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 |
|---|---|---|---|---|
| 401 | Pandora A/S | 10,181 | 727.7K $ | 0.15 % |
| 402 | Essity AB | 28,203 | 726.9K $ | 0.15 % |
| 403 | YETI Holdings Inc | 19,772 | 723.5K $ | 0.15 % |
| 404 | Envista Holdings Corp | 28,494 | 722.9K $ | 0.15 % |
| 405 | Procore Technologies Inc | 12,631 | 720K $ | 0.15 % |
| 406 | US Bancorp | 13,748 | 715K $ | 0.15 % |
| 407 | Japan Post Holdings Co Ltd | 61,800 | 713.6K $ | 0.15 % |
| 408 | Texas Roadhouse Inc | 4,320 | 713.4K $ | 0.15 % |
| 409 | Hera SpA | 154,480 | 712.6K $ | 0.15 % |
| 410 | Daiichi Sankyo Co Ltd | 39,800 | 712K $ | 0.15 % |
| 411 | Teradyne Inc | 2,400 | 711.5K $ | 0.15 % |
| 412 | Kawasaki Kisen Kaisha Ltd | 42,100 | 711.1K $ | 0.15 % |
| 413 | Deutsche Post AG | 13,477 | 710.3K $ | 0.15 % |
| 414 | Graco Inc | 8,382 | 709.5K $ | 0.15 % |
| 415 | ManpowerGroup Inc | 24,072 | 709.2K $ | 0.15 % |
| 416 | Timken Co/The | 7,048 | 708.8K $ | 0.15 % |
| 417 | DXC Technology Co | 56,315 | 707.9K $ | 0.15 % |
| 418 | 3M Co | 4,862 | 706.1K $ | 0.15 % |
| 419 | HF Sinclair Corp | 11,315 | 705.9K $ | 0.15 % |
| 420 | S&P Global Inc | 1,659 | 705.6K $ | 0.15 % |
| 421 | ACS Actividades de Construccion y Servicios SA | 5,771 | 703.8K $ | 0.14 % |
| 422 | Toyo Suisan Kaisha Ltd | 10,000 | 703.3K $ | 0.14 % |
| 423 | Fresnillo PLC | 15,832 | 701.8K $ | 0.14 % |
| 424 | Daiichi Life Group, Inc. | 76,000 | 700.9K $ | 0.14 % |
| 425 | Italgas SpA | 60,106 | 700.2K $ | 0.14 % |
| 426 | Royalty Pharma PLC | 14,500 | 695.6K $ | 0.14 % |
| 427 | Toll Brothers Inc | 5,094 | 695.2K $ | 0.14 % |
| 428 | Capital One Financial Corp | 3,810 | 695.1K $ | 0.14 % |
| 429 | Philip Morris International Inc. | 4,200 | 694.4K $ | 0.14 % |
| 430 | Telstra Group Ltd. | 187,724 | 693K $ | 0.14 % |
| 431 | Tourmaline Oil Corp | 14,446 | 691.4K $ | 0.14 % |
| 432 | Liontown Ltd | 562,755 | 686.9K $ | 0.14 % |
| 433 | Boston Beer Co Inc/The | 2,981 | 686.8K $ | 0.14 % |
| 434 | ResMed Inc | 3,053 | 685.3K $ | 0.14 % |
| 435 | Rightmove PLC | 119,372 | 683K $ | 0.14 % |
| 436 | Snap-on Inc | 1,873 | 680.3K $ | 0.14 % |
| 437 | Argenx SE | 937 | 680K $ | 0.14 % |
| 438 | Brambles Ltd | 43,329 | 680K $ | 0.14 % |
| 439 | Archer-Daniels-Midland Co | 9,312 | 676.9K $ | 0.14 % |
| 440 | Nexon Co Ltd | 35,900 | 676.2K $ | 0.14 % |
| 441 | Veralto Corp | 7,646 | 676.1K $ | 0.14 % |
| 442 | Subaru Corp | 41,800 | 673.5K $ | 0.14 % |
| 443 | easyJet PLC | 144,500 | 672.3K $ | 0.14 % |
| 444 | Stanley Black & Decker Inc | 9,416 | 669.1K $ | 0.14 % |
| 445 | Carpenter Technology Corp | 1,694 | 667.7K $ | 0.14 % |
| 446 | Estee Lauder Cos Inc/The | 9,300 | 667.5K $ | 0.14 % |
| 447 | Ingredion Inc | 5,876 | 662K $ | 0.14 % |
| 448 | Compass Group PLC | 23,684 | 660.8K $ | 0.14 % |
| 449 | Donaldson Co Inc | 7,769 | 659.4K $ | 0.14 % |
| 450 | FNB Corp/PA | 39,311 | 657.3K $ | 0.14 % |
