AQR TM Large Cap Multi-Style Fund
AQR Funds

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Sep 30, 2020 → Dec 31, 2020

Expand a category to see the positions behind it, ranked by weight.

Security Shares Sep 2020 Shares Dec 2020 Δ shares End % Δ value
PELOTON INTERACTIVE INC CL A 0 13,098 13,098 0.66% $1.99M
VIATRIS INC 0 92,567 92,567 0.57% $1.73M
CONCENTRIX CORP 0 14,045 14,045 0.46% $1.39M
EXELON CORP 0 19,612 19,612 0.27% $828.02K
TEXTRON INC 0 13,317 13,317 0.21% $643.61K
CoreLogic, Inc. COM USD0.00001 0 8,201 8,201 0.21% $634.10K
SILGAN HOLDINGS INC 0 14,880 14,880 0.18% $551.75K
DAVITA INC 0 3,697 3,697 0.14% $434.03K
PUBLIC STORAGE 0 1,829 1,829 0.14% $422.37K
REVVITY INC 0 2,722 2,722 0.13% $390.61K
MDU RESOURCES GROUP INC 0 11,926 11,926 0.10% $314.13K
GRAND CANYON EDUCATION INC 0 3,100 3,100 0.10% $288.64K
Xilinx Inc. COM USD0.01 0 2,013 2,013 0.09% $285.38K
BERRY GLOBAL GROUP INC 0 5,028 5,028 0.09% $282.52K
FEDEX CORP 0 990 990 0.08% $257.02K
SCOTTS MIRACLE GRO CO 0 1,274 1,274 0.08% $253.70K
CARLISLE COS INC 0 1,555 1,555 0.08% $242.86K
OLD REPUBLIC INTL CORP 0 10,879 10,879 0.07% $214.43K
MERCURY GENERAL CORP 0 3,191 3,191 0.05% $166.60K
CHEMOURS CO/ THE 0 6,447 6,447 0.05% $159.82K
NEWMARKET CORP 0 390 390 0.05% $155.33K
BRANDYWINE RLTY 0 11,906 11,906 0.05% $141.80K
PINNACLE WEST CAPITAL CORP 0 1,687 1,687 0.04% $134.88K
VIRTU FINANCIAL INC- CL A 0 4,982 4,982 0.04% $125.40K
GRAHAM HOLDINGS CO 0 196 196 0.03% $104.54K
FTI CONSULTING INC 0 923 923 0.03% $103.12K
QUEST DIAGNOSTICS INC 0 713 713 0.03% $84.97K
Security Shares Sep 2020 Shares Dec 2020 Δ shares End % Δ value
GEN DIGITAL INC 42,111 0 -42,111 0.00% -$877.59K
MYLAN NV 47,519 0 -47,519 0.00% -$704.71K
WALT DISNEY CO/T 3,308 0 -3,308 0.00% -$410.46K
TELADOC HEALTH INC 1,601 0 -1,601 0.00% -$351.00K
INGREDION INC 4,252 0 -4,252 0.00% -$321.79K
DISH NETWORK CORP A 10,783 0 -10,783 0.00% -$313.03K
NVIDIA CORP 555 0 -555 0.00% -$300.38K
SIMON PROPERTY 4,580 0 -4,580 0.00% -$296.23K
PILGRIM'S PRIDE CORP NEW 15,480 0 -15,480 0.00% -$231.66K
EDWARDS LIFESCIENCES CORP 2,847 0 -2,847 0.00% -$227.25K
WALGREENS BOOTS ALLIANCE INC 5,726 0 -5,726 0.00% -$205.68K
DXC TECHNOLOGY CO 10,730 0 -10,730 0.00% -$191.53K
MASCO CORPORATION 3,363 0 -3,363 0.00% -$185.40K
BRIGHTHOUSE FINANCIAL INC 6,053 0 -6,053 0.00% -$162.89K
ADT INC 17,999 0 -17,999 0.00% -$147.05K
IMMUNOMEDICS INC 1,715 0 -1,715 0.00% -$145.83K
HYATT HOTELS CORP CL A 1,474 0 -1,474 0.00% -$78.67K
CIENA CORP 1,914 0 -1,914 0.00% -$75.97K
PIONEER NATURAL RESOURCES CO 794 0 -794 0.00% -$68.28K
BLKR-LIQ T-INS 42,525 0 -42,525 0.00% -$42.52K
Security Shares Sep 2020 Shares Dec 2020 Δ shares End % Δ value
