AQR Arbitrage LLC
Q3 2023 13F-HR Holdings
Net value change ($000)
-90,945
(-3.9%)
New positions
55
Sold out positions
130
Turnover %
74.4%
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 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)
| CPRI | 27,369 | NEW |
| DENBURY INC | 26,468 | NEW |
| ADY | 23,696 | 418.5% |
| Abcam plc | 22,885 | NEW |
| KDK | 22,594 | NEW |
| SPLUNK INC | 20,596 | NEW |
| Sovos Brands, Inc. | 18,645 | NEW |
| NEW RELIC, INC. | 17,307 | NEW |
| Seagen Inc. | 16,051 | 78.5% |
| ANG-PD | 14,304 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Churchill Capital Corp VII | -40,342 | -100.0% |
| AEROJET ROCKETDYNE HOLDINGS, INC. | -22,689 | -100.0% |
| KDK | -22,660 | -100.0% |
| NUVASIVE INC | -21,456 | -100.0% |
| LIFE STORAGE, INC. | -18,744 | -100.0% |
| IVERIC bio, Inc. | -17,717 | -100.0% |
| CNDA | -17,516 | -100.0% |
| FLD | -17,364 | -100.0% |
| TRTN-PA | -17,224 | -100.0% |
| SIMO | -17,183 | -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 |
|---|