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 |
|---|---|---|---|---|
| 101 | Rivian Automotive Inc | 114,373 | 1.7M $ | 0.35 % |
| 102 | Rolls-Royce Holdings PLC | 112,586 | 1.7M $ | 0.35 % |
| 103 | Regeneron Pharmaceuticals, Inc. | 2,186 | 1.7M $ | 0.35 % |
| 104 | Shell PLC | 36,387 | 1.7M $ | 0.35 % |
| 105 | Snowflake Inc | 11,119 | 1.7M $ | 0.35 % |
| 106 | Invesco Ltd | 68,830 | 1.7M $ | 0.34 % |
| 107 | Norsk Hydro ASA | 156,160 | 1.7M $ | 0.34 % |
| 108 | Chewy Inc | 61,200 | 1.7M $ | 0.34 % |
| 109 | LivaNova PLC | 25,944 | 1.6M $ | 0.34 % |
| 110 | Novartis AG | 10,725 | 1.6M $ | 0.34 % |
| 111 | Canadian Imperial Bank of Commerce | 17,351 | 1.6M $ | 0.34 % |
| 112 | Centrica PLC | 580,483 | 1.6M $ | 0.34 % |
| 113 | Curtiss-Wright Corp | 2,401 | 1.6M $ | 0.34 % |
| 114 | General Electric Co | 5,757 | 1.6M $ | 0.34 % |
| 115 | Expand Energy Corp | 14,776 | 1.6M $ | 0.33 % |
| 116 | Bouygues SA | 27,965 | 1.6M $ | 0.33 % |
| 117 | FedEx Corp | 4,544 | 1.6M $ | 0.33 % |
| 118 | United Therapeutics Corp | 2,710 | 1.6M $ | 0.33 % |
| 119 | Willis Towers Watson PLC | 5,497 | 1.6M $ | 0.33 % |
| 120 | NOV Inc | 84,665 | 1.6M $ | 0.33 % |
| 121 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 2,510 | 1.6M $ | 0.33 % |
| 122 | NVIDIA Corp | 9,080 | 1.6M $ | 0.33 % |
| 123 | Magna International Inc | 28,266 | 1.6M $ | 0.33 % |
| 124 | Northern Trust Corp | 11,266 | 1.6M $ | 0.32 % |
| 125 | Holcim AG | 18,901 | 1.6M $ | 0.32 % |
| 126 | Central Japan Railway Co | 59,700 | 1.6M $ | 0.32 % |
| 127 | Evercore Inc | 5,182 | 1.5M $ | 0.32 % |
| 128 | Hartford Insurance Group Inc/The | 11,349 | 1.5M $ | 0.32 % |
| 129 | ISS A/S | 42,019 | 1.5M $ | 0.32 % |
| 130 | Sandisk Corp/DE | 2,402 | 1.5M $ | 0.31 % |
| 131 | CH Robinson Worldwide Inc | 9,070 | 1.5M $ | 0.31 % |
| 132 | IAC Inc | 37,540 | 1.5M $ | 0.31 % |
| 133 | Teradata Corp | 58,607 | 1.5M $ | 0.31 % |
| 134 | PG&E Corp | 85,255 | 1.5M $ | 0.31 % |
| 135 | Schindler Holding AG | 4,527 | 1.5M $ | 0.31 % |
| 136 | Tapestry Inc | 10,563 | 1.5M $ | 0.31 % |
| 137 | Smurfit Westrock PLC | 37,338 | 1.5M $ | 0.31 % |
| 138 | L3Harris Technologies Inc | 4,297 | 1.5M $ | 0.31 % |
| 139 | HP Inc | 76,973 | 1.5M $ | 0.30 % |
| 140 | Tokyo Electric Power Co Holdings Inc | 357,800 | 1.5M $ | 0.30 % |
| 141 | Zscaler Inc | 10,463 | 1.5M $ | 0.30 % |
| 142 | Heidelberg Materials AG | 6,955 | 1.5M $ | 0.30 % |
| 143 | WH Group Ltd | 1,107,500 | 1.5M $ | 0.30 % |
| 144 | Allianz SE | 3,444 | 1.5M $ | 0.30 % |
| 145 | BHP Group Ltd | 40,096 | 1.5M $ | 0.30 % |
| 146 | Roku Inc | 15,188 | 1.4M $ | 0.30 % |
| 147 | NN Group NV | 18,247 | 1.4M $ | 0.29 % |
| 148 | UniCredit SpA | 19,859 | 1.4M $ | 0.29 % |
| 149 | Neurocrine Biosciences Inc | 10,766 | 1.4M $ | 0.29 % |
