AQR Style Premia Alternative Fund

Fund Profile

Fund profile

Tickers

QSPIX, QSPNX, QSPRX

Fund manager

AQR Funds

Total assets

$3.54 bn

Liabilities

$2.31 bn

Net assets

$1.24 bn

Number of holdings

3.22 k

Top 200 of 3222 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	372.76 mm	372.83 mm shares	30.17	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	63.77 mm	65.03 mm principal	5.16	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	57.11 mm	57.86 mm principal	4.62	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	46.81 mm	47.62 mm principal	3.79	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	35.91 mm	36.15 mm principal	2.91	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	31.09 mm	31.39 mm principal	2.52	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.85 mm	31.10 mm principal	2.50	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	25.18 mm	25.18 mm shares	2.04	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.90 mm	20.00 mm principal	1.61	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.63 mm	20.00 mm principal	1.59	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.23 mm	19.52 mm principal	1.56	Short-term investment vehicle	Long	USA
VEEV Veeva Systems Inc.	14.48 mm	68.85 k shares	1.17	Common equity	Long	USA
U.S. Treasury Bills	12.73 mm	12.84 mm principal	1.03	Short-term investment vehicle	Long	USA
SYF Synchrony Financial	12.48 mm	192.03 k shares	1.01	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	12.17 mm	149.07 k shares	0.98	Common equity	Long	USA
MO Altria Group, Inc.	12.05 mm	230.53 k shares	0.98	Common equity	Long	USA
Deutsche Bank AG (Registered)	11.95 mm	692.45 k shares	0.97	Common equity	Long	Germany
Yangzijiang Shipbuilding Holdings Ltd.	11.03 mm	5.05 mm shares	0.89	Common equity	Long	Singapore
T AT&T Inc.	10.99 mm	482.51 k shares	0.89	Common equity	Long	USA
U.S. Treasury Bills	10.82 mm	10.88 mm principal	0.88	Short-term investment vehicle	Long	USA
Panasonic Holdings Corp.	10.74 mm	1.05 mm shares	0.87	Common equity	Long	Japan
Heidelberg Materials AG	10.16 mm	82.22 k shares	0.82	Common equity	Long	Germany
WTI Crude Oil	9.94 mm	3.36 k contracts	0.80	Commodity derivative	N/A	USA
CMCSA Comcast Corporation	9.91 mm	264.15 k shares	0.80	Common equity	Long	USA
GE General Electric Company	9.53 mm	57.15 k shares	0.77	Common equity	Long	USA
KR The Kroger Co.	9.45 mm	154.53 k shares	0.76	Common equity	Long	USA
ANET Arista Networks, Inc.	9.10 mm	82.31 k shares	0.74	Common equity	Long	USA
COF Capital One Financial Corporation	8.85 mm	49.63 k shares	0.72	Common equity	Long	USA
Centrica plc	8.78 mm	5.26 mm shares	0.71	Common equity	Long	UK
Barclays plc	8.71 mm	2.60 mm shares	0.71	Common equity	Long	UK
Cie de Saint-Gobain SA	8.56 mm	96.29 k shares	0.69	Common equity	Long	France
Euro-Bund	8.56 mm	-3.24 k contracts	0.69	Interest rate derivative	N/A	Germany
MFC Manulife Financial Corporation	8.33 mm	271.00 k shares	0.67	Common equity	Long	Canada
JNJ Johnson & Johnson	8.21 mm	56.78 k shares	0.66	Common equity	Long	USA
LMT Lockheed Martin Corporation	8.17 mm	16.81 k shares	0.66	Common equity	Long	USA
