|
Class |
Ticker
Symbol |
AQR
Multi-Style Funds |
|
|
AQR
Large Cap Multi-Style Fund |
N |
QCENX |
|
I |
QCELX |
|
R6 |
QCERX |
AQR
Small Cap Multi-Style Fund |
N |
QSMNX |
|
I |
QSMLX |
|
R6 |
QSERX |
AQR
International Multi-Style Fund |
N |
QICNX |
|
I |
QICLX |
|
R6 |
QICRX |
AQR
Emerging Multi-Style II Fund |
N |
QTENX |
|
I |
QTELX |
|
R6 |
QTERX |
AQR
Momentum Style Funds |
|
|
AQR
Large Cap Momentum Style Fund |
N |
AMONX |
|
I |
AMOMX |
|
R6 |
QMORX |
AQR
Small Cap Momentum Style Fund |
N |
ASMNX |
|
I |
ASMOX |
|
R6 |
QSMRX |
AQR
International Momentum Style Fund |
N |
AIONX |
|
I |
AIMOX |
|
R6 |
QIORX |
AQR
Defensive Style Funds |
|
|
AQR
Large Cap Defensive Style Fund |
N |
AUENX |
|
I |
AUEIX |
|
R6 |
QUERX |
AQR
International Defensive Style Fund |
N |
ANDNX |
|
I |
ANDIX |
|
R6 |
ANDRX |
AQR
Global Equity Fund |
|
|
AQR
Global Equity Fund |
N |
AQGNX |
|
I |
AQGIX |
|
R6 |
AQGRX |
1 | |
7 | |
13 | |
19 | |
25 | |
30 | |
35 | |
41 | |
47 | |
54 | |
61 | |
62 | |
78 | |
79 | |
86 | |
87 | |
88 | |
92 | |
99 | |
101 | |
103 | |
105 | |
105 | |
106 | |
108 | |
119 |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Large Cap Multi-Style
Fund—Class
I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
Large Cap Multi-Style
Fund—Class
N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
AQR
Large Cap Multi-Style
Fund—Class
R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
March
26, 2013 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
March
26, 2013 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Small Cap Multi-Style
Fund—Class
I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
Small Cap Multi-Style
Fund—Class
N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
2000®
Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
AQR
Small Cap Multi-Style
Fund—Class
R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
2000®
Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
March
26, 2013 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
March
26, 2013 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
International Multi-Style
Fund—Class
I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
International Multi-Style
Fund—Class
N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
AQR
International Multi-Style
Fund—Class
R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
March
26, 2013 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
March
26, 2013 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Emerging Multi-Style II Fund—Class I
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
Return
After Taxes on Distributions
|
|
|
|
|
Return
After Taxes on Distributions and
Sale
of Fund Shares
|
|
|
|
|
AQR
Emerging Multi-Style II Fund—Class N
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
AQR
Emerging Multi-Style II Fund—Class R6
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
MSCI
Emerging Markets Index
(reflects no
deductions
for fees, expenses or taxes) |
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
February
11, 2015 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
February
11, 2015 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Large Cap Momentum
Style
Fund—Class I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
AQR
Large Cap Momentum
Style
Fund—Class N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
AQR
Large Cap Momentum
Style
Fund—Class R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
July
9, 2009 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
May
1, 2012 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Small Cap Momentum
Style
Fund—Class I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
Russell
2000®
Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
AQR
Small Cap Momentum
Style
Fund—Class N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
2000®
Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
AQR
Small Cap Momentum
Style
Fund—Class R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
2000®
Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
July
9, 2009 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
May
1, 2012 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
International Momentum
Style
Fund—Class I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
AQR
International Momentum
Style
Fund—Class N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
AQR
International Momentum
Style
Fund—Class R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
July
9, 2009 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
January 1,
2020 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
May
1, 2012 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Large Cap Defensive
Style
Fund—Class I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
Large Cap Defensive
Style
Fund—Class N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
AQR
Large Cap Defensive
Style
Fund—Class R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Russell
1000®
Index
(reflects
no
deductions for fees,
expenses
or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
January
1, 2022 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
March 16,
2016 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
July
9, 2012 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements1
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements2
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
International Defensive
Style
Fund—Class I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
International Defensive
Style
Fund—Class N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
AQR
International Defensive
Style
Fund—Class R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World ex-USA Index
(reflects
no deductions for
fees,
expenses or taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of
the Fund Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
January
1, 2022 |
Managing
and Founding Principal of the Adviser |
Michele
L. Aghassi, Ph.D. |
March 16,
2016 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
July
9, 2012 |
Principal
of the Adviser |
John
J. Huss |
January 1,
2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May
1, 2023 |
Principal
of the Adviser |
|
Class
N |
Class
I |
Class
R6 |
Management
Fee |
|
|
|
Distribution
(12b-1) Fee |
|
|
|
Other
Expenses |
|
|
|
Interest
Expense |
|
|
|
All
Other Expenses |
|
|
|
Total
Other Expenses |
|
|
|
Acquired
Fund Fees and Expenses1
|
|
|
|
Total
Annual Fund Operating Expenses |
|
|
|
Less:
Expense Reimbursements2
|
|
|
|
Total
Annual Fund Operating Expenses after Expense
Reimbursements3
|
|
|
|
|
1
Year |
3
Years |
5
Years |
10
Years |
Class
N Shares |
$ |
$ |
$ |
$ |
Class
I Shares |
$ |
$ |
$ |
$ |
Class
R6 Shares |
$ |
$ |
$ |
$ |
|
| ||
|
|
|
|
|
One
Year |
Five
Year |
Ten
Year |
Since
Inception |
Share
Class
Inception
Date |
AQR
Global Equity Fund—
Class
I
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
Return
After Taxes on
Distributions
|
|
|
|
|
|
Return
After Taxes on
Distributions
and Sale of
Fund
Shares
|
|
|
|
|
|
AQR
Global Equity Fund—
Class
N
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
AQR
Global Equity Fund—
Class
R6
|
|
|
|
|
|
Return
Before Taxes
|
|
|
|
|
|
MSCI
World Index
(reflects no
deductions
for fees, expenses
or
taxes) |
|
|
|
|
|
Name |
Portfolio
Manager
of the Fund
Since |
Title |
Clifford
S. Asness, Ph.D., M.B.A. |
December
31, 2009 |
Managing
and Founding Principal of the Adviser |
John
M. Liew, Ph.D., M.B.A. |
December 31,
2009 |
Founding
Principal of the Adviser |
Jordan
Brooks, Ph.D., M.A. |
January
1, 2022 |
Principal
of the Adviser |
Andrea
Frazzini, Ph.D., M.S. |
January 1,
2020 |
Principal
of the Adviser |
John.
