AQR Volatility Risk Premium Fund is a registered fund series of AQR Funds (series S000063276). Net assets $11.8M as of 2020-09-30.
Showing 15 of 200 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | $6.0M | 5082.03% |
| Apple, Inc. | — | $322K | 272.60% |
| Microsoft Corp. | — | $245K | 207.87% |
| Facebook, Inc. | — | $142K | 120.10% |
| Amazon.com, Inc. | — | $129K | 109.43% |
| Roche Holding AG | — | $96K | 81.59% |
| NIKE, Inc. | — | $78K | 66.08% |
| Mastercard, Inc. | — | $76K | 64.78% |
| Home Depot, Inc. (The) | — | $76K | 64.50% |
| Koninklijke Ahold Delhaize NV | — | $73K | 61.66% |
| Walmart, Inc. | — | $70K | 59.53% |
| Allstate Corp. (The) | — | $67K | 56.57% |
| Aviva plc | — | $65K | 55.47% |
| Humana, Inc. | — | $60K | 51.22% |
| Lowe's Cos., Inc. | — | $57K | 48.64% |
| Report date | Net assets |
|---|---|
| 2020-09-30 | $11.8M |
| 2020-06-30 | $11.4M |
| 2020-03-31 | $10.3M |
| 2019-12-31 | $12.3M |
| 2019-09-30 | $11.9M |