AQR CAPITAL MANAGEMENT LLC

Q3 2021 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
2,234
Total value ($000)
$53,940,040
Net value change ($000)
-3,858,670 (-6.7%)
New positions
183
Sold out positions
172
Turnover %
2.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
COF 134,114 105.4%
EOG 122,261 456.7%
TMO 99,343 18.5%
BBWI 78,860 NEW
DGX 70,502 143.9%
COP 69,625 1332.5%
ADP 64,931 110.3%
TT 64,800 47.2%
LH 63,968 124.3%
DE 63,590 51.9%
Top Reduces (Value $000, Stocks/ETFs)
BABA -763,415 -100.0%
AMZN -228,554 -19.1%
KR -135,627 -51.8%
JD -126,840 -100.0%
META -121,913 -12.1%
ORCL -118,637 -34.9%
JAZZ -107,282 -63.3%
BBY -105,950 -37.5%
LOW -101,388 -38.1%
FDX -98,617 -58.3%
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