AQR CAPITAL MANAGEMENT LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$55.5T

Holdings

2,204

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (2,204 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
6,700,871$730.3B1.32%
2
MSFTMICROSOFT CORP
13,129,592$725.1B1.31%
3
PEGPUBLIC SVC ENTERPRISE GROUP
10,105,549$476.4B0.86%
4
PEPPEPSICO INC
4,629,682$474.4B0.86%
5
GOOGLALPHABET INC
551,415$420.7B0.76%
6
UNHUNITEDHEALTH GROUP INC
3,210,959$413.9B0.75%
7
TSMTAIWAN SEMICONDUCTOR MFG LTD
15,109,364$395.9B0.71%
8
PGPROCTER & GAMBLE CO
4,734,305$389.7B0.70%
9
PNCPNC FINL SVCS GROUP INC
4,522,990$382.5B0.69%
10
JNJJOHNSON & JOHNSON
3,426,656$370.8B0.67%
11
CSCOCISCO SYS INC
12,822,958$365.1B0.66%
12
WMTWAL-MART STORES INC
5,299,371$363.0B0.65%
13
DALDELTA AIR LINES INC DEL
7,320,029$356.3B0.64%
14
AEPAMERICAN ELEC PWR INC
5,280,240$350.6B0.63%
15
NOCNORTHROP GRUMMAN CORP
1,763,688$349.0B0.63%
16
ALSALLSTATE CORP
4,926,703$331.9B0.60%
17
UALUNITED CONTL HLDGS INC
5,531,447$331.1B0.60%
18
WFCWELLS FARGO & CO NEW
6,669,223$322.5B0.58%
19
AMZNAMAZON COM INC
540,278$320.7B0.58%
20
LOWLOWES COS INC
4,102,658$310.8B0.56%
21
VLOVALERO ENERGY CORP NEW
4,815,409$308.9B0.56%
22
NKENIKE INC
4,895,185$300.9B0.54%
23
TRVTRAVELERS COMPANIES INC
2,577,165$300.8B0.54%
24
HDHOME DEPOT INC
2,228,460$297.3B0.54%
25
BACVERIZON COMMUNICATIONS INC
5,348,935$289.3B0.52%
26
METAFACEBOOK INC
2,508,116$286.2B0.52%
27
LYBLYONDELLBASELL INDUSTRIES N
3,331,259$285.1B0.51%
28
TSNTYSON FOODS INC
4,165,228$277.7B0.50%
29
GDGENERAL DYNAMICS CORP
2,112,426$277.5B0.50%
30
GILDGILEAD SCIENCES INC
2,991,149$274.8B0.50%
31
TESORO CORP
3,167,804$272.5B0.49%
32
KMBKIMBERLY CLARK CORP
2,018,444$271.5B0.49%
33
ELVANTHEM INC
1,937,367$269.3B0.49%
34
MPCMARATHON PETE CORP
7,129,416$265.1B0.48%
35
CCLCARNIVAL CORP
4,897,718$258.5B0.47%
36
JPMJPMORGAN CHASE & CO
4,339,886$257.0B0.46%
37
EDCONSOLIDATED EDISON INC
3,315,698$254.0B0.46%
38
INFYINFOSYS LTD
13,338,387$253.7B0.46%
39
EBAEBAY INC
10,517,805$251.0B0.45%
40
AETNA INC NEW
2,204,194$247.6B0.45%
41
PFEPFIZER INC
8,087,377$239.7B0.43%
42
INTCINTEL CORP
7,288,409$235.8B0.42%
43
BRK/BBERKSHIRE HATHAWAY INC DEL
1,659,878$235.5B0.42%
44
GOOGALPHABET INC
311,601$232.1B0.42%
45
TAT&T INC
5,915,465$231.7B0.42%
46
DR PEPPER SNAPPLE GROUP INC
2,572,894$230.1B0.41%
47
DRIDARDEN RESTAURANTS INC
3,431,398$227.5B0.41%
48
MRKMERCK & CO INC NEW
4,244,246$224.6B0.40%
