AQR CAPITAL MANAGEMENT LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$75.6T

Holdings

2,188

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (2,188 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
6,938,391$999.3B1.32%
2
MSFTMICROSOFT CORP
13,384,388$922.6B1.22%
3
WMTWAL-MART STORES INC
9,365,791$708.8B0.94%
4
EBAEBAY INC
18,922,240$660.8B0.87%
5
JNJJOHNSON & JOHNSON
4,914,214$650.1B0.86%
6
JPMJPMORGAN CHASE & CO
6,879,743$628.8B0.83%
7
UNHUNITEDHEALTH GROUP INC
3,337,008$618.7B0.82%
8
GILDGILEAD SCIENCES INC
8,731,680$618.0B0.82%
9
ELVANTHEM INC
3,068,530$577.3B0.76%
10
ALSALLSTATE CORP
6,400,734$566.1B0.75%
11
BABAALIBABA GROUP HLDG LTD
3,884,259$547.3B0.72%
12
PGPROCTER AND GAMBLE CO
6,138,798$535.0B0.71%
13
MRKMERCK & CO INC
8,317,735$533.1B0.71%
14
PNCPNC FINL SVCS GROUP INC
4,190,040$523.2B0.69%
15
GOOGLALPHABET INC
561,564$522.1B0.69%
16
BABOEING CO
2,532,571$500.8B0.66%
17
AMZNAMAZON COM INC
517,252$500.7B0.66%
18
UALUNITED CONTL HLDGS INC
6,611,803$497.5B0.66%
19
PFEPFIZER INC
14,632,176$491.5B0.65%
20
TRVTRAVELERS COMPANIES INC
3,773,565$477.5B0.63%
21
TSMTAIWAN SEMICONDUCTOR MFG LTD
13,398,911$468.4B0.62%
22
NOCNORTHROP GRUMMAN CORP
1,820,203$467.3B0.62%
23
INTCINTEL CORP
13,746,088$463.8B0.61%
24
RTN1USDRAYTHEON CO
2,852,747$460.7B0.61%
25
AETNA INC NEW
3,009,090$456.9B0.60%
26
AMATAPPLIED MATLS INC
10,694,943$441.8B0.58%
27
AFLAFLAC INC
5,599,360$435.0B0.58%
28
AEPAMERICAN ELEC PWR INC
6,046,348$420.0B0.56%
29
DTEDTE ENERGY CO
3,842,316$406.5B0.54%
30
PEPPEPSICO INC
3,388,015$391.3B0.52%
31
HIIHUNTINGTON INGALLS INDS INC
2,099,184$390.8B0.52%
32
WMWASTE MGMT INC DEL
5,201,797$381.6B0.50%
33
DALDELTA AIR LINES INC DEL
6,967,438$374.4B0.50%
34
HUMHUMANA INC
1,549,624$372.9B0.49%
35
TSNTYSON FOODS INC
5,896,005$369.3B0.49%
36
LYBLYONDELLBASELL INDUSTRIES N
4,335,015$365.8B0.48%
37
WCGEURWELLCARE HEALTH PLANS INC
2,023,417$363.3B0.48%
38
METAFACEBOOK INC
2,388,644$360.6B0.48%
39
REEVEREST RE GROUP LTD
1,398,597$356.1B0.47%
40
IBMINTERNATIONAL BUSINESS MACHS
2,313,115$355.8B0.47%
41
BIIBBIOGEN INC
1,304,659$354.0B0.47%
42
BAXBAXTER INTL INC
5,707,805$345.6B0.46%
43
CSCOCISCO SYS INC
11,016,301$344.8B0.46%
44
PEGPUBLIC SVC ENTERPRISE GROUP
7,957,357$342.2B0.45%
45
SUNTRUST BKS INC
6,032,503$342.2B0.45%
46
LUVSOUTHWEST AIRLS CO
5,466,644$339.7B0.45%
47
EDCONSOLIDATED EDISON INC
4,101,511$331.5B0.44%
48
HPEHEWLETT PACKARD ENTERPRISE C
