Aqr Arbitrage LLC Top Holdings and 13F Report (2024)

→ Jeff Bezos & 48 Members of Congress Are Buying ONE Sector… (From InvestorPlace) (Ad)

About Aqr Arbitrage LLC

Investment Activity

Aqr Arbitrage LLC has $2.86 billion in total holdings as of March 31, 2024.
Aqr Arbitrage LLC owns shares of 602 different stocks, but just 111 companies or ETFs make up 80% of its holdings.
Approximately 43.98% of the portfolio was purchased this quarter.
About 32.21% of the portfolio was sold this quarter.
This quarter, Aqr Arbitrage LLC has purchased 691 new stocks and bought additional shares in 88 stocks.
Aqr Arbitrage LLC sold shares of 168 stocks and completely divested from 161 stocks this quarter.

Largest Holdings

Southwestern Energy: $74,652,289
ROYAL CARIBBEAN GROUP: $73,025,550
Equitrans Midstream: $70,341,863
Axonics: $65,921,595
Pioneer Natural Resources: $57,685,740

Largest New Holdings this Quarter

Southwestern Energy: $74,652,289 Holding
ROYAL CARIBBEAN GROUP: $73,025,550 Holding
Equitrans Midstream: $70,341,863 Holding
Axonics: $65,921,595 Holding
McGrath RentCorp: $55,098,646 Holding

Largest Purchases this Quarter

Southwestern Energy: 9,848,587 shares (about $74.65M)
ROYAL CARIBBEAN GROUP: 25,650,000 shares (about $73.03M)
Equitrans Midstream: 5,665,877 shares (about $70.34M)
Axonics: 955,801 shares (about $65.92M)
McGrath RentCorp: 446,613 shares (about $55.10M)

Largest Sales this Quarter

Screaming Eagle Acquisition: 2,250,000 shares (about $24.07M)
Cerevel Therapeutics: 357,648 shares (about $15.12M)
JETBLUE AIRWAYS CORP: 15,925,000 shares (about $13.98M)
United States Steel: 306,014 shares (about $12.48M)
Alphabet: 78,314 shares (about $11.80M)

