C000100070 Holdings — AQR Global Risk Balanced Portfolio

All 377 reported holdings of AQR Global Risk Balanced Portfolio (C000100070) by percentage of net assets, from the fund's latest SEC N-PORT filing.

Holding% of net assetsValue (USD)
Ila Govt16.91%$210.88M
BlackRock Liquidity Funds16.26%$202.83M
The Dreyfus Corporation13.04%$162.61M
State Street Global Advisors13.04%$162.61M
United States Treasury11.35%$141.58M
The Dreyfus Corporation4.29%$53.52M
United States Treasury1.44%$17.91M
United States Treasury1.43%$17.87M
United States Treasury1.16%$14.49M
United States Treasury1.12%$14.03M
United States Treasury0.94%$11.74M
United States Treasury0.76%$9.45M
United States Treasury0.75%$9.37M
United States Treasury0.73%$9.07M
United States Treasury0.67%$8.37M
United States Treasury0.60%$7.44M
United States Treasury0.58%$7.26M
United States Treasury0.44%$5.45M
United States Treasury0.43%$5.42M
ICE Futures Europe0.40%$4.97M
United States Treasury0.32%$3.98M
United States Treasury0.26%$3.26M
United States Treasury0.26%$3.23M
United States Treasury0.24%$3.02M
Chicago Board of Trade0.23%$2.84M
London Metal Exchange0.21%$2.67M
Chicago Mercantile Exchange0.20%$2.53M
BHP Group Ltd0.17%$2.16M
Chicago Mercantile Exchange0.17%$2.13M
Exxon Mobil Corp0.17%$2.11M
Telefonaktiebolaget LM Ericsson0.16%$2.03M
United States Treasury0.15%$1.83M
UPM-Kymmene Oyj0.14%$1.73M
Chicago Board of Trade0.14%$1.70M
Chevron Corp0.13%$1.62M
Generali0.13%$1.61M
Tokyo Electron Ltd0.13%$1.59M
Fortescue Ltd0.13%$1.59M
Advantest Corp0.12%$1.56M
Kinross Gold Corp0.12%$1.55M
Erste Group Bank AG0.12%$1.51M
Tesco PLC0.12%$1.48M
Next PLC0.12%$1.48M
Mizrahi Tefahot Bank Ltd0.12%$1.48M
NatWest Group PLC0.12%$1.44M
Allianz SE0.11%$1.38M
Bank Leumi Le-Israel BM0.11%$1.37M
Kinder Morgan Inc0.11%$1.37M
Commerzbank AG0.11%$1.36M
UniCredit SpA0.11%$1.36M
Banco Bilbao Vizcaya Argentaria SA0.11%$1.34M
Heidelberg Materials AG0.11%$1.34M
Geberit AG0.11%$1.33M
Chicago Mercantile Exchange0.10%$1.29M
Holcim AG0.10%$1.28M
Williams Cos Inc/The0.10%$1.28M
New York Mercantile Exchange0.10%$1.24M
New York Mercantile Exchange0.10%$1.20M
Alliant Energy Corp0.09%$1.17M
Anglo American PLC0.09%$1.10M
Air Products and Chemicals Inc0.09%$1.10M
Packaging Corp of America0.09%$1.08M
Ameren Corp0.08%$1.04M
Wolters Kluwer NV0.08%$1.02M
Verizon Communications Inc0.08%$1.00M
Duke Energy Corp0.08%$1.00M
Shell PLC0.08%$978.30K
Brambles Ltd0.08%$954.10K
Public Service Enterprise Group Inc0.07%$933.68K
Sonova Holding AG0.07%$913.49K
Astellas Pharma Inc0.07%$901.25K
Intesa Sanpaolo SpA0.07%$900.00K
Amcor PLC0.07%$882.65K
Yara International ASA0.07%$881.48K
Franco-Nevada Corp0.07%$827.26K
Chicago Board of Trade0.07%$817.95K
AT&T Inc0.07%$815.84K
CCL Industries Inc0.07%$813.58K
Check Point Software Technologies Ltd0.07%$811.96K
Pearson PLC0.06%$801.00K
McDonald's Corp0.06%$729.73K
Southern Co/The0.06%$726.51K
Swisscom AG0.06%$722.07K
United States Treasury0.06%$715.57K
Kyocera Corp0.06%$704.95K
Agnico Eagle Mines Ltd0.06%$699.28K
Tokyo Gas Co Ltd0.05%$675.20K
Corteva Inc0.05%$664.32K
Lowe's Cos Inc0.05%$647.41K
Avery Dennison Corp0.05%$634.94K
T-Mobile US Inc0.05%$621.48K
