AQR Capital

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Key Facts

Founded1998
Websitehttps://funds.aqr.com
HeadquartersGreenwich, CT
Employees722
AUM$244.0 billion
AUM as ofNovember 29, 2017
StrategiesQuantitative
Clients398

Overview

AQR Capital is a hedge fund based in Greenwich, CT. It was founded in 1998 by Clifford S. Asness, David G. Kabiller, Robert J. Krail, and John M. Liew (all formerly Goldman Sachs)http://www.aqrcapital.com/about.htm . They hold $244.0 billion in assets under management as of November 29, 2017. Read their Plain English Brochure. AQR stands for Applied Quantitative Research (AQR).

Sub Funds and Performance

NameAUM (bn) Type Min Investment Num Clients Internal $ % Fund of Funds $ % Prime Brokers
Aqr Delta Alphaport 500 Fund, L.P. 0.001 hedge fund 5,000,000 1 100.0
Aqr Emerging Defensive Equity Master Account, L.P. 0 hedge fund 5,000,000 Goldman Sachs & Co. LLC
Aqr Emerging Equities Fund, L.P. 2.734 hedge fund 5,000,000 52 1.0
Aqr Emerging Equities Integrated Alpha Fund, L.P. 0.004 hedge fund 5,000,000 3 100.0
Aqr Global Alternative Premia Master Account, L.P. 0.599 hedge fund 5,000,000 2 Deutsche Bank Securities Inc., Goldman Sachs & Co. LLC, Morgan Stanley, Prime Dealer Services Corp.
Aqr Global Asset Allocation Master Account, L.P. 1.529 hedge fund 5,000,000 24 6.0 Goldman
Aqr Global Defensive Equity Fund, L.P. 0.239 hedge fund 5,000,000 12 1.0
Aqr Global Enhanced Minimum Volatility Equity Fund, L.P. 0.003 hedge fund 5,000,000 1 100.0
Aqr Global Risk Premium Master Account Ltd. 11.612 hedge fund 5,000,000 299 Morgan Stanley
Aqr Global Stock Selection Master Account, L.P. 1.513 hedge fund 5,000,000 22 2.0 1.0 Deutsche Bank, Deutsche Bank Securities Inc., Goldman Sachs & Co. LLC, Goldman, Morgan Stanley, Prime Dealer Services Corp.
Aqr Intermediate Multi-Strategy Fund XIX L.P. 0.232 hedge fund 5,000,000 1
Aqr International Equity Edge Fund, L.P. 0.003 hedge fund 5,000,000 3 100.0
Aqr Managed Futures Eh Master Account, L.P. 0.032 hedge fund 5,000,000 5 JP Morgan
Aqr Multi-Strategy Fund XV, L.P. 0.574 hedge fund 5,000,000 3
Aqr Multi-Style Offshore Fund, L.P. 0.158 hedge fund 5,000,000 3 Goldman Sachs & Co. LLC
Aqr Offshore Multi-Strategy Fund XII, L.P. 0.506 hedge fund 5,000,000 1
Aqr Offshore Multi-Strategy Fund XV, L.P. 1.926 hedge fund 5,000,000 2
Aqr R.C. Emerging Equity Fund, L.P. 0.014 hedge fund 5,000,000 3 100.0 State Street Bank And Trust Company
Aqr R.C. Small Cap Core Fund, L.P. 0.049 hedge fund 5,000,000 4 Deutsche Bank Securities Inc., State Street Bank And Trust Company
Aqr RE Holdings Ltd. 0.043 hedge fund 5,000,000 57 20.0 6.0

Historical Performance

AQR Global Stock Selection Offshore Ltd.
down 2.3% as of 3/23/2009, down 5.2% YTDhttp://dealbreaker.com/2009/03/dear-little-cliffs.php

Key People

NameTitlePositionOwnership
Bradley AsnessCo-Chief Operating Officer Owner or OfficerNone
Cliff AsnessPresident, Founding And Managing Principal Owner or OfficerNone
Clifford AsnessNone Indirect Owner25 to 50%
Clifford AsnessNone Indirect Owner25 to 50%
William FenrichChief Legal Officer Owner or OfficerNone
John HowardCo-Chief Operating Officer And Chief Financial Officer Owner or OfficerNone
David KabillerFounding Principal Owner or OfficerNone
John LiewFounding Principal Owner or OfficerNone
Herbert WillcoxChief Compliance Officer Owner or OfficerNone

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