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 |
|---|---|---|---|---|
| 801 | Corpay Inc | 578 | 168.2K $ | 0.03 % |
| 802 | H&R Block Inc | 5,197 | 165K $ | 0.03 % |
| 803 | PayPal Holdings Inc | 3,614 | 163.5K $ | 0.03 % |
| 804 | Howden Joinery Group PLC | 15,294 | 162K $ | 0.03 % |
| 805 | CGI Inc | 2,208 | 161.4K $ | 0.03 % |
| 806 | AbbVie Inc | 742 | 161.4K $ | 0.03 % |
| 807 | OceanaGold Corp | 5,100 | 160.8K $ | 0.03 % |
| 808 | CF Industries Holdings Inc | 1,218 | 158.1K $ | 0.03 % |
| 809 | Royal Unibrew A/S | 1,922 | 155.9K $ | 0.03 % |
| 810 | Kao Corp. | 4,000 | 155.7K $ | 0.03 % |
| 811 | Vinci SA | 1,019 | 153K $ | 0.03 % |
| 812 | Harbour Energy PLC | 38,006 | 151.1K $ | 0.03 % |
| 813 | JFE Holdings, Inc. | 12,900 | 151K $ | 0.03 % |
| 814 | Belden Inc | 1,302 | 149.5K $ | 0.03 % |
| 815 | CaixaBank SA | 12,379 | 148.4K $ | 0.03 % |
| 816 | Pearson PLC | 11,188 | 147.5K $ | 0.03 % |
| 817 | Ovintiv Inc | 2,448 | 145.3K $ | 0.03 % |
| 818 | Toho Co Ltd/Tokyo | 13,500 | 141.8K $ | 0.03 % |
| 819 | KBR Inc | 3,793 | 139.8K $ | 0.03 % |
| 820 | St James's Place PLC | 8,858 | 139.8K $ | 0.03 % |
| 821 | Ricoh Co Ltd | 16,500 | 139.5K $ | 0.03 % |
| 822 | Crane NXT Co | 3,412 | 138.5K $ | 0.03 % |
| 823 | Investec PLC | 17,829 | 137.4K $ | 0.03 % |
| 824 | Telenor ASA | 7,775 | 136.7K $ | 0.03 % |
| 825 | Vontier Corp | 3,837 | 136.1K $ | 0.03 % |
| 826 | Ameren Corp | 1,205 | 132.5K $ | 0.03 % |
| 827 | Reece Ltd | 14,234 | 132.4K $ | 0.03 % |
| 828 | Autotrader Group PLC | 20,882 | 130.7K $ | 0.03 % |
| 829 | McDonald's Holdings Co Japan Ltd | 2,500 | 130.7K $ | 0.03 % |
| 830 | Orkla ASA | 10,285 | 129.4K $ | 0.03 % |
| 831 | Next PLC | 728 | 123K $ | 0.03 % |
| 832 | Ingram Micro Holding Corp | 5,218 | 121.6K $ | 0.03 % |
| 833 | AstraZeneca PLC | 622 | 121.6K $ | 0.03 % |
| 834 | NewMarket Corp | 185 | 118.6K $ | 0.02 % |
| 835 | Applied Industrial Technologies Inc | 445 | 118.1K $ | 0.02 % |
| 836 | Reynolds Consumer Products Inc | 5,554 | 117.6K $ | 0.02 % |
| 837 | Appfolio Inc | 745 | 117.6K $ | 0.02 % |
| 838 | Permian Resources Corp | 5,099 | 108.7K $ | 0.02 % |
| 839 | B&M European Value Retail plc | 48,398 | 108.7K $ | 0.02 % |
| 840 | TOPPAN Holdings Inc | 4,100 | 108.1K $ | 0.02 % |
| 841 | East West Bancorp Inc | 986 | 105.3K $ | 0.02 % |
| 842 | Smithfield Foods Inc | 3,747 | 104.8K $ | 0.02 % |
| 843 | Avolta AG | 1,732 | 103.8K $ | 0.02 % |
| 844 | Jeronimo Martins SGPS SA | 4,335 | 103.7K $ | 0.02 % |
| 845 | Aegon Ltd | 14,155 | 103.5K $ | 0.02 % |
| 846 | OGE Energy Corp | 2,142 | 102.7K $ | 0.02 % |
| 847 | Ross Stores Inc | 473 | 102.5K $ | 0.02 % |
| 848 | Bollore SE | 17,699 | 101.2K $ | 0.02 % |
