AQR CAPITAL MANAGEMENT LLC

Q3 2021 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
2,598
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 AQR Capital Management Holdings, LLC 028-16752
2 Alaska Permanent Fund Corp 028-20231
3 GuideStone Capital Management, LLC 028-10998