AQR CAPITAL MANAGEMENT LLC

Q1 2022 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
2,208
Total value ($000)
$52,693,246
Net value change ($000)
-2,475,892 (-4.5%)
New positions
190
Sold out positions
162
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
PFE 149,880 37.1%
MRNA 105,680 81.6%
NUE 85,132 160.4%
HAL 72,262 257.2%
GILD 71,928 80.5%
CF 71,749 213.2%
REGN 71,399 25.1%
XOM 64,420 36.6%
STLD 63,018 87.2%
EOG 59,648 28.3%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -276,617 -14.2%
TMO -211,547 -33.5%
TGT -157,637 -53.7%
HD -137,878 -32.9%
ACN -122,880 -30.3%
AAPL -120,997 -6.2%
AMZN -112,917 -12.9%
COST -112,381 -32.3%
ANGLOGOLD ASHANTI (PTY) LTD -107,252 -94.1%
CSCO -106,586 -24.3%
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