AQR CAPITAL MANAGEMENT LLC

Q3 2022 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
2,173
Total value ($000)
$41,021,421
Net value change ($000)
-3,227,329 (-7.3%)
New positions
239
Sold out positions
239
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
TSLA 154,541 68.0%
VLO 113,523 268.5%
CVX 83,177 51.7%
MPC 75,702 142.0%
BKNG 74,828 122.3%
MA 61,687 46.3%
AMZN 56,036 15.3%
CVS 53,016 17.0%
EXPE 52,883 63.2%
FMX 48,574 1223.5%
Top Reduces (Value $000, Stocks/ETFs)
ALL -109,564 -50.9%
MRNA -106,406 -60.2%
GOOGL -100,961 -16.3%
MSFT -89,274 -7.5%
GS -88,675 -58.2%
PFE -86,323 -15.6%
META -80,498 -18.4%
EMR -78,399 -61.8%
WDC -77,712 -77.4%
INTC -75,992 -28.2%
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