AQR CAPITAL MANAGEMENT LLC

Q4 2020 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
2,529
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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