AQR Style Premia Alternative Fund

Fund Profile

Fund profile

Tickers

QSPIX, QSPNX, QSPRX

Fund manager

AQR Funds

Total assets

$3.57 bn

Liabilities

$2.37 bn

Net assets

$1.20 bn

Number of holdings

3.13 k

Top 200 of 3133 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	361.30 mm	361.41 mm shares	30.10	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	39.86 mm	40.17 mm principal	3.32	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	39.46 mm	39.46 mm shares	3.29	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	38.33 mm	38.41 mm principal	3.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	35.50 mm	36.15 mm principal	2.96	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	34.66 mm	34.77 mm principal	2.89	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	32.30 mm	32.62 mm principal	2.69	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.74 mm	31.39 mm principal	2.56	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.50 mm	31.10 mm principal	2.54	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	28.28 mm	28.42 mm principal	2.36	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	21.48 mm	21.67 mm principal	1.79	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.67 mm	20.00 mm principal	1.64	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	16.12 mm	16.30 mm principal	1.34	Short-term investment vehicle	Long	USA
ZM Zoom Video Communications, Inc.	12.91 mm	185.09 k shares	1.08	Common equity	Long	USA
U.S. Treasury Bills	12.58 mm	12.84 mm principal	1.05	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	12.08 mm	12.13 mm principal	1.01	Short-term investment vehicle	Long	USA
Deutsche Bank AG (Registered)	11.86 mm	684.84 k shares	0.99	Common equity	Long	Germany
VEEV Veeva Systems Inc.	11.15 mm	53.12 k shares	0.93	Common equity	Long	USA
GE General Electric Company	10.78 mm	57.15 k shares	0.90	Common equity	Long	USA
U.S. Treasury Bills	10.70 mm	10.88 mm principal	0.89	Short-term investment vehicle	Long	USA
T AT&T Inc.	10.62 mm	482.51 k shares	0.88	Common equity	Long	USA
SYF Synchrony Financial	9.87 mm	197.87 k shares	0.82	Common equity	Long	USA
U.S. Treasury Bills	9.52 mm	9.58 mm principal	0.79	Short-term investment vehicle	Long	USA
Yangzijiang Shipbuilding Holdings Ltd.	9.49 mm	4.97 mm shares	0.79	Common equity	Long	Singapore
JNJ Johnson & Johnson	9.20 mm	56.78 k shares	0.77	Common equity	Long	USA
Heidelberg Materials AG	8.96 mm	82.22 k shares	0.75	Common equity	Long	Germany
Centrica plc	8.91 mm	5.70 mm shares	0.74	Common equity	Long	UK
KR The Kroger Co.	8.85 mm	154.53 k shares	0.74	Common equity	Long	USA
Cie de Saint-Gobain SA	8.78 mm	96.29 k shares	0.73	Common equity	Long	France
Koninklijke Ahold Delhaize NV	8.42 mm	243.90 k shares	0.70	Common equity	Long	Netherlands
Holcim AG	8.24 mm	84.14 k shares	0.69	Common equity	Long	Switzerland
MMM 3M Company	8.21 mm	60.06 k shares	0.68	Common equity	Long	USA
MFC Manulife Financial Corporation	8.01 mm	271.00 k shares	0.67	Common equity	Long	Canada
ANET Arista Networks, Inc.	7.90 mm	20.58 k shares	0.66	Common equity	Long	USA
HRB H&R Block, Inc.	7.88 mm	123.94 k shares	0.66	Common equity	Long	USA
