AQR Capital Management Holdings in 2nd Quarter: 13F Alert

The following is an analysis of AQR Capital Management LLC as of June 30, according to a filing with the U.S. Securities and Exchange Commission on 08/15/2011.

Top Positions by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Exxon Mobil Corp             XOM US       131,635,080    1,617,536      151,700
Chevron Corp                 CVX US       111,934,553    1,088,434       73,600
Johnson & Johnson            JNJ US       106,098,469    1,594,986      292,800
Microsoft Corp               MSFT US      103,307,334    3,973,359      197,500
AT&T Inc                     T US          93,104,171    2,964,157      399,100
ConocoPhillips               COP US        84,538,824    1,124,336      -12,100
Procter & Gamble Co/The      PG US         82,568,467    1,298,859      318,900
Wal-Mart Stores Inc          WMT US        80,222,110    1,509,637      323,200
Discover Financial Services  DFS US        77,742,268    2,906,253    1,642,100
optionsXpress Holdings Inc   OXPS US       75,376,570    4,518,979    4,032,048
 
 
Top New Buys by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Constellation Energy Group   CEG US        60,880,438    1,603,805    1,603,805
NYSE Euronext                NYX US        49,482,624    1,443,905    1,443,905
Citigroup Inc                C US          43,290,568    1,039,639    1,039,639
LoopNet Inc                  LOOP US       42,745,318    2,325,643    2,325,643
Smart Modular Technologies   SMOD US       23,742,729    2,592,001    2,592,001
 
 
Top Sell Outs by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
TE Connectivity Ltd          TEL US       -52,780,713            0   -1,515,816
Covidien Plc                 COV US       -18,272,648            0     -351,803
Harbin Electric Inc          HRBN US      -13,543,364            0     -654,585
Central Garden & Pet Co      CENT US       -6,292,728            0     -714,271
PVH Corp                     PVH US        -5,781,167            0      -88,900
 
 
Top Position Increases by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
optionsXpress Holdings Inc   OXPS US       66,479,123    4,518,979    4,032,048
Discover Financial Services  DFS US        47,250,898    2,906,253    1,642,100
Motorola Solutions Inc       MSI US        44,155,790    1,485,606      943,169
American Eagle Outfitters    AEO US        38,376,464    5,035,546    3,410,200
Biogen Idec Inc              BIIB US       38,048,027      529,932      276,600
 
 
Top Position Decreases By Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
American Capital Ltd         ACAS US      -39,607,902    1,784,281   -4,000,362
Comcast Corp-Class A         CMCSA US     -30,828,466      614,481   -1,262,518
Gap Inc/The                  GPS US       -25,696,256      500,850   -1,033,203
Cimarex Energy Co            XEC US       -25,150,827      497,600     -108,917
Goldman Sachs Group Inc      GS US        -24,855,954       69,763     -145,500
 
 
SOURCE: SEC 13F-HR 
FILER: AQR Capital Management LLC 
QUARTER ENDED: 06/30/2011 
SEC RECEIVED: 08/15/2011 

To contact the reporter on this story: Chris Cappucci in Princeton at ccappucci1@bloomberg.net.

To contact the editor responsible for this story: Rodney Yap at ryap@bloomberg.net.

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