AQR Arbitrage LLC
Q3 2022 13F-HR Holdings
Net value change ($000)
+105,447
(2.4%)
New positions
80
Sold out positions
82
Turnover %
33.5%
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 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)
| Change Healthcare Inc. | 94,689 | 251.1% |
| Signify Health, Inc. | 44,263 | NEW |
| Global Blood Therapeutics, Inc. | 41,253 | NEW |
| 1Life Healthcare Inc | 36,593 | NEW |
| IRBTQ | 34,771 | NEW |
| STORE CAPITAL LLC | 33,680 | NEW |
| AVALARA, INC. | 33,082 | NEW |
| ChemoCentryx, Inc. | 31,257 | NEW |
| ATLAS AIR WORLDWIDE HOLDINGS INC | 26,922 | NEW |
| Ping Identity Holding Corp. | 24,718 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Mandiant, Inc. | -47,986 | -100.0% |
| CCMP | -44,024 | -100.0% |
| VONAGE HOLDINGS CORP | -41,603 | -100.0% |
| Welbilt, Inc. | -39,105 | -100.0% |
| COHERENT INC | -34,634 | -100.0% |
| Turning Point Therapeutics, Inc. | -32,182 | -100.0% |
| CDKGBX | -30,706 | -100.0% |
| HR | -30,079 | -100.0% |
| AMERICAN CAMPUS COMMUNITIES INC | -29,025 | -100.0% |
| SANDERSON FARMS INC | -28,098 | -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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