UFPI UFP Industries, Inc.	7.86 mm	59.94 k shares	0.66	Common equity	Long	USA
Barclays plc	7.82 mm	2.60 mm shares	0.65	Common equity	Long	UK
Unipol Gruppo SpA	7.79 mm	654.51 k shares	0.65	Common equity	Long	Italy
Novartis AG (Registered)	7.78 mm	67.61 k shares	0.65	Common equity	Long	Switzerland
HII Huntington Ingalls Industries, Inc.	7.72 mm	29.19 k shares	0.64	Common equity	Long	USA
BT Group plc	7.60 mm	3.83 mm shares	0.63	Common equity	Long	UK
Aristocrat Leisure Ltd.	7.52 mm	186.16 k shares	0.63	Common equity	Long	Australia
Banco Santander SA	7.48 mm	1.46 mm shares	0.62	Common equity	Long	Spain
COF Capital One Financial Corporation	7.43 mm	49.63 k shares	0.62	Common equity	Long	USA
META Meta Platforms, Inc.	7.34 mm	12.82 k shares	0.61	Common equity	Long	USA
TXT Textron Inc.	7.31 mm	82.55 k shares	0.61	Common equity	Long	USA
FRFHF Fairfax Financial Holdings Limited	7.30 mm	5.78 k shares	0.61	Common equity	Long	Canada
Panasonic Holdings Corp.	7.24 mm	823.60 k shares	0.60	Common equity	Long	Japan
CVS CVS Health Corporation	7.22 mm	114.84 k shares	0.60	Common equity	Long	USA
UTHR United Therapeutics Corporation	7.21 mm	20.12 k shares	0.60	Common equity	Long	USA
LMT Lockheed Martin Corporation	7.15 mm	12.23 k shares	0.60	Common equity	Long	USA
CAH Cardinal Health, Inc.	7.05 mm	63.76 k shares	0.59	Common equity	Long	USA
SWKS Skyworks Solutions, Inc.	7.00 mm	70.84 k shares	0.58	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	6.99 mm	341.45 k shares	0.58	Common equity	Long	USA
Marks & Spencer Group plc	6.97 mm	1.40 mm shares	0.58	Common equity	Long	UK
TOPPY Toppan Printing Co Ltd	6.93 mm	233.00 k shares	0.58	Common equity	Long	Japan
JB Hi-Fi Ltd.	6.85 mm	124.46 k shares	0.57	Common equity	Long	Australia
Bouygues SA	6.81 mm	203.55 k shares	0.57	Common equity	Long	France
SBAC SBA Communications Corporation	6.76 mm	28.08 k shares	0.56	Common equity	Long	USA
Commerzbank AG	6.72 mm	364.30 k shares	0.56	Common equity	Long	Germany
SNX TD SYNNEX Corporation	6.67 mm	55.51 k shares	0.56	Common equity	Long	USA
Nippon Yusen KK	6.60 mm	179.70 k shares	0.55	Common equity	Long	Japan
EME EMCOR Group, Inc.	6.57 mm	15.26 k shares	0.55	Common equity	Long	USA
ARW Arrow Electronics, Inc.	6.53 mm	49.19 k shares	0.54	Common equity	Long	USA
CRBG Corebridge Financial, Inc.	6.49 mm	222.49 k shares	0.54	Common equity	Long	USA
DBX Dropbox, Inc.	6.47 mm	254.36 k shares	0.54	Common equity	Long	USA
INCY Incyte Corporation	6.41 mm	96.97 k shares	0.53	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	6.40 mm	54.42 k shares	0.53	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	6.39 mm	4.85 k shares	0.53	Common equity	Long	USA
Carrefour SA	6.39 mm	374.56 k shares	0.53	Common equity	Long	France
AYI Acuity Brands, Inc.	6.25 mm	22.69 k shares	0.52	Common equity	Long	USA
Mitsubishi Electric Corp.	6.23 mm	384.00 k shares	0.52	Common equity	Long	Japan
KBH KB Home	6.17 mm	72.05 k shares	0.51	Common equity	Long	USA
HPQ HP Inc.	6.16 mm	171.84 k shares	0.51	Common equity	Long	USA
Zalando SE	6.16 mm	186.34 k shares	0.51	Common equity	Long	Germany
Medtronic plc	6.15 mm	68.27 k shares	0.51	Common equity	Long	Ireland
