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 |
|---|---|---|---|---|
| 701 | First Majestic Silver Corp | 13,269 | 284.4K $ | 0.06 % |
| 702 | Toray Industries Inc | 39,500 | 281.3K $ | 0.06 % |
| 703 | Hannover Rueck SE | 890 | 279.8K $ | 0.06 % |
| 704 | First Hawaiian Inc | 11,331 | 279.2K $ | 0.06 % |
| 705 | Lincoln Electric Holdings Inc | 1,116 | 278K $ | 0.06 % |
| 706 | H & M Hennes & Mauritz AB | 14,811 | 277.1K $ | 0.06 % |
| 707 | ASR Nederland NV | 4,019 | 276.7K $ | 0.06 % |
| 708 | PSP Swiss Property AG | 1,393 | 276.6K $ | 0.06 % |
| 709 | Sprouts Farmers Market Inc | 3,582 | 276.3K $ | 0.06 % |
| 710 | Orica Ltd | 19,645 | 276.1K $ | 0.06 % |
| 711 | Mattel Inc | 18,943 | 275.2K $ | 0.06 % |
| 712 | Telia Company AB | 53,717 | 275.2K $ | 0.06 % |
| 713 | Lendlease Corp Ltd | 119,442 | 275K $ | 0.06 % |
| 714 | Metso Oyj | 15,857 | 274.8K $ | 0.06 % |
| 715 | Brenntag SE | 4,051 | 274.4K $ | 0.06 % |
| 716 | Wheaton Precious Metals Corp | 2,089 | 274.2K $ | 0.06 % |
| 717 | Avient Corp | 7,546 | 273.9K $ | 0.06 % |
| 718 | Post Holdings Inc | 2,767 | 273.5K $ | 0.06 % |
| 719 | Core & Main Inc | 5,524 | 272.9K $ | 0.06 % |
| 720 | ANA Holdings Inc | 15,200 | 272.2K $ | 0.06 % |
| 721 | Aberdeen Group PLC | 106,738 | 270.4K $ | 0.06 % |
| 722 | Daiwa House Industry Co Ltd | 8,500 | 266.7K $ | 0.05 % |
| 723 | Fujitsu Ltd | 13,000 | 265.9K $ | 0.05 % |
| 724 | FirstEnergy Corp | 5,240 | 265.5K $ | 0.05 % |
| 725 | Onex Corp | 3,623 | 264.4K $ | 0.05 % |
| 726 | Atmos Energy Corp | 1,428 | 263.8K $ | 0.05 % |
| 727 | Naturgy Energy Group SA | 8,799 | 263.4K $ | 0.05 % |
| 728 | Makita Corp | 8,000 | 262.9K $ | 0.05 % |
| 729 | Hayward Holdings Inc | 19,649 | 262.9K $ | 0.05 % |
| 730 | Forvia SE | 22,828 | 261.3K $ | 0.05 % |
| 731 | Cincinnati Financial Corp | 1,658 | 260.9K $ | 0.05 % |
| 732 | TMX Group Ltd | 7,351 | 260.7K $ | 0.05 % |
| 733 | BOC Hong Kong Holdings Ltd | 47,000 | 259.3K $ | 0.05 % |
| 734 | Azbil Corp | 29,600 | 258.6K $ | 0.05 % |
| 735 | United Overseas Bank Ltd | 9,000 | 257.6K $ | 0.05 % |
| 736 | InterContinental Hotels Group PLC | 1,942 | 256.1K $ | 0.05 % |
| 737 | IAMGOLD Corp | 13,602 | 255.8K $ | 0.05 % |
| 738 | Gen Digital Inc | 13,574 | 255.6K $ | 0.05 % |
| 739 | Elisa Oyj | 5,242 | 255.3K $ | 0.05 % |
| 740 | GEA Group AG | 3,540 | 253.9K $ | 0.05 % |
| 741 | Kyocera Corp | 16,500 | 253K $ | 0.05 % |
| 742 | Charles River Laboratories International Inc | 1,463 | 252.4K $ | 0.05 % |
| 743 | StandardAero Inc | 9,749 | 251.8K $ | 0.05 % |
| 744 | TFI International Inc | 2,300 | 250.4K $ | 0.05 % |
| 745 | Builders FirstSource Inc | 3,032 | 249.6K $ | 0.05 % |
| 746 | Science Applications International Corp | 2,621 | 248.8K $ | 0.05 % |
| 747 | Swedbank AB | 7,234 | 246.6K $ | 0.05 % |
| 748 | Konami Group Corp | 2,000 | 246.5K $ | 0.05 % |
| 749 | TIS Inc | 11,500 | 245.9K $ | 0.05 % |