| 451 | Pinnacle Financial Partners Inc | 7,605 | 655.1K $ | 0.13 % |
| 452 | Colgate-Palmolive Co | 7,680 | 654.6K $ | 0.13 % |
| 453 | Kajima Corp | 17,100 | 652.3K $ | 0.13 % |
| 454 | Evolution AB | 10,376 | 652.1K $ | 0.13 % |
| 455 | Arrow Electronics Inc | 4,530 | 649.6K $ | 0.13 % |
| 456 | Nexstar Media Group Inc | 3,577 | 646.8K $ | 0.13 % |
| 457 | Toro Co/The | 6,916 | 646.2K $ | 0.13 % |
| 458 | Talanx AG | 5,196 | 644.8K $ | 0.13 % |
| 459 | Exelon Corp | 13,124 | 643.3K $ | 0.13 % |
| 460 | Kone Oyj | 10,044 | 641.2K $ | 0.13 % |
| 461 | Mohawk Industries Inc | 6,479 | 637.9K $ | 0.13 % |
| 462 | Adecco Group AG | 26,442 | 636K $ | 0.13 % |
| 463 | Dollar General Corp | 5,355 | 635.8K $ | 0.13 % |
| 464 | Raymond James Financial Inc | 4,391 | 635.8K $ | 0.13 % |
| 465 | MSC Industrial Direct Co Inc | 6,889 | 635.6K $ | 0.13 % |
| 466 | AutoNation Inc | 3,231 | 630.9K $ | 0.13 % |
| 467 | CACI International Inc | 1,159 | 630.3K $ | 0.13 % |
| 468 | Illinois Tool Works Inc | 2,410 | 627.3K $ | 0.13 % |
| 469 | Sun Hung Kai Properties Ltd | 37,500 | 624.4K $ | 0.13 % |
| 470 | Ryohin Keikaku Co Ltd | 29,200 | 623.1K $ | 0.13 % |
| 471 | Continental AG | 8,893 | 620.8K $ | 0.13 % |
| 472 | SCREEN Holdings Co Ltd | 10,400 | 619.6K $ | 0.13 % |
| 473 | Gates Industrial Corp PLC | 27,384 | 619.2K $ | 0.13 % |
| 474 | Fox Corp | 10,597 | 618.9K $ | 0.13 % |
| 475 | Hasbro Inc | 6,591 | 616.9K $ | 0.13 % |
| 476 | Zimmer Biomet Holdings Inc | 6,815 | 616.2K $ | 0.13 % |
| 477 | Advanced Energy Industries Inc | 1,907 | 615.4K $ | 0.13 % |
| 478 | Sun Life Financial Inc | 9,823 | 615.4K $ | 0.13 % |
| 479 | Cintas Corp | 3,636 | 615K $ | 0.13 % |
| 480 | Credo Technology Group Holding Ltd | 6,525 | 612.5K $ | 0.13 % |
| 481 | Taylor Morrison Home Corp | 10,500 | 611.5K $ | 0.13 % |
| 482 | Dai Nippon Printing Co Ltd | 33,500 | 610.4K $ | 0.13 % |
| 483 | FirstCash Holdings Inc | 3,236 | 608.4K $ | 0.13 % |
| 484 | Asahi Kasei Corp | 62,100 | 607.6K $ | 0.13 % |
| 485 | Otsuka Corp | 31,700 | 606.9K $ | 0.13 % |
| 486 | Sanrio Co Ltd | 97,000 | 603.1K $ | 0.12 % |
| 487 | Viking Holdings Ltd | 8,157 | 599.4K $ | 0.12 % |
| 488 | Solventum Corp | 9,154 | 597.8K $ | 0.12 % |
| 489 | Amkor Technology Inc | 13,239 | 596.2K $ | 0.12 % |
| 490 | Everpure Inc | 10,083 | 595.3K $ | 0.12 % |
| 491 | Universal Health Services Inc | 3,326 | 595.3K $ | 0.12 % |
| 492 | Onto Innovation Inc | 2,898 | 594.3K $ | 0.12 % |
| 493 | TE Connectivity PLC | 2,841 | 593.8K $ | 0.12 % |
| 494 | Halozyme Therapeutics Inc | 9,161 | 592.1K $ | 0.12 % |
| 495 | ITT Inc | 3,107 | 592K $ | 0.12 % |
| 496 | Yokogawa Electric Corp | 19,100 | 590.3K $ | 0.12 % |
| 497 | Sekisui Chemical Co Ltd | 35,000 | 587.6K $ | 0.12 % |
| 498 | Citizens Financial Group Inc | 9,792 | 587.2K $ | 0.12 % |
| 499 | Volvo AB | 17,830 | 586.2K $ | 0.12 % |
| 500 | Casey's General Stores Inc | 802 | 583.7K $ | 0.12 % |