| 849 | Intuit Inc | 230 | 99.4K $ | 0.02 % |
| 850 | Encompass Health Corp | 1,022 | 98.9K $ | 0.02 % |
| 851 | Assured Guaranty Ltd | 1,203 | 98K $ | 0.02 % |
| 852 | Sodexo SA | 1,880 | 96.5K $ | 0.02 % |
| 853 | Kioxia Holdings Corp. | 700 | 91.4K $ | 0.02 % |
| 854 | Walt Disney Co/The | 909 | 87.6K $ | 0.02 % |
| 855 | Swire Pacific Ltd | 8,000 | 87.4K $ | 0.02 % |
| 856 | KeyCorp | 4,357 | 87.4K $ | 0.02 % |
| 857 | Endeavour Mining PLC | 1,445 | 87.1K $ | 0.02 % |
| 858 | Coffee Stain Group AB | 47,167 | 85.4K $ | 0.02 % |
| 859 | Toromont Industries Ltd | 610 | 85.4K $ | 0.02 % |
| 860 | South32 Ltd | 28,156 | 85.3K $ | 0.02 % |
| 861 | Kirin Holdings Co Ltd | 5,300 | 84.3K $ | 0.02 % |
| 862 | Tryg A/S | 3,467 | 82.6K $ | 0.02 % |
| 863 | Applied Materials Inc | 240 | 82K $ | 0.02 % |
| 864 | EMS-Chemie Holding AG | 103 | 81K $ | 0.02 % |
| 865 | Gitlab Inc | 3,688 | 79.8K $ | 0.02 % |
| 866 | AtkinsRealis Group Inc | 1,240 | 79.8K $ | 0.02 % |
| 867 | Washington H Soul Pattinson & Co Ltd | 2,801 | 78.7K $ | 0.02 % |
| 868 | Safran SA | 240 | 78.5K $ | 0.02 % |
| 869 | Vivendi SE | 37,812 | 78.4K $ | 0.02 % |
| 870 | Helvetia Baloise Holding AG | 301 | 77.9K $ | 0.02 % |
| 871 | Guidewire Software Inc | 516 | 77.2K $ | 0.02 % |
| 872 | Ralliant Corp | 1,852 | 77K $ | 0.02 % |
| 873 | Georg Fischer AG | 1,445 | 74.5K $ | 0.02 % |
| 874 | HOCHTIEF AG | 163 | 74.1K $ | 0.02 % |
| 875 | REA Group Ltd | 675 | 74K $ | 0.02 % |
| 876 | Sotera Health Co | 5,144 | 73.8K $ | 0.02 % |
| 877 | Axfood AB | 1,980 | 67.3K $ | 0.01 % |
| 878 | J Sainsbury PLC | 14,394 | 64.6K $ | 0.01 % |
| 879 | Telecom Italia SpA/Milano | 89,164 | 62.6K $ | 0.01 % |
| 880 | Wharf Real Estate Investment Co Ltd | 20,000 | 58.2K $ | 0.01 % |
| 881 | Brookfield Renewable Corp | 1,418 | 56.5K $ | 0.01 % |
| 882 | AAK AB | 2,164 | 55.7K $ | 0.01 % |
| 883 | Mapfre SA | 11,720 | 52.2K $ | 0.01 % |
| 884 | ABC-Mart Inc | 2,900 | 46.1K $ | 0.01 % |
| 885 | Inchcape PLC | 4,456 | 44.2K $ | 0.01 % |
| 886 | SEB SA | 726 | 37.5K $ | 0.01 % |
| 887 | Aisin Corp | 2,300 | 32.4K $ | 0.01 % |
| 888 | Brink's Co/The | 309 | 32K $ | 0.01 % |
| 889 | Eldorado Gold Corp | 859 | 29.5K $ | 0.01 % |
| 890 | AGC Inc. | 800 | 28.3K $ | 0.01 % |
| 891 | ONE Gas Inc | 328 | 28.3K $ | 0.01 % |
| 892 | Hudbay Minerals Inc | 1,340 | 28.1K $ | 0.01 % |
| 893 | Atlas Arteria Ltd | 8,459 | 25.1K $ | 0.01 % |
| 894 | Medipal Holdings Corp | 1,300 | 24.4K $ | 0.01 % |
| 895 | Carlisle Cos Inc | 63 | 21K $ | 0.00 % |
| 896 | PTC Inc | 99 | 14.1K $ | 0.00 % |
| 897 | RS GROUP PLC | 903 | 6.8K $ | 0.00 % |
| 898 | ALK-Abello A/S | 21 | 663.9 $ | 0.00 % |
| 899 | Smith & Nephew PLC | 11 | 174.3 $ | |
| 900 | RPM International Inc | 1 | 99.4 $ |