Holcim AG	8.10 mm	84.14 k shares	0.66	Common equity	Long	Switzerland
FAXRF Fairfax Financial Holdings Limited	8.04 mm	5.78 k shares	0.65	Common equity	Long	Canada
Koninklijke Ahold Delhaize NV	7.96 mm	243.90 k shares	0.64	Common equity	Long	Netherlands
DBX Dropbox, Inc.	7.92 mm	263.72 k shares	0.64	Common equity	Long	USA
Aristocrat Leisure Ltd.	7.89 mm	186.76 k shares	0.64	Common equity	Long	Australia
Nokia OYJ	7.88 mm	1.78 mm shares	0.64	Common equity	Long	Finland
TAP Molson Coors Beverage Company	7.81 mm	136.26 k shares	0.63	Common equity	Long	USA
Eiffage SA	7.79 mm	88.89 k shares	0.63	Common equity	Long	France
Unipol Gruppo SpA	7.56 mm	605.33 k shares	0.61	Common equity	Long	Italy
CAH Cardinal Health, Inc.	7.54 mm	63.76 k shares	0.61	Common equity	Long	USA
META Meta Platforms, Inc.	7.51 mm	12.82 k shares	0.61	Common equity	Long	USA
MMM 3M Company	7.46 mm	57.77 k shares	0.60	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	7.29 mm	341.45 k shares	0.59	Common equity	Long	USA
HRB H&R Block, Inc.	7.25 mm	137.29 k shares	0.59	Common equity	Long	USA
Bouygues SA	7.15 mm	241.35 k shares	0.58	Common equity	Long	France
UTHR United Therapeutics Corporation	7.11 mm	20.15 k shares	0.58	Common equity	Long	USA
JB Hi-Fi Ltd.	7.08 mm	123.79 k shares	0.57	Common equity	Long	Australia
Pro Medicus Ltd.	7.07 mm	45.76 k shares	0.57	Common equity	Long	Australia
VICI VICI Properties Inc.	6.99 mm	239.28 k shares	0.57	Common equity	Long	USA
EME EMCOR Group, Inc.	6.93 mm	15.26 k shares	0.56	Common equity	Long	USA
BT Group plc	6.91 mm	3.83 mm shares	0.56	Common equity	Long	UK
MCK McKesson Corporation	6.88 mm	12.07 k shares	0.56	Common equity	Long	USA
Societe Generale SA	6.87 mm	244.68 k shares	0.56	Common equity	Long	France
UNM Unum Group	6.81 mm	93.30 k shares	0.55	Common equity	Long	USA
COR Cencora	6.81 mm	30.30 k shares	0.55	Common equity	Long	USA
Standard Chartered plc	6.79 mm	551.74 k shares	0.55	Common equity	Long	UK
WMT Walmart Inc.	6.78 mm	75.07 k shares	0.55	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	6.75 mm	62.49 k shares	0.55	Common equity	Long	USA
UFPI UFP Industries, Inc.	6.75 mm	59.94 k shares	0.55	Common equity	Long	USA
Banco Santander SA	6.75 mm	1.46 mm shares	0.55	Common equity	Long	Spain
Everest Group Ltd.	6.70 mm	18.48 k shares	0.54	Common equity	Long	Bermuda
INCY Incyte Corporation	6.70 mm	96.97 k shares	0.54	Common equity	Long	USA
EOG EOG Resources, Inc.	6.70 mm	54.62 k shares	0.54	Common equity	Long	USA
CRBG Corebridge Financial, Inc.	6.66 mm	222.49 k shares	0.54	Common equity	Long	USA
GOOG Alphabet Inc.	6.64 mm	35.07 k shares	0.54	Common equity	Long	USA
AYI Acuity Brands, Inc.	6.63 mm	22.69 k shares	0.54	Common equity	Long	USA
Novartis AG (Registered)	6.58 mm	67.61 k shares	0.53	Common equity	Long	Switzerland
KDDI Corp.	6.55 mm	205.50 k shares	0.53	Common equity	Long	Japan
Marks & Spencer Group plc	6.54 mm	1.40 mm shares	0.53	Common equity	Long	UK
SNX TD SYNNEX Corporation	6.51 mm	55.51 k shares	0.53	Common equity	Long	USA
Telefonaktiebolaget LM Ericsson, Class B	6.40 mm	790.88 k shares	0.52	Common equity	Long	Sweden
EXPE Expedia Group, Inc.	6.37 mm	34.19 k shares	0.52	Common equity	Long	USA
