Spreadsheet: 034e6ce2-a1ee-4a03-b04a-823fd15d4f94
Sheet: Sheet1

AQR U.S. Defensive Equity Mutual Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3 | Unnamed: 4
2014-03-31 00:00:00
[NAME]
NAV: $228,720,977
Asset Class | Security Description | Identifier | Exposure | Quantity
Equity | 3M Ord Shs | 2595708 | 1417104.36 | 10446
Equity | Abbott Laboratories [NAME] | 2002305 | 1351778.02 | 35102
Equity | AbbVie [NAME] | B92SR70 | 575680 | 11200
Equity | [NAME] Class A | B4BNMY3 | 427299.2 | 5360
Equity | [NAME] | B3BQMF6 | 1125717.84 | 11364
Equity | Adobe System Ord Shs | 2008154 | 583179.5399999999 | 8871
Equity | Advance Auto Parts Ord Shs | 2822019 | 374693 | 2962
Equity | [NAME] | 2695921 | 1006997.04 | 13432
Equity | AGL Resources Ord Shs | 2060961 | 1248480 | 25500
Equity | Alaska Air Group Ord Shs | 2012605 | 205282 | 2200
Equity | Alexion Pharmaceuticals Ord Shs | 2036070 | 1034484 | 6800
Equity | Alleghany  Ord Shs | 2016801 | 325904 | 800
Equity | [NAME] | 2017213 | 1262841.6 | 10176
Equity | Alliant Energy Ord Shs | 2973821 | 492315.46 | 8666
Equity | Allied World Assurance Company Holdings Ord Shs | B4LMCN9 | 237337 | 2300
Equity | [NAME] Ord Shs | 2692632 | 2785802.61 | 74427
Equity | Amazon [NAME] Shs | 2000019 | 2124114.24 | 6312
Equity | Amdocs [NAME] | 2256908 | 195132 | 4200
Equity | American Electric Power Ord Shs | 2026242 | 804430.1399999999 | 15879
Equity | American Water Works Ord Shs | B2R3PV1 | 900372.8 | 19832
Equity | [NAME] | 2795393 | 1569109.57 | 23923
Equity | [NAME] | 2023607 | 36138.62 | 293
Equity | Analog Devices Ord Shs | 2032067 | 1154944.76 | 21734
Equity | [NAME] A | B5BT0K0 | 817516 | 9700
Equity | APPLE | 2046251 | 214696 | 400
Equity | Aqua America Ord Shs | 2685234 | 704467 | 28100
Equity | Arch Capital Group Ord Shs | 2740542 | 1087506 | 18900
Equity | [NAME] | 2047317 | 744355.45 | 17155
Equity | AT&T | 2831811 | 1352439.48 | 38564
Equity | [NAME] Ord Shs | 2315359 | 820062 | 17400
Equity | [NAME] | 2065159 | 589717.38 | 11991
Equity | Automatic Data Processing Ord Shs | 2065308 | 2632325.46 | 34071
Equity | AutoZone [NAME] | 2065955 | 1697236 | 3160
Equity | Bank of Hawaii Ord Shs | 2074070 | 1416031.43 | 23363
Equity | [NAME] | B3NNTZ4 | 573705 | 16500
Equity | [NAME] | 2085102 | 484524.3 | 6585
Equity | BB and [NAME] | 2830904 | 131998.62 | 3286
Equity | [NAME] | 2087807 | 1768142.16 | 15102
Equity | Bed Bath and [NAME] | 2085878 | 812390.4 | 11808
Equity | Big Lots Ord Shs | 2218447 | 388129.6299999999 | 10249
Equity | [NAME] | 2455965 | 1032922.99 | 3377
Equity | [NAME] | 2108601 | 991371 | 7900
Equity | Bristol Myers Squibb Ord Shs | 2126335 | 532851.15 | 10257
Equity | [NAME] Class B | 2146838 | 767297.95 | 8555
Equity | C R Bard Ord Shs | 2077905 | 1110441.92 | 7504
Equity | Cardinal Health Ord Shs | 2175672 | 1030385.52 | 14724
