Holdings of AQR Alternative Risk Premia Fund
AQR Funds ·913 declared positions · as of Mar 31, 2026
Original filing · Net assets 485.6M $ · Ten largest lines: 6.1 % of the equity sleeve
Sector breakdown
- Technology 8.3 %
- Financials 8.2 %
- Industrials 6.7 %
- Health care 4.8 %
- Consumer discretionary 3.7 %
- Materials 2.7 %
- Consumer staples 2.2 %
- Energy 1.7 %
- Utilities 1.4 %
- Communication 1.3 %
- Unattributed 59.0 %
Titelia classification, company by company. The unattributed share stays visible.
Currency breakdown
- USD 59.8 %
- EUR 12.1 %
- JPY 10.6 %
- CAD 4.3 %
- GBP 3.3 %
- AUD 2.8 %
- CHF 2.1 %
- SEK 1.9 %
- DKK 1.0 %
- NOK 1.0 %
- SGD 0.6 %
- HKD 0.4 %
The quoted currency of each line, as declared.
Country breakdown
- US 58.3 %
- JP 10.6 %
- CA 4.1 %
- GB 3.8 %
- FR 3.3 %
- DE 3.1 %
- AU 2.8 %
- CH 2.1 %
- SE 1.9 %
- IT 1.8 %
- ES 1.5 %
- NL 1.3 %
- Other countries 5.4 %
Shares computed on the equity sleeve.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | US | 457 | 446.6M $ | 58.33 % |
| 2 | JP | 121 | 80.9M $ | 10.56 % |
| 3 | CA | 52 | 31.2M $ | 4.08 % |
| 4 | GB | 48 | 29.1M $ | 3.80 % |
| 5 | FR | 28 | 25.1M $ | 3.28 % |
| 6 | DE | 28 | 23.8M $ | 3.10 % |
| 7 | AU | 33 | 21.7M $ | 2.83 % |
| 8 | CH | 23 | 16.2M $ | 2.12 % |
| 9 | SE | 23 | 14.8M $ | 1.94 % |
| 10 | IT | 17 | 13.6M $ | 1.78 % |
| 11 | ES | 11 | 11.1M $ | 1.45 % |
| 12 | NL | 12 | 9.8M $ | 1.29 % |
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 1 | Booking Holdings Inc | 1,469 | 6.2M $ | 1.27 % |
| 2 | Expedia Group Inc | 25,561 | 5.9M $ | 1.22 % |
| 3 | Siemens Energy AG | 29,173 | 5M $ | 1.04 % |
| 4 | Adobe Inc | 20,620 | 5M $ | 1.03 % |
| 5 | McKesson Corp | 5,738 | 5M $ | 1.02 % |
| 6 | Medpace Holdings Inc | 9,347 | 4.5M $ | 0.92 % |
| 7 | Centene Corp | 125,279 | 4.1M $ | 0.84 % |
| 8 | Telefonaktiebolaget LM Ericsson | 347,254 | 4M $ | 0.82 % |
| 9 | Arista Networks Inc | 30,365 | 3.7M $ | 0.77 % |
| 10 | Bristol-Myers Squibb Co | 58,135 | 3.5M $ | 0.73 % |
| 11 | Molson Coors Beverage Co | 80,180 | 3.5M $ | 0.71 % |
| 12 | BNP Paribas SA | 35,956 | 3.4M $ | 0.71 % |
| 13 | Repsol SA | 119,812 | 3.4M $ | 0.69 % |
| 14 | Ameriprise Financial Inc | 7,548 | 3.4M $ | 0.69 % |
| 15 | Altria Group, Inc. | 49,431 | 3.3M $ | 0.67 % |
| 16 | Cirrus Logic Inc | 22,380 | 3.2M $ | 0.67 % |
| 17 | Airbnb Inc | 25,070 | 3.2M $ | 0.65 % |
| 18 | Mastercard Inc | 6,260 | 3.1M $ | 0.64 % |
| 19 | Equinor ASA | 73,190 | 3.1M $ | 0.64 % |
| 20 | New York Times Co/The | 36,760 | 3.1M $ | 0.63 % |
| 21 | HubSpot Inc | 12,475 | 3M $ | 0.63 % |
| 22 | VeriSign Inc | 12,149 | 3M $ | 0.62 % |
| 23 | Veeva Systems Inc | 17,038 | 3M $ | 0.62 % |
| 24 | Deckers Outdoor Corp | 29,564 | 3M $ | 0.61 % |
| 25 | ServiceNow Inc | 27,889 | 2.9M $ | 0.60 % |
| 26 | Exelixis Inc | 67,061 | 2.9M $ | 0.59 % |
| 27 | Societe Generale SA | 39,226 | 2.9M $ | 0.59 % |
| 28 | Inpex Corp | 96,300 | 2.8M $ | 0.59 % |
| 29 | GE Vernova Inc | 3,190 | 2.8M $ | 0.57 % |
| 30 | Micron Technology Inc | 8,165 | 2.8M $ | 0.57 % |
| 31 | Ciena Corp | 7,048 | 2.7M $ | 0.56 % |
| 32 | Banco Santander SA | 242,185 | 2.7M $ | 0.56 % |
| 33 | Lam Research Corp | 12,489 | 2.7M $ | 0.55 % |
| 34 | Advantest Corp | 19,200 | 2.6M $ | 0.55 % |
| 35 | Deutsche Bank AG | 88,755 | 2.6M $ | 0.54 % |
| 36 | Fortinet Inc | 32,249 | 2.6M $ | 0.54 % |
