AQR CAPITAL MANAGEMENT LLC

Q4 2021 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
2,188
Total value ($000)
$55,169,138
Net value change ($000)
+1,229,098 (2.3%)
New positions
131
Sold out positions
175
Turnover %
0.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 245,254 14.3%
TSLA 230,025 121.4%
PFE 161,029 66.2%
COP 129,802 173.4%
CVX 125,280 191.1%
NVDA 123,138 41.9%
REGN 116,894 70.0%
NRG 93,363 283.3%
HD 77,060 22.5%
UNH 74,806 21.9%
Top Reduces (Value $000, Stocks/ETFs)
META -205,168 -23.3%
TGT -177,813 -37.7%
AMZN -91,653 -9.5%
VZ -91,287 -39.1%
DE -89,433 -48.1%
HUM -83,862 -68.6%
GNRC -81,110 -74.6%
COF -80,169 -30.7%
ELV -76,727 -24.3%
CARR -69,641 -38.0%
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