japan)

(2)

(

300

)

(

19,372

)

Shiseido

Co.

Ltd.

(Japan)

(2)

(

1,600

)

(

43,515

)

Unilever

plc

(United

Kingdom)

(2)

(

124

)

(

8,039

)

(

280,635

)

Tobacco

-

(

0

.1

)

%

Altria

Group,

Inc.

(

1,237

)

(

63,136

)

Total

Consumer

Staples

(

2,125,178

)

Energy

-

(

2

.3

)

%

Energy

Equipment

&

Services

-

(

0

.5

)

%

NOV,

Inc.

(

487

)

(

7,777

)

Schlumberger

NV

(

1,425

)

(

59,779

)

Tenaris

SA

(2)

(

6,282

)

(

99,707

)

Valaris

Ltd.

(

1,165

)

(

64,949

)

(

232,212

)

Oil,

Gas

&

Consumable

Fuels

-

(

1

.8

)

%

Ampol

Ltd.

(Australia)

(2)

(

608

)

(

12,825

)

APA

Corp.

(

1,135

)

(

27,762

)

BP

plc

(2)

(

2,148

)

(

11,203

)

Canadian

Natural

Resources

Ltd.

(Canada)

(

231

)

(

7,671

)

Cheniere

Energy,

Inc.

(

278

)

(

49,995

)

Chevron

Corp.

(

341

)

(

50,219

)

Chord

Energy

Corp.

(

319

)

(

41,543

)

Civitas

Resources,

Inc.

(

710

)

(

35,976

)

ConocoPhillips

(

135

)

(

14,213

)

Coterra

Energy,

Inc.

(

265

)

(

6,347

)

INVESTMENTS

SHARES

VALUE

($)

Oil,

Gas

&

Consumable

Fuels

-

(1.8)%

(continued)

Devon

Energy

Corp.

(

160

)

(

6,259

)

Eni

SpA

(Italy)

(2)

(

396

)

(

6,026

)

EOG

Resources,

Inc.

(

242

)

(

29,749

)

EQT

Corp.

(

748

)

(

27,407

)

Equinor

ASA

(Norway)

(2)

(

2,456

)

(

62,134

)

Exxon

Mobil

Corp.

(

441

)

(

51,694

)

Galp

Energia

SGPS

SA

(Portugal)

(2)

(

368

)

(

6,888

)

Idemitsu

Kosan

Co.

Ltd.

(Japan)

(2)

(

2,600

)

(

18,853

)

Imperial

Oil

Ltd.

(Canada)

(

230

)

(

16,181

)

Murphy

Oil

Corp.

(

122

)

(

4,116

)

Neste

OYJ

(Finland)

(2)

(

2,043

)

(

39,692

)

New

Hope

Corp.

Ltd.

(Australia)

(2)

(

10,155

)

(

36,420

)

Occidental

Petroleum

Corp.

(

1,501

)

(

77,362

)

ONEOK,

Inc.

(

461

)

(

42,011

)

PBF

Energy,

Inc.,

Class

A

(

127

)

(

3,931

)

Permian

Resources

Corp.,

Class

A

(

2,057

)

(

27,996

)

Phillips

66

(

86

)

(

11,305

)

Range

Resources

Corp.

(

452

)

(

13,903

)

Repsol

SA

(Spain)

(2)

(

4,770

)

(

62,913

)

Shell

plc

(2)

(

143

)

(

4,639

)

Tourmaline

Oil

Corp.

(Canada)

(

143

)

(

6,641

)

Whitehaven

Coal

Ltd.

(Australia)

(2)

(

745

)

(

3,695

)

Woodside

Energy

Group

Ltd.

(Australia)

(2)

(

2,169

)

(

37,388

)

(

854,957

)

Total

Energy

(

1,087,169

)

Financials

-

(

8

.5

)

%

Banks

-

(

2

.6

)

%

ABN

AMRO

Bank

NV,

CVA

(Netherlands)

(2)(b)

(

2,049

)

(

37,029

)

Associated

Banc-Corp.

(

664

)

(

14,303

)

Banco

Bilbao

Vizcaya

Argentaria

SA

(Spain)

(2)

(

4,668

)

(

50,425

)

Banco

Comercial

Portugues

SA,

Class

R

(Portugal)

(2)

(

6,090

)

(

2,748

)

Bank

of

Montreal

(Canada)

(

483

)

(

43,584

)

Bank

of

Nova

Scotia

(The)

(Canada)

(

53

)

(

2,888

)

Bankinter

SA

(Spain)

(2)

(

4,355

)

(

38,446

)

Banque

Cantonale

Vaudoise

(Registered)

(Switzerland)

(2)

(

72

)

(

7,436

)

BPER

Banca

SpA

(Italy)

(2)

(

4,414

)

(

24,870

)

Cadence

Bank

(

775

)

(

24,684

)

Chiba

Bank

Ltd.

(The)

(Japan)

(2)

(

5,100

)

(

41,454

)

Commonwealth

Bank

of

Australia

(Australia)

(2)

(

399

)

(

37,217

)

Concordia

Financial

Group

Ltd.

(Japan)

(2)

(

2,100

)

(

11,722

)

DBS

Group

Holdings

Ltd.

(Singapore)

(2)

(

800

)

(

23,691

)

DNB

Bank

ASA

(Norway)

(2)

(

366

)

(

7,506

)

First

Citizens

BancShares,

Inc.,

Class

A

(

18

)

(

33,137

)

First

Hawaiian,

Inc.

(

1,412

)

(

32,688

)

FNB

Corp.

(

274

)

(

3,866

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

277

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Banks

-

(2.6)%

(continued)

Glacier

Bancorp,

Inc.

(

576

)

(

26,323

)

Home

BancShares,

Inc.

(

964

)

(

26,115

)

HSBC

Holdings

plc

(United

Kingdom)

(2)

(

4,898

)

(

43,940

)

Japan

Post

Bank

Co.

Ltd.

(Japan)

(2)

(

1,800

)

(

16,897

)

JPMorgan

Chase

&

Co.

(

168

)

(

35,424

)

Jyske

Bank

A/S

(Registered)

(Denmark)

(2)

(

397

)

(

30,899

)

KBC

Group

NV

(Belgium)

(2)

(

50

)

(

3,978

)

KeyCorp

(

1,162

)

(

19,464

)

Kyoto

Financial

Group,

Inc.

(Japan)

(2)

(

1,500

)

(

23,262

)

Lloyds

Banking

Group

plc

(United

Kingdom)

(2)

(

13,002

)

(

10,223

)

Mediobanca

Banca

di

Credito

Finanziario

SpA

(Italy)

(2)

(

2,287

)

(

39,077

)

Mizuho

Financial

Group,

Inc.

(Japan)

(2)

(

3,800

)

(

78,549

)

National

Australia

Bank

Ltd.

(Australia)

(2)

(

333

)

(

8,621

)

Nordea

Bank

Abp

(Finland)

(2)

(

987

)

(

11,652

)

Old

National

Bancorp

(

1,160

)

(

21,646

)

Oversea-Chinese

Banking

Corp.

Ltd.

(Singapore)

(2)

(

1,200

)

(

14,047

)

Pinnacle

Financial

Partners,

Inc.

(

427

)

(

41,833

)

Regions

Financial

Corp.

(

1,073

)

(

25,033

)

Shizuoka

Financial

Group,

Inc.

(Japan)

(2)

(

4,500

)

(

39,250

)

Skandinaviska

Enskilda

Banken

AB,

Class

A

(Sweden)

(2)

(

623

)

(

9,537

)

SouthState

Corp.

(

284

)

(

27,599

)

Standard

Chartered

plc

(United

Kingdom)

(2)

(

4,093

)

(

43,410

)

Svenska

Handelsbanken

AB,

Class

A

(Sweden)

(2)

(

2,639

)

(

27,108

)

Swedbank

AB,

Class

A

(Sweden)

(2)

(

134

)

(

2,844

)

United

Bankshares,

Inc.

(

370

)

(

13,727

)

United

Overseas

Bank

Ltd.

(Singapore)

(2)

(

1,900

)

(

47,428

)

Valley

National

Bancorp

(

404

)

(

3,660

)

Webster

Financial

Corp.

(

82

)

(

3,822

)

Wells

Fargo

&

Co.

(

1,240

)

(

70,048

)

Wintrust

Financial

Corp.

(

169

)

(

18,342

)

(

1,221,452

)

Capital

Markets

-

(

2

.4

)

%

Blue

Owl

Capital,

Inc.,

Class

A

(

5,135

)

(

99,414

)

Charles

Schwab

Corp.

(The)

(

488

)

(

31,627

)

Coinbase

Global,

Inc.,

Class

A

(

131

)

(

23,340

)

Daiwa

Securities

Group,

Inc.

(Japan)

(2)

(

4,100

)

(

29,080

)

Deutsche

Bank

AG

(Registered)

(Germany)

(2)

(

2,962

)

(

51,277

)

EQT

AB

(Sweden)

(2)

(

661

)

(

22,691

)

FactSet

Research

Systems,

Inc.

(

41

)

(

18,854

)

Goldman

Sachs

Group,

Inc.

(The)

(

106

)

(

52,482

)

Houlihan

Lokey,

Inc.,

Class

A

(

698

)

(

110,298

)

INVESTMENTS

SHARES

VALUE

($)

Capital

Markets

-

(2.4)%

(continued)

Intercontinental

Exchange,

Inc.

(

355

)

(

57,027

)

Julius

Baer

Group

Ltd.

(Switzerland)

(2)

(

275

)

(

16,583

)

LPL

Financial

Holdings,

Inc.

(

14

)

(

3,257

)

Moody's

Corp.

(

78

)

(

37,018

)

Morgan

Stanley

(

412

)

(

42,947

)

Morningstar,

Inc.

(

18

)

(

5,744

)

MSCI,

Inc.,

Class

A

(

32

)

(

18,654

)

Nasdaq,

Inc.

(

440

)

(

32,124

)

Northern

Trust

Corp.

(

95

)

(

8,553

)

Onex

Corp.

(Canada)

(

42

)

(

2,942

)

Partners

Group

Holding

AG

(Switzerland)

(2)

(

19

)

(

28,646

)

Raymond

James

Financial,

Inc.

(

106

)

(

12,981

)

S&P

Global,

Inc.

(

139

)

(

71,810

)

Schroders

plc

(United

Kingdom)

(2)

(

3,009

)

(

14,099

)

SEI

Investments

Co.

(

1,519

)

(

105,100

)

St

James's

Place

plc

(United

Kingdom)

(2)

(

1,507

)

(

14,805

)

State

Street

Corp.

(

291

)

(

25,745

)

Stifel

Financial

Corp.

(

68

)

(

6,385

)

T.

Rowe

Price

Group,

Inc.

(

397

)

(

43,245

)

TMX

Group

Ltd.

(Canada)

(

700

)

(

21,940

)

TPG,

Inc.

(

1,090

)

(

62,740

)

Tradeweb

Markets,

Inc.,

Class

A

(

86

)

(

10,636

)

UBS

Group

AG

(Registered)

(Switzerland)

(2)

(

1,575

)

(

48,737

)

Virtu

Financial,

Inc.,

Class

A

(

542

)

(

16,509

)

(

1,147,290

)

Consumer

Finance

-

(

0

.2

)

%

Ally

Financial,

Inc.

(

605

)

(

21,532

)

Credit

Acceptance

Corp.

(

54

)

(

23,945

)

FirstCash

Holdings,

Inc.

(

143

)

(

16,416

)

Marui

Group

Co.

Ltd.

(Japan)

(2)

(

600

)

(

10,034

)

SoFi

Technologies,

Inc.

(

479

)

(

3,765

)

(

75,692

)

Financial

Services

-

(

0

.8

)

%

Apollo

Global

Management,

Inc.

(

245

)

(

30,603

)

Edenred

SE

(France)

(2)

(

2,699

)

(

102,226

)

Equitable

Holdings,

Inc.

(

115

)

(

4,833

)

Euronet

Worldwide,

Inc.

(

122

)

(

12,106

)

Fiserv,

Inc.

(

132

)

(

23,714

)

Global

Payments,

Inc.

(

126

)

(

12,905

)

Mitsubishi

HC

Capital,

Inc.

(Japan)

(2)

(

11,100

)

(

78,834

)

Rocket

Cos.,

Inc.,

Class

A

(

812

)

(

15,582

)

Shift4

Payments,

Inc.,

Class

A

(

435

)

(

38,541

)

Tokyo

Century

Corp.

(Japan)

(2)

(

1,300

)

(

14,644

)

Voya

Financial,

Inc.

(

85

)

(

6,734

)

Washington

H

Soul

Pattinson

&

Co.

Ltd.

(Australia)

(2)

(

179

)

(

4,287

)

Western

Union

Co.

(The)

(

818

)

(

9,759

)

WEX,

Inc.

(

20

)

(

4,195

)

278

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Financial

Services

-

(0.8)%

(continued)

Wise

plc,

Class

A

(United

Kingdom)

(2)

(

3,098

)

(

27,856

)

(

386,819

)

Insurance

-

(

2

.5

)

%

Aegon

Ltd.

(Netherlands)

(2)

(

483

)

(

3,102

)

Aflac,

Inc.

(

379

)

(

42,372

)

American

Financial

Group,

Inc.

(

559

)

(

75,241

)

Aon

plc,

Class

A

(

31

)

(

10,726

)

Arch

Capital

Group

Ltd.

(

236

)

(

26,404

)

Arthur

J

Gallagher

&

Co.

(

63

)

(

17,726

)

ASR

Nederland

NV

(Netherlands)

(2)

(

1,298

)

(

63,631

)

Baloise

Holding

AG

(Registered)

(Switzerland)

(2)

(

101

)

(

20,654

)

Beazley

plc

(United

Kingdom)

(2)

(

710

)

(

7,251

)

Brighthouse

Financial,

Inc.

(

155

)

(

6,980

)

Brown

&

Brown,

Inc.

(

175

)

(

18,130

)

Erie

Indemnity

Co.,

Class

A

(

221

)

(

119,300

)

Everest

Group

Ltd.

(

13

)

(

5,094

)

Fairfax

Financial

Holdings

Ltd.

(Canada)

(

3

)

(

3,788

)

Generali

(Italy)

(2)

(

550

)

(

15,919

)

Gjensidige

Forsikring

ASA

(Norway)

(

1,093

)

(

20,445

)

Helvetia

Holding

AG

(Registered)

(Switzerland)

(2)

(

272

)

(

47,037

)

Japan

Post

Insurance

Co.

Ltd.

(Japan)

(2)

(

3,800

)

(

69,791

)

Kinsale

Capital

Group,

Inc.

(

18

)

(

8,380

)

Lincoln

National

Corp.

(

1,604

)

(

50,542

)

Loews

Corp.

(

78

)

(

6,166

)

Markel

Group,

Inc.

(

32

)

(

50,195

)

Medibank

Pvt

Ltd.

(Australia)

(2)

(

20,887

)

(

52,697

)

NN

Group

NV

(Netherlands)

(2)

(

349

)

(

17,414

)

Primerica,

Inc.

(

51

)

(

13,523

)

Prudential

Financial,

Inc.

(

157

)

(

19,013

)

Prudential

plc

(Hong

Kong)

(2)

(

1,796

)

(

16,662

)

RenaissanceRe

Holdings

Ltd.

(

478

)

(

130,207

)

RLI

Corp.

(

80

)

(

12,398

)

Ryan

Specialty

Holdings,

Inc.,

Class

A

(

431

)

(

28,614

)

Sampo

OYJ,

Class

A

(Finland)

(2)

(

414

)

(

19,309

)

Sompo

Holdings,

Inc.

(Japan)

(2)

(

500

)

(

11,270

)

Sun

Life

Financial,

Inc.

(Canada)

(

536

)

(

31,091

)

Swiss

Life

Holding

AG

(Registered)

(Switzerland)

(2)

(

30

)

(

25,103

)

Swiss

Re

AG

(2)

(

441

)

(

61,025

)

T&D

Holdings,

Inc.

(Japan)

(2)

(

1,400

)

(

24,683

)

White

Mountains

Insurance

Group

Ltd.

(

3

)

(

5,089

)

(

1,156,972

)

Total

Financials

(

3,988,225

)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

-

(

5

.4

)

%

Biotechnology

-

(

0

.9

)

%

AbbVie,

Inc.

(

295

)

(

58,257

)

Amgen,

Inc.

(

45

)

(

14,499

)

Apellis

Pharmaceuticals,

Inc.

(

114

)

(

3,288

)

Arrowhead

Pharmaceuticals,

Inc.

(

2,184

)

(

42,304

)

Biogen,

Inc.

(

150

)

(

29,076

)

BioMarin

Pharmaceutical,

Inc.

(

138

)

(

9,700

)

CSL

Ltd.

(2)

(

163

)

(

32,198

)

Genmab

A/S

(Denmark)

(2)

(

56

)

(

13,576

)

Gilead

Sciences,

Inc.

(

56

)

(

4,695

)

Incyte

Corp.

(

159

)

(

10,510

)

Ionis

Pharmaceuticals,

Inc.

(

1,495

)

(

59,890

)

Moderna,

Inc.

(

285

)

(

19,046

)

Regeneron

Pharmaceuticals,

Inc.

(

35

)

(

36,793

)

Roivant

Sciences

Ltd.

(

5,564

)

(

64,209

)

Swedish

Orphan

Biovitrum

AB

(Sweden)

(

383

)

(

12,332

)

Vertex

Pharmaceuticals,

Inc.

(

88

)

(

40,927

)

(

451,300

)

Health

Care

Equipment

&

Supplies

-

(

1

.2

)

%

Ambu

A/S,

Class

B

(Denmark)

(2)

(

958

)

(

18,773

)

Asahi

Intecc

Co.

