AQR Arbitrage LLC
Q2 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings
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 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 | Discretion | Other Manager | Sole | Shared | None |
|---|
Other Managers
| Num | Name | File Number |
|---|---|---|
| 1 | AQR Capital Management Holdings, LLC | 028-16752 |
| 2 | AQR CAPITAL MANAGEMENT LLC | 028-10120 |