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 |
|---|---|---|---|---|
| 301 | PulteGroup Inc | 7,800 | 917.4K $ | 0.19 % |
| 302 | Constellation Brands Inc | 6,094 | 914.1K $ | 0.19 % |
| 303 | Mettler-Toledo International Inc | 722 | 910.6K $ | 0.19 % |
| 304 | Marks & Spencer Group PLC | 201,391 | 907.4K $ | 0.19 % |
| 305 | Fortum Oyj | 35,386 | 904.9K $ | 0.19 % |
| 306 | Mitsubishi Electric Corp | 27,500 | 899.4K $ | 0.19 % |
| 307 | Saipem SpA | 196,335 | 898.3K $ | 0.19 % |
| 308 | Nordex SE | 16,537 | 896.2K $ | 0.18 % |
| 309 | ROBLOX Corp | 15,832 | 895.5K $ | 0.18 % |
| 310 | Azimut Holding SpA | 23,547 | 894.7K $ | 0.18 % |
| 311 | Signify NV | 41,967 | 893.9K $ | 0.18 % |
| 312 | Finning International Inc | 14,440 | 893.5K $ | 0.18 % |
| 313 | UiPath Inc | 80,453 | 893K $ | 0.18 % |
| 314 | Schneider National Inc | 33,779 | 890.4K $ | 0.18 % |
| 315 | Nomura Holdings Inc | 112,900 | 889K $ | 0.18 % |
| 316 | A O Smith Corp | 13,476 | 888.6K $ | 0.18 % |
| 317 | Bank OZK | 19,320 | 886.6K $ | 0.18 % |
| 318 | Dell Technologies Inc | 5,385 | 883.8K $ | 0.18 % |
| 319 | Sumitomo Corp | 23,600 | 883.1K $ | 0.18 % |
| 320 | Recruit Holdings Co Ltd | 20,200 | 880.1K $ | 0.18 % |
| 321 | BlueScope Steel Ltd | 48,581 | 879.3K $ | 0.18 % |
| 322 | Amdocs Ltd | 13,453 | 877.9K $ | 0.18 % |
| 323 | Loews Corp | 8,217 | 877.1K $ | 0.18 % |
| 324 | Unum Group | 11,990 | 875.6K $ | 0.18 % |
| 325 | Zealand Pharma A/S | 18,778 | 874.5K $ | 0.18 % |
| 326 | Valley National Bancorp | 71,202 | 874.4K $ | 0.18 % |
| 327 | MS&AD Insurance Group Holdings Inc | 33,500 | 874.2K $ | 0.18 % |
| 328 | Wayfair Inc | 11,610 | 873.2K $ | 0.18 % |
| 329 | Cboe Global Markets Inc | 3,068 | 862.3K $ | 0.18 % |
| 330 | Empire Co Ltd | 23,942 | 857.6K $ | 0.18 % |
| 331 | Yancoal Australia Ltd | 148,284 | 855.2K $ | 0.18 % |
| 332 | Oversea-Chinese Banking Corp Ltd | 49,600 | 849.5K $ | 0.18 % |
| 333 | Nokia Oyj | 105,332 | 845K $ | 0.17 % |
| 334 | Seagate Technology Holdings PLC | 2,156 | 844.6K $ | 0.17 % |
| 335 | State Street Corp | 6,663 | 843.3K $ | 0.17 % |
| 336 | Swiss Life Holding AG | 774 | 843.1K $ | 0.17 % |
| 337 | ADT Inc | 127,361 | 836.8K $ | 0.17 % |
| 338 | Dassault Aviation SA | 2,248 | 836.7K $ | 0.17 % |
| 339 | Leidos Holdings Inc | 5,380 | 836.7K $ | 0.17 % |
| 340 | Sterling Infrastructure Inc | 2,053 | 836.1K $ | 0.17 % |
| 341 | Salesforce Inc | 4,479 | 836.1K $ | 0.17 % |
| 342 | Sandvik AB | 21,743 | 835.8K $ | 0.17 % |
| 343 | Lear Corp | 6,850 | 829.4K $ | 0.17 % |
| 344 | National Fuel Gas Co | 8,817 | 828.4K $ | 0.17 % |
| 345 | Mueller Industries Inc | 7,476 | 828.3K $ | 0.17 % |
| 346 | Old Republic International Corp | 20,729 | 827.1K $ | 0.17 % |
| 347 | Oji Holdings Corp | 152,500 | 825K $ | 0.17 % |
| 348 | Cenovus Energy Inc | 31,016 | 823.2K $ | 0.17 % |