Sector Allocation Over Time

Selling

Neutral

Buying

Latest 13F Holdings and Changes Since Previous Quarterly Filing

Issuer Name	Holdings Value	Approximate Purchase/Sale	Change in Shares	Shares Held	% of Portfolio	Sector
SWN Southwestern Energy	$74,652,289	$74,652,289 ▲	New Holding	9,848,587	2.6%	Oils/Energy
ROYAL CARIBBEAN GROUP	$73,025,550	$73,025,550 ▲	New Holding	25,650,000	2.6%	NOTE 6.000% 8/1
ETRN Equitrans Midstream	$70,341,863	$70,341,863 ▲	New Holding	5,665,877	2.5%	Oils/Energy
AXNX Axonics	$65,921,595	$65,921,595 ▲	New Holding	955,801	2.3%	Medical
PXD Pioneer Natural Resources	$57,685,740	$23,551,881 ▲	69.0%	220,604	2.0%	Oils/Energy
MGRC McGrath RentCorp	$55,098,646	$55,098,646 ▲	New Holding	446,613	1.9%	Finance
MAKEMYTRIP LIMITED MAURITIUS	$54,002,975	$12,882,300 ▲	31.3%	28,925,000	1.9%	NOTE 2/1
ACI Albertsons Companies	$50,939,169	$12,027,071 ▲	30.9%	2,383,119	1.8%	Consumer Staples
TCN Tricon Residential	$46,097,244	$46,097,244 ▲	New Holding	4,134,282	1.6%	Finance
DOOR Masonite International	$43,840,941	$43,840,941 ▲	New Holding	333,518	1.5%	Construction
AMED Amedisys	$40,886,692	$8,444,989 ▲	26.0%	443,649	1.4%	Medical
HES Hess	$40,189,925	$7,316,570 ▲	22.3%	264,477	1.4%	Oils/Energy
ANSS ANSYS	$39,338,499	$39,338,499 ▲	New Holding	113,423	1.4%	Computer and Technology
JNPR Juniper Networks	$38,000,138	$38,000,138 ▲	New Holding	1,025,368	1.3%	Computer and Technology
DFS Discover Financial Services	$37,129,103	$37,129,103 ▲	New Holding	284,536	1.3%	Finance
ERF Enerplus	$36,029,525	$36,029,525 ▲	New Holding	1,832,631	1.3%	Oils/Energy
WRK WestRock	$35,734,312	$12,585,616 ▲	54.4%	731,511	1.3%	Basic Materials
ETSY INC	$33,606,600	$86,900 ▼	-0.3%	42,540,000	1.2%	NOTE 0.250% 6/1
GREENBRIER COS INC	$32,955,602		0.0%	29,635,000	1.2%	NOTE 2.875% 4/1
SNAP INC	$32,352,111	$7,483,691 ▲	30.1%	42,318,000	1.1%	NOTE 0.125% 3/0
WAYFAIR INC	$30,625,288	$10,085,463 ▼	-24.8%	23,245,000	1.1%	NOTE 3.250% 9/1
CTLT Catalent	$30,175,122	$30,175,122 ▲	New Holding	534,546	1.1%	Medical
STRIDE INC	$29,441,500		0.0%	22,220,000	1.0%	NOTE 1.125% 9/0
VZIO VIZIO	$28,002,221	$28,002,221 ▲	New Holding	2,559,618	1.0%	Consumer Discretionary
ALLIANT ENERGY CORP	$27,356,738	$27,356,738 ▲	New Holding	27,675,000	1.0%	NOTE 3.875% 3/1
LCI INDS	$27,255,988	$3,351,550 ▼	-11.0%	27,650,000	1.0%	NOTE 1.125% 5/1
AEL American Equity Investment Life	$27,058,855	$3,727,217 ▲	16.0%	481,303	0.9%	Finance
NCL CORP LTD	$26,404,585	$1,896,200 ▼	-6.7%	27,850,000	0.9%	NOTE 1.125% 2/1
PATRICK INDS INC	$25,744,967	$11,981,934 ▲	87.1%	19,875,000	0.9%	NOTE 1.750%12/0
INFINERA CORP	$25,607,132	$2,694,610 ▼	-9.5%	23,045,000	0.9%	NOTE 3.750% 8/0
CERE Cerevel Therapeutics	$24,352,423	$15,117,781 ▼	-38.3%	576,116	0.9%	Medical
CPE Callon Petroleum	$24,128,345	$24,128,345 ▲	New Holding	674,730	0.8%	Energy
MDC M.D.C.	$24,090,567	$24,090,567 ▲	New Holding	382,937	0.8%	Consumer Cyclical
