AQR CAPITAL MANAGEMENT LLC

Q2 2022 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
2,173
Total value ($000)
$44,248,750
Net value change ($000)
-8,444,496 (-16.0%)
New positions
158
Sold out positions
193
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
GILD 214,332 132.9%
CVS 173,601 124.8%
XOM 137,094 57.0%
TSN 124,282 80.6%
C 91,780 74.4%
AIG 90,739 118.1%
LYB 86,610 65.3%
QDEL 80,433 NEW
MRK 79,290 26.8%
PHM 71,575 94.5%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -505,125 -27.5%
MSFT -482,968 -28.8%
AMZN -397,170 -52.0%
TMO -272,430 -64.9%
GOOGL -247,549 -28.5%
NVDA -225,460 -65.3%
META -220,622 -33.5%
WMT -184,213 -53.8%
TSM -169,893 -23.4%
ALL -165,696 -43.5%
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