J. Huss |
January
1, 2022 |
Principal
of the Adviser |
Laura
Serban, Ph.D. |
May 1,
2023 |
Principal
of the Adviser |
|
Class
N Shares |
Class
I Shares |
Class
R6 Shares |
Minimum
Initial Investment |
$2,500*
|
$5,000,000*
|
$50,000,000*
|
Minimum
Subsequent Investment |
None |
None |
None |
|
AQR
Large
Cap
Multi-Style
Fund |
AQR
Small
Cap
Multi-Style
Fund |
AQR
International
Multi-Style
Fund |
AQR
Emerging
Multi-Style
II
Fund
|
China
Risk |
|
|
|
x |
Common
Stock Risk |
x |
x |
x |
x |
Counterparty
Risk |
x |
x |
x |
x |
Currency
Risk |
|
|
x |
x |
Derivatives
Risk |
x |
x |
x |
x |
Emerging
Market Risk |
|
|
|
x |
Foreign
Investments Risk |
|
|
x |
x |
Forward
and Futures Contract Risk |
x |
x |
x |
x |
Hedging
Transactions Risk |
|
|
|
|
High
Portfolio Turnover Risk |
|
|
|
|
Investment
in Other Investment Companies Risk |
x |
x |
x |
x |
Leverage
Risk |
|
|
|
|
Manager
Risk |
x |
x |
x |
x |
Market
Risk |
x |
x |
x |
x |
Mid-Cap
Securities Risk |
x |
|
x |
x |
Model
and Data Risk |
x |
x |
x |
x |
Momentum
Style Risk |
x |
x |
x |
x |
Real
Estate-Related Investment Risk |
x |
x |
x |
x |
Short
Sale Risk |
|
|
|
|
Small-Cap
Securities Risk |
|
x |
|
|
Swap
Agreements Risk |
|
|
|
|
Tax-Managed
Investment Risk |
x |
x |
x |
x |
Value
Style Risk |
x |
x |
x |
x |
Volatility
Risk |
x |
x |
x |
x |
|
AQR
Large
Cap
Momentum
Style
Fund |
AQR
Small
Cap
Momentum
Style
Fund |
AQR
International
Momentum
Style
Fund |
China
Risk |
|
|
|
Common
Stock Risk |
x |
x |
x |
Counterparty
Risk |
x |
x |
x |
Currency
Risk |
|
|
x |
Derivatives
Risk |
x |
x |
x |
Emerging
Market Risk |
|
|
|
Foreign
Investments Risk |
|
|
x |
Forward
and Futures Contract Risk |
x |
x |
x |
Hedging
Transactions Risk |
|
|
|
High
Portfolio Turnover Risk |
|
|
|
Investment
in Other Investment Companies Risk |
x |
x |
x |
Leverage
Risk |
|
|
|
Manager
Risk |
x |
x |
x |
Market
Risk |
x |
x |
x |
Mid-Cap
Securities Risk |
x |
|
x |
Model
and Data Risk |
x |
x |
x |
Momentum
Style Risk |
x |
x |
x |
Real
Estate-Related Investment Risk |
x |
x |
x |
Short
Sale Risk |
|
|
|
Small-Cap
Securities Risk |
|
x |
|
Swap
Agreements Risk |
|
|
|
Tax-Managed
Investment Risk |
x |
x |
x |
Value
Style Risk |
|
|
|
Volatility
Risk |
x |
x |
x |
|
AQR
Large
Cap
Defensive
Style
Fund |
AQR
International
Defensive
Style
Fund |
AQR
Global
Equity
Fund |
China
Risk |
|
|
|
Common
Stock Risk |
x |
x |
x |
Counterparty
Risk |
x |
x |
x |
Currency
Risk |
|
x |
x |
Derivatives
Risk |
x |
x |
x |
Emerging
Market Risk |
|
|
|
Foreign
Investments Risk |
|
x |
x |
Forward
and Futures Contract Risk |
x |
x |
x |
Hedging
Transactions Risk |
x |
x |
|
High
Portfolio Turnover Risk |
|
|
x |
Investment
in Other Investment Companies Risk |
x |
x |
x |
Leverage
Risk |
|
|
x |
Manager
Risk |
x |
x |
x |
Market
Risk |
x |
x |
x |
Mid-Cap
Securities Risk |
x |
x |
x |
Model
and Data Risk |
x |
x |
x |
Momentum
Style Risk |
|
|
x |
Real
Estate-Related Investment Risk |
x |
x |
x |
Short
Sale Risk |
|
|
x |
Small-Cap
Securities Risk |
x |
x |
x |
Swap
Agreements Risk |
|
|
x |
Tax-Managed
Investment Risk |
x |
x |
|
Value
Style Risk |
|
|
x |
Volatility
Risk |
x |
x |
x |
Fund |
|
AQR
Large Cap Multi-Style Fund |
0.25% |
AQR
Small Cap Multi-Style Fund |
0.45% |
AQR
International Multi-Style Fund |
0.40% |
AQR
Emerging Multi-Style II Fund |
0.50% |
AQR
Large Cap Momentum Style Fund |
0.25% |
AQR
Small Cap Momentum Style Fund |
0.45% |
AQR
International Momentum Style Fund |
0.40% |
AQR
Large Cap Defensive Style Fund |
0.25% |
AQR
International Defensive Style Fund |
0.40% |
AQR
Global Equity Fund |
0.60% |
Fund |
|
AQR
Large Cap Multi-Style Fund |
0.25% |
AQR
Small Cap Multi-Style Fund |
0.45% |
AQR
International Multi-Style Fund |
0.40% |
AQR
Emerging Multi-Style II Fund |
0.50% |
AQR
Large Cap Momentum Style Fund |
0.25% |
Fund |
|
AQR
Small Cap Momentum Style Fund |
0.45% |
AQR
International Momentum Style Fund |
0.40% |
AQR
Large Cap Defensive Style Fund |
0.25% |
AQR
International Defensive Style Fund |
0.40% |
AQR
Global Equity Fund |
0.60% |
Fund |
Class
N Shares |
Class
I Shares |
Class
R6 Shares |
AQR
Large Cap Multi-Style Fund |
0.15% |
0.15% |
0.05% |
AQR
Small Cap Multi-Style Fund |
0.15% |
0.15% |
0.05% |
AQR
International Multi-Style Fund |
0.15% |
0.15% |
0.05% |
AQR
Emerging Multi-Style II Fund |
0.20% |
0.20% |
0.10% |
AQR
Large Cap Momentum Style Fund |
0.15% |
0.15% |
0.05% |
AQR
Small Cap Momentum Style Fund |
0.15% |
0.15% |
0.05% |
AQR
International Momentum Style Fund |
0.15% |
0.15% |
0.05% |
AQR
Large Cap Defensive Style Fund |
0.15% |
0.15% |
0.05% |
AQR
International Defensive Style Fund |
0.15% |
0.15% |
0.05% |
AQR
Global Equity Fund |
0.20% |
0.20% |
0.10% |
Fund |
Portfolio
Managers |
Multi-Style
Funds |
|
AQR
Large Cap Multi-Style Fund |
Clifford
S. Asness, Ph.D., M.B.A. |
AQR
Small Cap Multi-Style Fund |
Michele
L. Aghassi, Ph.D. |
AQR
International Multi-Style Fund |
Andrea
Frazzini, Ph.D., M.S. |
AQR
Emerging Multi-Style II Fund |
John
J. Huss |
|
Laura
Serban, Ph.D. |
Momentum
Style Funds |
|
AQR
Large Cap Momentum Style Fund |
Clifford
S. Asness, Ph.D., M.B.A. |
AQR
Small Cap Momentum Style Fund |
Michele
L. Aghassi, Ph.D. |
AQR
International Momentum Style
Fund |
Andrea
Frazzini, Ph.D., M.S. |
|
John
J. Huss |
|
Laura
Serban, Ph.D. |
Defensive
Style Funds |
|
AQR
Large Cap Defensive Style Fund |
Clifford
S. Asness, Ph.D., M.B.A. |
AQR
International Defensive Style Fund |
Michele
L. Aghassi, Ph.D. |
|
Andrea
Frazzini, Ph.D., M.S. |
|
John
J. Huss |
|
Laura
Serban, Ph.D. |
Global
Equity Fund |
|
AQR
Global Equity Fund |
Clifford
S. Asness, Ph.D., M.B.A. |
|
John
M. Liew, Ph.D., M.B.A. |
|
Jordan
Brooks, Ph.D., M.A. |
|
Andrea
Frazzini, Ph.D., M.S. |
|
John
J. Huss |
|
Laura
Serban, Ph.D. |
|
Minimum
Investment | |
Eligibility
Group |
Class
N |
Class
I |
Defined
benefit plans, endowments and foundations, investment companies,
corporations,
insurance companies, trust companies, and other institutional
investors
not specifically enumerated |
None |
None |
Accounts
and programs offered by certain financial intermediaries, such as
registered
investment advisers, broker-dealers, bank trust departments, wrap
fee
programs and unified managed accounts |
None |
None |
Qualified
defined contribution plans and 457 plans |
None |
None |
Investors
who are not eligible for a reduced minimum |
$2,500 |
$5,000,000 |
Eligibility
Group |
Minimum
Investment |
Defined