TJX Cos Inc/The0.05%$616.60K
Osaka Gas Co Ltd0.05%$612.33K
Antofagasta PLC0.05%$603.95K
Wheaton Precious Metals Corp0.05%$603.94K
Barrick Mining Corp0.05%$599.07K
Comcast Corp0.05%$587.32K
APA Corp0.05%$579.60K
DTE Energy Co0.05%$566.16K
Fox Corp0.04%$550.97K
Church & Dwight Co Inc0.04%$548.63K
Moderna Inc0.04%$538.58K
Sempra0.04%$536.96K
Hormel Foods Corp0.04%$537.17K
Tyson Foods Inc0.04%$536.78K
Yum! Brands Inc0.04%$534.23K
Cisco Systems Inc0.04%$534.28K
Teledyne Technologies Inc0.04%$522.12K
Orange SA0.04%$520.59K
Takeda Pharmaceutical Co Ltd0.04%$517.87K
Illinois Tool Works Inc0.04%$516.68K
AMETEK Inc0.04%$510.82K
Jardine Matheson Holdings Ltd0.04%$509.68K
Altria Group Inc0.04%$509.84K
ARC Resources Ltd0.04%$506.85K
Koninklijke Ahold Delhaize NV0.04%$502.36K
Ecolab Inc0.04%$501.71K
Chubb Ltd0.04%$500.63K
Constellation Energy Corp0.04%$497.90K
Newmont Corp0.04%$493.08K
Metro Inc/CN0.04%$484.62K
McCormick & Co Inc/MD0.04%$482.26K
Mondelez International Inc0.04%$477.03K
Hershey Co/The0.04%$474.61K
Travelers Cos Inc/The0.04%$470.48K
General Dynamics Corp0.04%$470.55K
MTR Corp Ltd0.04%$465.76K
Keppel Ltd0.04%$464.96K
Qnity Electronics Inc0.04%$461.75K
International Paper Co0.04%$455.82K
Ross Stores Inc0.04%$452.32K
ENEOS Holdings Inc0.04%$452.44K
Dover Corp0.04%$451.50K
Johnson & Johnson0.04%$450.99K
Eurex Deutschland0.04%$442.44K
Singapore Technologies Engineering Ltd0.04%$441.47K
Warner Bros Discovery Inc0.04%$436.42K
Dollarama Inc0.03%$432.26K
Home Depot Inc/The0.03%$429.20K
Conagra Brands Inc0.03%$421.78K
eBay Inc0.03%$414.60K
Republic Services Inc0.03%$410.44K
Kenvue Inc0.03%$407.04K
Henry Schein Inc0.03%$397.54K
News Corp0.03%$392.87K
General Mills Inc0.03%$391.03K
Allstate Corp/The0.03%$390.42K
Garmin Ltd0.03%$389.31K
Marsh & McLennan Cos Inc0.03%$388.87K
Fortis Inc/Canada0.03%$387.85K
Chicago Board of Trade0.03%$388.30K
BOC Hong Kong Holdings Ltd0.03%$382.95K
Electronic Arts Inc0.03%$381.85K
Oversea-Chinese Banking Corp Ltd0.03%$378.91K
Cooper Cos Inc/The0.03%$375.45K
AutoZone Inc0.03%$374.93K
Philip Morris International Inc0.03%$373.83K
Zoetis Inc0.03%$371.06K
Keurig Dr Pepper Inc0.03%$369.44K
Tourmaline Oil Corp0.03%$368.44K
Assurant Inc0.03%$363.31K
Abbott Laboratories0.03%$362.53K
Broadridge Financial Solutions Inc0.03%$361.68K
Koninklijke KPN NV0.03%$360.80K
Roper Technologies Inc0.03%$355.28K
Chicago Mercantile Exchange0.03%$354.55K
Chicago Board of Trade0.03%$353.92K
Accenture PLC0.03%$353.75K
Chicago Mercantile Exchange0.03%$350.59K
Nasdaq Stockholm AB0.03%$348.07K
Alphabet Inc0.03%$347.95K
Cognizant Technology Solutions Corp0.03%$341.23K
GE Vernova Inc0.03%$342.18K
Hydro One Ltd0.03%$336.33K
Coca-Cola Co/The0.03%$335.46K
Procter & Gamble Co/The0.03%$333.95K
Pfizer Inc0.03%$326.09K
PepsiCo Inc0.03%$324.56K
Medtronic PLC0.03%$320.00K
Hongkong Land Holdings Ltd0.03%$317.55K
Bristol-Myers Squibb Co0.03%$314.77K
Omnicom Group Inc0.02%$308.39K
J M Smucker Co/The0.02%$304.08K
W R Berkley Corp0.02%$304.03K
Merck & Co Inc0.02%$302.05K
Canadian Utilities Ltd0.02%$300.51K
Tractor Supply Co0.02%$301.02K
Everest Group Ltd0.02%$298.41K
Gilead Sciences Inc0.02%$290.31K
