AQR CAPITAL MANAGEMENT LLC

Q1 2023 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
2,153
Total value ($000)
$45,559,003
Net value change ($000)
+1,669,485 (3.8%)
New positions
129
Sold out positions
168
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2023 Next filing: 8/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 258,254 21.6%
MSFT 191,072 17.5%
WMT 141,154 75.1%
TSM 137,935 23.9%
GM 109,109 125.6%
CI 98,478 50.4%
ADI 96,734 359.3%
META 91,492 26.2%
AMZN 90,577 31.2%
NVDA 86,189 210.6%
Top Reduces (Value $000, Stocks/ETFs)
WFC -135,062 -79.8%
PFE -122,431 -24.4%
T -95,686 -28.7%
EOG -66,631 -41.3%
COP -64,289 -46.8%
TSN -61,149 -25.1%
APA -59,228 -60.6%
LUMN -58,135 -96.6%
UNH -56,086 -17.9%
ALLY -54,776 -54.7%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type