AQR Alternative Risk Premia Fund

Fund Profile

Fund profile

Tickers

QRPNX, QRPIX, QRPRX

Fund manager

AQR Funds

Total assets

$566.17 mm

Liabilities

$345.48 mm

Net assets

$220.69 mm

Number of holdings

3.47 k

Top 200 of 3472 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	111.36 mm	111.40 mm shares	50.46	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	11.76 mm	12.00 mm principal	5.33	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.00 mm	6.00 mm principal	2.72	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	4.14 mm	4.19 mm principal	1.88	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	2.85 mm	2.85 mm shares	1.29	Short-term investment vehicle	Long	USA
VEEV Veeva Systems Inc.	2.05 mm	9.79 k shares	0.93	Common equity	Long	USA
MFC Manulife Financial Corporation	1.93 mm	65.29 k shares	0.87	Common equity	Long	Canada
Cie de Saint-Gobain SA	1.82 mm	19.91 k shares	0.82	Common equity	Long	France
ZM Zoom Video Communications, Inc.	1.76 mm	25.29 k shares	0.80	Common equity	Long	USA
Deutsche Bank AG (Registered)	1.56 mm	90.17 k shares	0.71	Common equity	Long	Germany
LMT Lockheed Martin Corporation	1.56 mm	2.66 k shares	0.71	Common equity	Long	USA
Koninklijke Ahold Delhaize NV	1.54 mm	44.73 k shares	0.70	Common equity	Long	Netherlands
WMT Walmart Inc.	1.53 mm	18.94 k shares	0.69	Common equity	Long	USA
T AT&T Inc.	1.52 mm	69.16 k shares	0.69	Common equity	Long	USA
U.S. Treasury Bills	1.49 mm	1.52 mm principal	0.67	Short-term investment vehicle	Long	USA
JNJ Johnson & Johnson	1.47 mm	9.08 k shares	0.67	Common equity	Long	USA
Heidelberg Materials AG	1.46 mm	13.36 k shares	0.66	Common equity	Long	Germany
U.S. Treasury Bills	1.44 mm	1.45 mm principal	0.65	Short-term investment vehicle	Long	USA
Aristocrat Leisure Ltd.	1.44 mm	35.55 k shares	0.65	Common equity	Long	Australia
Generali	1.43 mm	49.29 k shares	0.65	Common equity	Long	Italy
GE General Electric Company	1.41 mm	7.50 k shares	0.64	Common equity	Long	USA
MMM 3M Company	1.39 mm	10.18 k shares	0.63	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	1.38 mm	2.51 k shares	0.63	Common equity	Long	Germany
SYF Synchrony Financial	1.37 mm	27.42 k shares	0.62	Common equity	Long	USA
UTHR United Therapeutics Corporation	1.36 mm	3.79 k shares	0.62	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	1.33 mm	11.35 k shares	0.60	Common equity	Long	USA
Barclays plc	1.33 mm	444.15 k shares	0.60	Common equity	Long	UK
Banco Santander SA	1.33 mm	260.42 k shares	0.60	Common equity	Long	Spain
AYI Acuity Brands, Inc.	1.33 mm	4.84 k shares	0.60	Common equity	Long	USA
FRFHF Fairfax Financial Holdings Limited	1.33 mm	1.05 k shares	0.60	Common equity	Long	Canada
U.S. Treasury Bills	1.32 mm	1.32 mm principal	0.60	Short-term investment vehicle	Long	USA
Novartis AG (Registered)	1.31 mm	11.37 k shares	0.59	Common equity	Long	Switzerland
Holcim AG	1.31 mm	13.34 k shares	0.59	Common equity	Long	Switzerland
MO Altria Group, Inc.	1.29 mm	25.27 k shares	0.58	Common equity	Long	USA
KR The Kroger Co.	1.28 mm	22.41 k shares	0.58	Common equity	Long	USA
UFPI UFP Industries, Inc.	1.26 mm	9.60 k shares	0.57	Common equity	Long	USA
