AQR CAPITAL MANAGEMENT LLC

Q3 2020 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
2,170
Total value ($000)
$59,162,164
Net value change ($000)
-2,660,515 (-4.3%)
New positions
250
Sold out positions
177
Turnover %
1.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/17/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
BABA 262,559 32.1%
ZM 135,687 NEW
LOW 129,844 49.5%
AAPL 123,464 6.1%
NVDA 113,674 39.1%
TMO 102,559 52.9%
TSLA 88,089 127.8%
VALE 82,010 133.7%
MHK 81,581 699.5%
ARW 81,508 42.2%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -250,406 -11.6%
ABBV -193,012 -37.7%
MU -153,937 -52.2%
INTC -141,949 -17.0%
QCOM -134,922 -62.0%
PEP -129,422 -24.4%
PG -128,235 -16.0%
STT -117,939 -60.1%
GILD -117,937 -33.4%
EXC -105,075 -68.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 498,144 (0.8% 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