Limited Purpose Cash Investment Fund 13,279,775 13,691,573 411,797 4.51% $408.92K
NRG ENERGY INC 65,033 72,823 7,790 0.90% $735.39K
ARROW ELECTRONICS INC 17,622 26,866 9,244 0.86% $1.23M
UNITED THERAPEUTICS CORP DEL 13,938 15,835 1,897 0.79% $995.86K
TIMKEN CO 23,760 28,316 4,556 0.72% $902.26K
CUMMINS INC 6,455 9,384 2,929 0.70% $768.07K
OSHKOSH CORP 23,770 24,340 570 0.69% $347.85K
AGCO CORP 5,681 17,099 11,418 0.58% $1.34M
QUANTA SVCS INC 18,511 20,711 2,200 0.49% $513.11K
QuidelOrtho Corporation 3,297 7,367 4,070 0.44% $600.19K
HP INC 38,185 50,543 12,358 0.41% $517.72K
FOOT LOCKER INC 20,306 30,229 9,923 0.40% $551.75K
WATSCO INC 2,303 5,343 3,040 0.40% $674.11K
ACUITY INC 6,080 9,745 3,665 0.39% $557.73K
MSC INDUSTRIAL DIRECT CO CL A 10,156 13,890 3,734 0.39% $529.51K
CVS HEALTH CORP 15,698 16,785 1,087 0.38% $229.65K
WHIRLPOOL CORP 2,868 6,048 3,180 0.36% $564.21K
MCKESSON CORP 2,476 5,769 3,293 0.33% $634.59K
CACI INTL-A 3,396 4,023 627 0.33% $279.16K
SYNEOS HEALTH INC 8,340 14,644 6,304 0.33% $554.34K
CARTERS INC 3,017 10,508 7,491 0.33% $727.28K
ASSOCIATED BANC CORP 24,915 51,407 26,492 0.29% $562.06K
EXTENDED STAY AMERICA INC UNIT 36,028 58,217 22,189 0.28% $431.66K
REGAL REXNORD CORP 5,474 6,401 927 0.26% $272.26K
PENSKE AUTOMOTIVE GROUP INC 11,056 12,485 1,429 0.24% $214.56K
MGM RESORTS INTERNATIONAL 17,178 22,086 4,908 0.23% $322.31K
JM SMUCKER CO/THE 1,902 5,512 3,610 0.21% $417.47K
PROGRESSIVE CORP OHIO 1,969 5,765 3,796 0.19% $383.64K
ITT INC 5,463 6,926 1,463 0.18% $210.85K
QVC GROUP INC 34,453 41,858 7,405 0.15% $211.81K
CABOT CORP 5,092 7,719 2,627 0.11% $162.96K
CURTISS WRIGHT CORPORATION 913 2,972 2,059 0.11% $260.65K
HUBBELL INC 1,034 1,951 917 0.10% $164.40K
GILEAD SCIENCES INC 1,922 2,619 697 0.05% $31.13K
TRACTOR SUPPLY CO. 571 669 98 0.03% $12.20K
Security Shares Sep 2020 Shares Dec 2020 Δ shares End % Δ value
AMAZON.COM INC 2,753 2,752 -1 2.96% $294.62K
BERKSHIRE HATH-B 17,095 15,224 -1,871 1.16% -$110.22K
ALLSTATE CORPORATION 31,321 29,397 -1,924 1.07% $283.05K
HUMANA INC 7,975 6,934 -1,041 0.94% -$455.96K
POPULAR INC 47,156 46,700 -456 0.87% $919.80K
JOHNSON&JOHNSON 19,572 14,698 -4,874 0.76% -$600.71K
HORIZON THERAPEUTICS PLC 30,936 30,225 -711 0.73% -$192.15K
MICRON TECHNOLOGY INC 28,770 27,740 -1,030 0.69% $734.45K
APPLIED MATERIALS INC 26,913 22,714 -4,199 0.65% $360.24K
VISA INC-CLASS A 9,221 8,619 -602 0.62% $41.31K
MERCK & CO 33,866 21,839 -12,027 0.59% -$1.02M
MORGAN STANLEY 28,511 25,908 -2,603 0.59% $396.97K
TD SYNNEX CORP 20,597 19,838 -759 0.53% -$1.27M
BIOGEN INC 10,151 6,522 -3,629 0.53% -$1.28M
ELECTRONIC ARTS INC 10,460 9,621 -839 0.46% $17.49K
KROGER CO 46,732 41,732 -5,000 0.44% -$259.27K