Leonardo SpA	1.26 mm	56.25 k shares	0.57	Common equity	Long	Italy
U.S. Treasury Bills	1.25 mm	1.27 mm principal	0.57	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.25 mm	1.25 mm principal	0.56	Short-term investment vehicle	Long	USA
MUSA Murphy USA Inc.	1.24 mm	2.53 k shares	0.56	Common equity	Long	USA
META Meta Platforms, Inc.	1.24 mm	2.16 k shares	0.56	Common equity	Long	USA
EME EMCOR Group, Inc.	1.22 mm	2.84 k shares	0.55	Common equity	Long	USA
Yangzijiang Shipbuilding Holdings Ltd.	1.20 mm	629.30 k shares	0.54	Common equity	Long	Singapore
Pandora A/S	1.20 mm	7.27 k shares	0.54	Common equity	Long	Denmark
DBX Dropbox, Inc.	1.18 mm	46.56 k shares	0.54	Common equity	Long	USA
Shell plc	1.18 mm	36.39 k shares	0.53	Common equity	Long	UK
Wesfarmers Ltd.	1.18 mm	24.23 k shares	0.53	Common equity	Long	Australia
Rolls-Royce Holdings plc	1.16 mm	163.98 k shares	0.53	Common equity	Long	UK
JB Hi-Fi Ltd.	1.14 mm	20.79 k shares	0.52	Common equity	Long	Australia
Credit Agricole SA	1.14 mm	74.48 k shares	0.52	Common equity	Long	France
Allianz SE (Registered)	1.13 mm	3.44 k shares	0.51	Common equity	Long	Germany
TXT Textron Inc.	1.13 mm	12.76 k shares	0.51	Common equity	Long	USA
Standard Chartered plc	1.13 mm	106.10 k shares	0.51	Common equity	Long	UK
GD General Dynamics Corporation	1.12 mm	3.72 k shares	0.51	Common equity	Long	USA
KIOR Kior Inc	1.12 mm	15.62 k shares	0.51	Common equity	Long	USA
PHM PulteGroup, Inc.	1.12 mm	7.80 k shares	0.51	Common equity	Long	USA
TAP Molson Coors Beverage Company	1.11 mm	19.23 k shares	0.50	Common equity	Long	USA
Shimamura Co. Ltd.	1.10 mm	20.20 k shares	0.50	Common equity	Long	Japan
S&P 500 E-Mini Index	1.09 mm	170.00 contracts	0.50	Equity derivative	N/A	USA
Banco Bilbao Vizcaya Argentaria SA	1.09 mm	101.18 k shares	0.50	Common equity	Long	Spain
HRB H&R Block, Inc.	1.08 mm	17.07 k shares	0.49	Common equity	Long	USA
TOPPY Toppan Printing Co Ltd	1.08 mm	36.30 k shares	0.49	Common equity	Long	Japan
Medtronic plc	1.05 mm	11.70 k shares	0.48	Common equity	Long	Ireland
FICO Fair Isaac Corporation	1.05 mm	541.00 shares	0.48	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	1.04 mm	10.86 k shares	0.47	Common equity	Long	USA
UniCredit SpA	1.04 mm	23.74 k shares	0.47	Common equity	Long	Italy
SKF AB, Class B	1.03 mm	51.75 k shares	0.47	Common equity	Long	Sweden
ABBV AbbVie Inc.	1.03 mm	5.22 k shares	0.47	Common equity	Long	USA
LEN Lennar Corporation	1.02 mm	5.44 k shares	0.46	Common equity	Long	USA
THC Tenet Healthcare Corporation	1.02 mm	6.11 k shares	0.46	Common equity	Long	USA
EVR Evercore Inc.	1.01 mm	3.98 k shares	0.46	Common equity	Long	USA
Marks & Spencer Group plc	1.01 mm	201.40 k shares	0.46	Common equity	Long	UK
CAH Cardinal Health, Inc.	999.32 k	9.04 k shares	0.45	Common equity	Long	USA
BKNG Booking Holdings Inc.	985.64 k	234.00 shares	0.45	Common equity	Long	USA
SOLV Solventum Corporation	985.21 k	14.13 k shares	0.45	Common equity	Long	USA
CM Canadian Imperial Bank of Commerce	978.26 k	15.95 k shares	0.44	Common equity	Long	Canada
AMKR Amkor Technology, Inc.	976.26 k	31.90 k shares	0.44	Common equity	Long	USA
Panasonic Holdings Corp.	974.23 k	110.90 k shares	0.44	Common equity	Long	Japan
