AQR Risk Parity II HV Fund is a registered fund series of AQR Funds (series S000038749). Net assets $24.0M as of 2020-09-30.
Showing 15 of 158 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | $6.6M | 2743.30% |
| United States of America | — | $1.7M | 696.88% |
| United States of America | — | $1.5M | 614.86% |
| Federal Republic of Germany | — | $1.5M | 608.25% |
| United States of America | — | $1.3M | 523.91% |
| United States of America | — | $1.2M | 506.32% |
| United States of America | — | $1.2M | 496.99% |
| United States of America | — | $1.2M | 486.60% |
| United States of America | — | $1.1M | 464.88% |
| United States of America | — | $1.0M | 421.76% |
| United States of America | — | $917K | 382.66% |
| United States of America | — | $860K | 358.82% |
| United States of America | — | $725K | 302.45% |
| United States of America | — | $687K | 286.69% |
| United States of America | — | $534K | 222.77% |
| Report date | Net assets |
|---|---|
| 2020-09-30 | $24.0M |
| 2020-06-30 | $27.5M |
| 2020-03-31 | $27.8M |
| 2019-12-31 | $33.4M |
| 2019-09-30 | $31.4M |