AQR Arbitrage LLC
Q4 2023 13F-HR Holdings
Net value change ($000)
+250,174
(11.2%)
New positions
55
Sold out positions
96
Turnover %
67.4%
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 Q3 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)
| Karuna Therapeutics, Inc. | 46,608 | NEW |
| ImmunoGen, Inc. | 42,372 | NEW |
| Cerevel Therapeutics Holdings, Inc. | 39,592 | NEW |
| X | 39,573 | NEW |
| AHC | 31,186 | NEW |
| PIONEER NATURAL RESOURCES CO | 29,355 | NEW |
| AYXGBX | 28,924 | NEW |
| SPIRIT REALTY CAPITAL, INC. | 27,876 | NEW |
| HAWAIIAN HOLDINGS INC | 20,531 | NEW |
| TEXTAINER GROUP HOLDINGS LTD | 18,514 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Horizon Therapeutics Public Ltd Co | -51,279 | -100.0% |
| Seagen Inc. | -36,495 | -100.0% |
| AIY | -36,273 | -100.0% |
| VMWA | -28,106 | -100.0% |
| DENBURY INC | -26,468 | -100.0% |
| NATIONAL INSTRUMENTS CORP | -23,147 | -100.0% |
| Abcam plc | -22,885 | -100.0% |
| NEW RELIC, INC. | -17,307 | -100.0% |
| Argo Group International Holdings, Inc. | -15,455 | -100.0% |
| Screaming Eagle Acquisition Corp. | -13,794 | -34.1% |
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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