AQR CAPITAL MANAGEMENT LLC

Q1 2020 13F Combination Report, Options Holdings

Signature - Title
Henry Parkin - Authorized Signatory
Location
Greenwich, CT
Options holdings as of
March 31, 2020
Notional value $
$682M
Number of holdings
6
Date filed
5/15/2020, 04:44 PM
Description
A portion of the US holdings for this investor are reported in this report and a portion are reported by other reporting manager(s).
Previous filing
Q4 2019 - Feb 14, 2020
Next filing
Q2 2020 - Aug 17, 2020
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2020 Q1 compared to 2019 Q4 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Henry Parkin Authorized Signatory Greenwich, Connecticut 5/8/2020

List of Other Managers Reporting for AQR CAPITAL MANAGEMENT LLC:

Name Holdings Value Location File Number
AQR Arbitrage LLC $4.31B Greenwich, CT 028-10114

Other Included Managers (4):

Num Name Location File Number
1 SEI INVESTMENTS MANAGEMENT CORP 028-16475
2 AQR Capital Management Holdings, LLC Greenwich, CT 028-16752
3 UNITED SERVICES AUTOMOBILE ASSOCIATION 028-05810
4 Alaska Permanent Fund Corp Juneau, AK 028-20231