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 |
|---|---|---|---|---|
| 601 | Docusign Inc | 8,781 | 416.3K $ | 0.09 % |
| 602 | Axis Capital Holdings Ltd | 4,092 | 415K $ | 0.09 % |
| 603 | Tokyu Fudosan Holdings Corp | 48,600 | 414.8K $ | 0.09 % |
| 604 | Swiss Re AG | 2,445 | 410.7K $ | 0.08 % |
| 605 | Murphy Oil Corp | 9,884 | 407.7K $ | 0.08 % |
| 606 | Owens Corning | 3,758 | 406.7K $ | 0.08 % |
| 607 | Rambus Inc | 4,724 | 406.4K $ | 0.08 % |
| 608 | Pan American Silver Corp | 7,429 | 406.4K $ | 0.08 % |
| 609 | Equinox Gold Corp | 27,841 | 402.1K $ | 0.08 % |
| 610 | Zoetis Inc | 3,399 | 401.8K $ | 0.08 % |
| 611 | Ipsen SA | 2,136 | 399.2K $ | 0.08 % |
| 612 | Seiko Epson Corp | 32,200 | 398.1K $ | 0.08 % |
| 613 | Capital Power Corp | 8,371 | 396.5K $ | 0.08 % |
| 614 | TBS Holdings Inc | 11,000 | 396.3K $ | 0.08 % |
| 615 | Spire Inc | 4,377 | 396.3K $ | 0.08 % |
| 616 | Mitsui Fudosan Co Ltd | 37,100 | 395.5K $ | 0.08 % |
| 617 | PBF Energy Inc | 8,293 | 394.9K $ | 0.08 % |
| 618 | Exponent Inc | 6,030 | 393.5K $ | 0.08 % |
| 619 | Open House Group Co Ltd | 6,100 | 391K $ | 0.08 % |
| 620 | Frontline PLC | 11,046 | 388.1K $ | 0.08 % |
| 621 | Tecan Group AG | 2,274 | 387.1K $ | 0.08 % |
| 622 | Reliance Inc | 1,272 | 386.6K $ | 0.08 % |
| 623 | Lennar Corp | 4,440 | 385.6K $ | 0.08 % |
| 624 | Regal Rexnord Corp | 2,049 | 383.7K $ | 0.08 % |
| 625 | Tosoh Corp | 25,700 | 382K $ | 0.08 % |
| 626 | Carnival Corp | 14,743 | 381.5K $ | 0.08 % |
| 627 | Maximus Inc | 5,918 | 379.3K $ | 0.08 % |
| 628 | Fidelity National Financial Inc | 8,157 | 378.3K $ | 0.08 % |
| 629 | Acerinox SA | 26,948 | 376.8K $ | 0.08 % |
| 630 | Lumentum Holdings Inc | 532 | 373.9K $ | 0.08 % |
| 631 | CCL Industries Inc | 5,962 | 373.6K $ | 0.08 % |
| 632 | Sonova Holding AG | 1,633 | 372.3K $ | 0.08 % |
| 633 | Honeywell International Inc | 1,644 | 371.6K $ | 0.08 % |
| 634 | Singapore Airlines Ltd | 72,000 | 371.3K $ | 0.08 % |
| 635 | Dyno Nobel Ltd | 169,525 | 369.2K $ | 0.08 % |
| 636 | Quebecor Inc | 8,542 | 362.7K $ | 0.07 % |
| 637 | Antero Resources Corp | 8,544 | 362.6K $ | 0.07 % |
| 638 | Truist Financial Corp | 7,866 | 361.6K $ | 0.07 % |
| 639 | Aviva PLC | 45,028 | 361.4K $ | 0.07 % |
| 640 | Darden Restaurants Inc | 1,828 | 358.4K $ | 0.07 % |
| 641 | Skylark Holdings Co Ltd | 16,600 | 357.8K $ | 0.07 % |
| 642 | Haemonetics Corp | 6,324 | 356.4K $ | 0.07 % |
| 643 | Valmont Industries Inc | 886 | 354K $ | 0.07 % |
| 644 | Avery Dennison Corp | 2,049 | 353.8K $ | 0.07 % |
| 645 | Bio-Rad Laboratories Inc | 1,266 | 352.9K $ | 0.07 % |
| 646 | Aena SME SA | 11,954 | 352.6K $ | 0.07 % |
| 647 | Whitecap Resources Inc | 31,235 | 352.5K $ | 0.07 % |
| 648 | HEICO Corp | 1,283 | 351.8K $ | 0.07 % |
| 649 | Copart Inc | 10,596 | 351.8K $ | 0.07 % |
