AQR CAPITAL MANAGEMENT LLC

Q2 2022 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
2,475
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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