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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
+10.23%
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
$43B
AUM Growth
+$121M
(+0.28%)
Cap. Flow
-$3.21B
Cap. Flow
% of AUM
-7.47%
Top 10 Holdings %
Top 10 Hldgs %
18.86%
Holding
2,029
New
505
Increased
717
Reduced
446
Closed
331
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Intel
INTC
|
+$285M |
| 2 |
Applied Materials
AMAT
|
+$234M |
| 3 |
Micron Technology
MU
|
+$185M |
| 4 |
Merck
MRK
|
+$161M |
| 5 |
NXP Semiconductors
NXPI
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CELG
Celgene Corp
CELG
|
+$505M |
| 2 |
Bank of America
BAC
|
+$339M |
| 3 |
Nike
NKE
|
+$335M |
| 4 |
Union Pacific
UNP
|
+$329M |
| 5 |
Citigroup
C
|
+$277M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.49% |
| 2 | Financials | 16.82% |
| 3 | Consumer Discretionary | 16.55% |
| 4 | Healthcare | 14.39% |
| 5 | Industrials | 8.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
Unisys
UIS
$217M
| $12.9M | 0.03% |
1,087,498
+973,560
| +854% | +$9.76M |
|
527
Ternium
TX
$10.6B
| $12.9M | 0.03% |
+584,476
| New | +$11.9M |
|
528
Malibu Boats
MBUU
$567M
| $12.9M | 0.03% |
313,948
+161,044
| +105% | +$5.82M |
|
|
FOE
529
DELISTED
Ferro Corporation
FOE
| $12.8M | 0.03% |
864,263
-37,155
| -4% | -$479K |
|
530
Armstrong World Industries
AWI
$7.84B
| $12.8M | 0.03% |
135,917
+130,017
| +2,204% | +$12.4M |
|
531
Advanced Energy
AEIS
$13B
| $12.8M | 0.03% |
179,266
+81,766
| +84% | +$5.09M |
|
|
FLOW
532
DELISTED
SPX FLOW, Inc.
FLOW
| $12.7M | 0.03% |
+260,507
| New | +$11.5M |
|
|
LM
533
DELISTED
Legg Mason, Inc.
LM
| $12.7M | 0.03% |
354,147
+297,947
| +530% | +$11.1M |
|
534
Penske Automotive Group
PAG
$14.2B
| $12.7M | 0.03% |
252,760
+156,912
| +164% | +$7.76M |
|
535
TransAlta
TAC
$3.93B
| $12.7M | 0.03% |
1,768,554
-695,684
| -28% | -$4.52M |
|
536
Marten Transport
MRTN
$1.22B
| $12.6M | 0.03% |
881,237
+291,848
| +50% | +$4.16M |
|
537
Pediatrix Medical
MD
$2.2B
| $12.6M | 0.03% |
454,103
+247,347
| +120% | +$6.2M |
|
|
SHOE
538
Shoe Station Group
SHOE
$428M
| $12.6M | 0.03% |
675,166
+171,474
| +34% | +$3.03M |
|
539
Gibraltar Industries
ROCK
$1.49B
| $12.5M | 0.03% |
248,678
+236,844
| +2,001% | +$11.9M |
|
|
ALXN
540
DELISTED
Alexion Pharmaceuticals
ALXN
| $12.4M | 0.03% |
+114,500
| New | +$12.2M |
|
541
Dorian LPG
LPG
$1.96B
| $12.4M | 0.03% |
799,553
+697,527
| +684% | +$9.19M |
|
|
GOOS
542
Canada Goose Holdings
GOOS
$856M
| $12.3M | 0.03% |
+340,869
| New | +$13.2M |
|
|
AAMI
543
Acadian Asset Management
AAMI
$3.19B
| $12.3M | 0.03% |
1,201,472
| – | – |
|
|
HEES
544
DELISTED
H&E Equipment Services
HEES
| $12.1M | 0.03% |
360,845
+257,349
| +249% | +$8.35M |
|
545
KBR
KBR
$4.8B
| $12M | 0.03% |
392,397
+43,520
| +12% | +$1.22M |
|
546
Synopsys
SNPS
$79.7B
| $11.9M | 0.03% |
+85,803
| New | +$11.8M |
|
547
Scansource
SCSC
$1.12B
| $11.9M | 0.03% |
322,503
+248,505
| +336% | +$8.45M |
|
548
MGIC Investment
MTG
$6.25B
| $11.8M | 0.03% |
835,467
-1,185,031
| -59% | -$16.4M |
|
|
LGF.B
549
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $11.8M | 0.03% |
1,191,916
+1,116,805
| +1,487% | +$9.64M |
|
|
SPNS
550
DELISTED
Sapiens International
SPNS
| $11.8M | 0.03% |
518,455
+148,043
| +40% | +$3.2M |
|
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VGA
Arrowstreet Capital's Q4 2019 Portfolio in Review
As of Q4 2019, Arrowstreet Capital held 2,029 positions worth $43B, up 0.28% from $42.9B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Arrowstreet Capital withdrew a net $3.21B in Q4 2019, closing 331 positions and reducing 446 holdings. Its most notable exit was Celgene Corp, an estimated $505M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 19% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Arrowstreet Capital opened a new position in Edwards Lifesciences worth $127M.
- Arrowstreet Capital's largest Q4 2019 buy was Edwards Lifesciences: 1,637,208 shares worth $127M.
- Arrowstreet Capital added most to Intel in Q4 2019, an estimated $285M increase.
- Arrowstreet Capital's biggest Q4 2019 reduction was Union Pacific, cutting an estimated $329M.
- Arrowstreet Capital fully exited Celgene Corp in Q4 2019, selling an estimated $505M.
- Arrowstreet Capital's ten largest holdings make up 19% of its $43B portfolio in Q4 2019.
- Arrowstreet Capital opened 505 new positions and closed 331 in Q4 2019.
- Arrowstreet Capital's portfolio value rose 0.28% quarter-over-quarter to $43B.
Based on Arrowstreet Capital's 13F filing for Q4 2019, filed 13 Feb 2020.