| 750 | Elekta AB | 41,168 | 243.5K $ | 0.05 % |
| 751 | Zalando SE | 9,956 | 243.2K $ | 0.05 % |
| 752 | MINEBEA MITSUMI Inc | 14,600 | 242.4K $ | 0.05 % |
| 753 | Fresenius Medical Care AG | 5,335 | 241.8K $ | 0.05 % |
| 754 | Dover Corp | 1,158 | 241.4K $ | 0.05 % |
| 755 | Qube Holdings Ltd | 70,031 | 236.4K $ | 0.05 % |
| 756 | Southwest Airlines Co | 6,106 | 229.4K $ | 0.05 % |
| 757 | Zensho Holdings Co Ltd | 3,900 | 227.7K $ | 0.05 % |
| 758 | Fastenal Co | 4,899 | 227.3K $ | 0.05 % |
| 759 | Prosus NV | 4,861 | 225K $ | 0.05 % |
| 760 | Arkema SA | 3,276 | 224.9K $ | 0.05 % |
| 761 | Penn Entertainment Inc | 14,869 | 223.5K $ | 0.05 % |
| 762 | Hirose Electric Co Ltd | 1,700 | 222.6K $ | 0.05 % |
| 763 | Pirelli & C SpA | 31,961 | 221.2K $ | 0.05 % |
| 764 | Greif Inc | 3,265 | 219K $ | 0.05 % |
| 765 | Barrick Mining Corp | 5,230 | 213.7K $ | 0.04 % |
| 766 | Mazda Motor Corp | 31,100 | 212.7K $ | 0.04 % |
| 767 | CTS Eventim AG & Co KGaA | 3,598 | 210.7K $ | 0.04 % |
| 768 | Trimble Inc | 3,230 | 210.7K $ | 0.04 % |
| 769 | BPER Banca SPA | 16,063 | 210.5K $ | 0.04 % |
| 770 | Euronet Worldwide Inc | 3,149 | 209K $ | 0.04 % |
| 771 | Mitsui Kinzoku Co Ltd | 1,100 | 208.7K $ | 0.04 % |
| 772 | Franklin Resources Inc | 8,732 | 206.2K $ | 0.04 % |
| 773 | Sanwa Holdings Corp | 9,000 | 204.7K $ | 0.04 % |
| 774 | Globe Life Inc | 1,465 | 203.9K $ | 0.04 % |
| 775 | DPM Metals Inc | 5,788 | 203.8K $ | 0.04 % |
| 776 | Thor Industries Inc | 2,529 | 202K $ | 0.04 % |
| 777 | Hancock Whitney Corp | 3,157 | 200.8K $ | 0.04 % |
| 778 | Reply SpA | 2,133 | 200.7K $ | 0.04 % |
| 779 | Fukuoka Financial Group Inc | 5,200 | 199.1K $ | 0.04 % |
| 780 | Ferguson Enterprises Inc | 844 | 196.9K $ | 0.04 % |
| 781 | Asahi Group Holdings Ltd | 19,600 | 195.7K $ | 0.04 % |
| 782 | KION Group AG | 3,636 | 194.3K $ | 0.04 % |
| 783 | Kesko Oyj | 8,730 | 193.9K $ | 0.04 % |
| 784 | Cie Financiere Richemont SA | 1,072 | 189.3K $ | 0.04 % |
| 785 | Tokyo Century Corp | 14,500 | 187.7K $ | 0.04 % |
| 786 | Iida Group Holdings Co Ltd | 12,200 | 187.7K $ | 0.04 % |
| 787 | Enagas SA | 9,378 | 185.8K $ | 0.04 % |
| 788 | Bayerische Motoren Werke AG | 1,984 | 183.5K $ | 0.04 % |
| 789 | Albertsons Cos Inc | 10,747 | 183.1K $ | 0.04 % |
| 790 | Elevance Health Inc | 623 | 182.4K $ | 0.04 % |
| 791 | Associated British Foods PLC | 7,257 | 181.7K $ | 0.04 % |
| 792 | TALEN ENERGY CORP | 569 | 181.6K $ | 0.04 % |
| 793 | Japan Airlines Co Ltd | 11,000 | 179.6K $ | 0.04 % |
| 794 | Honda Motor Co Ltd | 21,700 | 175.6K $ | 0.04 % |
| 795 | Bloom Energy Corp | 1,295 | 175.5K $ | 0.04 % |
| 796 | Wilmar International Ltd | 58,400 | 175.5K $ | 0.04 % |
| 797 | Fuji Electric Co Ltd | 2,500 | 175.1K $ | 0.04 % |
| 798 | Littelfuse Inc | 510 | 173.1K $ | 0.04 % |
| 799 | RenaissanceRe Holdings Ltd | 577 | 171.5K $ | 0.04 % |
| 800 | Aroundtown SA | 63,609 | 169.3K $ | 0.03 % |