Management |
Domicile | Luxembourg | Legal Structure | SICAV | UCITS | Yes | Inception Date | 19/09/2017 | | Fund Advisor(s) | AQR Capital Management LLC |
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Fund Manager | John Liew | Manager Start Date | 28/02/2012 | Career Start Year | 1992 |
Education | 1995, University of Chicago (Booth), Ph.D. | 1994, University of Chicago (Booth), M.B.A. | 1989, University of Chicago, B.A. |
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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. |
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Fund Manager | Lars Nielsen | Manager Start Date | 28/02/2012 |
Education | University of Copenhagen, M.S. | University of Copenhagen, B.S. |
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Biography |
Nielsen is a Principal of AQR Capital Management. Mr. Nielsen joined AQR in 2000 and currently serves as the co-head of portfolio management, research, risk and trading. He earned a B.Sc. and an M.Sc. in economics from the University of Copenhagen. Prior to joining the Adviser in 2000, he was an Analyst in the Quantitative Research Group of Danske Invest. |
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Fund Manager | Yao Ooi | Manager Start Date | 28/02/2012 | Career Start Year | 2004 |
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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. |
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Fund Manager | Michael Mendelson | Manager Start Date | 28/02/2012 |
Education | University of California, M.B.A. | Massachusetts Institute of Technology, M.S. | Massachusetts Institute of Technology, B.S. |
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Biography |
Mr. Michael Mendelson serves as Principal, Executive Committee Member & Portfolio Manager at AQR Capital Management. |
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Fund Manager | Jordan Brooks | Manager Start Date | 21/01/2022 |
Education | Boston College, B.A. | New York University, M.A. | New York University, Ph.D. |
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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. |
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Fund Manager | John Huss | Manager Start Date | 28/02/2012 |
Education | Massachusetts Institute of Technology, B.S. |
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Biography |
John J. Huss, Principal, rejoined AQR in 2013 and oversees multi-asset class strategies as a researcher and portfolio manager. Mr. Huss rejoined the AQR Capital Management in 2013 and is a portfolio manager for the firm’s World Allocation strategy where he focuses on macroeconomic and portfolio construction research for risk parity and other asset allocation strategies. Prior to rejoining the firm, where he first worked from 2004 to 2008, Mr. Huss was a vice president in RBC’s Global Arbitrage and Trading division and a systematic portfolio manager for Tudor Investment Corp. Mr. Huss earned a B.S. in mathematics from the Massachusetts Institute of Technology. |