AQR CAPITAL MANAGEMENT LLC Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$99.3T

Holdings

2,309

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (2,309 positions)

#StockSharesValue% PortfolioType
1
METAFACEBOOK INC
8,816,839$1.7T1.75%
2
MSFTMICROSOFT CORP
16,828,950$1.7T1.69%
3
AAPLAPPLE INC
8,354,213$1.6T1.57%
4
AMZNAMAZON COM INC
823,670$1.4T1.43%
5
RTN1USDRAYTHEON CO
5,544,226$1.1T1.08%
6
INTCINTEL CORP
20,867,827$1.0T1.05%
7
PEOEXELON CORP
23,998,196$1.0T1.03%
8
LYBLYONDELLBASELL INDUSTRIES N
9,225,331$1.0T1.03%
9
HUMHUMANA INC
3,209,551$958.8B0.97%
10
GOOGLALPHABET INC
760,755$866.8B0.87%
11
MUMICRON TECHNOLOGY INC
16,261,111$860.7B0.87%
12
VLOVALERO ENERGY CORP NEW
7,589,671$848.5B0.85%
13
BABOEING CO
2,490,353$835.5B0.84%
14
BIIBBIOGEN INC
2,840,495$824.4B0.83%
15
WMTWALMART INC
9,600,178$824.1B0.83%
16
ALSALLSTATE CORP
8,783,852$803.2B0.81%
17
EDCONSOLIDATED EDISON INC
9,331,770$727.7B0.73%
18
BKNGBOOKING HLDGS INC
350,117$710.1B0.72%
19
AWMSKYWORKS SOLUTIONS INC
7,155,083$698.3B0.70%
20
ELVANTHEM INC
2,903,965$693.1B0.70%
21
BABAALIBABA GROUP HLDG LTD
3,660,288$679.1B0.68%
22
NOCNORTHROP GRUMMAN CORP
2,156,023$665.9B0.67%
23
BBYBEST BUY INC
8,753,530$661.4B0.67%
24
ADBEADOBE SYS INC
2,649,468$646.0B0.65%
25
IBMINTERNATIONAL BUSINESS MACHS
4,559,486$641.5B0.65%
26
JPMJPMORGAN CHASE & CO
6,129,944$638.7B0.64%
27
UNHUNITEDHEALTH GROUP INC
2,587,662$635.0B0.64%
28
GILDGILEAD SCIENCES INC
8,890,111$629.8B0.63%
29
CICIGNA CORPORATION
3,682,290$627.3B0.63%
30
JNJJOHNSON & JOHNSON
5,132,078$622.7B0.63%
31
TXNTEXAS INSTRS INC
5,429,949$601.5B0.61%
32
AFLAFLAC INC
13,627,959$589.8B0.59%
33
TSMTAIWAN SEMICONDUCTOR MFG LTD
16,058,591$587.1B0.59%
34
ORCLORACLE CORP
13,108,371$577.6B0.58%
35
ELLAUDER ESTEE COS INC
3,831,136$551.4B0.56%
36
PFEPFIZER INC
14,450,458$525.8B0.53%
37
AMATAPPLIED MATLS INC
11,006,357$511.2B0.51%
38
GOOGALPHABET INC
457,134$510.0B0.51%
39
BAXBAXTER INTL INC
6,787,947$502.1B0.51%
40
NVDANVIDIA CORP
2,037,443$482.7B0.49%
41
EBAEBAY INC
13,258,655$480.8B0.48%
42
KSSKOHLS CORP
6,443,447$478.2B0.48%
43
CSCOCISCO SYS INC
10,985,977$475.8B0.48%
44
TSNTYSON FOODS INC
6,827,261$470.1B0.47%
45
MICHAEL KORS HLDGS LTD
6,910,592$467.2B0.47%
46
HFCUSDHOLLYFRONTIER CORP
6,572,843$453.9B0.46%
47
HIIHUNTINGTON INGALLS INDS INC
2,054,389$445.4B0.45%
48
DRIDARDEN RESTAURANTS INC
4,117,586$444.5B0.45%
49
FDXFEDEX CORP
1,936,432$441.8B0.45%
50
BRK/BBERKSHIRE HATHAWAY INC DEL