Ltd.

(Japan)

(2)

(

800

)

(

14,075

)

Baxter

International,

Inc.

(

485

)

(

18,415

)

BioMerieux

(France)

(2)

(

218

)

(

26,127

)

Carl

Zeiss

Meditec

AG

(Germany)

(2)

(

409

)

(

32,448

)

Coloplast

A/S,

Class

B

(Denmark)

(2)

(

216

)

(

28,155

)

DiaSorin

SpA

(Italy)

(2)

(

532

)

(

62,205

)

Edwards

Lifesciences

Corp.

(

324

)

(

21,381

)

Enovis

Corp.

(

94

)

(

4,047

)

EssilorLuxottica

SA

(France)

(2)

(

95

)

(

22,508

)

GE

HealthCare

Technologies,

Inc.

(

793

)

(

74,423

)

Globus

Medical,

Inc.,

Class

A

(

660

)

(

47,216

)

Haemonetics

Corp.

(

151

)

(

12,137

)

Insulet

Corp.

(

42

)

(

9,776

)

Koninklijke

Philips

NV

(Netherlands)

(2)

(

93

)

(

3,049

)

Lantheus

Holdings,

Inc.

(

65

)

(

7,134

)

Masimo

Corp.

(

24

)

(

3,200

)

Neogen

Corp.

(

3,335

)

(

56,061

)

Smith

&

Nephew

plc

(United

Kingdom)

(2)

(

3,064

)

(

47,556

)

STERIS

plc

(

58

)

(

14,067

)

Straumann

Holding

AG

(Registered)

(Switzerland)

(2)

(

46

)

(

7,525

)

Sysmex

Corp.

(Japan)

(2)

(

900

)

(

17,814

)

Terumo

Corp.

(Japan)

(2)

(

400

)

(

7,578

)

Zimmer

Biomet

Holdings,

Inc.

(

57

)

(

6,153

)

(

561,823

)

Health

Care

Providers

&

Services

-

(

0

.8

)

%

Acadia

Healthcare

Co.,

Inc.

(

74

)

(

4,692

)

Amplifon

SpA

(Italy)

(2)

(

1,379

)

(

39,688

)

Centene

Corp.

(

96

)

(

7,227

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

279

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Health

Care

Providers

&

Services

-

(0.8)%

(continued)

Cigna

Group

(The)

(

49

)

(

16,976

)

CVS

Health

Corp.

(

514

)

(

32,320

)

Galenica

AG

(Switzerland)

(2)(b)

(

46

)

(

4,053

)

HealthEquity,

Inc.

(

56

)

(

4,584

)

Henry

Schein,

Inc.

(

1,026

)

(

74,795

)

McKesson

Corp.

(

30

)

(

14,833

)

Option

Care

Health,

Inc.

(

1,045

)

(

32,708

)

Premier,

Inc.,

Class

A

(

1,545

)

(

30,900

)

Progyny,

Inc.

(

910

)

(

15,252

)

Ramsay

Health

Care

Ltd.

(Australia)

(2)

(

1,452

)

(

41,678

)

Sonic

Healthcare

Ltd.

(Australia)

(2)

(

377

)

(

7,091

)

UnitedHealth

Group,

Inc.

(

63

)

(

36,835

)

(

363,632

)

Health

Care

Technology

-

(

0

.4

)

%

Certara,

Inc.

(

3,803

)

(

44,533

)

Doximity,

Inc.,

Class

A

(

722

)

(

31,457

)

M3,

Inc.

(Japan)

(2)

(

10,700

)

(

107,150

)

(

183,140

)

Life

Sciences

Tools

&

Services

-

(

0

.9

)

%

Agilent

Technologies,

Inc.

(

72

)

(

10,691

)

Avantor,

Inc.

(

376

)

(

9,727

)

Azenta,

Inc.

(

1,192

)

(

57,740

)

Bachem

Holding

AG,

Class

B

(Switzerland)

(2)

(

320

)

(

26,976

)

Bio-Rad

Laboratories,

Inc.,

Class

A

(

76

)

(

25,428

)

Bio-Techne

Corp.

(

453

)

(

36,208

)

Charles

River

Laboratories

International,

Inc.

(

69

)

(

13,591

)

Danaher

Corp.

(

27

)

(

7,507

)

Eurofins

Scientific

SE

(Luxembourg)

(2)

(

924

)

(

58,583

)

Fortrea

Holdings,

Inc.

(

1,018

)

(

20,360

)

Repligen

Corp.

(

272

)

(

40,479

)

Revvity,

Inc.

(

227

)

(

28,999

)

Sartorius

Stedim

Biotech

(France)

(2)

(

233

)

(

48,785

)

Tecan

Group

AG

(Registered)

(Switzerland)

(2)

(

127

)

(

41,735

)

West

Pharmaceutical

Services,

Inc.

(

18

)

(

5,403

)

(

432,212

)

Pharmaceuticals

-

(

1

.2

)

%

AstraZeneca

plc

(United

Kingdom)

(2)

(

327

)

(

50,942

)

Bayer

AG

(Registered)

(Germany)

(2)

(

985

)

(

33,324

)

Chugai

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

300

)

(

14,541

)

Daiichi

Sankyo

Co.

Ltd.

(Japan)

(2)

(

400

)

(

13,213

)

Eisai

Co.

Ltd.

(Japan)

(2)

(

1,100

)

(

41,002

)

Elanco

Animal

Health,

Inc.

(

780

)

(

11,458

)

Hikma

Pharmaceuticals

plc

(Jordan)

(2)

(

612

)

(

15,661

)

Jazz

Pharmaceuticals

plc

(

116

)

(

12,924

)

Johnson

&

Johnson

(

617

)

(

99,991

)

INVESTMENTS

SHARES

VALUE

($)

Pharmaceuticals

-

(1.2)%

(continued)

Kyowa

Kirin

Co.

Ltd.

(Japan)

(2)

(

1,900

)

(

33,529

)

Merck

&

Co.,

Inc.

(

153

)

(

17,375

)

Merck

KGaA

(Germany)

(2)

(

38

)

(

6,708

)

Ono

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

7,100

)

(

95,306

)

Organon

&

Co.

(

258

)

(

4,936

)

Orion

OYJ,

Class

B

(Finland)

(2)

(

744

)

(

40,767

)

Perrigo

Co.

plc

(

207

)

(

5,430

)

Recordati

Industria

Chimica

e

Farmaceutica

SpA

(Italy)

(2)

(

178

)

(

10,072

)

Roche

Holding

AG

(2)

(

79

)

(

25,281

)

Royalty

Pharma

plc,

Class

A

(

106

)

(

2,999

)

Takeda

Pharmaceutical

Co.

Ltd.

(Japan)

(2)

(

100

)

(

2,881

)

Viatris,

Inc.

(

2,245

)

(

26,064

)

(

564,404

)

Total

Health

Care

(

2,556,511

)

Industrials

-

(

11

.9

)

%

Aerospace

&

Defense

-

(

0

.6

)

%

Axon

Enterprise,

Inc.

(

91

)

(

36,364

)

BAE

Systems

plc

(United

Kingdom)

(2)

(

741

)

(

12,302

)

Boeing

Co.

(The)

(

345

)

(

52,454

)

CAE,

Inc.

(Canada)

(

218

)

(

4,092

)

HEICO

Corp.

(

306

)

(

80,013

)

L3Harris

Technologies,

Inc.

(

34

)

(

8,087

)

Leonardo

SpA

(Italy)

(2)

(

1,265

)

(

28,312

)

Melrose

Industries

plc

(United

Kingdom)

(2)

(

5,923

)

(

36,199

)

RTX

Corp.

(

210

)

(

25,444

)

Saab

AB,

Class

B

(Sweden)

(2)

(

727

)

(

15,493

)

(

298,760

)

Air

Freight

&

Logistics

-

(

0

.6

)

%

CH

Robinson

Worldwide,

Inc.

(

47

)

(

5,187

)

Deutsche

Post

AG

(Germany)

(2)

(

2,081

)

(

92,826

)

DSV

A/S

(Denmark)

(2)

(

228

)

(

46,925

)

FedEx

Corp.

(

51

)

(

13,958

)

GXO

Logistics,

Inc.

(

74

)

(

3,853

)

United

Parcel

Service,

Inc.,

Class

B

(

427

)

(

58,217

)

Yamato

Holdings

Co.

Ltd.

(Japan)

(2)

(

4,700

)

(

53,522

)

(

274,488

)

Building

Products

-

(

0

.7

)

%

A

O

Smith

Corp.

(

561

)

(

50,395

)

AAON,

Inc.

(

451

)

(

48,636

)

Advanced

Drainage

Systems,

Inc.

(

46

)

(

7,229

)

Carrier

Global

Corp.

(

142

)

(

11,430

)

Daikin

Industries

Ltd.

(Japan)

(2)

(

300

)

(

42,108

)

Hayward

Holdings,

Inc.

(

1,252

)

(

19,206

)

Nibe

Industrier

AB,

Class

B

(Sweden)

(2)

(

5,521

)

(

30,259

)

Owens

Corning

(

59

)

(

10,415

)

280

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Building

Products

-

(0.7)%

(continued)

ROCKWOOL

A/S,

Class

B

(Denmark)

(2)

(

57

)

(

26,759

)

Simpson

Manufacturing

Co.,

Inc.

(

89

)

(

17,023

)

TOTO

Ltd.

(Japan)

(2)

(

700

)

(

26,038

)

Trex

Co.,

Inc.

(

749

)

(

49,868

)

(

339,366

)

Commercial

Services

&

Supplies

-

(

0

.9

)

%

Brink's

Co.

(The)

(

175

)

(

20,237

)

Cleanaway

Waste

Management

Ltd.

(Australia)

(2)

(

10,801

)

(

21,880

)

Element

Fleet

Management

Corp.

(Canada)

(

882

)

(

18,756

)

GFL

Environmental,

Inc.

(

1,167

)

(

46,552

)

MSA

Safety,

Inc.

(

112

)

(

19,862

)

RB

Global,

Inc.

(Canada)

(

661

)

(

53,200

)

Rentokil

Initial

plc

(United

Kingdom)

(2)

(

1,544

)

(

7,550

)

Republic

Services,

Inc.,

Class

A

(

188

)

(

37,758

)

Rollins,

Inc.

(

537

)

(

27,161

)

Secom

Co.

Ltd.

(Japan)

(2)

(

400

)

(

14,796

)

Securitas

AB,

Class

B

(Sweden)

(2)

(

7,125

)

(

90,451

)

Tetra

Tech,

Inc.

(

885

)

(

41,737

)

Veralto

Corp.

(

218

)

(

24,385

)

Waste

Management,

Inc.

(

29

)

(

6,020

)

(

430,345

)

Construction

&

Engineering

-

(

0

.6

)

%

API

Group

Corp.

(

1,101

)

(

36,355

)

EMCOR

Group,

Inc.

(

9

)

(

3,875

)

Ferrovial

SE

(2)

(

1,230

)

(

52,862

)

Fluor

Corp.

(

201

)

(

9,590

)

Quanta

Services,

Inc.

(

201

)

(

59,928

)

Skanska

AB,

Class

B

(Sweden)

(2)

(

2,507

)

(

52,259

)

Taisei

Corp.

(Japan)

(2)

(

100

)

(

4,391

)

Valmont

Industries,

Inc.

(

101

)

(

29,285

)

WillScot

Holdings

Corp.

(

555

)

(

20,868

)

(

269,413

)

Electrical

Equipment

-

(

0

.5

)

%

AMETEK,

Inc.

(

230

)

(

39,493

)

Emerson

Electric

Co.

(

269

)

(

29,421

)

Fuji

Electric

Co.

Ltd.

(Japan)

(2)

(

200

)

(

12,119

)

Generac

Holdings,

Inc.

(

139

)

(

22,084

)

Mitsubishi

Electric

Corp.

(Japan)

(2)

(

300

)

(

4,866

)

NEXTracker,

Inc.,

Class

A

(

225

)

(

8,433

)

NIDEC

Corp.

(Japan)

(2)

(

600

)

(

12,632

)

Plug

Power,

Inc.

(

14,262

)

(

32,232

)

Regal

Rexnord

Corp.

(

240

)

(

39,811

)

Rockwell

Automation,

Inc.

(

67

)

(

17,987

)

Sensata

Technologies

Holding

plc

(

91

)

(

3,263

)

(

222,341

)

INVESTMENTS

SHARES

VALUE

($)

Ground

Transportation

-

(

1

.1

)

%

Avis

Budget

Group,

Inc.

(

136

)

(

11,912

)

Canadian

National

Railway

Co.

(Canada)

(

267

)

(

31,265

)

Canadian

Pacific

Kansas

City

Ltd.

(Canada)

(

343

)

(

29,336

)

Central

Japan

Railway

Co.

(Japan)

(2)

(

1,300

)

(

30,017

)

CSX

Corp.

(

211

)

(

7,286

)

Keisei

Electric

Railway

Co.

Ltd.

(Japan)

(2)

(

3,400

)

(

101,364

)

Kintetsu

Group

Holdings

Co.

Ltd.

(Japan)

(2)

(

2,600

)

(

64,752

)

Knight-Swift

Transportation

Holdings,

Inc.,

Class

A

(

607

)

(

32,748

)

Norfolk

Southern

Corp.

(

35

)

(

8,697

)

Odakyu

Electric

Railway

Co.

Ltd.

(Japan)

(2)

(

5,900

)

(

65,808

)

Old

Dominion

Freight

Line,

Inc.

(

28

)

(

5,562

)

Saia,

Inc.

(

55

)

(

24,049

)

Schneider

National,

Inc.,

Class

B

(

685

)

(

19,550

)

Tokyu

Corp.

(Japan)

(2)

(

300

)

(

3,885

)

Uber

Technologies,

Inc.

(

90

)

(

6,764

)

U-Haul

Holding

Co.

(

65

)

(

5,036

)

Union

Pacific

Corp.

(

139

)

(

34,261

)

XPO,

Inc.

(

166

)

(

17,847

)

(

500,139

)

Industrial

Conglomerates

-

(

0

.2

)

%

Honeywell

International,

Inc.

(

175

)

(

36,174

)

Keppel

Ltd.

(Singapore)

(2)

(

1,000

)

(

5,137

)

Lifco

AB,

Class

B

(Sweden)

(2)

(

1,015

)

(

33,428

)

(

74,739

)

Machinery

-

(

3

.5

)

%

Aalberts

NV

(Netherlands)

(2)

(

737

)

(

29,960

)

AGCO

Corp.

(

448

)

(

43,841

)

Chart

Industries,

Inc.

(

166

)

(

20,607

)

CNH

Industrial

NV

(

2,901

)

(

32,201

)

Daifuku

Co.

Ltd.

(Japan)

(2)

(

400

)

(

7,743

)

Daimler

Truck

Holding

AG

(Germany)

(2)

(

813

)

(

30,526

)

Deere

&

Co.

(

65

)

(

27,127

)

Dover

Corp.

(

88

)

(

16,873

)

Epiroc

AB,

Class

A

(Sweden)

(2)

(

3,735

)

(

80,898

)

Esab

Corp.

(

222

)

(

23,601

)

FANUC

Corp.

(Japan)

(2)

(

300

)

(

8,811

)

Fluidra

SA

(Spain)

(2)

(

1,197

)

(

31,379

)

Fortive

Corp.

(

247

)

(

19,496

)

Gates

Industrial

Corp.

plc

(

967

)

(

16,971

)

Graco,

Inc.

(

224

)

(

19,602

)

Hitachi

Construction

Machinery

Co.

Ltd.

(Japan)

(2)

(

2,600

)

(

63,726

)

Hoshizaki

Corp.

(Japan)

(2)

(

600

)

(

20,896

)

Husqvarna

AB,

Class

B

(Sweden)

(2)

(

3,942

)

(

27,613

)

IDEX

Corp.

(

21

)

(

4,505

)

Indutrade

AB

(Sweden)

(2)

(

287

)

(

8,931

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

281

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Machinery

-

(3.5)%

(continued)

Ingersoll

Rand,

Inc.

(

374

)

(

36,712

)

Interpump

Group

SpA

(Italy)

(2)

(

953

)

(

44,520

)

Kone

OYJ,

Class

B

(Finland)

(2)

(

86

)

(

5,145

)

Kubota

Corp.

(Japan)

(2)

(

5,100

)

(

72,820

)

Metso

OYJ

(Finland)

(2)

(

4,198

)

(

44,887

)

Middleby

Corp.

(The)

(

449

)

(

62,469

)

MINEBEA

MITSUMI,

Inc.

(Japan)

(2)

(

1,900

)

(

37,556

)

Nordson

Corp.

(

518

)

(

136,042

)

Oshkosh

Corp.

(

191

)

(

19,140

)

PACCAR,

Inc.

(

211

)

(

20,822

)

Rational

AG

(Germany)

(2)

(

12

)

(

12,251

)

RBC

Bearings,

Inc.

(

268

)

(

80,234

)

Schindler

Holding

AG

(Switzerland)

(2)

(

242

)

(

71,028

)

SKF

AB,

Class

B

(Sweden)

(2)

(

856

)

(

17,051

)

SMC

Corp.

(Japan)

(2)

(

200

)

(

89,444

)

Snap-on,

Inc.

(

31

)

(

8,981

)

Spirax

Group

plc

(United

Kingdom)

(2)

(

711

)

(

71,672

)

Sumitomo

Heavy

Industries

Ltd.

(Japan)

(2)

(

200

)

(

4,839

)

Terex

Corp.

(

56

)

(

2,963

)

Timken

Co.

(The)

(

62

)

(

5,226

)

TOMRA

Systems

ASA

(Norway)

(2)

(

1,469

)

(

21,592

)

Toro

Co.

