Wall St. Watchdog reveals information regarding AQR Capital’s top holdings in the Utilities sector for the quarter ending September 30th, 2011. The firm held 74 stocks in the Utilities sector at the end of the quarter with an aggregate market value of $708.338 million.

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.

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.

Nicor Inc. (NYSE:GAS): On 06/30/2011, AQR Capital reported holding 740,580 shares with a market value of $40,539,350. This comprised 0.3% of the total portfolio. On 09/30/2011, AQR Capital reported holding 952,709 shares with a market value of $52,408,520. This comprised 0.43% of the total portfolio. The net change in shares for this position over the two quarters is 212,129. About Company: Nicor Inc. is holding company. The Company, through its subsidiaries, provides gas distribution services in Illinois as well as containerized freight transportation services the Bahamas and the Caribbean region. Nicor also provides energy-related products and services to retail markets and markets natural gas on a wholesale basis.

Southern Union Co. (NYSE:SUG): On 06/30/2011, AQR Capital reported holding 15,100 shares with a market value of $606,265. This comprised 0% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,202,872 shares with a market value of $48,800,517. This comprised 0.4% of the total portfolio. The net change in shares for this position over the two quarters is 1,187,772. About Company: Southern Union Company, through subsidiaries, gathers, processes, stores, transports, and distributes natural gas. The Company transports natural gas by pipeline from gas producing areas to customers primarily in the southeast, midwest, and Great Lakes region. Southern Union also operates a liquefied natural gas import terminal.

D P L Inc (NYSE:DPL): On 06/30/2011, AQR Capital reported holding 416,354 shares with a market value of $12,557,237. This comprised 0.09% of the total portfolio. On 09/30/2011, AQR Capital reported holding 1,177,567 shares with a market value of $35,491,869. This comprised 0.29% of the total portfolio. The net change in shares for this position over the two quarters is 761,213. About Company: DPL Inc. is a holding company whose principal subsidiary is The Dayton Power and Light Company. Dayton Power & Light sells electricity to residential, commercial, and government customers in west central Ohio.

Edison International (NYSE:EIX): On 06/30/2011, AQR Capital reported holding 1,028,233 shares with a market value of $39,844,029. This comprised 0.29% of the total portfolio. On 09/30/2011, AQR Capital reported holding 828,046 shares with a market value of $31,672,760. This comprised 0.26% of the total portfolio. The net change in shares for this position over the two quarters is -200,187. About Company: Edison International, through its subsidiaries, develops, acquires, owns, and operates electric power generation facilities worldwide. The Company also provides capital and financial services for energy and infrastructure projects, as well as manages and sells real estate projects. Additionally, Edison provides integrated energy services, utility outsourcing, and consumer products.

Dte Energy Co. (NYSE:DTE): On 06/30/2011, AQR Capital reported holding 633,067 shares with a market value of $31,666,012. This comprised 0.23% of the total portfolio. On 09/30/2011, AQR Capital reported holding 579,965 shares with a market value of $28,429,885. This comprised 0.23% of the total portfolio. The net change in shares for this position over the two quarters is -53,102. About Company: DTE Energy Company, a diversified energy company, develops and manages energy-related businesses and services nationwide. The Company, through its subsidiaries, generates, purchases, transmits, distributes, and sells electric energy in southeastern Michigan. DTE is also involved in gas pipelines and storage, unconventional gas exploration, development, and production.

Entergy Corporation (NYSE:ETR): On 06/30/2011, AQR Capital reported holding 350,100 shares with a market value of $23,904,828. This comprised 0.18% of the total portfolio. On 09/30/2011, AQR Capital reported holding 408,249 shares with a market value of $27,062,827. This comprised 0.22% of the total portfolio. The net change in shares for this position over the two quarters is 58,149. About Company: Entergy Corporation is an integrated energy company that is primarily focused on electric power production and retail electric distribution operations. The Company delivers electricity to utility customers in Arkansas, Louisiana, Mississippi, and Texas. Entergy also owns and operates nuclear plants in the northern United States

Central Vermont Public Service Corp. (NYSE:CV): On 06/30/2011, AQR Capital reported holding 153,615 shares with a market value of $5,553,182. This comprised 0.04% of the total portfolio. On 09/30/2011, AQR Capital reported holding 542,028 shares with a market value of $19,084,805. This comprised 0.15% of the total portfolio. The net change in shares for this position over the two quarters is 388,413. About Company: Central Vermont Public Service Corporation purchases, produces, transmits, distributes, and sells electricity. The Company serves customers in Vermont. Central Vermont’s subsidiary distributes and sells electricity in parts of New Hampshire bordering the Connecticut River.

Nstar (NYSE:NST): On 06/30/2011, AQR Capital reported holding 515,651 shares with a market value of $23,709,633. This comprised 0.17% of the total portfolio. On 09/30/2011, AQR Capital reported holding 424,780 shares with a market value of $19,034,392. This comprised 0.15% of the total portfolio. The net change in shares for this position over the two quarters is -90,871. About Company: NSTAR provides regulated electric and gas utility services. The Company is also involved in telecommunications and other non-regulated activities. NSTAR, through Boston Edison Company, Cambridge Electric Company, Commonwealth Electric Light Company, and Commonwealth Gas Company, serves customers throughout Massachusetts.

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

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