QRPNX Holdings — AQR Alternative Risk Premia Fund
Data updated: 2026-08-27
QRPNX holds 4,857 securities. The top 10 make up 50.4% of net assets, led by Limited Purpose Cash Investment Fund (33.61%) and U.S. Treasury Bills (3.30%). Funds & ETFs (64.6%) and Government Bonds (33.7%) are the largest sectors, and 156.8% of the portfolio is in United States. No debt holdings are reported.
Holdings cover 54.73% of net asset value (83.36% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
QRPNX Portfolio Holdings
4,857 holdings of AQR Alternative Risk Premia Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 4,857.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | Funds & ETFs | 33.61% | $231.71M |
| U.S. Treasury Bills | — | Government Bonds | 3.30% | $22.77M |
| U.S. Treasury Bills | — | Government Bonds | 2.83% | $19.49M |
| U.S. Treasury Bills | — | Government Bonds | 2.40% | $16.57M |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | — | Funds & ETFs | 1.77% | $12.20M |
| U.S. Treasury Bills | — | Government Bonds | 1.45% | $10.02M |
| AbbVie, Inc. | ABBV | Health Care | 1.41% | $9.69M |
| Booking Holdings, Inc. | BKNG | Consumer Discretionary | 1.26% | $8.71M |
| Siemens Energy AG | — | Industrials | 1.23% | $8.47M |
| U.S. Treasury Bills | — | Government Bonds | 1.19% | $8.20M |
| Centene Corp. | CNC | Health Care | 1.16% | $8.00M |
| U.S. Treasury Bills | — | Government Bonds | 1.06% | $7.31M |
| Expedia Group, Inc. | EXPE | Consumer Discretionary | 1.04% | $7.19M |
| Micron Technology, Inc. | MU | Information Technology | 1.03% | $7.07M |
| Altria Group, Inc. | MO | Consumer Staples | 0.96% | $6.62M |
| Western Digital Corp. | WDC | Information Technology | 0.96% | $6.61M |
| McKesson Corp. | MCK | Health Care | 0.89% | $6.11M |
| Lam Research Corp. | LRCX | Information Technology | 0.82% | $5.69M |
| U.S. Treasury Bills | — | Government Bonds | 0.82% | $5.65M |
| Sanofi SA | SNYNF | Health Care | 0.81% | $5.60M |
| Adobe, Inc. | ADBE | Information Technology | 0.81% | $5.59M |
| BNP Paribas SA | — | Financials | 0.80% | $5.54M |
| Arista Networks, Inc. | ANET | Information Technology | 0.80% | $5.48M |
| Sandisk Corp. | SNDK | Information Technology | 0.79% | $5.46M |
| Medpace Holdings, Inc. | MEDP | Health Care | 0.78% | $5.40M |
| U.S. Treasury Bills | — | Government Bonds | 0.78% | $5.40M |
| U.S. Treasury Bills | — | Government Bonds | 0.78% | $5.37M |
| U.S. Treasury Bills | — | Government Bonds | 0.77% | $5.32M |
| Fortinet, Inc. | FTNT | Information Technology | 0.77% | $5.29M |
| Snowflake, Inc., Class A | SNOW | Information Technology | 0.76% | $5.26M |
| Ameriprise Financial, Inc. | AMP | Financials | 0.74% | $5.13M |
| Airbnb, Inc., Class A | ABNB | Consumer Discretionary | 0.73% | $5.03M |
| Qualys, Inc. | QLYS | Information Technology | 0.72% | $4.94M |
| GE Aerospace | GE | Industrials | 0.71% | $4.91M |
| Telefonaktiebolaget LM Ericsson, Class B | ERIXF | Information Technology | 0.70% | $4.81M |
| Automatic Data Processing, Inc. | ADP | Industrials | 0.69% | $4.74M |
| U.S. Treasury Bills | — | Government Bonds | 0.68% | $4.71M |
| Cardinal Health, Inc. | CAH | Health Care | 0.68% | $4.67M |
| Otis Worldwide Corp. | OTIS | Industrials | 0.65% | $4.46M |
| T-Mobile US, Inc. | TMUS | Communication Services | 0.63% | $4.32M |
| Wayfair, Inc., Class A | W | Consumer Discretionary | 0.63% | $4.32M |
| Evercore, Inc., Class A | EVR | Financials | 0.62% | $4.30M |
| Molson Coors Beverage Co., Class B | TAP | Consumer Staples | 0.59% | $4.10M |
| Rolls-Royce Holdings plc | — | Industrials | 0.58% | $3.99M |
| Barclays plc | BCLYF | Financials | 0.58% | $3.97M |
| Etsy, Inc. | ETSY | Industrials | 0.56% | $3.88M |
| U.S. Treasury Bills | — | Government Bonds | 0.56% | $3.84M |
| NetApp, Inc. | NTAP | Information Technology | 0.55% | $3.81M |
| Nutanix, Inc., Class A | NTNX | Information Technology | 0.55% | $3.77M |
| Comcast Corp., Class A | CMCSA | Communication Services | 0.55% | $3.76M |
| U.S. Treasury Bills | — | Government Bonds | 0.54% | $3.75M |
| GE Vernova, Inc. | GEV | Industrials | 0.54% | $3.75M |
| Exelixis, Inc. | EXEL | Health Care | 0.54% | $3.75M |
| McDonald's Corp. | MCD | Consumer Discretionary | 0.54% | $3.73M |
| Kimberly-Clark Corp. | KMB | Consumer Staples | 0.54% | $3.69M |
