AQR CAPITAL MANAGEMENT LLC

Q3 2023 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
2,309
Total value ($000)
$48,428,003
Net value change ($000)
+1,382,073 (2.9%)
New positions
261
Sold out positions
130
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
GE 126,486 366.1%
HUM 115,458 53.4%
NVDA 114,309 23.6%
CFG 92,955 1249.4%
TAP 88,677 68.5%
FHN 84,631 6079.8%
BAC 84,344 216.7%
BKR 76,084 958.1%
DELL 71,475 116.4%
VLO 68,201 31.2%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -265,839 -15.5%
MCD -101,438 -34.1%
TSM -83,055 -12.8%
NFLX -69,845 -64.4%
MRK -69,578 -21.0%
DPZ -69,518 -85.0%
AIG -61,079 -20.9%
Univar Solutions Inc. -60,508 -100.0%
TXN -59,595 -36.6%
HII -56,249 -31.8%
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