(The)

(

148

)

(

12,836

)

Toyota

Industries

Corp.

(Japan)

(2)

(

1,100

)

(

85,297

)

Valmet

OYJ

(Finland)

(2)

(

562

)

(

18,027

)

Xylem,

Inc.

(

215

)

(

29,031

)

Yaskawa

Electric

Corp.

(Japan)

(2)

(

3,200

)

(

112,021

)

(

1,657,913

)

Marine

Transportation

-

(

0

.1

)

%

AP

Moller

-

Maersk

A/S,

Class

B

(Denmark)

(2)

(

41

)

(

68,994

)

Passenger

Airlines

-

(

0

.4

)

%

Air

Canada

(Canada)

(

3,820

)

(

46,294

)

American

Airlines

Group,

Inc.

(

1,203

)

(

13,522

)

Deutsche

Lufthansa

AG

(Registered)

(Germany)

(2)

(

3,033

)

(

22,215

)

Singapore

Airlines

Ltd.

(Singapore)

(2)

(

4,600

)

(

24,283

)

Southwest

Airlines

Co.

(

3,247

)

(

96,208

)

(

202,522

)

Professional

Services

-

(

1

.4

)

%

ALS

Ltd.

(Australia)

(2)

(

4,529

)

(

44,898

)

Bureau

Veritas

SA

(France)

(2)

(

1,836

)

(

60,912

)

Clarivate

plc

(

6,663

)

(

47,307

)

Concentrix

Corp.

(

158

)

(

8,098

)

Dayforce,

Inc.

(

503

)

(

30,809

)

Dun

&

Bradstreet

Holdings,

Inc.

(

4,585

)

(

52,773

)

Equifax,

Inc.

(

20

)

(

5,877

)

ExlService

Holdings,

Inc.

(

350

)

(

13,353

)

Exponent,

Inc.

(

30

)

(

3,458

)

FTI

Consulting,

Inc.

(

80

)

(

18,205

)

Hays

plc

(United

Kingdom)

(2)

(

12,797

)

(

15,886

)

INVESTMENTS

SHARES

VALUE

($)

Professional

Services

-

(1.4)%

(continued)

Insperity,

Inc.

(

208

)

(

18,304

)

Maximus,

Inc.

(

809

)

(

75,367

)

Paychex,

Inc.

(

174

)

(

23,349

)

Paycom

Software,

Inc.

(

136

)

(

22,654

)

Paylocity

Holding

Corp.

(

163

)

(

26,890

)

Randstad

NV

(Netherlands)

(2)

(

1,035

)

(

51,425

)

Science

Applications

International

Corp.

(

267

)

(

37,185

)

Teleperformance

SE

(France)

(2)

(

253

)

(

26,173

)

Thomson

Reuters

Corp.

(Canada)

(

464

)

(

79,145

)

(

662,068

)

Trading

Companies

&

Distributors

-

(

1

.1

)

%

Air

Lease

Corp.,

Class

A

(

1,123

)

(

50,861

)

Ashtead

Group

plc

(United

Kingdom)

(2)

(

271

)

(

20,997

)

Beijer

Ref

AB,

Class

B

(Sweden)

(2)

(

2,388

)

(

39,315

)

Brenntag

SE

(Germany)

(2)

(

752

)

(

56,131

)

Core

&

Main,

Inc.,

Class

A

(

511

)

(

22,688

)

GATX

Corp.

(

345

)

(

45,695

)

IMCD

NV

(Netherlands)

(2)

(

379

)

(

65,838

)

Mitsubishi

Corp.

(Japan)

(2)

(

200

)

(

4,156

)

Mitsui

&

Co.

Ltd.

(Japan)

(2)

(

3,900

)

(

87,220

)

MSC

Industrial

Direct

Co.,

Inc.,

Class

A

(

205

)

(

17,642

)

Reece

Ltd.

(Australia)

(2)

(

448

)

(

8,786

)

Rexel

SA

(France)

(2)

(

453

)

(

13,131

)

RS

GROUP

plc

(United

Kingdom)

(2)

(

4,112

)

(

44,693

)

SiteOne

Landscape

Supply,

Inc.

(

172

)

(

25,957

)

Toromont

Industries

Ltd.

(Canada)

(

32

)

(

3,124

)

Toyota

Tsusho

Corp.

(Japan)

(2)

(

600

)

(

10,970

)

(

517,204

)

Transportation

Infrastructure

-

(

0

.2

)

%

Aeroports

de

Paris

SA

(France)

(2)

(

345

)

(

44,307

)

Atlas

Arteria

Ltd.

(Australia)

(2)

(

1,533

)

(

5,166

)

Japan

Airport

Terminal

Co.

Ltd.

(Japan)

(2)

(

900

)

(

32,478

)

Transurban

Group

(Australia)

(2)

(

2,362

)

(

21,341

)

(

103,292

)

Total

Industrials

(

5,621,584

)

Information

Technology

-

(

7

.9

)

%

Communications

Equipment

-

(

0

.2

)

%

Ciena

Corp.

(

325

)

(

20,017

)

Cisco

Systems,

Inc.

(

1,093

)

(

58,169

)

Lumentum

Holdings,

Inc.

(

547

)

(

34,669

)

(

112,855

)

Electronic

Equipment,

Instruments

&

Components

-

(

1

.3

)

%

Arrow

Electronics,

Inc.

(

41

)

(

5,446

)

Avnet,

Inc.

(

61

)

(

3,313

)

Belden,

Inc.

(

158

)

(

18,507

)

CDW

Corp.

(

54

)

(

12,220

)

Cognex

Corp.

(

1,008

)

(

40,824

)

282

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Electronic

Equipment,

Instruments

&

Components

-

(1.3)%

(continued)

Crane

NXT

Co.

(

1,346

)

(

75,511

)

Hamamatsu

Photonics

KK

(Japan)

(2)

(

11,200

)

(

146,140

)

Ibiden

Co.

Ltd.

(Japan)

(2)

(

800

)

(

24,726

)

IPG

Photonics

Corp.

(

250

)

(

18,580

)

Keysight

Technologies,

Inc.

(

193

)

(

30,673

)

Kyocera

Corp.

(Japan)

(2)

(

1,300

)

(

15,193

)

Omron

Corp.

(Japan)

(2)

(

1,000

)

(

45,720

)

Shimadzu

Corp.

(Japan)

(2)

(

1,300

)

(

43,480

)

Spectris

plc

(United

Kingdom)

(2)

(

326

)

(

11,914

)

Taiyo

Yuden

Co.

Ltd.

(Japan)

(2)

(

400

)

(

8,237

)

Teledyne

Technologies,

Inc.

(

85

)

(

37,201

)

Vishay

Intertechnology,

Inc.

(

4,804

)

(

90,844

)

Vontier

Corp.

(

217

)

(

7,322

)

(

635,851

)

IT

Services

-

(

1

.4

)

%

Accenture

plc,

Class

A

(Ireland)

(

83

)

(

29,339

)

Akamai

Technologies,

Inc.

(

287

)

(

28,973

)

Alten

SA

(France)

(2)

(

217

)

(

24,259

)

Amdocs

Ltd.

(

151

)

(

13,210

)

ASGN,

Inc.

(

273

)

(

25,452

)

Bechtle

AG

(Germany)

(2)

(

720

)

(

32,207

)

Capgemini

SE

(France)

(2)

(

690

)

(

148,971

)

CGI,

Inc.

(Canada)

(

38

)

(

4,373

)

Cognizant

Technology

Solutions

Corp.,

Class

A

(

692

)

(

53,409

)

Globant

SA

(

122

)

(

24,173

)

NEXTDC

Ltd.

(Australia)

(2)

(

999

)

(

12,047

)

Nomura

Research

Institute

Ltd.

(Japan)

(2)

(

1,300

)

(

48,245

)

NTT

Data

Group

Corp.

(Japan)

(2)

(

3,800

)

(

68,391

)

Obic

Co.

Ltd.

(Japan)

(2)

(

1,500

)

(

52,626

)

Okta,

Inc.,

Class

A

(

353

)

(

26,242

)

Reply

SpA

(Italy)

(2)

(

149

)

(

22,469

)

Snowflake,

Inc.,

Class

A

(

209

)

(

24,006

)

TIS,

Inc.

(Japan)

(2)

(

800

)

(

20,421

)

(

658,813

)

Semiconductors

&

Semiconductor

Equipment

-

(

2

.7

)

%

Advanced

Micro

Devices,

Inc.

(

353

)

(

57,920

)

Allegro

MicroSystems,

Inc.

(Japan)

(

3,430

)

(

79,919

)

Analog

Devices,

Inc.

(

168

)

(

38,669

)

Applied

Materials,

Inc.

(

80

)

(

16,164

)

ASML

Holding

NV

(Netherlands)

(2)

(

72

)

(

59,894

)

BE

Semiconductor

Industries

NV

(Netherlands)

(2)

(

174

)

(

22,192

)

Enphase

Energy,

Inc.

(

25

)

(

2,826

)

GLOBALFOUNDRIES,

Inc.

(

1,285

)

(

51,721

)

Infineon

Technologies

AG

(Germany)

(2)

(

486

)

(

17,063

)

Intel

Corp.

(

4,727

)

(

110,895

)

Lasertec

Corp.

(Japan)

(2)

(

200

)

(

33,345

)

Lattice

Semiconductor

Corp.

(

420

)

(

22,289

)

MACOM

Technology

Solutions

Holdings,

Inc.

(

801

)

(

89,119

)

INVESTMENTS

SHARES

VALUE

($)

Semiconductors

&

Semiconductor

Equipment

-

(2.7)%

(continued)

Microchip

Technology,

Inc.

(

314

)

(

25,211

)

Micron

Technology,

Inc.

(

65

)

(

6,741

)

MKS

Instruments,

Inc.

(

168

)

(

18,263

)

ON

Semiconductor

Corp.

(

726

)

(

52,715

)

Power

Integrations,

Inc.

(

669

)

(

42,896

)

Qorvo,

Inc.

(

37

)

(

3,822

)

Renesas

Electronics

Corp.

(Japan)

(2)

(

600

)

(

8,708

)

Rohm

Co.

Ltd.

(Japan)

(2)

(

9,200

)

(

103,644

)

SCREEN

Holdings

Co.

Ltd.

(Japan)

(2)

(

400

)

(

28,129

)

Silicon

Laboratories,

Inc.

(

219

)

(

25,310

)

Skyworks

Solutions,

Inc.

(

112

)

(

11,062

)

SOITEC

(France)

(2)

(

412

)

(

41,265

)

STMicroelectronics

NV

(Singapore)

(2)

(

773

)

(

23,085

)

SUMCO

Corp.

(Japan)

(2)

(

7,500

)

(

81,120

)

Synaptics,

Inc.

(

693

)

(

53,763

)

Teradyne,

Inc.

(

32

)

(

4,286

)

Texas

Instruments,

Inc.

(

190

)

(

39,248

)

Wolfspeed,

Inc.

(

8,855

)

(

85,894

)

(

1,257,178

)

Software

-

(

2

.0

)

%

Altair

Engineering,

Inc.,

Class

A

(

571

)

(

54,536

)

Aspen

Technology,

Inc.

(

315

)

(

75,228

)

Atlassian

Corp.,

Class

A

(

45

)

(

7,147

)

Autodesk,

Inc.

(

26

)

(

7,163

)

Bentley

Systems,

Inc.,

Class

B

(

1,249

)

(

63,462

)

BILL

Holdings,

Inc.

(

328

)

(

17,305

)

Blackbaud,

Inc.

(

173

)

(

14,650

)

Cadence

Design

Systems,

Inc.

(

189

)

(

51,225

)

CCC

Intelligent

Solutions

Holdings,

Inc.

(

2,013

)

(

22,244

)

Confluent,

Inc.,

Class

A

(

577

)

(

11,759

)

Dassault

Systemes

SE

(France)

(2)

(

208

)

(

8,262

)

DocuSign,

Inc.,

Class

A

(

256

)

(

15,895

)

Dropbox,

Inc.,

Class

A

(

1,047

)

(

26,625

)

Five9,

Inc.

(

1,465

)

(

42,090

)

Informatica,

Inc.,

Class

A

(

936

)

(

23,662

)

Intuit,

Inc.

(

5

)

(

3,105

)

Microsoft

Corp.

(

298

)

(

128,229

)

MicroStrategy,

Inc.,

Class

A

(

352

)

(

59,347

)

nCino,

Inc.

(

623

)

(

19,681

)

Open

Text

Corp.

(Canada)

(

261

)

(

8,688

)

Procore

Technologies,

Inc.

(

102

)

(

6,295

)

PTC,

Inc.

(

85

)

(

15,356

)

Roper

Technologies,

Inc.

(

105

)

(

58,426

)

Sage

Group

plc

(The)

(United

Kingdom)

(2)

(

640

)

(

8,791

)

Salesforce,

Inc.

(

213

)

(

58,300

)

Synopsys,

Inc.

(

86

)

(

43,550

)

Temenos

AG

(Registered)

(Switzerland)

(2)

(

291

)

(

20,374

)

Tyler

Technologies,

Inc.

(

56

)

(

32,688

)

Workday,

Inc.,

Class

A

(

171

)

(

41,794

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

283

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Software

-

(2.0)%

(continued)

Zscaler,

Inc.

(

20

)

(

3,419

)

(

949,296

)

Technology

Hardware,

Storage

&

Peripherals

-

(

0

.3

)

%

Brother

Industries

Ltd.

(Japan)

(2)

(

300

)

(

5,884

)

FUJIFILM

Holdings

Corp.

(Japan)

(2)

(

200

)

(

5,177

)

Hewlett

Packard

Enterprise

Co.

(

298

)

(

6,097

)

HP,

Inc.

(

1,391

)

(

49,895

)

Ricoh

Co.

Ltd.

(Japan)

(2)

(

300

)

(

3,256

)

Seagate

Technology

Holdings

plc

(

110

)

(

12,048

)

Seiko

Epson

Corp.

(Japan)

(2)

(

200

)

(

3,700

)

Super

Micro

Computer,

Inc.

(

45

)

(

18,738

)

Western

Digital

Corp.

(

172

)

(

11,746

)

(

116,541

)

Total

Information

Technology

(

3,730,534

)

Materials

-

(

6

.2

)

%

Chemicals

-

(

2

.6

)

%

Air

Products

and

Chemicals,

Inc.

(

229

)

(

68,182

)

Albemarle

Corp.

(

580

)

(

54,932

)

Arcadium

Lithium

plc

(Argentina)

(

22,159

)

(

63,153

)

Cabot

Corp.

(

26

)

(

2,906

)

Celanese

Corp.,

Class

A

(

943

)

(

128,210

)

CF

Industries

Holdings,

Inc.

(

523

)

(

44,873

)

Chemours

Co.

(The)

(

1,891

)

(

38,425

)

Clariant

AG

(Registered)

(Switzerland)

(2)

(

2,758

)

(

41,801

)

Corteva,

Inc.

(

193

)

(

11,346

)

Croda

International

plc

(United

Kingdom)

(2)

(

1,013

)

(

57,237

)

Dow,

Inc.

(

575

)

(

31,412

)

Eastman

Chemical

Co.

(

346

)

(

38,735

)

EMS-Chemie

Holding

AG

(Registered)

(Switzerland)

(2)

(

87

)

(

73,100

)

Hexpol

AB

(Sweden)

(2)

(

867

)

(

8,966

)

Linde

plc

(

82

)

(

39,103

)

LyondellBasell

Industries

NV,

Class

A

(

432

)

(

41,429

)

Mitsui

Chemicals,

Inc.

(Japan)

(2)

(

400

)

(

10,685

)

Mosaic

Co.

(The)

(

544

)

(

14,568

)

NewMarket

Corp.

(

6

)

(

3,311

)

Nippon

Paint

Holdings

Co.

Ltd.

(Japan)

(2)

(

11,300

)

(

86,060

)

Nippon

Sanso

Holdings

Corp.

(Japan)

(2)

(

1,600

)

(

58,725

)

Nissan

Chemical

Corp.

(Japan)

(2)

(

2,500

)

(

89,746

)

Nutrien

Ltd.

(Canada)

(

737

)

(

35,415

)

OCI

NV

(Netherlands)

(2)

(

453

)

(

12,915

)

Olin

Corp.

(

122

)

(

5,854

)

RPM

International,

Inc.

(

36

)

(

4,356

)

Umicore

SA

(Belgium)

(2)

(

3,819

)

(

49,563

)

Wacker

Chemie

AG

(Germany)

(2)

(

440

)

(

43,520

)

Westlake

Corp.

(

137

)

(

20,590

)

INVESTMENTS

SHARES

VALUE

($)

Chemicals

-

(2.6)%

(continued)

Yara

International

ASA

(Brazil)

(2)

(

2,065

)

(

65,240

)

(

1,244,358

)

Construction

Materials

-

(

0

.3

)

%

Buzzi

SpA

(Italy)

(2)

(

72

)

(

2,873

)

Heidelberg

Materials

AG

(Germany)

(2)

(

152

)

(

16,559

)

Martin

Marietta

Materials,

Inc.

(

260

)

(

139,945

)

(

159,377

)

Containers

&

Packaging

-

(

0

.5

)

%

Avery

Dennison

Corp.

(

48

)

(

10,596

)

Graphic

Packaging

Holding

Co.

(

726

)

(

21,482

)

International

Paper

Co.

(

891

)

(

43,525

)

SIG

Group

AG

(Switzerland)

(2)

(

3,793

)

(

84,565

)

Silgan

Holdings,

Inc.

