AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 2,622
New Positions 211
Increased Positions 1,289
Decreased Positions 1,059
Positions with Activity 2,348
Sold Out Positions 192
Total Mkt Value (in $ millions) 31,709

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

Sector Weighting

Basic Materials 3.77%
Capital Goods 4.65%
Conglomerates 0.1%
Consumer Cyclical 2.98%
Consumer/Non-Cyclical 6.17%
Energy 8.11%
Financial 16.07%
Healthcare 12.64%
Services 20.32%
Technology 17.76%
Transportation 2.15%
Utilities 3.55%

2,348 Activity Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
JOHNSON & JOHNSON COM 368,285 57,212 18.39 3,606,748
APPLE INC COM 362,947 71,515 24.54 3,716,013
MICROSOFT CORP COM 357,687 -13,436 (3.62) 8,037,909
WESTERN DIGITAL CORP COM 299,108 -15,898 (5.05) 3,010,343
WELLS FARGO & CO NEW COM 285,783 75,969 36.21 5,538,428
PFIZER INC COM 285,248 50,441 21.48 9,448,441
EXXON MOBIL CORP COM 281,840 -6,480 (2.25) 2,731,534
TIME WARNER CABLE INC COM 266,949 174,741 189.51 1,799,336
CVS CAREMARK CORPORATION COM 263,167 48,196 22.42 3,326,176
FACEBOOK INC CL A 253,643 -41,257 (13.99) 3,373,359
MCKESSON CORP COM 248,042 38,899 18.60 1,293,233
BIOGEN IDEC INC COM 243,914 43,441 21.67 727,124
ARCHER DANIELS MIDLAND CO COM 243,687 15,849 6.96 5,064,154
YAHOO INC COM 223,877 -34,530 (13.36) 6,198,147
CELGENE CORP COM 223,462 -16,159 (6.74) 2,563,818
NORTHROP GRUMMAN CORP COM 219,928 10,589 5.06 1,724,118
WELLPOINT INC COM 210,134 31,226 17.45 1,851,239
CHEVRON CORP NEW COM 203,401 -11,367 (5.29) 1,522,805
HUDSON CITY BANCORP COM 200,381 -14,697 (6.83) 20,148,963
OMNICOM GROUP INC COM 198,225 21,008 11.86 2,674,374