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Fund Holdings of AQR CAPITAL MANAGEMENT LLC Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-14 | 2011-08-15 | 2011-05-16 | 2011-02-14 | 2010-11-16 | 2010-08-04 | 2010-05-17 | 2010-02-16 | 2009-11-16 | 2009-08-14 | 2009-05-15 | 2009-02-17 | 2008-11-14 | 2008-08-14 | 2008-05-15 |

1. Fund Information

Fund NameAQR CAPITAL MANAGEMENT LLC
Fund Manager
AddressTWO GREENWICH PLAZA, 3RD FLOOR
GREENWICH, CT, 06830
::Google Map
Phone(203) 742-3600
13F Asset Last Qtr$13,680,652,190
13F Asset This Qtr$15,678,949,768
Asset Change14.61%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)EXXON MOBIL CORP.XOM2,366,801$200,610Cut -0.03%1.28%
2.)CHEVRON CORPORATIONCVX1,260,291$134,095Cut -1.22%0.86%
3.)APPLE INC.AAPL327,099$132,475Added 12.69%0.84%
4.)AT&T INCT3,892,384$117,706Added 3.16%0.75%
5.)JOHNSON & JOHNSONJNJ1,788,496$117,290Added 6.39%0.75%
6.)PROCTER & GAMBLE CO.PG1,721,057$114,812Added 5.90%0.73%
7.)MICROSOFT CORPORATIONMSFT4,296,713$111,543Cut -6.04%0.71%
8.)PFIZER INCPFE4,891,092$105,843Added 5.65%0.68%
9.)WAL-MART STORES, INC.WMT1,667,872$99,672Added 0.35%0.64%
10.)PROGRESS ENERGY, INC.PGN1,749,015$97,980Cut -16.36%0.62%
11.)CONSTELLATION ENERGY GROUP, INC.CEG2,354,848$93,417Cut -13.00%0.60%
12.)CONOCOPHILLIPSCOP1,208,510$88,064Cut -10.42%0.56%
13.)HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/055,525,000$86,688Added 14.43%0.55%
14.)MARATHON OIL CORP.MRO2,945,717$86,221Added 12.51%0.55%
15.)JPMORGAN CHASE & CO.JPM2,541,313$84,499Added 37.31%0.54%
16.)AMGEN INC.AMGN1,283,150$82,391Added 1.80%0.53%
17.)GENERAL ELECTRIC COGE4,479,144$80,221Added 14.04%0.51%
18.)KEYCORPKEY9,650,419$74,212Added 6.21%0.47%
19.)DISCOVER FINANCIAL SERVICES COMMON STOCK WHEN ISSUED DFS3,091,981$74,208Cut -6.36%0.47%
20.)HUMANA INC.HUM832,389$72,926Added 2.07%0.47%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)SUCCESSFACTORS, INC.SFSF1,734,328$69,1480.44%
2.)RSC HOLDINGS INC. RSC HOLDINGS INC. COMMON STOCKRRR2,874,440$53,1770.34%
3.)SONOSITE, INC.SONO701,529$37,7840.24%
4.)VISA INC. VISA INC.V335,422$34,0550.22%
5.)SHANDA INTERACTIVE ENTERTAINMENT LIMITED - AMERICAN DEPOSITARY SHARESSNDA726,479$29,0660.19%
6.)DELPHI FINANCIAL GROUP, INC.DFG636,758$28,2080.18%
7.)ALCOA INC NOTE 5.250% 3/118,586,000$28,2040.18%
8.)ITT CORPORATION NEWITT1,347,809$26,0530.17%
9.)AMERICAN DENTAL PARTNERS, INC.ADPI1,101,941$20,7500.13%
10.)HEALTH CARE REIT INC NOTE 3.000%12/017,300,000$19,8730.13%
11.)MICROCHIP TECHNOLOGY INC SDCV 2.125%12/114,525,000$19,6810.13%
12.)NETAPP INC NOTE 1.750% 6/015,000,000$19,0130.12%
13.)AMGEN INC NOTE 0.375% 2/011,700,000$11,8020.08%
14.)L3 COMMUNICATIONS CORP DEBT 3.000% 8/011,875,000$11,4300.07%
15.)SANDISK CORP NOTE 1.500% 8/19,660,000$11,4230.07%
16.)BBCN BANCORP INCBBCN1,099,285$10,3880.07%
17.)SYNOVIS LIFE TECHNOLOGIES, INC.SYNO360,350$10,0290.06%
18.)FORD MTR CO DEL NOTE 4.250%11/16,875,000$9,8910.06%
19.)GILEAD SCIENCES INC NOTE 1.625% 5/08,000,000$9,1500.06%
20.)FORTUNE BRANDS HOME AND SECURITY INCFBHS534,007$9,0940.06%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)BJ WHOLESALE CLUB INCBJ1,898,139$97,2610.71%
2.)NALCO HOLDING CONLC2,287,951$80,0330.59%
3.)BLACKBOARD INC.BBBB1,430,192$63,8720.47%
4.)ARCH CHEMICALS INCARJ1,301,556$61,0690.45%
5.)AMERON INTERNATIONAL CORP.AMN717,429$60,9380.45%
6.)VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, INC.VSEA963,010$58,8880.43%
7.)EMDEON INC. CLASS A COMMON STOCKEM2,976,291$55,9250.41%
8.)NICOR INC.GAS952,709$52,4090.38%
9.)CEPHALON, INC.CEPH644,038$51,9740.38%
10.)KINETIC CONCEPTS INCKCI539,505$35,5480.26%
11.)DPL INC.DPL1,177,567$35,4920.26%
12.)CEPHALON INC NOTE 2.500% 5/024,307,000$30,1710.22%
13.)PAETEC HOLDING CORP.PAET5,283,308$27,9490.20%
14.)M & F WORLDWIDE CORP.MFW1,121,992$27,6230.20%
15.)GLOBAL INDS LTD DBCV 2.750% 8/027,101,000$26,6270.20%
16.)CONTINUCARE CORP.CNU3,980,689$25,3970.19%
17.)APAC CUSTOMER SERVICES, INC.APAC2,790,040$23,7710.17%
18.)NESS TECHNOLOGIES, INC.NSTC2,366,964$18,1310.13%
19.)BHP BILLITON PLCBBL316,661$16,8080.12%
20.)GLOBAL CROSSING LTD.GLBC677,833$16,2070.12%