AQR CAPITAL MANAGEMENT LLC

Q2 2023 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
2,178
Total value ($000)
$47,045,930
Net value change ($000)
+1,486,927 (3.3%)
New positions
185
Sold out positions
160
Turnover %
0.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
NVDA 356,472 280.5%
AAPL 258,845 17.8%
MCD 161,181 118.4%
MCK 157,622 142.2%
PHM 138,540 76.5%
META 112,134 25.4%
ORLY 110,967 153.5%
CAH 101,504 76.9%
AMZN 101,190 26.6%
PCAR 100,215 55.6%
Top Reduces (Value $000, Stocks/ETFs)
INTC -212,661 -84.6%
PFE -184,168 -48.4%
NRG -163,679 -94.4%
TSN -98,104 -53.8%
LYB -85,541 -43.8%
CVX -80,400 -33.9%
XOM -80,221 -21.5%
HAS -75,906 -76.4%
T -73,488 -30.9%
DHR -71,339 -40.3%
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