Eiffage SA	6.13 mm	63.51 k shares	0.51	Common equity	Long	France
LEN Lennar Corporation	6.12 mm	32.65 k shares	0.51	Common equity	Long	USA
MO Altria Group, Inc.	6.11 mm	119.72 k shares	0.51	Common equity	Long	USA
Tenaris SA	6.08 mm	383.35 k shares	0.51	Common equity	Long	Luxembourg
Fortum OYJ	6.06 mm	368.53 k shares	0.51	Common equity	Long	Finland
WMT Walmart Inc.	6.06 mm	75.07 k shares	0.51	Common equity	Long	USA
COR Cencora	6.04 mm	26.84 k shares	0.50	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	6.00 mm	62.49 k shares	0.50	Common equity	Long	USA
Everest Group Ltd.	6.00 mm	15.32 k shares	0.50	Common equity	Long	Bermuda
ENEOS Holdings, Inc.	5.96 mm	1.09 mm shares	0.50	Common equity	Long	Japan
KIOR Kior Inc	5.90 mm	82.04 k shares	0.49	Common equity	Long	USA
Standard Chartered plc	5.85 mm	551.74 k shares	0.49	Common equity	Long	UK
GOOG Alphabet Inc.	5.82 mm	35.07 k shares	0.48	Common equity	Long	USA
Shimamura Co. Ltd.	5.80 mm	106.20 k shares	0.48	Common equity	Long	Japan
GD General Dynamics Corporation	5.76 mm	19.05 k shares	0.48	Common equity	Long	USA
Allianz SE (Registered)	5.71 mm	17.36 k shares	0.48	Common equity	Long	Germany
CNO CNO Financial Group, Inc.	5.70 mm	162.26 k shares	0.47	Common equity	Long	USA
Generali	5.66 mm	195.52 k shares	0.47	Common equity	Long	Italy
CTAS Cintas Corporation	5.66 mm	27.47 k shares	0.47	Common equity	Long	USA
BAE Systems plc	5.63 mm	339.03 k shares	0.47	Common equity	Long	UK
AMKR Amkor Technology, Inc.	5.62 mm	183.50 k shares	0.47	Common equity	Long	USA
Osaka Gas Co. Ltd.	5.61 mm	248.70 k shares	0.47	Common equity	Long	Japan
BERY Berry Global Group, Inc.	5.58 mm	82.11 k shares	0.47	Common equity	Long	USA
MAN ManpowerGroup Inc.	5.57 mm	75.76 k shares	0.46	Common equity	Long	USA
Vodafone Group plc	5.57 mm	5.56 mm shares	0.46	Common equity	Long	UK
UNM Unum Group	5.55 mm	93.30 k shares	0.46	Common equity	Long	USA
CNC Centene Corporation	5.53 mm	73.50 k shares	0.46	Common equity	Long	USA
Otsuka Corp.	5.52 mm	223.50 k shares	0.46	Common equity	Long	Japan
ROCKWOOL A/S, Class B	5.50 mm	11.71 k shares	0.46	Common equity	Long	Denmark
CMCSA Comcast Corporation	5.47 mm	131.03 k shares	0.46	Common equity	Long	USA
Idemitsu Kosan Co. Ltd.	5.47 mm	753.90 k shares	0.46	Common equity	Long	Japan
MRK Merck & Co., Inc.	5.46 mm	48.09 k shares	0.45	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	5.44 mm	137.00 k shares	0.45	Common equity	Long	Japan
CW Curtiss-Wright Corporation	5.43 mm	16.53 k shares	0.45	Common equity	Long	USA
CM Canadian Imperial Bank of Commerce	5.42 mm	88.40 k shares	0.45	Common equity	Long	Canada
Prysmian SpA	5.42 mm	74.52 k shares	0.45	Common equity	Long	Italy
FHI Federated Hermes, Inc.	5.42 mm	147.38 k shares	0.45	Common equity	Long	USA
DELL Dell Technologies Inc.	5.39 mm	45.44 k shares	0.45	Common equity	Long	USA
NRG NRG Energy, Inc.	5.36 mm	58.85 k shares	0.45	Common equity	Long	USA
AVT Avnet, Inc.	5.34 mm	98.38 k shares	0.45	Common equity	Long	USA
CBRE CBRE Group, Inc.	5.29 mm	42.52 k shares	0.44	Common equity	Long	USA
WH Group Ltd.	5.27 mm	6.69 mm shares	0.44	Common equity	Long	Cayman Islands