(

1,435

)

(

75,338

)

(

235,506

)

Metals

&

Mining

-

(

2

.7

)

%

Anglo

American

plc

(South

Africa)

(2)

(

1,379

)

(

44,825

)

Antofagasta

plc

(Chile)

(2)

(

3,982

)

(

107,334

)

ArcelorMittal

SA

(Luxembourg)

(2)

(

4,117

)

(

107,802

)

Aurubis

AG

(Germany)

(2)

(

534

)

(

39,180

)

BHP

Group

Ltd.

(Australia)

(2)

(

1,897

)

(

58,895

)

BlueScope

Steel

Ltd.

(Australia)

(2)

(

1,056

)

(

16,120

)

Cleveland-Cliffs,

Inc.

(

2,359

)

(

30,124

)

Commercial

Metals

Co.

(

87

)

(

4,782

)

Endeavour

Mining

plc

(Burkina

Faso)

(2)

(

1,654

)

(

39,142

)

Fortescue

Ltd.

(Australia)

(2)

(

603

)

(

8,505

)

Freeport-McMoRan,

Inc.

(

242

)

(

12,081

)

Glencore

plc

(Australia)

(2)

(

14,334

)

(

82,086

)

IGO

Ltd.

(Australia)

(2)

(

1,945

)

(

7,811

)

JFE

Holdings,

Inc.

(Japan)

(2)

(

1,200

)

(

16,133

)

Kobe

Steel

Ltd.

(Japan)

(2)

(

900

)

(

10,786

)

Liontown

Resources

Ltd.

(Australia)

(2)

(

6,475

)

(

3,579

)

Lundin

Mining

Corp.

(Chile)

(

6,201

)

(

64,970

)

Lynas

Rare

Earths

Ltd.

(Australia)

(2)

(

10,148

)

(

55,677

)

Mineral

Resources

Ltd.

(Australia)

(2)

(

1,615

)

(

57,581

)

MP

Materials

Corp.

(

1,777

)

(

31,364

)

Newmont

Corp.

(

224

)

(

11,973

)

Nippon

Steel

Corp.

(Japan)

(2)

(

3,300

)

(

73,960

)

Nucor

Corp.

(

380

)

(

57,129

)

Pilbara

Minerals

Ltd.

(Australia)

(2)

(

22,613

)

(

50,863

)

Reliance,

Inc.

(

223

)

(

64,494

)

Rio

Tinto

plc

(Australia)

(2)

(

1,225

)

(

86,960

)

South32

Ltd.

(Australia)

(2)

(

3,043

)

(

7,805

)

SSAB

AB,

Class

B

(Sweden)

(2)

(

5,101

)

(

26,118

)

Steel

Dynamics,

Inc.

(

79

)

(

9,960

)

Sumitomo

Metal

Mining

Co.

Ltd.

(Japan)

(2)

(

1,100

)

(

33,011

)

Teck

Resources

Ltd.,

Class

B

(Canada)

(

464

)

(

24,235

)

284

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Metals

&

Mining

-

(2.7)%

(continued)

thyssenkrupp

AG

(Germany)

(2)

(

3,949

)

(

15,300

)

(

1,260,585

)

Paper

&

Forest

Products

-

(

0

.1

)

%

Holmen

AB,

Class

B

(Sweden)

(2)

(

593

)

(

25,674

)

Stora

Enso

OYJ,

Class

R

(Finland)

(2)

(

668

)

(

8,547

)

(

34,221

)

Total

Materials

(

2,934,047

)

Real

Estate

-

(

1

.3

)

%

Diversified

REITs

-

(

0

.0

)

%

†

WP

Carey,

Inc.,

REIT

(

91

)

(

5,669

)

Hotel

&

Resort

REITs

-

(

0

.0

)

%

†

Host

Hotels

&

Resorts,

Inc.,

REIT

(

664

)

(

11,686

)

Industrial

REITs

-

(

0

.1

)

%

First

Industrial

Realty

Trust,

Inc.,

REIT

(

408

)

(

22,840

)

Rexford

Industrial

Realty,

Inc.,

REIT

(

174

)

(

8,754

)

STAG

Industrial,

Inc.,

REIT

(

853

)

(

33,344

)

(

64,938

)

Office

REITs

-

(

0

.0

)

%

†

Kilroy

Realty

Corp.,

REIT

(

71

)

(

2,748

)

Real

Estate

Management

&

Development

-

(

0

.1

)

%

CoStar

Group,

Inc.

(

516

)

(

38,927

)

Lendlease

Corp.

Ltd.

(Australia)

(2)

(

576

)

(

2,816

)

(

41,743

)

Residential

REITs

-

(

0

.1

)

%

American

Homes

4

Rent,

Class

A,

REIT

(

451

)

(

17,314

)

Camden

Property

Trust,

REIT

(

127

)

(

15,688

)

Equity

LifeStyle

Properties,

Inc.,

REIT

(

115

)

(

8,204

)

Mid-America

Apartment

Communities,

Inc.,

REIT

(

119

)

(

18,909

)

(

60,115

)

Retail

REITs

-

(

0

.3

)

%

Agree

Realty

Corp.,

REIT

(

111

)

(

8,362

)

Kite

Realty

Group

Trust,

REIT

(

1,497

)

(

39,760

)

Realty

Income

Corp.,

REIT

(

934

)

(

59,234

)

Regency

Centers

Corp.,

REIT

(

158

)

(

11,413

)

(

118,769

)

Specialized

REITs

-

(

0

.7

)

%

Crown

Castle,

Inc.,

REIT

(

176

)

(

20,879

)

CubeSmart,

REIT

(

101

)

(

5,437

)

Digital

Realty

Trust,

Inc.,

REIT

(

118

)

(

19,096

)

Equinix,

Inc.,

REIT

(

56

)

(

49,707

)

Extra

Space

Storage,

Inc.,

REIT

(

213

)

(

38,380

)

Gaming

and

Leisure

Properties,

Inc.,

REIT

(

1,259

)

(

64,775

)

National

Storage

Affiliates

Trust,

REIT

(

798

)

(

38,464

)

INVESTMENTS

SHARES

VALUE

($)

Specialized

REITs

-

(0.7)%

(continued)

Rayonier,

Inc.,

REIT

(

779

)

(

25,068

)

VICI

Properties,

Inc.,

Class

A,

REIT

(

1,412

)

(

47,034

)

(

308,840

)

Total

Real

Estate

(

614,508

)

Utilities

-

(

2

.5

)

%

Electric

Utilities

-

(

0

.8

)

%

Acciona

SA

(Spain)

(2)

(

92

)

(

13,053

)

ALLETE,

Inc.

(

269

)

(

17,267

)

Alliant

Energy

Corp.

(

212

)

(

12,866

)

BKW

AG

(Switzerland)

(2)

(

179

)

(

32,460

)

Chubu

Electric

Power

Co.,

Inc.

(Japan)

(2)

(

700

)

(

8,226

)

EDP

SA

(Portugal)

(2)

(

2,717

)

(

12,392

)

Elia

Group

SA/NV

(Belgium)

(2)

(

95

)

(

10,858

)

Entergy

Corp.

(

423

)

(

55,671

)

Exelon

Corp.

(

906

)

(

36,738

)

FirstEnergy

Corp.

(

188

)

(

8,338

)

IDACORP,

Inc.

(

227

)

(

23,401

)

Kansai

Electric

Power

Co.,

Inc.

(The)

(Japan)

(2)

(

600

)

(

9,944

)

NextEra

Energy,

Inc.

(

655

)

(

55,367

)

OGE

Energy

Corp.

(

677

)

(

27,770

)

Pinnacle

West

Capital

Corp.

(

32

)

(

2,835

)

Portland

General

Electric

Co.

(

197

)

(

9,436

)

SSE

plc

(United

Kingdom)

(2)

(

404

)

(

10,183

)

Tohoku

Electric

Power

Co.,

Inc.

(Japan)

(2)

(

1,300

)

(

12,459

)

Tokyo

Electric

Power

Co.

Holdings,

Inc.

(Japan)

(2)

(

2,600

)

(

11,531

)

TXNM

Energy,

Inc.

(

601

)

(

26,306

)

(

397,101

)

Gas

Utilities

-

(

0

.1

)

%

APA

Group

(Australia)

(2)

(

2,540

)

(

13,593

)

Snam

SpA

(Italy)

(2)

(

703

)

(

3,581

)

Southwest

Gas

Holdings,

Inc.

(

524

)

(

38,650

)

Tokyo

Gas

Co.

Ltd.

(Japan)

(2)

(

200

)

(

4,659

)

(

60,483

)

Independent

Power

and

Renewable

Electricity

Producers

-

(

0

.5

)

%

Brookfield

Renewable

Corp.,

Class

A

(

611

)

(

19,950

)

Capital

Power

Corp.

(Canada)

(

2,419

)

(

87,946

)

Clearway

Energy,

Inc.,

Class

C

(

190

)

(

5,829

)

Northland

Power,

Inc.

(Canada)

(

172

)

(

2,967

)

Ormat

Technologies,

Inc.

(

419

)

(

32,238

)

RWE

AG

(Germany)

(2)

(

2,800

)

(

102,012

)

(

250,942

)

Multi-Utilities

-

(

0

.6

)

%

A2A

SpA

(Italy)

(2)

(

18,608

)

(

42,984

)

AGL

Energy

Ltd.

(Australia)

(2)

(

903

)

(

7,378

)

Ameren

Corp.

(

121

)

(

10,582

)

CenterPoint

Energy,

Inc.

(

533

)

(

15,681

)

Centrica

plc

(United

Kingdom)

(2)

(

9,749

)

(

15,249

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

285

(Continued)

INVESTMENTS

SHARES

VALUE

($)

Multi-Utilities

-

(0.6)%

(continued)

CMS

Energy

Corp.

(

505

)

(

35,668

)

Hera

SpA

(Italy)

(2)

(

1,128

)

(

4,501

)

Public

Service

Enterprise

Group,

Inc.

(

253

)

(

22,570

)

Sempra

(

882

)

(

73,762

)

WEC

Energy

Group,

Inc.

(

338

)

(

32,509

)

(

260,884

)

Water

Utilities

-

(

0

.5

)

%

American

Water

Works

Co.,

Inc.

(

156

)

(

22,813

)

Severn

Trent

plc

(United

Kingdom)

(2)

(

2,877

)

(

101,856

)

United

Utilities

Group

plc

(United

Kingdom)

(2)

(

6,545

)

(

91,763

)

(

216,432

)

Total

Utilities

(

1,185,842

)

TOTAL

COMMON

STOCKS

(Proceeds

$(28,181,219))

(28,536,981)

PREFERRED

STOCKS

-

(0.5)%

Consumer

Discretionary

-

(

0

.3

)

%

Automobiles

-

(

0

.3

)

%

Dr

Ing

hc

F

Porsche

AG

(Preference)

(Germany)

(2)(b)

(

923

)

(

73,761

)

Volkswagen

AG

(Preference)

(Germany)

(2)

(

544

)

(

57,779

)

Total

Consumer

Discretionary

(

131,540

)

Consumer

Staples

-

(

0

.1

)

%

Household

Products

-

(

0

.1

)

%

Henkel

AG

&

Co.

KGaA

(Preference)

(Germany)

(2)

(

476

)

(

44,744

)

Health

Care

-

(

0

.1

)

%

Life

Sciences

Tools

&

Services

-

(

0

.1

)

%

Sartorius

AG

(Preference)

(Germany)

(2)

(

194

)

(

54,549

)

TOTAL

PREFERRED

STOCKS

(Proceeds

$(227,269))

(230,833)

TOTAL

SHORT

POSITIONS

(Proceeds

$(28,408,488))

(28,767,814)

TOTAL

INVESTMENTS

IN

SECURITIES

AT

VALUE

-

75.5%

(Cost

$35,016,188)

35,673,558

OTHER

ASSETS

IN

EXCESS

OF

LIABILITIES

-

24.5%

‡

11,582,341

NET

ASSETS

-

100.0%

47,255,899

286

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

SECTOR

VALUE

%

OF

NET

ASSETS

Communication

Services

$

168,562

0

.4

%

Consumer

Discretionary

426,665

0

.9

Consumer

Staples

(

302,725

)

(

0

.6

)

Energy

(

662,177

)

(

1

.4

)

Financials

81,082

0

.1

Health

Care

(

205,181

)

(

0

.4

)

Industrials

527,243

1

.1

Information

Technology

(

88,828

)

(

0

.2

)

Materials

(

502,323

)

(

1

.1

)

Real

Estate

188,054

0

.4

Utilities

83,920

0

.2

Investment

Companies

29,619,892

62

.7

U.S.

Treasury

Obligations

6,339,374

13

.4

Total

Investments

In

Securities

At

Value

35,673,558

75

.5

Other

Assets

in

Excess

of

Liabilities

‡

11,582,341

24

.5

Net

Assets

$

47,255,899

100

.0

%

*

Non-income

producing

security.

†

Represents

less

than

0.05%

of

net

assets.

‡

Includes

appreciation/(depreciation)

on

forward

foreign

currency

exchange,

futures

and

swap

contracts.

(a)

All

or

a

portion

of

this

security

is

segregated

in

connection

with

obligations

for

securities

sold

short.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$27,895,242,

which

is

inclusive

of

rehypothecated

amounts disclosed

below.

In

addition,

$3,161,145

of

cash

collateral

was

also

pledged.

(b)

Securities

exempt

from

registration

under

Rule

144A

or

section

4(2),

of

the

Securities

Act

of

1933.

Under

procedures

approved

by

the

Board

of

Trustees,

such

securities

have

been

determined

to

be

liquid

by

the

investment

adviser

and

may

be

resold,

normally

to

qualified

institutional

buyers

in

transactions

exempt

from

registration.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$571,483,

which

represents

1.21%

of

net

assets

of

the

Fund.

(c)

All

or

a

portion

of

this

security

has

been

rehypothecated

in

connection

with

the

Fund's

Master

Securities

Loan

Agreement

with

State

Street

Bank

and

Trust

Company.

Total

value

of

all

such

securities

at

September

30,

2024

amounted

to

$4,401,343.

(d)

Represents

7-day

effective

yield

as

of

September

30,

2024.

(e)

All

or

a

portion

of

the

security

pledged

as

collateral

for

forward

foreign

currency

exchange

and

swap

contracts.

(f)

The

rate

shown

was

the

effective

yield

at

the

date

of

purchase.

All

securities

are

Level

1

with

respect

to

ASC

820,

unless

otherwise

noted

in

parentheses.

(2)

Level

2

security.

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

287

(Continued)

Credit

default

swap

contracts

outstanding

-

buy

protection

as

of

September

30,

2024:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

PAID

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Main

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

0

.59

%

EUR

50,000

$

(

1,119

)

$

(

15

)

$

(

1,134

)

iTraxx

Europe

Main

Index

Series

42.V1

1

.00

Quarterly

12/20/2029

0

.59

EUR

50,000

(

1,119

)

(

15

)

(

1,134

)

Markit

CDX

North

America

Investment

Grade

Index

Series

43.V1

1

.00

Quarterly

12/20/2029

0

.53

USD

83,000

(

1,873

)

(

8

)

(

1,881

)

Markit

CDX

North

America

Investment

Grade

Index

Series

43.V1

1

.00

Quarterly

12/20/2029

0

.53

USD

83,000

(

1,874

)

(

7

)

(

1,881

)

$

(

5,985

)

$

(

45

)

$

(

6,030

)

Credit

default

swap

contracts

outstanding

-

sell

protection

as

of

September

30,

2024

:

Exchange-Cleared

REFERENCE

ENTITY

FINANCING

RATE

RECEIVED

PAYMENT

FREQUENCY

MATURITY

DATE

CREDIT

SPREAD

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

iTraxx

Europe

Crossover

Index

Series

42.V1

5

.00

%

Quarterly

12/20/2029

3

.11

%

EUR

125,000

$

11,330

$

395

$

11,725

iTraxx

Europe

Crossover

Index

Series

42.V1

5

.00

Quarterly

12/20/2029

3

.11

EUR

125,000

11,330

395

11,725

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

Quarterly

12/20/2029

0

.05

USD

129,000

9,442

(

29

)

9,413

Markit

CDX

North

America

High

Yield

Index

Series

43.V1

5

.00

Quarterly

12/20/2029

0

.05

USD

129,000

9,443

(

29

)

9,414

41,545

732

42,277

Markit

CDX

North

America

Emerging

Markets

Index

Series

42.V1

1

.00

%

Quarterly

12/20/2029

1

.63

%

USD

87,000

$

(

2,598

)

$

113

$

(

2,485

)

Markit

CDX

North

America

Emerging

Markets

Index

Series

42.V1

1

.00

Quarterly

12/20/2029

1

.63

USD

87,000

(

2,599

)

112

(

2,487

)

(

5,197

)

225

(

4,972

)

$

36,348

$

957

$

37,305

Forward

effective

interest

rate

swap

contracts

outstanding

as

of

September

30,

2024:

Exchange-Cleared

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

CORRA

Semi

2.50%

Semi

3/17/2027

CAD

100,000

$

(

129

)

$

156

$

27

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

300,000

1,240

2,283

3,523

Pay

1D

CORRA

Semi

3.00%

Semi

12/20/2034

CAD

200,000

752

1,597

2,349

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

5,000,000

159

(

86

)

73

Pay

1D

MIBOR

Semi

6.00%

Semi

3/19/2027

INR

5,000,000

159

(

86

)

73

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

5,700,000

(

12,709

)

28,841

16,132

Pay

1D

SARON

Annual

0.50%

Annual

12/16/2026

CHF

5,700,000

(

12,663

)