BNP Paribas SA	956.79 k	13.94 k shares	0.43	Common equity	Long	France
Carrefour SA	954.69 k	55.99 k shares	0.43	Common equity	Long	France
U.S. Treasury Bills	951.63 k	959.00 k principal	0.43	Short-term investment vehicle	Long	USA
ADBE Adobe Inc.	949.61 k	1.83 k shares	0.43	Common equity	Long	USA
Rexel SA	945.37 k	32.61 k shares	0.43	Common equity	Long	France
BlueScope Steel Ltd.	944.76 k	61.89 k shares	0.43	Common equity	Long	Australia
TotalEnergies SE	943.38 k	14.53 k shares	0.43	Common equity	Long	France
Westpac Banking Corp.	942.39 k	43.13 k shares	0.43	Common equity	Long	Australia
Commerzbank AG	938.08 k	50.86 k shares	0.43	Common equity	Long	Germany
GOOG Alphabet Inc.	936.06 k	5.64 k shares	0.42	Common equity	Long	USA
Graham Holdings Co., Class B	933.47 k	1.14 k shares	0.42	Common equity	Long	USA
Toyota Tsusho Corp.	932.47 k	51.00 k shares	0.42	Common equity	Long	Japan
Otsuka Corp.	916.25 k	37.10 k shares	0.42	Common equity	Long	Japan
Unipol Gruppo SpA	912.09 k	76.63 k shares	0.41	Common equity	Long	Italy
COKE Coca-Cola Consolidated, Inc.	910.95 k	692.00 shares	0.41	Common equity	Long	USA
ITOCHU Corp.	894.66 k	16.60 k shares	0.41	Common equity	Long	Japan
Bouygues SA	892.84 k	26.68 k shares	0.40	Common equity	Long	France
Mitsubishi Electric Corp.	885.66 k	54.60 k shares	0.40	Common equity	Long	Japan
CNC Centene Corporation	885.29 k	11.76 k shares	0.40	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	885.26 k	22.30 k shares	0.40	Common equity	Long	Japan
JBL Jabil Inc.	883.99 k	7.38 k shares	0.40	Common equity	Long	USA
AGL Energy Ltd.	878.96 k	107.58 k shares	0.40	Common equity	Long	Australia
WSM Williams-Sonoma, Inc.	875.61 k	5.65 k shares	0.40	Common equity	Long	USA
Banco de Sabadell SA	867.55 k	408.50 k shares	0.39	Common equity	Long	Spain
EBAY eBay Inc.	866.74 k	13.31 k shares	0.39	Common equity	Long	USA
SNX TD SYNNEX Corporation	856.17 k	7.13 k shares	0.39	Common equity	Long	USA
Roche Holding AG	845.81 k	2.64 k shares	0.38	Common equity	Long	Switzerland
BNS The Bank of Nova Scotia	844.43 k	15.50 k shares	0.38	Common equity	Long	Canada
Nokia OYJ	843.03 k	193.08 k shares	0.38	Common equity	Long	Finland
Essity AB, Class B	841.00 k	26.95 k shares	0.38	Common equity	Long	Sweden
FIS Fidelity National Information Services, Inc.	838.17 k	10.01 k shares	0.38	Common equity	Long	USA
DELL Dell Technologies Inc.	837.72 k	7.07 k shares	0.38	Common equity	Long	USA
ARW Arrow Electronics, Inc.	836.56 k	6.30 k shares	0.38	Common equity	Long	USA
U.S. Treasury Bills	833.68 k	842.00 k principal	0.38	Short-term investment vehicle	Long	USA
RGA Reinsurance Group of America, Incorporated	831.39 k	3.82 k shares	0.38	Common equity	Long	USA
HWM Howmet Aerospace Inc.	827.66 k	8.26 k shares	0.38	Common equity	Long	USA
HII Huntington Ingalls Industries, Inc.	827.51 k	3.13 k shares	0.37	Common equity	Long	USA
MAN ManpowerGroup Inc.	817.91 k	11.13 k shares	0.37	Common equity	Long	USA
HPQ HP Inc.	815.33 k	22.73 k shares	0.37	Common equity	Long	USA
Just Eat Takeaway.com NV	811.90 k	54.17 k shares	0.37	Common equity	Long	Netherlands
Sompo Holdings, Inc.	811.47 k	36.00 k shares	0.37	Common equity	Long	Japan
