AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 2,584
New Positions 159
Increased Positions 1,194
Decreased Positions 1,140
Positions with Activity 2,334
Sold Out Positions 181
Total Mkt Value (in $ millions) 34,796

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

Sector Weighting

Basic Materials 3.94%
Capital Goods 4.89%
Conglomerates 0.09%
Consumer Cyclical 2.92%
Consumer/Non-Cyclical 6.16%
Energy 9.88%
Financial 14.47%
Healthcare 12.65%
Services 18.52%
Technology 18.41%
Transportation 2.13%
Utilities 3.68%

1,140 DECREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MICROSOFT CORP COM 283,403 -80,071 (22.03) 6,267,209
MCKESSON CORP COM 242,206 -7,970 (3.19) 1,252,033
CVS CAREMARK CORPORATION COM 240,492 -22,209 (8.45) 3,044,976
CELGENE CORP COM 209,885 -25,115 (10.69) 2,289,818
HESS CORP COM 189,327 -1,071 (0.56) 1,891,946
HEWLETT PACKARD CO COM 188,659 -562 (0.3) 5,098,895
MEDTRONIC INC COM 183,719 -4,134 (2.2) 2,866,125
CHEVRON CORP NEW COM 183,593 -11,219 (5.76) 1,435,105
PROCTER & GAMBLE CO COM 170,164 -9,549 (5.31) 2,043,272
KIMBERLY CLARK CORP COM 166,326 -3,603 (2.12) 1,523,412
HOME DEPOT INC COM 165,131 -50,297 (23.35) 1,811,636
COMPUTER SCIENCES CORP COM 155,492 -2,569 (1.63) 2,572,670
JPMORGAN CHASE & CO COM 150,520 -34,943 (18.84) 2,572,987
GAMESTOP CORP NEW CL A 135,825 -15,979 (10.53) 3,354,535
BANK OF AMERICA CORPORATION COM 133,965 -3,833 (2.78) 8,289,944
GENERAL ELECTRIC CO COM 132,646 -15,758 (10.62) 5,018,760
GOOGLE INC CL C 121,546 -70,196 (36.61) 208,351
LILLY ELI & CO COM 119,033 -18,330 (13.34) 1,918,959
TRAVELERS COMPANIES INC COM 113,973 -21,221 (15.7) 1,213,255
GAP INC DEL COM 105,629 -3,967 (3.62) 2,446,254