AQR Arbitrage LLC

Q2 2024 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
567
Total value ($000)
$3,859,566
Net value change ($000)
+1,003,688 (35.1%)
New positions
58
Sold out positions
54
Turnover %
52.2%
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 2024
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)
Endeavor Group Holdings, Inc. 55,866 NEW
CHX 54,552 NEW
HashiCorp, Inc. 54,438 NEW
ALE 37,067 NEW
SRCL 34,644 NEW
Nuvei Corp 32,640 NEW
HEARTLAND FINANCIAL USA INC 30,585 NEW
ENCORE WIRE CORP 28,970 NEW
DIAMOND OFFSHORE DRILLING, INC. 24,919 NEW
PERFICIENT INC 24,459 NEW
Top Reduces (Value $000, Stocks/ETFs)
PIONEER NATURAL RESOURCES CO -57,686 -100.0%
Tricon Residential Inc. -46,097 -100.0%
MASONITE INTERNATIONAL CORP -43,841 -100.0%
ENERPLUS Corp -36,030 -100.0%
ANG-PD -27,059 -100.0%
Callon Petroleum Co -24,128 -100.0%
SEKISUI HOUSE U.S., INC. -24,091 -100.0%
KAMAN Corp -21,758 -100.0%
JNP -16,669 -43.9%
LEGT -15,203 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,408 (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