AQR CAPITAL MANAGEMENT LLC

Q4 2020 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
2,176
Total value ($000)
$56,406,801
Net value change ($000)
-2,755,363 (-4.7%)
New positions
166
Sold out positions
156
Turnover %
1.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
TSLA 159,259 101.4%
TSM 150,545 23.8%
PTON 121,868 NEW
FDX 113,223 331.9%
INFY 110,394 108.4%
NKE 88,691 55.0%
WMT 88,168 22.5%
PDD 87,900 239.9%
CMI 85,895 63.1%
EL 85,714 36.5%
Top Reduces (Value $000, Stocks/ETFs)
BIIB -382,413 -60.9%
IVV -290,679 -100.0%
BABA -264,726 -24.5%
VEA -156,812 -93.3%
ALXN -155,806 -72.7%
AMZN -137,540 -8.2%
PFE -133,610 -46.1%
EBAY -130,784 -59.8%
META -126,638 -11.5%
MSFT -126,252 -6.6%
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