Medtronic plc	6.31 mm	78.95 k shares	0.51	Common equity	Long	Ireland
KIOR Kior Inc	6.30 mm	82.04 k shares	0.51	Common equity	Long	USA
Capital Power Corp.	6.29 mm	141.85 k shares	0.51	Common equity	Long	Canada
Mitsubishi Electric Corp.	6.27 mm	371.60 k shares	0.51	Common equity	Long	Japan
Shimamura Co. Ltd.	6.27 mm	112.70 k shares	0.51	Common equity	Long	Japan
Zalando SE	6.23 mm	186.34 k shares	0.50	Common equity	Long	Germany
TOPPY Toppan Printing Co Ltd	6.19 mm	233.40 k shares	0.50	Common equity	Long	Japan
DOCS Doximity, Inc.	6.18 mm	115.73 k shares	0.50	Common equity	Long	USA
FHI Federated Hermes, Inc.	6.18 mm	150.25 k shares	0.50	Common equity	Long	USA
Carrefour SA	6.17 mm	433.66 k shares	0.50	Common equity	Long	France
GPN Global Payments Inc.	6.15 mm	54.88 k shares	0.50	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	6.11 mm	4.85 k shares	0.49	Common equity	Long	USA
CNO CNO Financial Group, Inc. 5.125	6.04 mm	162.26 k shares	0.49	Common equity	Long	USA
U.S. Treasury Bills	6.04 mm	6.13 mm principal	0.49	Short-term investment vehicle	Long	USA
SWKS Skyworks Solutions, Inc.	6.03 mm	67.98 k shares	0.49	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	5.99 mm	54.77 k shares	0.48	Common equity	Long	USA
Commerzbank AG	5.98 mm	364.30 k shares	0.48	Common equity	Long	Germany
LEN Lennar Corporation	5.98 mm	43.87 k shares	0.48	Common equity	Long	USA
Nippon Yusen KK	5.98 mm	179.70 k shares	0.48	Common equity	Long	Japan
Sompo Holdings, Inc.	5.88 mm	227.00 k shares	0.48	Common equity	Long	Japan
CW Curtiss-Wright Corporation	5.86 mm	16.53 k shares	0.47	Common equity	Long	USA
TXT Textron Inc.	5.76 mm	75.30 k shares	0.47	Common equity	Long	USA
ABN AMRO Bank NV	5.69 mm	368.49 k shares	0.46	Common equity	Long	Netherlands
WSM Williams-Sonoma, Inc.	5.68 mm	30.68 k shares	0.46	Common equity	Long	USA
ARW Arrow Electronics, Inc.	5.67 mm	50.10 k shares	0.46	Common equity	Long	USA
LOPE Grand Canyon Education, Inc.	5.66 mm	34.58 k shares	0.46	Common equity	Long	USA
HPQ HP Inc.	5.61 mm	171.84 k shares	0.45	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	5.60 mm	144.10 k shares	0.45	Common equity	Long	Japan
CM Canadian Imperial Bank of Commerce	5.59 mm	88.40 k shares	0.45	Common equity	Long	Canada
Janus Henderson Group plc	5.58 mm	131.28 k shares	0.45	Common equity	Long	Jersey
CBRE CBRE Group, Inc.	5.58 mm	42.52 k shares	0.45	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	5.58 mm	10.48 k shares	0.45	Common equity	Long	USA
Air Canada	5.57 mm	359.81 k shares	0.45	Common equity	Long	Canada
Generali	5.53 mm	195.52 k shares	0.45	Common equity	Long	Italy
Central Japan Railway Co.	5.50 mm	293.30 k shares	0.45	Common equity	Long	Japan
Osaka Gas Co. Ltd.	5.46 mm	249.60 k shares	0.44	Common equity	Long	Japan
NN Group NV	5.43 mm	124.55 k shares	0.44	Common equity	Long	Netherlands
AGL Energy Ltd.	5.41 mm	775.91 k shares	0.44	Common equity	Long	Australia
Leonardo SpA	5.41 mm	201.06 k shares	0.44	Common equity	Long	Italy
Jazz Pharmaceuticals plc	5.36 mm	43.50 k shares	0.43	Common equity	Long	Ireland
Allianz SE (Registered)	5.33 mm	17.36 k shares	0.43	Common equity	Long	Germany
