AQR Arbitrage LLC
Q2 2023 13F-HR Holdings
Net value change ($000)
-949,488
(-29.1%)
New positions
56
Sold out positions
116
Turnover %
62.1%
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 Q1 2023
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)
| KDK | 22,660 | NEW |
| LIFE STORAGE, INC. | 18,744 | NEW |
| NATIONAL INSTRUMENTS CORP | 18,578 | NEW |
| IVERIC bio, Inc. | 17,717 | NEW |
| TRTN-PA | 17,224 | NEW |
| DICE Therapeutics, Inc. | 15,884 | NEW |
| PDC ENERGY, INC. | 13,625 | NEW |
| Syneos Health, Inc. | 12,038 | NEW |
| Franchise Group, Inc. | 11,559 | NEW |
| Arconic Corp | 10,744 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Oak Street Health, Inc. | -38,858 | -100.0% |
| Evoqua Water Technologies Corp. | -35,548 | -100.0% |
| YRI | -32,991 | -100.0% |
| TRAVELCENTERS OF AMERICA INC | -31,507 | -100.0% |
| Maxar Technologies Inc. | -26,267 | -100.0% |
| FLYYQ | -25,966 | -100.0% |
| VMWA | -25,170 | -54.1% |
| AIY | -24,610 | -50.2% |
| FHN | -19,837 | -100.0% |
| Horizon Therapeutics Public Ltd Co | -19,365 | -30.3% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
185
(0.0% 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.
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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