AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 2,582
New Positions 159
Increased Positions 1,193
Decreased Positions 1,140
Positions with Activity 2,333
Sold Out Positions 180
Total Mkt Value (in $ millions) 35,038

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

Sector Weighting

Basic Materials 3.93%
Capital Goods 4.85%
Conglomerates 0.09%
Consumer Cyclical 2.93%
Consumer/Non-Cyclical 5.81%
Energy 10%
Financial 14.51%
Healthcare 12.78%
Services 18.54%
Technology 18.46%
Transportation 2.11%
Utilities 3.7%

2,582 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CIMAREX ENERGY CO COM 126,166 15,851 14.37 869,151
NVIDIA CORP COM 124,189 19,780 18.95 6,385,025
PEPCO HOLDINGS INC COM 122,498 121,839 18,497.31 4,444,758
LILLY ELI & CO COM 121,969 -18,782 (13.34) 1,918,959
VALERO ENERGY CORP NEW COM 119,520 31,788 36.23 2,207,602
GOOGLE INC CL C 119,093 -68,780 (36.61) 208,351
TRAVELERS COMPANIES INC COM 114,907 -21,395 (15.7) 1,213,255
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 114,554 19,240 20.19 5,470,582
ASSURANT INC COM 114,070 848 .75 1,708,907
MARATHON OIL CORP COM 113,030 1,547 1.39 2,711,205
GAP INC DEL COM 112,895 -4,240 (3.62) 2,446,254
UNITEDHEALTH GROUP INC COM 110,801 8,685 8.51 1,278,275
PROTECTIVE LIFE CORP COM 110,694 76,031 219.35 1,595,009
WHITING PETE CORP NEW COM 110,006 21,164 23.82 1,187,203
BEST BUY INC COM 108,435 10,495 10.72 3,400,290
AMERIPRISE FINL INC COM 107,798 10,337 10.61 857,176
DTE ENERGY CO COM 107,331 5,282 5.18 1,371,644
3M CO COM 106,904 1,015 .96 742,387
ALLERGAN INC COM 104,998 81,085 339.08 641,484
PNC FINL SVCS GROUP INC COM 104,792 12,348 13.36 1,236,481