AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 2,566
New Positions 195
Increased Positions 1,112
Decreased Positions 1,376
Positions with Activity 2,488
Sold Out Positions 434
Total Mkt Value (in $ millions) 44,488

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

Sector Weighting

Basic Materials 4.21%
Capital Goods 4.77%
Conglomerates 0.25%
Consumer Cyclical 3.92%
Consumer/Non-Cyclical 6.63%
Energy 5.8%
Financial 16.48%
Healthcare 12.75%
Services 16.54%
Technology 19.77%
Transportation 3.19%
Utilities 4.27%

2,566 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 323,682 98,588 43.80 1,523,496
VALERO ENERGY CORP NEW COM 313,297 24,616 8.53 5,317,330
HOME DEPOT INC COM 311,171 50,449 19.35 2,773,607
AMGEN INC COM 285,103 139,123 95.30 1,811,903
LOWES COS INC COM 281,124 85,637 43.81 3,990,407
CISCO SYS INC COM 274,156 107,478 64.48 9,340,924
WESTERN DIGITAL CORP COM 267,936 -27,890 (9.43) 2,700,150
MARATHON PETE CORP COM 265,342 57,197 27.48 2,581,898
PROCTER & GAMBLE CO COM 257,009 87,972 52.04 3,239,741
EDWARDS LIFESCIENCES CORP COM 252,732 72,272 40.05 1,934,421
GENERAL DYNAMICS CORP COM 248,752 78,031 45.71 1,771,610
BERKSHIRE HATHAWAY INC DEL CL B NEW 248,121 28,497 12.98 1,714,252
JPMORGAN CHASE & CO COM 246,940 10,881 4.61 3,730,209
SKYWORKS SOLUTIONS INC COM 246,735 47,415 23.79 2,292,012
PEPSICO INC COM 240,101 27,476 12.92 2,473,737
PUBLIC SVC ENTERPRISE GROUP COM 238,282 26,475 12.50 5,535,002
UNITEDHEALTH GROUP INC COM 237,815 90,201 61.11 1,988,084
KIMBERLY CLARK CORP COM 228,058 12,632 5.86 2,078,354
EXXON MOBIL CORP COM 226,490 -8,829 (3.75) 2,661,150
AMERICAN ELEC PWR INC COM 223,632 -22,000 (8.96) 3,986,319