Spreadsheet: 1e74250b-025f-4a75-aca3-41ce51789493
Sheet: Sheet1

AQR U.S. Defensive Equity Mutual Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3 | Unnamed: 4
2014-01-31 00:00:00
[NAME]
NAV: $209,995,481
Asset Class | Security Description | Identifier | Exposure | Quantity
Equity | 3M Ord Shs | 2595708 | 1339072.74 | 10446
Equity | Abbott Laboratories [NAME] | 2002305 | 1286839.32 | 35102
Equity | AbbVie [NAME] | B92SR70 | 423378 | 8600
Equity | [NAME] Class A | B4BNMY3 | 428156.8 | 5360
Equity | [NAME] | B3BQMF6 | 1066056.84 | 11364
Equity | Adobe System Ord Shs | 2008154 | 525074.49 | 8871
Equity | Advance Auto Parts Ord Shs | 2822019 | 489320.22 | 4262
Equity | Advanced Micro Devices Ord Shs | 2007849 | 98098 | 28600
Equity | [NAME] | 2695921 | 917808.56 | 13432
Equity | AGL Resources Ord Shs | 2060961 | 821816 | 17200
Equity | Akamai Technologies Ord Shs | 2507457 | 23840 | 500
Equity | Alaska Air Group Ord Shs | 2012605 | 173954 | 2200
Equity | Alexion Pharmaceuticals Ord Shs | 2036070 | 1079364 | 6800
Equity | Alleghany  Ord Shs | 2016801 | 223398 | 600
Equity | [NAME] | 2017213 | 1166169.6 | 10176
Equity | Alliant Energy Ord Shs | 2973821 | 450285.36 | 8666
Equity | Allied World Assurance Company Holdings Ord Shs | B4LMCN9 | 236716 | 2300
Equity | [NAME] Ord Shs | 2692632 | 2621318.94 | 74427
Equity | Amazon [NAME] Shs | 2000019 | 2694479.28 | 7512
Equity | American Electric Power Ord Shs | 2026242 | 775053.99 | 15879
Equity | American Water Works Ord Shs | B2R3PV1 | 844248.24 | 19832
Equity | [NAME] | 2795393 | 1608104.06 | 23923
Equity | [NAME] | 2023607 | 34852.35 | 293
Equity | Analog Devices Ord Shs | 2032067 | 1049100.18 | 21734
Equity | [NAME] A | B5BT0K0 | 780461.9999999999 | 9700
Equity | APPLE | 2046251 | 200240 | 400
Equity | Arch Capital Group Ord Shs | 2740542 | 645720 | 12000
Equity | [NAME] | 2047317 | 677279.3999999999 | 17155
Equity | AT&T | 2831811 | 1284952.48 | 38564
Equity | [NAME] Ord Shs | 2315359 | 609727 | 12700
Equity | [NAME] | 2065159 | 614538.75 | 11991
Equity | Automatic Data Processing Ord Shs | 2065308 | 2609838.6 | 34071
Equity | AutoZone [NAME] | 2065955 | 1564389.6 | 3160
Equity | Bank of Hawaii Ord Shs | 2074070 | 1326551.14 | 23363
Equity | [NAME] | B3NNTZ4 | 450950 | 14500
Equity | [NAME] | 2085102 | 449755.5 | 6585
Equity | BB and [NAME] | 2830904 | 122929.26 | 3286
Equity | [NAME] | 2087807 | 1632828.24 | 15102
Equity | Bed Bath and [NAME] | 2085878 | 753940.8 | 11808
Equity | Best Buy Ord Shs | 2094670 | 49434 | 2100
Equity | Big Lots Ord Shs | 2218447 | 274570.71 | 10249
Equity | [NAME] | 2455965 | 1055785.28 | 3377
Equity | [NAME] | 2108601 | 551144 | 4400
Equity | Bristol Myers Squibb Ord Shs | 2126335 | 512542.29 | 10257
