Energy and Tech Stocks Top AQR Capital’s Favorite Third Quarter Investments

We’ve researched and uncovered AQR Capital’s top holdings for the quarter ending September 30th, 2011. The firm held 2073 stocks at the end of the quarter with an aggregate market value of $12.331 billion.

Exxon Mobil Corp. (NYSE:XOM): On 06/30/2011, AQR Capital reported holding 1,617,536 shares with a market value of $131,635,075. This comprised 0.97% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,367,517 shares with a market value of $171,952,753. This comprised 1.39% of the total portfolio. The net change in shares for this position over the two quarters is 749,981. About Company: Exxon Mobil Corporation operates petroleum and petrochemicals businesses on a worldwide basis. The Company’s operations include exploration and production of oil and gas, electric power generation, and coal and minerals operations. Exxon Mobil also manufactures and markets fuels, lubricants, and chemicals.

Chevron Corp. (NYSE:CVX): On 06/30/2011, AQR Capital reported holding 1,088,434 shares with a market value of $111,934,549. This comprised 0.82% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,275,880 shares with a market value of $118,133,725. This comprised 0.96% of the total portfolio. The net change in shares for this position over the two quarters is 187,446. About Company: Chevron Corporation is an integrated energy company with operations in countries located around the world. The Company produces and transports crude oil and natural gas. Chevron also refines, markets, and distributes fuels as well as is involved in chemical operations, mining operations, power generation and energy services.

Microsoft Corporation (NASDAQ:MSFT): On 06/30/2011, AQR Capital reported holding 3,973,359 shares with a market value of $103,307,334. This comprised 0.76% of the total portfolio. On 09/30/2011, AQR Capital reported holding 4,572,882 shares with a market value of $113,819,030. This comprised 0.92% of the total portfolio. The net change in shares for this position over the two quarters is 599,523. About Company: Microsoft Corporation develops, manufactures, licenses, sells, and supports software products. The Company offers operating system software, server application software, business and consumer applications software, software development tools, and Internet and intranet software. Microsoft also develops video game consoles and digital music entertainment devices.

Apple Inc. (NASDAQ:AAPL): On 06/30/2011, AQR Capital reported holding 160,671 shares with a market value of $53,932,437. This comprised 0.4% of the total portfolio. On 09/30/2011, AQR Capital reported holding 290,264 shares with a market value of $110,683,471. This comprised 0.9% of the total portfolio. The net change in shares for this position over the two quarters is 129,593. About Company: Apple Inc. designs, manufactures, and markets personal computers and related personal computing and mobile communication devices along with a variety of related software, services, peripherals, and networking solutions. The Company sells its products worldwide through its online stores, its retail stores, its direct sales force, third-party wholesalers, and resellers.

Progress Energy Inc. (NYSE:PGN): On 06/30/2011, AQR Capital reported holding 1,375,966 shares with a market value of $66,060,125. This comprised 0.48% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,091,188 shares with a market value of $108,156,246. This comprised 0.88% of the total portfolio. The net change in shares for this position over the two quarters is 715,222. About Company: Progress Energy, Inc. is an integrated electric utility that provides energy and energy-related products and services in the Southeast United States. The Company serves electric and gas customers in the Carolinas and in Florida.

At&t Inc. (NYSE:T): On 06/30/2011, AQR Capital reported holding 2,964,157 shares with a market value of $93,104,171. This comprised 0.68% of the total portfolio. On 09/30/2011, AQR Capital reported holding 3,773,202 shares with a market value of $107,611,723. This comprised 0.87% of the total portfolio. The net change in shares for this position over the two quarters is 809,045. About Company: AT&T Inc. is a communications holding company. The Company, through its subsidiaries and affiliates, provides local and long-distance phone service, wireless and data communications, Internet access and messaging, IP-based and satellite television, security services, telecommunications equipment, and directory advertising and publishing.

Johnson & Johnson (NYSE:JNJ): On 06/30/2011, AQR Capital reported holding 1,594,986 shares with a market value of $106,098,463. This comprised 0.78% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,681,016 shares with a market value of $107,063,907. This comprised 0.87% of the total portfolio. The net change in shares for this position over the two quarters is 86,030. About Company: Johnson & Johnson manufactures health care products and provides related services for the consumer, pharmaceutical, and medical devices and diagnostics markets. The Company sells products such as skin and hair care products, acetaminophen products, pharmaceuticals, diagnostic equipment, and surgical equipment in countries located around the world.

Constellation Energy Group Inc. (NYSE:CEG): On 06/30/2011, AQR Capital reported holding 1,603,805 shares with a market value of $60,880,436. This comprised 0.45% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,706,739 shares with a market value of $103,018,490. This comprised 0.84% of the total portfolio. The net change in shares for this position over the two quarters is 1,102,934. About Company: Constellation Energy Group Inc. is public utility holding company. The Company, through its subsidiaries, develops, owns, and operates electric generation facilities located in various regions of the United States as well as operates an electric transmission and distribution utility company and a gas distribution utility company.

Procter & Gamble Co. (NYSE:PG): On 06/30/2011, AQR Capital reported holding 1,298,859 shares with a market value of $82,568,466. This comprised 0.61% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,625,110 shares with a market value of $102,674,450. This comprised 0.83% of the total portfolio. The net change in shares for this position over the two quarters is 326,251. About Company: The Procter & Gamble Company manufactures and markets consumer products in countries throughout the world. The Company provides products in the laundry and cleaning, paper, beauty care, food and beverage, and health care segments. Proctor & Gamble’s products are sold primarily through mass merchandisers, grocery stores, membership club stores, drug stores, and neighborhood stores.

Bj’s Wholesale Club Inc. (NYSE:BJ): On 06/30/2011, AQR Capital reported holding 351,907 shares with a market value of $17,718,517. This comprised 0.13% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,898,139 shares with a market value of $97,260,646. This comprised 0.79% of the total portfolio. The net change in shares for this position over the two quarters is 1,546,232. About Company: BJ’s Wholesale Club, Inc. operates a wholesale club chain in the eastern United States. The Company offers its members a wide range of merchandise, including grocery items and general merchandise. BJ’s also offers a number of specialty services such as travel services, a muffler and brake service, fast food service, and one-hour photo service.

(Note: Data regarding AQR Capital’s stock holdings are sourced from whalewisdom.com. All data are assumed to be accurate.)

Advantage: Check out our interactive stock charts, fundamentals, Twitter stream, and more >>

Improve Your 2011 Financial Health: Join the winning team of stock pickers with Wall St. Cheat Sheet’s acclaimed premium newsletter>>