AQR CAPITAL MANAGEMENT LLC Information

TWO GREENWICH PLAZA, GREENWICH, Connecticut, 06830, (203) 742-3600

Report Date: 12/31/2014

Position Statistics

Total Positions 2,661
New Positions 291
Increased Positions 1,225
Decreased Positions 1,314
Positions with Activity 2,539
Sold Out Positions 284
Total Mkt Value (in $ millions) 45,536

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 4.75%
Capital Goods 4.84%
Conglomerates 0.21%
Consumer Cyclical 3.26%
Consumer/Non-Cyclical 6.24%
Energy 6.65%
Financial 16.19%
Healthcare 12.59%
Services 16.39%
Technology 18.79%
Transportation 3.01%
Utilities 5.23%

2,661 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 820,555 124,253 17.85 6,363,355
GILEAD SCIENCES INC COM 507,346 269,867 113.64 4,831,404
PFIZER INC COM 474,852 118,532 33.27 13,933,438
BIOGEN INC COM 463,962 36,030 8.42 1,201,289
MICROSOFT CORP COM 455,441 143,289 45.90 9,360,617
MERCK & CO INC NEW COM 448,051 183,327 69.25 7,484,989
JOHNSON & JOHNSON COM 446,803 97,275 27.83 4,462,226
WELLS FARGO & CO NEW COM 397,737 87,120 28.05 7,206,682
LYONDELLBASELL INDUSTRIES N V SHS - A - 386,158 386,158 New 3,695,296
CVS HEALTH CORP COM 384,219 68,567 21.72 3,824,594
HUMANA INC COM 357,628 55,942 18.54 2,149,725
ARCHER DANIELS MIDLAND CO COM 348,478 68,958 24.67 7,000,367
INTEL CORP COM 328,563 75,636 29.90 9,831,338
AETNA INC NEW COM 322,160 133,578 70.83 2,970,038
NORTHROP GRUMMAN CORP COM 318,511 42,038 15.21 2,041,607
ANTHEM INC COM 302,844 -367 (0.12) 1,976,399
WESTERN DIGITAL CORP COM 296,124 42,405 16.71 2,981,216
VALERO ENERGY CORP NEW COM 288,583 50,966 21.45 4,899,546
HEWLETT PACKARD CO COM 281,988 83,346 41.96 8,342,836
ABBVIE INC COM 257,793 96,551 59.88 4,007,976