Equity | Broadcom Ord Shs Class A | 2235822 | 22111.68 | 743
Equity | [NAME] Class B | 2146838 | 658735 | 8555
Equity | C R Bard Ord Shs | 2077905 | 972443.36 | 7504
Equity | Cardinal Health Ord Shs | 2175672 | 1001526.48 | 14724
Equity | [NAME] | 2182348 | 74901.49 | 493
Equity | CenterPoint Energy Ord Shs | 2440637 | 172972.8 | 7392
Equity | Cerner [NAME] | 2185284 | 705265.33 | 12397
Equity | CHEVRON | 2838555 | 650802.9 | 5830
Equity | [NAME] Grill Ord Shs | B0X7DZ3 | 1357269.64 | 2459
Equity | [NAME] | 2195722 | 2015856.3 | 23845
Equity | Church And [NAME] | 2195841 | 1418887.18 | 21971
Equity | Cintas Ord Shs | 2197137 | 894971.74 | 15682
Equity | City National Ord Shs | 2199111 | 378462.85 | 5231
Equity | [NAME] | 2204026 | 616036.33 | 6979
Equity | Coca-Cola Ord Shs | 2206657 | 1166936.1 | 30855
Equity | Cognizant Technology Solutions Ord Shs Class A | 2257019 | 503984 | 5200
Equity | COLGATE-PALMOLIVE | 2209106 | 2722898.1 | 44470
Equity | Commerce Bancshares Ord Shs | 2213204 | 230391 | 5300
Equity | Consolidated Edison Ord Shs | 2216850 | 915720.3 | 16830
Equity | Copa Holdings A Ord Shs | B0TNJH9 | 352889.9999999999 | 2700
Equity | COSTCO WHOLESALE | 2701271 | 2732932.28 | 24323
Equity | [NAME] | 2239556 | 1819115.52 | 24576
Equity | CVS [NAME] | 2577609 | 400834.68 | 5919
Equity | [NAME] | 2250870 | 323522.11 | 4349
Equity | DENTSPLY International Ord Shs | 2364339 | 36912 | 800
Equity | Diamond Offshore Drilling Ord Shs | 2261021 | 43686 | 900
Equity | Discovery Communications Ord Shs Series A | B3D7K31 | 71802 | 900
Equity | Dollar Tree Ord Shs | 2272476 | 993728.4 | 19670
Equity | DOMINION RESOURCES | 2542049 | 2127348.66 | 31326
Equity | Dominos Pizza Ord Shs | B01SD70 | 501331 | 7100
Equity | DTE Energy Ord Shs | 2280220 | 1794868.2 | 26310
Equity | Duke Energy Ord Shs | B7VD3F2 | 928229.28 | 13144
Equity | Dun & Bradstreet Ord Shs | 2636254 | 323510 | 2941
Equity | Edwards Lifesciences Ord Shs | 2567116 | 356141.28 | 5469
Equity | Eli Lilly Ord Shs | 2516152 | 1686624.28 | 31228
Equity | EOG Resources Ord Shs | 2318024 | 198288 | 1200
Equity | [NAME] | 2319146 | 267278.9 | 3815
Equity | Estee [NAME] A | 2320524 | 546895.44 | 7956
Equity | Everest Re Group Ord Shs | 2556868 | 1776205.2 | 12270
Equity | [NAME] | 2670519 | 150307 | 5183
Equity | EXXON MOBIL | 2326618 | 1108869.12 | 12032
Equity | F5 Networks Ord Shs | 2427599 | 868626 | 8118
Equity | Factset Research Systems Ord Shs | 2329770 | 996353.3999999999 | 9420
Equity | Family Dollar Stores [NAME] | 2331225 | 470821.12 | 7616
Equity | Fastenal Ord Shs | 2332262 | 105432 | 2400
Equity | Fedex [NAME] | 2142784 | 319968 | 2400
Equity | Flir Systems Ord Shs | 2344717 | 494832 | 15600
Equity | Forest Laboratories [NAME] | 2346508 | 433005.3 | 6531