HOLI Hollysys Automation Technologies	$23,943,264	$20,887,068 ▲	683.4%	936,015	0.8%	Industrial Products
AACT Ares Acquisition Co. II	$23,253,989		0.0%	2,199,999	0.8%	Unclassified
CPRI Capri	$22,818,018	$1,728,557 ▼	-7.0%	503,709	0.8%	Retail/Wholesale
GUARDANT HEALTH INC	$22,650,218		0.0%	33,095,000	0.8%	NOTE 11/1
KAMN Kaman	$21,757,701	$21,757,701 ▲	New Holding	474,334	0.8%	Aerospace
ARRAY TECHNOLOGIES INC	$21,750,135	$9,214,192 ▼	-29.8%	23,428,000	0.8%	NOTE 1.000%12/0
CHEFS WHSE INC	$21,412,763	$9,290,775 ▲	76.6%	19,475,000	0.7%	NOTE 2.375%12/1
X United States Steel	$20,691,935	$12,479,251 ▼	-37.6%	507,404	0.7%	Basic Materials
SEA LTD	$19,037,925		0.0%	22,150,000	0.7%	NOTE 0.250% 9/1
MACOM TECH SOLUTIONS HLDGS I	$18,855,950	$18,855,950 ▲	New Holding	14,900,000	0.7%	NOTE 0.250% 3/1
LUMENTUM HLDGS INC	$18,583,363	$15,535 ▼	-0.1%	23,924,000	0.7%	NOTE 0.500% 6/1
ON SEMICONDUCTOR CORP	$18,380,565	$18,380,565 ▲	New Holding	18,585,000	0.6%	NOTE 0.500% 3/0
UBER Uber Technologies	$16,131,561	$16,131,561 ▲	New Holding	209,528	0.6%	Computer and Technology
NORTHERN OIL & GAS INC	$16,104,624		0.0%	13,187,000	0.6%	NOTE 3.625% 4/1
TELADOC HEALTH INC	$15,896,985	$1,848,860 ▼	-10.4%	18,813,000	0.6%	NOTE 1.250% 6/0
DIGITALOCEAN HLDGS INC	$15,850,280		0.0%	18,800,000	0.6%	NOTE 12/0
XOMETRY INC	$15,748,945	$2,064,082 ▲	15.1%	20,601,000	0.6%	NOTE 1.000% 2/0
HA Hawaiian	$15,265,036	$4,007,984 ▼	-20.8%	1,145,164	0.5%	Transportation
AGRICULTURE & NAT SOL ACQ CO	$15,240,000	$15,240,000 ▲	New Holding	1,500,000	0.5%	SHS CL A
LEGATO MERGER CORP III	$15,202,500	$15,202,500 ▲	New Holding	1,500,000	0.5%	UNIT 99/99/9999
SOUTHERN CO	$14,943,750	$14,943,750 ▲	New Holding	15,000,000	0.5%	NOTE 3.875%12/1
3D SYS CORP DEL	$14,067,931		0.0%	17,925,000	0.5%	NOTE 11/1
MARRIOTT VACATIONS WORLDWIDE	$13,857,385	$8,840,625 ▼	-38.9%	14,695,000	0.5%	NOTE 3.250%12/1
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund	$13,519,529	$3,691,666 ▲	37.6%	1,656,805	0.5%	Financial Services
EVBG Everbridge	$13,289,108	$13,289,108 ▲	New Holding	381,542	0.5%	Computer and Technology
COLOMBIER ACQUISITION CORP I	$13,217,459	$13,217,459 ▲	New Holding	1,286,997	0.5%	COM SHS CL A
HALOZYME THERAPEUTICS INC	$13,198,422	$5,186,834 ▲	64.7%	13,550,000	0.5%	NOTE 1.000% 8/1
EXACT SCIENCES CORP	$13,114,473	$3,257,540 ▼	-19.9%	13,688,000	0.5%	NOTE 0.375% 3/1
JPC Nuveen Preferred & Income Opportunities Fund	$13,075,669	$2,879,775 ▼	-18.0%	1,818,591	0.5%	Financial Services
INFLECTION PT ACQUISITN CRP	$13,032,616	$7,797,637 ▲	149.0%	1,244,758	0.5%	CL A ORD SHS
LIBERTY MEDIA CORP DEL	$12,786,800	$12,786,800 ▲	New Holding	10,400,000	0.4%	NOTE 3.750% 3/1
BANDWIDTH INC	$12,748,094		0.0%	14,425,000	0.4%	NOTE 0.250% 3/0
INNOVIVA INC	$12,677,341		0.0%	14,273,000	0.4%	NOTE 2.125% 3/1
BSTZ BlackRock Science and Technology Term Trust	$12,639,255	$1,300,324 ▲	11.5%	651,508	0.4%	Financial Services
