# AQR Volatility Risk Premium Fund

AQR Volatility Risk Premium Fund is a registered fund series of AQR Funds (series S000063276). Net assets $11.8M as of 2020-09-30.

## Profile

- Series ID: S000063276
- Registrant: AQR Funds
- LEI: 549300NNL1O8O41UZ823
- Net assets: $11.8M
- Total assets: $12.0M
- As of: 2020-09-30

## Advisers

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

## Top holdings (200 reported)

_Showing 15 of 200 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [Limited Purpose Cash Investment Fund](https://search.stillhousedata.com/security/90262Y729) | — | $6.0M | 5082.03% |
| [Apple, Inc.](https://search.stillhousedata.com/security/037833100) | — | $322K | 272.60% |
| [Microsoft Corp.](https://search.stillhousedata.com/security/594918104) | — | $245K | 207.87% |
| [Facebook, Inc.](https://search.stillhousedata.com/security/30303M102) | — | $142K | 120.10% |
| [Amazon.com, Inc.](https://search.stillhousedata.com/security/023135106) | — | $129K | 109.43% |
| Roche Holding AG | — | $96K | 81.59% |
| [NIKE, Inc.](https://search.stillhousedata.com/security/654106103) | — | $78K | 66.08% |
| [Mastercard, Inc.](https://search.stillhousedata.com/security/57636Q104) | — | $76K | 64.78% |
| [Home Depot, Inc. (The)](https://search.stillhousedata.com/security/437076102) | — | $76K | 64.50% |
| Koninklijke Ahold Delhaize NV | — | $73K | 61.66% |
| [Walmart, Inc.](https://search.stillhousedata.com/security/931142103) | — | $70K | 59.53% |
| [Allstate Corp. (The)](https://search.stillhousedata.com/security/020002101) | — | $67K | 56.57% |
| Aviva plc | — | $65K | 55.47% |
| [Humana, Inc.](https://search.stillhousedata.com/security/444859102) | — | $60K | 51.22% |
| [Lowe's Cos., Inc.](https://search.stillhousedata.com/security/548661107) | — | $57K | 48.64% |

## Net asset history

| 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 |

## More

- [Registrant: AQR Funds](https://search.stillhousedata.com/registrant/1444822)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000063276.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.