A total of 248,230 first parity Northeast USDA DHIA records of Holstein cows calving from 1987 to 1994, daughters from 588 sires in 3,042 herds were used to evaluate genotype by environment interactions of mature equivalent milk yield (MEM), conception rate at first service (CRFS) and lactation mean somatic cell score (LMSCS), using a multiple trait linear model approach. Herds were classified into low and high level of management using three different criteria. High level herds had higher MEM and body weight at first calving means than low level herds, while the low level herds had higher CRFS, LMSCS, and age at first calving means than high level herds. Genetic parameters were estimated using multiple trait linear mixed models and multiple trait derivative free software (MTDFREML). For the complete data set heritabilities for MEM, LMSCS, and CRFS were estimated in .276, .103, and .015, respectively. Heritabilities and genetic and phenotypic correlations were consistent regardless of the classification criteria. For low level, heritabilities for MEM, LMSCS, and CRFS averaged .232, .101, and .020, while for high level they averaged .283, .097, and .009. For low level, genetic (and phenotypic) correlations between MEM and LMSCS, MEM and CRFS, LMSCS and CRFS averaged .247, -.407, and -.228, (-.055, -.174, and -.037), while for high level they averaged .178, -.304, and -.139, (-.089, -.171, and -.034). The genetic correlation between low and high management levels for MEM, LMSCS, and CRFS averaged .972, .972, and .949. The genetic correlation between pairs of traits were consistently lower in high than in low management groups, indicating a genotype by environment interaction. These changes are all in a positive direction, suggesting that differences of management between two levels reduces the genetic negative association between the traits considered. Given the magnitude of differences in the expected correlated responses in LMSCS and CRFS in the two levels of management, in order to achieve, in breeding programs, the same genetic goal of increasing milk yield, at the same time that reducing the rate of deterioration of CRFS, and reducing the increase of LMSCS, the relative weight of CRFS and LMSCS in selection indexes, would be smaller in well managed herds than in poor managed herds.