28,775

16,112

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

400,000

200

1,207

1,407

288

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

1D

SARON

Annual

0.50%

Annual

3/17/2027

CHF

500,000

$

93

$

1,666

$

1,759

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

800,000

8,820

5,755

14,575

Pay

1D

SOFR

Annual

3.50%

Annual

12/20/2034

USD

700,000

7,336

5,261

12,597

Pay

1D

SOFR

Annual

3.50%

Annual

3/21/2035

USD

100,000

3,229

(

1,279

)

1,950

Pay

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

100,000

161

(

150

)

11

Pay

1D

SONIA

Annual

3.50%

Annual

3/20/2030

GBP

100,000

1,220

(

1,209

)

11

Pay

1D

SORA

Semi

2.50%

Semi

12/19/2029

SGD

200,000

(

1,030

)

2,560

1,530

Pay

1D

SORA

Semi

2.50%

Semi

12/19/2029

SGD

200,000

653

878

1,531

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

18,000,000

826

(

385

)

441

Pay

1D

THOR

Qtrly

2.00%

Qtrly

12/18/2026

THB

18,000,000

827

(

386

)

441

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

2,000,000

175

(

75

)

100

Pay

1D

THOR

Qtrly

2.00%

Qtrly

3/19/2027

THB

2,000,000

175

(

75

)

100

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

35,000,000

1,682

404

2,086

Pay

1D

TONAR

Annual

1.00%

Annual

12/20/2034

JPY

35,000,000

1,735

350

2,085

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

35,000,000

4,235

(

2,677

)

1,558

Pay

1D

TONAR

Annual

1.50%

Annual

12/21/2044

JPY

35,000,000

4,235

(

2,677

)

1,558

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

9,000,000

2,692

8,814

11,506

Pay

3M

BBR

Qtrly

3.50%

Semi

12/16/2026

NZD

8,900,000

2,834

8,544

11,378

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

400,000

3,132

(

482

)

2,650

Pay

3M

BBR

Qtrly

4.00%

Semi

12/13/2034

NZD

400,000

3,225

(

575

)

2,650

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

650,000,000

1,190

1,166

2,356

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/16/2026

KRW

650,000,000

1,190

1,166

2,356

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

150,000,000

620

94

714

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/17/2027

KRW

150,000,000

620

94

714

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/19/2029

KRW

300,000,000

1,945

851

2,796

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

12/19/2029

KRW

300,000,000

1,945

851

2,796

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

100,000,000

1,031

(

16

)

1,015

Pay

3M

CD_KSDA

Qtrly

3.00%

Qtrly

3/20/2030

KRW

100,000,000

1,031

(

16

)

1,015

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/19/2029

HKD

700,000

(

79

)

468

389

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/19/2029

HKD

800,000

(

91

)

535

444

Pay

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

1,000,000

(

390

)

496

106

Pay

3M

JIBAR

Qtrly

7.50%

Qtrly

12/19/2029

ZAR

1,000,000

(

390

)

496

106

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

60,500,000

(

7,450

)

16,379

8,929

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/16/2026

SEK

60,500,000

(

7,450

)

16,379

8,929

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

500,000

225

(

70

)

155

Pay

3M

STIBOR

Qtrly

2.00%

Annual

3/17/2027

SEK

500,000

225

(

70

)

155

Pay

6M

BUBOR

Semi

5.50%

Annual

12/19/2029

HUF

10,000,000

(

49

)

245

196

Pay

6M

BUBOR

Semi

5.50%

Annual

12/19/2029

HUF

10,000,000

(

49

)

245

196

Pay

6M

BUBOR

Semi

5.50%

Annual

3/20/2030

HUF

5,000,000

114

3

117

Pay

6M

BUBOR

Semi

5.50%

Annual

3/20/2030

HUF

5,000,000

114

3

117

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/20/2030

EUR

100,000

1,087

864

1,951

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

1,200,000

6,708

13,665

20,373

Pay

6M

EURIBOR

Semi

2.50%

Annual

12/20/2034

EUR

1,100,000

5,567

13,539

19,106

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

100,000

1,349

435

1,784

Pay

6M

EURIBOR

Semi

2.50%

Annual

3/21/2035

EUR

100,000

423

1,360

1,783

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

1,500,000

640

(

63

)

577

Pay

6M

NIBOR

Semi

3.50%

Annual

12/20/2034

NOK

1,500,000

640

(

63

)

577

Pay

6M

WIBOR

Semi

4.50%

Annual

12/19/2029

PLN

200,000

331

238

569

Pay

6M

WIBOR

Semi

4.50%

Annual

12/19/2029

PLN

200,000

331

238

569

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

2,100,000

3,277

62

3,339

Receive

1D

CORRA

Semi

2.50%

Semi

12/19/2029

CAD

2,200,000

3,433

65

3,498

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

1,900,000

6,441

9,180

15,621

Receive

1D

SOFR

Annual

3.00%

Annual

12/19/2029

USD

2,000,000

6,629

9,814

16,443

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

2,300,000

7,680

284

7,964

Receive

1D

SONIA

Annual

3.50%

Annual

12/19/2029

GBP

2,400,000

8,545

(

285

)

8,260

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

200,000

3,559

9,553

13,112

Receive

1D

SONIA

Annual

3.50%

Annual

12/16/2054

GBP

100,000

1,779

4,777

6,556

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

289

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

625,000,000

$

2,640

$

(

318

)

$

2,322

Receive

1D

TONAR

Annual

0.50%

Annual

3/17/2027

JPY

625,000,000

2,640

(

318

)

2,322

Receive

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

15,000,000

589

48

637

Receive

1D

TONAR

Annual

0.50%

Annual

12/19/2029

JPY

15,000,000

589

48

637

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

500,000

96

(

1

)

95

Receive

1M

TIIE

Monthly

8.50%

Monthly

12/16/2026

MXN

500,000

96

(

1

)

95

Receive

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

1,100,000

(

25

)

166

141

Receive

3M

BBR

Qtrly

3.50%

Semi

12/12/2029

NZD

1,100,000

(

25

)

166

141

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

100,000

112

(

77

)

35

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/17/2027

ILS

200,000

252

(

182

)

70

Receive

3M

TELBOR

Qtrly

4.00%

Annual

3/20/2030

ILS

100,000

413

(

235

)

178

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

5,800,000

708

53

761

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

12/18/2026

TWD

5,800,000

708

53

761

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

4,500,000

541

28

569

Receive

3M

TWCPBA

Qtrly

1.50%

Qtrly

3/19/2027

TWD

4,500,000

541

28

569

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

500,000

2,938

968

3,906

Receive

6M

BBR

Semi

3.50%

Semi

12/13/2029

AUD

400,000

2,284

841

3,125

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

400,000

486

2,250

2,736

Receive

6M

BBR

Semi

3.50%

Semi

3/07/2030

AUD

400,000

486

2,250

2,736

92,054

195,678

287,732

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

6,500,000

(

22,277

)

11,940

(

10,337

)

Pay

1D

CORRA

Semi

2.50%

Semi

12/16/2026

CAD

6,600,000

(

22,619

)

12,122

(

10,497

)

Pay

1D

MIBOR

Semi

6.00%

Semi

12/18/2026

INR

5,100,000

26

(

37

)

(

11

)

Pay

1D

MIBOR

Semi

6.00%

Semi

12/18/2026

INR

5,100,000

26

(

37

)

(

11

)

Pay

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

300,000

(

7,558

)

4,402

(

3,156

)

Pay

1D

SARON

Annual

0.50%

Annual

12/20/2034

CHF

300,000

(

7,558

)

4,402

(

3,156

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

3,900,000

(

11,536

)

(

7,515

)

(

19,051

)

Pay

1D

SOFR

Annual

3.00%

Annual

12/16/2026

USD

3,800,000

(

11,241

)

(

7,411

)

(

18,652

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

700,000

217

(

1,818

)

(

1,601

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/17/2027

USD

700,000

179

(

1,779

)

(

1,600

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

200,000

(

650

)

(

698

)

(

1,348

)

Pay

1D

SOFR

Annual

3.00%

Annual

3/20/2030

USD

200,000

49

(

1,266

)

(

1,217

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

6,100,000

(

9,315

)

(

27,458

)

(

36,773

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/16/2026

GBP

6,100,000

(

9,315

)

(

27,458

)

(

36,773

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/17/2027

GBP

100,000

164

(

410

)

(

246

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

500,000

763

(

6,399

)

(

5,636

)

Pay

1D

SONIA

Annual

3.50%

Annual

12/20/2034

GBP

500,000

(

3,576

)

(

2,060

)

(

5,636

)

Pay

1D

SONIA

Annual

3.50%

Annual

3/21/2035

GBP

100,000

(

356

)

(

535

)

(

891

)

Pay

1D

SORA

Semi

2.00%

Semi

12/16/2026

SGD

500,000

(

1,173

)

(

587

)

(

1,760

)

Pay

1D

SORA

Semi

2.00%

Semi

12/16/2026

SGD

400,000

(

938

)

(

469

)

(

1,407

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

255,000,000

(

12,290

)

(

814

)

(

13,104

)

Pay

1D

TONAR

Annual

0.50%

Annual

3/21/2030

JPY

255,000,000

(

12,290

)

(

814

)

(

13,104

)

Pay

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

5,800,000

(

1,332

)

(

345

)

(

1,677

)

Pay

1W

CNREPOFIX_

CFXS

Qtrly

1.50%

Qtrly

12/18/2026

CNY

5,800,000

(

1,332

)

(

345

)

(

1,677

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

1,800,000

(

2,149

)

2,062

(

87

)

Pay

3M

BBR

Qtrly

3.50%

Qtrly

12/10/2026

AUD

1,900,000

(

2,180

)

2,088

(

92

)

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/16/2026

HKD

1,100,000

(

542

)

503

(

39

)

Pay

3M

HIBOR

Qtrly

3.00%

Qtrly

12/16/2026

HKD

1,100,000

(

546

)

513

(

33

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

4,000,000

(

839

)

660

(

179

)

Pay

3M

JIBAR

Qtrly

7.00%

Qtrly

12/17/2026

ZAR

4,000,000

(

839

)

660

(

179

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

2,100,000

(

3,038

)

(

848

)

(

3,886

)

Pay

3M

STIBOR

Qtrly

2.00%

Annual

12/20/2034

SEK

2,100,000

(

3,038

)

(

848

)

(

3,886

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

400,000

(

1,069

)

(

378

)

(

1,447

)

Pay

6M

BBR

Semi

4.00%

Semi

12/07/2034

AUD

300,000

(

1,135

)

50

(

1,085

)

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

200,000

163

(

865

)

(

702

)

290

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

PAY/

RECEIVE

FLOATING

RATE

FLOATING

RATE

INDEX

(a)

FIXED

RATE

MATURITY

DATE

NOTIONAL

AMOUNT

UPFRONT

PREMIUM

PAID

(RECEIVED)

UNREALIZED

APPRECIATION

(DEPRECIATION)

VALUE

Pay

6M

BBR

Semi

4.00%

Semi

3/08/2035

AUD

200,000

$

163

$

(

865

)

$

(

702

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

25,200,000

(

468

)

172

(

296

)

Pay

6M

BUBOR

Semi

5.00%

Annual

12/16/2026

HUF

25,200,000

(

468

)

172

(

296

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

5,000,000

(

40

)

28

(

12

)

Pay

6M

BUBOR

Semi

5.00%

Annual

3/17/2027

HUF

5,000,000

(

40

)

28

(

12

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

10,200,000

(

37,467

)

7,778

(

29,689

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

12/16/2026

EUR

10,100,000

(

37,100

)

7,780

(

29,320

)

Pay

6M

EURIBOR

Semi

2.00%

Annual

3/17/2027

EUR

100,000

(

103

)

73

(

30

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

18,500,000

(

8,326

)

4,156

(

4,170

)

Pay

6M

NIBOR

Semi

3.50%

Annual

12/16/2026

NOK

18,500,000

(

8,326

)

4,156

(

4,170

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

2,500,000

(

263

)

158

(

105

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/16/2026

CZK

2,500,000

(

263

)

158

(

105

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/19/2029

CZK

1,500,000

(

245

)

44

(

201

)

Pay

6M

PRIBOR

Semi

3.00%

Annual

12/19/2029

CZK

1,500,000

(

245

)

44

(

201

)

Pay

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

300,000

(

332

)

149

(

183

)

Pay

6M

WIBOR

Semi

4.50%

Annual

12/16/2026

PLN

200,000

(

221

)

99

(

122

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

1,300,000

6,872

(

9,644

)

(

2,772

)

Receive

1D

SARON

Annual

0.50%

Annual

12/19/2029

CHF

1,200,000

6,344

(

8,902

)

(

2,558

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

100,000

(

4,424

)

390

(

4,034

)

Receive

1D

SOFR

Annual

3.50%

Annual

12/16/2054

USD

200,000

(

9,051

)

984

(

8,067

)

Receive

1D

SOFR

Annual

3.50%

Annual

3/17/2055

USD

100,000

(

7,261

)

2,986

(

4,275

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

370,000,000

59

(

523

)

(

464

)

Receive

1D

TONAR

Annual

0.50%

Annual

12/16/2026

JPY

370,000,000

59

(

523

)

(

464

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

60,000,000

(

3,466

)

1,203

(

2,263

)

Receive

1D

TONAR

Annual

1.00%

Annual

3/22/2035

JPY

60,000,000

(

3,466

)

1,203

(

2,263

)

Receive

3M

BBR

Qtrly

3.50%

Qtrly

3/11/2027

AUD

100,000

(

93

)

(

34

)

(

127

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

9,500,000

890

(

1,858

)

(

968

)

Receive

3M

STIBOR

Qtrly

2.00%

Annual

12/19/2029

SEK

9,500,000

890

(

1,858

)

(

968

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

3,700,000

(

21,615

)

(

44,178

)

(

65,793

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/19/2029

EUR

3,700,000

(

20,855

)

(

44,938

)

(

65,793

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

200,000

(

12,174

)

647

(

11,527

)

Receive

6M

EURIBOR

Semi

2.50%

Annual

12/16/2054

EUR

300,000

(

17,993

)

702

(

17,291

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

4,000,000

(

26

)

(

648

)

(

674

)

Receive

6M

NIBOR

Semi

3.50%

Annual

12/19/2029

NOK

4,000,000

(

26

)

(

648

)

(

674

)

(

328,224

)

(

133,301

)

(

461,525

)

$

(

236,170

)

$

62,377

$

(

173,793

)

Abbreviations:

1D:

1

Day

1W:

1

Week

1M:

1

Month

3M:

3

Month

6M:

6

Month

Qtrly:

Quarterly

Semi:

Semi-Annually

Annual:

Annually

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

291

(Continued)

(a)

Floating

rate

indices

at

September

30,

2024

were

as

follows:

1

Day

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

1

Day

Mumbai

Interbank

Overnight

Rate

(“MIBOR”):

6.76%

1

Day

Secured

Overnight

Financing

Rate

(“SOFR”):

4.96%

1

Day

Singapore

Overnight

Rate

Average

(“SORA”):

3.88%

1

Day

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

1

Day

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

1

Day

Thailand

Overnight

Repo

Rate

(“THOR”):

2.48%

1

Day

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.22%

1

Month

Mexico

Equilibrium

Interbank

Interest

Rate

(“TIIE”):

10.74%

1

Week

China

Fixing

Repo

Rate

(“CNREPOFIX_CFXS”):

2.40%

3

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.43%

3

Month

Hong

Kong

Interbank

Offered

Rate

(“HIBOR”):

4.18%

3

Month

Johannesburg

Interbank

Agreed

Rate

(“JIBAR”):

8.05%

3

Month

Korean

Certificate

of

Deposit

(“CD_KSDA”):

3.53%

3

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.08%

3

Month

Taiwan

Secondary

Markets

Bills

Rate

(“TWCPBA”):

1.66%

3

Month

Tel

Aviv

Interbank

Offer

Rate

(“TELBOR”):

4.51%

6

Month

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.62%

6

Month

Budapest

Interbank

Offered

Rate

(“BUBOR”):

6.21%

6

Month

Euro

Interbank

Offered

Rate

(“EURIBOR”):

3.11%

6

Month

Norwegian

Interbank

Offered

Rate

(“NIBOR”):

4.72%

6

Month

Prague

Interbank

Offered

Rate

(“PRIBOR”):

3.94%

6

Month

Warsaw

Interbank

Offered

Rate

(“WIBOR”):

5.75%

Total

return

swap

contracts

outstanding

as

of

September

30,

2024

:

Over-the-Counter

REFERENCE

ENTITY

PAYMENTS

MADE

BY

FUND

PAYMENTS

RECEIVED

BY

FUND

PAYMENT

FREQUENCY

COUNTERPARTY

MATURITY

DATE

NOTIONAL

AMOUNT

VALUE

AND

UNREALIZED

APPRECIATION

(DEPRECIATION)

Amsterdam

Exchange

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/18/2024

EUR

182,400

$

2,298

Swiss

Market

Index

December

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

JPMC

12/20/2024

CHF

976,480

9,750

Total

unrealized

appreciation

12,048

iBovespa

Index

October

Futures

Decreases

in

total

return

of

reference

entity

Increases

in

total

return

of

reference

entity

At

termination

GSIN

10/16/2024

BRL

2,519,039

(

19,241

)

Total

unrealized

depreciation

(

19,241

)

Net

unrealized

depreciation

$

(

7,193

)

Futures

contracts

outstanding

as

of

September

30,

2024:

Exchange-Traded

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

Brent

Crude

Oil

4

10/2024

USD

$

286,800

$

(

1,751

)

CAC

40

10

Euro

Index

5

10/2024

EUR

425,752

9,056

Hang

Seng

Index

4

10/2024

HKD

547,425

47,539

HSCEI

12

10/2024

HKD

583,109

48,464

IBEX

35

Index

3

10/2024

EUR

397,107

5,049

292

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

IFSC

NIFTY

50

Index

7

10/2024

USD

$

364,091

$

(

1,522

)