19,772,523$328.0B0.43%
49
STLAFIAT CHRYSLER AUTOMOBILES N
30,435,330$320.4B0.42%
50
TXNTEXAS INSTRS INC
4,104,692$315.8B0.42%
51
GOOGALPHABET INC
341,656$310.5B0.41%
52
DISDISNEY WALT CO
2,912,478$309.5B0.41%
53
IRINGERSOLL-RAND PLC
3,382,006$309.1B0.41%
54
PCGPG&E CORP
4,584,339$304.3B0.40%
55
LEALEAR CORP
2,113,823$300.3B0.40%
56
BRK/BBERKSHIRE HATHAWAY INC DEL
1,744,717$295.5B0.39%
57
BBYBEST BUY INC
5,096,040$292.2B0.39%
58
WFCWELLS FARGO CO NEW
5,187,569$287.4B0.38%
59
7HPHP INC
16,393,653$286.6B0.38%
60
EIXEDISON INTL
3,663,425$286.4B0.38%
61
UTHUNITED THERAPEUTICS CORP DEL
2,189,201$284.0B0.38%
62
TAT&T INC
7,512,640$283.5B0.38%
63
L3 TECHNOLOGIES INC
1,695,699$283.3B0.37%
64
MUMICRON TECHNOLOGY INC
9,097,550$271.7B0.36%
65
CNCCENTENE CORP DEL
3,392,160$271.0B0.36%
66
PEOEXELON CORP
7,449,121$268.7B0.36%
67
DHID R HORTON INC
7,747,972$267.8B0.35%
68
ADMARCHER DANIELS MIDLAND CO
6,453,716$267.1B0.35%
69
AMGNAMGEN INC
1,537,996$264.9B0.35%
70
DFSEURDISCOVER FINL SVCS
4,210,124$261.8B0.35%
71
AEEAMEREN CORP
4,756,583$260.0B0.34%
72
CMICUMMINS INC
1,562,210$253.4B0.34%
73
GMGENERAL MTRS CO
7,007,746$244.8B0.32%
74
DRIDARDEN RESTAURANTS INC
2,643,647$239.1B0.32%
75
COFCAPITAL ONE FINL CORP
2,883,962$238.3B0.32%
76
RGAREINSURANCE GROUP AMER INC
1,799,391$231.0B0.31%
77
S9QSPIRIT AEROSYSTEMS HLDGS INC
3,983,521$230.8B0.31%
78
CICIGNA CORPORATION
1,375,954$230.3B0.30%
79
URIUNITED RENTALS INC
1,989,033$224.2B0.30%
80
BACVERIZON COMMUNICATIONS INC
4,947,968$221.0B0.29%
81
INGRINGREDION INC
1,851,940$220.8B0.29%
82
PNWPINNACLE WEST CAP CORP
2,565,414$218.5B0.29%
83
AWMSKYWORKS SOLUTIONS INC
2,247,124$215.6B0.29%
84
LMTLOCKHEED MARTIN CORP
774,521$215.0B0.28%
85
MCKMCKESSON CORP
1,295,670$213.2B0.28%
86
OCOWENS CORNING NEW
3,154,068$211.1B0.28%
87
HDHOME DEPOT INC
1,370,819$210.3B0.28%
88
MANMANPOWERGROUP INC
1,844,241$205.9B0.27%
89
UNMUNUM GROUP
4,408,649$205.6B0.27%
90
UNPUNION PAC CORP
1,882,929$205.1B0.27%
91
IWVISHARES TR
1,407,579$202.7B0.27%
92
CMCSACOMCAST CORP NEW
5,202,916$202.5B0.27%
93
CAGCONAGRA BRANDS INC
5,657,639$202.3B0.27%
94
OSKOSHKOSH CORP
2,902,170$199.9B0.26%
95
UGIUGI CORP NEW
4,041,249$195.6B0.26%
96
ORCLORACLE CORP
3,900,844$195.6B0.26%
97
BACBANK AMER CORP
8,046,420$195.2B0.26%
98
USBUS BANCORP DEL
3,732,585$193.8B0.26%
99
MOALTRIA GROUP INC
2,558,854$190.6B0.25%
100
AIZASSURANT INC
1,835,631$190.3B0.25%
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