benefit plans, endowments and foundations, investment companies,
corporations,
insurance
companies, trust companies, and other institutional investors not
specifically enumerated |
$100,000 |
Accounts
and programs offered by certain financial intermediaries, such as
registered investment
advisers,
broker-dealers, bank trust departments, wrap fee programs and unified
managed
accounts |
$50,000,000
or
$100,000,000
aggregate
investment
across
all series of
the
Trust |
Qualified
defined contribution plans and 457 plans |
None |
Tax-exempt
retirement plans of the Adviser
and its affiliates and rollover accounts from those
plans |
None |
Employees
of the Adviser
and affiliates, trustees and officers of the Trust
and their immediate
family
members |
None |
|
PER
SHARE OPERATING PERFORMANCE | ||||||
|
|
Change
in Net Assets Resulting from
Operations1 |
Less
Dividends and Distributions | ||||
|
Net
Asset
Value,
Beginning
of
Period |
Net
Investment
Income
(Loss) |
Net
Realized
and
Unrealized
Gain
(Loss) |
Net
Increase
(Decrease)
in
Net
Asset
Value
from
Operations |
Distributions
from
Net
Investment
Income |
Distributions
from
Net
Realized
Gains |
Total
Distributions |
AQR
LARGE CAP MULTI-STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$16.00 |
0.27
6 |
3.03 |
3.30 |
(0.27
) |
(1.44
) |
(1.71
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$20.84 |
0.25 |
(2.57
) |
(2.32
) |
(0.26
) |
(2.26
) |
(2.52
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$17.63 |
0.22 |
4.78 |
5.00 |
(0.23
) |
(1.56
) |
(1.79
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$16.84 |
0.23 |
1.48 |
1.71 |
(0.21
) |
(0.71
) |
(0.92
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$18.83 |
0.21
8 |
(1.06
) |
(0.85
) |
(0.27
) |
(0.87
) |
(1.14
) |
AQR
LARGE CAP MULTI-STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$16.11 |
0.23
6 |
3.06 |
3.29 |
(0.21
) |
(1.44
) |
(1.65
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$20.95 |
0.20 |
(2.59
) |
(2.39
) |
(0.19
) |
(2.26
) |
(2.45
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$17.72 |
0.17 |
4.81 |
4.98 |
(0.19
) |
(1.56
) |
(1.75
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$16.76 |
0.20 |
1.47 |
1.67 |
— |
(0.71
) |
(0.71
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$18.74 |
0.17
8 |
(1.06
) |
(0.89
) |
(0.22
) |
(0.87
) |
(1.09
) |
AQR
LARGE CAP MULTI-STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$15.99 |
0.29
6 |
3.02 |
3.31 |
(0.29
) |
(1.44
) |
(1.73
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$20.83 |
0.27 |
(2.57
) |
(2.30
) |
(0.28
) |
(2.26
) |
(2.54
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$17.62 |
0.24 |
4.78 |
5.02 |
(0.25
) |
(1.56
) |
(1.81
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$16.83 |
0.25 |
1.48 |
1.73 |
(0.23
) |
(0.71
) |
(0.94
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$18.83 |
0.23
8 |
(1.07
) |
(0.84
) |
(0.29
) |
(0.87
) |
(1.16
) |
AQR
SMALL CAP MULTI-STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.75 |
0.17 |
2.33 |
2.50 |
(0.13
) |
— |
(0.13
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$18.38 |
0.14
9 |
(3.64
) |
(3.50
) |
(0.08
) |
(1.05
) |
(1.13
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$12.35 |
0.07
10,11 |
6.24 |
6.31 |
(0.28
) |
— |
(0.28
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$12.33 |
0.08 |
0.07
13 |
0.15 |
(0.12
) |
(0.01
) |
(0.13
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.88 |
0.11
8 |
(2.14
) |
(2.03
) |
(0.08
) |
(1.44
) |
(1.52
) |
AQR
SMALL CAP MULTI-STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.71 |
0.13 |
2.32 |
2.45 |
(0.07
) |
— |
(0.07
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$18.32 |
0.09
9 |
(3.62
) |
(3.53
) |
(0.03
) |
(1.05
) |
(1.08
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$12.32 |
0.03
10,11 |
6.22 |
6.25 |
(0.25
) |
— |
(0.25
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$12.29 |
0.04 |
0.08
13 |
0.12 |
(0.08
) |
(0.01
) |
(0.09
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.82 |
0.08
8 |
(2.12
) |
(2.04
) |
(0.05
) |
(1.44
) |
(1.49
) |
AQR
SMALL CAP MULTI-STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.77 |
0.19 |
2.32 |
2.51 |
(0.14
) |
— |
(0.14
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$18.41 |
0.15
9 |
(3.64
) |
(3.49
) |
(0.10
) |
(1.05
) |
(1.15
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$12.37 |
0.10
10,11 |
6.23 |
6.33 |
(0.29
) |
— |
(0.29
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$12.35 |
0.08 |
0.08
13 |
0.16 |
(0.13
) |
(0.01
) |
(0.14
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.91 |
0.13
8 |
(2.15
) |
(2.02
) |
(0.10
) |
(1.44
) |
(1.54
) |
|
|
RATIOS/SUPPLEMENTAL
DATA | |||||
|
|
|
Ratios
to Average Net Assets of:* |
| |||
Net
Asset
Value,
End
of
Period |
Total
Return2,3 |
Net
Assets,
End
of Period
(000’s) |
Expenses,
Before
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers
(Excluding
Dividend
Short
Expense &
Interest
Expense)4 |
Net
Investment
Income
(Loss) |
Portfolio
Turnover
Rate5 |
|
|
|
|
|
|
|
|
$17.59 |
22.16
% |
$196,246 |
0.42
% |
0.41
% |
0.40
% |
1.62
%6 |
57
% |
$16.00 |
(13.59
)% |
$206,052 |
0.42
% |
0.41
% |
0.40
% |
1.30
% |
56
% |
$20.84 |
30.10
% |
$283,306 |
0.41
% |
0.41
% |
0.40
% |
1.13
% |
59
%7 |
$17.63 |
10.30
% |
$218,609 |
0.45
% |
0.44
% |
0.44
% |
1.38
% |
48
% |
$16.84 |
(3.55
)% |
$361,920 |
0.44
% |
0.44
% |
0.44
% |
1.29
%8 |
55
% |
|
|
|
|
|
|
|
|
$17.75 |
21.87
% |
$5,132 |
0.67
% |
0.66
% |
0.65
% |
1.36
%6 |
57
% |
$16.11 |
(13.82
)% |
$5,348 |
0.67
% |
0.66
% |
0.65
% |
1.04
% |
56
% |
$20.95 |
29.73
% |
$8,726 |
0.66
% |
0.66
% |
0.65
% |
0.87
% |
59
%7 |
$17.72 |
10.07
% |
$10,681 |
0.71
% |
0.69
% |
0.69
% |
1.17
% |
48
% |
$16.76 |
(3.84
)% |
$57,421 |
0.70
% |
0.70
% |
0.70
% |
1.02
%8 |
55
% |
|
|
|
|
|
|
|
|
$17.57 |
22.25
% |
$813,715 |
0.32
% |
0.31
% |
0.30
% |
1.70
%6 |
57
% |
$15.99 |
(13.51
)% |
$720,884 |
0.32
% |
0.31
% |
0.30
% |
1.40
% |
56
% |
$20.83 |
30.26
% |
$1,008,244 |
0.31
% |
0.31
% |
0.30
% |
1.23
% |
59
%7 |
$17.62 |
10.43
% |
$863,892 |
0.35
% |
0.34
% |
0.34
% |
1.51
% |
48
% |
$16.83 |
(3.50
)% |
$1,027,712 |
0.35
% |
0.35
% |
0.35
% |
1.38
%8 |
55
% |
|
|
|
|
|
|
|
|
$16.12 |
18.27
% |
$58,597 |
0.74
% |
0.61
% |
0.60
% |
1.10
% |
63
% |
$13.75 |
(20.56
)% |
$60,005 |
0.75
% |
0.61
% |
0.60
% |
0.81
%9 |
65
% |
$18.38 |
51.47
% |
$67,830 |
0.83
%12 |
0.72
%12 |
0.71
%12 |
0.43
%10,11 |
60
%7 |
$12.35 |
1.13
% |
$39,049 |
0.70
% |
0.65
% |
