AQR Arbitrage LLC
Q3 2024 13F-HR Holdings
Net value change ($000)
+743,519
(19.3%)
New positions
54
Sold out positions
71
Turnover %
50.2%
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 Q2 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. | 58,455 | 104.6% |
| Enstar Group LTD | 45,115 | NEW |
| FTW | 34,407 | NEW |
| Infinera Corp | 30,369 | 339.6% |
| R1 RCM Inc. /DE | 27,672 | NEW |
| SOUTHWESTERN ENERGY CO | 27,481 | 38.3% |
| VECTOR GROUP LTD | 25,105 | NEW |
| MBAV | 24,825 | NEW |
| ENVESTNET, INC. | 24,349 | 510.1% |
| CHX | 24,087 | 44.2% |
Top Reduces (Value $000, Stocks/ETFs)
| Midstream Co LLC | -77,426 | -100.0% |
| MGRC | -47,131 | -100.0% |
| WestRock Co | -38,816 | -100.0% |
| ENCORE WIRE CORP | -28,970 | -100.0% |
| X | -25,508 | -100.0% |
| DIAMOND OFFSHORE DRILLING, INC. | -24,919 | -100.0% |
| SILVERBOW RESOURCES, INC. | -24,154 | -100.0% |
| Cerevel Therapeutics Holdings, Inc. | -20,529 | -100.0% |
| CUB | -20,500 | -100.0% |
| Hollysys Automation Technologies, Ltd. | -20,061 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
292,453
(6.4% 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.
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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