AQR Alternative Risk Premia Fund

Fund Profile

Fund profile

Tickers

QRPNX, QRPIX, QRPRX

Fund manager

AQR Funds

Total assets

$546.98 mm

Liabilities

$325.71 mm

Net assets

$221.26 mm

Number of holdings

3.55 k

Top 200 of 3552 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	121.73 mm	121.75 mm shares	55.02	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	11.90 mm	12.00 mm principal	5.38	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	3.32 mm	3.32 mm shares	1.50	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.13 mm	3.17 mm principal	1.42	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.99 mm	3.05 mm principal	1.35	Short-term investment vehicle	Long	USA
VEEV Veeva Systems Inc.	2.39 mm	11.35 k shares	1.08	Common equity	Long	USA
U.S. Treasury Bills	2.04 mm	2.06 mm principal	0.92	Short-term investment vehicle	Long	USA
MFC Manulife Financial Corporation	2.01 mm	65.29 k shares	0.91	Common equity	Long	Canada
ZM Zoom Video Communications, Inc.	1.88 mm	23.01 k shares	0.85	Common equity	Long	USA
SYF Synchrony Financial	1.78 mm	27.42 k shares	0.81	Common equity	Long	USA
Cie de Saint-Gobain SA	1.77 mm	19.91 k shares	0.80	Common equity	Long	France
WMT Walmart Inc.	1.71 mm	18.94 k shares	0.77	Common equity	Long	USA
Yangzijiang Shipbuilding Holdings Ltd.	1.67 mm	765.20 k shares	0.76	Common equity	Long	Singapore
T AT&T Inc.	1.57 mm	69.16 k shares	0.71	Common equity	Long	USA
Deutsche Bank AG (Registered)	1.57 mm	91.18 k shares	0.71	Common equity	Long	Germany
U.S. Treasury Bills	1.50 mm	1.52 mm principal	0.68	Short-term investment vehicle	Long	USA
Aristocrat Leisure Ltd.	1.50 mm	35.55 k shares	0.68	Common equity	Long	Australia
Heidelberg Materials AG	1.50 mm	12.10 k shares	0.68	Common equity	Long	Germany
Barclays plc	1.49 mm	444.15 k shares	0.67	Common equity	Long	UK
WTI Crude Oil	1.48 mm	492.00 contracts	0.67	Commodity derivative	N/A	USA
FAXRF Fairfax Financial Holdings Limited	1.46 mm	1.05 k shares	0.66	Common equity	Long	Canada
Koninklijke Ahold Delhaize NV	1.46 mm	44.73 k shares	0.66	Common equity	Long	Netherlands
Panasonic Holdings Corp.	1.43 mm	139.70 k shares	0.65	Common equity	Long	Japan
AYI Acuity Brands, Inc.	1.41 mm	4.84 k shares	0.64	Common equity	Long	USA
DBX Dropbox, Inc.	1.40 mm	46.56 k shares	0.63	Common equity	Long	USA
Generali	1.39 mm	49.29 k shares	0.63	Common equity	Long	Italy
KR The Kroger Co.	1.37 mm	22.41 k shares	0.62	Common equity	Long	USA
Leonardo SpA	1.34 mm	49.98 k shares	0.61	Common equity	Long	Italy
UTHR United Therapeutics Corporation	1.34 mm	3.79 k shares	0.60	Common equity	Long	USA
Pandora A/S	1.33 mm	7.27 k shares	0.60	Common equity	Long	Denmark
MO Altria Group, Inc.	1.32 mm	25.31 k shares	0.60	Common equity	Long	USA
Standard Chartered plc	1.31 mm	106.10 k shares	0.59	Common equity	Long	UK
LMT Lockheed Martin Corporation	1.29 mm	2.66 k shares	0.58	Common equity	Long	USA
EME EMCOR Group, Inc.	1.29 mm	2.84 k shares	0.58	Common equity	Long	USA
Holcim AG	1.28 mm	13.34 k shares	0.58	Common equity	Long	Switzerland
MUSA Murphy USA Inc.	1.27 mm	2.53 k shares	0.57	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	1.27 mm	2.51 k shares	0.57	Common equity	Long	Germany
