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.
| Country | Lines | Value | Share |
|---|---|---|---|
| US | 457 | 446.6M $ | 58.33 % |
| JP | 121 | 80.9M $ | 10.56 % |
| CA | 52 | 31.2M $ | 4.08 % |
| GB | 48 | 29.1M $ | 3.80 % |
| FR | 28 | 25.1M $ | 3.28 % |
| DE | 28 | 23.8M $ | 3.10 % |
| AU | 33 | 21.7M $ | 2.83 % |
| CH | 23 | 16.2M $ | 2.12 % |
| SE | 23 | 14.8M $ | 1.94 % |
| IT | 17 | 13.6M $ | 1.78 % |
| ES | 11 | 11.1M $ | 1.45 % |
| NL | 12 | 9.8M $ | 1.29 % |
Positions
| Company | Shares | Value | Weight |
|---|---|---|---|
| Aurizon Holdings Ltd | 432,761 | 1.2M $ | 0.25 % |
| Otsuka Holdings Co Ltd | 16,800 | 1.2M $ | 0.25 % |
| Westpac Banking Corp | 43,126 | 1.2M $ | 0.25 % |
| Jazz Pharmaceuticals PLC | 6,279 | 1.2M $ | 0.24 % |
| RingCentral Inc | 31,808 | 1.2M $ | 0.24 % |
| HealthEquity Inc | 14,090 | 1.2M $ | 0.24 % |
| Canadian Tire Corp Ltd | 8,741 | 1.2M $ | 0.24 % |
| Caesars Entertainment Inc | 44,456 | 1.2M $ | 0.24 % |
| AP Moller - Maersk A/S | 470 | 1.2M $ | 0.24 % |
| Graham Holdings Co | 1,110 | 1.2M $ | 0.24 % |
| Kinden Corp | 25,800 | 1.2M $ | 0.24 % |
| SKF AB | 48,128 | 1.2M $ | 0.24 % |
| PNC Financial Services Group Inc/The | 5,525 | 1.1M $ | 0.24 % |
| NatWest Group PLC | 154,600 | 1.1M $ | 0.24 % |
| Ralph Lauren Corp | 3,303 | 1.1M $ | 0.23 % |
| BT Group PLC | 405,273 | 1.1M $ | 0.23 % |
| E.ON SE | 51,811 | 1.1M $ | 0.23 % |
| Verizon Communications Inc | 22,382 | 1.1M $ | 0.23 % |
| Swisscom AG | 1,333 | 1.1M $ | 0.23 % |
| Edison International | 15,239 | 1.1M $ | 0.23 % |
| Elastic NV | 22,198 | 1.1M $ | 0.23 % |
| Manhattan Associates Inc | 8,318 | 1.1M $ | 0.23 % |
| JB Hunt Transport Services Inc | 5,224 | 1.1M $ | 0.23 % |
| Acuity Inc | 3,933 | 1.1M $ | 0.23 % |
| DraftKings Inc | 50,895 | 1.1M $ | 0.23 % |
| Vestas Wind Systems A/S | 36,371 | 1.1M $ | 0.23 % |
| SSAB AB | 138,833 | 1.1M $ | 0.23 % |
| Travel + Leisure Co | 15,761 | 1.1M $ | 0.22 % |
| Sumitomo Mitsui Trust Group Inc | 34,200 | 1.1M $ | 0.22 % |
| IMPERIAL OIL LTD | 8,317 | 1.1M $ | 0.22 % |
| Consolidated Edison Inc | 9,619 | 1.1M $ | 0.22 % |
| Valero Energy Corp | 4,365 | 1.1M $ | 0.22 % |
| Eversource Energy | 15,347 | 1.1M $ | 0.22 % |
| Roche Holding AG | 2,663 | 1.1M $ | 0.22 % |
| Japan Tobacco Inc | 27,700 | 1.1M $ | 0.22 % |
| BioMarin Pharmaceutical Inc | 18,767 | 1.1M $ | 0.22 % |
| Wartsila OYJ Abp | 28,436 | 1.1M $ | 0.22 % |
| ITOCHU Corp | 83,000 | 1.1M $ | 0.22 % |
| Flowserve Corp | 14,320 | 1.1M $ | 0.22 % |
| DuPont de Nemours Inc | 22,975 | 1.1M $ | 0.22 % |
| Asics Corp | 39,000 | 1M $ | 0.22 % |
| United Bankshares Inc/WV | 25,305 | 1M $ | 0.22 % |
| Flughafen Zurich AG | 3,321 | 1M $ | 0.21 % |
| Pfizer Inc | 36,990 | 1M $ | 0.21 % |