Equity | [NAME] | 2182348 | 822662.8 | 5893
Equity | CenterPoint Energy Ord Shs | 2440637 | 175116.48 | 7392
Equity | Cerner [NAME] | 2185284 | 697331.25 | 12397
Equity | CHEVRON | 2838555 | 693245.3 | 5830
Equity | [NAME] Grill Ord Shs | B0X7DZ3 | 1396834.95 | 2459
Equity | [NAME] | 2195722 | 2129358.5 | 23845
Equity | Church And [NAME] | 2195841 | 1517536.97 | 21971
Equity | Cintas Ord Shs | 2197137 | 934804.02 | 15682
Equity | City National Ord Shs | 2199111 | 411784.32 | 5231
Equity | [NAME] | 2204026 | 614221.79 | 6979
Equity | Coca-Cola Ord Shs | 2206657 | 1192854.3 | 30855
Equity | Cognizant Technology Solutions Ord Shs Class A | 2257019 | 526344 | 10400
Equity | COLGATE-PALMOLIVE | 2209106 | 3358319.9 | 51770
Equity | Commerce Bancshares Ord Shs | 2213204 | 315656 | 6800
Equity | Consolidated Edison Ord Shs | 2216850 | 994134.5 | 18530
Equity | Copa Holdings A Ord Shs | B0TNJH9 | 392013 | 2700
Equity | COSTCO WHOLESALE | 2701271 | 2716392.64 | 24323
Equity | [NAME] | 2239556 | 1905377.28 | 24576
Equity | CVS [NAME] | 2577609 | 443096.34 | 5919
Equity | [NAME] | 2250870 | 326175 | 4349
Equity | DENTSPLY International Ord Shs | 2364339 | 36832 | 800
Equity | Diamond Offshore Drilling Ord Shs | 2261021 | 43884 | 900
Equity | Discovery Communications Ord Shs Series A | B3D7K31 | 74430 | 900
Equity | Dollar Tree Ord Shs | 2272476 | 1026380.6 | 19670
Equity | DOMINION RESOURCES | 2542049 | 2820148.74 | 39726
Equity | Dominos Pizza Ord Shs | B01SD70 | 800488 | 10400
Equity | DTE Energy Ord Shs | 2280220 | 1954569.9 | 26310
Equity | Duke Energy Ord Shs | B7VD3F2 | 936115.68 | 13144
Equity | Dun & Bradstreet Ord Shs | 2636254 | 292188.35 | 2941
Equity | Edwards Lifesciences Ord Shs | 2567116 | 405635.73 | 5469
Equity | Eli Lilly Ord Shs | 2516152 | 2150038.08 | 36528
Equity | EOG Resources Ord Shs | 2318024 | 235404 | 1200
Equity | [NAME] | 2319146 | 259534.45 | 3815
Equity | Estee [NAME] A | 2320524 | 1000257.28 | 14956
Equity | Everest Re Group Ord Shs | 2556868 | 1877923.5 | 12270
Equity | [NAME] | 2670519 | 173941.48 | 5183
Equity | EXXON MOBIL | 2326618 | 1175285.76 | 12032
Equity | F5 Networks Ord Shs | 2427599 | 865622.34 | 8118
Equity | Factset Research Systems Ord Shs | 2329770 | 1015570.2 | 9420
Equity | Family Dollar Stores [NAME] | 2331225 | 441804.16 | 7616
Equity | Fastenal Ord Shs | 2332262 | 118368 | 2400
Equity | Fedex [NAME] | 2142784 | 318144 | 2400
Equity | Flir Systems Ord Shs | 2344717 | 561600 | 15600
Equity | [NAME] | 2372763 | 638848 | 9200
Equity | General [NAME] Shs | 2365161 | 129070.2 | 1185
Equity | General [NAME] | 2367026 | 1360482.28 | 26254
Equity | Gilead Sciences Ord Shs | 2369174 | 56688 | 800
Equity | GOOGLE | [NAME] | 2282516.48 | 2048
Equity | [NAME] Class A | B77D163 | 895328 | 114200