| 150 | ANZ Group Holdings Ltd | 56,281 | 1.4M $ | 0.29 % |
| 151 | Popular Inc | 10,543 | 1.4M $ | 0.29 % |
| 152 | Kingfisher PLC | 371,468 | 1.4M $ | 0.29 % |
| 153 | Japan Post Bank Co Ltd | 86,100 | 1.4M $ | 0.29 % |
| 154 | Deutsche Lufthansa AG | 164,420 | 1.4M $ | 0.29 % |
| 155 | SS&C Technologies Holdings Inc | 20,644 | 1.4M $ | 0.29 % |
| 156 | Skyworks Solutions Inc | 25,974 | 1.4M $ | 0.29 % |
| 157 | MongoDB Inc | 5,650 | 1.4M $ | 0.28 % |
| 158 | Evolution Mining Ltd | 153,360 | 1.4M $ | 0.28 % |
| 159 | Osaka Gas Co Ltd | 34,000 | 1.4M $ | 0.28 % |
| 160 | Oshkosh Corp | 9,335 | 1.4M $ | 0.28 % |
| 161 | Ageas SA/NV | 18,617 | 1.4M $ | 0.28 % |
| 162 | ABN AMRO Bank NV | 43,172 | 1.4M $ | 0.28 % |
| 163 | T Rowe Price Group Inc | 15,115 | 1.4M $ | 0.28 % |
| 164 | Cie de Saint-Gobain SA | 16,269 | 1.3M $ | 0.28 % |
| 165 | Cigna Group/The | 5,028 | 1.3M $ | 0.28 % |
| 166 | Entergy Corp | 11,904 | 1.3M $ | 0.28 % |
| 167 | TotalEnergies SE | 14,529 | 1.3M $ | 0.27 % |
| 168 | Macy's Inc | 73,416 | 1.3M $ | 0.27 % |
| 169 | Square Enix Holdings Co Ltd | 83,300 | 1.3M $ | 0.27 % |
| 170 | Chubu Electric Power Co Inc | 80,200 | 1.3M $ | 0.27 % |
| 171 | Lundin Gold Inc | 17,267 | 1.3M $ | 0.27 % |
| 172 | Coca-Cola Consolidated Inc | 6,840 | 1.3M $ | 0.27 % |
| 173 | TD SYNNEX Corp | 7,738 | 1.3M $ | 0.27 % |
| 174 | Logitech International SA | 14,031 | 1.3M $ | 0.27 % |
| 175 | Dropbox Inc | 57,291 | 1.3M $ | 0.27 % |
| 176 | Alcoa Corp | 19,616 | 1.3M $ | 0.27 % |
| 177 | Agnico Eagle Mines Ltd | 6,384 | 1.3M $ | 0.27 % |
| 178 | Rexel SA | 32,614 | 1.3M $ | 0.27 % |
| 179 | Ubiquiti Inc | 1,626 | 1.3M $ | 0.26 % |
| 180 | Allison Transmission Holdings Inc | 10,859 | 1.3M $ | 0.26 % |
| 181 | Visa Inc | 4,190 | 1.3M $ | 0.26 % |
| 182 | CyberAgent Inc | 147,900 | 1.3M $ | 0.26 % |
| 183 | Fortive Corp | 22,835 | 1.3M $ | 0.26 % |
| 184 | Johnson Controls International plc | 9,639 | 1.3M $ | 0.26 % |
| 185 | Marubeni Corp | 34,500 | 1.3M $ | 0.26 % |
| 186 | Genpact Ltd | 33,873 | 1.3M $ | 0.26 % |
| 187 | Morningstar Inc | 7,455 | 1.3M $ | 0.26 % |
| 188 | Zebra Technologies Corp | 6,024 | 1.3M $ | 0.26 % |
| 189 | SGS SA | 11,946 | 1.3M $ | 0.26 % |
| 190 | Carrefour SA | 67,748 | 1.3M $ | 0.26 % |
| 191 | Murphy USA Inc | 2,525 | 1.2M $ | 0.26 % |
| 192 | Janus Henderson Group PLC | 24,171 | 1.2M $ | 0.26 % |
| 193 | Wesfarmers Ltd | 24,235 | 1.2M $ | 0.25 % |
| 194 | Monster Beverage Corp | 16,950 | 1.2M $ | 0.25 % |
| 195 | Kongsberg Gruppen ASA | 28,446 | 1.2M $ | 0.25 % |
| 196 | Cognizant Technology Solutions Corp. | 19,682 | 1.2M $ | 0.25 % |
| 197 | eBay Inc | 13,264 | 1.2M $ | 0.25 % |
| 198 | Versant Media Group Inc | 32,509 | 1.2M $ | 0.25 % |
| 199 | SEI Investments Co | 15,283 | 1.2M $ | 0.25 % |
| 200 | Aurubis AG | 6,739 | 1.2M $ | 0.25 % |