AQR CAPITAL MANAGEMENT LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 2,622
New Positions 211
Increased Positions 1,289
Decreased Positions 1,059
Positions with Activity 2,348
Sold Out Positions 192
Total Mkt Value (in $ millions) 31,563

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

Sector Weighting

Basic Materials 3.73%
Capital Goods 4.6%
Conglomerates 0.1%
Consumer Cyclical 2.94%
Consumer/Non-Cyclical 6.06%
Energy 8.07%
Financial 16.02%
Healthcare 12.76%
Services 20.43%
Technology 17.9%
Transportation 2.13%
Utilities 3.53%

2,622 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CRITEO S A SPONS ADS 3,154 3,154 New 105,000
BGC PARTNERS INC CL A 3,149 1,531 94.63 394,144
NACCO INDS INC CL A 3,147 -477 (13.17) 60,453
MOVADO GROUP INC COM 3,146 -207 (6.18) 77,438
NVR INC COM 3,145 -1,573 (33.33) 2,800
SUNPOWER CORP COM 3,142 -2,102 (40.08) 82,155
ADVANCED ENERGY INDS COM 3,134 -1,509 (32.5) 183,598
BLACKROCK INCOME OPP TRUST INC COM 3,134 16 .52 296,497
SUNCOR ENERGY INC NEW COM 3,133 444 16.51 74,800
CPFL ENERGIA S A SPONSORED ADR 3,124 New 172,784
IDT CORP CL B NEW 3,119 616 24.59 192,550
PMC-SIERRA INC COM 3,107 -802 (20.52) 452,906
CITY NATL CORP COM 3,103 905 41.15 40,131
METHANEX CORP COM 3,088 2,678 654.33 47,500
WASHINGTON FED INC COM 3,074 16 .54 142,862
UNIFIRST CORP MASS COM 3,049 -405 (11.72) 30,889
BRAVO BRIO RESTAURANT GROUP IN COM 3,034 627 26.07 198,300
RANGE RES CORP COM 3,032 3,032 New 39,861
CONTINENTAL RESOURCES INC COM 3,028 114 3.93 20,157
TICC CAPITAL CORP COM 3,017 -47 (1.54) 313,659