SBAC SBA Communications Corporation	5.32 mm	26.13 k shares	0.43	Common equity	Long	USA
NRG NRG Energy, Inc.	5.31 mm	58.85 k shares	0.43	Common equity	Long	USA
U.S. Treasury Bills	5.26 mm	5.30 mm principal	0.43	Short-term investment vehicle	Long	USA
GD General Dynamics Corporation	5.26 mm	19.95 k shares	0.43	Common equity	Long	USA
QBE Insurance Group Ltd.	5.23 mm	440.72 k shares	0.42	Common equity	Long	Australia
COST Costco Wholesale Corporation	5.23 mm	5.71 k shares	0.42	Common equity	Long	USA
AVT Avnet, Inc.	5.22 mm	99.77 k shares	0.42	Common equity	Long	USA
Tenaris SA	5.22 mm	276.37 k shares	0.42	Common equity	Long	Luxembourg
Otsuka Corp.	5.19 mm	227.00 k shares	0.42	Common equity	Long	Japan
BNP Paribas SA	5.17 mm	84.28 k shares	0.42	Common equity	Long	France
Fortum OYJ	5.16 mm	368.53 k shares	0.42	Common equity	Long	Finland
STT State Street Corporation	5.16 mm	52.56 k shares	0.42	Common equity	Long	USA
WH Group Ltd.	5.15 mm	6.69 mm shares	0.42	Common equity	Long	Cayman Islands
Oji Holdings Corp.	5.14 mm	1.35 mm shares	0.42	Common equity	Long	Japan
Pandora A/S	5.11 mm	27.91 k shares	0.41	Common equity	Long	Denmark
JBL Jabil Inc.	5.10 mm	35.47 k shares	0.41	Common equity	Long	USA
Logitech International SA (Registered)	5.04 mm	61.05 k shares	0.41	Common equity	Long	Switzerland
CTAS Cintas Corporation	5.02 mm	27.47 k shares	0.41	Common equity	Long	USA
DOCU DocuSign, Inc.	4.99 mm	55.51 k shares	0.40	Common equity	Long	USA
SKF AB, Class B	4.98 mm	265.50 k shares	0.40	Common equity	Long	Sweden
BKNG Booking Holdings Inc.	4.97 mm	1.00 k shares	0.40	Common equity	Long	USA
Imperial Brands plc	4.97 mm	155.30 k shares	0.40	Common equity	Long	UK
CMI Cummins Inc.	4.96 mm	14.22 k shares	0.40	Common equity	Long	USA
EBAY eBay Inc.	4.96 mm	79.99 k shares	0.40	Common equity	Long	USA
Mazda Motor Corp.	4.91 mm	719.90 k shares	0.40	Common equity	Long	Japan
EQH Equitable Holdings, Inc.	4.91 mm	104.06 k shares	0.40	Common equity	Long	USA
Kongsberg Gruppen ASA	4.90 mm	43.51 k shares	0.40	Common equity	Long	Norway
Graham Holdings Co., Class B	4.89 mm	5.61 k shares	0.40	Common equity	Long	USA
GM General Motors Company	4.89 mm	91.81 k shares	0.40	Common equity	Long	USA
RGA Reinsurance Group of America, Incorporated	4.89 mm	22.88 k shares	0.40	Common equity	Long	USA
SOLV Solventum Corporation	4.87 mm	73.72 k shares	0.39	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	4.86 mm	48.84 k shares	0.39	Common equity	Long	USA
VST Vistra Corp.	4.83 mm	35.03 k shares	0.39	Common equity	Long	USA
Vodafone Group plc	4.80 mm	5.63 mm shares	0.39	Common equity	Long	UK
ZBH Zimmer Biomet Holdings, Inc.	4.79 mm	45.34 k shares	0.39	Common equity	Long	USA
Prysmian SpA	4.77 mm	74.52 k shares	0.39	Common equity	Long	Italy
LME Copper Base Metal	4.77 mm	-560.00 contracts	0.39	Commodity derivative	N/A	UK
PEP PepsiCo, Inc.	4.75 mm	31.24 k shares	0.38	Common equity	Long	USA
Bank OZK	4.74 mm	106.44 k shares	0.38	Common equity	Long	USA
NatWest Group plc	4.74 mm	945.57 k shares	0.38	Common equity	Long	UK
Otsuka Holdings Co. Ltd.	4.74 mm	87.10 k shares	0.38	Common equity	Long	Japan