0.64
% |
0.63
% |
51
% |
$12.33 |
(11.74
)% |
$42,197 |
0.66
% |
0.64
% |
0.64
% |
0.92
%8 |
70
% |
|
|
|
|
|
|
|
|
$16.09 |
17.94
% |
$4,325 |
1.02
% |
0.86
% |
0.85
% |
0.84
% |
63
% |
$13.71 |
(20.75
)% |
$4,979 |
1.00
% |
0.86
% |
0.85
% |
0.55
%9 |
65
% |
$18.32 |
51.05
% |
$8,123 |
1.08
%12 |
0.97
%12 |
0.96
%12 |
0.16
%10,11 |
60
%7 |
$12.32 |
0.87
% |
$5,421 |
0.95
% |
0.90
% |
0.89
% |
0.36
% |
51
% |
$12.29 |
(11.94
)% |
$8,304 |
0.92
% |
0.90
% |
0.90
% |
0.66
%8 |
70
% |
|
|
|
|
|
|
|
|
$16.14 |
18.35
% |
$38,693 |
0.67
% |
0.51
% |
0.50
% |
1.19
% |
63
% |
$13.77 |
(20.51
)% |
$37,123 |
0.65
% |
0.51
% |
0.50
% |
0.91
%9 |
65
% |
$18.41 |
51.60
% |
$54,607 |
0.74
%12 |
0.63
%12 |
0.62
%12 |
0.64
%10,11 |
60
%7 |
$12.37 |
1.22
% |
$213,517 |
0.60
% |
0.55
% |
0.54
% |
0.70
% |
51
% |
$12.35 |
(11.66
)% |
$501,656 |
0.57
% |
0.55
% |
0.55
% |
1.02
%8 |
70
% |
|
PER
SHARE OPERATING PERFORMANCE | ||||||
|
|
Change
in Net Assets Resulting from
Operations1 |
Less
Dividends and Distributions | ||||
|
Net
Asset
Value,
Beginning
of
Period |
Net
Investment
Income
(Loss) |
Net
Realized
and
Unrealized
Gain
(Loss) |
Net
Increase
(Decrease)
in
Net
Asset
Value
from
Operations |
Distributions
from
Net
Investment
Income |
Distributions
from
Net
Realized
Gains |
Total
Distributions |
AQR
INTERNATIONAL MULTI-STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$9.73 |
0.35 |
2.37 |
2.72 |
(0.36
) |
— |
(0.36
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$13.12 |
0.39 |
(3.39
) |
(3.00
) |
(0.39
) |
— |
(0.39
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.69 |
0.34 |
2.31 |
2.65 |
(0.22
) |
— |
(0.22
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$11.06 |
0.22 |
(0.25
) |
(0.03
) |
(0.34
) |
— |
(0.34
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$11.76 |
0.28 |
(0.60
) |
(0.32
) |
(0.38
) |
— |
(0.38
) |
AQR
INTERNATIONAL MULTI-STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$9.71 |
0.32 |
2.36 |
2.68 |
(0.29
) |
— |
(0.29
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$13.08 |
0.32 |
(3.34
) |
(3.02
) |
(0.35
) |
— |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.66 |
0.28 |
2.33 |
2.61 |
(0.19
) |
— |
(0.19
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$11.03 |
0.19 |
(0.25
) |
(0.06
) |
(0.31
) |
— |
(0.31
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$11.73 |
0.24 |
(0.59
) |
(0.35
) |
(0.35
) |
— |
(0.35
) |
AQR
INTERNATIONAL MULTI-STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$9.72 |
0.37 |
2.35 |
2.72 |
(0.37
) |
— |
(0.37
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$13.10 |
0.39 |
(3.37
) |
(2.98
) |
(0.40
) |
— |
(0.40
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.67 |
0.37 |
2.29 |
2.66 |
(0.23
) |
— |
(0.23
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$11.05 |
0.23 |
(0.26
) |
(0.03
) |
(0.35
) |
— |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$11.75 |
0.28 |
(0.59
) |
(0.31
) |
(0.39
) |
— |
(0.39
) |
AQR
EMERGING MULTI-STYLE II FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$8.49 |
0.39 |
0.90 |
1.29 |
(0.41
) |
— |
(0.41
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$12.20 |
0.41 |
(3.83
) |
(3.42
) |
(0.29
) |
— |
(0.29
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.57 |
0.34
11 |
1.48 |
1.82 |
(0.19
) |
— |
(0.19
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$9.75 |
0.14 |
0.92 |
1.06 |
(0.24
) |
— |
(0.24
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$10.58 |
0.25
8 |
(0.86
) |
(0.61
) |
(0.22
) |
— |
(0.22
) |
AQR
EMERGING MULTI-STYLE II FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$8.51 |
0.51 |
0.75 |
1.26 |
(0.35
) |
— |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$12.22 |
0.33 |
(3.78
) |
(3.45
) |
(0.26
) |
— |
(0.26
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.60 |
0.33
11 |
1.46 |
1.79 |
(0.17
) |
— |
(0.17
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$9.77 |
0.14 |
0.90 |
1.04 |
(0.21
) |
— |
(0.21
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$10.57 |
0.16
8 |
(0.79
) |
(0.63
) |
(0.17
) |
— |
(0.17
) |
AQR
EMERGING MULTI-STYLE II FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$8.49 |
0.40 |
0.90 |
1.30 |
(0.42
) |
— |
(0.42
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$12.20 |
0.41 |
(3.82
) |
(3.41
) |
(0.30
) |
— |
(0.30
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$10.58 |
0.31
11 |
1.51 |
1.82 |
(0.20
) |
— |
(0.20
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$9.76 |
0.18 |
0.89 |
1.07 |
(0.25
) |
— |
(0.25
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$10.59 |
0.23
8 |
(0.83
) |
(0.60
) |
(0.23
) |
— |
(0.23
) |
|
|
RATIOS/SUPPLEMENTAL
DATA | |||||
|
|
|
Ratios
to Average Net Assets of:* |
| |||
Net
Asset
Value,
End
of
Period |
Total
Return2,3 |
Net
Assets,
End
of Period
(000’s) |
Expenses,
Before
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers
(Excluding
Dividend
Short
Expense &
Interest
Expense)4 |
Net
Investment
Income
(Loss) |
Portfolio
Turnover
Rate5 |
|
|
|
|
|
|
|
|
$12.09 |
28.33
% |
$83,745 |
0.61
% |
0.56
% |
0.55
% |
2.98
% |
69
% |
$9.73 |
(23.62
)% |
$62,389 |
0.63
% |
0.56
% |
0.56
% |
3.17
% |
73
% |
$13.12 |
24.97
% |
$81,680 |
0.61
% |
0.56
% |
0.56
% |
2.61
% |
62
%7 |
$10.69 |
(0.51
)% |
$49,672 |
0.67
% |
0.60
% |
0.59
% |
2.04
% |
74
% |
$11.06 |
(2.37
)% |
$50,189 |
0.67
% |
0.60
% |
0.60
% |
2.56
% |
57
% |
|
|
|
|
|
|
|
|
$12.10 |
27.88
% |
$1,072 |
0.86
% |
0.81
% |
0.80
% |
2.72
% |
69
% |
$9.71 |
(23.79
)% |
$1,074 |
0.88
% |
0.81
% |
0.81
% |
2.61
% |
73
% |
$13.08 |
24.67
% |
$4,184 |
0.86
% |
0.81
% |
0.81
% |
2.17
% |
62
%7 |
$10.66 |
(0.75
)% |
$4,147 |
0.92
% |
0.85
% |
0.84
% |
1.82
% |
74
% |
$11.03 |
(2.62
)% |
$4,261 |
0.92
% |
0.85
% |
0.85
% |
2.25
% |
57
% |
|
|
|
|
|
|
|
|
$12.07 |
28.42
% |
$393,769 |
0.51
% |
0.46
% |
0.45
% |
3.12
% |
69
% |
$9.72 |
(23.50
)% |
$311,227 |
0.53
% |
0.46
% |
0.46
% |
3.23
% |
73
% |
$13.10 |
25.13
% |
$418,160 |
0.51
% |
0.46
% |
0.46
% |
2.89
% |
62
%7 |
$10.67 |
(0.47
)% |
$191,955 |
0.57
% |
0.50
% |
0.49
% |
2.16
% |
74
% |
$11.05 |
(2.27
)% |
$217,891 |
0.57
% |
0.50
% |
0.50
% |
2.54
% |
57
% |
|
|
|
|
|
|
|
|
$9.37 |
15.47
% |
$49,505 |
0.77
% |
0.72
% |
0.71
% |
4.15
% |
65
% |
$8.49 |
(28.72
)% |
$44,791 |
0.79
% |
0.71
% |
0.70
% |
3.69
% |
61
% |
$12.20 |
17.26
% |
$66,601 |
0.80
% |
0.72
% |
0.72
% |
2.68
%11 |
61
%7 |
$10.57 |
10.94
% |
$19,271 |
0.86
% |
0.75
% |
0.75
% |
1.48
% |
58
% |
$9.75 |
