AQR Arbitrage LLC

Q4 2021 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
1,219
Total value ($000)
$3,912,513
Net value change ($000)
+423,712 (12.1%)
New positions
260
Sold out positions
251
Turnover %
90.3%
Sector allocation + QoQ delta (equities-only)

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

Snapshot: Change Analysis

Compared to Q3 2021
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)
CERNER Corp 39,315 NEW
VONAGE HOLDINGS CORP 38,067 NEW
CCMP 37,453 NEW
CyrusOne Holdco LLC 28,727 NEW
ROG 28,252 NEW
Mimecast Ltd 27,872 NEW
Marblegate Acquisition Corp. 27,356 NEW
ARENA PHARMACEUTICALS INC 23,449 NEW
Arriver Holdco, Inc. 20,311 318.2%
ATEK 16,843 NEW
Top Reduces (Value $000, Stocks/ETFs)
Kadmon Holdings, Inc. -31,940 -100.0%
Inovalon Holdings, Inc. -29,343 -100.0%
PPD, Inc. -29,308 -100.0%
CSOD -29,061 -100.0%
COVANTA HOLDING CORP -28,540 -100.0%
Domtar CORP -26,098 -100.0%
Medallia, Inc. -25,634 -100.0%
Trillium Therapeutics Inc. -24,476 -100.0%
HRC -24,266 -100.0%
VEREIT, Inc. -24,194 -100.0%
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