R Ryder System, Inc.	4.74 mm	30.20 k shares	0.38	Common equity	Long	USA
KBH KB Home	4.73 mm	72.05 k shares	0.38	Common equity	Long	USA
FLR Fluor Corporation	4.72 mm	95.76 k shares	0.38	Common equity	Long	USA
SEIC SEI Investments Company	4.71 mm	57.12 k shares	0.38	Common equity	Long	USA
Silver	4.71 mm	-455.00 contracts	0.38	Commodity derivative	N/A	USA
ENS EnerSys	4.69 mm	50.75 k shares	0.38	Common equity	Long	USA
WU The Western Union Company	4.68 mm	441.54 k shares	0.38	Common equity	Long	USA
TRV The Travelers Companies, Inc.	4.67 mm	19.39 k shares	0.38	Common equity	Long	USA
ETR Entergy Corporation	4.64 mm	61.18 k shares	0.38	Common equity	Long	USA
JLL Jones Lang LaSalle Incorporated	4.59 mm	18.15 k shares	0.37	Common equity	Long	USA
Banco Bilbao Vizcaya Argentaria SA	4.57 mm	467.15 k shares	0.37	Common equity	Long	Spain
FFIV F5, Inc.	4.57 mm	18.15 k shares	0.37	Common equity	Long	USA
Adecco Group AG (Registered)	4.55 mm	184.19 k shares	0.37	Common equity	Long	Switzerland
PG The Procter & Gamble Company	4.53 mm	27.03 k shares	0.37	Common equity	Long	USA
Essity AB, Class B	4.51 mm	168.59 k shares	0.36	Common equity	Long	Sweden
Genmab A/S	4.49 mm	21.51 k shares	0.36	Common equity	Long	Denmark
TNL Travel + Leisure Co.	4.48 mm	88.86 k shares	0.36	Common equity	Long	USA
Ageas SA/NV	4.46 mm	91.69 k shares	0.36	Common equity	Long	Belgium
Industria de Diseno Textil SA	4.46 mm	87.03 k shares	0.36	Common equity	Long	Spain
MS&AD Insurance Group Holdings, Inc.	4.42 mm	204.50 k shares	0.36	Common equity	Long	Japan
NVST Envista Holdings Corp	4.42 mm	228.90 k shares	0.36	Common equity	Long	USA
CVLT Commvault Systems, Inc.	4.41 mm	29.24 k shares	0.36	Common equity	Long	USA
Dai-ichi Life Holdings, Inc.	4.38 mm	164.40 k shares	0.35	Common equity	Long	Japan
InterContinental Hotels Group plc	4.37 mm	35.16 k shares	0.35	Common equity	Long	UK
GILD Gilead Sciences, Inc.	4.37 mm	47.32 k shares	0.35	Common equity	Long	USA
TROW T. Rowe Price Group, Inc.	4.36 mm	38.54 k shares	0.35	Common equity	Long	USA
KMB Kimberly-Clark Corporation	4.35 mm	33.23 k shares	0.35	Common equity	Long	USA
AIZ Assurant, Inc.	4.35 mm	20.40 k shares	0.35	Common equity	Long	USA
Subaru Corp.	4.35 mm	244.80 k shares	0.35	Common equity	Long	Japan
NGK Insulators Ltd.	4.34 mm	343.50 k shares	0.35	Common equity	Long	Japan
BNS The Bank of Nova Scotia	4.31 mm	80.26 k shares	0.35	Common equity	Long	Canada
RGLD Royal Gold, Inc.	4.29 mm	32.57 k shares	0.35	Common equity	Long	USA
OTEX Open Text Corporation	4.29 mm	151.62 k shares	0.35	Common equity	Long	Canada
Tesco plc	4.28 mm	930.79 k shares	0.35	Common equity	Long	UK
A2A SpA	4.25 mm	1.92 mm shares	0.34	Common equity	Long	Italy
SNDR Schneider National, Inc.	4.25 mm	145.16 k shares	0.34	Common equity	Long	USA
BIIB Biogen Inc.	4.22 mm	27.59 k shares	0.34	Common equity	Long	USA
Empire Co. Ltd., Class A	4.21 mm	137.78 k shares	0.34	Common equity	Long	Canada
ACS Actividades de Construccion y Servicios SA	4.19 mm	83.63 k shares	0.34	Common equity	Long	Spain
CK Hutchison Holdings Ltd.	4.18 mm	786.00 k shares	0.34	Common equity	Long	Cayman Islands
ROCKWOOL A/S, Class B	4.17 mm	11.73 k shares	0.34	Common equity	Long	Denmark