META Meta Platforms, Inc.	1.27 mm	2.16 k shares	0.57	Common equity	Long	USA
MMM 3M Company	1.26 mm	9.80 k shares	0.57	Common equity	Long	USA
U.S. Treasury Bills	1.26 mm	1.27 mm principal	0.57	Short-term investment vehicle	Long	USA
GE General Electric Company	1.25 mm	7.50 k shares	0.57	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	1.24 mm	11.35 k shares	0.56	Common equity	Long	USA
TAP Molson Coors Beverage Company	1.23 mm	21.40 k shares	0.55	Common equity	Long	USA
Banco Santander SA	1.20 mm	260.42 k shares	0.54	Common equity	Long	Spain
KIOR Kior Inc	1.20 mm	15.62 k shares	0.54	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	1.17 mm	10.86 k shares	0.53	Common equity	Long	USA
BKNG Booking Holdings Inc.	1.16 mm	234.00 shares	0.53	Common equity	Long	USA
COF Capital One Financial Corporation	1.16 mm	6.49 k shares	0.52	Common equity	Long	USA
JB Hi-Fi Ltd.	1.14 mm	20.00 k shares	0.52	Common equity	Long	Australia
Shell plc	1.13 mm	36.39 k shares	0.51	Common equity	Long	UK
JNJ Johnson & Johnson	1.13 mm	7.81 k shares	0.51	Common equity	Long	USA
Nokia OYJ	1.11 mm	250.19 k shares	0.50	Common equity	Long	Finland
EVR Evercore Inc.	1.10 mm	3.98 k shares	0.50	Common equity	Long	USA
Societe Generale SA	1.10 mm	39.23 k shares	0.50	Common equity	Long	France
FICO Fair Isaac Corporation	1.08 mm	541.00 shares	0.49	Common equity	Long	USA
Wesfarmers Ltd.	1.07 mm	24.23 k shares	0.48	Common equity	Long	Australia
CAH Cardinal Health, Inc.	1.07 mm	9.04 k shares	0.48	Common equity	Long	USA
GOOG Alphabet Inc.	1.07 mm	5.64 k shares	0.48	Common equity	Long	USA
JBL Jabil Inc.	1.06 mm	7.38 k shares	0.48	Common equity	Long	USA
UFPI UFP Industries, Inc.	1.06 mm	9.40 k shares	0.48	Common equity	Long	USA
Allianz SE (Registered)	1.06 mm	3.44 k shares	0.48	Common equity	Long	Germany
Novartis AG (Registered)	1.04 mm	10.73 k shares	0.47	Common equity	Long	Switzerland
Credit Agricole SA	1.02 mm	74.48 k shares	0.46	Common equity	Long	France
ANET Arista Networks, Inc.	1.01 mm	9.13 k shares	0.46	Common equity	Long	USA
CM Canadian Imperial Bank of Commerce	1.01 mm	15.95 k shares	0.46	Common equity	Long	Canada
Banco Bilbao Vizcaya Argentaria SA	990.00 k	101.18 k shares	0.45	Common equity	Long	Spain
GD General Dynamics Corporation	979.66 k	3.72 k shares	0.44	Common equity	Long	USA
TXT Textron Inc.	975.78 k	12.76 k shares	0.44	Common equity	Long	USA
WSM Williams-Sonoma, Inc.	971.64 k	5.25 k shares	0.44	Common equity	Long	USA
TOPPY Toppan Printing Co Ltd	962.97 k	36.30 k shares	0.44	Common equity	Long	Japan
Unipol Gruppo SpA	957.03 k	76.63 k shares	0.43	Common equity	Long	Italy
UniCredit SpA	950.83 k	23.74 k shares	0.43	Common equity	Long	Italy
Rolls-Royce Holdings plc	946.45 k	133.47 k shares	0.43	Common equity	Long	UK
Marks & Spencer Group plc	943.17 k	201.40 k shares	0.43	Common equity	Long	UK
HRB H&R Block, Inc.	941.24 k	17.81 k shares	0.43	Common equity	Long	USA
CMCSA Comcast Corporation	939.90 k	25.04 k shares	0.42	Common equity	Long	USA
COR Cencora	939.39 k	4.18 k shares	0.42	Common equity	Long	USA
Medtronic plc	934.60 k	11.70 k shares	0.42	Common equity	Long	Ireland