Equity | [NAME] | 2412001 | 212017.68 | 2898
Equity | [NAME] | 2416962 | 899811.06 | 7538
Equity | Hershey Foods Ord Shs | 2422806 | 2563124.4 | 24551
Equity | HOME DEPOT | 2434209 | 1874035.79 | 23683
Equity | Honeywell International Ord Shs | 2020459 | 229024.44 | 2469
Equity | Hormel Foods Ord Shs | 2437264 | 1446025.23 | 29349
Equity | [NAME] | 2445063 | 259256 | 2300
Equity | IAC/InterActive Ord Shs | B0F0F09 | 28556 | 400
Equity | IBM | 2005973 | 2180911.7 | 11330
Equity | IDEXX Laboratories [NAME] | 2459202 | 1466876.2 | 12083
Equity | Informatica [NAME] | 2412067 | 40537.94 | 1073
Equity | INTEL | 2463247 | 1104358.28 | 42788
Equity | International Flavors & Fragrances Ord Shs | 2464165 | 155655.09 | 1627
Equity | Intuit Ord Shs | 2459020 | 2021990.49 | 26013
Equity | ITC Holdings [NAME] | B0F7FR7 | 392175 | 10500
Equity | [NAME] ans Associates Ord Shs | 2469193 | 328984 | 5900
Equity | JM Smucker Ord Shs | 2951452 | 95781.4 | 985
Equity | JOHNSON & JOHNSON | 2475833 | 3457008.39 | 35193
Equity | [NAME] | 2486813 | 393567.96 | 6276
Equity | [NAME] | BKQVM44 | 105590 | 1000
Equity | KIMBERLY-CLARK | 2491839 | 2993287.5 | 27150
Equity | [NAME] | 2480138 | 731086.36 | 10574
Equity | [NAME] | 2497406 | 506383.65 | 11601
Equity | Laboratory Corporation Of America Holdings Ord Shs | 2586122 | 1042695.57 | 10617
Equity | [NAME] | 2503994 | 369592.02 | 6241
Equity | Linear Technology Ord Shs | 2516839 | 1605114.54 | 32966
Equity | [NAME] A | B3ZVCQ8 | 665784 | 3600
Equity | Lockheed [NAME] | 2522096 | 146916 | 900
Equity | [NAME] | B39GHT7 | 775128.64 | 14333
Equity | [NAME]'s Companies Ord Shs | 2536763 | 332520 | 6800
Equity | M&T Bank [NAME] | 2340168 | 1946986.3 | 16051
Equity | [NAME] | [NAME] | 63410 | 1000
Equity | [NAME] | 2566436 | 1788300 | 3000
Equity | Marsh & Mclennan Ord Shs | 2567741 | 680685.1 | 13807
Equity | [NAME] Class A | B121557 | 1498482 | 20060
Equity | Maxim Integrated Products Ord Shs | 2573760 | 208656 | 6300
Equity | McCormick & Co Non-Voting Ord Shs | 2550161 | 1196623.2 | 16680
Equity | MCDONALD'S | 2550707 | 3161565.53 | 32251
Equity | [NAME] | 2378534 | 1953040.77 | 11061
Equity | [NAME] | 2677640 | 492369.12 | 7944
Equity | [NAME] | 2575465 | 925007.74 | 15031
Equity | MERCK | 2778844 | 1639801.45 | 28885
Equity | Mettler [NAME] | 2126249 | 671216.64 | 2848
Equity | Microchip Technology Ord Shs | 2592174 | 47234.64 | 989
Equity | MICROSOFT | 2588173 | 908543.3500000001 | 22165
Equity | Monster Beverage Ord Shs | B6X2H81 | 1000288.35 | 14403
Equity | [NAME] Class A | 2567655 | 651928.2 | 7535
Equity | [NAME] | 2614153 | 452880.74 | 13246
Equity | National Fuel Gas Ord Shs | 2626103 | 609348 | 8700
Equity | NetApp [NAME] | 2630643 | 303613.2 | 8228
Equity | [NAME] | B2B0FZ2 | 56898 | 600