Equity | [NAME] | 2372763 | 210990 | 3000
Equity | General [NAME] Shs | 2365161 | 120052.35 | 1185
Equity | General [NAME] | 2367026 | 938983.08 | 19554
Equity | Gilead Sciences Ord Shs | 2369174 | 64520.00000000001 | 800
Equity | GOOGLE | [NAME] | 2418626.56 | 2048
Equity | [NAME] | 2412001 | 200947.32 | 2898
Equity | Health Net Ord Shs | 2418623 | 65780 | 2000
Equity | [NAME] | 2416962 | 567326.82 | 4938
Equity | Hershey Foods Ord Shs | 2422806 | 2440369.4 | 24551
Equity | HOME DEPOT | 2434209 | 1820038.55 | 23683
Equity | Honeywell International Ord Shs | 2020459 | 225246.87 | 2469
Equity | Hormel Foods Ord Shs | 2437264 | 947378.56 | 20849
Equity | IAC/InterActive Ord Shs | B0F0F09 | 28016 | 400
Equity | IBM | 2005973 | 2001784.4 | 11330
Equity | IDEXX Laboratories [NAME] | 2459202 | 1380603.58 | 12083
Equity | Informatica [NAME] | 2412067 | 43306.28 | 1073
Equity | INTEL | 2463247 | 591119.52 | 24088
Equity | International Flavors & Fragrances Ord Shs | 2464165 | 141028.36 | 1627
Equity | Intuit Ord Shs | 2459020 | 1905452.25 | 26013
Equity | [NAME] ans Associates Ord Shs | 2469193 | 329102 | 5900
Equity | JM Smucker Ord Shs | 2951452 | 94944.15 | 985
Equity | JOHNSON & JOHNSON | 2475833 | 2777338.71 | 31393
Equity | [NAME] | 2486813 | 363882.48 | 6276
Equity | KIMBERLY-CLARK | 2491839 | 2969395.5 | 27150
Equity | [NAME] | 2480138 | 649983.78 | 10574
Equity | [NAME] | 2497406 | 418796.1 | 11601
Equity | Laboratory Corporation Of America Holdings Ord Shs | 2586122 | 953725.11 | 10617
Equity | [NAME] | 2503994 | 209139.04 | 3641
Equity | Linear Technology Ord Shs | 2516839 | 1468305.64 | 32966
Equity | [NAME] A | B3ZVCQ8 | 688672 | 3200
Equity | [NAME] | B39GHT7 | 705470.26 | 14333
Equity | [NAME]'s Companies Ord Shs | 2536763 | 314772 | 6800
Equity | M&T Bank [NAME] | 2340168 | 1789847.01 | 16051
Equity | [NAME] | 2566436 | 970452 | 1800
Equity | Marsh & Mclennan Ord Shs | 2567741 | 631117.97 | 13807
Equity | [NAME] Class A | B121557 | 1669500.8 | 22060
Equity | Maxim Integrated Products Ord Shs | 2573760 | 190638 | 6300
Equity | McCormick & Co Non-Voting Ord Shs | 2550161 | 1070522.4 | 16680
Equity | MCDONALD'S | 2550707 | 2905238.67 | 30851
Equity | [NAME] | 2378534 | 2487261.01 | 14261
Equity | [NAME] | 2677640 | 442004.16 | 7944
Equity | [NAME] | 2575465 | 850153.36 | 15031
Equity | MERCK | 2778844 | 1530038.45 | 28885
Equity | Mettler [NAME] | 2126249 | 701462.4 | 2848
Equity | Microchip Technology Ord Shs | 2592174 | 44366.54 | 989
Equity | MICROSOFT | 2588173 | 399885.25 | 10565
Equity | Monster Beverage Ord Shs | B6X2H81 | 977963.7 | 14403
Equity | [NAME] Class A | 2567655 | 633090.7 | 7535
Equity | [NAME] | 2614153 | 365986.98 | 13246
Equity | National Fuel Gas Ord Shs | 2626103 | 655632 | 8700