Pro Medicus Ltd.	923.90 k	5.98 k shares	0.42	Common equity	Long	Australia
Sompo Holdings, Inc.	922.41 k	35.60 k shares	0.42	Common equity	Long	Japan
Mitsubishi Electric Corp.	921.96 k	54.60 k shares	0.42	Common equity	Long	Japan
EXPE Expedia Group, Inc.	920.66 k	4.94 k shares	0.42	Common equity	Long	USA
ETR Entergy Corporation	919.39 k	12.13 k shares	0.42	Common equity	Long	USA
GPN Global Payments Inc.	917.77 k	8.19 k shares	0.41	Common equity	Long	USA
KDDI Corp.	917.30 k	28.80 k shares	0.41	Common equity	Long	Japan
FFIV F5, Inc.	912.84 k	3.63 k shares	0.41	Common equity	Long	USA
SKF AB, Class B	903.36 k	48.13 k shares	0.41	Common equity	Long	Sweden
HWM Howmet Aerospace Inc.	902.96 k	8.26 k shares	0.41	Common equity	Long	USA
Toyota Tsusho Corp.	901.91 k	51.00 k shares	0.41	Common equity	Long	Japan
SOLV Solventum Corporation	901.65 k	13.65 k shares	0.41	Common equity	Long	USA
Shimamura Co. Ltd.	900.89 k	16.20 k shares	0.41	Common equity	Long	Japan
MCK McKesson Corporation	898.75 k	1.58 k shares	0.41	Common equity	Long	USA
Commerzbank AG	876.01 k	53.34 k shares	0.40	Common equity	Long	Germany
UNM Unum Group	875.63 k	11.99 k shares	0.40	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	865.91 k	22.30 k shares	0.39	Common equity	Long	Japan
RL Ralph Lauren Corporation	862.71 k	3.74 k shares	0.39	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	861.83 k	684.00 shares	0.39	Common equity	Long	USA
Westpac Banking Corp.	860.82 k	43.13 k shares	0.39	Common equity	Long	Australia
Telefonaktiebolaget LM Ericsson, Class B	857.61 k	105.90 k shares	0.39	Common equity	Long	Sweden
BNP Paribas SA	856.18 k	13.95 k shares	0.39	Common equity	Long	France
MRK Merck & Co., Inc.	851.55 k	8.56 k shares	0.38	Common equity	Long	USA
PHM PulteGroup, Inc.	849.42 k	7.80 k shares	0.38	Common equity	Long	USA
AGL Energy Ltd.	844.50 k	121.11 k shares	0.38	Common equity	Long	Australia
Eiffage SA	841.84 k	9.60 k shares	0.38	Common equity	Long	France
SNX TD SYNNEX Corporation	836.21 k	7.13 k shares	0.38	Common equity	Long	USA
BNS The Bank of Nova Scotia	832.23 k	15.50 k shares	0.38	Common equity	Long	Canada
Rexel SA	830.66 k	32.61 k shares	0.38	Common equity	Long	France
EBAY eBay Inc.	824.68 k	13.31 k shares	0.37	Common equity	Long	USA
EXEL Exelixis, Inc.	823.98 k	24.74 k shares	0.37	Common equity	Long	USA
Janus Henderson Group plc	823.89 k	19.37 k shares	0.37	Common equity	Long	Jersey
SNDR Schneider National, Inc.	823.09 k	28.11 k shares	0.37	Common equity	Long	USA
ITOCHU Corp.	816.29 k	16.60 k shares	0.37	Common equity	Long	Japan
ADBE Adobe Inc.	815.54 k	1.83 k shares	0.37	Common equity	Long	USA
RGA Reinsurance Group of America, Incorporated	815.21 k	3.82 k shares	0.37	Common equity	Long	USA
DOCU DocuSign, Inc.	810.18 k	9.01 k shares	0.37	Common equity	Long	USA
TotalEnergies SE	809.43 k	14.53 k shares	0.37	Common equity	Long	France
FIS Fidelity National Information Services, Inc.	808.35 k	10.01 k shares	0.37	Common equity	Long	USA
Carrefour SA	803.02 k	56.42 k shares	0.36	Common equity	Long	France
Bouygues SA	802.68 k	27.11 k shares	0.36	Common equity	Long	France