Oji Holdings Corp.	5.26 mm	1.31 mm shares	0.44	Common equity	Long	Japan
CRUS Cirrus Logic, Inc.	5.23 mm	42.14 k shares	0.44	Common equity	Long	USA
EBAY eBay Inc.	5.21 mm	79.99 k shares	0.43	Common equity	Long	USA
U.S. Treasury Bills	5.20 mm	5.30 mm principal	0.43	Short-term investment vehicle	Long	USA
ENS EnerSys	5.18 mm	50.75 k shares	0.43	Common equity	Long	USA
QCOM QUALCOMM Incorporated	5.17 mm	30.40 k shares	0.43	Common equity	Long	USA
Graham Holdings Co., Class B	5.17 mm	6.29 k shares	0.43	Common equity	Long	USA
Capital Power Corp.	5.16 mm	141.85 k shares	0.43	Common equity	Long	Canada
Industria de Diseno Textil SA	5.15 mm	87.03 k shares	0.43	Common equity	Long	Spain
WSM Williams-Sonoma, Inc.	5.12 mm	33.08 k shares	0.43	Common equity	Long	USA
Sompo Holdings, Inc.	5.12 mm	227.00 k shares	0.43	Common equity	Long	Japan
Kansai Electric Power Co., Inc. (The)	5.11 mm	308.40 k shares	0.43	Common equity	Long	Japan
COST Costco Wholesale Corporation	5.06 mm	5.71 k shares	0.42	Common equity	Long	USA
Banco Bilbao Vizcaya Argentaria SA	5.05 mm	467.15 k shares	0.42	Common equity	Long	Spain
Logitech International SA (Registered)	5.04 mm	56.24 k shares	0.42	Common equity	Long	Switzerland
SKF AB, Class B	5.00 mm	250.86 k shares	0.42	Common equity	Long	Sweden
RGA Reinsurance Group of America, Incorporated	4.99 mm	22.88 k shares	0.42	Common equity	Long	USA
Otsuka Holdings Co. Ltd.	4.95 mm	87.10 k shares	0.41	Common equity	Long	Japan
Ageas SA/NV	4.94 mm	92.60 k shares	0.41	Common equity	Long	Belgium
SOLV Solventum Corporation	4.92 mm	70.50 k shares	0.41	Common equity	Long	USA
JLL Jones Lang LaSalle Incorporated	4.90 mm	18.15 k shares	0.41	Common equity	Long	USA
Janus Henderson Group plc	4.88 mm	128.24 k shares	0.41	Common equity	Long	Jersey
BlueScope Steel Ltd.	4.88 mm	319.71 k shares	0.41	Common equity	Long	Australia
AGL Energy Ltd.	4.82 mm	589.43 k shares	0.40	Common equity	Long	Australia
Bunge Global SA	4.81 mm	49.82 k shares	0.40	Common equity	Long	Switzerland
MS&AD Insurance Group Holdings, Inc.	4.81 mm	204.50 k shares	0.40	Common equity	Long	Japan
Essity AB, Class B	4.76 mm	152.68 k shares	0.40	Common equity	Long	Sweden
MTD Mettler-Toledo International Inc.	4.73 mm	3.15 k shares	0.39	Common equity	Long	USA
AEP American Electric Power Company, Inc.	4.72 mm	46.00 k shares	0.39	Common equity	Long	USA
Novo Nordisk A/S, Class B	4.70 mm	39.60 k shares	0.39	Common equity	Long	Denmark
KDDI Corp.	4.69 mm	146.50 k shares	0.39	Common equity	Long	Japan
Beiersdorf AG	4.69 mm	31.15 k shares	0.39	Common equity	Long	Germany
PG The Procter & Gamble Company	4.68 mm	27.03 k shares	0.39	Common equity	Long	USA
UBS Group AG (Registered)	4.66 mm	150.52 k shares	0.39	Common equity	Long	Switzerland
STT State Street Corporation	4.65 mm	52.56 k shares	0.39	Common equity	Long	USA
Cigna Holding Co	4.63 mm	13.36 k shares	0.39	Common equity	Long	USA
CMI Cummins Inc.	4.60 mm	14.22 k shares	0.38	Common equity	Long	USA
Pandora A/S	4.60 mm	27.91 k shares	0.38	Common equity	Long	Denmark
Nokia OYJ	4.58 mm	1.05 mm shares	0.38	Common equity	Long	Finland
NN Group NV	4.57 mm	91.69 k shares	0.38	Common equity	Long	Netherlands
