AQRNX — AQR Risk Parity Fund
Data updated: 2026-05-22
AQRNX — AQR Risk Parity Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Total Return Allocation · $2.30B AUM · 1.32% expense ratio · 15.4% 1-yr return. From SEC regulatory filings.
AQRNX Fund Overview
AQRNX — 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: $2.30B
- 1-year return: 15.4%
- Ticker: AQRNX
- SEC CIK: 0001444822
- SEC series ID: S000029959
- Share class ID: C000091908
AQRNX 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 | 19.00% |
| United States of America | 2.27% |
| United States of America | 2.22% |
| United States of America | 2.08% |
| NVIDIA Corp. | 2.02% |
| United States of America | 1.98% |
| United States of America | 1.97% |
| United States of America | 1.93% |
| United States of America | 1.91% |
| United States of America | 1.90% |
AQRNX 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 | 50.1% |
| Fixed Income | 32.8% |
| Cash & Equivalents | 21.0% |
| Derivatives | 0.6% |
| Other | 0.4% |
AQRNX Performance
Total returns for AQRNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.9% |
| 1 year | 15.4% |
| 3 years (annualised) | 12.4% |
| 5 years (annualised) | 8.2% |
AQRNX Risk Information
Risk metrics for AQRNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.0%
AQRNX Costs and Fees
AQRNX costs about $132 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.32%
- Gross expense ratio: 1.32%
- Portfolio turnover: 110%
- Brokerage commissions: 5.58 bps of average net assets (SEC N-CEN)
AQRNX Cashflows
Over the 12 months to 2026-03, AQR Risk Parity Fund had net inflows of $1.12B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $198.42M |
| 2026-02 | $99.49M |
| 2026-01 | $147.69M |
| 2025-12 | $147.88M |
| 2025-11 | $63.07M |
| 2025-10 | $60.28M |
AQRNX 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 States of America | 2.27% |
| United States of America | 2.22% |
| United States of America | 2.08% |
| United States of America | 1.98% |
| United States of America | 1.97% |
| United States of America | 1.93% |
| United States of America | 1.91% |
| United States of America | 1.90% |
| United States of America | 1.88% |
| United States of America | 1.84% |
AQRNX Prospectus and SEC Filings
Official AQR Risk Parity Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
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.