(5.68
)% |
$36,722 |
0.84
% |
0.75
% |
0.75
% |
2.51
%8 |
62
% |
|
|
|
|
|
|
|
|
$9.42 |
14.96
% |
$685 |
1.03
% |
0.97
% |
0.96
% |
5.43
% |
65
% |
$8.51 |
(28.85
)% |
$846 |
1.04
% |
0.96
% |
0.95
% |
2.87
% |
61
% |
$12.22 |
16.96
% |
$3,885 |
1.05
% |
0.96
% |
0.96
% |
2.56
%11 |
61
%7 |
$10.60 |
10.65
% |
$867 |
1.12
% |
1.00
% |
1.00
% |
1.47
% |
58
% |
$9.77 |
(5.92
)% |
$677 |
1.09
% |
1.00
% |
1.00
% |
1.64
%8 |
62
% |
|
|
|
|
|
|
|
|
$9.37 |
15.62
% |
$450,400 |
0.68
% |
0.62
% |
0.61
% |
4.25
% |
65
% |
$8.49 |
(28.65
)% |
$399,011 |
0.69
% |
0.61
% |
0.60
% |
3.74
% |
61
% |
$12.20 |
17.32
% |
$572,793 |
0.71
% |
0.63
% |
0.63
% |
2.44
%11 |
61
%7 |
$10.58 |
11.03
% |
$321,431 |
0.77
% |
0.65
% |
0.65
% |
1.82
% |
58
% |
$9.76 |
(5.59
)% |
$305,195 |
0.74
% |
0.65
% |
0.65
% |
2.32
%8 |
62
% |
|
PER
SHARE OPERATING PERFORMANCE | ||||||
|
|
Change
in Net Assets Resulting from
Operations1 |
Less
Dividends and Distributions | ||||
|
Net
Asset
Value,
Beginning
of
Period |
Net
Investment
Income
(Loss) |
Net
Realized
and
Unrealized
Gain
(Loss) |
Net
Increase
(Decrease)
in
Net
Asset
Value
from
Operations |
Distributions
from
Net
Investment
Income |
Distributions
from
Net
Realized
Gains |
Total
Distributions |
AQR
LARGE CAP MOMENTUM STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$19.08 |
0.25 |
2.24 |
2.49 |
(0.24
) |
(1.80
) |
(2.04
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$26.92 |
0.21 |
(3.67
) |
(3.46
) |
(0.13
) |
(4.25
) |
(4.38
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.47 |
0.10 |
6.30 |
6.40 |
(0.17
) |
(3.78
) |
(3.95
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.57 |
0.20 |
3.92 |
4.12 |
(0.25
) |
(1.97
) |
(2.22
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$24.99 |
0.26
8 |
(0.44
) |
(0.18
) |
(0.22
) |
(2.02
) |
(2.24
) |
AQR
LARGE CAP MOMENTUM STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$19.07 |
0.19 |
2.26 |
2.45 |
(0.19
) |
(1.80
) |
(1.99
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$26.92 |
0.16 |
(3.70
) |
(3.54
) |
(0.06
) |
(4.25
) |
(4.31
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.46 |
0.04 |
6.31 |
6.35 |
(0.11
) |
(3.78
) |
(3.89
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.56 |
0.15 |
3.90 |
4.05 |
(0.18
) |
(1.97
) |
(2.15
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$24.96 |
0.21
8 |
(0.43
) |
(0.22
) |
(0.16
) |
(2.02
) |
(2.18
) |
AQR
LARGE CAP MOMENTUM STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$19.00 |
0.26 |
2.23 |
2.49 |
(0.26
) |
(1.80
) |
(2.06
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$26.83 |
0.24 |
(3.67
) |
(3.43
) |
(0.15
) |
(4.25
) |
(4.40
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.40 |
0.13 |
6.28 |
6.41 |
(0.20
) |
(3.78
) |
(3.98
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.51 |
0.23 |
3.90 |
4.13 |
(0.27
) |
(1.97
) |
(2.24
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$24.94 |
0.29
8 |
(0.45
) |
(0.16
) |
(0.25
) |
(2.02
) |
(2.27
) |
AQR
SMALL CAP MOMENTUM STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$15.88 |
0.17
6 |
1.67 |
1.84 |
(0.10
) |
— |
(0.10
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$25.93 |
0.12
9 |
(4.92
) |
(4.80
) |
(0.07
) |
(5.18
) |
(5.25
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$19.47 |
(0.00
)14 |
7.92 |
7.92 |
(0.15
) |
(1.31
) |
(1.46
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$18.66 |
0.09 |
1.56 |
1.65 |
(0.10
) |
(0.74
) |
(0.84
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$27.14 |
0.09
8 |
(3.83
) |
(3.74
) |
(0.04
) |
(4.70
) |
(4.74
) |
AQR
SMALL CAP MOMENTUM STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$15.86 |
0.14
6 |
1.66 |
1.80 |
(0.05
) |
— |
(0.05
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$25.91 |
0.07
9 |
(4.93
) |
(4.86
) |
(0.01
) |
(5.18
) |
(5.19
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$19.45 |
(0.07
) |
7.93 |
7.86 |
(0.09
) |
(1.31
) |
(1.40
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$18.66 |
0.04 |
1.56 |
1.60 |
(0.07
) |
(0.74
) |
(0.81
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$27.14 |
0.05
8 |
(3.83
) |
(3.78
) |
(0.00
)14 |
(4.70
) |
(4.70
) |
AQR
SMALL CAP MOMENTUM STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$15.81 |
0.20
6 |
1.65 |
1.85 |
(0.12
) |
— |
(0.12
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$25.85 |
0.14
9 |
(4.91
) |
(4.77
) |
(0.09
) |
(5.18
) |
(5.27
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$19.41 |
0.03 |
7.89 |
7.92 |
(0.17
) |
(1.31
) |
(1.48
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$18.61 |
0.11 |
1.56 |
1.67 |
(0.13
) |
(0.74
) |
(0.87
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$27.10 |
0.13
8 |
(3.85
) |
(3.72
) |
(0.07
) |
(4.70
) |
(4.77
) |
|
|
RATIOS/SUPPLEMENTAL
DATA | |||||
|
|
|
Ratios
to Average Net Assets of:* |
| |||
Net
Asset
Value,
End
of
Period |
Total
Return2,3 |
Net
Assets,
End
of Period
(000’s) |
Expenses,
Before
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers
(Excluding
Dividend
Short
Expense &
Interest
Expense)4 |
Net
Investment
Income
(Loss) |
Portfolio
Turnover
Rate5 |
|
|
|
|
|
|
|
|
$19.53 |
13.64
% |
$355,279 |
0.43
% |
0.41
% |
0.40
% |
1.27
% |
87
% |
$19.08 |
(16.71
)% |
$412,574 |
0.42
% |
0.41
% |
0.40
% |
0.87
% |
84
% |
$26.92 |
28.54
% |
$794,698 |
0.42
% |
0.41
% |
0.40
% |
0.41
% |
102
%7 |
$24.47 |
19.52
% |
$616,263 |
0.42
% |
0.40
% |
0.40
% |
0.91
% |
75
% |
$22.57 |
1.38
% |
$678,252 |
0.41
% |
0.40
% |
0.40
% |
1.21
%8 |
61
% |
|
|
|
|
|
|
|
|
$19.53 |
13.42
% |
$61,272 |
0.68
% |
0.66
% |
0.65
% |
0.99
% |
87
% |
$19.07 |
(16.97
)% |
$52,860 |
0.67
% |
0.66
% |
0.65
% |
0.70
% |
84
% |
$26.92 |
28.27
% |
$58,376 |
0.67
% |
0.66
% |
0.65
% |
0.15
% |
102
%7 |
$24.46 |
19.20
% |
$46,797 |
0.67
% |
0.65
% |
0.65
% |
0.69
% |
75
% |
$22.56 |
1.14
% |
$67,654 |
0.66
% |
0.65
% |
0.65
% |
0.97
%8 |
61
% |
|
|
|
|
|
|
|
|
$19.43 |
13.74
% |
$228,243 |
0.33
% |
0.31
% |
0.30
% |
1.36
% |
87
% |
$19.00 |
(16.64
)% |
$226,855 |
0.32
% |
0.31
% |
0.30
% |
1.03
% |
84
% |
$26.83 |
28.68
% |
$307,619 |
0.31
% |
0.31
% |
0.30
% |
0.51
% |
102
%7 |
$24.40 |
19.66
% |
$116,264 |
0.32
% |
0.30
% |
0.30
% |
1.05
% |
75
% |
$22.51 |
1.48
% |
$202,063 |
0.31
% |
0.30
% |
0.30
% |
1.33
%8 |
61
% |
|
|
|
|
|
|
|
|
$17.62 |
11.61
% |
$132,059 |
0.71
% |
0.62
% |
0.61
% |
0.97
%6 |
54
% |
$15.88 |
(23.61
)% |
$152,563 |
0.68
% |
0.61
% |
0.60
% |
0.61
%9 |
74
% |
$25.93 |
41.25
% |
