AQR CAPITAL MANAGEMENT LLC

Q4 2023 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
2,322
Total value ($000)
$53,127,589
Net value change ($000)
+4,699,586 (9.7%)
New positions
189
Sold out positions
176
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMZN 248,738 52.6%
NVDA 229,628 38.4%
MSFT 188,661 14.1%
GE 166,358 103.3%
TSM 156,836 27.8%
DOCU 118,305 147.6%
META 116,684 22.4%
DELL 113,464 85.4%
BKNG 109,071 54.0%
AAPL 105,571 7.3%
Top Reduces (Value $000, Stocks/ETFs)
PFE -118,814 -70.3%
XOM -112,775 -36.3%
MCHP -85,599 -57.0%
WMT -85,115 -19.7%
STLD -76,998 -52.0%
TXN -70,351 -68.2%
BIIB -69,209 -87.8%
CF -68,645 -55.2%
UNH -66,906 -24.5%
VLO -66,708 -23.2%
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