AQR CAPITAL MANAGEMENT LLC

Q4 2013 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
12/31/2013
Date filed
2/14/2014
Form type
13F-HR
Num holdings
2,558
Total value ($000)
$33,499,688
Net value change ($000)
New positions
2425
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Snapshot: Change Analysis

Compared to previous filing: —
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MSFT 312,160
Yahoo! Inc. 289,313
LYB 286,492
XOM 282,787
Alphabet Inc. Class C 279,483
JNJ 279,024
WDC 265,992
AAPL 239,178
PFE 238,229
CELG 232,254
Top Reduces (Value $000, Stocks/ETFs)
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,624 (0.0% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type