AQR Global Risk Balanced Portfolio
Data updated: 2026-05-28
C000100070 — AQR Global Risk Balanced Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $1.25B AUM · 1.10% expense ratio. From SEC regulatory filings.
C000100070 Fund Overview
AQR Global Risk Balanced Portfolio is a US mutual fund managed by Brighthouse Funds Trust I, categorised as Alternative. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Brighthouse Funds Trust I
- Category: Alternative
- Assets under management: $1.25B
- SEC CIK: 0001126087
- SEC series ID: S000032434
- Share class ID: C000100070
C000100070 Holdings
Top 10 holdings of AQR Global Risk Balanced Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Ila Govt | 16.91% |
| BlackRock Liquidity Funds | 16.26% |
| The Dreyfus Corporation | 13.04% |
| State Street Global Advisors | 13.04% |
| United States Treasury | 11.35% |
| The Dreyfus Corporation | 4.29% |
| United States Treasury | 1.44% |
| United States Treasury | 1.43% |
| United States Treasury | 1.16% |
| United States Treasury | 1.12% |
C000100070 Portfolio Allocation
Asset-class allocation of AQR Global Risk Balanced Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 74.9% |
| Fixed Income | 12.3% |
| Equity | 10.1% |
C000100070 Performance
Total returns for C000100070 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.1% |
| 1 year | 22.0% |
| 3 years (annualised) | 9.0% |
| 5 years (annualised) | 2.8% |
C000100070 Risk Information
Risk metrics for C000100070, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 8.9%
C000100070 Costs and Fees
C000100070 costs about $110 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.10%
- Gross expense ratio: 1.15%
- Portfolio turnover: 97%
- Brokerage commissions: 7.55 bps of average net assets (SEC N-CEN)
C000100070 Cashflows
Over the 12 months to 2026-03, AQR Global Risk Balanced Portfolio had net outflows of $92.93M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$20.59M |
| 2026-02 | −$16.86M |
| 2026-01 | −$16.61M |
| 2025-12 | −$21.46M |
| 2025-11 | −$18.48M |
| 2025-10 | −$24.50M |
C000100070 Debt Constituents
Largest debt holdings of AQR Global Risk Balanced Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 1.44% |
| United States Treasury | 1.43% |
| United States Treasury | 1.16% |
| United States Treasury | 1.12% |
| United States Treasury | 0.94% |
| United States Treasury | 0.76% |
| United States Treasury | 0.75% |
| United States Treasury | 0.73% |
| United States Treasury | 0.67% |
| United States Treasury | 0.60% |
C000100070 Prospectus and SEC Filings
Official AQR Global Risk Balanced Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Alternative 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.