AQR CAPITAL MANAGEMENT LLC

Q4 2019 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
12/31/2019
Date filed
2/14/2020
Form type
13F-HR
Num holdings
2,404
Total value ($000)
$87,955,991
Net value change ($000)
—
New positions
2111
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/15/2014 Next filing: 5/15/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 1,890,862 —
AAPL 1,725,573 —
META 1,130,684 —
GOOGL 1,052,756 —
PG 1,047,877 —
JNJ 1,020,449 —
INTC 916,901 —
PEP 887,085 —
BABA 870,856 —
AMZN 794,785 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 SEI INVESTMENTS MANAGEMENT CORP 028-16475
2 UNITED SERVICES AUTOMOBILE ASSOCIATION 028-05810
3 AQR Capital Management Holdings, LLC 028-16752