2,350,493$438.7B0.44%
51
S9QSPIRIT AEROSYSTEMS HLDGS INC
5,093,851$437.6B0.44%
52
CNCCENTENE CORP DEL
3,482,086$435.7B0.44%
53
WMWASTE MGMT INC DEL
5,334,531$433.9B0.44%
54
LRCXEURLAM RESEARCH CORP
2,412,698$419.4B0.42%
55
LEALEAR CORP
2,214,564$416.9B0.42%
56
NEENEXTERA ENERGY INC
2,492,238$416.3B0.42%
57
HDHOME DEPOT INC
2,038,290$397.7B0.40%
58
MRKMERCK & CO INC
6,491,913$394.1B0.40%
59
AMGNAMGEN INC
2,134,069$393.9B0.40%
60
ABBVABBVIE INC
4,062,057$379.8B0.38%
61
DYHTARGET CORP
4,884,421$374.0B0.38%
62
WDCWESTERN DIGITAL CORP
4,697,549$364.2B0.37%
63
CMECME GROUP INC
2,178,077$358.2B0.36%
64
EAELECTRONIC ARTS INC
2,458,573$349.7B0.35%
65
REEVEREST RE GROUP LTD
1,503,116$346.4B0.35%
66
NFLXNETFLIX INC
868,253$344.1B0.35%
67
GDGENERAL DYNAMICS CORP
1,837,509$344.0B0.35%
68
TRVTRAVELERS COMPANIES INC
2,763,863$339.5B0.34%
69
MCKMCKESSON CORP
2,471,187$330.6B0.33%
70
RHIROBERT HALF INTL INC
5,025,893$329.9B0.33%
71
A4SAMERIPRISE FINL INC
2,330,258$328.3B0.33%
72
LMTLOCKHEED MARTIN CORP
1,105,177$326.5B0.33%
73
COPCONOCOPHILLIPS
4,644,663$326.4B0.33%
74
XOMEXXON MOBIL CORP
3,942,086$326.1B0.33%
75
PEPPEPSICO INC
2,960,160$322.3B0.32%
76
STZCONSTELLATION BRANDS INC
1,466,421$321.0B0.32%
77
WCGEURWELLCARE HEALTH PLANS INC
1,297,044$320.7B0.32%
78
IACIEURIAC INTERACTIVECORP
2,074,742$317.4B0.32%
79
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
3,941,014$314.6B0.32%
80
HONHONEYWELL INTL INC
2,177,622$314.2B0.32%
81
AKAMAKAMAI TECHNOLOGIES INC
4,245,543$311.2B0.31%
82
PNCPNC FINL SVCS GROUP INC
2,201,730$297.5B0.30%
83
MPCMARATHON PETE CORP
4,169,476$295.5B0.30%
84
BMYBRISTOL MYERS SQUIBB CO
5,208,325$288.2B0.29%
85
INTUINTUIT
1,392,680$286.5B0.29%
86
FCXFREEPORT-MCMORAN INC
16,263,863$280.7B0.28%
87
L3 TECHNOLOGIES INC
1,451,290$279.3B0.28%
88
AEEAMEREN CORP
4,565,385$277.8B0.28%
89
RGAREINSURANCE GROUP AMER INC
2,066,409$276.7B0.28%
90
IQVIQVIA HLDGS INC
2,719,059$273.4B0.28%
91
LULULULULEMON ATHLETICA INC
2,141,800$271.2B0.27%
92
STLAFIAT CHRYSLER AUTOMOBILES N
14,192,436$270.7B0.27%
93
CVXCHEVRON CORP NEW
2,118,750$269.8B0.27%
94
DXCDXC TECHNOLOGY CO
3,315,907$267.3B0.27%
95
ACNACCENTURE PLC IRELAND
1,624,729$265.8B0.27%
96
LUVSOUTHWEST AIRLS CO
5,123,639$260.7B0.26%
97
TJXTJX COS INC NEW
2,680,963$257.0B0.26%
98
LVSLAS VEGAS SANDS CORP
3,353,476$256.2B0.26%
99
FNFFIDELITY NATIONAL FINANCIAL
6,724,932$253.0B0.25%
100
VVISA INC
1,891,112$250.5B0.25%
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