DJ CFA SOURCE: SEC 13F-HR
FILER: AQR Capital Management LLC
QUARTER ENDED: 09/30/2013
SEC RECEIVED: 11/14/2013
The following sets forth up to 200 of the largest holdings of
AQR Capital Management LLC as of Sep. 30, according to a Form 13F
filed with the Securities and Exchange Commission.
As of Sep. 30, AQR Capital Management LLC held 4,237 positions
valued at $25,613,311,673.
Up to 200 of the largest holdings of AQR Capital Management LLC
are listed below in order of dollar value as of Sep. 30.
Company Name Value Holdings Change
EXXON MOBIL CORP COM $304,225,911 3,535,866 (208,480)
YAHOO INC COM $245,566,499 7,403,271 288,271
MICROSOFT CORP COM $238,910,730 7,178,808 1,108,439
CHEVRON CORP COM $237,306,510 1,953,140 (247,679)
JOHNSON & JOHNSON COM $231,934,587 2,675,448 380,287
LYONDELLBASELL INDUSTRIES ORD $231,579,623 3,162,360 175,083
JPMORGAN CHASE & CO INC COM $228,557,001 4,421,687 80,246
PROCTER & GAMBLE CO COM $221,323,514 2,927,947 (78,411)
APPLE INC COM $201,216,628 422,059 (23,283)
GOOGLE INC CL A $199,408,795 227,659 6,633
PFIZER INC COM $198,195,060 6,899,741 (3,902,829)
AMGEN INC COM $181,804,814 1,624,345 (398,185)
WESTERN DIGITAL CORP COM $180,908,540 2,853,447 78,100
CELGENE CORP COM $177,795,026 1,153,487 175,606
GENERAL ELECTRIC CO COM $172,960,805 7,239,883 (840,791)
WELLS FARGO & CO COM $171,227,890 4,143,947 (1,148,718)
CVS CAREMARK CORP COM $170,980,032 3,012,864 (64,477)
ELI LILLY & CO COM $166,767,851 3,313,488 (564,803)
GOLDMAN SACHS GROUP INC COM $164,832,196 1,041,857 (2,744)
GAMESTOP CORP CL A $162,422,875 3,271,357 (933,991)
CITIGROUP INC COM $158,986,820 3,277,403 (1,294,677)
HOME DEPOT INC COM $156,710,044 2,066,052 576,365
WAL MART STORES INC COM $155,947,988 2,108,545 (140,786)
NORTHROP GRUMMAN CORP COM $150,091,561 1,575,599 (198,487)
BANK OF AMERICA CORP COM $146,833,587 10,640,115 5,168,367
HUDSON CITY BANCORP INC COM $146,452,872 16,198,747 832,440
AT&T INC COM $144,177,974 4,263,098 (851,584)
HESS CORP COM $141,737,692 1,832,657 57,127
ABBOTT LABS COM $140,343,417 4,228,485 (145,668)
ARCHER DANIELS MIDLAND CO COM $139,844,308 3,795,991 1,079,963
COMPUTER SCIENCES CORP COM $137,471,783 2,656,973 283,344
MEDTRONIC INC COM $136,988,980 2,572,563 305,948
KIMBERLY CLARK CORP COM $132,804,974 1,409,520 (45,320)
CISCO SYSTEMS INC COM $131,507,846 5,612,558 1,441,249
BOSTON SCIENTIFIC CORP COM $131,173,685 11,173,227 (1,084,073)
NYSE EURONEXT INC COM $130,731,555 3,114,139 222,159
TYSON FOODS INC CL A $128,682,767 4,550,310 (402,250)
DISCOVER FINANCIAL SERVICES C $121,591,912 2,405,855 (393,549)
SYMANTEC CORP COM $121,553,933 4,911,270 (248,730)
MCKESSON CORP COM $119,992,190 935,247 197,307
KEYCORP COM $115,121,441 10,098,372 (2,297,047)
INTERNATIONAL BUSINESS MACHINE $113,282,013 611,740 78,885
COCA COLA CO COM $111,971,234 2,955,946 (52,956)
TRAVELERS COS INC CL A $110,078,931 1,298,560 (168,533)
VERIZON COMMUNICATIONS INC CO $109,370,634 2,343,238 (97,384)
BERKSHIRE HATHAWAY INC CL B $108,328,382 954,351 (129,509)
BEST BUY INC COM $105,201,075 2,805,362 (157,623)
MARATHON OIL CORP COM $103,130,184 2,956,714 (373,754)
GAP INC COM $99,481,611 2,469,752 (99,737)
HEALTH MANAGEMENT ASSOCIATES $97,844,275 7,644,084 7,583,709
MERCK & CO INC COM $97,776,603 2,053,742 (1,287,425)
PEPSICO INC COM $97,598,096 1,227,649 1,449
WELLPOINT INC COM $94,550,118 1,130,847 729,936
BROCADE COMMUNICATIONS SYSTEMS $93,677,592 11,636,968 (2,380,481)
AMERISOURCEBERGEN CORP COM $93,597,135 1,531,868 243,071