Wilmar International Ltd0.02%$289.52K
Relx PLC0.02%$288.91K
Keysight Technologies Inc0.02%$288.58K
Kimberly-Clark Corp0.02%$285.74K
Arthur J Gallagher & Co0.02%$286.10K
Stryker Corp0.02%$286.20K
Generac Holdings Inc0.02%$281.86K
Bridgestone Corp0.02%$278.13K
Colgate-Palmolive Co0.02%$259.44K
Analog Devices Inc0.02%$259.60K
Deutsche Telekom AG0.02%$259.56K
Singapore Exchange Ltd0.02%$257.78K
Restaurant Brands International Inc0.02%$257.66K
Steris PLC0.02%$258.72K
ICE Futures Europe - Financial Products Division0.02%$251.43K
Texas Instruments Inc0.02%$251.02K
Amgen Inc0.02%$250.52K
Cincinnati Financial Corp0.02%$240.75K
Charles River Laboratories International Inc0.02%$238.22K
Corning Inc0.02%$237.40K
Northern Trust Corp0.02%$228.76K
Beiersdorf AG0.02%$228.79K
S&P Global Inc0.02%$224.15K
Quest Diagnostics Inc0.02%$215.38K
Paramount Skydance Corp0.02%$214.61K
Trade Desk Inc/The0.02%$211.70K
Elevance Health Inc0.02%$208.44K
Johnson Controls International plc0.02%$205.07K
HP Inc0.02%$204.62K
Berkshire Hathaway Inc0.02%$204.62K
Synopsys Inc0.02%$203.00K
ASX Clear (Futures)0.02%$202.12K
Veralto Corp0.02%$201.42K
Boston Scientific Corp0.02%$194.96K
AbbVie Inc0.02%$192.70K
Progressive Corp/The0.02%$190.71K
CSX Corp0.02%$189.40K
Becton Dickinson & Co0.02%$188.52K
Elisa Oyj0.01%$187.50K
Booking Holdings Inc0.01%$185.25K
Block Inc0.01%$185.72K
Aon PLC0.01%$183.34K
EPAM Systems Inc0.01%$180.62K
Expeditors International of Washington Inc0.01%$180.47K
Norfolk Southern Corp0.01%$179.38K
IDEX Corp0.01%$179.88K
Jack Henry & Associates Inc0.01%$178.11K
Realty Income Corp0.01%$176.26K
Sino Land Co Ltd0.01%$172.86K
Empire Co Ltd0.01%$171.97K
Fiserv Inc0.01%$171.03K
Nasdaq Inc0.01%$171.14K
Emerson Electric Co0.01%$163.91K
Danone SA0.01%$162.15K
Sekisui Chemical Co Ltd0.01%$160.05K
Union Pacific Corp0.01%$158.43K
Ucb SA0.01%$156.93K
Loews Corp0.01%$154.88K
Aflac Inc0.01%$149.10K
Honeywell International Inc0.01%$144.43K
UnitedHealth Group Inc0.01%$143.41K
Danaher Corp0.01%$142.39K
CGI Inc0.01%$139.05K
Equity Residential0.01%$138.00K
Axa SA0.01%$137.67K
Paychex Inc0.01%$137.81K
CSL Ltd0.01%$137.24K
Manulife Financial Corp0.01%$134.21K
NN Group NV0.01%$135.32K
Thermo Fisher Scientific Inc0.01%$133.70K
CME Group Inc0.01%$132.02K
Cboe Global Markets Inc0.01%$130.70K
Bank of New York Mellon Corp/The0.01%$129.19K
JPMorgan Chase & Co0.01%$129.72K
Campbell's Company/The0.01%$130.21K
KBC Group NV0.01%$128.23K
Coca-Cola Europacific Partners PLC0.01%$127.66K
Intercontinental Exchange Inc0.01%$127.71K
Palantir Technologies Inc0.01%$123.61K
Standard Chartered PLC0.01%$122.76K
Subaru Corp0.01%$121.41K
Aviva PLC0.01%$120.91K
Oracle Corp0.01%$119.16K
TE Connectivity PLC0.01%$118.72K
Saputo Inc0.01%$116.94K
Motorola Solutions Inc0.01%$117.61K
Secom Co Ltd0.01%$115.19K
George Weston Ltd0.01%$114.24K
AvalonBay Communities Inc0.01%$113.04K
Vodafone Group PLC0.01%$113.43K
Hankyu Hanshin Holdings Inc0.01%$112.74K
Descartes Systems Group Inc/The0.01%$111.88K
Telia Co AB0.01%$109.15K
Hannover Rueck SE0.01%$107.40K
Chicago Mercantile Exchange0.01%$107.09K
Honda Motor Co Ltd0.01%$104.42K
Toyota Motor Corp0.01%$103.65K
Elbit Systems Ltd0.01%$103.04K