$210,181 |
0.67
% |
0.61
% |
0.60
% |
0.00
% |
103
%7 |
$19.47 |
8.89
% |
$160,586 |
0.67
% |
0.60
% |
0.60
% |
0.48
% |
86
% |
$18.66 |
(10.90
)% |
$201,555 |
0.66
% |
0.60
% |
0.60
% |
0.46
%8 |
79
% |
|
|
|
|
|
|
|
|
$17.61 |
11.34
% |
$1,840 |
0.96
% |
0.87
% |
0.86
% |
0.81
%6 |
54
% |
$15.86 |
(23.83
)% |
$4,488 |
0.93
% |
0.86
% |
0.85
% |
0.36
%9 |
74
% |
$25.91 |
40.98
% |
$5,908 |
0.92
% |
0.86
% |
0.85
% |
(0.28
)% |
103
%7 |
$19.45 |
8.59
% |
$3,761 |
0.92
% |
0.85
% |
0.85
% |
0.23
% |
86
% |
$18.66 |
(11.09
)% |
$4,395 |
0.91
% |
0.85
% |
0.85
% |
0.28
%8 |
79
% |
|
|
|
|
|
|
|
|
$17.54 |
11.71
% |
$23,052 |
0.61
% |
0.52
% |
0.51
% |
1.16
%6 |
54
% |
$15.81 |
(23.56
)% |
$43,555 |
0.58
% |
0.51
% |
0.50
% |
0.72
%9 |
74
% |
$25.85 |
41.41
% |
$61,524 |
0.57
% |
0.51
% |
0.50
% |
0.11
% |
103
%7 |
$19.41 |
8.99
% |
$42,453 |
0.57
% |
0.50
% |
0.50
% |
0.60
% |
86
% |
$18.61 |
(10.80
)% |
$54,417 |
0.56
% |
0.50
% |
0.50
% |
0.67
%8 |
79
% |
|
PER
SHARE OPERATING PERFORMANCE | ||||||
|
|
Change
in Net Assets Resulting from
Operations1 |
Less
Dividends and Distributions | ||||
|
Net
Asset
Value,
Beginning
of
Period |
Net
Investment
Income
(Loss) |
Net
Realized
and
Unrealized
Gain
(Loss) |
Net
Increase
(Decrease)
in
Net
Asset
Value
from
Operations |
Distributions
from
Net
Investment
Income |
Distributions
from
Net
Realized
Gains |
Total
Distributions |
AQR
INTERNATIONAL MOMENTUM STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.64 |
0.42 |
2.44 |
2.86 |
(0.43
) |
— |
(0.43
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$19.11 |
0.40 |
(5.43
) |
(5.03
) |
(0.44
) |
— |
(0.44
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$16.19 |
0.29 |
2.83 |
3.12 |
(0.20
) |
— |
(0.20
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$14.98 |
0.21 |
1.37 |
1.58 |
(0.37
) |
— |
(0.37
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.82 |
0.31 |
(0.87
) |
(0.56
) |
(0.28
) |
— |
(0.28
) |
AQR
INTERNATIONAL MOMENTUM STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.62 |
0.43 |
2.38 |
2.81 |
(0.40
) |
— |
(0.40
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$19.05 |
0.37 |
(5.45
) |
(5.08
) |
(0.35
) |
— |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$16.14 |
0.23 |
2.85 |
3.08 |
(0.17
) |
— |
(0.17
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$14.94 |
0.18 |
1.35 |
1.53 |
(0.33
) |
— |
(0.33
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.77 |
0.27 |
(0.86
) |
(0.59
) |
(0.24
) |
— |
(0.24
) |
AQR
INTERNATIONAL MOMENTUM STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$13.62 |
0.46 |
2.40 |
2.86 |
(0.44
) |
— |
(0.44
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$19.08 |
0.42 |
(5.42
) |
(5.00
) |
(0.46
) |
— |
(0.46
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$16.16 |
0.31 |
2.83 |
3.14 |
(0.22
) |
— |
(0.22
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$14.96 |
0.23 |
1.35 |
1.58 |
(0.38
) |
— |
(0.38
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$15.80 |
0.33 |
(0.87
) |
(0.54
) |
(0.30
) |
— |
(0.30
) |
AQR
LARGE CAP DEFENSIVE STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$24.99 |
0.40 |
2.61 |
3.01 |
(0.35
) |
(2.22
) |
(2.57
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$29.60 |
0.38 |
(4.18
) |
(3.80
) |
(0.34
) |
(0.47
) |
(0.81
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.88 |
0.31 |
4.75 |
5.06 |
(0.34
) |
— |
(0.34
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.83 |
0.33 |
1.99 |
2.32 |
(0.26
) |
(0.01
) |
(0.27
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$21.18 |
0.34 |
1.62 |
1.96 |
(0.23
) |
(0.08
) |
(0.31
) |
AQR
LARGE CAP DEFENSIVE STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$24.90 |
0.33 |
2.60 |
2.93 |
(0.26
) |
(2.22
) |
(2.48
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$29.50 |
0.29 |
(4.17
) |
(3.88
) |
(0.25
) |
(0.47
) |
(0.72
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.81 |
0.24 |
4.73 |
4.97 |
(0.28
) |
— |
(0.28
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.76 |
0.27 |
1.99 |
2.26 |
(0.20
) |
(0.01
) |
(0.21
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$21.11 |
0.28 |
1.62 |
1.90 |
(0.17
) |
(0.08
) |
(0.25
) |
AQR
LARGE CAP DEFENSIVE STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$24.97 |
0.43 |
2.60 |
3.03 |
(0.37
) |
(2.22
) |
(2.59
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$29.57 |
0.40 |
(4.17
) |
(3.77
) |
(0.36
) |
(0.47
) |
(0.83
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$24.87 |
0.33 |
4.73 |
5.06 |
(0.36
) |
— |
(0.36
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$22.81 |
0.36 |
1.99 |
2.35 |
(0.28
) |
(0.01
) |
(0.29
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$21.15 |
0.35 |
1.63 |
1.98 |
(0.24
) |
(0.08
) |
(0.32
) |
|
|
RATIOS/SUPPLEMENTAL
DATA | |||||
|
|
|
Ratios
to Average Net Assets of:* |
| |||
Net
Asset
Value,
End
of
Period |
Total
Return2,3 |
Net
Assets,
End
of Period
(000’s) |
Expenses,
Before
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers
(Excluding
Dividend
Short
Expense &
Interest
Expense)4 |
Net
Investment
Income
(Loss) |
Portfolio
Turnover
Rate5 |
|
|
|
|
|
|
|
|
$16.07 |
21.13
% |
$139,754 |
0.66
% |
0.58
% |
0.55
% |
2.63
% |
72
% |
$13.64 |
(27.03
)% |
$158,014 |
0.63
% |
0.58
% |
0.57
% |
2.23
% |
77
% |
$19.11 |
19.40
% |
$332,293 |
0.60
% |
0.56
% |
0.55
% |
1.54
% |
84
%7 |
$16.19 |
10.62
% |
$256,067 |
0.60
% |
0.55
% |
0.55
% |
1.41
% |
72
% |
$14.98 |
(3.26
)% |
$270,031 |
0.61
% |
0.55
% |
0.55
% |
2.12
% |
70
% |
|
|
|
|
|
|
|
|
$16.03 |
20.82
% |
$4,747 |
0.90
% |
0.83
% |
0.80
% |
2.73
% |
72
% |
$13.62 |
(27.23
)% |
$33,996 |
0.89
% |
0.83
% |
0.82
% |
2.11
% |
77
% |
$19.05 |
19.18
% |
$68,275 |
0.85
% |
0.81
% |
0.80
% |
1.24
% |
84
%7 |
$16.14 |
10.33
% |
$60,332 |
0.86
% |
0.80
% |
0.80
% |
1.18
% |
72
% |
$14.94 |
(3.51
)% |
$36,694 |
0.86
% |
0.80
% |
0.80
% |
1.86
% |
70
% |
|
|
|
|
|
|
|
|
$16.04 |
21.21
% |
$83,251 |
0.56
% |
0.48
% |
0.45
% |
2.86
% |
72
% |
$13.62 |
(26.95
)% |
$127,615 |
0.54
% |
0.48
% |
0.47
% |
2.42
% |
77
% |
$19.08 |
19.55
% |
$200,637 |
0.50
% |
0.46
% |
0.45
% |
1.69
% |
84
%7 |
$16.16 |
10.68
% |
$114,949 |
0.50
% |
0.45
% |
0.45
% |
1.50
% |
72
% |
$14.96 |
(3.15
)% |
$129,267 |
0.51
% |
0.45
% |
0.45
% |
2.25
% |
70
% |
|
|
|
|
|
|
|
|
$25.43 |
12.30
% |
$2,123,494 |
0.38
% |
0.38
% |
0.37
% |
1.56
% |
31
% |
$24.99 |
(13.40
)% |
$2,734,495 |
0.38
% |
0.38
% |
0.37
% |
1.29
% |
28
% |
$29.60 |
20.53
% |
