Looking back on SAC’s multistrat reopening and an executive departure from Claren Road

AR also revisits investors staying put in quant funds.

One year ago
»» Suzanne Murphy, head of strategic development (a newly created role) at then-$5.1 billion long/short credit shop Claren Road Asset Management, left the firm. She resurfaced two weeks later as a partner at $3.9 billion Ares Management (see performance here), based in the Los Angeles firm’s New York office.

She was at the firm for less than a year. An Ares spokesman confirmed she is no longer employed there (he declined to say when she left) and her responsibilities have been assumed by senior partner David Reilly.

Elizabeth Gill, a spokeswoman for Claren Road—which is majority owned by Carlyle Group founder David Rubenstein—declined to comment on whether a different person was now filling the role. One thing is certain: Claren Road has continued to grow, as it managed $7.11 billion in hedge fund assets as of midyear.

Murphy could not immediately be reached for comment.

See also: Claren Road bucks trend, returns cash Carlyle Group accelerates push into hedge funds Rubenstein anticipates PE growth, strategy change

Five years ago
»» Steve Cohen’s $14 billion SAC Capital Management planned to reopen its multistrategy hedge fund to new investors. The move was seen as a way to take advantage of buying opportunities created by a sell-off in global financial markets.

Performance for that fund was unavailable, but the firm’s flagship hardly rode a wave of opportunity in the subsequent year. It lost roughly 28% in 2008, though it bounced back in subsequent years. Assets dipped during the crisis, but are back up to $14 billion, according to AR’s upcoming midyear Billion Dollar Club survey.

This year, SAC’s flagship is up 5.2% through midyear, compared with a 2.65% gain for the AR Composite Index during the same period. A spokesman for the firm was not immediately available for comment.

See also: Jos Shaver preps SAC liftout Paul Orwicz to rejoin SAC as Sursum shuts Former SAC exec Aaron Cowen preps global equity fund Suvretta

»» Consultants and institutional investors kept a stiff upper lip in the face of quantitative hedge fund setbacks.

By the end of 2007, the bloodshed at model-driven funds was widespread. The following year saw better times. As one investor told AR:Quants ultimately ended up doing pretty well—at least those able to stay in the business.”

Meanwhile the relatively-contained quantitative calamity of 2007 was quickly overshadowed by the financial crisis a year later.

See also: Overcoming the quant quandary

David Reilly Paul Orwicz Suzanne Murphy David Rubenstein Aaron Cowen