AQR CAPITAL MANAGEMENT LLC

Q2 2021 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
2,213
Total value ($000)
$57,798,710
Net value change ($000)
-3,337,211 (-5.5%)
New positions
184
Sold out positions
148
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
JPM 123,973 44.2%
GS 118,436 225.6%
CARR 96,541 155.6%
VALE 82,818 45.9%
MKL 80,031 341.1%
CB 74,374 139.3%
TRV 61,364 40.3%
PYPL 58,114 45.7%
COF 54,830 75.7%
SNPS 53,349 49.6%
Top Reduces (Value $000, Stocks/ETFs)
INTC -283,344 -38.3%
AMZN -189,489 -13.7%
JNJ -160,974 -24.0%
BBY -124,575 -30.6%
CLX -116,336 -41.0%
MRK -115,357 -23.3%
NEM -111,753 -38.1%
VZ -111,238 -35.0%
CSCO -110,742 -21.3%
BIIB -106,179 -37.4%
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