Heaviest Quarterly Financial Stock Positions of AQR Capital

We’ve researched and uncovered AQR Capital’s top holdings in the Financial sector for the quarter ending September 30th, 2011. The firm held 381 stocks in the Financial sector at the end of the quarter with an aggregate market value of $1.784 billion.

Discover Fin Svcs (NYSE:DFS): On 06/30/2011, AQR Capital reported holding 2,906,253 shares with a market value of $77,742,268. This comprised 0.57% of the total portfolio. On 09/30/2011, AQR Capital reported holding 3,302,025 shares with a market value of $75,748,455. This comprised 0.61% of the total portfolio. The net change in shares for this position over the two quarters is 395,772. About Company: Discover Financial Services is a credit card issuer and electronic payment services company. The Company issues credit cards and offers student and personal loans, as well as savings products such as certificates of deposit and money market accounts and operates an automated teller machine(ATM)/debit network, which includes ATMs, as well as POS terminals nationwide.

The Travelers Companies Inc. (NYSE:TRV): On 06/30/2011, AQR Capital reported holding 1,163,368 shares with a market value of $67,917,425. This comprised 0.5% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,296,563 shares with a market value of $63,181,514. This comprised 0.51% of the total portfolio. The net change in shares for this position over the two quarters is 133,195. About Company: The Travelers Companies, Inc. provides commercial property casualty insurance and asset management services to businesses, government units, associations and individuals. The Company underwrites homeowners and auto insurance through independent agents.

Assurant Inc. (NYSE:AIZ): On 06/30/2011, AQR Capital reported holding 1,521,671 shares with a market value of $55,191,008. This comprised 0.4% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,697,444 shares with a market value of $60,768,494. This comprised 0.49% of the total portfolio. The net change in shares for this position over the two quarters is 175,773. About Company: Assurant, Inc. provides specialized insurance and insurance-related products. The Company offers individual and small employer group health insurance, group dental insurance, pre-funded funeral insurance, group disability and life insurance, creditor-placed homeowners insurance, manufactured housing homeowners insurance, debt protection administration, credit insurance, and warranties.

Jpmorgan Chase & Co. (NYSE:JPM): On 06/30/2011, AQR Capital reported holding 1,433,815 shares with a market value of $58,700,384. This comprised 0.43% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,850,762 shares with a market value of $55,744,953. This comprised 0.45% of the total portfolio. The net change in shares for this position over the two quarters is 416,947. About Company: JPMorgan Chase & Co. provides global financial services and retail banking. The Company provides services such as investment banking, treasury and securities services, asset management, private banking, card member services, commercial banking, and home finance. JP Morgan Chase serves business enterprises, institutions, and individuals.

Keycorp (NYSE:KEY): On 06/30/2011, AQR Capital reported holding 6,562,329 shares with a market value of $54,664,200. This comprised 0.4% of the total portfolio. On 09/30/2011, AQR Capital reported holding 9,085,819 shares with a market value of $53,878,905. This comprised 0.44% of the total portfolio. The net change in shares for this position over the two quarters is 2,523,490. About Company: KeyCorp is a financial services holding company. The Company provides a wide range of retail and commercial banking, commercial leasing, investment management, consumer finance and investment banking products and services to individual, corporate and institutional clients.

Loopnet Inc. (NASDAQ:LOOP): On 06/30/2011, AQR Capital reported holding 2,325,643 shares with a market value of $42,745,316. This comprised 0.31% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,937,903 shares with a market value of $50,326,276. This comprised 0.41% of the total portfolio. The net change in shares for this position over the two quarters is 612,260. About Company: LoopNet, Inc. operates a real estate marketing Internet website. The Company offers advertisements for commercial properties in the United States.

Comerica Incorporated (NYSE:CMA): On 06/30/2011, AQR Capital reported holding 1,834,342 shares with a market value of $63,413,202. This comprised 0.46% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,064,469 shares with a market value of $47,420,852. This comprised 0.38% of the total portfolio. The net change in shares for this position over the two quarters is 230,127. About Company: Comerica Incorporated is the holding company for business, individual, and investment banks with operations in the United States, Canada, and Mexico. The Company’s subsidiaries provide services such as corporate banking, international finance, treasury management, community banking, private banking, small business and individual lending, investment services, and institutional trust.

Unum Group (NYSE:UNM): On 06/30/2011, AQR Capital reported holding 2,347,353 shares with a market value of $59,810,553. This comprised 0.44% of the total portfolio. On 09/30/2011, AQR Capital reported holding 2,154,579 shares with a market value of $45,159,974. This comprised 0.37% of the total portfolio. The net change in shares for this position over the two quarters is -192,774. About Company: Unum Group provides group disability and special risk insurance. The Company provides disability insurance, group life insurance, and payroll-deducted voluntary benefits offered to employees at their worksites.

Nyse Euronext Inc. (NYSE:NYX): On 06/30/2011, AQR Capital reported holding 1,443,905 shares with a market value of $49,482,625. This comprised 0.36% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,941,603 shares with a market value of $45,122,853. This comprised 0.37% of the total portfolio. The net change in shares for this position over the two quarters is 497,698. About Company: NYSE Euronext operates an international stock exchange. The Company operates a marketplace for equities and derivatives in Belgium, France, the Netherlands and Portugal, derivatives in the United Kingdom, and equities and other securities in the United States.

Ameriprise Financial Inc. (NYSE:AMP): On 06/30/2011, AQR Capital reported holding 649,384 shares with a market value of $37,456,469. This comprised 0.27% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,130,266 shares with a market value of $44,487,270. This comprised 0.36% of the total portfolio. The net change in shares for this position over the two quarters is 480,882. About Company: Ameriprise Financial, Inc. is a financial planning and services firm. The Company provides financial planning, products and services that are designed to be utilized as solutions for its clients’ cash and liquidity, asset accumulation, income, protection, and estate and wealth transfer needs.

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

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