BRISTOL-MYERS SQUIBB CO 26,275 21,053 -5,222 0.43% -$278.20K
MOLINA HEALTHCARE INC 8,434 6,109 -2,325 0.43% -$244.50K
EVEREST REINSURANCE GROUP LTD 6,511 5,154 -1,357 0.40% -$79.68K
DICKS SPORTING GOODS INC 24,951 18,485 -6,466 0.34% -$405.12K
EXELIXIS INC 82,926 51,304 -31,622 0.34% -$997.87K
COMCAST CORP CL A 45,860 18,515 -27,345 0.32% -$1.15M
JABIL INC 27,129 21,547 -5,582 0.30% -$13.05K
GENERAL MOTORS CO 26,777 21,889 -4,888 0.30% $119.13K
HUNTINGTON INGALLS INDUSTRIES INC 5,232 5,073 -159 0.29% $128.44K
ABBVIE INC 25,873 7,961 -17,912 0.28% -$1.41M
TELEDYNE TECHNOLOGIES INC 2,443 1,723 -720 0.22% -$82.46K
BREAD FINANCIAL HOLDINGS 15,481 9,085 -6,396 0.22% $23.31K
FORTUNE BRANDS INNOVATIONS INC 8,125 6,996 -1,129 0.20% -$103.28K
DOMINOS PIZZA INC 2,480 1,509 -971 0.19% -$476.05K
MCDONALDS CORP 2,795 2,558 -237 0.18% -$64.58K
FIRST AMERICAN FINANCIAL CORP 13,500 9,984 -3,516 0.17% -$171.81K
LEIDOS HOLDINGS INC 7,527 4,828 -2,699 0.17% -$163.51K
KIMBERLY CLARK CORP 16,285 3,728 -12,557 0.17% -$1.90M
LYONDELLBASELL INDS CLASS A 8,420 5,474 -2,946 0.17% -$91.78K
GENERAL MILLS INC 10,970 8,094 -2,876 0.16% -$200.70K
METLIFE INC 13,800 10,090 -3,710 0.16% -$39.22K
LOWES COS INC 3,658 2,890 -768 0.15% -$142.84K
JAZZ PHARMA PLC 5,927 2,739 -3,188 0.15% -$393.06K
TYSON FOODS INC CL A 7,709 6,797 -912 0.14% -$20.53K
STATE STREET CORP 13,773 5,590 -8,183 0.13% -$410.31K
SPROUTS FMRS MKT INC 49,680 20,138 -29,542 0.13% -$635.03K
MANPOWERGROUP INC 11,153 4,479 -6,674 0.13% -$413.93K
DR HORTON INC 13,476 5,207 -8,269 0.12% -$660.32K
AIR LEASE CORP CL A 13,298 7,962 -5,336 0.12% -$37.56K
Colfax Corp COM STK USD0.001 11,801 9,192 -2,609 0.12% -$18.58K
BRIXMOR PROPERTY 49,242 20,003 -29,239 0.11% -$244.59K
VENTAS INC REIT 7,482 6,201 -1,281 0.10% -$9.85K
US ULTRA BOND CBT Sep25 69 65 -4 0.10% $254.77K
Alexion Pharmaceuticals, Inc. COM USD0.0001 15,752 1,741 -14,011 0.09% -$1.53M
ROBERT HALF INTL 7,748 4,127 -3,621 0.09% -$152.32K
ARAMARK 10,752 6,058 -4,694 0.08% -$51.28K
EBAY INC 5,899 4,358 -1,541 0.07% -$88.35K
GRAFTECH INTERNATIONAL LTD 38,487 16,270 -22,217 0.06% -$89.81K
THE CIGNA GROUP 3,027 786 -2,241 0.05% -$349.17K
THOR INDUSTRIES INC 4,418 1,689 -2,729 0.05% -$263.80K
SCHNEIDER NATL-B 12,554 7,099 -5,455 0.05% -$163.51K
BANK OF NEW YORK MELLON CORP 12,744 3,330 -9,414 0.05% -$296.30K
GAMING AND LEISURE PROPRTI INC 4,281 2,992 -1,289 0.04% -$31.24K
UNIVERSAL HLTH-B 3,875 723 -3,152 0.03% -$315.29K
Security Shares Sep 2020 Shares Dec 2020 Δ shares End % Δ value
APPLE INC 150,844 150,844 0 6.60% $2.55M
MICROSOFT CORP 77,412 77,412 0 5.68% $935.91K
META PLATFORMS INC CL A 28,300 28,300 0 2.55% $318.66K
ALPHABET INC CL A 3,879 3,879 0 2.24% $1.11M
