Heresy!? Asness Proposes Postponing Fees Until After Lockups

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Heresy!? Asness Proposes Postponing Fees Until After Lockups

Clifford Asness, managing and founding principal of AQR Capital Management, believes hedge fund managers should reexamine the way lockup provisions are applied. An inherent problem with lockups is that a manager can earn money from a performance fee one year and then be down the next with investors locked in, said Asness.

This article appears courtesy of Institutional Investor

Source: Alternative Investment News

Mark Faro

Clifford Asness, managing and founding principal of AQR Capital Management, believes hedge fund managers should reexamine the way lockup provisions are applied. An inherent problem with lockups is that a manager can earn money from a performance fee one year and then be down the next with investors locked in, said Asness. A way to correct this would be to postpone the collection of performance fees until the end of the lockup period, he told attendees during a panel discussion at a recent event at New York University.

AQR, which manages roughly $17 billion, has not employed this type of lockup structure but would consider it in the right situation for a particular investor, said David Kabiller, founding principal. This could be appealing to some institutional investors as the industry matures, he added. It may be a tough sell now, however, as institutional investors have become critical of hedge fund managers who apply longer lockup provisions (AIN, 6/13). But this proposal is more beneficial to investors than traditional lockups where a manager may be up 30% one year, down 40% the next, but still earn performance fees in year one only to wipe out investors' gains the following year.

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