Equity | NetApp [NAME] | 2630643 | 348373.52 | 8228
Equity | [NAME] | B2B0FZ2 | 63108.00000000001 | 600
Equity | New York Community Bancorp Ord Shs | 2711656 | 1234940.82 | 76278
Equity | NextEra Energy Ord Shs | 2328915 | 1073282.75 | 11675
Equity | Nike Ord Shs Class B | 2640147 | 608880.2999999999 | 8358
Equity | [NAME] | 2645409 | 169134.77 | 4921
Equity | Northeast Utilities [NAME] | 2645108 | 182120.4 | 4158
Equity | Northern Trust Ord Shs | 2648668 | 1202834.28 | 19974
Equity | Northrop [NAME] | 2648806 | 225784.7 | 1954
Equity | Nu Skin Enterprises Ord Shs Class A | 2616870 | 136240 | 1600
Equity | O'Reilly Automotive Ord Shs | B65LWX6 | 818494.0199999999 | 6249
Equity | Occidental Petroleum Ord Shs | 2655408 | 270941.58 | 3094
Equity | OGE Energy Ord Shs | 2657802 | 648045.47 | 19021
Equity | [NAME] | 2659778 | 256086 | 4100
Equity | Palo Alto Networks Ord Shs | B87ZMX0 | 457765 | 7700
Equity | [NAME] Class A | 2063034 | 583291.5 | 3450
Equity | [NAME] | 2672689 | 644674.68 | 16133
Equity | [NAME] | 2674458 | 1699983 | 40650
Equity | Peoples United Financial Ord Shs | B1W41J2 | 1874526.36 | 131916
Equity | [NAME] | 2681511 | 2362744.72 | 29402
Equity | [NAME] | 2686107 | 936747 | 14869
Equity | PFIZER | 2684703 | 677008 | 22270
Equity | [NAME] | 2689560 | 998449.2 | 23688
Equity | PHILIP MORRIS INTERNATIONAL | B2PKRQ3 | 1915055.12 | 24508
Equity | Pinnacle West Ord Shs | 2048804 | 162837.22 | 3094
Equity | PPG Industries Ord Shs | 2698470 | 364720 | 2000
Equity | Priceline.[NAME] | 2779063 | 1451720.52 | 1268
Equity | PROCTOR & GAMBLE | 2704407 | 2246575.02 | 29321
Equity | Progressive Ord Shs | 2705024 | 539772.24 | 23226
Equity | Public Service Enterprise Group Ord Shs | 2707677 | 1259418.5 | 37775
Equity | Quest Diagnostics Ord Shs | 2702791 | 30922.5 | 589
Equity | [NAME] | 2717483 | 892176.56 | 38258
Equity | [NAME] Ord Shs Class A | B4V9661 | 137435.64 | 876
Equity | [NAME] | 2758051 | 973992.1499999999 | 10245
Equity | Red Hat Ord Shs | 2447218 | 546016 | 9664
Equity | RenaissanceRe Holding Ord Shs | 2728429 | 290272 | 3200
Equity | Republic Services Ord Shs | 2262530 | 224017.82 | 6994
Equity | [NAME] | 2732903 | 187523 | 4300
Equity | Reynolds American Ord Shs | 2429090 | 2319949 | 47834
Equity | [NAME] | 2110703 | 83560 | 2000
Equity | [NAME] | 2545844 | 358495.6800000001 | 7584
Equity | Scripps Networks Interactive Ord Shs Class A | B39QT24 | 838766.32 | 11566
Equity | Seattle [NAME] | 2738127 | 354394 | 7900
Equity | Sempra Energy Ord Shs | 2138158 | 1902501.91 | 20521
Equity | Sherwin [NAME] | 2804211 | 654238.2 | 3570
Equity | Sigma [NAME] | 2807566 | 1055023.56 | 11348
Equity | Signature Bank Ord Shs | B00JQL9 | 817802 | 6700
Equity | [NAME] | 2829601 | 1564521.88 | 37937