| 650 | Daito Trust Construction Co Ltd | 15,000 | 351.5K $ | 0.07 % |
| 651 | MatsukiyoCocokara & Co | 22,000 | 350.2K $ | 0.07 % |
| 652 | Loblaw Cos Ltd | 7,614 | 347.1K $ | 0.07 % |
| 653 | Corebridge Financial Inc | 14,547 | 347.1K $ | 0.07 % |
| 654 | Gaztransport Et Technigaz SA | 1,471 | 346K $ | 0.07 % |
| 655 | Koninklijke KPN NV | 61,721 | 344K $ | 0.07 % |
| 656 | Rubrik Inc | 7,011 | 343.3K $ | 0.07 % |
| 657 | Fortis Inc/Canada | 6,137 | 342.4K $ | 0.07 % |
| 658 | Danaher Corp | 1,801 | 341.5K $ | 0.07 % |
| 659 | Hitachi Ltd | 11,600 | 340.3K $ | 0.07 % |
| 660 | Capgemini SE | 2,875 | 339.2K $ | 0.07 % |
| 661 | GCI Liberty Inc | 9,084 | 338K $ | 0.07 % |
| 662 | GoDaddy Inc | 4,085 | 337.7K $ | 0.07 % |
| 663 | Origin Energy Ltd | 39,194 | 337.3K $ | 0.07 % |
| 664 | EQT Corp | 5,278 | 335.9K $ | 0.07 % |
| 665 | Stantec Inc | 3,864 | 334K $ | 0.07 % |
| 666 | Orion Oyj | 4,112 | 332.4K $ | 0.07 % |
| 667 | MAN GROUP PLC | 98,458 | 331.5K $ | 0.07 % |
| 668 | Commerzbank AG | 9,055 | 330.3K $ | 0.07 % |
| 669 | Associated Banc-Corp | 12,709 | 328.7K $ | 0.07 % |
| 670 | Bandai Namco Holdings Inc | 13,300 | 328.1K $ | 0.07 % |
| 671 | Dynatrace Inc | 8,852 | 327.3K $ | 0.07 % |
| 672 | CDW Corp/DE | 2,658 | 321.7K $ | 0.07 % |
| 673 | Valmet Oyj | 11,192 | 320.2K $ | 0.07 % |
| 674 | Pentair PLC | 3,675 | 320.1K $ | 0.07 % |
| 675 | Technology One Ltd | 16,686 | 316.7K $ | 0.07 % |
| 676 | Insmed Inc | 1,936 | 316.6K $ | 0.07 % |
| 677 | Emera Inc | 6,095 | 315.9K $ | 0.07 % |
| 678 | Saputo Inc | 9,957 | 311.1K $ | 0.06 % |
| 679 | Booz Allen Hamilton Holding Corp | 3,918 | 305.7K $ | 0.06 % |
| 680 | Tesco PLC | 48,589 | 305.4K $ | 0.06 % |
| 681 | Medibank Pvt Ltd | 100,596 | 304.4K $ | 0.06 % |
| 682 | MGIC Investment Corp | 11,567 | 303.6K $ | 0.06 % |
| 683 | Flex Ltd | 4,630 | 303.1K $ | 0.06 % |
| 684 | Hydro One Ltd | 7,325 | 302.5K $ | 0.06 % |
| 685 | Flowers Foods Inc | 36,711 | 299.2K $ | 0.06 % |
| 686 | Harvey Norman Holdings Ltd | 87,045 | 299K $ | 0.06 % |
| 687 | Western Union Co/The | 34,038 | 297.2K $ | 0.06 % |
| 688 | Coca-Cola HBC AG | 5,275 | 297.1K $ | 0.06 % |
| 689 | Aritzia Inc | 3,637 | 296.8K $ | 0.06 % |
| 690 | Markel Group Inc | 154 | 294.8K $ | 0.06 % |
| 691 | Verisk Analytics Inc | 1,551 | 294.3K $ | 0.06 % |
| 692 | Advanced Drainage Systems Inc | 2,136 | 292.9K $ | 0.06 % |
| 693 | Masco Corp | 4,848 | 292.7K $ | 0.06 % |
| 694 | Technip Energies NV | 6,919 | 292.4K $ | 0.06 % |
| 695 | Knorr-Bremse AG | 2,542 | 290.4K $ | 0.06 % |
| 696 | Zurich Insurance Group AG | 408 | 288.4K $ | 0.06 % |
| 697 | Saab AB | 4,379 | 286.6K $ | 0.06 % |
| 698 | Games Workshop Group PLC | 1,212 | 286.5K $ | 0.06 % |
| 699 | Houlihan Lokey Inc | 1,992 | 286.1K $ | 0.06 % |
| 700 | Veolia Environnement SA | 7,483 | 285K $ | 0.06 % |