# AQR Risk Parity II HV Fund

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.

## Profile

- Series ID: S000038749
- Registrant: AQR Funds
- LEI: 549300285QV01IANTZ59
- Net assets: $24.0M
- Total assets: $28.6M
- As of: 2020-09-30

## Advisers

- [AQR Capital Management, LLC (Advisor)](https://search.stillhousedata.com/firm/111883)

## Top holdings (158 reported)

_Showing 15 of 158 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [Limited Purpose Cash Investment Fund](https://search.stillhousedata.com/security/90262Y729) | — | $6.6M | 2743.30% |
| [United States of America](https://search.stillhousedata.com/security/912828Z37) | — | $1.7M | 696.88% |
| [United States of America](https://search.stillhousedata.com/security/9128287D6) | — | $1.5M | 614.86% |
| Federal Republic of Germany | — | $1.5M | 608.25% |
| [United States of America](https://search.stillhousedata.com/security/9128285W6) | — | $1.3M | 523.91% |
| [United States of America](https://search.stillhousedata.com/security/912828Y38) | — | $1.2M | 506.32% |
| [United States of America](https://search.stillhousedata.com/security/9128283R9) | — | $1.2M | 496.99% |
| [United States of America](https://search.stillhousedata.com/security/9128282L3) | — | $1.2M | 486.60% |
| [United States of America](https://search.stillhousedata.com/security/9127962R9) | — | $1.1M | 464.88% |
| [United States of America](https://search.stillhousedata.com/security/9127963W7) | — | $1.0M | 421.76% |
| [United States of America](https://search.stillhousedata.com/security/9127962S7) | — | $917K | 382.66% |
| [United States of America](https://search.stillhousedata.com/security/9127963K3) | — | $860K | 358.82% |
| [United States of America](https://search.stillhousedata.com/security/912796UC1) | — | $725K | 302.45% |
| [United States of America](https://search.stillhousedata.com/security/912796TN9) | — | $687K | 286.69% |
| [United States of America](https://search.stillhousedata.com/security/912828ZJ2) | — | $534K | 222.77% |

## Net asset history

| 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 |

## More

- [Registrant: AQR Funds](https://search.stillhousedata.com/registrant/1444822)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000038749.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.