AQR Capital Management 
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AQR Capital Management LLC was founded by Clifford S. Asness, Ph.D., David G. Kabiller, CFA, Robert J. Krail, John M. Liew, Ph.D., and several colleagues in January 1998. AQR’s investment products span from aggressive high volatility market-neutral hedge funds, to low volatility benchmark-driven traditional products. Investment decisions are made using a series of global asset allocation, arbitrage, and security selection models, and implemented using proprietary trading and risk-management systems.
Current Filing Summary
- 3/31/10Latest Filing Period:
- 12/31/01First filing period:
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$8.27 billion
Total Market Value
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1669
Total Number of Holdings
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6.0%
Percentage of Market Value in Top 10
- 20.8% Percent Turnover in Top Quartile
Top Sectors
| Sector | % of Portfolio |
|---|---|
| Services | 21.4% |
| Technology | 17.5% |
| Financial | 14.1% |
| Healthcare | 8.6% |
| Basic Materials | 8.1% |
| Other | 30% |
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