| Ono Pharmaceutical Co Ltd | 64,700 | 1M $ | 0.21 % |
| Dollar Tree Inc | 9,452 | 1M $ | 0.21 % |
| Genting Singapore Ltd | 1,961,200 | 1M $ | 0.21 % |
| Toronto-Dominion Bank/The | 11,081 | 1M $ | 0.21 % |
| Stifel Financial Corp | 13,964 | 1M $ | 0.21 % |
| Trane Technologies PLC | 2,474 | 1M $ | 0.21 % |
| Orange SA | 50,156 | 1M $ | 0.21 % |
| Rakuten Group Inc | 219,700 | 1M $ | 0.21 % |
| GLOBALFOUNDRIES Inc | 23,000 | 1M $ | 0.21 % |
| Hecla Mining Co | 54,854 | 1M $ | 0.21 % |
| American Electric Power Co Inc | 7,793 | 1M $ | 0.21 % |
| Polaris Inc | 18,712 | 1M $ | 0.21 % |
| Nitto Denko Corp | 50,900 | 1M $ | 0.21 % |
| Regions Financial Corp | 38,766 | 1M $ | 0.21 % |
| Sojitz Corp | 25,520 | 1M $ | 0.21 % |
| PPG Industries Inc | 9,427 | 1M $ | 0.21 % |
| Aristocrat Leisure Ltd | 31,666 | 1M $ | 0.21 % |
| Tenet Healthcare Corp | 5,326 | 1M $ | 0.21 % |
| Tenaris SA | 34,257 | 1M $ | 0.21 % |
| Commercial Metals Co | 16,283 | 1M $ | 0.21 % |
| Element Solutions Inc | 29,254 | 998.7K $ | 0.21 % |
| Everest Group Ltd | 3,051 | 997.2K $ | 0.21 % |
| Tokyo Gas Co Ltd | 21,100 | 993.7K $ | 0.20 % |
| Travelers Cos Inc/The | 3,381 | 986.2K $ | 0.20 % |
| AECOM | 11,615 | 985.2K $ | 0.20 % |
| Tyson Foods Inc | 15,342 | 983K $ | 0.20 % |
| Kansai Electric Power Co Inc/The | 59,100 | 982.6K $ | 0.20 % |
| Woodward Inc | 2,719 | 973.2K $ | 0.20 % |
| Idemitsu Kosan Co Ltd | 99,000 | 971.9K $ | 0.20 % |
| DCC PLC | 15,685 | 971.5K $ | 0.20 % |
| Steel Dynamics Inc | 5,396 | 971.3K $ | 0.20 % |
| Sompo Holdings Inc | 24,900 | 969.3K $ | 0.20 % |
| Assurant Inc | 4,450 | 969.3K $ | 0.20 % |
| BorgWarner Inc | 17,812 | 966.5K $ | 0.20 % |
| NIDEC CORP | 75,900 | 963.8K $ | 0.20 % |
| AltaGas Ltd | 27,769 | 963.2K $ | 0.20 % |
| Suncor Energy Inc | 14,555 | 962.7K $ | 0.20 % |
| PVH Corp | 13,789 | 961.9K $ | 0.20 % |
| UFP Industries Inc | 10,434 | 961.2K $ | 0.20 % |
| Ryder System Inc | 4,678 | 957.6K $ | 0.20 % |
| Zions Bancorp NA | 16,591 | 956K $ | 0.20 % |
| Mitsubishi Chemical Group Corp. | 163,100 | 953.5K $ | 0.20 % |
| Maplebear Inc | 25,362 | 950.1K $ | 0.20 % |
| F5 Inc | 3,278 | 948.4K $ | 0.20 % |
| Landstar System Inc | 5,904 | 946.5K $ | 0.19 % |
| Portland General Electric Co | 17,916 | 945.4K $ | 0.19 % |
| Obic Co Ltd | 38,800 | 941.7K $ | 0.19 % |
| Allstate Corp/The | 4,531 | 939.5K $ | 0.19 % |
| Securitas AB | 56,019 | 938.2K $ | 0.19 % |
| APA Corp | 22,088 | 937.4K $ | 0.19 % |
| Dillard's Inc | 1,632 | 933.7K $ | 0.19 % |
| JB Hi-Fi Ltd | 18,389 | 930.5K $ | 0.19 % |
| Cummins Inc | 1,725 | 928.1K $ | 0.19 % |
| FactSet Research Systems Inc | 4,274 | 927.4K $ | 0.19 % |
| Liberty Global Ltd. | 76,418 | 923.9K $ | 0.19 % |
| Shimamura Co Ltd | 44,100 | 923.3K $ | 0.19 % |