AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 2,564
New Positions 193
Increased Positions 1,115
Decreased Positions 1,371
Positions with Activity 2,486
Sold Out Positions 431
Total Mkt Value (in $ millions) 43,420

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

Sector Weighting

Basic Materials 3.86%
Capital Goods 4.89%
Conglomerates 0.24%
Consumer Cyclical 3.82%
Consumer/Non-Cyclical 6.8%
Energy 5.45%
Financial 16.97%
Healthcare 13.28%
Services 16.64%
Technology 19.07%
Transportation 3.26%
Utilities 4.19%

2,486 Activity Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 843,508 64,824 8.33 6,893,095
MICROSOFT CORP COM 619,750 180,924 41.23 13,219,918
GILEAD SCIENCES INC COM 485,118 -84,504 (14.84) 4,114,658
ABBVIE INC COM 472,294 183,674 63.64 6,731,669
PFIZER INC COM 462,270 -35,571 (7.15) 12,937,875
JOHNSON & JOHNSON COM 446,211 703 .16 4,469,263
MERCK & CO INC NEW COM 438,380 358 .08 7,491,110
CVS HEALTH CORP COM 435,938 3,989 .92 3,859,910
WELLS FARGO & CO NEW COM 393,691 -25,378 (6.06) 6,770,260
NORTHROP GRUMMAN CORP COM 370,083 11,965 3.34 2,109,819
AETNA INC NEW COM 356,552 17,522 5.17 3,123,539
HUMANA INC COM 355,448 -39,457 (9.99) 1,934,937
VALERO ENERGY CORP NEW COM 341,532 26,834 8.53 5,317,330
ARCHER DANIELS MIDLAND CO COM 339,385 4,627 1.38 7,097,132
LYONDELLBASELL INDUSTRIES N V SHS - A - 329,031 -18,881 (5.43) 3,494,758
HOME DEPOT INC COM 323,014 52,369 19.35 2,773,607
HEWLETT PACKARD CO COM 322,876 67,419 26.39 10,544,616
SPDR S&P 500 ETF TR TR UNIT 321,183 97,827 43.80 1,523,496
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 319,927 141,548 79.35 14,093,722
AMGEN INC COM 311,086 151,802 95.30 1,811,903