AQRIX — AQR Risk Parity Fund
Data updated: 2026-08-27
AQRIX — AQR Risk Parity Fund. Total Return Allocation · $2.75B AUM · 1.05% expense ratio · 18.0% 1-yr return. Holdings, fees, performance and SEC filings.
AQRIX Fund Overview
AQRIX — AQR Risk Parity Fund is a US mutual fund managed by AQR Funds, categorised as Total Return Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AQR Funds
- Category: Total Return Allocation
- Assets under management: $2.75B
- 1-year return: 18.0%
- Ticker: AQRIX
- SEC CIK: 0001444822
- SEC series ID: S000029959
- Share class ID: C000091909
AQRIX Holdings
Top 10 holdings of AQR Risk Parity Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 19.96% |
| United Kingdom of Great Britain and Northern Ireland | 3.86% |
| French Republic | 3.69% |
| NVIDIA Corp. | 2.43% |
| United States of America | 2.14% |
| United States of America | 1.93% |
| United States of America | 1.88% |
| United States of America | 1.85% |
| United States of America | 1.81% |
| United States of America | 1.80% |
AQRIX Portfolio Allocation
Asset-class allocation of AQR Risk Parity Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 52.1% |
| Cash & Equivalents | 30.9% |
| Fixed Income | 24.0% |
| Other | 0.6% |
| Derivatives | 0.4% |
AQRIX Performance
Total returns for AQRIX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.2% |
| 1 year | 18.0% |
| 3 years (annualised) | 14.4% |
| 5 years (annualised) | 8.1% |
AQRIX Risk Information
Risk metrics for AQRIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.8%
AQRIX Costs and Fees
AQRIX costs about $105 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.05%
- Gross expense ratio: 1.05%
- Portfolio turnover: 110%
- Brokerage commissions: 5.58 bps of average net assets (SEC N-CEN)
AQRIX Cashflows
Over the 12 months to 2026-06, AQR Risk Parity Fund had net inflows of $1.20B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $137.94M |
| 2026-05 | $103.02M |
| 2026-04 | $62.41M |
| 2026-03 | $198.42M |
| 2026-02 | $99.49M |
| 2026-01 | $147.69M |
AQRIX Debt Constituents
Largest debt holdings of AQR Risk Parity Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United Kingdom of Great Britain and Northern Ireland | 3.86% |
| French Republic | 3.69% |
| United States of America | 1.93% |
| United States of America | 1.88% |
| United States of America | 1.85% |
| United States of America | 1.77% |
| United States of America | 1.70% |
| United States of America | 1.67% |
| United States of America | 1.63% |
| United States of America | 1.58% |
AQRIX Prospectus and SEC Filings
Official AQR Risk Parity Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-25
- Prospectus supplement (497) — filed 2026-03-30
- Portfolio holdings (N-PORT) — filed 2026-08-27
- Portfolio holdings (N-PORT) — filed 2026-05-22
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-11
Related Funds
Other Total Return Allocation funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.