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🔥 This hedge fund gained 26.16% in the last month. Get their top stocks with our free stock ideas tool. See stock ideas
9.06
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0%
- Morningstar Rating:
- Total Assets: 1.32B
AQR Managed Futures Strategy I
9.06
0.00
0%
- Overview
- Profile
- Historical Data
- Holdings
Aqr Managed Futures Strategy Fund Class I Overview
On this page you'll find an in-depth profile of Aqr Managed Futures Strategy Fund Class I. Learn about the key management, total assets, investment strategy and contact information of AQMIX among other information.
Investment Strategy
The investment seeks positive absolute returns. The adviser allocates the fund's assets among four major asset classes (commodities, currencies, fixed income and equities). It gains exposure to asset classes by investing in several hundred futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps; currencies, currency futures and forwards; equity index futures, equity swaps and volatility futures; bond futures and swaps; interest rate futures and swaps and credit default index swaps. The fund is non-diversified.
Contact Information
Address
Two Greewich Plaza,3rd Floor
Greenwich,CT 06830
United States
Greenwich,CT 06830
United States
Phone
203-742-3600
Web
www.aqrfunds.com
Top Executives
| Name | Title | Since | Until |
|---|---|---|---|
| Jordan Brooks | - | 2022 | Now |
| Biography | Jordan Brooks is a Principal at AQR Capital Management, where he is the Co-Head of the Macro Strategies Group. In this role, he oversees equity index, fixed income, currency, and risk parity research, and is a portfolio manager for the firm’s risk parity, global macro, and multi-strategy portfolios. Jordan is also a Lecturer in Management at Yale University and an Adjunct Professor of Finance at New York University. He has published numerous articles on fixed income, global macro, and the intersection of asset pricing and macroeconomics. Prior to joining AQR, Jordan was a teaching fellow in the economics department at New York University, and a dissertation intern in the division of monetary affairs at the Federal Reserve Board of Governors and in the capital markets group at the Federal Reserve Bank of New York. Jordan earned a B.A. in economics and mathematics from Boston College, and an M.A. and Ph.D., both in economics, from New York University. | ||
| Erik Stamelos | - | 2022 | Now |
| John M. Liew | Head | 2010 | Now |
| Biography | Dr. Liew is a Founder and the head of the Global Asset Allocation team at of AQR, overseeing the research, portfolio management and trading associated with that strategy. Prior to AQR, he worked at Goldman, Sachs & Co. as a portfolio manager in the Asset Management Division where he developed and managed quantitative trading strategies. Dr. Liew began his career at Trout Trading, developing quantitative market-neutral stock-selection strategies. Dr Liew has published articles in The Journal of Portfolio Management and Financial Analysts Journal, and has received the Bernstein Fabozzi/Jacobs Levy award and the Graham and Dodd award for his articles. Dr. Liew is a member of the University of Chicago’s Board of Trustees and sits on the university’s investment committee. Dr Liew earned a B.A. in economics, an M.B.A. and a Ph.D. in finance from Chicago. | ||
| Yao Hua Ooi | - | 2010 | Now |
| Biography | Yao Hua Ooi is a Principal at AQR Capital Management, where he is the Head of our Macro and Multi-Strategy team. In this role, he leads the Research and Portfolio Management teams focused on AQR’s macro and multi-strategy funds, including the firm’s Managed Futures, Risk Parity, Alternative Risk Premia, Multi-Strategy, Multi-Asset and Global Macro products. His research has been published in the Journal of Financial Economics, the Journal of Portfolio Management, the Financial Analysts Journal and the Journal of Investment Management. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures, and shared the 2013 Whitebox Prize for his work on time series momentum. Yao Hua earned a B.S. in economics and a B.S. in engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, graduating summa cum laude. | ||
| Clifford S. Asness | CEO | 2010 | Now |
| Biography | Dr. Asness is a Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. He is an research notable for its relevance and enduring value to investment professionals. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman, Sachs & Co. Dr. Asness is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the Board of Directors of the Q-Group. | ||
| Ashwin Thapar | - | 2022 | 2023 |
| Biography | Ashwin Thapar is a Principal and senior member of the Research and Portfolio Management team at AQR Capital Management. In his role, he co-heads research and portfolio management efforts on AQR’s macro and multi-strategy funds, including the firm’s Managed Futures, Global Macro, Alternative Risk Premia and Multi-Strategy products. Ashwin has published research on topics including currency hedging, deep value and alternative risk premia investing and is a frequent conference presenter on these topics. Ashwin earned a B.Sc. in finance and a B.A. in mathematics from the University of Pennsylvania, graduating summa cum laude in both fields. | ||
| Brendan Hoffman | - | 2022 | 2022 |
| Ari Levine | Managing Director | 2014 | 2021 |
| Biography | Ari is a portfolio manager for AQR’s commodities and managed futures strategies, leading research efforts in both areas. His research on trend following techniques has been published in the Financial Analysts Journal. Ari earned a B.S. in finance and a B.S.E. and M.S.E. in electrical engineering from the Jerome Fisher Program in Management and Technology at the University of Pennsylvania. | ||
| Brian K. Hurst | - | 2010 | 2020 |
| Biography | Brian is a portfolio manager for two of AQR’s macro strategies: managed futures and risk parity. He has more than 20 years of experience managing money for institutional investors in both traditional and alternative investment strategies, and has been at AQR since its founding. He was named the 2013 Alternatives Fund Manager of the Year by Morningstar for his work on managed futures. Before AQR, Brian was an original member of the quantitative research group in the Asset Management division of Goldman, Sachs & Co. He began his career as a sell-side investment banking analyst at Donaldson, Lufkin & Jenrette. Brian earned a B.S. in economics from the Wharton School at the University of Pennsylvania. | ||
| Lasse H. Pedersen | - | 2010 | 2011 |
| Biography | Lasse H. Pedersen Ph.D is a Principal of the Adviser. Prior to joining AQR in 2007, Mr. Pedersen was Assistant Professor of Finance at the NYU Stern School of Business 2001-2005, Associate Professor of Finance with Tenure 2005-2007, and Professor of Finance since 2007. He has also served as consultant in various connections including advising banks, an academic consultant to the Federal Reserve Bank of New York, and served on the Economic Advisory Board of NASDAQ OMX. Mr. Pedersen earned his Ph.D. from the Stanford Graduate School of Business in 2001, and his B.S. and M.S. in Mathematics-Economics from University of Copenhagen in 1995 and 1997, respectively. | ||
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