PROCTER & GAMBLE 41,572 41,572 0 1.91% $6.24K
TESLA INC 6,735 6,735 0 1.57% $1.86M
ALPHABET INC CL C 2,507 2,507 0 1.45% $707.68K
INTEL CORP 70,038 70,038 0 1.15% -$137.27K
THERMO FISHER SCIENTIFIC INC 6,662 6,662 0 1.02% $161.62K
WALMART INC 21,471 21,471 0 1.02% $91.04K
LAM RESEARCH CORP 6,256 6,256 0 0.97% $879.09K
TARGET CORP 16,363 16,363 0 0.95% $312.70K
AMERIPRISE FINANCIAL INC 14,646 14,646 0 0.94% $589.06K
CLOROX CO 13,097 13,097 0 0.87% -$108.05K
ADOBE INC 5,281 5,281 0 0.87% $51.17K
ELEVANCE HEALTH INC 7,683 7,683 0 0.81% $403.36K
CHARLES RIVER LABS INTL INC 9,480 9,480 0 0.78% $221.93K
AUTONATION INC 33,858 33,858 0 0.78% $570.85K
PULTEGROUP INC 52,740 52,740 0 0.75% -$167.19K
WILLIAMS-SONOMA INC 21,665 21,665 0 0.73% $246.98K
WASTE MANAGEMENT INC 18,416 18,416 0 0.72% $87.66K
VERIZON COMMUNICATIONS INC 35,718 35,718 0 0.69% -$26.43K
DANAHER CORP 9,429 9,429 0 0.69% $64.21K
UNITEDHEALTH GRP 5,781 5,781 0 0.67% $224.94K
ACCENTURE PLC CL A 7,680 7,680 0 0.66% $270.49K
AKAMAI TECHNOLOGIES INC 18,868 18,868 0 0.65% -$104.72K
BEST BUY CO INC 19,758 19,758 0 0.65% -$227.22K
ORACLE CORP 30,452 30,452 0 0.65% $151.96K
SKYWORKS SOLUTIONS INC 12,624 12,624 0 0.64% $93.17K
MEDTRONIC PLC 16,000 16,000 0 0.62% $211.52K
COSTCO WHOLESALE CORP 4,785 4,785 0 0.59% $104.22K
AT&T INC 60,792 60,792 0 0.58% $15.20K
JPMORGAN CHASE and CO 12,555 12,555 0 0.53% $386.69K
QORVO INC 9,475 9,475 0 0.52% $353.04K
CADENCE DESIGN SYSTEMS INC 10,974 10,974 0 0.49% $327.03K
TERADYNE INC 12,294 12,294 0 0.49% $497.05K
PFIZER INC 39,565 39,565 0 0.48% $4.35K
UNITED RENTALS INC 6,236 6,236 0 0.48% $358.01K
LULULEMON ATHLETICA INC 3,796 3,796 0 0.44% $70.83K
BAXTER INTL INC 15,913 15,913 0 0.42% -$2.86K
LENNAR CORP CL A 16,566 16,566 0 0.42% -$90.28K
ASSURANT INC 9,056 9,056 0 0.41% $135.02K
CDW CORPORATION 9,165 9,165 0 0.40% $112.36K
BOOZ ALLEN HAMILTON HLDG CL A 13,714 13,714 0 0.39% $57.60K
HOME DEPOT INC 4,366 4,366 0 0.38% -$52.78K
PHILIP MORRIS INTL INC 13,990 13,990 0 0.38% $109.12K
HOWMET AEROSPACE INC 40,076 40,076 0 0.38% $473.70K
TEXAS INSTRUMENTS INC 6,235 6,235 0 0.34% $133.05K
SLM CORP 80,562 80,562 0 0.33% $346.42K
QUALCOMM INC 6,103 6,103 0 0.31% $211.53K
EASTMAN CHEMICAL CO 8,938 8,938 0 0.30% $198.07K
HUNTSMAN CORP 33,260 33,260 0 0.28% $97.45K
INTERPUBLIC GRP 35,270 35,270 0 0.27% $241.60K
MOHAWK INDUSTRIES INC 5,845 5,845 0 0.27% $253.44K
VERISIGN INC 3,517 3,517 0 0.25% $40.62K
ALTRIA GROUP INC 18,086 18,086 0 0.24% $42.68K
DARDEN RESTAURANTS INC 5,959 5,959 0 0.23% $109.53K
DOLLAR GENERAL CORP 3,307 3,307 0 0.23% $2.25K
XEROX HOLDINGS CORP 29,966 29,966 0 0.23% $132.45K
AMEREN CORP 8,706 8,706 0 0.22% -$8.88K
MKS INSTRUMENTS INC 4,451 4,451 0 0.22% $183.47K