ANZ Group Holdings Ltd.	805.69 k	38.34 k shares	0.37	Common equity	Long	Australia
OC Owens Corning	805.46 k	4.56 k shares	0.36	Common equity	Long	USA
MRK Merck & Co., Inc.	804.91 k	7.09 k shares	0.36	Common equity	Long	USA
WFG West Fraser Timber Co. Ltd.	804.87 k	8.26 k shares	0.36	Common equity	Long	Canada
BT Group plc	803.34 k	405.30 k shares	0.36	Common equity	Long	UK
SNDR Schneider National, Inc.	802.29 k	28.11 k shares	0.36	Common equity	Long	USA
U.S. Treasury Bills	800.78 k	808.00 k principal	0.36	Short-term investment vehicle	Long	USA
BBY Best Buy Co., Inc.	800.16 k	7.75 k shares	0.36	Common equity	Long	USA
AEP American Electric Power Company, Inc.	799.66 k	7.79 k shares	0.36	Common equity	Long	USA
FFIV F5, Inc.	799.33 k	3.63 k shares	0.36	Common equity	Long	USA
ETR Entergy Corporation	797.95 k	6.06 k shares	0.36	Common equity	Long	USA
Evonik Industries AG	796.15 k	34.01 k shares	0.36	Common equity	Long	Germany
GPN Global Payments Inc.	794.47 k	7.76 k shares	0.36	Common equity	Long	USA
Swisscom AG (Registered)	793.36 k	1.21 k shares	0.36	Common equity	Long	Switzerland
Prysmian SpA	793.14 k	10.90 k shares	0.36	Common equity	Long	Italy
Beiersdorf AG	791.88 k	5.26 k shares	0.36	Common equity	Long	Germany
MS&AD Insurance Group Holdings, Inc.	787.39 k	33.50 k shares	0.36	Common equity	Long	Japan
TOL Toll Brothers, Inc.	786.97 k	5.09 k shares	0.36	Common equity	Long	USA
EXP Eagle Materials Inc.	784.71 k	2.73 k shares	0.36	Common equity	Long	USA
ROCKWOOL A/S, Class B	781.17 k	1.66 k shares	0.35	Common equity	Long	Denmark
Otsuka Holdings Co. Ltd.	778.15 k	13.70 k shares	0.35	Common equity	Long	Japan
JLL Jones Lang LaSalle Incorporated	777.59 k	2.88 k shares	0.35	Common equity	Long	USA
Genting Singapore Ltd.	775.65 k	1.14 mm shares	0.35	Common equity	Long	Singapore
E.ON SE	771.55 k	51.81 k shares	0.35	Common equity	Long	Germany
TXRH Texas Roadhouse, Inc.	762.91 k	4.32 k shares	0.35	Common equity	Long	USA
UHS Universal Health Services, Inc.	761.46 k	3.33 k shares	0.35	Common equity	Long	USA
CBRE CBRE Group, Inc.	757.09 k	6.08 k shares	0.34	Common equity	Long	USA
Eiffage SA	756.88 k	7.84 k shares	0.34	Common equity	Long	France
COF Capital One Financial Corporation	752.54 k	5.03 k shares	0.34	Common equity	Long	USA
CTAS Cintas Corporation	748.58 k	3.64 k shares	0.34	Common equity	Long	USA
BAX Baxter International Inc.	743.03 k	19.57 k shares	0.34	Common equity	Long	USA
Janus Henderson Group plc	737.49 k	19.37 k shares	0.33	Common equity	Long	Jersey
U.S. Treasury Bills	737.14 k	742.00 k principal	0.33	Short-term investment vehicle	Long	USA
CRBG Corebridge Financial, Inc.	732.06 k	25.11 k shares	0.33	Common equity	Long	USA
EXPE Expedia Group, Inc.	731.37 k	4.94 k shares	0.33	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	725.26 k	5.84 k shares	0.33	Common equity	Long	USA
QCOM QUALCOMM Incorporated	724.24 k	4.26 k shares	0.33	Common equity	Long	USA
RL Ralph Lauren Corporation	724.10 k	3.74 k shares	0.33	Common equity	Long	USA
VZ Verizon Communications Inc.	723.68 k	16.11 k shares	0.33	Common equity	Long	USA
CVLT Commvault Systems, Inc.	721.86 k	4.69 k shares	0.33	Common equity	Long	USA
