AQR CAPITAL MANAGEMENT LLC

Q3 2020 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
2,523
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/17/2020 Next filing: 2/16/2021 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 AQR Capital Management Holdings, LLC 028-16752
2 Alaska Permanent Fund Corp 028-20231
3 GuideStone Capital Management, LLC 028-10998