CBRE CBRE Group, Inc.	798.51 k	6.08 k shares	0.36	Common equity	Long	USA
Graham Holdings Co., Class B	797.81 k	915.00 shares	0.36	Common equity	Long	USA
Otsuka Corp.	782.15 k	34.20 k shares	0.35	Common equity	Long	Japan
Subaru Corp.	781.81 k	44.00 k shares	0.35	Common equity	Long	Japan
TXRH Texas Roadhouse, Inc.	779.46 k	4.32 k shares	0.35	Common equity	Long	USA
Euro-Bund	778.88 k	-336.00 contracts	0.35	Interest rate derivative	N/A	Germany
OC Owens Corning	777.17 k	4.56 k shares	0.35	Common equity	Long	USA
NatWest Group plc	774.75 k	154.60 k shares	0.35	Common equity	Long	UK
SF Stifel Financial Corp.	771.94 k	7.28 k shares	0.35	Common equity	Long	USA
LOPE Grand Canyon Education, Inc.	766.09 k	4.68 k shares	0.35	Common equity	Long	USA
DOCS Doximity, Inc.	762.30 k	14.28 k shares	0.34	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	758.17 k	33.30 k shares	0.34	Common equity	Long	Japan
ABBV AbbVie Inc.	756.11 k	4.26 k shares	0.34	Common equity	Long	USA
CRBG Corebridge Financial, Inc.	751.39 k	25.11 k shares	0.34	Common equity	Long	USA
CNO CNO Financial Group, Inc. 5.125	744.35 k	20.00 k shares	0.34	Common equity	Long	USA
Just Eat Takeaway.com NV	743.58 k	54.53 k shares	0.34	Common equity	Long	Netherlands
LEN Lennar Corporation	742.13 k	5.44 k shares	0.34	Common equity	Long	USA
SEIC SEI Investments Company	742.07 k	9.00 k shares	0.34	Common equity	Long	USA
FHI Federated Hermes, Inc.	740.14 k	18.00 k shares	0.33	Common equity	Long	USA
AMKR Amkor Technology, Inc.	737.66 k	28.71 k shares	0.33	Common equity	Long	USA
TRV The Travelers Companies, Inc.	734.47 k	3.05 k shares	0.33	Common equity	Long	USA
Otsuka Holdings Co. Ltd.	734.40 k	13.50 k shares	0.33	Common equity	Long	Japan
Cocoa	731.78 k	15.00 contracts	0.33	Commodity derivative	N/A	UK
BT Group plc	730.52 k	405.29 k shares	0.33	Common equity	Long	UK
JLL Jones Lang LaSalle Incorporated	729.55 k	2.88 k shares	0.33	Common equity	Long	USA
MS&AD Insurance Group Holdings, Inc.	723.52 k	33.50 k shares	0.33	Common equity	Long	Japan
AEP American Electric Power Company, Inc.	718.84 k	7.79 k shares	0.32	Common equity	Long	USA
BlueScope Steel Ltd.	715.65 k	61.89 k shares	0.32	Common equity	Long	Australia
Nippon Yusen KK	712.27 k	21.40 k shares	0.32	Common equity	Long	Japan
Capital Power Corp.	710.67 k	16.03 k shares	0.32	Common equity	Long	Canada
HPQ HP Inc.	704.87 k	21.60 k shares	0.32	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	703.87 k	9.15 k shares	0.32	Common equity	Long	USA
CVLT Commvault Systems, Inc.	697.36 k	4.62 k shares	0.32	Common equity	Long	USA
ABN AMRO Bank NV	696.57 k	45.14 k shares	0.31	Common equity	Long	Netherlands
R Ryder System, Inc.	695.20 k	4.43 k shares	0.31	Common equity	Long	USA
ARW Arrow Electronics, Inc.	686.07 k	6.07 k shares	0.31	Common equity	Long	USA
Central Japan Railway Co.	684.94 k	36.50 k shares	0.31	Common equity	Long	Japan
Toyo Suisan Kaisha Ltd.	678.13 k	10.00 k shares	0.31	Common equity	Long	Japan
CW Curtiss-Wright Corporation	676.03 k	1.91 k shares	0.31	Common equity	Long	USA
Swisscom AG (Registered)	675.66 k	1.21 k shares	0.31	Common equity	Long	Switzerland
