AQR Arbitrage LLC

AQR Arbitrage LLC is a limited liability company that appears to be part of the AQR Capital Management complex. Based on its name, it likely manages arbitrage-oriented strategies such as merger arbitrage or convertible arbitrage, using AQR's quantitative methods. No independent performance data or AUM figures are publicly available for this entity (per public record).

AQR Capital Management was founded in 1998 by Cliff Asness, David Kabiller, and John Liew. Asness serves as CIO, Kabiller as executive chairman, and Liew as CIO of the firm's equity strategies (per AQR's public statements). AQR Arbitrage LLC shares the same parentage but is a separate legal entity.

AQR Arbitrage LLC likely registers as an investment advisor with the SEC, given its parent firm's regulatory posture. AQR Capital Management is a registered investment adviser under the Investment Advisers Act of 1940 (per SEC filings). The arbitrage entity may be subject to similar oversight, but specific filings are not publicly linked to this LLC.

The name suggests a focus on arbitrage strategies, which typically include merger arbitrage, convertible arbitrage, statistical arbitrage, and other relative-value trades. Given AQR's quantitative heritage, the approach is likely systematic and data-driven, employing algorithms to capture pricing inefficiencies. No explicit strategy documentation for this entity exists in public sources.

No public filings specifically for AQR Arbitrage LLC are available in common financial databases (e.g., SEC EDGAR, Bloomberg, or firm website). Performance, AUM, and portfolio holdings are not disclosed. This lack of transparency may be intentional, as the entity appears to be a private vehicle within the AQR structure.