AQR Arbitrage LLC
Q4 2022 13F-HR Holdings
Net value change ($000)
-643,052
(-14.2%)
New positions
74
Sold out positions
185
Turnover %
53.1%
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 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)
| Horizon Therapeutics Public Ltd Co | 59,700 | NEW |
| IAA, Inc. | 48,812 | NEW |
| Myovant Sciences Ltd. | 37,408 | NEW |
| Altra Industrial Motion Corp. | 30,091 | NEW |
| Maxar Technologies Inc. | 25,484 | NEW |
| ForgeRock, Inc. | 21,181 | NEW |
| Atlas Corp. | 19,361 | NEW |
| Coupa Software Inc | 18,867 | NEW |
| KnowBe4, Inc. | 18,642 | 955.5% |
| ACI | 14,943 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Change Healthcare Inc. | -132,403 | -100.0% |
| Switch, Inc. | -59,162 | -100.0% |
| ALLEGHANY CORP /DE | -56,812 | -100.0% |
| DUKE REALTY CORP | -43,428 | -100.0% |
| Global Blood Therapeutics, Inc. | -41,253 | -100.0% |
| AVALARA, INC. | -33,082 | -100.0% |
| COVETRUS, INC. | -31,346 | -100.0% |
| ChemoCentryx, Inc. | -31,257 | -100.0% |
| CTXS | -29,103 | -100.0% |
| ROG | -28,806 | -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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