AQR CAPITAL MANAGEMENT LLC

Q1 2021 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
2,177
Total value ($000)
$61,135,921
Net value change ($000)
+4,729,120 (8.4%)
New positions
162
Sold out positions
162
Turnover %
0.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/16/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
CSCO 190,956 57.9%
INTC 169,015 29.6%
JPM 132,901 89.9%
TMO 132,534 35.9%
META 131,663 13.5%
TGT 110,081 20.4%
FDX 109,486 74.3%
MRNA 107,460 725.8%
ABT 95,915 53.0%
GOOGL 86,628 10.5%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -218,511 -10.0%
AMZN -155,282 -10.1%
MA -103,975 -27.7%
PG -69,410 -10.3%
BKNG -58,276 -36.3%
CTAS -56,980 -58.8%
HUM -56,444 -23.9%
YUM -55,606 -72.6%
KMB -54,523 -28.2%
MRK -51,434 -9.4%
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