Equity | New York Community Bancorp Ord Shs | 2711656 | 1225787.46 | 76278
Equity | NextEra Energy Ord Shs | 2328915 | 1364975.5 | 14275
Equity | Nike Ord Shs Class B | 2640147 | 617321.88 | 8358
Equity | [NAME] | 2645409 | 174843.13 | 4921
Equity | Northeast Utilities [NAME] | 2645108 | 325689 | 7158
Equity | Northern Trust Ord Shs | 2648668 | 1309495.44 | 19974
Equity | Northrop [NAME] | 2648806 | 241084.52 | 1954
Equity | Nu Skin Enterprises Ord Shs Class A | 2616870 | 24855 | 300
Equity | O'Reilly Automotive Ord Shs | B65LWX6 | 927289.1099999999 | 6249
Equity | Occidental Petroleum Ord Shs | 2655408 | 294827.26 | 3094
Equity | OGE Energy Ord Shs | 2657802 | 699211.96 | 19021
Equity | [NAME] | 2659778 | 244647 | 4100
Equity | Palo Alto Networks Ord Shs | B87ZMX0 | 528220 | 7700
Equity | [NAME] Class A | 2063034 | 608821.5 | 3450
Equity | [NAME] | 2672689 | 673714.08 | 16133
Equity | [NAME] | 2674458 | 1731690 | 40650
Equity | Peoples United Financial Ord Shs | B1W41J2 | 1961590.92 | 131916
Equity | [NAME] | 2681511 | 3014517 | 36102
Equity | [NAME] | 2686107 | 1024325.41 | 14869
Equity | PFIZER | 2684703 | 1039724.4 | 32370
Equity | [NAME] | 2689560 | 1023321.6 | 23688
Equity | PHILIP MORRIS INTERNATIONAL | B2PKRQ3 | 2006469.96 | 24508
Equity | Pinnacle West Ord Shs | 2048804 | 169118.04 | 3094
Equity | PNC Financial Services Group Ord Shs | 2692665 | 69600 | 800
Equity | PPG Industries Ord Shs | 2698470 | 386920 | 2000
Equity | PROCTOR & GAMBLE | 2704407 | 2903292.6 | 36021
Equity | Progressive Ord Shs | 2705024 | 562533.72 | 23226
Equity | Public Service Enterprise Group Ord Shs | 2707677 | 1440738.5 | 37775
Equity | [NAME] | 2714923 | 1040952 | 13200
Equity | Quest Diagnostics Ord Shs | 2702791 | 34114.88 | 589
Equity | [NAME] | 2717483 | 909775.24 | 38258
Equity | [NAME] Ord Shs Class A | B4V9661 | 140974.68 | 876
Equity | [NAME] | 2758051 | 1012103.55 | 10245
Equity | Red Hat Ord Shs | 2447218 | 511998.72 | 9664
Equity | RenaissanceRe Holding Ord Shs | 2728429 | 312320 | 3200
Equity | Republic Services Ord Shs | 2262530 | 331147.04 | 9694
Equity | [NAME] | 2732903 | 192167 | 4300
Equity | Reynolds American Ord Shs | 2429090 | 2934574.28 | 54934
Equity | [NAME] | 2545844 | 389210.88 | 7584
Equity | Scripps Networks Interactive Ord Shs Class A | B39QT24 | 877975.06 | 11566
Equity | Seattle [NAME] | 2738127 | 359924 | 7900
Equity | Sempra Energy Ord Shs | 2138158 | 2517791.96 | 26021
Equity | Sherwin [NAME] | 2804211 | 703754.1 | 3570
Equity | Sigma [NAME] | 2807566 | 1059676.24 | 11348
Equity | Signature Bank Ord Shs | B00JQL9 | 841453 | 6700
Equity | [NAME] | 2829601 | 1666951.78 | 37937
Equity | Southwest Airlines Ord Shs | 2831543 | 89718 | 3800
Equity | Splunk Ord Shs | B424494 | 164427 | 2300
Equity | Starbucks [NAME] | 2842255 | 1101433.8 | 15010
Equity | [NAME] | 2860826 | 2648027.72 | 23306