| 349 | Tradeweb Markets Inc | 6,994 | 822.9K $ | 0.17 % |
| 350 | US Foods Holding Corp | 8,914 | 822K $ | 0.17 % |
| 351 | Chubb Ltd | 2,514 | 819.4K $ | 0.17 % |
| 352 | Boliden AB | 15,604 | 818K $ | 0.17 % |
| 353 | Kyndryl Holdings Inc | 62,183 | 815.8K $ | 0.17 % |
| 354 | Natera Inc | 4,067 | 813.4K $ | 0.17 % |
| 355 | Match Group Inc | 26,484 | 813.3K $ | 0.17 % |
| 356 | CNO Financial Group Inc | 19,784 | 812.3K $ | 0.17 % |
| 357 | Engie SA | 25,165 | 811K $ | 0.17 % |
| 358 | BayCurrent Inc | 28,000 | 810.5K $ | 0.17 % |
| 359 | Acciona SA | 3,079 | 809.7K $ | 0.17 % |
| 360 | Nippon Steel Corp. | 218,900 | 807.2K $ | 0.17 % |
| 361 | MKS Inc | 3,509 | 806.4K $ | 0.17 % |
| 362 | Abercrombie & Fitch Co | 8,813 | 805.2K $ | 0.17 % |
| 363 | Otis Worldwide Corp | 10,423 | 803.4K $ | 0.17 % |
| 364 | iA Financial Corp Inc | 7,232 | 802.6K $ | 0.17 % |
| 365 | Target Corp | 6,604 | 800.4K $ | 0.16 % |
| 366 | Worley Ltd | 101,709 | 799K $ | 0.16 % |
| 367 | Danske Bank A/S | 16,208 | 798.8K $ | 0.16 % |
| 368 | Aramark | 19,503 | 790.7K $ | 0.16 % |
| 369 | Shionogi & Co Ltd | 35,700 | 789.7K $ | 0.16 % |
| 370 | Tetra Tech Inc | 26,126 | 786.9K $ | 0.16 % |
| 371 | Yara International ASA | 13,461 | 786.9K $ | 0.16 % |
| 372 | Fluor Corp | 16,864 | 786.7K $ | 0.16 % |
| 373 | M&T Bank Corp | 3,797 | 784.9K $ | 0.16 % |
| 374 | Panasonic Holdings Corp. | 46,800 | 784.9K $ | 0.16 % |
| 375 | Geberit AG | 1,161 | 783.7K $ | 0.16 % |
| 376 | KLA Corp | 531 | 781.8K $ | 0.16 % |
| 377 | Analog Devices Inc | 2,454 | 780.7K $ | 0.16 % |
| 378 | Reinsurance Group of America Inc | 3,821 | 780.1K $ | 0.16 % |
| 379 | HUGO BOSS AG | 17,884 | 774.1K $ | 0.16 % |
| 380 | Newmont Corp | 7,136 | 772.5K $ | 0.16 % |
| 381 | Imperial Brands PLC | 19,031 | 771.7K $ | 0.16 % |
| 382 | Grand Canyon Education Inc | 4,529 | 770.1K $ | 0.16 % |
| 383 | Skanska AB | 28,469 | 770.1K $ | 0.16 % |
| 384 | WESCO International Inc | 2,812 | 769.4K $ | 0.16 % |
| 385 | Moody's Corp | 1,750 | 763.4K $ | 0.16 % |
| 386 | Murata Manufacturing Co Ltd | 34,000 | 762.9K $ | 0.16 % |
| 387 | Jack Henry & Associates Inc | 4,811 | 760.3K $ | 0.16 % |
| 388 | A2A SpA | 266,851 | 755.6K $ | 0.16 % |
| 389 | T-Mobile US Inc | 3,591 | 754.2K $ | 0.16 % |
| 390 | Buzzi SpA | 14,891 | 752.8K $ | 0.16 % |
| 391 | Watts Water Technologies Inc | 2,584 | 750.1K $ | 0.15 % |
| 392 | Medtronic PLC | 8,649 | 749.4K $ | 0.15 % |
| 393 | Open Text Corp | 33,622 | 749.3K $ | 0.15 % |
| 394 | AGCO Corp | 6,459 | 748.4K $ | 0.15 % |
| 395 | Dexcom Inc | 11,819 | 742.2K $ | 0.15 % |
| 396 | Swiss Prime Site AG | 4,380 | 741.6K $ | 0.15 % |
| 397 | Uber Technologies Inc | 10,269 | 738.6K $ | 0.15 % |
| 398 | Mitsubishi HC Capital Inc. | 82,100 | 736.7K $ | 0.15 % |
| 399 | Crocs Inc | 8,869 | 736.3K $ | 0.15 % |
| 400 | Cabot Corp | 9,727 | 732.5K $ | 0.15 % |