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Arrowstreet Capital Portfolio holdings
AUM
$185B
1-Year Est. Return
39.58%
This Fund
S&P 500
This Quarter
Est. Return
-0.09%
1 Year Est. Return
+39.58%
3 Year Est. Return
+145.48%
5 Year Est. Return
+192.07%
10 Year Est. Return
+749.68%
AUM
$42.9B
AUM Growth
-$1.96B
(-4.4%)
Cap. Flow
-$1.55B
Cap. Flow
% of AUM
-3.61%
Top 10 Holdings %
Top 10 Hldgs %
17.86%
Holding
1,839
New
489
Increased
526
Reduced
486
Closed
315
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$642M |
| 2 |
Lam Research
LRCX
|
+$177M |
| 3 |
iShares MSCI South Korea ETF
EWY
|
+$176M |
| 4 |
Cisco
CSCO
|
+$176M |
| 5 |
Starbucks
SBUX
|
+$175M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
UnitedHealth
UNH
|
+$420M |
| 2 |
Boeing
BA
|
+$406M |
| 3 |
IBM
IBM
|
+$347M |
| 4 |
Oracle
ORCL
|
+$318M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$311M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 22.1% |
| 2 | Technology | 19.47% |
| 3 | Consumer Discretionary | 17.17% |
| 4 | Healthcare | 13.69% |
| 5 | Industrials | 8.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Essent Group
ESNT
$6.33B
| $25.3M | 0.06% |
529,798
-86,545
| -14% | -$4.14M |
|
302
F5
FFIV
$22.7B
| $25.2M | 0.06% |
179,600
-289,006
| -62% | -$40M |
|
303
Morningstar
MORN
$7.53B
| $25.2M | 0.06% |
172,542
-33,650
| -16% | -$5.18M |
|
304
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $25.1M | 0.06% |
84,703
+68,103
| +410% | +$20.1M |
|
305
Church & Dwight Co
CHD
$24.5B
| $24.5M | 0.06% |
325,715
-36,850
| -10% | -$2.79M |
|
306
Tapestry
TPR
$32.8B
| $24.2M | 0.06% |
929,273
+702,546
| +310% | +$18.5M |
|
|
EQC
307
DELISTED
Equity Commonwealth
EQC
| $24.1M | 0.06% |
702,932
-154,959
| -18% | -$5.21M |
|
308
SLM Corp
SLM
$5.15B
| $24.1M | 0.06% |
2,727,988
-122,966
| -4% | -$1.11M |
|
309
Floor & Decor
FND
$6.68B
| $23.8M | 0.06% |
+465,249
| New | +$20.9M |
|
|
SNP
310
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $23.7M | 0.06% |
404,358
-408,003
| -50% | -$25.3M |
|
311
First Hawaiian
FHB
$3.35B
| $23.5M | 0.05% |
881,154
-214,637
| -20% | -$5.56M |
|
312
Sixth Street Specialty
TSLX
$1.81B
| $23.4M | 0.05% |
1,116,388
+184,933
| +20% | +$3.75M |
|
|
MIK
313
DELISTED
Michaels Stores, Inc
MIK
| $23.3M | 0.05% |
2,381,779
+2,047,389
| +612% | +$15.3M |
|
|
DISH
314
DELISTED
DISH Network Corp.
DISH
| $23.1M | 0.05% |
+676,965
| New | +$24.2M |
|
315
SK Telecom
SKM
$13.2B
| $22.8M | 0.05% |
623,220
-137,768
| -18% | -$5.16M |
|
|
JHG
316
DELISTED
Janus Henderson
JHG
| $22.6M | 0.05% |
1,006,242
-239,949
| -19% | -$4.99M |
|
317
GrafTech
EAF
$212M
| $22.6M | 0.05% |
+176,418
| New | +$21M |
|
318
eBay
EBAY
$49.8B
| $22.4M | 0.05% |
574,281
+364,381
| +174% | +$14.6M |
|
319
Waters Corp
WAT
$39.9B
| $22.4M | 0.05% |
100,160
+60,060
| +150% | +$13M |
|
320
Accenture
ACN
$108B
| $22.2M | 0.05% |
115,400
+64,433
| +126% | +$12.5M |
|
321
Zions Bancorporation
ZION
$10.3B
| $22.2M | 0.05% |
498,443
-284,405
| -36% | -$12.3M |
|
322
Bath & Body Works
BBWI
$4.1B
| $22.2M | 0.05% |
+1,399,541
| New | +$24.7M |
|
323
Kulicke & Soffa
KLIC
$4.78B
| $22.1M | 0.05% |
942,876
-46,602
| -5% | -$1.02M |
|
324
Aegon
AEG
$14.1B
| $22.1M | 0.05% |
5,808,226
-229,177
| -4% | -$913K |
|
|
CSGS
325
DELISTED
CSG Systems International
CSGS
| $21.9M | 0.05% |
424,113
+49,963
| +13% | +$2.56M |
|
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Arrowstreet Capital's Q3 2019 Portfolio in Review
As of Q3 2019, Arrowstreet Capital held 1,839 positions worth $42.9B, down 4.4% from $44.8B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Arrowstreet Capital withdrew a net $1.55B in Q3 2019, closing 315 positions and reducing 486 holdings. Its most notable exit was Salesforce, an estimated $219M position sold in full.
By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 20% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Arrowstreet Capital opened a new position in Lam Research worth $194M.
- Arrowstreet Capital's largest Q3 2019 buy was Lam Research: 8,415,070 shares worth $194M.
- Arrowstreet Capital added most to Microsoft in Q3 2019, an estimated $642M increase.
- Arrowstreet Capital's biggest Q3 2019 reduction was UnitedHealth, cutting an estimated $420M.
- Arrowstreet Capital fully exited Salesforce in Q3 2019, selling an estimated $219M.
- Arrowstreet Capital's ten largest holdings make up 18% of its $42.9B portfolio in Q3 2019.
- Arrowstreet Capital opened 489 new positions and closed 315 in Q3 2019.
- Arrowstreet Capital's portfolio value fell 4.4% quarter-over-quarter to $42.9B.
Based on Arrowstreet Capital's 13F filing for Q3 2019, filed 14 Nov 2019.