AQR CAPITAL MANAGEMENT LLC Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$65.3T
Holdings
2,243
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (2,243 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MSFTMICROSOFT CORP | 14,102,186 | $812.3B | 1.24% | |
| 2 | AAPLAPPLE INC | 6,443,580 | $728.4B | 1.12% | |
| 3 | PGPROCTER AND GAMBLE CO | 7,521,117 | $675.0B | 1.03% | |
| 4 | JNJJOHNSON & JOHNSON | 5,668,755 | $669.7B | 1.03% | |
| 5 | TSNTYSON FOODS INC | 7,621,531 | $569.1B | 0.87% | |
| 6 | WMTWAL-MART STORES INC | 7,120,799 | $513.6B | 0.79% | |
| 7 | PEPPEPSICO INC | 4,687,783 | $509.9B | 0.78% | |
| 8 | PNCPNC FINL SVCS GROUP INC | 5,460,812 | $492.0B | 0.75% | |
| 9 | 7HPHP INC | 30,105,174 | $467.5B | 0.72% | |
| 10 | INTCINTEL CORP | 12,213,791 | $461.1B | 0.71% | |
| 11 | AMZNAMAZON COM INC | 547,459 | $458.4B | 0.70% | |
| 12 | GOOGLALPHABET INC | 548,238 | $440.8B | 0.67% | |
| 13 | UNHUNITEDHEALTH GROUP INC | 3,122,299 | $437.1B | 0.67% | |
| 14 | METAFACEBOOK INC | 3,341,536 | $428.6B | 0.66% | |
| 15 | CSCOCISCO SYS INC | 13,335,131 | $423.0B | 0.65% | |
| 16 | AMATAPPLIED MATLS INC | 14,006,849 | $422.3B | 0.65% | |
| 17 | AEPAMERICAN ELEC PWR INC | 6,495,516 | $417.1B | 0.64% | |
| 18 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 12,980,312 | $397.1B | 0.61% | |
| 19 | UALUNITED CONTL HLDGS INC | 7,399,580 | $388.3B | 0.59% | |
| 20 | NOCNORTHROP GRUMMAN CORP | 1,774,747 | $379.7B | 0.58% | |
| 21 | BABAALIBABA GROUP HLDG LTD | 3,578,456 | $378.6B | 0.58% | |
| 22 | XOMEXXON MOBIL CORP | 4,259,100 | $371.7B | 0.57% | |
| 23 | PEGPUBLIC SVC ENTERPRISE GROUP | 8,865,296 | $371.2B | 0.57% | |
| 24 | EBAEBAY INC | 11,126,945 | $366.1B | 0.56% | |
| 25 | RTN1USDRAYTHEON CO | 2,622,193 | $357.0B | 0.55% | |
| 26 | ALSALLSTATE CORP | 5,146,873 | $356.1B | 0.55% | |
| 27 | BACVERIZON COMMUNICATIONS INC | 6,371,298 | $331.2B | 0.51% | |
| 28 | ELVANTHEM INC | 2,634,373 | $330.1B | 0.51% | |
| 29 | PFEPFIZER INC | 9,739,807 | $329.9B | 0.50% | |
| 30 | GILDGILEAD SCIENCES INC | 4,160,859 | $329.2B | 0.50% | |
| 31 | TAT&T INC | 8,022,597 | $325.8B | 0.50% | |
| 32 | MRKMERCK & CO INC | 5,121,107 | $319.6B | 0.49% | |
| 33 | FEFIRSTENERGY CORP | 9,479,580 | $313.6B | 0.48% | |
| 34 | ETRENTERGY CORP NEW | 4,008,144 | $307.5B | 0.47% | |
| 35 | TRVTRAVELERS COMPANIES INC | 2,663,480 | $305.1B | 0.47% | |
| 36 | LEALEAR CORP | 2,511,519 | $304.4B | 0.47% | |
| 37 | QCOMQUALCOMM INC | 4,300,707 | $294.6B | 0.45% | |
| 38 | GMGENERAL MTRS CO | 9,141,891 | $290.4B | 0.44% | |
| 39 | WMWASTE MGMT INC DEL | 4,546,404 | $289.9B | 0.44% | |
| 40 | WFCWELLS FARGO & CO NEW | 6,522,838 | $288.8B | 0.44% | |
| 41 | GOOGALPHABET INC | 360,240 | $280.0B | 0.43% | |
| 42 | —L-3 COMMUNICATIONS HLDGS INC | 1,829,272 | $275.7B | 0.42% | |
| 43 | EDCONSOLIDATED EDISON INC | 3,657,206 | $275.4B | 0.42% | |
| 44 | JPMJPMORGAN CHASE & CO | 4,128,552 | $274.9B | 0.42% | |
| 45 | AEEAMEREN CORP | 5,551,115 | $273.0B | 0.42% | |
| 46 | BRK/BBERKSHIRE HATHAWAY INC DEL | 1,843,125 | $266.3B | 0.41% | |
| 47 | PNWPINNACLE WEST CAP CORP | 3,425,171 | $260.3B | 0.40% | |
| 48 | ADMARCHER DANIELS MIDLAND CO | 6,150,138 | $259.4B | 0.40% | |
