AQR Arbitrage LLC
Q1 2024 13F-HR Holdings
Net value change ($000)
+380,009
(15.3%)
New positions
42
Sold out positions
74
Turnover %
67.3%
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 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)
| SOUTHWESTERN ENERGY CO | 74,652 | NEW |
| Midstream Co LLC | 70,342 | NEW |
| Axonics, Inc. | 65,922 | NEW |
| MGRC | 55,099 | NEW |
| Tricon Residential Inc. | 46,097 | NEW |
| MASONITE INTERNATIONAL CORP | 43,841 | NEW |
| AKX | 39,338 | NEW |
| JNP | 38,000 | NEW |
| DFS | 37,129 | NEW |
| ENERPLUS Corp | 36,030 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| Karuna Therapeutics, Inc. | -46,608 | -100.0% |
| ImmunoGen, Inc. | -42,372 | -100.0% |
| TXNM | -34,350 | -100.0% |
| Gores Holdings IX, Inc. | -31,962 | -100.0% |
| AYXGBX | -28,924 | -100.0% |
| SPIRIT REALTY CAPITAL, INC. | -27,876 | -100.0% |
| Screaming Eagle Acquisition Corp. | -23,823 | -89.2% |
| SPLUNK INC | -23,622 | -100.0% |
| BKNG | -19,194 | -100.0% |
| X | -18,881 | -47.7% |
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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