AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 2,324
New Positions 200
Increased Positions 1,368
Decreased Positions 864
Positions with Activity 2,232
Sold Out Positions 107
Total Mkt Value (in $ millions) 47,427

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

Sector Weighting

Basic Materials 3.48%
Capital Goods 5.02%
Conglomerates 0.28%
Consumer Cyclical 4.04%
Consumer/Non-Cyclical 6.76%
Energy 5.56%
Financial 17.75%
Healthcare 12.28%
Services 17.74%
Technology 17.82%
Transportation 3.53%
Utilities 3.66%

2,324 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ANTHEM INC COM 330,232 48,455 17.20 2,310,125
LOWES COS INC COM 328,116 52,379 19.00 4,748,427
GENERAL DYNAMICS CORP COM 315,372 61,305 24.13 2,199,094
JPMORGAN CHASE & CO COM 313,211 79,402 33.96 4,996,987
CISCO SYS INC COM 309,861 67,931 28.08 11,963,759
ELECTRONIC ARTS INC COM 303,036 81,764 36.95 4,606,107
BIOGEN INC COM 300,557 48,924 19.44 996,444
LYONDELLBASELL INDUSTRIES N V SHS - A - 287,090 -1,891 (0.66) 3,471,884
SPDR S&P 500 ETF TR TR UNIT 285,655 -12,265 (4.12) 1,460,778
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 276,974 -5,887 (2.08) 13,800,390
PROCTER & GAMBLE CO COM 266,483 39,928 17.62 3,810,715
GOLDMAN SACHS GROUP INC COM 263,599 144,019 120.44 1,424,399
WAL-MART STORES INC COM 262,598 98,996 60.51 4,048,693
PEPSICO INC COM 259,286 31,381 13.77 2,814,352
BEST BUY INC COM 257,262 40,409 18.63 7,006,051
ALLSTATE CORP COM 255,636 127,448 99.42 4,409,044
TRAVELERS COMPANIES INC COM 250,220 56,720 29.31 2,518,059
KROGER CO COM 242,354 119,395 97.10 7,010,520
WESTERN DIGITAL CORP COM 232,792 11,920 5.40 2,845,869
PUBLIC SVC ENTERPRISE GROUP COM 231,367 13,509 6.20 5,878,225