MSCI

Singapore

Index

12

10/2024

SGD

320,622

(

1,228

)

OMXS30

Index

18

10/2024

SEK

465,382

11,623

SGX

FTSE

China

A50

Index

28

10/2024

USD

389,200

45,886

SGX

FTSE

Taiwan

Index

5

10/2024

USD

373,200

(

6,846

)

WTI

Crude

Oil

3

10/2024

USD

204,510

5,770

EURO

STOXX

50

Volatility

Index

1

11/2024

EUR

2,037

69

LME

Aluminum

Base

Metal

1

11/2024

USD

65,090

3,006

LME

Aluminum

Base

Metal

1

11/2024

USD

65,042

5,039

LME

Aluminum

Base

Metal

1

11/2024

USD

65,040

3,750

LME

Copper

Base

Metal

1

11/2024

USD

244,269

13,328

LME

Lead

Base

Metal

1

11/2024

USD

51,965

787

LME

Lead

Base

Metal

1

11/2024

USD

51,982

379

LME

Lead

Base

Metal

1

11/2024

USD

52,010

(

871

)

LME

Nickel

Base

Metal

1

11/2024

USD

104,680

2,735

LME

Nickel

Base

Metal

1

11/2024

USD

104,639

2,425

LME

Nickel

Base

Metal

2

11/2024

USD

208,986

6,901

LME

Nickel

Base

Metal

3

11/2024

USD

313,461

16,183

LME

Zinc

Base

Metal

1

11/2024

USD

77,041

5,042

LME

Zinc

Base

Metal

1

11/2024

USD

77,038

6,046

LME

Zinc

Base

Metal

2

11/2024

USD

154,058

7,766

LME

Zinc

Base

Metal

4

11/2024

USD

308,236

28,325

Robusta

Coffee

2

11/2024

USD

109,960

13,772

White

Sugar

1

11/2024

USD

28,875

2,428

100

oz

Gold

5

12/2024

USD

1,329,700

55,309

Australia

10

Year

Bond

4

12/2024

AUD

321,634

(

3,041

)

Australia

3

Year

Bond

1

12/2024

AUD

74,058

(

132

)

Canada

10

Year

Bond

1

12/2024

CAD

92,380

650

Cocoa

2

12/2024

USD

154,440

13,635

Cocoa

9

12/2024

GBP

630,626

(

24,204

)

Coffee

'C'

2

12/2024

USD

202,688

18,406

Copper

9

12/2024

USD

1,024,425

66,071

Corn

8

12/2024

USD

169,900

5,763

Crude

Palm

Oil

5

12/2024

MYR

121,105

2,889

DAX

Index

1

12/2024

EUR

542,744

17,252

DJIA

CBOT

E-Mini

Index

4

12/2024

USD

852,860

17,383

Euro

STOXX

50

Index

5

12/2024

EUR

279,957

8,823

EURO

STOXX

50

Volatility

Index

1

12/2024

EUR

1,920

23

Euro-Bobl

2

12/2024

EUR

267,223

1,284

Euro-BTP

7

12/2024

EUR

947,280

19,929

Euro-Bund

5

12/2024

EUR

750,820

5,817

Euro-Buxl

2

12/2024

EUR

303,489

37

Euro-OAT

6

12/2024

EUR

847,753

(

1,313

)

FTSE

100

Index

8

12/2024

GBP

886,505

(

10,098

)

FTSE/JSE

Top

40

Index

4

12/2024

ZAR

184,325

9,514

FTSE/MIB

Index

5

12/2024

EUR

947,652

11,086

KOSPI

200

Index

12

12/2024

KRW

798,119

13,122

Lean

Hogs

3

12/2024

USD

87,930

(

10

)

Live

Cattle

4

12/2024

USD

295,680

2,242

LME

Aluminum

Base

Metal

1

12/2024

USD

65,214

6,586

LME

Aluminum

Base

Metal

1

12/2024

USD

65,262

4,910

LME

Aluminum

Base

Metal

1

12/2024

USD

65,230

6,440

LME

Aluminum

Base

Metal

1

12/2024

USD

65,288

(

42

)

LME

Aluminum

Base

Metal

1

12/2024

USD

65,271

(

719

)

LME

Aluminum

Base

Metal

2

12/2024

USD

130,278

11,373

LME

Aluminum

Base

Metal

2

12/2024

USD

130,493

3,497

LME

Aluminum

Base

Metal

5

12/2024

USD

326,641

9,228

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

293

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

LME

Copper

Base

Metal

1

12/2024

USD

$

245,509

$

17,591

LME

Nickel

Base

Metal

1

12/2024

USD

104,771

8,685

LME

Zinc

Base

Metal

1

12/2024

USD

77,075

8,575

LME

Zinc

Base

Metal

2

12/2024

USD

154,635

14,110

Long

Gilt

1

12/2024

GBP

131,823

(

237

)

MSCI

EAFE

Index

4

12/2024

USD

497,560

9,155

MSCI

Emerging

Markets

Index

14

12/2024

USD

820,890

50,025

NASDAQ

100

E-Mini

Index

1

12/2024

USD

405,225

11,555

Russell

2000

E-Mini

Index

5

12/2024

USD

562,300

16,102

S&P

500

E-Mini

Index

79

12/2024

USD

22,966,289

565,338

S&P

Midcap

400

E-Mini

Index

2

12/2024

USD

629,720

3,557

S&P/TSX

60

Index

8

12/2024

CAD

1,708,780

20,250

SPI

200

Index

7

12/2024

AUD

1,004,912

11,515

U.S.

Treasury

10

Year

Note

4

12/2024

USD

457,438

(

3,382

)

U.S.

Treasury

2

Year

Note

4

12/2024

USD

833,063

(

1,379

)

U.S.

Treasury

5

Year

Note

8

12/2024

USD

879,563

(

2,497

)

U.S.

Treasury

Long

Bond

6

12/2024

USD

746,063

(

7,126

)

U.S.

Treasury

Ultra

Bond

3

12/2024

USD

399,844

(

4,117

)

Wheat

2

12/2024

USD

58,400

2,301

Platinum

1

1/2025

USD

49,555

21

Sugar

No.

11

12

2/2025

USD

301,997

(

6,938

)

3

Month

Euro

Euribor

3

3/2025

EUR

815,702

2,312

90-Day

Australian

Bank

Bill

4

3/2025

AUD

2,739,127

(

261

)

90-Day

New

Zealand

Bill

3

3/2025

NZD

1,888,115

853

3

Month

CORRA

30

6/2025

CAD

5,389,663

14,088

3

Month

Euro

Euribor

10

6/2025

EUR

2,727,635

12,134

3

Month

SARON

6

6/2025

CHF

1,764,164

2,082

3

Month

SOFR

5

6/2025

USD

1,206,000

3,747

3

Month

SONIA

5

6/2025

GBP

1,603,839

1,422

90-Day

Australian

Bank

Bill

7

6/2025

AUD

4,796,870

362

90-Day

New

Zealand

Bill

3

6/2025

NZD

1,890,147

504

3

Month

CORRA

18

9/2025

CAD

3,241,284

8,491

3

Month

Euro

Euribor

14

9/2025

EUR

3,823,754

11,655

3

Month

SARON

3

9/2025

CHF

882,968

1,735

3

Month

SOFR

7

9/2025

USD

1,693,825

4,984

3

Month

SONIA

4

9/2025

GBP

1,287,416

3,190

90-Day

Australian

Bank

Bill

12

9/2025

AUD

8,226,623

533

90-Day

New

Zealand

Bill

3

9/2025

NZD

1,891,442

747

3

Month

CORRA

9

12/2025

CAD

1,622,056

4,241

3

Month

Euro

Euribor

8

12/2025

EUR

2,185,781

9,047

3

Month

SARON

3

12/2025

CHF

883,322

1,738

3

Month

SOFR

7

12/2025

USD

1,696,450

614

3

Month

SONIA

7

12/2025

GBP

2,257,072

3,532

90-Day

Australian

Bank

Bill

6

12/2025

AUD

4,114,317

285

3

Month

CORRA

7

3/2026

CAD

1,262,117

941

3

Month

Euro

Euribor

8

3/2026

EUR

2,185,336

7,871

3

Month

SARON

2

3/2026

CHF

588,970

1,112

3

Month

SOFR

3

3/2026

USD

727,538

996

3

Month

SONIA

4

3/2026

GBP

1,290,892

2,767

3

Month

Euro

Euribor

9

6/2026

EUR

2,457,501

7,643

3

Month

SOFR

3

6/2026

USD

727,725

763

3

Month

SONIA

4

6/2026

GBP

1,291,226

2,112

3

Month

Euro

Euribor

9

9/2026

EUR

2,456,249

2,397

3

Month

SOFR

3

9/2026

USD

727,688

1,237

3

Month

SONIA

5

9/2026

GBP

1,614,033

1,754

3

Month

SOFR

4

12/2026

USD

970,000

(

1,158

)

294

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

DESCRIPTION

NUMBER

OF

CONTRACTS

EXPIRATION

DATE

TRADING

CURRENCY

NOTIONAL

AMOUNT

UNREALIZED

APPRECIATION

(DEPRECIATION)

Long

Contracts

(continued)

3

Month

SONIA

4

12/2026

GBP

$

1,291,159

$

(

314

)

Total

of

long

contracts

1,380,120

Short

Contracts

EURO

STOXX

50

Volatility

Index

(

3

)

10/2024

EUR

(

6,362

)

206

Natural

Gas

(

8

)

10/2024

USD

(

233,840

)

(

25,909

)

NY

Harbor

ULSD

(

8

)

10/2024

USD

(

723,878

)

(

9,980

)

RBOB

Gasoline

(

3

)

10/2024

USD

(

243,823

)

(

4,674

)

Canola

(

6

)

11/2024

CAD

(

53,574

)

(

3,333

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,090

)

(

3,163

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,042

)

(

4,995

)

LME

Aluminum

Base

Metal

(

1

)

11/2024

USD

(

65,040

)

(

3,368

)

LME

Copper

Base

Metal

(

1

)

11/2024

USD

(

244,269

)

(

13,396

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,965

)

(

818

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

51,982

)

(

735

)

LME

Lead

Base

Metal

(

1

)

11/2024

USD

(

52,010

)

687

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,639

)

(

2,797

)

LME

Nickel

Base

Metal

(

1

)

11/2024

USD

(

104,680

)

(

1,396

)

LME

Nickel

Base

Metal

(

2

)

11/2024

USD

(

208,986

)

(

7,692

)

LME

Nickel

Base

Metal

(

3

)

11/2024

USD

(

313,461

)

(

16,020

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

77,038

)

(

6,415

)

LME

Zinc

Base

Metal

(

1

)

11/2024

USD

(

77,041

)

(

5,118

)

LME

Zinc

Base

Metal

(

2

)

11/2024

USD

(

154,058

)

(

7,513

)

LME

Zinc

Base

Metal

(

4

)

11/2024

USD

(

308,236

)

(

28,299

)

Low

Sulphur

Gasoil

(

12

)

11/2024

USD

(

792,300

)

(

15,515

)

SGX

Iron

Ore

(

8

)

11/2024

USD

(

87,848

)

(

10,887

)

Soybean

(

4

)

11/2024

USD

(

211,400

)

(

15,140

)

Cotton

No.

2

(

5

)

12/2024

USD

(

184,025

)

(

12,833

)

KC

HRW

Wheat

(

5

)

12/2024

USD

(

145,938

)

(

4,337

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,214

)

(

6,690

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,288

)

(

40

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,271

)

682

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,262

)

(

4,957

)

LME

Aluminum

Base

Metal

(

1

)

12/2024

USD

(

65,230

)

(

6,633

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,278

)

(

11,129

)

LME

Aluminum

Base

Metal

(

2

)

12/2024

USD

(

130,493

)

(

3,986

)

LME

Aluminum

Base

Metal

(

6

)

12/2024

USD

(

391,970

)

(

31,790

)

LME

Lead

Base

Metal

(

1

)

12/2024

USD

(

52,298

)

(

19

)

LME

Nickel

Base

Metal

(

1

)

12/2024

USD

(

104,771

)

(

8,774

)

LME

Nickel

Base

Metal

(

3

)

12/2024

USD

(

314,880

)

(

18,387

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,317

)

(

4,114

)

LME

Zinc

Base

Metal

(

1

)

12/2024

USD

(

77,075

)

(

8,828

)

Milling

Wheat

No.

2

(

8

)

12/2024

EUR

(

98,959

)

(

2,211

)

Palladium

(

1

)

12/2024

USD

(

100,020

)

(

5,597

)

Red

Wheat

(

2

)

12/2024

USD

(

62,175

)

(

3,148

)

Soybean

Meal

(

7

)

12/2024

USD

(

239,120

)

(

24,014

)

Soybean

Oil

(

7

)

12/2024

USD

(

181,902

)

(

19,922

)

Total

of

short

contracts

(

362,997

)

Net

unrealized

appreciation

$

1,017,123

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

295

(Continued)

Forward

foreign

currency

exchange

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

1,026,500

USD

698,092

CITI

12/18/2024

$

12,144

AUD

1,026,500

USD

698,089

JPMC

12/18/2024

12,148

BRL

420,946

USD

76,303

CITI

**

12/18/2024

262

BRL

420,946

USD

76,303

JPMC

**

12/18/2024

262

CAD

115,000

USD

85,085

CITI

12/18/2024

118

CAD

115,000

USD

85,085

JPMC

12/18/2024

119

CLP

150,000,000

USD

163,956

CITI

**

12/18/2024

2,740

CLP

150,000,000

USD

163,955

JPMC

**

12/18/2024

2,741

EUR

571,500

USD

635,389

CITI

12/18/2024

2,805

EUR

571,500

USD

635,386

JPMC

12/18/2024

2,808

GBP

1,300,000

USD

1,706,545

CITI

12/18/2024

31,184

GBP

1,300,000

USD

1,706,536

JPMC

12/18/2024

31,192

IDR

2,000,000,000

USD

128,843

CITI

**

12/18/2024

2,441

IDR

2,000,000,000

USD

128,844

JPMC

**

12/18/2024

2,440

INR

170,000,000

USD

2,017,443

CITI

**

12/18/2024

3,553

INR

170,000,000

USD

2,017,433

JPMC

**

12/18/2024

3,562

JPY

147,787,292

USD

1,035,004

CITI

12/18/2024

4,366

JPY

147,787,292

USD

1,034,998

JPMC

12/18/2024

4,371

KRW

537,500,000

USD

406,482

CITI

**

12/18/2024

2,682

KRW

537,500,000

USD

406,480

JPMC

**

12/18/2024

2,685

NOK

1,500,000

USD

141,131

CITI

12/18/2024

1,068

NOK

1,500,000

USD

141,131

JPMC

12/18/2024

1,069

NZD

975,000

USD

603,379

CITI

12/18/2024

16,118

NZD

975,000

USD

603,376

JPMC

12/18/2024

16,121

PHP

8,750,000

USD

155,297

CITI

**

12/18/2024

546

PHP

8,750,000

USD

155,313

JPMC

**

12/18/2024

530

PLN

1,981,250

USD

512,463

CITI

12/18/2024

1,037

PLN

1,981,250

USD

512,460

JPMC

12/18/2024

1,039

SEK

8,605,000

USD

846,739

CITI

12/18/2024

3,849

SEK

8,605,000

USD

846,735

JPMC

12/18/2024

3,853

SGD

839,000

USD

647,061

CITI

12/18/2024

8,273

SGD

839,000

USD

647,048

JPMC

12/18/2024

8,286

THB

21,000,000

USD

626,614

CITI

12/18/2024

29,411

THB

21,000,000

USD

626,611

JPMC

12/18/2024

29,414

TWD

21,600,076

USD

685,846

CITI

**

12/18/2024

3,048

TWD

21,600,076

USD

685,842

JPMC

**

12/18/2024

3,052

USD

23,632

CAD

31,750

CITI

12/18/2024

108

USD

23,632

CAD

31,750

JPMC

12/18/2024

108

USD

50,006

CHF

41,772

CITI

12/18/2024

218

USD

50,006

CHF

41,772

JPMC

12/18/2024

218

USD

351,336

CZK

7,900,000

CITI

12/18/2024

1,839

USD

351,338

CZK

7,900,000

JPMC

12/18/2024

1,841

USD

1,752,820

EUR

1,562,810

CITI

12/18/2024

7,631

USD

1,752,829

EUR

1,562,810

JPMC

12/18/2024

7,639

USD

138,234

GBP

103,324

CITI

12/18/2024

119

USD

138,235

GBP

103,324

JPMC

12/18/2024

121

USD

1,340,466

JPY

190,000,000

CITI

12/18/2024

4,220

USD

1,340,473

JPY

190,000,000

JPMC

12/18/2024

4,227

USD

202,822

MXN

4,000,000

CITI

12/18/2024

2,120

USD

202,823

MXN

4,000,000

JPMC

12/18/2024

2,122

USD

160,380

NOK

1,685,499

CITI

12/18/2024

595

USD

160,381

NOK

1,685,499

JPMC

12/18/2024

597

ZAR

17,500,000

USD

979,145

CITI

12/18/2024

27,043

ZAR

17,500,000

USD

979,140

JPMC

12/18/2024

27,048

Total

unrealized

appreciation

339,151

296

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

(Continued)

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

AUD

84,000

USD

58,193

CITI

12/18/2024

$

(

73

)

AUD

84,000

USD

58,193

JPMC

12/18/2024

(

73

)

BRL

224,554

USD

40,927

CITI

**

12/18/2024

(

84

)

BRL

224,554

USD

40,927

JPMC

**

12/18/2024

(

84

)

