AQR

Firm Profile

Firm Profile

AQR takes a systematic, research-driven approach, applying quantitative tools to process fundamental information and manage risk. Our clients include institutional investors, such as pension funds, defined contribution plans, insurance companies, endowments, foundations, family offices and sovereign wealth funds, as well as RIAs, private banks and financial advisors.

Investment decisions across all funds are made using a series of global asset allocation, arbitrage, and security selection models, and are implemented using proprietary trading and risk-management systems. Both the traditional benchmark and market-neutral strategies are managed by the same portfolio teams and driven by the same underlying research. The research of AQR’s principals and portfolio teams is internationally recognized and has resulted in numerous published papers in a variety of professional journals since 1991.

The firm has 26 principals and 744 employees; nearly half of employees hold advanced degrees. We are based in Greenwich, Connecticut, with offices in Boston, Chicago, Hong Kong, London, Los Angeles, and Sydney. As of September 30, 2016, AQR had approximately $172.4 billion* in assets under management.

* Includes assets managed by CNH Partners, LLC, an affiliate of AQR.

Key Contacts

Daniel Zelazny, (773) 840-6605, Daniel.Zelazny@aqr.com

Sean de Lacey, (617) 895-2013, Sean.deLacey@aqr.com

Ken Ebeling, (203) 742-6493, Ken.Ebeling@aqr.com

Primary Markets Served

  • Small – ($1 million – $10 million)
  • Mid – ($10 million – $100 million)
  • Large – ($100 million – $250 million)
  • Mega – (>$250 million)

Total AUM ($MM)

As of 6/30/16 – $159,200MM

As of 12/31/15 – $141,400MM

As of 6/30/15 – $136,200MM

Total DCIO ($MM)

As of 6/30/16 – $4,900MM

As of 12/31/15 – $3,200MM

As of 6/30/15 – $2,900MM

DCIO Assets Breakdown (%)

Mutual Funds – 14%

Collective Trusts – 40%

Separate Accounts – 46%

Asset Allocation Funds

AQR Risk Parity Fund $371.4M Total DC Assets

Top 5 Funds By DC Asset (Fund Name, Total Asset, Last Year New Fund Flow)

1. AQR Emerging Equities, $635.7M Total DC Assets
2. AQR International Equity, $593.9MTotal DC Assets
3. AQR Global Risk Parity, $371.4M Total DC Assets
4. AQR Managed Futures, $257.1M Total DC Assets
5. AQR Global Equity, $217.9M Total DC Assets

Advisor Support/Services

External Wholesalers Focused On Advisers

External Wholesalers Focused On Institutional

Target-Date Evaluation Tools

# External Wholesalers (DC/Retail) – 5/17