AQR Funds > AQR Funds

AQR Sustainable Long-Short Equity Carbon Aware Fund

Series ID: S000074759
LEI: 549300860NJ8NN1SCS53
SEC CIK: 1444822
$29.84M Avg Monthly Net Assets
$35.41M Total Assets
$142K Total Liabilities
$35.27M Net Assets
AQR Sustainable Long-Short Equity Carbon Aware Fund is a Mutual Fund in AQR Funds from AQR Funds, based in Connecticut, United States of America. The fund has three share classes and monthly net assets of $29.84M. On August 26th, 2024 it reported 207 holdings, the largest being Limited Purpose Cash Investment Fund (29.2%), United States of America (7.3%) and United States of America (6.3%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class I C000232928 QNZIX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 249.19% (Max)-5.21% (Min)
Class N C000232926 QNZNX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 249.11% (Max)-5.22% (Min)
Class R6 C000232927 QNZRX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 249.18% (Max)-5.20% (Min)

Holdings

From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
Forward Foreign Currency Contract Derivative-foreign exchange $624.87 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $624.48 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $427.1 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $426.7 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $303.88 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $303.76 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $215.36 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $215.24 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $114.98 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $114.86 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $52.48 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $52.36 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $45.86 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $45.7 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $34.3 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $34.14 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $25.75 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $25.59 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $6.93 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $6.77 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $4.14 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $4.1 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $3.75 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $3.7 0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-0.31 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-0.31 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-1.5 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-1.5 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2.1 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2.11 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2.79 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2.79 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.1 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.1 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.52 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.52 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.61 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.61 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.67 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-3.67 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-4.48 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-4.48 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-4.92 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-4.92 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-5.14 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-5.14 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-5.45 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-5.6 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-6.89 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-6.89 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-6.96 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-6.96 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-7.42 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-7.42 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-7.84 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-7.84 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-8.15 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-8.15 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-8.39 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-8.43 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-9 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-9.05 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-11.53 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-11.53 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.33 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.33 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.49 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.49 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.72 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-12.73 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-14.8 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-14.8 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-15.77 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-15.78 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-17.8 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-17.81 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-21.58 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-21.59 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-22.34 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-22.35 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-23.33 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-23.36 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-25.81 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-25.97 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-27.79 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-27.8 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-29.58 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-29.61 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-30.93 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-30.93 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-31.04 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-31.06 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-32.71 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-32.74 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-39.94 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-39.95 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-40.4 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-40.41 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-45.55 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-45.58 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-48.16 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-48.19 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-49.2 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-49.23 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-50.69 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-50.7 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-67.09 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-67.11 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-80.44 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-80.46 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-84.03 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-84.05 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-96.73 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-96.89 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-115.74 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-115.9 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-143.18 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-143.24 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-150.11 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-150.17 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-154.74 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-154.86 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-201.59 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-201.71 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-209.3 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-209.36 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-214.4 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-214.52 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-237.42 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-237.47 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-276.74 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-276.86 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-565.6 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-566.02 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-572.3 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-572.56 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-581.31 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-581.57 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-685.18 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-685.44 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-719.3 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-719.56 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-720.89 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-721.16 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-730.14 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-730.4 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-872.55 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-872.97 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-880.11 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-880.53 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-926.05 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-926.47 -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-1K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-1K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.00
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Forward Foreign Currency Contract Derivative-foreign exchange $-2K -0.01
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares Long Short-term investment vehicle US $108K 108K 0.31
Limited Purpose Cash Investment Fund Long Short-term investment vehicle US $10M 10M 29.20
Total Return Basket Swap Derivative-equity GB $377K 1.07
Total Return Basket Swap Derivative-equity US $44K 0.13
Total Return Basket Swap Derivative-equity GB $35K 0.10
Total Return Basket Swap Derivative-equity US $24K 0.07
Total Return Basket Swap Derivative-equity US $22K 0.06
Total Return Basket Swap Derivative-equity US $11K 0.03
Total Return Basket Swap Derivative-equity US $-20K -0.06
Total Return Basket Swap Derivative-equity US $-22K -0.06
Total Return Basket Swap Derivative-equity US $-29K -0.08
Total Return Basket Swap Derivative-equity US $-43K -0.12
Total Return Basket Swap Derivative-equity US $-59K -0.17
Total Return Basket Swap Derivative-equity US $-137K -0.39
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $3M 7.31
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $2M 6.25
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $1M 4.08
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $1M 3.20
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $1M 3.03
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $1M 2.94
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $980K 2.78
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $846K 2.40
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $816K 2.31
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $743K 2.11
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $663K 1.88
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $523K 1.48
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $368K 1.04
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $169K 0.48
U.S. Treasury Bills (United States of America) Long Short-term investment vehicle US $162K 0.46

Address

AQR Funds
One Greenwich Plaza
Suite 130
Greenwich
Connecticut
06830
United States of America

Websites

Directors

William L. Atwell
Kathleen Hagerty
Mark A. Zurack
Gregg D. Behrens
L. Joe Moravy
David Kabiller

Transfer Agents

ALPS Fund Services, Inc.

Pricing Services

LSEG US Fin Corp.
Bloomberg L.P.
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
S&P Global Inc.
Lincoln International LLC

Custodians

MUFG Bank Ltd
DEPOSITORY TRUST AND CLEARING CORPORATION
Clearstream Banking S.A
State Street Bank and Trust Company
Euroclear Bank
Mizuho Bank, Ltd.
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
J.P. Morgan SE
Royal Bank of Canada
CIBC Mellon Trust Company
JPMorgan Chase Bank, N.A.
State Street Trust Company Canada

Shareholder Servicing Agents

N/A

Admins

JPMorgan Chase Bank, N.A.

Brokers

Cowen and Company
Citigroup Global Markets Inc.
Pershing LLC
Cantor Fitzgerald & Co.
Barclays Capital, Inc.
J.P. Morgan Securities LLC
Mizuho Securities USA LLC
Oppenheimer & Co. Inc.
BofA Securities, Inc.
Goldman Sachs & Co. LLC