AQR CAPITAL MANAGEMENT LLC

Q1 2022 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
2,514
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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