CAD

1,144,000

USD

849,271

CITI

12/18/2024

(

1,684

)

CAD

1,144,000

USD

849,266

JPMC

12/18/2024

(

1,680

)

CHF

105,500

USD

125,940

CITI

12/18/2024

(

195

)

CHF

105,500

USD

125,940

JPMC

12/18/2024

(

194

)

CLP

50,000,000

USD

55,664

CITI

**

12/18/2024

(

99

)

CLP

50,000,000

USD

55,664

JPMC

**

12/18/2024

(

99

)

CNY

2,386,000

USD

343,153

CITI

**

12/18/2024

(

469

)

CNY

2,386,000

USD

343,151

JPMC

**

12/18/2024

(

467

)

COP

100,000,000

USD

24,376

CITI

**

12/18/2024

(

835

)

COP

100,000,000

USD

24,375

JPMC

**

12/18/2024

(

835

)

CZK

2,000,000

USD

88,681

CITI

12/18/2024

(

201

)

CZK

2,000,000

USD

88,680

JPMC

12/18/2024

(

200

)

EUR

904,500

USD

1,011,968

CITI

12/18/2024

(

1,913

)

EUR

904,500

USD

1,011,963

JPMC

12/18/2024

(

1,908

)

HUF

70,000,000

USD

196,483

CITI

12/18/2024

(

887

)

HUF

70,000,000

USD

196,482

JPMC

12/18/2024

(

886

)

ILS

1,162,000

USD

315,707

CITI

12/18/2024

(

3,256

)

ILS

1,162,000

USD

315,705

JPMC

12/18/2024

(

3,254

)

INR

125,000,000

USD

1,488,696

CITI

**

12/18/2024

(

2,671

)

INR

125,000,000

USD

1,488,689

JPMC

**

12/18/2024

(

2,662

)

JPY

242,040,208

USD

1,726,728

CITI

12/18/2024

(

24,490

)

JPY

242,040,208

USD

1,726,719

JPMC

12/18/2024

(

24,481

)

KRW

62,500,000

USD

47,591

CITI

**

12/18/2024

(

13

)

KRW

62,500,000

USD

47,590

JPMC

**

12/18/2024

(

13

)

PHP

11,250,000

USD

201,473

CITI

**

12/18/2024

(

1,102

)

PHP

11,250,000

USD

201,464

JPMC

**

12/18/2024

(

1,093

)

PLN

1,732,750

USD

451,869

CITI

12/18/2024

(

2,776

)

PLN

1,732,750

USD

451,867

JPMC

12/18/2024

(

2,773

)

SGD

474,000

USD

370,736

CITI

12/18/2024

(

500

)

SGD

474,000

USD

370,734

JPMC

12/18/2024

(

499

)

TWD

6,899,924

USD

220,885

CITI

**

12/18/2024

(

824

)

TWD

6,899,924

USD

220,884

JPMC

**

12/18/2024

(

823

)

USD

209,004

AUD

312,500

CITI

12/18/2024

(

7,215

)

USD

209,005

AUD

312,500

JPMC

12/18/2024

(

7,214

)

USD

162,648

BRL

906,500

CITI

**

12/18/2024

(

2,232

)

USD

162,648

BRL

906,500

JPMC

**

12/18/2024

(

2,232

)

USD

942,788

CAD

1,277,500

CITI

12/18/2024

(

3,708

)

USD

942,793

CAD

1,277,500

JPMC

12/18/2024

(

3,703

)

USD

56,758

CHF

47,728

CITI

12/18/2024

(

128

)

USD

56,759

CHF

47,728

JPMC

12/18/2024

(

128

)

USD

108,755

CLP

100,000,000

CITI

**

12/18/2024

(

2,375

)

USD

108,756

CLP

100,000,000

JPMC

**

12/18/2024

(

2,375

)

USD

400,308

CNY

2,819,000

CITI

**

12/18/2024

(

4,565

)

USD

400,310

CNY

2,819,000

JPMC

**

12/18/2024

(

4,563

)

USD

92,823

CZK

2,100,000

CITI

12/18/2024

(

81

)

USD

92,823

CZK

2,100,000

JPMC

12/18/2024

(

81

)

USD

91,629

DKK

612,000

CITI

12/18/2024

(

132

)

USD

91,629

DKK

612,000

JPMC

12/18/2024

(

131

)

USD

2,206,612

EUR

1,981,190

CITI

12/18/2024

(

5,782

)

USD

2,206,623

EUR

1,981,190

JPMC

12/18/2024

(

5,770

)

USD

241,408

GBP

182,676

CITI

12/18/2024

(

2,777

)

USD

241,409

GBP

182,676

JPMC

12/18/2024

(

2,777

)

USD

165,136

HKD

1,283,000

CITI

12/18/2024

(

77

)

USD

165,137

HKD

1,283,000

JPMC

12/18/2024

(

76

)

Consolidated

Schedule

of

Investments

September

30,

2024

(Unaudited)

AQR

TREND

TOTAL

RETURN

FUND

(FORMERLY

KNOWN

AS

AQR

SUSTAINABLE

LONG-SHORT

EQUITY

CARBON

AWARE

FUND)

See

notes

to

Schedule

of

Investments.

AQR

Funds

|

N-PORT

Part

F

|

September

2024

297

CURRENCY

PURCHASED

CURRENCY

SOLD

COUNTERPARTY

SETTLEMENT

DATE

UNREALIZED

APPRECIATION

(DEPRECIATION)

USD

34,810

JPY

5,000,000

CITI

12/18/2024

$

(

354

)

USD

34,811

JPY

5,000,000

JPMC

12/18/2024

(

354

)

USD

198,458

MXN

4,000,000

CITI

12/18/2024

(

2,243

)

USD

198,459

MXN

4,000,000

JPMC

12/18/2024

(

2,243

)

USD

79,667

NOK

842,750

CITI

12/18/2024

(

226

)

USD

79,667

NOK

842,750

JPMC

12/18/2024

(

226

)

USD

1,170,619

NZD

1,873,500

CITI

12/18/2024

(

19,767

)

USD

1,170,625

NZD

1,873,500

JPMC

12/18/2024

(

19,762

)

USD

77,910

PEN

292,500

CITI

**

12/18/2024

(

934

)

USD

77,911

PEN

292,500

JPMC

**

12/18/2024

(

934

)

USD

98,617

SEK

1,000,000

CITI

12/18/2024

(

231

)

USD

98,617

SEK

1,000,000

JPMC

12/18/2024

(

231

)

USD

44,416

THB

1,500,000

CITI

12/18/2024

(

2,443

)

USD

44,416

THB

1,500,000

JPMC

12/18/2024

(

2,443

)

ZAR

7,000,000

USD

403,790

CITI

12/18/2024

(

1,315

)

ZAR

7,000,000

USD

403,787

JPMC

12/18/2024

(

1,313

)

Total

unrealized

depreciation

(

197,237

)

Net

unrealized

appreciation

$

141,914

**

Non-deliverable

forward

foreign

currency

exchange

contracts.

Total

return

basket

swap

contracts

outstanding

as

of

September

30,

2024:

Over-the-Counter

COUNTERPARTY

DESCRIPTION

TERMINATION

DATE

ABSOLUTE

NOTIONAL

VALUE

NET

UNREALIZED

APPRECIATION

(DEPRECIATION)

NET

CASH

AND

OTHER

RECEIVABLES

(PAYABLES)

VALUE

GSIN

The

Fund

receives

the

total

return

on

a

portfolio

of

long

and

short

equity

positions

and

pays

or

receives

the

TONAR

plus

or

minus

a

specified

spread

(-0.03%

to

0.01%),

which

is

denominated

in

JPY

based

on

the

local

currencies

of

the

positions

within

the

swap.

28-60

months

maturity

ranging

from

12/18/2026

-

08/22/2029

$62,603

$(2,859)

$(28)

$(2,887)

298

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

See

notes

to

Schedule

of

Investments.

Abbreviations

ADR

-

American

Depositary

Receipt

CHESS

-

Clearing

House

Electronic

Subregister

System

Depository

Interest

CVA

-

Dutch

Certification

CVR

-

Contingent

Value

Rights

OYJ

-

Public

Traded

Company

Preference

-

A

special

type

of

equity

investment

that

shares

in

the

earnings

of

the

company,

has

limited

voting

rights,

and

may

have

a

dividend

preference.

Preference

shares

may

also

have

liquidation

preference.

REIT

-

Real

Estate

Investment

Trust

SCA

-

Limited

partnership

with

share

capital

SDR

-

Swedish

Depositary

Receipt

Currencies

AUD

-

Australian

dollar

BRL

-

Brazilian

real

CAD

-

Canadian

dollar

CHF

-

Swiss

franc

CLP

-

Chilean

peso

CNY

-

Chinese

renminbi

COP

-

Colombian

peso

CZK

-

Czech

Republic

koruna

DKK

-

Danish

krone

EUR

-

Euro

GBP

-

British

pound

HKD

-

Hong

Kong

dollar

HUF

-

Hungarian

forint

IDR

-

Indonesian

rupiah

ILS

-

Israeli

shekel

INR

-

Indian

rupee

JPY

-

Japanese

yen

KRW

-

Korean

won

MXN

-

Mexican

peso

MYR

-

Malaysian

ringgit

NOK

-

Norwegian

krone

NZD

-

New

Zealand

dollar

PEN

-

Peruvian

Nuevo

sol

PHP

-

Philippine

peso

PLN

-

Poland

zloty

SEK

-

Swedish

krona

SGD

-

Singapore

dollar

THB

-

Thai

baht

TWD

-

New

Taiwan

dollar

USD

-

United

States

dollar

ZAR

-

South

African

rand

The

following

abbreviations

are

used

for

counterparty

descriptions:

BANA

-

Bank

of

America,

NA

BNPP

-

BNP

Paribas

SA

CITI

-

Citibank

NA

GSIN

-

Goldman

Sachs

International

JPMC

-

J.P.

Morgan

Chase

Bank,

NA

MLIN

-

Merrill

Lynch

International

MSCS

-

Morgan

Stanley

Capital

Services

LLC

MSIP

-

Morgan

Stanley

&

Co.

International

plc

299

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

See

notes

to

Schedule

of

Investments.

September

30,

2024

(Unaudited)

The

following

reference

rates,

and

their

values

as

of

period

end,

are

used

for

security

descriptions:

1

Month

Stockholm

Interbank

Offered

Rate

(“STIBOR”):

3.29%

Australian

Bank-Bill

Reference

Rate

(“BBR”):

4.30%

Australian

Overnight

Indexed

Swap

Rate

(“AOISR”):

4.34%

Brazilian

Interbank

Certificate

of

Deposit

(“CDI”):

10.65%

Canadian

Overnight

Repo

Rate

Average

(“CORRA”):

4.30%

Denmark

Tomorrow/Next

:

3.28%

Euro

Short-Term

Rate

(“ESTR”):

3.41%

Federal

Funds

Floating

Rate:

4.83%

Hong

Kong

Interbank

Offered

Rate

(“HIBOR”):

4.32%

Hong

Kong

Overnight

Index

Average

(“HONIX”):

6.00%

Johannesburg

Interbank

Agreed

Rate

(“JIBAR”):

7.93%

Mexico

Equilibrium

Interbank

Interest

Rate

(“TIIE”):

10.74%

Overnight

Bank

Funding

Rate

(“OBFR”):

4.83%

Singapore

Overnight

Rate

Average

(“SORA”):

3.88%

South

African

Overnight

Index

(“ZARONIA”):

7.88%

Sterling

Overnight

Index

Average

(“SONIA”):

4.95%

Swiss

Average

Rate

Overnight

(“SARON”):

0.96%

Tel

Aviv

Interbank

Offer

Rate

(“TELBOR”):

4.50%

Tokyo

Overnight

Average

Rate

(“TONAR”):

0.23%

Warsaw

Interbank

Offered

Rate(“WIBOR”):

5.72%

300

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

The

Consolidated

Schedules

of

Investments

of the

AQR

Alternative

Risk

Premia

Fund,

AQR

Macro

Opportunities

Fund,

AQR

Managed

Futures

Strategy

Fund,

AQR

Managed

Futures

Strategy

HV

Fund,

AQR

Multi-Asset

Fund,

AQR

Risk-Balanced

Commodities

Strategy

Fund,

AQR

Style

Premia

Alternative

Fund

and

AQR

Trend

Total

Return

Fund

(formerly

known

as

AQR

Sustainable

Long-Short

Equity

Carbon

Aware

Fund)

(collectively,

the

“Consolidated

Funds”)

include

the

accounts

of

AQR

Alternative

Risk

Premia

Offshore

Fund

Ltd.,

AQR

Macro

Opportunities

Offshore

Fund

Ltd.,

AQR

Managed

Futures

Strategy

Offshore

Fund

Ltd.,

AQR

Managed

Futures

Strategy

HV

Offshore

Fund

Ltd.,

AQR

Multi-Asset

Offshore

Fund

Ltd.,

AQR

Risk-

Balanced

Commodities

Strategy

Offshore

Fund

Ltd.,

AQR

Style

Premia

Alternative

Offshore

Fund

Ltd.

and

AQR

Trend

Total

Return

Offshore

Fund

Ltd.,

respectively,

which

are

wholly-owned

and

controlled

subsidiaries

(collectively,

the

“Subsidiaries”).

Subsequent

references

to

the

Funds

collectively

refer

to

the

Consolidated

Funds

and

their

Subsidiaries.

Fair

Value

Hierarchy:

Various

inputs

are

utilized

in

determining

the

value

of

each

Fund’s

investments.

GAAP

establishes

a

hierarchy

for

inputs

used

in

measuring

fair

value

that

maximizes

the

use

of

observable

inputs

and

minimizes

the

use

of

unobservable

inputs

by

requiring

the

most

observable

inputs

be

used

when

available.

These

inputs

are

summarized

into

three

broad

levels

as

follows:

Level

1

—

Inputs

using

unadjusted

quoted

prices

in

active

markets

or

exchanges

for

identical

assets

and

liabilities.

Level

2

—

Other

significant

observable

inputs,

which

may

include,

but

are

not

limited

to,

quoted

prices

for

similar

assets

or

liabilities

in

markets

that

are

active,

quoted

prices

for

identical

or

similar

assets

or

liabilities

in

markets

that

are

not

active,

inputs

other

than

quoted

prices

that

are

observable

for

the

assets

or

liabilities

(such

as

interest

rates,

yield

curves,

volatilities,

prepayment

speeds,

credit

risks

and

default

rates)

or

other

market

corroborated

inputs.

Level

3

—

Significant

unobservable

inputs

based

on

the

best

information

available

in

the

circumstances,

to

the

extent

observable

inputs

are

not

available,

which

may

include

assumptions

made

by

the

Board

or

persons

acting

at

their

direction

that

are

used

in

determining

the

fair

value

of

investments.

An

investment

asset’s

or

liability’s

level

within

the

fair

value

hierarchy

is

based

on

the

lowest

level

input,

individually

or

in

aggregate,

that

is

significant

to

fair

value

measurement.

The

objective

of

fair

value

measurement

remains

the

same

even

when

there

is

a

significant

decrease

in

the

volume

and

level

of

activity

for

an

asset

or

liability

and

regardless

of

the

valuation

technique

used.

The

valuation

techniques

used

by

the

Funds

to

measure

fair

value

maximize

the

use

of

observable

inputs

and

minimize

the

use

of

unobservable

inputs.

The

inputs

or

methodology

used

for

valuing

securities

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

securities. Changes

in

valuation

techniques

may

result

in

transfers

into

or

out

of

an

assigned

level

within

the

hierarchy.

Investments

classified as

Level

3

have

significant

unobservable

inputs,

as

they

trade

infrequently

or

not

at

all.

Level

3

instruments

include

illiquid

securities.

When

observable

prices

are

not

available

for

these

securities,

the

Funds

may

use

one

or

more

valuation

approaches

(e.g.,

the

market

approach,

the

income

approach,

or

the

cost

approach),

including

proprietary

models

for

which

sufficient

and

reliable

data

is

available.

Within

Level

3,

the

market

approach

is

generally

based

on

the

technique

of

using

comparable

market

transactions,

while

the

use

of

the

income

approach

includes

the

estimation

of

future

cash

flows

discounted

to

calculate

fair

value.

Discounts

may

also

be

applied

due

to

the

nature

or

durations

of

any

restrictions

on

the

disposition

of

the

investment

or

adjusted

as

appropriate

for

credit,

market,

and/or

other

risk

factors.

Level

3

investments

may

also

be

adjusted

to

reflect

illiquidity

and/or

lack

of

marketability,

with

the

amount

of

such

discount

estimated

by

the

Adviser

in

the

absence

of

market

information.

Assumptions

used

by

the

Funds

due

to

the

lack

of

observable

inputs

may

significantly

impact

the

fair

value

of

the

investment.

301

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

The

following

tables

represent

each

Fund’s

valuation

inputs

as

presented

on

the

Schedule

of

Investments.

AQR

ALTERNATIVE

RISK

PREMIA

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

213,273,580

$

156,209,080

$

–

$

369,482,660

Preferred

Stocks

†

................................

–

466,615

–

466,615

Warrants

†

......................................

–

–

–

(a)

–

(a)

Investment

Companies

...........................

112,802,684

–

–

112,802,684

U.S.

Treasury

Obligations

.........................

–

33,248,282

–

33,248,282

Interest

Rate

Swap

Contracts*

......................

–

1,237,644

–

1,237,644

Total

Return

Swap

Contracts*

.......................

–

695,047

–

695,047

Futures

Contracts*

...............................

6,158,612

–

–

6,158,612

Forward

Foreign

Currency

Exchange

Contracts*

........