Rexel SA	4.55 mm	156.88 k shares	0.38	Common equity	Long	France
Imperial Brands plc	4.52 mm	155.30 k shares	0.38	Common equity	Long	UK
ADM Archer-Daniels-Midland Company	4.51 mm	75.54 k shares	0.38	Common equity	Long	USA
TGNA TEGNA Inc.	4.51 mm	285.89 k shares	0.38	Common equity	Long	USA
Japan Post Insurance Co. Ltd.	4.51 mm	245.40 k shares	0.38	Common equity	Long	Japan
Leonardo SpA	4.50 mm	201.06 k shares	0.37	Common equity	Long	Italy
CVLT Commvault Systems, Inc.	4.50 mm	29.24 k shares	0.37	Common equity	Long	USA
LOPE Grand Canyon Education, Inc.	4.48 mm	31.56 k shares	0.37	Common equity	Long	USA
Leidos Holdings, Inc.	4.48 mm	27.46 k shares	0.37	Common equity	Long	USA
Tesco plc	4.47 mm	930.79 k shares	0.37	Common equity	Long	UK
AMP Ameriprise Financial, Inc.	4.47 mm	9.50 k shares	0.37	Common equity	Long	USA
CK Hutchison Holdings Ltd.	4.46 mm	786.00 k shares	0.37	Common equity	Long	Cayman Islands
TotalEnergies SE	4.45 mm	68.55 k shares	0.37	Common equity	Long	France
A2A SpA	4.43 mm	1.92 mm shares	0.37	Common equity	Long	Italy
R Ryder System, Inc.	4.40 mm	30.20 k shares	0.37	Common equity	Long	USA
VZ Verizon Communications Inc.	4.40 mm	97.93 k shares	0.37	Common equity	Long	USA
EXPE Expedia Group, Inc.	4.39 mm	29.68 k shares	0.37	Common equity	Long	USA
EQH Equitable Holdings, Inc.	4.37 mm	104.06 k shares	0.36	Common equity	Long	USA
BNS The Bank of Nova Scotia	4.37 mm	80.26 k shares	0.36	Common equity	Long	Canada
TAP Molson Coors Beverage Company	4.35 mm	75.62 k shares	0.36	Common equity	Long	USA
Koninklijke Philips NV	4.35 mm	132.63 k shares	0.36	Common equity	Long	Netherlands
VRTX Vertex Pharmaceuticals Incorporated	4.31 mm	9.26 k shares	0.36	Common equity	Long	USA
Buzzi SpA	4.30 mm	107.88 k shares	0.36	Common equity	Long	Italy
Coca-Cola HBC AG	4.30 mm	120.62 k shares	0.36	Common equity	Long	Switzerland
PHM PulteGroup, Inc.	4.29 mm	29.87 k shares	0.36	Common equity	Long	USA
DCC plc	4.26 mm	62.40 k shares	0.35	Common equity	Long	Ireland
JBL Jabil Inc.	4.25 mm	35.47 k shares	0.35	Common equity	Long	USA
Jazz Pharmaceuticals plc	4.22 mm	37.89 k shares	0.35	Common equity	Long	Ireland
UniCredit SpA	4.22 mm	96.11 k shares	0.35	Common equity	Long	Italy
WWD Woodward, Inc.	4.22 mm	24.59 k shares	0.35	Common equity	Long	USA
MSFT Microsoft Corporation	4.20 mm	9.77 k shares	0.35	Common equity	Long	USA
MCK McKesson Corporation	4.20 mm	8.50 k shares	0.35	Common equity	Long	USA
Randstad NV	4.18 mm	84.06 k shares	0.35	Common equity	Long	Netherlands
Empire Co. Ltd., Class A	4.18 mm	136.64 k shares	0.35	Common equity	Long	Canada
VST Vistra Corp.	4.15 mm	35.03 k shares	0.35	Common equity	Long	USA
NGK Insulators Ltd.	4.15 mm	315.50 k shares	0.35	Common equity	Long	Japan
Kingfisher plc	4.15 mm	960.48 k shares	0.35	Common equity	Long	UK
SNDR Schneider National, Inc.	4.14 mm	145.16 k shares	0.35	Common equity	Long	USA
Mondi plc	4.14 mm	217.16 k shares	0.35	Common equity	Long	UK
Genting Singapore Ltd.	4.14 mm	6.11 mm shares	0.35	Common equity	Long	Singapore
JD Sports Fashion plc	4.11 mm	2.00 mm shares	0.34	Common equity	Long	UK
ADBE Adobe Inc.	4.11 mm	7.93 k shares	0.34	Common equity	Long	USA