| 49 | KMBKIMBERLY CLARK CORP | 2,043,714 | $257.8B | 0.39% | |
| 50 | LUVSOUTHWEST AIRLS CO | 6,598,819 | $256.6B | 0.39% | |
| 51 | LYBLYONDELLBASELL INDUSTRIES N | 3,113,961 | $251.2B | 0.38% | |
| 52 | —TESORO CORP | 3,154,909 | $251.0B | 0.38% | |
| 53 | HIIHUNTINGTON INGALLS INDS INC | 1,597,155 | $245.0B | 0.38% | |
| 54 | —AETNA INC NEW | 2,111,285 | $243.7B | 0.37% | |
| 55 | INFYINFOSYS LTD | 15,335,544 | $242.0B | 0.37% | |
| 56 | BAXBAXTER INTL INC | 5,077,842 | $241.7B | 0.37% | |
| 57 | —SUNTRUST BKS INC | 5,475,631 | $239.8B | 0.37% | |
| 58 | VLOVALERO ENERGY CORP NEW | 4,503,200 | $238.7B | 0.37% | |
| 59 | CAGCONAGRA FOODS INC | 5,024,555 | $236.7B | 0.36% | |
| 60 | HDHOME DEPOT INC | 1,800,595 | $231.7B | 0.35% | |
| 61 | —DR PEPPER SNAPPLE GROUP INC | 2,507,121 | $228.9B | 0.35% | |
| 62 | BIIBBIOGEN INC | 722,604 | $226.2B | 0.35% | |
| 63 | PCGPG&E CORP | 3,564,927 | $218.1B | 0.33% | |
| 64 | CMICUMMINS INC | 1,690,346 | $216.6B | 0.33% | |
| 65 | GDGENERAL DYNAMICS CORP | 1,392,582 | $216.1B | 0.33% | |
| 66 | BBYBEST BUY INC | 5,653,959 | $215.9B | 0.33% | |
| 67 | —DOW CHEM CO | 4,157,996 | $215.5B | 0.33% | |
| 68 | MOALTRIA GROUP INC | 3,407,169 | $215.4B | 0.33% | |
| 69 | IWVISHARES TR | 1,680,558 | $215.4B | 0.33% | |
| 70 | INGRINGREDION INC | 1,618,814 | $215.4B | 0.33% | |
| 71 | CTXSEURCITRIX SYS INC | 2,515,170 | $214.3B | 0.33% | |
| 72 | DHID R HORTON INC | 6,843,677 | $206.7B | 0.32% | |
| 73 | DALDELTA AIR LINES INC DEL | 5,206,737 | $204.9B | 0.31% | |
| 74 | MASMASCO CORP | 5,799,366 | $199.0B | 0.30% | |
| 75 | TXNTEXAS INSTRS INC | 2,719,585 | $190.9B | 0.29% | |
| 76 | UTHUNITED THERAPEUTICS CORP DEL | 1,583,857 | $187.0B | 0.29% | |
| 77 | ORCLORACLE CORP | 4,707,935 | $184.9B | 0.28% | |
| 78 | —MICHAEL KORS HLDGS LTD | 3,897,673 | $182.4B | 0.28% | |
| 79 | RSGREPUBLIC SVCS INC | 3,602,592 | $181.8B | 0.28% | |
| 80 | DTEDTE ENERGY CO | 1,931,421 | $180.9B | 0.28% | |
| 81 | PEOEXELON CORP | 5,417,424 | $180.3B | 0.28% | |
| 82 | BABOEING CO | 1,357,942 | $178.9B | 0.27% | |
| 83 | CMCSACOMCAST CORP NEW | 2,675,112 | $177.5B | 0.27% | |
| 84 | REEVEREST RE GROUP LTD | 927,379 | $176.2B | 0.27% | |
| 85 | MMM3M CO | 999,413 | $176.1B | 0.27% | |
| 86 | IBMINTERNATIONAL BUSINESS MACHS | 1,091,705 | $173.4B | 0.27% | |
| 87 | LOWLOWES COS INC | 2,390,231 | $172.6B | 0.26% | |
| 88 | AFLAFLAC INC | 2,399,668 | $172.5B | 0.26% | |
| 89 | OCOWENS CORNING NEW | 3,151,499 | $168.3B | 0.26% | |
| 90 | AVYAVERY DENNISON CORP | 2,158,359 | $167.9B | 0.26% | |
| 91 | AMGNAMGEN INC | 981,327 | $163.7B | 0.25% | |
| 92 | MCKMCKESSON CORP | 972,304 | $162.1B | 0.25% | |
| 93 | WCGEURWELLCARE HEALTH PLANS INC | 1,378,021 | $161.4B | 0.25% | |
| 94 | BIDUNBAIDU INC | 883,464 | $160.9B | 0.25% | |
| 95 | AIZASSURANT INC | 1,738,524 | $160.4B | 0.25% | |
| 96 | GISGENERAL MLS INC | 2,497,195 | $159.5B | 0.24% | |
| 97 | NDAQNASDAQ INC | 2,211,938 | $149.4B | 0.23% | |
| 98 | KOCOCA COLA CO | 3,509,103 | $148.5B | 0.23% | |
| 99 | CVXCHEVRON CORP NEW | 1,437,368 | $147.9B | 0.23% | |
| 100 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 3,307,274 | $147.3B | 0.23% |
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