ANZ Group Holdings Ltd.	675.49 k	38.34 k shares	0.31	Common equity	Long	Australia
THC Tenet Healthcare Corporation	674.95 k	5.35 k shares	0.31	Common equity	Long	USA
BPOP Popular, Inc.	673.66 k	7.16 k shares	0.30	Common equity	Long	Puerto Rico
EXP Eagle Materials Inc.	673.16 k	2.73 k shares	0.30	Common equity	Long	USA
EOG EOG Resources, Inc.	670.64 k	5.47 k shares	0.30	Common equity	Long	USA
Empire Co. Ltd., Class A	669.96 k	21.94 k shares	0.30	Common equity	Long	Canada
Tourmaline Oil Corp.	668.51 k	14.45 k shares	0.30	Common equity	Long	Canada
WH Group Ltd.	665.44 k	863.50 k shares	0.30	Common equity	Long	Cayman Islands
CTAS Cintas Corporation	664.30 k	3.64 k shares	0.30	Common equity	Long	USA
EQH Equitable Holdings, Inc.	663.45 k	14.07 k shares	0.30	Common equity	Long	USA
GILD Gilead Sciences, Inc.	660.72 k	7.15 k shares	0.30	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	657.02 k	1.23 k shares	0.30	Common equity	Long	USA
Essity AB, Class B	654.99 k	24.51 k shares	0.30	Common equity	Long	Sweden
QCOM QUALCOMM Incorporated	654.27 k	4.26 k shares	0.30	Common equity	Long	USA
STT State Street Corporation	653.88 k	6.66 k shares	0.30	Common equity	Long	USA
Kongsberg Gruppen ASA	652.65 k	5.80 k shares	0.29	Common equity	Long	Norway
Genting Singapore Ltd.	651.04 k	1.16 mm shares	0.29	Common equity	Long	Singapore
RSHCQ Rs Legacy Corp	648.81 k	17.93 k shares	0.29	Common equity	Long	USA
WFG West Fraser Timber Co. Ltd.	648.55 k	7.49 k shares	0.29	Common equity	Long	Canada
Ageas SA/NV	648.54 k	13.34 k shares	0.29	Common equity	Long	Belgium
VZ Verizon Communications Inc.	644.40 k	16.11 k shares	0.29	Common equity	Long	USA
PPC Pilgrim's Pride Corporation	642.04 k	14.15 k shares	0.29	Common equity	Long	USA
TOL Toll Brothers, Inc.	641.59 k	5.09 k shares	0.29	Common equity	Long	USA
BBY Best Buy Co., Inc.	639.90 k	7.46 k shares	0.29	Common equity	Long	USA
KMB Kimberly-Clark Corporation	638.82 k	4.88 k shares	0.29	Common equity	Long	USA
COLM Columbia Sportswear Company	635.69 k	7.57 k shares	0.29	Common equity	Long	USA
LSTR Landstar System, Inc.	634.34 k	3.69 k shares	0.29	Common equity	Long	USA
FLR Fluor Corporation	631.74 k	12.81 k shares	0.29	Common equity	Long	USA
Bank OZK	631.21 k	14.18 k shares	0.29	Common equity	Long	USA
INTU Intuit Inc.	627.87 k	999.00 shares	0.28	Common equity	Long	USA
ABT Abbott Laboratories	626.63 k	5.54 k shares	0.28	Common equity	Long	USA
Air Canada	623.49 k	40.26 k shares	0.28	Common equity	Long	Canada
Prysmian SpA	620.19 k	9.69 k shares	0.28	Common equity	Long	Italy
Oji Holdings Corp.	619.15 k	162.00 k shares	0.28	Common equity	Long	Japan
ROCKWOOL A/S, Class B	615.95 k	1.73 k shares	0.28	Common equity	Long	Denmark
STLD Steel Dynamics, Inc.	615.52 k	5.40 k shares	0.28	Common equity	Long	USA
AVT Avnet, Inc.	615.02 k	11.76 k shares	0.28	Common equity	Long	USA
DKS DICK'S Sporting Goods, Inc.	611.92 k	2.67 k shares	0.28	Common equity	Long	USA
Sekisui Chemical Co. Ltd.	611.26 k	35.70 k shares	0.28	Common equity	Long	Japan
Imperial Brands plc	608.56 k	19.03 k shares	0.28	Common equity	Long	UK
CPRT Copart, Inc.	608.33 k	10.60 k shares	0.27	Common equity	Long	USA