AQR Arbitrage LLC

Q1 2023 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
1,049
Total value ($000)
$3,266,128
Net value change ($000)
-632,355 (-16.2%)
New positions
54
Sold out positions
172
Turnover %
56.8%
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 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)
Oak Street Health, Inc. 38,858 NEW
Evoqua Water Technologies Corp. 35,548 NEW
TRAVELCENTERS OF AMERICA INC 31,507 NEW
AEROJET ROCKETDYNE HOLDINGS, INC. 30,090 273.4%
NUVASIVE INC 29,611 NEW
Focus Financial Partners Inc. 22,305 NEW
RADIUS GLOBAL INFRASTRUCTURE INC 20,762 NEW
Univar Solutions Inc. 19,674 NEW
Seagen Inc. 19,656 NEW
ACI 18,213 121.9%
Top Reduces (Value $000, Stocks/ETFs)
LHC Group, Inc -53,512 -100.0%
IAA, Inc. -48,812 -100.0%
Signify Health, Inc. -42,316 -100.0%
Myovant Sciences Ltd. -37,408 -100.0%
1Life Healthcare Inc -33,543 -100.0%
Altra Industrial Motion Corp. -30,091 -100.0%
STORE CAPITAL LLC -28,733 -100.0%
FHN -28,186 -58.7%
SOUTH JERSEY INDUSTRIES INC -27,915 -100.0%
MERIDIAN BIOSCIENCE INC -26,795 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,270 (0.1% of total reported value)
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type