AQR CAPITAL MANAGEMENT LLC

Q3 2022 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
2,458
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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