Bandai Namco Holdings Inc0.01%$103.74K
Zurich Insurance Group AG0.01%$104.10K
Novartis AG0.01%$102.79K
Air Liquide SA0.01%$102.59K
AppLovin Corp0.01%$100.69K
The Montreal Exchange/Bourse De Montreal0.01%$100.87K
Medibank Pvt Ltd0.01%$100.14K
Unilever PLC0.01%$98.85K
Super Micro Computer Inc0.01%$98.69K
East Japan Railway Co0.01%$98.14K
Amphenol Corp0.01%$97.04K
Tele2 AB0.01%$97.50K
CK Asset Holdings Ltd0.01%$97.11K
DBS Group Holdings Ltd0.01%$97.75K
Waste Management Inc0.01%$93.98K
Kraft Heinz Co/The0.01%$91.15K
International Business Machines Corp0.01%$90.65K
WH Group Ltd0.01%$90.26K
Consolidated Edison Inc0.01%$87.60K
Japan Post Holdings Co Ltd0.01%$87.19K
AltaGas Ltd0.01%$86.78K
ASML Holding NV0.01%$86.04K
Compass Group PLC0.01%$83.13K
Kajima Corp0.01%$83.57K
L'Oreal SA0.01%$82.42K
Singapore Telecommunications Ltd0.01%$82.07K
Reckitt Benckiser Group PLC0.01%$80.15K
Engie SA0.01%$78.76K
Automatic Data Processing Inc0.01%$70.71K
TMX Group Ltd0.01%$70.25K
KDDI Corp0.01%$66.79K
Intact Financial Corp0.01%$65.60K
Power Assets Holdings Ltd0.01%$66.23K
Sumitomo Electric Industries Ltd0.00%$61.59K
Imperial Brands PLC0.00%$60.93K
Legrand SA0.00%$59.65K
Scout24 SE0.00%$58.08K
CK Hutchison Holdings Ltd0.00%$53.80K
Fujitsu Ltd0.00%$50.81K
Sap SE0.00%$50.60K
Waters Corp0.00%$48.24K
Bank of Montreal0.00%$47.41K
British American Tobacco PLC0.00%$46.60K
New York Mercantile Exchange0.00%$43.95K
Yokogawa Electric Corp0.00%$43.37K
CMS Energy Corp0.00%$41.97K
Sumitomo Corp0.00%$40.94K
ITOCHU Corp0.00%$39.40K
Canon Inc0.00%$38.99K
Microsoft Corp0.00%$35.54K
American Electric Power Co Inc0.00%$33.16K
Bank of Nova Scotia/The0.00%$32.39K
London Metal Exchange0.00%$31.60K
Galp Energia SGPS SA0.00%$24.89K
London Metal Exchange0.00%$24.80K
Constellation Software, Inc.0.00%$0
Contra Abiomed, Inc.0.00%$0
NMC Health PLC0.00%$0
Osaka Exchange-0.00%$-19.13K
Chicago Mercantile Exchange-0.01%$-68.05K
ICE Futures Europe-0.01%$-70.65K
London Metal Exchange-0.01%$-89.20K
Chicago Mercantile Exchange-0.01%$-168.47K
ASX Clear (Futures)-0.02%$-190.98K
ICE Futures U.S., Inc.-0.02%$-198.42K
London Metal Exchange-0.02%$-208.77K
Chicago Mercantile Exchange-0.03%$-394.48K
ICE Futures U.S., Inc.-0.03%$-422.04K
Hong Kong Futures Exchange Ltd.-0.04%$-467.84K
Meff Financial Derivatives-0.04%$-501.27K
London Metal Exchange-0.05%$-590.42K
ICE Futures U.S., Inc.-0.05%$-649.31K
Chicago Board of Trade-0.07%$-871.15K
Chicago Mercantile Exchange-0.07%$-929.11K
ICE Futures Europe - Financial Products Division-0.08%$-969.72K
Osaka Exchange-0.08%$-1.03M
Chicago Mercantile Exchange-0.11%$-1.38M
ICE Futures U.S., Inc.-0.12%$-1.55M
ICE Futures U.S., Inc.-0.13%$-1.61M
Eurex Deutschland-0.14%$-1.72M
Commodities Exchange Center-0.14%$-1.76M
Chicago Board of Trade-0.14%$-1.79M
Commodities Exchange Center-0.16%$-2.05M
Eurex Deutschland-0.18%$-2.21M
ICE Futures U.S., Inc.-0.20%$-2.45M
Eurex Deutschland-0.34%$-4.27M
The Montreal Exchange/Bourse De Montreal-0.36%$-4.52M
Commodities Exchange Center-0.50%$-6.28M
Chicago Board of Trade-0.57%$-7.12M
Chicago Board of Trade-0.71%$-8.87M

C000100070 overview: performance, fees, allocation and SEC filings