Osaka Gas Co. Ltd.	719.41 k	31.90 k shares	0.33	Common equity	Long	Japan
BPOP Popular, Inc.	718.13 k	7.16 k shares	0.33	Common equity	Long	Puerto Rico
NatWest Group plc	715.70 k	154.60 k shares	0.32	Common equity	Long	UK
Kansai Electric Power Co., Inc. (The)	714.29 k	43.10 k shares	0.32	Common equity	Long	Japan
TRV The Travelers Companies, Inc.	713.83 k	3.05 k shares	0.32	Common equity	Long	USA
UNM Unum Group	712.69 k	11.99 k shares	0.32	Common equity	Long	USA
Pro Medicus Ltd.	712.17 k	5.79 k shares	0.32	Common equity	Long	Australia
Ageas SA/NV	711.76 k	13.34 k shares	0.32	Common equity	Long	Belgium
KBH KB Home	710.20 k	8.29 k shares	0.32	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	706.43 k	9.15 k shares	0.32	Common equity	Long	USA
Oji Holdings Corp.	704.29 k	175.80 k shares	0.32	Common equity	Long	Japan
CNO CNO Financial Group, Inc.	702.14 k	20.00 k shares	0.32	Common equity	Long	USA
INTU Intuit Inc.	700.49 k	1.13 k shares	0.32	Common equity	Long	USA
ABN AMRO Bank NV	699.22 k	38.69 k shares	0.32	Common equity	Long	Netherlands
LSTR Landstar System, Inc.	698.25 k	3.70 k shares	0.32	Common equity	Long	USA
KMB Kimberly-Clark Corporation	693.19 k	4.87 k shares	0.31	Common equity	Long	USA
Vodafone Group plc	685.91 k	684.41 k shares	0.31	Common equity	Long	UK
AMAT Applied Materials, Inc.	685.35 k	3.39 k shares	0.31	Common equity	Long	USA
SF Stifel Financial Corp.	683.31 k	7.28 k shares	0.31	Common equity	Long	USA
REGN Regeneron Pharmaceuticals, Inc.	683.31 k	650.00 shares	0.31	Common equity	Long	USA
Toyo Suisan Kaisha Ltd.	682.81 k	10.40 k shares	0.31	Common equity	Long	Japan
STLD Steel Dynamics, Inc.	680.33 k	5.40 k shares	0.31	Common equity	Long	USA
WH Group Ltd.	680.09 k	863.50 k shares	0.31	Common equity	Long	Cayman Islands
ANET Arista Networks, Inc.	678.98 k	1.77 k shares	0.31	Common equity	Long	USA
SWKS Skyworks Solutions, Inc.	674.01 k	6.82 k shares	0.31	Common equity	Long	USA
Kingfisher plc	671.61 k	155.62 k shares	0.30	Common equity	Long	UK
PG The Procter & Gamble Company	671.50 k	3.88 k shares	0.30	Common equity	Long	USA
Tourmaline Oil Corp.	670.90 k	14.45 k shares	0.30	Common equity	Long	Canada
Empire Co. Ltd., Class A	670.53 k	21.94 k shares	0.30	Common equity	Long	Canada
Sojitz Corp.	666.27 k	28.12 k shares	0.30	Common equity	Long	Japan
FHI Federated Hermes, Inc.	661.57 k	17.99 k shares	0.30	Common equity	Long	USA
PPC Pilgrim's Pride Corporation	651.38 k	14.15 k shares	0.30	Common equity	Long	USA
GEHC GE HealthCare Technologies Inc.	650.47 k	6.93 k shares	0.29	Common equity	Long	USA
Swiss Life Holding AG (Registered)	647.65 k	774.00 shares	0.29	Common equity	Long	Switzerland
KDDI Corp.	647.16 k	20.20 k shares	0.29	Common equity	Long	Japan
R Ryder System, Inc.	646.19 k	4.43 k shares	0.29	Common equity	Long	USA
VST Vistra Corp.	643.67 k	5.43 k shares	0.29	Common equity	Long	USA
EXEL Exelixis, Inc.	642.11 k	24.74 k shares	0.29	Common equity	Long	USA
U.S. Treasury Bills	641.72 k	647.00 k principal	0.29	Short-term investment vehicle	Long	USA
QLYS Qualys, Inc.	640.89 k	4.99 k shares	0.29	Common equity	Long	USA
AVT Avnet, Inc.	638.41 k	11.76 k shares	0.29	Common equity	Long	USA