AQR Arbitrage LLC
Q1 2022 13F-HR Holdings
Net value change ($000)
-81,026
(-2.1%)
New positions
301
Sold out positions
251
Turnover %
92.9%
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 Q4 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)
| Screaming Eagle Acquisition Corp. | 60,000 | NEW |
| FHN | 51,258 | NEW |
| Gores Holdings IX, Inc. | 47,738 | NEW |
| Mandiant, Inc. | 46,003 | NEW |
| AIY | 41,011 | NEW |
| ZYNGA INC | 38,975 | NEW |
| HR | 32,737 | NEW |
| TSEM | 30,883 | NEW |
| CTXS | 30,625 | NEW |
| Houghton Mifflin Harcourt Co | 30,037 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| IHS Markit Ltd. | -39,087 | -100.0% |
| STL | -31,466 | -100.0% |
| Nuance Communications, Inc. | -29,082 | -100.0% |
| CyrusOne Holdco LLC | -28,727 | -100.0% |
| XLNX | -28,393 | -100.0% |
| ATH-PA | -28,258 | -100.0% |
| MAGELLAN HEALTH INC | -27,336 | -100.0% |
| Marblegate Acquisition Corp. | -26,426 | -96.6% |
| Forterra, Inc. | -26,328 | -100.0% |
| GreenSky, Inc. | -25,514 | -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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
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