# AQR Risk Parity II MV Fund

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.

## Profile

- Series ID: S000038748
- Registrant: AQR Funds
- LEI: 549300PH8GN6NZOTCJ30
- Net assets: $52.0M
- Total assets: $52.2M
- As of: 2021-09-30

## 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) | — | $17.1M | 3283.12% |
| [United States of America](https://search.stillhousedata.com/security/912796J59) | — | $3.1M | 592.06% |
| Federal Republic of Germany | — | $2.7M | 524.23% |
| [United States of America](https://search.stillhousedata.com/security/91282CBF7) | — | $2.1M | 398.78% |
| [United States of America](https://search.stillhousedata.com/security/9127965G0) | — | $2.0M | 384.95% |
| [United States of America](https://search.stillhousedata.com/security/912828ZZ6) | — | $2.0M | 384.23% |
| [United States of America](https://search.stillhousedata.com/security/9128287D6) | — | $1.7M | 319.96% |
| [United States of America](https://search.stillhousedata.com/security/912828Z37) | — | $1.6M | 314.13% |
| [United States of America](https://search.stillhousedata.com/security/912796A90) | — | $1.6M | 311.03% |
| [United States of America](https://search.stillhousedata.com/security/9128285W6) | — | $1.5M | 288.54% |
| [United States of America](https://search.stillhousedata.com/security/912828Y38) | — | $1.4M | 263.66% |
| [United States of America](https://search.stillhousedata.com/security/9128282L3) | — | $1.2M | 238.97% |
| [United States of America](https://search.stillhousedata.com/security/9128283R9) | — | $1.2M | 238.50% |
| United Kingdom of Great Britain and Northern Ireland | — | $1.2M | 221.65% |
| French Republic | — | $920K | 177.06% |

## Net asset history

| 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 |

## More

- [Registrant: AQR Funds](https://search.stillhousedata.com/registrant/1444822)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000038748.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.