Equity | [NAME] | 2853688 | 1801220.23 | 22109
Equity | SVB Financial Group Ord Shs | 2808053 | 68639.74 | 533
Equity | [NAME] | 2867719 | 217861.52 | 5672
Equity | [NAME] | 2868165 | 1537114.72 | 42544
Equity | [NAME] | 2259101 | 562621.98 | 9298
Equity | [NAME] | 2901457 | 529294 | 6200
Equity | Teco Energy Ord Shs | 2880255 | 72184.34999999999 | 4209
Equity | [NAME] | B247H10 | 65373.50999999999 | 1329
Equity | Texas Instrument [NAME] | 2885409 | 614553.1 | 13034
Equity | The Priceline Group Ord Shs | 2779063 | 1511316.52 | 1268
Equity | Time Warner Ord Shs | B63QTN2 | 553149.11 | 8467
Equity | [NAME] | 2989301 | 772681 | 12740
Equity | Total System Services Ord Shs | 2897697 | 354276.5 | 11650
Equity | Tractor [NAME] | 2900335 | 140977.48 | 1996
Equity | Travelers Companies [NAME] | 2769503 | 1348239.3 | 15843
Equity | [NAME] | B6ZC3N6 | 1422263 | 15700
Equity | Tupperware Brands Ord Shs | 2872069 | 279255.84 | 3334
Equity | tw telecom [NAME] A | 2414212 | 529075.5 | 16925
Equity | [NAME] | 2910118 | 587228.75 | 12875
Equity | Union Pacific Ord Shs | 2914734 | 431618 | 2300
Equity | United Parcel Service Ord Shs Class B | 2517382 | 685457.82 | 7039
Equity | United Technologies Ord Shs | 2915500 | 97795.08 | 837
Equity | UnitedHealth Group Ord Shs | 2917766 | 1137857.22 | 13878
Equity | US Banc Ord Shs | 2736035 | 1282199.76 | 29916
Equity | [NAME] | 2572949 | 1130493 | 28700
Equity | [NAME] | 2142922 | 123993 | 2300
Equity | Verizon Communications Ord Shs | 2090571 | 1175074.14 | 24702
Equity | Vertex Pharmaceuticals Ord Shs | 2931034 | 381888 | 5400
Equity | [NAME] | B0SRLF4 | 545040.87 | 6413
Equity | [NAME] A | B2PZN04 | 2255521.14 | 10449
Equity | [NAME] A | B23SN61 | 500456.66 | 4633
Equity | [NAME] | 2934839 | 1244995.65 | 18855
Equity | WALMART | 2936921 | 3356117.73 | 43911
Equity | [NAME] | 2270726 | 768671.9999999999 | 9600
Equity | Waste Connections [NAME] | 2248240 | 188598 | 4300
Equity | Waste Management Ord Shs | 2937667 | 1278507.3 | 30390
Equity | Water Corp Ord Shs | 2937689 | 32523 | 300
Equity | Wellpoint Ord Shs | 2794743 | 59730 | 600
Equity | WELLS FARGO | 2649100 | 616776 | 12400
Equity | Whole Foods Market Ord Shs | 2963899 | 439402.15 | 8665
Equity | Wisconsin Energy Ord Shs | 2973995 | 966657.3 | 20766
Equity | [NAME] A | B8K6ZD1 | 402292.0000000001 | 4400
Equity | [NAME] | 2093644 | 564367.2 | 13560
Equity | WW Grainger Ord Shs | 2380863 | 339827.7 | 1345
Equity | [NAME] | 2614807 | 427802.76 | 14091
Equity | [NAME] | 2985677 | 1107325.08 | 20404
Equity | Yum Brands Ord Shs | 2098876 | 1128060.57 | 14963
Equity | Zebra Technologies Ord Shs Class A | 2989356 | 388696 | 5600
Equity | Zimmer Holdings Ord Shs | 2783815 | 565304.66 | 5977
Equity | E-Mini S&P 500 Index Future - JUN 2014 |  | 5429786 | 58