STER Sterling Check	$12,608,537	$12,608,537 ▲	New Holding	784,113	0.4%	Business Services
WISDOMTREE INC	$12,351,563	$12,351,563 ▲	New Holding	10,625,000	0.4%	NOTE 5.750% 8/1
UAA Under Armour	$12,348,415	$4,737,060 ▲	62.2%	1,673,227	0.4%	Consumer Discretionary
EXACT SCIENCES CORP	$11,719,543	$1,858,044 ▼	-13.7%	12,678,000	0.4%	NOTE 0.375% 3/0
BDJ BlackRock Enhanced Equity Dividend Trust	$11,709,209	$3,280,258 ▲	38.9%	1,419,298	0.4%	Financial Services
NABORS INDS INC	$11,626,480	$11,626,480 ▲	New Holding	15,298,000	0.4%	NOTE 1.750% 6/1
BRIDGEBIO PHARMA INC	$11,520,048	$11,520,048 ▲	New Holding	14,060,000	0.4%	NOTE 2.250% 2/0
GDV The Gabelli Dividend & Income Trust	$11,255,052	$2,200,404 ▲	24.3%	489,776	0.4%	Financial Services
AMERICAN AIRLINES GROUP INC	$11,115,555	$11,115,555 ▲	New Holding	9,570,000	0.4%	NOTE 6.500% 7/0
BLOCK INC	$11,072,631	$3,118,756 ▼	-22.0%	13,225,000	0.4%	NOTE 0.250%11/0
CABLE ONE INC	$11,033,220	$2,628,000 ▼	-19.2%	12,595,000	0.4%	NOTE 3/1
UNITY SOFTWARE INC	$10,764,518	$3,580,500 ▼	-25.0%	12,627,000	0.4%	NOTE 11/1
NABORS ENERGY TRANSITION COR	$10,399,969		0.0%	999,997	0.4%	CL A
LANTHEUS HLDGS INC	$10,376,163	$4,106,075 ▲	65.5%	9,350,000	0.4%	NOTE 2.625%12/1
GOPRO INC	$10,364,451	$4,985,960 ▲	92.7%	11,433,000	0.4%	NOTE 1.250%11/1
ESH ACQUISITION CORP	$10,110,750	$1,814,750 ▲	21.9%	975,000	0.4%	COM
RA Brookfield Real Assets Income Fund	$10,017,251	$1,473,914 ▲	17.3%	775,329	0.4%	Financial Services
EVENTBRITE INC	$9,947,049	$37,886 ▼	-0.4%	11,815,000	0.3%	NOTE 0.750% 9/1
EVERBRIDGE INC	$9,800,000	$9,800,000 ▲	New Holding	10,000,000	0.3%	NOTE 3/1
SBXC SilverBox Corp III	$9,666,773	$2,139,052 ▲	28.4%	922,402	0.3%	Unclassified
NEA Nuveen AMT-Free Quality Municipal Income Fund	$9,386,807	$116,146 ▼	-1.2%	847,950	0.3%	Financial Services
ETW Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund	$9,360,357	$2,145,620 ▲	29.7%	1,141,507	0.3%	Financial Services
AOD Aberdeen Total Dynamic Dividend Fund	$9,299,846	$1,905,299 ▲	25.8%	1,121,815	0.3%	Miscellaneous
SKGR SK Growth Opportunities	$9,172,953	$4,331,305 ▼	-32.1%	829,756	0.3%	Unclassified
COHERUS BIOSCIENCES INC	$8,905,357	$2,313,914 ▲	35.1%	13,855,000	0.3%	NOTE 1.500% 4/1
WAYFAIR INC	$8,818,978	$11,585,625 ▼	-56.8%	9,515,000	0.3%	NOTE 1.000% 8/1
SP SP Plus	$8,818,287	$256,191 ▲	3.0%	168,868	0.3%	Consumer Discretionary
NAD Nuveen Quality Municipal Income Fund	$8,803,148	$57,735 ▼	-0.7%	768,163	0.3%	Financial Services
LENDINGTREE INC	$8,601,788	$1,451,265 ▲	20.3%	9,187,000	0.3%	NOTE 0.500% 7/1
ETG Eaton Vance Tax-Advantaged Global Dividend Income Fund	$8,501,927	$2,377,172 ▲	38.8%	465,859	0.3%	Financial Services
HQH Abrdn Healthcare Investors	$8,455,998	$18,951 ▲	0.2%	501,542	0.3%	Finance
NWLI National Western Life Group	$8,274,767		0.0%	16,820	0.3%	Finance
SHIFT4 PMTS INC	$7,972,875	$11,162,025 ▼	-58.3%	8,550,000	0.3%	NOTE 0.500% 8/0