13 F Analysis Of AQR Capital


Below please find a 13F analysis report for AQR Capital Management for Q1 2009. 13F analyses are reports that fund managers with over $100M are required to submit to the SEC, they are publicly available and these reports provide us with some insights on what some hedge fund managers have been investing in.

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.

Here are the holdings of AQR Capital Management

• (ABC) Amerisourcebergen corp
• (ACV) Alberten-Culver
• (AMGN) Amgen
• (BKS) Barnes & Noble
• (COP) Connoco Philips
• (CVX) Cheveron
• (IBM) International Business Machines
• (JNJ) Johnson and Johnson
• (NWE) Montpelier Re Holdings Ltd
• (MSFT) Microsoft
• (PFE)Palm Insurance
• (PG) Radioshack Corp
• (QQQQ) Power Shares QQQ
• (T) AT&T
• (XOM) Exon Mobile

Using the TickerSpy portfolio analysis tool the graph to the left was created showing the approximate equity performance for AQR Capital management over the previous six months. According to this analysis AQR Capital Management ‘s equity picks have been underperforming against the S & P 500 recently

The top 5 highest performing equities which for AQR Capital Management held as of this 13F filing include (ACV), (ABC), (MSFT), (AT&T) and (QQQQ)

According to AlpaClone data on for AQR Capital Management 21% of their equity portfolio is invested within the Services sector. The total equity value of for AQR Capital management is 4B+, their total number of reported holdings is 1460, and over 9.6% of the market value of this portfolio is represented within the top 10 holdings.

For more information on for AQR Capital Management please see the HedgeFundBlogger.com Hedge Fund Tracker Profile on for AQR Capital Management by clicking here.

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