QRPRX — AQR Alternative Risk Premia Fund
Data updated: 2026-05-22
QRPRX — AQR Alternative Risk Premia Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Global (incl. US) Mid Cap Value Equity · $485.58M AUM · 4.91% expense ratio · 20.7% 1-yr return. From SEC regulatory filings.
QRPRX Fund Overview
QRPRX — AQR Alternative Risk Premia Fund is a US mutual fund managed by AQR Funds, categorised as Global (incl. US) Mid Cap Value Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AQR Funds
- Category: Global (incl. US) Mid Cap Value Equity
- Assets under management: $485.58M
- 1-year return: 20.7%
- Ticker: QRPRX
- SEC CIK: 0001444822
- SEC series ID: S000058563
- Share class ID: C000192465
QRPRX Holdings
Top 10 holdings of AQR Alternative Risk Premia Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 36.31% |
| United States of America | 4.26% |
| United States of America | 3.17% |
| United States of America | 1.83% |
| Booking Holdings, Inc. | 1.27% |
| United States of America | 1.22% |
| Expedia Group, Inc. | 1.22% |
| United States of America | 1.10% |
| United States of America | 1.09% |
| United States of America | 1.04% |
QRPRX 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 | 157.7% |
| Cash & Equivalents | 53.2% |
| Derivatives | 1.0% |
| Other | 0.2% |
QRPRX Performance
Total returns for QRPRX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.1% |
| 1 year | 20.7% |
| 3 years (annualised) | 20.3% |
| 5 years (annualised) | 17.8% |
QRPRX Risk Information
Risk metrics for QRPRX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.4%
QRPRX Costs and Fees
QRPRX costs about $491 per $10,000 invested per year in fund expenses.
- Net expense ratio: 4.91%
- Gross expense ratio: 4.96%
- Portfolio turnover: 199%
- Brokerage commissions: 15.16 bps of average net assets (SEC N-CEN)
QRPRX Cashflows
Over the 12 months to 2026-03, AQR Alternative Risk Premia Fund had net inflows of $144.35M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $28.36M |
| 2026-02 | $14.50M |
| 2026-01 | $12.45M |
| 2025-12 | $3.03M |
| 2025-11 | $24.71M |
| 2025-10 | $8.79M |
QRPRX Debt Constituents
No individual debt constituents are reported in AQR Alternative Risk Premia Fund's latest SEC N-PORT filing.
QRPRX Prospectus and SEC Filings
Official AQR Alternative Risk Premia Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Global (incl. US) Mid Cap Value Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.