49
YUMYUM BRANDS INC
2,729,519$223.4B0.40%
50
MOALTRIA GROUP INC
3,440,634$215.6B0.39%
51
AIGAMERICAN INTL GROUP INC
3,837,731$207.4B0.37%
52
CAGCONAGRA FOODS INC
4,637,358$206.9B0.37%
53
PNWPINNACLE WEST CAP CORP
2,752,200$206.6B0.37%
54
MASMASCO CORP
6,558,958$206.3B0.37%
55
IWVISHARES TR
1,684,468$203.6B0.37%
56
RTN1USDRAYTHEON CO
1,655,264$203.0B0.37%
57
TRVCCITIGROUP INC
4,795,020$200.2B0.36%
58
AIZASSURANT INC
2,574,611$198.6B0.36%
59
HFCUSDHOLLYFRONTIER CORP
5,588,217$197.4B0.36%
60
HIIHUNTINGTON INGALLS INDS INC
1,434,286$196.4B0.35%
61
DHID R HORTON INC
6,446,076$194.9B0.35%
62
PCGPG&E CORP
3,201,041$191.2B0.34%
63
AMGNAMGEN INC
1,272,623$190.8B0.34%
64
CTXSEURCITRIX SYS INC
2,422,670$190.4B0.34%
65
MDLZMONDELEZ INTL INC
4,708,915$188.9B0.34%
66
EFXEQUIFAX INC
1,617,452$184.9B0.33%
67
ABGAMERISOURCEBERGEN CORP
2,108,229$182.5B0.33%
68
REEVEREST RE GROUP LTD
920,854$181.8B0.33%
69
HCAHCA HOLDINGS INC
2,299,273$179.5B0.32%
70
BBYBEST BUY INC
5,493,645$178.2B0.32%
71
ADMARCHER DANIELS MIDLAND CO
4,896,328$177.8B0.32%
72
7HPHP INC
14,390,123$177.3B0.32%
73
MCKMCKESSON CORP
1,125,008$176.9B0.32%
74
CMCSACOMCAST CORP NEW
2,893,978$176.8B0.32%
75
S9QSPIRIT AEROSYSTEMS HLDGS INC
3,843,495$174.3B0.31%
76
COFCAPITAL ONE FINL CORP
2,488,202$172.5B0.31%
77
GMGENERAL MTRS CO
5,481,434$172.3B0.31%
78
KRKROGER CO
4,475,500$171.2B0.31%
79
ABTABBOTT LABS
4,063,594$170.0B0.31%
80
WMWASTE MGMT INC DEL
2,867,479$169.2B0.30%
81
TSSTOTAL SYS SVCS INC
3,534,881$168.2B0.30%
82
EWEDWARDS LIFESCIENCES CORP
1,900,952$167.7B0.30%
83
GISGENERAL MLS INC
2,640,995$167.3B0.30%
84
DYHTARGET CORP
2,007,084$165.1B0.30%
85
GTGOODYEAR TIRE & RUBR CO
4,981,635$164.3B0.30%
86
DOW CHEM CO
3,196,387$162.6B0.29%
87
MRVLMARVELL TECHNOLOGY GROUP LTD
15,513,265$159.9B0.29%
88
PEOEXELON CORP
4,438,869$159.2B0.29%
89
BCRUSDBARD C R INC
767,274$155.5B0.28%
90
ORCLORACLE CORP
3,796,123$155.3B0.28%
91
DOXAMDOCS LTD
2,561,044$154.7B0.28%
92
ACNACCENTURE PLC IRELAND
1,327,264$153.2B0.28%
93
LUVSOUTHWEST AIRLS CO
3,416,513$153.1B0.28%
94
PSXPHILLIPS 66
1,740,459$150.7B0.27%
95
XOMEXXON MOBIL CORP
1,802,332$150.7B0.27%
96
BROCADE COMMUNICATIONS SYS I
13,922,035$147.3B0.27%
97
RDYDR REDDYS LABS LTD
3,231,118$146.0B0.26%
98
SUNTRUST BKS INC
4,037,553$145.7B0.26%
99
AVTAVNET INC
3,287,380$145.6B0.26%
100
UTHUNITED THERAPEUTICS CORP DEL
1,306,847$145.6B0.26%
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