EVEREST RE GROUP LTD COM $93,539,781 643,283 (68,871)
BIOGEN IDEC INC COM $92,363,240 383,632 (42,976)
FIDELITY NATIONAL INFO SERVICE $92,178,756 1,984,900 (50,700)
ELAN CORP PLC ADR $91,753,300 5,889,172 5,224,842
TWENTY FIRST CENTURY FOX INC $91,699,076 2,736,469 2,736,469 *
LIFE TECHNOLOGIES CORP COM $90,318,837 1,206,987 356,490
WHIRLPOOL CORP COM $88,303,027 602,998 (18,116)
ASSURANT INC COM $87,788,341 1,622,705 (96,777)
ACTIVISION BLIZZARD INC COM $87,408,738 5,240,332 788,895
UNUM GROUP COM $87,150,511 2,863,026 (134,789)
PPG INDUSTRIES INC COM $86,973,942 520,615 23,236
BOEING CO COM $86,539,338 736,505 493,293
CF INDUSTRIES HOLDINGS INC CO $84,844,106 402,429 (164,569)
LENDER PROCESSING SERVICES INC $83,915,790 2,522,266 902,566
MARVELL TECHNOLOGY GROUP LTD $83,228,916 7,237,297 (168,796)
EXPRESS SCRIPTS HOLDING CO CO $81,876,719 1,324,866 (2,307)
SLM CORP COM $80,550,554 3,234,962 (373,801)
SEAGATE TECHNOLOGY PLC COM $80,407,687 1,837,470 (1,513,770)
ANADARKO PETROLEUM CORP COM $79,922,487 859,474 247,369
DTE ENERGY CO COM $79,871,693 1,210,544 (17,365)
VIACOM INC CL B $76,327,513 913,227 89,667
RAYTHEON CO COM $75,977,302 985,822 (164,431)
NVIDIA CORP COM $75,379,969 4,844,471 9,289
CAREFUSION CORP COM $74,795,193 2,026,970 246,370
MACYS INC COM $74,471,002 1,721,077 (171,978)
HUMANA INC COM $72,412,507 775,876 (161,158)
OCCIDENTAL PETROLEUM CORP COM $71,125,197 760,372 392,094
TAIWAN SEMICONDUCTOR MFG CO LT $70,953,212 4,183,562 (1,155,600)
STRYKER CORP COM $70,875,280 1,048,606 (133,783)
LOWES COS INC COM $70,161,762 1,473,677 (291,409)
DILLARDS INC CL A $70,054,227 894,690 6,299
ALLSTATE CORP COM $69,786,246 1,380,539 (34,362)
CA INC COM $69,229,041 2,333,301 (398,599)
COOPER TIRE & RUBBER CO COM $69,150,466 2,245,145 1,964,423
MONSANTO CO COM $65,005,185 622,834 (470,616)
TIME WARNER INC COM $64,662,668 982,566 (158,296)
SHFL ENTERTAINMENT INC COM $64,535,800 2,809,569 2,782,569
METLIFE INC COM $63,850,967 1,359,978 128,976
INFOSYS LTD ADR $63,799,393 1,326,115 (197,300)
COMCAST CORP CL A $63,447,931 1,406,360 (453,513)
AVERY DENNISON CORP COM $62,944,847 1,446,343 (6,157)
STEWART ENTERPRISES INC CL A $62,765,686 4,773,056 3,160,175
FIRST SOLAR INC COM $62,591,891 1,556,625 350,219
3M CO COM $62,374,530 522,356 (24,241)
OWENS ILLINOIS INC COM $61,921,714 2,062,682 41,880
DELTA AIR LINES INC COM $61,550,155 2,609,163 (52,059)
CABOT OIL & GAS CORP CL A $59,947,527 1,606,311 (169,433)
WALT DISNEY CO COM $59,568,059 923,679 (101,246)
TIME WARNER CABLE INC COM $59,561,032 533,701 110,445
ORACLE CORP COM $58,574,405 1,765,885 89,012
AXIS CAPITAL HOLDINGS LTD COM $58,536,194 1,351,563 44,273
JM SMUCKER CO COM $58,049,726 552,644 141,904
KLA TENCOR CORP COM $58,007,879 953,293 (169,090)
HERSHEY CO COM $57,604,005 622,746 54,737
ALASKA AIR GROUP INC COM $57,578,401 919,489 (32,100)
COMERICA INC COM $57,563,913 1,464,358 (4,645)
XEROX CORP COM $57,496,929 5,587,651 (525,549)
AMERICA MOVIL SAB DE CV ADR L $57,435,291 2,899,308 1,554,900
WALGREEN CO COM $57,371,405 1,066,383 (422,639)
MANPOWERGROUP COM $57,133,997 785,455 (12,371)
HARRIS TEETER SUPERMARKETS INC $56,533,231 1,149,283 1,119,383
AMAZON.COM INC COM $56,023,212 179,194 (23,155)
FORD MOTOR CO COM $55,527,959 3,291,521 856,192
NV ENERGY INC COM $55,229,055 2,339,223 866,554
KROGER CO COM $54,960,346 1,362,428 163,593
CAPLEASE INC COM $54,737,840 6,447,331 5,932,072
TIMKEN CO COM $54,638,202 904,606 (131,257)
PHILLIPS 66 COM $53,973,235 933,470 178,818
ALTRIA GROUP INC COM $53,582,531 1,559,899 (36,384)