ABBOTT LABS 6,000 6,000 0 0.22% $3.96K
COPART INC 5,071 5,071 0 0.21% $112.02K
ESTEE LAUDER COS INC CL A 2,294 2,294 0 0.20% $109.97K
INTUIT INC 1,554 1,554 0 0.19% $83.36K
HANESBRANDS INC 39,548 39,548 0 0.19% -$46.27K
DUPONT DE NEMOURS INC 7,917 7,917 0 0.19% $123.74K
PACCAR INC 6,272 6,272 0 0.18% $6.27K
CIRRUS LOGIC INC 6,530 6,530 0 0.18% $96.32K
MANHATTAN ASSOCIATES INC 4,944 4,944 0 0.17% $47.91K
COLGATE-PALMOLIVE CO 5,647 5,647 0 0.16% $47.21K
MONSTER BEVERAGE CORP 5,113 5,113 0 0.16% $62.79K
CINTAS CORP 1,315 1,315 0 0.15% $27.13K
MATCH GROUP INC 3,037 3,037 0 0.15% $123.12K
CENCORA INC 4,674 4,674 0 0.15% $3.93K
T-MOBILE US INC 3,345 3,345 0 0.15% $68.54K
Peoples United Financial, Inc. COM USD0.01 34,599 34,599 0 0.15% $90.65K
MSCI INC 908 908 0 0.13% $81.49K
NVR INC 95 95 0 0.13% -$310
WEINGARTEN REALTY INVS REIT 16,674 16,674 0 0.12% $78.53K
TRADE DESK INC-A 446 446 0 0.12% $125.87K
OWENS CORNING INC 4,339 4,339 0 0.11% $30.16K
VEEVA SYSTEMS-A 1,192 1,192 0 0.11% -$10.66K
COGNIZANT TECH SOLUTIONS CL A 3,956 3,956 0 0.11% $49.57K
NIKE INC CL B 2,254 2,254 0 0.11% $35.91K
AMERICAN TOWER CORP 1,403 1,403 0 0.10% -$24.23K
BIO RAD LABS CL A 529 529 0 0.10% $35.70K
AMGEN INC 1,336 1,336 0 0.10% -$32.38K
FNB CORP PA 30,369 30,369 0 0.10% $82.60K
Pra Health Sciences Inc COM USD0.01 2,265 2,265 0 0.09% $54.36K
ASSURED GUARANTY LTD 8,667 8,667 0 0.09% $86.76K
RALPH LAUREN CORP 2,623 2,623 0 0.09% $93.82K
S&P GLOBAL INC 807 807 0 0.09% -$25.72K
TRANE TECHNOLOGIES PLC 1,767 1,767 0 0.08% $42.25K
ALIGN TECHNOLOGY INC 475 475 0 0.08% $98.33K
SNAP-ON INCORPORATED 1,481 1,481 0 0.08% $35.56K
FORTINET INC 1,583 1,583 0 0.08% $48.63K
EPR PROPERTIES 6,968 6,968 0 0.07% $34.84K
FIFTH THIRD BANCORP 7,329 7,329 0 0.07% $45.81K
MASTERCARD INC CL A 527 527 0 0.06% $9.89K
REPUBLIC SVCS 1,912 1,912 0 0.06% $5.64K
AUTOZONE INC 155 155 0 0.06% $1.21K
FIRST CITIZENS BANCSHARES INC CL A 309 309 0 0.06% $78.95K
VALMONT INDUSTRIES INC 931 931 0 0.05% $47.25K
LILLY ELI and CO 931 931 0 0.05% $19.38K
SMITH (AO) CORP 2,830 2,830 0 0.05% $5.72K
EATON CORP PLC 1,268 1,268 0 0.05% $22.96K
WYNDHAM DESTINATIONS INC 3,386 3,386 0 0.05% $47.74K
VISTRA CORP 7,299 7,299 0 0.05% $5.84K
CITIZENS FINANCIAL GROUP INC 3,786 3,786 0 0.04% $39.68K
CISCO SYSTEMS INC 3,009 3,009 0 0.04% $16.13K
EPAM SYSTEMS INC 358 358 0 0.04% $12.56K
PRUDENTL FINL 1,604 1,604 0 0.04% $23.34K
SKECHERS USA INC CL A 3,342 3,342 0 0.04% $19.12K
QVC GROUP INC PREFERRED STOCK 03/31 8 1,033 1,033 0 0.03% $516
NU SKIN ENTERPRISES INC CL A 1,653 1,653 0 0.03% $7.50K
LKQ CORP 2,069 2,069 0 0.02% $15.54K
MGIC INVT CORP 3,714 3,714 0 0.02% $13.70K

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