Equity | Splunk Ord Shs | B424494 | 177169 | 2300
Equity | Starbucks [NAME] | 2842255 | 1067511.2 | 15010
Equity | [NAME] | 2860826 | 1943898.36 | 16606
Equity | [NAME] | 2853688 | 1715658.4 | 22109
Equity | SVB Financial Group Ord Shs | 2808053 | 59818.59 | 533
Equity | [NAME] | 2867719 | 226085.92 | 5672
Equity | [NAME] | 2868165 | 1492443.52 | 42544
Equity | [NAME] | 2259101 | 1008078.72 | 17798
Equity | [NAME] | 2901457 | 563394 | 6200
Equity | Teco Energy Ord Shs | 2880255 | 68943.42 | 4209
Equity | [NAME] | B247H10 | 54648.48 | 1329
Equity | Texas Instrument [NAME] | 2885409 | 552641.6 | 13034
Equity | Time Warner Ord Shs | B63QTN2 | 531981.61 | 8467
Equity | [NAME] | 2989301 | 604574.4 | 10540
Equity | Total System Services Ord Shs | 2897697 | 348102 | 11650
Equity | Tractor [NAME] | 2900335 | 132753.96 | 1996
Equity | Travelers Companies [NAME] | 2769503 | 1287719.04 | 15843
Equity | [NAME] | B6ZC3N6 | 1211883 | 15700
Equity | Tupperware Brands Ord Shs | 2872069 | 261252.24 | 3334
Equity | tw telecom [NAME] A | 2414212 | 498610.5 | 16925
Equity | [NAME] | 2910118 | 558646.25 | 12875
Equity | Union Pacific Ord Shs | 2914734 | 313632 | 1800
Equity | United Parcel Service Ord Shs Class B | 2517382 | 498909.97 | 5239
Equity | United Technologies Ord Shs | 2915500 | 95434.74 | 837
Equity | UnitedHealth Group Ord Shs | 2917766 | 1003101.84 | 13878
Equity | US Ord Shs | 2736035 | 1188562.68 | 29916
Equity | [NAME] | 2572949 | 419980.0000000001 | 11500
Equity | [NAME] | 2142922 | 135125 | 2300
Equity | Verizon Communications Ord Shs | 2090571 | 1118962.04 | 23302
Equity | Vertex Pharmaceuticals Ord Shs | 2931034 | 426816.0000000001 | 5400
Equity | [NAME] | B0SRLF4 | 452617.3 | 5513
Equity | [NAME] A | B2PZN04 | 2251028.07 | 10449
Equity | [NAME] A | B23SN61 | 417618.62 | 4633
Equity | [NAME] | 2934839 | 1081334.25 | 18855
Equity | WALMART | 2936921 | 2749045.48 | 36811
Equity | [NAME] | 2270726 | 697056 | 9600
Equity | Waste Management Ord Shs | 2937667 | 1269694.2 | 30390
Equity | Water Corp Ord Shs | 2937689 | 32481 | 300
Equity | Wellpoint Ord Shs | 2794743 | 51600 | 600
Equity | Whole Foods Market Ord Shs | 2963899 | 452832.9 | 8665
Equity | Wisconsin Energy Ord Shs | 2973995 | 886085.2200000001 | 20766
Equity | [NAME] A | B8K6ZD1 | 393976 | 4400
Equity | [NAME] | 2093644 | 525585.6 | 13560
Equity | WW Grainger Ord Shs | 2380863 | 315375.6 | 1345
Equity | [NAME] | 2614807 | 303294.81 | 10491
Equity | [NAME] | 2985677 | 817177.68 | 17604
Equity | Yum Brands Ord Shs | 2098876 | 944330.45 | 14063
Equity | Zebra Technologies Ord Shs Class A | 2989356 | 307776 | 5600
Equity | Zimmer Holdings Ord Shs | 2783815 | 561658.69 | 5977
Equity | E-Mini S&P 500 Index Future - MAR 2014 |  | 12567259.5 | 141