AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 2,561
New Positions 192
Increased Positions 1,113
Decreased Positions 1,370
Positions with Activity 2,483
Sold Out Positions 431
Total Mkt Value (in $ millions) 43,425

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

Sector Weighting

Basic Materials 3.85%
Capital Goods 4.88%
Conglomerates 0.24%
Consumer Cyclical 3.81%
Consumer/Non-Cyclical 6.81%
Energy 5.38%
Financial 16.91%
Healthcare 13.38%
Services 16.74%
Technology 18.97%
Transportation 3.27%
Utilities 4.23%

1,113 INCREASED Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 836,132 64,257 8.33 6,893,095
MICROSOFT CORP COM 617,370 180,229 41.23 13,219,918
ABBVIE INC COM 471,284 183,282 63.64 6,731,669
JOHNSON & JOHNSON COM 447,865 705 .16 4,469,263
MERCK & CO INC NEW COM 441,676 361 .08 7,491,110
CVS HEALTH CORP COM 434,124 3,972 .92 3,859,910
NORTHROP GRUMMAN CORP COM 365,020 11,801 3.34 2,109,819
AETNA INC NEW COM 352,866 17,341 5.17 3,123,539
VALERO ENERGY CORP NEW COM 348,817 27,407 8.53 5,317,330
ARCHER DANIELS MIDLAND CO COM 336,546 4,589 1.38 7,097,132
HOME DEPOT INC COM 324,595 52,625 19.35 2,773,607
HEWLETT PACKARD CO COM 321,822 67,198 26.39 10,544,616
SPDR S&P 500 ETF TR TR UNIT 320,696 97,679 43.80 1,523,496
AMGEN INC COM 319,964 156,134 95.30 1,811,903
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 311,612 137,869 79.35 14,093,722
BROADCOM CORP CL A 299,989 18,495 6.57 5,927,471
EDWARDS LIFESCIENCES CORP COM 294,341 84,171 40.05 1,934,421
INTEL CORP COM 288,458 3,841 1.35 9,964,022
MARATHON PETE CORP COM 282,305 60,854 27.48 5,163,796
LOWES COS INC COM 276,775 84,312 43.81 3,990,407