AQR Arbitrage LLC
Q2 2022 13F-HR Holdings
Net value change ($000)
+604,601
(15.8%)
New positions
200
Sold out positions
132
Turnover %
66.4%
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 Q1 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)
| Screaming Eagle Acquisition Corp. | 57,293 | NEW |
| Switch, Inc. | 49,168 | NEW |
| VMWA | 47,050 | NEW |
| DUKE REALTY CORP | 46,019 | NEW |
| Gores Holdings IX, Inc. | 45,446 | NEW |
| ALLEGHANY CORP /DE | 40,368 | 371.0% |
| LHC Group, Inc | 37,434 | 329.2% |
| SIMO | 36,009 | NEW |
| Black Knight, Inc. | 34,555 | NEW |
| Turning Point Therapeutics, Inc. | 32,182 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Screaming Eagle Acquisition Corp. | -60,000 | -100.0% |
| People's United Financial, Inc. | -59,821 | -100.0% |
| CERNER Corp | -57,180 | -100.0% |
| Investors Bancorp, Inc. | -54,950 | -100.0% |
| Gores Holdings IX, Inc. | -47,738 | -100.0% |
| ZYNGA INC | -38,975 | -100.0% |
| Arriver Holdco, Inc. | -31,920 | -100.0% |
| BOTTOMLINE TECHNOLOGIES INC | -31,234 | -100.0% |
| Mimecast Ltd | -30,465 | -100.0% |
| Houghton Mifflin Harcourt Co | -30,037 | -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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