AQR CAPITAL MANAGEMENT LLC

Q2 2020 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2020
Date filed
8/17/2020
Form type
13F-HR
Num holdings
2,098
Total value ($000)
$61,822,679
Net value change ($000)
+2,370,430 (4.0%)
New positions
193
Sold out positions
126
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AMZN 711,929 80.3%
AAPL 493,929 32.1%
MSFT 422,057 24.2%
ABBV 281,422 122.0%
HPQ 233,276 894.6%
LOW 217,051 481.3%
META 195,673 19.6%
BBY 176,024 76.4%
CVS 167,591 328.4%
STT 161,336 460.2%
Top Reduces (Value $000, Stocks/ETFs)
TSN -180,773 -50.9%
SBUX -176,808 -89.5%
EG -170,037 -42.0%
EXC -149,843 -49.3%
PEP -137,392 -20.6%
SYF -133,837 -65.0%
ROST -118,601 -70.7%
UAL -115,879 -100.0%
INCY -115,007 -74.6%
ALL -113,651 -20.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 110,342 (0.2% 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.
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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