| 37 | NetApp Inc | 24,892 | 2.5M $ | 0.52 % |
| 38 | Zoom Communications Inc | 31,408 | 2.5M $ | 0.52 % |
| 39 | Pegasystems Inc | 57,940 | 2.5M $ | 0.51 % |
| 40 | Nutanix Inc | 63,908 | 2.4M $ | 0.50 % |
| 41 | General Motors Co | 32,438 | 2.4M $ | 0.50 % |
| 42 | Autodesk Inc | 10,020 | 2.4M $ | 0.49 % |
| 43 | Barclays PLC | 444,148 | 2.3M $ | 0.48 % |
| 44 | Avnet Inc | 37,250 | 2.3M $ | 0.47 % |
| 45 | TechnipFMC PLC | 32,866 | 2.3M $ | 0.47 % |
| 46 | Comcast Corp | 78,685 | 2.3M $ | 0.47 % |
| 47 | Western Digital Corp | 8,327 | 2.3M $ | 0.46 % |
| 48 | Manulife Financial Corp | 65,293 | 2.2M $ | 0.46 % |
| 49 | Albemarle Corp | 12,507 | 2.2M $ | 0.46 % |
| 50 | Eiffage SA | 14,533 | 2.2M $ | 0.46 % |
| 51 | Standard Chartered PLC | 106,100 | 2.2M $ | 0.46 % |
| 52 | Atlassian Corp | 32,199 | 2.2M $ | 0.45 % |
| 53 | Banco Bilbao Vizcaya Argentaria SA | 99,638 | 2.2M $ | 0.44 % |
| 54 | Domino's Pizza Inc | 5,961 | 2.1M $ | 0.44 % |
| 55 | Koninklijke Ahold Delhaize NV | 45,749 | 2.1M $ | 0.44 % |
| 56 | Biogen Inc | 11,410 | 2.1M $ | 0.43 % |
| 57 | EMCOR Group Inc | 2,781 | 2.1M $ | 0.42 % |
| 58 | Astellas Pharma Inc | 125,900 | 2.1M $ | 0.42 % |
| 59 | ASML Holding NV | 1,538 | 2M $ | 0.42 % |
| 60 | Textron Inc | 23,273 | 2M $ | 0.42 % |
| 61 | Lyft Inc | 153,023 | 2M $ | 0.42 % |
| 62 | Incyte Corp | 21,566 | 2M $ | 0.42 % |
| 63 | AT&T Inc | 69,167 | 2M $ | 0.41 % |
| 64 | Yangzijiang Shipbuilding Holdings Ltd | 672,400 | 2M $ | 0.41 % |
| 65 | Corteva Inc | 23,690 | 2M $ | 0.41 % |
| 66 | Generali | 49,291 | 2M $ | 0.41 % |
| 67 | Qualys Inc | 22,562 | 2M $ | 0.41 % |
| 68 | Illumina Inc | 16,052 | 2M $ | 0.41 % |
| 69 | Toyota Tsusho Corp | 51,000 | 2M $ | 0.41 % |
| 70 | Leonardo SpA | 29,042 | 2M $ | 0.41 % |
| 71 | Cardinal Health, Inc. | 9,272 | 2M $ | 0.40 % |
| 72 | Vodafone Group PLC | 1,297,296 | 2M $ | 0.40 % |
| 73 | Amphenol Corp | 15,406 | 1.9M $ | 0.40 % |
| 74 | Synchrony Financial | 28,513 | 1.9M $ | 0.40 % |
| 75 | Credit Agricole SA | 103,733 | 1.9M $ | 0.40 % |
| 76 | PepsiCo Inc | 12,349 | 1.9M $ | 0.39 % |
| 77 | MSCI Inc | 3,532 | 1.9M $ | 0.39 % |
| 78 | Howmet Aerospace Inc | 8,256 | 1.9M $ | 0.39 % |
| 79 | Crown Holdings Inc | 18,949 | 1.9M $ | 0.39 % |
| 80 | Sanofi SA | 19,612 | 1.9M $ | 0.39 % |
| 81 | Accenture PLC | 9,483 | 1.9M $ | 0.39 % |
| 82 | Viatris Inc | 137,457 | 1.9M $ | 0.38 % |
| 83 | Bank of New York Mellon Corp/The | 15,623 | 1.9M $ | 0.38 % |
| 84 | Aeon Co Ltd | 154,800 | 1.9M $ | 0.38 % |
| 85 | Vertiv Holdings Co | 7,366 | 1.8M $ | 0.38 % |
| 86 | QBE Insurance Group Ltd. | 124,787 | 1.8M $ | 0.38 % |
| 87 | Jones Lang LaSalle Inc | 6,024 | 1.8M $ | 0.38 % |
| 88 | General Dynamics Corp | 5,283 | 1.8M $ | 0.37 % |
| 89 | Kroger Co/The | 25,000 | 1.8M $ | 0.37 % |
| 90 | Federated Hermes Inc | 31,872 | 1.8M $ | 0.37 % |
| 91 | Fairfax Financial Holdings Ltd | 1,051 | 1.8M $ | 0.37 % |
| 92 | Unipol Assicurazioni SpA | 76,633 | 1.8M $ | 0.37 % |
| 93 | Bank of Nova Scotia/The | 25,162 | 1.7M $ | 0.36 % |
| 94 | Insulet Corp | 8,309 | 1.7M $ | 0.36 % |
| 95 | Jabil Inc | 6,549 | 1.7M $ | 0.36 % |
| 96 | Etsy Inc | 34,768 | 1.7M $ | 0.36 % |
| 97 | Kinross Gold Corp | 56,825 | 1.7M $ | 0.36 % |
| 98 | ENEOS Holdings Inc | 191,800 | 1.7M $ | 0.36 % |
| 99 | Keurig Dr Pepper Inc | 65,624 | 1.7M $ | 0.36 % |
| 100 | Best Buy Co Inc | 26,878 | 1.7M $ | 0.36 % |