AQR Arbitrage LLC

Q2 2023 13F-HR Detailed Holdings

Location
Greenwich, CT
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
908
Total value ($000)
$2,316,640
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing
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 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.
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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 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