$3,903,177 |
0.37
% |
0.37
% |
0.37
% |
1.13
% |
17
% |
$24.88 |
10.21
% |
$4,248,841 |
0.40
% |
0.40
% |
0.40
% |
1.44
% |
35
% |
$22.83 |
9.59
% |
$3,262,596 |
0.39
% |
0.38
% |
0.38
% |
1.60
% |
20
% |
|
|
|
|
|
|
|
|
$25.35 |
12.02
% |
$227,113 |
0.66
% |
0.66
% |
0.65
% |
1.28
% |
31
% |
$24.90 |
(13.66
)% |
$296,466 |
0.66
% |
0.66
% |
0.65
% |
1.01
% |
28
% |
$29.50 |
20.17
% |
$432,165 |
0.66
% |
0.65
% |
0.65
% |
0.85
% |
17
% |
$24.81 |
9.95
% |
$463,060 |
0.66
% |
0.65
% |
0.65
% |
1.18
% |
35
% |
$22.76 |
9.30
% |
$389,897 |
0.66
% |
0.65
% |
0.65
% |
1.33
% |
20
% |
|
|
|
|
|
|
|
|
$25.41 |
12.41
% |
$774,647 |
0.31
% |
0.31
% |
0.30
% |
1.64
% |
31
% |
$24.97 |
(13.31
)% |
$913,045 |
0.31
% |
0.31
% |
0.30
% |
1.37
% |
28
% |
$29.57 |
20.55
% |
$1,344,591 |
0.31
% |
0.30
% |
0.30
% |
1.20
% |
17
% |
$24.87 |
10.32
% |
$1,377,116 |
0.31
% |
0.30
% |
0.30
% |
1.55
% |
35
% |
$22.81 |
9.72
% |
$1,275,970 |
0.31
% |
0.30
% |
0.30
% |
1.61
% |
20
% |
|
PER
SHARE OPERATING PERFORMANCE | ||||||
|
|
Change
in Net Assets Resulting from
Operations1 |
Less
Dividends and Distributions | ||||
|
Net
Asset
Value,
Beginning
of
Period |
Net
Investment
Income
(Loss) |
Net
Realized
and
Unrealized
Gain
(Loss) |
Net
Increase
(Decrease)
in
Net
Asset
Value
from
Operations |
Distributions
from
Net
Investment
Income |
Distributions
from
Net
Realized
Gains |
Total
Distributions |
AQR
INTERNATIONAL DEFENSIVE STYLE FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$11.44 |
0.34 |
1.59 |
1.93 |
(0.25
) |
— |
(0.25
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$15.08 |
0.31 |
(3.57
) |
(3.26
) |
(0.38
) |
— |
(0.38
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$13.18 |
0.29 |
1.86 |
2.15 |
(0.25
) |
— |
(0.25
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$13.09 |
0.23 |
0.20
13 |
0.43 |
(0.34
) |
— |
(0.34
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$13.38 |
0.34 |
(0.35
) |
(0.01
) |
(0.28
) |
— |
(0.28
) |
AQR
INTERNATIONAL DEFENSIVE STYLE FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$11.84 |
0.32 |
1.66 |
1.98 |
(0.22
) |
— |
(0.22
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$15.60 |
0.28 |
(3.70
) |
(3.42
) |
(0.34
) |
— |
(0.34
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$13.63 |
0.26 |
1.92 |
2.18 |
(0.21
) |
— |
(0.21
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$13.52 |
0.24 |
0.18
13 |
0.42 |
(0.31
) |
— |
(0.31
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$13.71 |
0.33 |
(0.36
) |
(0.03
) |
(0.16
) |
— |
(0.16
) |
AQR
INTERNATIONAL DEFENSIVE STYLE FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$11.43 |
0.36 |
1.60 |
1.96 |
(0.27
) |
— |
(0.27
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$15.08 |
0.34 |
(3.59
) |
(3.25
) |
(0.40
) |
— |
(0.40
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$13.18 |
0.33 |
1.83 |
2.16 |
(0.26
) |
— |
(0.26
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$13.09 |
0.28 |
0.16
13 |
0.44 |
(0.35
) |
— |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$13.38 |
0.33 |
(0.33
) |
0.00
14 |
(0.29
) |
— |
(0.29
) |
AQR
GLOBAL EQUITY FUND CLASS I | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$7.77 |
0.20
6 |
1.74 |
1.94 |
(0.11
) |
(0.25
) |
(0.36
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$10.45 |
0.15 |
(1.61
) |
(1.46
) |
(0.20
) |
(1.02
) |
(1.22
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$8.61 |
0.13 |
1.82 |
1.95 |
(0.11
) |
— |
(0.11
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$8.20 |
0.06 |
0.47 |
0.53 |
(0.12
) |
— |
(0.12
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$9.11 |
0.15 |
(0.72
) |
(0.57
) |
(0.13
) |
(0.21
) |
(0.34
) |
AQR
GLOBAL EQUITY FUND CLASS N | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$7.66 |
0.17
6 |
1.72 |
1.89 |
(0.10
) |
(0.25
) |
(0.35
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$10.32 |
0.12 |
(1.58
) |
(1.46
) |
(0.18
) |
(1.02
) |
(1.20
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$8.52 |
0.11 |
1.79 |
1.90 |
(0.10
) |
— |
(0.10
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$8.12 |
0.08 |
0.43 |
0.51 |
(0.11
) |
— |
(0.11
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$9.06 |
0.13 |
(0.73
) |
(0.60
) |
(0.13
) |
(0.21
) |
(0.34
) |
AQR
GLOBAL EQUITY FUND CLASS R6 | |||||||
FOR
THE YEAR ENDED SEPTEMBER 30, 2023 |
$7.83 |
0.21
6 |
1.76 |
1.97 |
(0.13
) |
(0.25
) |
(0.38
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2022 |
$10.52 |
0.16 |
(1.62
) |
(1.46
) |
(0.21
) |
(1.02
) |
(1.23
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2021 |
$8.67 |
0.14 |
1.84 |
1.98 |
(0.13
) |
— |
(0.13
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2020 |
$8.27 |
0.12 |
0.41 |
0.53 |
(0.13
) |
— |
(0.13
) |
FOR
THE YEAR ENDED SEPTEMBER 30, 2019 |
$9.19 |
0.14 |
(0.70
) |
(0.56
) |
(0.15
) |
(0.21
) |
(0.36
) |
|
|
RATIOS/SUPPLEMENTAL
DATA | |||||
|
|
|
Ratios
to Average Net Assets of:* |
| |||
Net
Asset
Value,
End
of
Period |
Total
Return2,3 |
Net
Assets,
End
of Period
(000’s) |
Expenses,
Before
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers4 |
Expenses,
Net of
Reimbursements
and/or
Waivers
(Excluding
Dividend
Short
Expense &
Interest
Expense)4 |
Net
Investment
Income
(Loss) |
Portfolio
Turnover
Rate5 |
|
|
|
|
|
|
|
|
$13.12 |
17.00
% |
$88,244 |
0.64
% |
0.56
% |
0.55
% |
2.58
% |
25
% |
$11.44 |
(22.21
)% |
$99,478 |
0.65
% |
0.56
% |
0.55
% |
2.26
% |
34
% |
$15.08 |
16.44
% |
$117,803 |
0.63
% |
0.55
% |
0.55
% |
1.94
% |
30
% |
$13.18 |
3.21
% |
$131,283 |
0.64
% |
0.55
% |
0.55
% |
1.79
% |
27
% |
$13.09 |
0.18
% |
$202,228 |
0.64
% |
0.55
% |
0.55
% |
2.64
% |
24
% |
|
|
|
|
|
|
|
|
$13.60 |
16.80
% |
$3,067 |
0.89
% |
0.81
% |
0.80
% |
2.33
% |
25
% |
$11.84 |
(22.47
)% |
$6,027 |
0.89
% |
0.81
% |
0.80
% |
1.95
% |
34
% |
$15.60 |
16.13
% |
$9,129 |
0.88
% |
0.80
% |
0.80
% |
1.69
% |
30
% |
$13.63 |
3.04
% |
$9,541 |
0.90
% |
0.80
% |
0.80
% |
1.79
% |
27
% |
$13.52 |
(0.10
)% |
$7,221 |
0.89
% |
0.80
% |
0.80
% |
2.51
% |
24
% |
|
|
|
|
|
|
|
|
$13.12 |
17.22
% |
$163,844 |
0.54
% |
0.46
% |
0.45
% |
2.73
% |
25
% |
$11.43 |
(22.19
)% |
$129,578 |
0.55
% |
0.46
% |
0.45
% |
2.43
% |
34
% |
$15.08 |
16.54
% |
$144,117 |
0.54
% |
0.45
% |
0.45
% |
2.21
% |
30
% |
$13.18 |
3.32
% |
$65,720 |
0.55
% |
0.45
% |
0.45
% |
2.20
% |
27
% |
$13.09 |
0.26
% |
$31,493 |
0.54
% |
0.45
% |
0.45
% |
2.58
% |
24
% |
|
|
|
|
|
|
|
|
$9.35 |
25.68
% |
$12,211 |
0.83
% |
0.81
% |
0.80
% |
