AQR Risk Parity II MV Fund is a registered fund series of AQR Funds (series S000038748). Net assets $52.0M as of 2021-09-30.
Showing 15 of 200 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | $17.1M | 3283.12% |
| United States of America | — | $3.1M | 592.06% |
| Federal Republic of Germany | — | $2.7M | 524.23% |
| United States of America | — | $2.1M | 398.78% |
| United States of America | — | $2.0M | 384.95% |
| United States of America | — | $2.0M | 384.23% |
| United States of America | — | $1.7M | 319.96% |
| United States of America | — | $1.6M | 314.13% |
| United States of America | — | $1.6M | 311.03% |
| United States of America | — | $1.5M | 288.54% |
| United States of America | — | $1.4M | 263.66% |
| United States of America | — | $1.2M | 238.97% |
| United States of America | — | $1.2M | 238.50% |
| United Kingdom of Great Britain and Northern Ireland | — | $1.2M | 221.65% |
| French Republic | — | $920K | 177.06% |
| Report date | Net assets |
|---|---|
| 2021-09-30 | $52.0M |
| 2021-06-30 | $56.4M |
| 2021-03-31 | $85.5M |
| 2020-12-31 | $93.6M |
| 2020-09-30 | $90.7M |
| 2020-06-30 | $88.6M |
| 2020-03-31 | $90.3M |
| 2019-12-31 | $111.8M |