–

1,890,612

–

1,890,612

Total

Assets

$

332,234,876

$

193,747,280

$

–

(a)

$

525,982,156

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(184,940,847)

$

(141,365,648)

$

–

$

(326,306,495)

Preferred

Stocks

(Sold

Short)

†

......................

–

(2,531,699)

–

(2,531,699)

Warrants

(Sold

Short)

†

............................

(8,024)

–

–

(8,024)

Interest

Rate

Swap

Contracts*

......................

–

(898,248)

–

(898,248)

Total

Return

Swap

Contracts*

.......................

–

(375,910)

–

(375,910)

Futures

Contracts*

...............................

(4,492,878)

–

–

(4,492,878)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(1,400,663)

–

(1,400,663)

Total

Liabilities

$

(189,441,749)

$

(146,572,168)

$

–

$

(336,013,917)

AQR

DIVERSIFIED

ARBITRAGE

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

................................

$

534,717,722

$

11,020,400

$

80,177

$

545,818,299

Closed-End

Funds

...............................

82,255,248

–

–

82,255,248

Corporate

Bonds

................................

–

127,218,398

125,629

127,344,027

Convertible

Bonds

...............................

–

1,213,558,023

–

1,213,558,023

Rights

........................................

80,011

164,782

14,471

259,264

Warrants

......................................

462,118

176,571

351,698

990,387

Securities

in

Litigation

............................

–

–

–

(a)

–

(a)

Units

.........................................

54,853,023

7,014,264

102,200

61,969,487

Investment

Companies

...........................

571,107,517

–

–

571,107,517

U.S.

Treasury

Obligations

.........................

–

180,024,039

–

180,024,039

Options

Purchased

..............................

2,593,292

–

–

2,593,292

Total

Return

Swap

Contracts*

.......................

–

–

(a)

–

–

(a)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

462,678

–

462,678

Total

Return

Basket

Swap

Contracts*

.................

–

350,092

–

350,092

Total

Assets

$

1,246,068,931

$

1,539,989,247

$

674,175

$

2,786,732,353

LIABILITIES

Common

Stocks

(Sold

Short)

......................

$

(725,202,163)

$

–

$

–

(a)

$

(725,202,163)

Corporate

Bonds

(Sold

Short)

......................

–

(45,095,896)

–

(45,095,896)

Convertible

Bonds

(Sold

Short)

.....................

–

(94,328,208)

–

(94,328,208)

Credit

Default

Swap

Contracts*

.....................

–

(592,895)

–

(592,895)

Futures

Contracts*

...............................

(408,724)

–

–

(408,724)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(472,056)

–

(472,056)

Total

Return

Basket

Swap

Contracts*

.................

–

(24,096,455)

–

(24,096,455)

Total

Liabilities

$

(725,610,887)

$

(164,585,510)

$

–

(a)

$

(890,196,397)

AQR

DIVERSIFYING

STRATEGIES

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Investment

Companies

...........................

$

1,283,145,197

$

–

$

–

$

1,283,145,197

Total

Assets

$

1,283,145,197

$

–

$

–

$

1,283,145,197

302

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

AQR

EQUITY

MARKET

NEUTRAL

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

891,888,987

$

618,390,478

$

–

$

1,510,279,465

Investment

Companies

...........................

284,424,329

–

–

284,424,329

U.S.

Treasury

Obligations

.........................

–

292,254,681

–

292,254,681

Forward

Foreign

Currency

Exchange

Contracts*

........

–

471,527

–

471,527

Total

Assets

$

1,176,313,316

$

911,116,686

$

–

$

2,087,430,002

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(853,236,873)

$

(587,654,965)

$

–

$

(1,440,891,838)

Preferred

Stocks

(Sold

Short)

†

......................

–

(7,464,001)

–

(7,464,001)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(445,959)

–

(445,959)

Total

Return

Basket

Swap

Contracts*

.................

–

(83)

(15)

(98)

Total

Liabilities

$

(853,236,873)

$

(595,565,008)

$

(15)

$

(1,448,801,896)

AQR

LONG-SHORT

EQUITY

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

2,462,458,190

$

1,601,698,690

$

–

$

4,064,156,880

Investment

Companies

...........................

424,821,446

–

–

424,821,446

U.S.

Treasury

Obligations

.........................

–

1,156,865,745

–

1,156,865,745

Total

Return

Swap

Contracts*

.......................

–

4,016,443

–

4,016,443

Futures

Contracts*

...............................

18,331,725

–

–

18,331,725

Forward

Foreign

Currency

Exchange

Contracts*

........

–

1,778,985

–

1,778,985

Total

Return

Basket

Swap

Contracts*

.................

–

–

2

2

Total

Assets

$

2,905,611,361

$

2,764,359,863

$

2

$

5,669,971,226

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(2,347,884,676)

$

(1,548,358,386)

$

–

$

(3,896,243,062)

Preferred

Stocks

(Sold

Short)

†

......................

–

(22,378,969)

–

(22,378,969)

Futures

Contracts*

...............................

(179,272)

–

–

(179,272)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(1,446,326)

–

(1,446,326)

Total

Return

Basket

Swap

Contracts*

.................

–

–

(415,062)

(415,062)

Total

Liabilities

$

(2,348,063,948)

$

(1,572,183,681)

$

(415,062)

$

(3,920,662,691)

AQR

MACRO

OPPORTUNITIES

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

................................

$

12,163,410

$

11,632,257

$

–

$

23,795,667

Investment

Companies

...........................

92,373,446

–

–

92,373,446

U.S.

Treasury

Obligations

.........................

–

41,805,959

–

41,805,959

Credit

Default

Swap

Contracts*

.....................

–

885,021

–

885,021

Interest

Rate

Swap

Contracts*

......................

–

12,238,901

–

12,238,901

Total

Return

Swap

Contracts*

.......................

–

249,350

–

249,350

Futures

Contracts*

...............................

8,774,934

–

–

8,774,934

Forward

Foreign

Currency

Exchange

Contracts*

........

–

5,154,903

–

5,154,903

Total

Assets

$

113,311,790

$

71,966,391

$

–

$

185,278,181

LIABILITIES

Credit

Default

Swap

Contracts*

.....................

$

–

$

(319,345)

$

–

$

(319,345)

Interest

Rate

Swap

Contracts*

......................

–

(7,715,279)

–

(7,715,279)

Total

Return

Swap

Contracts*

.......................

–

(1,959,722)

–

(1,959,722)

Futures

Contracts*

...............................

(9,605,745)

–

–

(9,605,745)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(5,592,038)

–

(5,592,038)

Total

Liabilities

$

(9,605,745)

$

(15,586,384)

$

–

$

(25,192,129)

303

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

AQR

MANAGED

FUTURES

STRATEGY

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

................................

$

626,838,226

$

388,870,380

$

–

$

1,015,708,606

Investment

Companies

...........................

406,974,619

–

–

406,974,619

U.S.

Treasury

Obligations

.........................

–

929,223,439

–

929,223,439

Credit

Default

Swap

Contracts*

.....................

–

1,438,174

–

1,438,174

Interest

Rate

Swap

Contracts*

......................

–

10,487,697

–

10,487,697

Total

Return

Swap

Contracts*

.......................

–

3,130,487

–

3,130,487

Futures

Contracts*

...............................

47,350,223

–

–

47,350,223

Forward

Foreign

Currency

Exchange

Contracts*

........

–

11,806,898

–

11,806,898

Total

Assets

$

1,081,163,068

$

1,344,957,075

$

–

$

2,426,120,143

LIABILITIES

Common

Stocks

(Sold

Short)

......................

$

(617,748,627)

$

(402,429,134)

$

–

$

(1,020,177,761)

Preferred

Stocks

(Sold

Short)

......................

–

(8,062,613)

–

(8,062,613)

Credit

Default

Swap

Contracts*

.....................

–

(370,606)

–

(370,606)

Interest

Rate

Swap

Contracts*

......................

–

(17,704,053)

–

(17,704,053)

Total

Return

Swap

Contracts*

.......................

–

(520,943)

–

(520,943)

Futures

Contracts*

...............................

(27,513,846)

–

–

(27,513,846)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(8,508,923)

–

(8,508,923)

Total

Liabilities

$

(645,262,473)

$

(437,596,272)

$

–

$

(1,082,858,745)

AQR

MANAGED

FUTURES

STRATEGY

HV

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

163,828,216

$

100,136,776

$

–

$

263,964,992

Investment

Companies

...........................

92,983,463

–

–

92,983,463

U.S.

Treasury

Obligations

.........................

–

143,332,193

–

143,332,193

Credit

Default

Swap

Contracts*

.....................

–

382,254

–

382,254

Interest

Rate

Swap

Contracts*

......................

–

2,703,241

–

2,703,241

Total

Return

Swap

Contracts*

.......................

–

792,248

–

792,248

Futures

Contracts*

...............................

12,286,159

–

–

12,286,159

Forward

Foreign

Currency

Exchange

Contracts*

........

–

3,189,464

–

3,189,464

Total

Return

Basket

Swap

Contracts*

.................

–

–

–

(a)

–

(a)

Total

Assets

$

269,097,838

$

250,536,176

$

–

(a)

$

519,634,014

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(161,446,142)

$

(106,753,867)

$

–

$

(268,200,009)

Preferred

Stocks

(Sold

Short)

†

......................

–

(1,732,789)

–

(1,732,789)

Credit

Default

Swap

Contracts*

.....................

–

(97,550)

–

(97,550)

Interest

Rate

Swap

Contracts*

......................

–

(4,460,514)

–

(4,460,514)

Total

Return

Swap

Contracts*

.......................

–

(135,036)

–

(135,036)

Futures

Contracts*

...............................

(7,146,330)

–

–

(7,146,330)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(2,302,582)

–

(2,302,582)

Total

Return

Basket

Swap

Contracts*

.................

–

(5,838)

(24,205)

(30,043)

Total

Liabilities

$

(168,592,472)

$

(115,488,176)

$

(24,205)

$

(284,104,853)

AQR

MULTI-ASSET

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

225,411,760

$

72,147,975

$

–

(a)

$

297,559,735

Foreign

Government

Securities

.....................

–

60,754,980

–

60,754,980

Investment

Companies

...........................

91,118,955

–

–

91,118,955

U.S.

Treasury

Obligations

.........................

–

140,325,712

–

140,325,712

Total

Return

Swap

Contracts*

.......................

–

39,249

–

39,249

Futures

Contracts*

...............................

8,595,305

–

–

8,595,305

Forward

Foreign

Currency

Exchange

Contracts*

........

–

3,873,239

–

3,873,239

Total

Assets

$

325,126,020

$

277,141,155

$

–

(a)

$

602,267,175

304

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

AQR

MULTI-ASSET

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(54,322,479)

$

(15,077,764)

$

–

(a)

$

(69,400,243)

Preferred

Stocks

(Sold

Short)

†

......................

–

(859,402)

–

(859,402)

Warrants

(Sold

Short)

†

............................

–

–

–

(a)

–

(a)

Total

Return

Swap

Contracts*

.......................

–

(642,881)

–

(642,881)

Futures

Contracts*

...............................

(5,375,836)

–

–

(5,375,836)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(3,096,298)

–

(3,096,298)

Total

Liabilities

$

(59,698,315)

$

(19,676,345)

$

–

(a)

$

(79,374,660)

AQR

RISK-BALANCED

COMMODITIES

STRATEGY

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Investment

Companies

...........................

$

335,454,995

$

–

$

–

$

335,454,995

U.S.

Treasury

Obligations

.........................

–

298,003,478

–

298,003,478

Futures

Contracts*

...............................

57,014,264

–

–

57,014,264

Total

Assets

$

392,469,259

$

298,003,478

$

–

$

690,472,737

LIABILITIES

Futures

Contracts*

...............................

$

(27,015,195)

$

–

$

–

$

(27,015,195)

Total

Liabilities

$

(27,015,195)

$

–

$

–

$

(27,015,195)

AQR

STYLE

PREMIA

ALTERNATIVE

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

†

................................

$

1,474,947,699

$

1,055,762,700

$

–

$

2,530,710,399

Preferred

Stocks

†

................................

995,456

2,554,633

–

3,550,089

Investment

Companies

...........................

395,313,976

–

–

395,313,976

U.S.

Treasury

Obligations

.........................

–

386,861,920

–

386,861,920

Interest

Rate

Swap

Contracts*

......................

–

9,382,046

–

9,382,046

Total

Return

Swap

Contracts*

.......................

–

2,590,200

–

2,590,200

Futures

Contracts*

...............................

13,132,734

–

–

13,132,734

Forward

Foreign

Currency

Exchange

Contracts*

........

–

12,051,402

–

12,051,402

Total

Return

Basket

Swap

Contracts*

.................

–

664,612

–

664,612

Total

Assets

$

1,884,389,865

$

1,469,867,513

$

–

$

3,354,257,378

LIABILITIES

Common

Stocks

(Sold

Short)

†

......................

$

(1,339,884,538)

$

(987,196,191)

$

–

$

(2,327,080,729)

Preferred

Stocks

(Sold

Short)

†

......................

–

(17,296,802)

–

(17,296,802)

Interest

Rate

Swap

Contracts*

......................

–

(6,848,184)

–

(6,848,184)

Total

Return

Swap

Contracts*

.......................

–

(9,761,375)

–

(9,761,375)

Futures

Contracts*

...............................

(29,337,064)

–

–

(29,337,064)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(9,364,566)

–

(9,364,566)

Total

Return

Basket

Swap

Contracts*

.................

–

(1,774,240)

(10)

(1,774,250)

Total

Liabilities

$

(1,369,221,602)

$

(1,032,241,358)

$

(10)

$

(2,401,462,970)

AQR

TREND

TOTAL

RETURN

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

ASSETS

Common

Stocks

................................

$

16,307,925

$

12,174,181

$

–

$

28,482,106

Investment

Companies

...........................

29,619,892

–

–

29,619,892

U.S.

Treasury

Obligations

.........................

–

6,339,374

–

6,339,374

Credit

Default

Swap

Contracts*

.....................

–

42,277

–

42,277

Interest

Rate

Swap

Contracts*

......................

–

287,732

–

287,732

Total

Return

Swap

Contracts*

.......................

–

12,048

–

12,048

Futures

Contracts*

...............................

1,460,881

–

–

1,460,881

Forward

Foreign

Currency

Exchange

Contracts*

........

–

339,151

–

339,151

Total

Assets

$

47,388,698

$

19,194,763

$

–

$

66,583,461

305

Notes

to

Schedule

of

Investments

AQR

Funds

|

N-PORT

Part

F

|

September

2024

September

30,

2024

(Unaudited)

Transfers

to

Level

3

or

from

Level

3

are

generally

due

to

a

decline

or

an

increase

in

market

activity

(e.g.,

frequency

of

trades),

which

resulted

in

a

lack

of

or

increase

in

available

market

inputs

to

determine

price.

The

fair

values

of

Level

3

investments

are

based

on

significant

unobservable

inputs

that

reflect

the

Adviser’s

determination

of

assumptions

that

market

participants

might

reasonably

use

in

valuing

the

securities.

Changes

in

significant

unobservable

inputs

could

cause

significant

changes

in

valuation

to

individual

securities

and

in

aggregate.

Fair

value

determinations

and

valuation

of

investments

that

are

not

actively

trading

involve

judgment

and

may

differ

materially

from

valuations

that

would

have

been

used

had

greater

market

activity

occurred.

Securities

classified

as

Level

3

in

the

Schedules

of

Investments

of AQR

Alternative

Risk

Premia

Fund,

AQR

Diversified

Arbitrage

Fund,

AQR

Equity

Market

Neutral

Fund,

AQR

Long-Short

Equity

Fund,

AQR

Managed

Futures

Strategy

HV

Fund,

AQR

Multi-Asset

Fund

and

AQR

Style

Premia

Alternative

Fund

are

considered

quantitatively

insignificant

for

additional

disclosure.

For

more

information

on

the

Funds’

policy

regarding

the

valuation

of

investments

and

other

significant

accounting

policies,

please

refer

to

the

notes

to

the

financial

statements

as

disclosed

in

the

most

recent

semi-annual

and

annual

reports. 

Subsequent

Events 

The

Funds

have

evaluated

subsequent

events

through

the

date

of

issuance

of

this

report

and

have

determined

that

there

are

no

material

events.

AQR

TREND

TOTAL

RETURN

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTALS

LIABILITIES

Common

Stocks

(Sold

Short)

......................

$

(15,817,892)

$

(12,719,089)

$

–

$

(28,536,981)

Preferred

Stocks

(Sold

Short)

......................

–

(230,833)

–

(230,833)

Credit

Default

Swap

Contracts*

.....................

–

(11,002)

–

(11,002)

Interest

Rate

Swap

Contracts*

......................

–

(461,525)

–

(461,525)

Total

Return

Swap

Contracts*

.......................

–

(19,241)

–

(19,241)

Futures

Contracts*

...............................

(443,758)

–

–

(443,758)

Forward

Foreign

Currency

Exchange

Contracts*

........

–

(197,237)

–

(197,237)

Total

Return

Basket

Swap

Contracts*

.................

–

(2,887)

–

(2,887)

Total

Liabilities

$

(16,261,650)

$

(13,641,814)

$

–

$

(29,903,464)

*

Derivative

instruments,

including

total

return

swap,

futures

and

forward

foreign

currency

exchange

contracts,

are

reported

at

the

cumulative

unrealized

appreciation/(depreciation)

of

the

instrument

on

the

Funds’

Schedules

of

Investments.

Credit

default

swaps,

interest

rate

swaps

and

total

return

basket

swap

contracts

are

reported

at

market

value.

†

Please

refer

to

the

Schedule

of

Investments

to

view

securities

segregated

by

country.

(a)

Securities

have

zero

value.