| Vodafone Group plc | VODPF | Communication Services | 0.52% | $3.57M |
| Deckers Outdoor Corp. | DECK | Consumer Discretionary | 0.52% | $3.56M |
| U.S. Treasury Bills | — | Government Bonds | 0.51% | $3.51M |
| Magna International, Inc. | MGA | Consumer Discretionary | 0.51% | $3.51M |
| Best Buy Co., Inc. | BBY | Consumer Discretionary | 0.51% | $3.48M |
| Royal Bank of Canada | RY | Financials | 0.51% | $3.48M |
| Societe Generale SA | — | Financials | 0.50% | $3.47M |
| Cirrus Logic, Inc. | CRUS | Information Technology | 0.50% | $3.46M |
| VeriSign, Inc. | VRSN | Information Technology | 0.50% | $3.43M |
| ServiceNow, Inc. | NOW | Information Technology | 0.50% | $3.43M |
| ABB Ltd. (Registered) | ABLZF | Industrials | 0.50% | $3.43M |
| Manhattan Associates, Inc. | MANH | Information Technology | 0.49% | $3.38M |
| Accenture plc, Class A | ACN | Information Technology | 0.49% | $3.37M |
| Banco Santander SA | BCDRF | Financials | 0.49% | $3.36M |
| Autodesk, Inc. | ADSK | Information Technology | 0.49% | $3.35M |
| Bristol-Myers Squibb Co. | BMY | Health Care | 0.49% | $3.35M |
| Mastercard, Inc., Class A | MA | Financials | 0.48% | $3.32M |
| Avnet, Inc. | AVT | Industrials | 0.48% | $3.31M |
| Advantest Corp. | ADTTF | Information Technology | 0.48% | $3.29M |
| QBE Insurance Group Ltd. | — | Financials | 0.47% | $3.24M |
| Suncor Energy, Inc. | SU | Energy | 0.46% | $3.19M |
| LivaNova plc | LIVN | Health Care | 0.46% | $3.14M |
| Seagate Technology Holdings plc | STX | Information Technology | 0.45% | $3.12M |
| Manulife Financial Corp. | MFC | Financials | 0.45% | $3.08M |
| Vertiv Holdings Co., Class A | VRT | Industrials | 0.45% | $3.07M |
| Allstate Corp. (The) | ALL | Financials | 0.44% | $3.06M |
| Teradata Corp. | TDC | Information Technology | 0.44% | $3.06M |
| Deutsche Bank AG (Registered) | DB | Financials | 0.44% | $3.01M |
| Yum! Brands, Inc. | YUM | Consumer Discretionary | 0.43% | $3.00M |
| Repsol SA | — | Energy | 0.43% | $2.99M |
| Zebra Technologies Corp., Class A | ZBRA | Industrials | 0.43% | $2.99M |
| Tokyo Electric Power Co. Holdings, Inc. | — | Utilities | 0.43% | $2.98M |
| Zoetis, Inc., Class A | ZTS | Health Care | 0.43% | $2.98M |
| HubSpot, Inc. | HUBS | Information Technology | 0.42% | $2.92M |
| Astellas Pharma, Inc. | — | Health Care | 0.42% | $2.90M |
| Credit Agricole SA | — | Financials | 0.42% | $2.88M |
| Saipem SpA | — | Energy | 0.42% | $2.88M |
| Standard Chartered plc | — | Financials | 0.42% | $2.87M |
| Rubrik, Inc., Class A | RBRK | Information Technology | 0.41% | $2.85M |
| Incyte Corp. | INCY | Health Care | 0.41% | $2.83M |
| Northern Trust Corp. | NTRS | Financials | 0.41% | $2.83M |
| Illumina, Inc. | ILMN | Health Care | 0.41% | $2.82M |
| ASML Holding NV | ASMLF | Information Technology | 0.41% | $2.82M |
| Neurocrine Biosciences, Inc. | NBIX | Health Care | 0.41% | $2.81M |
| Tapestry, Inc. | TPR | Consumer Discretionary | 0.41% | $2.80M |
QRPNX Sector Allocation
AQR Alternative Risk Premia Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Funds & ETFs | 64.6% | 2 |
| Government Bonds | 33.7% | 18 |
| Information Technology | 16.9% | 230 |
| Financials | 3.3% | 282 |
| Industrials | 1.2% | 392 |
| Index | 0.7% | 17 |
| Cash & Currency | 0.7% | 15 |
| Communication Services | 0.6% | 73 |
| Health Care | 0.5% | 162 |
| Commodities | -0.0% | 38 |
| Materials | -0.9% | 164 |
| Real Estate | -1.8% | 35 |
| Energy | -1.8% | 62 |
| Consumer Staples | -4.9% | 120 |
| Consumer Discretionary | -6.4% | 219 |
| Utilities | -6.4% | 83 |
| Unknown | -0.0% | 2945 |
QRPNX Country Allocation
Where AQR Alternative Risk Premia Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 156.8% |
| Japan | 18.1% |
| Canada | 8.4% |
| United Kingdom | 7.2% |
| France | 5.6% |
| Germany | 4.4% |
| Switzerland | 4.1% |
| Australia | 4.1% |
| Ireland | 2.8% |
| Italy | 2.7% |
| Sweden | 2.6% |
| Spain | 2.3% |
| Netherlands | 2.1% |
| Singapore | 1.5% |
| Denmark | 1.5% |
QRPNX Portfolio Allocation
Asset-class allocation of AQR Alternative Risk Premia Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 175.0% |
| Cash & Equivalents | 53.8% |
| Derivatives | 0.7% |
| Other | 0.4% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.