2.25
%6 |
115
% |
$7.77 |
(16.48
)% |
$6,796 |
0.82
% |
0.81
% |
0.80
% |
1.54
% |
123
% |
$10.45 |
22.81
% |
$16,256 |
0.82
% |
0.80
% |
0.80
% |
1.28
% |
95
% |
$8.61 |
6.48
% |
$15,876 |
0.82
% |
0.80
% |
0.80
% |
0.76
% |
94
% |
$8.20 |
(5.78
)% |
$187,408 |
0.81
% |
0.80
% |
0.80
% |
1.82
% |
122
% |
|
|
|
|
|
|
|
|
$9.20 |
25.33
% |
$6,950 |
1.08
% |
1.06
% |
1.05
% |
1.99
%6 |
115
% |
$7.66 |
(16.70
)% |
$5,811 |
1.07
% |
1.06
% |
1.05
% |
1.29
% |
123
% |
$10.32 |
22.46
% |
$7,706 |
1.07
% |
1.05
% |
1.05
% |
1.10
% |
95
% |
$8.52 |
6.24
% |
$5,126 |
1.07
% |
1.05
% |
1.05
% |
0.94
% |
94
% |
$8.12 |
(6.17
)% |
$4,573 |
1.06
% |
1.05
% |
1.05
% |
1.59
% |
122
% |
|
|
|
|
|
|
|
|
$9.42 |
25.80
% |
$301,712 |
0.73
% |
0.71
% |
0.70
% |
2.34
%6 |
115
% |
$7.83 |
(16.38
)% |
$260,152 |
0.72
% |
0.71
% |
0.70
% |
1.68
% |
123
% |
$10.52 |
23.00
% |
$306,332 |
0.72
% |
0.70
% |
0.70
% |
1.39
% |
95
% |
$8.67 |
6.40
% |
$290,082 |
0.72
% |
0.70
% |
0.70
% |
1.47
% |
94
% |
$8.27 |
(5.67
)% |
$106,872 |
0.72
% |
0.70
% |
0.70
% |
1.72
% |
122
% |
FUND |
NET
INVESTMENT INCOME
PER
SHARE |
NET
INVESTMENT INCOME
RATIO |
AQR
Large Cap Multi-Style Fund |
$0.02 |
0.14% |
AQR
Small Cap Momentum Style Fund |
0.02 |
0.12 |
AQR
Global Equity Fund |
0.01 |
0.13 |
FUND |
NET
INVESTMENT INCOME
PER
SHARE |
NET
INVESTMENT INCOME
RATIO |
AQR
Large Cap Multi-Style Fund — Class I and R6 |
$0.02 |
0.11% |
AQR
Large Cap Multi-Style Fund — Class N |
0.02 |
0.12 |
AQR
Small Cap Multi-Style Fund — Class I, N and R6 |
0.02 |
0.15 |
AQR
Emerging Multi-Style II Fund — Class I, N and R6 |
0.02 |
0.23 |
AQR
Large Cap Momentum Style Fund — Class I, N and R6 |
0.03 |
0.12 |
AQR
Small Cap Momentum Style Fund — Class I, N and R6 |
0.02 |
0.12 |
FUND |
NET
INVESTMENT INCOME
PER
SHARE |
NET
INVESTMENT INCOME
RATIO |
AQR
Small Cap Multi-Style Fund |
$0.02 |
0.14% |
AQR
Small Cap Momentum Style Fund |
0.05 |
0.23 |
FUND |
NET
INVESTMENT INCOME
(LOSS)
PER SHARE |
NET
INVESTMENT INCOME
(LOSS)
RATIO |
AQR
Small Cap Multi-Style Fund — Class I and N |
$0.01 |
0.07% |
AQR
Small Cap Multi-Style Fund — Class R6 |
0.01 |
0.08 |
FUND |
NET
INVESTMENT INCOME
PER
SHARE |
NET
INVESTMENT INCOME
RATIO |
AQR
Small Cap Multi-Style Fund |
$0.03 |
0.16% |
AQR
Emerging Multi-Style II Fund |
0.03 |
0.25 |
FUND |
EXPENSES,
BEFORE
REIMBURSEMENTS
AND/OR
WAIVERS |
EXPENSES,
NET OF
REIMBURSEMENTS
AND/OR
WAIVERS |
AQR
Small Cap Multi-Style Fund — Class I and N |
0.11% |
0.11% |
AQR
Small Cap Multi-Style Fund — Class R6 |
0.12 |
0.12 |
1940
Act |
the
Investment Company Act of 1940, as amended |
Adviser |
AQR
Capital Management, LLC |
Advisory
Agreement |
the
investment advisory contracts under which the Adviser
serves as investment
adviser
to each Fund |
Board
of Trustees |
the
Board of Trustees of the AQR Funds or any duly authorized committee
thereof,
as permitted by applicable law |
Business
Day |
each
day during which the NYSE
is open for trading |
Distributor |
ALPS
Distributors, Inc. |
Global
Equity Benchmark or MSCI
World
Index |
the
MSCI World Index is a free float-adjusted market capitalization index that
is
designed
to measure the performance of equities in developed markets,
including
the United States and Canada. Indexes are unmanaged and one
cannot
invest directly in an index |
Good
order |
a
purchase, exchange or redemption order is in “good order” when a Fund, its
Distributor
and/or its agent, receives all required information, including properly
completed
and signed documents |
IRS |
the
Internal Revenue Service |
MSCI
Emerging Markets Index |
the
MSCI Emerging Markets Index is a free float-adjusted market capitalization
index
that is designed to measure the performance of equities in emerging
markets.
Indexes are unmanaged and one cannot invest directly in an
index |
MSCI
World ex-USA Index |
the
MSCI World ex-USA Total Return Index is a free float-adjusted market
capitalization
index that is designed to measure the performance of equities in
developed
markets, excluding the United States. Indexes are unmanaged and
one
cannot invest directly in an index |
Mutual
fund |
an
investment company registered under the 1940
Act
that pools the money of
many
investors and invests it in a variety of securities in an effort to
achieve a
specific
objective over time |
NAV |
the
net asset value of a particular Fund |
Non-Interested
Trustee |
a
trustee of the Trust
who is not an “interested person” of the Trust,
as defined in
the
1940
Act |
NYSE |
the
New York Stock Exchange |
Rule
12b-1 Plan |
a
plan pursuant to Rule 12b-1 under the 1940
Act,
which permits a Fund to pay
distribution
and/or administrative expenses out of fund assets |
Rule
18f-4 |
Rule
18f-4
of the 1940
Act,
providing certain conditional exemptions related to a
Fund’s
investment in Derivative Transactions (as defined in the section titled
“How
the Funds Pursue Their Investment Objectives – Regulation of
Derivatives”)
from the requirements of Section 18 of the 1940
Act |
Russell
1000®
Index |
the
Russell 1000®
Index measures the performance of the large- and mid-cap
segment
of the U.S. equity universe. It is a subset of the Russell
3000®
Index
and
includes approximately 1,000 of the largest securities based on a
combination
of their market cap and current index membership. Indexes are
unmanaged
and one cannot invest directly in an index |
Russell
2000®
Index |
the
Russell 2000®
Index measures the performance of the small-cap segment of
the
U.S. equity universe. The Russell 2000®
Index is a subset of the Russell
3000®
Index and includes approximately 2,000 of the smallest securities based
on
a combination of their market cap and current index membership. Indexes
are
unmanaged
and one cannot invest directly in an index |
SEC |
U.S.
Securities and Exchange Commission |
Total
return |
the
percentage change, over a specified time period, in a mutual
fund’s NAV,
assuming
the reinvestment of all distributions of dividends and capital
gains |
Tracking
error |
a
measure of how closely a portfolio follows the index to which it is
benchmarked.
It
measures the standard deviation of the difference between the portfolio
and
index
returns |
Transfer
Agent |
ALPS
Fund Services,
Inc. |
Trust |
AQR
Funds, a Delaware statutory trust |
Volatility |
a
statistical measure of the dispersion of returns of a security or fund or
index, as
measured
by the annualized standard deviation of its returns. Higher volatility
generally
indicates higher risk |