QMNNX — AQR Equity Market Neutral Fund
Data updated: 2026-05-22
QMNNX — AQR Equity Market Neutral Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Global (incl. US) Mid Cap Blend / Core Equity · $3.31B AUM · 6.31% expense ratio · 11.1% 1-yr return. From SEC regulatory filings.
QMNNX Fund Overview
QMNNX — AQR Equity Market Neutral Fund is a US mutual fund managed by AQR Funds, categorised as Global (incl. US) Mid Cap Blend / Core Equity. 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: Global (incl. US) Mid Cap Blend / Core Equity
- Assets under management: $3.31B
- 1-year return: 11.1%
- Ticker: QMNNX
- SEC CIK: 0001444822
- SEC series ID: S000046740
- Share class ID: C000145995
QMNNX Holdings
Top 10 holdings of AQR Equity Market Neutral Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 24.03% |
| United States of America | 5.09% |
| United States of America | 4.78% |
| United States of America | 4.49% |
| United States of America | 3.59% |
| United States of America | 3.56% |
| United States of America | 3.11% |
| United States of America | 2.70% |
| United States of America | 2.39% |
| PG&E Corp. | 1.26% |
QMNNX Portfolio Allocation
Asset-class allocation of AQR Equity Market Neutral Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 194.6% |
| Cash & Equivalents | 54.3% |
| Other | 0.3% |
| Derivatives | 0.2% |
QMNNX Performance
Total returns for QMNNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -3.5% |
| 1 year | 11.1% |
| 3 years (annualised) | 20.7% |
| 5 years (annualised) | 18.3% |
QMNNX Risk Information
Risk metrics for QMNNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 6.8%
QMNNX Costs and Fees
QMNNX costs about $631 per $10,000 invested per year in fund expenses.
- Net expense ratio: 6.31%
- Gross expense ratio: 6.31%
- Portfolio turnover: 338%
- Brokerage commissions: 4.94 bps of average net assets (SEC N-CEN)
QMNNX Cashflows
Over the 12 months to 2026-03, AQR Equity Market Neutral Fund had net inflows of $1.58B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $115.23M |
| 2026-02 | −$129.88M |
| 2026-01 | $107.06M |
| 2025-12 | $597.12M |
| 2025-11 | $167.27M |
| 2025-10 | $139.39M |
QMNNX Debt Constituents
No individual debt constituents are reported in AQR Equity Market Neutral Fund's latest SEC N-PORT filing.
QMNNX Prospectus and SEC Filings
Official AQR Equity Market Neutral Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Global (incl. US) Mid Cap Blend / Core Equity 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.