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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
+9.11%
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
$44.3B
AUM Growth
+$3.41B
(+8.3%)
Cap. Flow
+$420M
Cap. Flow
% of AUM
0.95%
Top 10 Holdings %
Top 10 Hldgs %
20.65%
Holding
1,395
New
342
Increased
388
Reduced
310
Closed
334
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$481M |
| 2 |
Royal Bank of Canada
RY
|
+$419M |
| 3 |
Bank of Montreal
BMO
|
+$347M |
| 4 |
Visa
V
|
+$302M |
| 5 |
TJX Companies
TJX
|
+$298M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Comcast
CMCSA
|
+$383M |
| 2 |
Johnson & Johnson
JNJ
|
+$359M |
| 3 |
AbbVie
ABBV
|
+$277M |
| 4 |
iShares MSCI Taiwan ETF
EWT
|
+$248M |
| 5 |
Vale
VALE
|
+$234M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.97% |
| 2 | Financials | 20.32% |
| 3 | Healthcare | 18.46% |
| 4 | Consumer Discretionary | 9.62% |
| 5 | Industrials | 8.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ESRX
76
DELISTED
Express Scripts Holding Company
ESRX
| $152M | 0.34% |
1,597,179
-811,007
| -34% | -$69.1M |
|
|
CEO
77
DELISTED
CNOOC Limited
CEO
| $149M | 0.34% |
753,846
-37,203
| -5% | -$6.31M |
|
78
Burlington
BURL
$23.2B
| $147M | 0.33% |
902,527
+326,189
| +57% | +$52M |
|
79
Valero Energy
VLO
$85.9B
| $142M | 0.32% |
1,251,614
+536,411
| +75% | +$60.9M |
|
80
Ross Stores
ROST
$81.9B
| $141M | 0.32% |
1,418,516
+414,903
| +41% | +$38.1M |
|
81
LyondellBasell Industries
LYB
$19.2B
| $138M | 0.31% |
1,347,366
-302,484
| -18% | -$33.1M |
|
82
Alibaba
BABA
$308B
| $135M | 0.3% |
818,614
+363,209
| +80% | +$64.3M |
|
83
Synchrony
SYF
$25.6B
| $134M | 0.3% |
4,313,069
+1,223,235
| +40% | +$39M |
|
84
Petrobras Class A
PBR.A
$103B
| $134M | 0.3% |
12,765,542
-1,487,767
| -10% | -$14.4M |
|
85
Ameriprise Financial
AMP
$48.8B
| $133M | 0.3% |
901,381
+182,250
| +25% | +$26.1M |
|
86
Diageo
DEO
$53.6B
| $132M | 0.3% |
934,844
-95,200
| -9% | -$13.7M |
|
87
lululemon athletica
LULU
$14.6B
| $131M | 0.3% |
806,636
-279,673
| -26% | -$38.3M |
|
88
Lockheed Martin
LMT
$136B
| $126M | 0.28% |
364,513
-689,345
| -65% | -$222M |
|
|
89
iShares MSCI Taiwan ETF
EWT
$10.7B
| $125M | 0.28% |
3,309,266
-6,707,633
| -67% | -$248M |
|
90
Accenture
ACN
$108B
| $122M | 0.28% |
+716,129
| New | +$119M |
|
91
Equinor
EQNR
$92.4B
| $120M | 0.27% |
4,248,670
-446,958
| -10% | -$11.8M |
|
|
FITB
92
Fifth Third Bancorp
FITB
$51.8B
| $118M | 0.27% |
4,229,133
+3,253,970
| +334% | +$95.5M |
|
93
iShares MSCI EAFE ETF
EFA
$80.2B
| $116M | 0.26% |
1,712,014
+95,662
| +6% | +$6.46M |
|
|
SPLK
94
DELISTED
Splunk Inc
SPLK
| $113M | 0.25% |
930,851
-142,873
| -13% | -$15.8M |
|
95
ResMed
RMD
$30.7B
| $112M | 0.25% |
975,143
+894,615
| +1,111% | +$98M |
|
96
Open Text
OTEX
$6.04B
| $111M | 0.25% |
2,926,386
+1,774,976
| +154% | +$67.8M |
|
97
Wells Fargo
WFC
$264B
| $110M | 0.25% |
+2,101,829
| New | +$120M |
|
|
NVO
98
Novo Nordisk
NVO
$209B
| $110M | 0.25% |
4,681,798
-1,156,302
| -20% | -$28.2M |
|
99
Jack Henry & Associates
JKHY
$11.1B
| $110M | 0.25% |
685,330
+566,311
| +476% | +$83.2M |
|
100
Sysco
SYY
$40.3B
| $109M | 0.25% |
+1,483,210
| New | +$107M |
|
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Arrowstreet Capital's Q3 2018 Portfolio in Review
As of Q3 2018, Arrowstreet Capital held 1,395 positions worth $44.3B, up 8.3% from $40.8B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Arrowstreet Capital's Q3 2018 filing shows 342 new, 388 increased, 310 reduced and 334 closed positions. Its largest new stake was Canadian Imperial Bank of Commerce: 3,552,312 shares worth $167M. The largest sale was Comcast, an estimated $383M.
By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.
- Arrowstreet Capital's largest Q3 2018 buy was Canadian Imperial Bank of Commerce: 3,552,312 shares worth $167M.
- Arrowstreet Capital added most to Toronto Dominion Bank in Q3 2018, an estimated $481M increase.
- Arrowstreet Capital's biggest Q3 2018 reduction was Comcast, cutting an estimated $383M.
- Arrowstreet Capital fully exited Vale in Q3 2018, selling an estimated $234M.
- Arrowstreet Capital's ten largest holdings make up 21% of its $44.3B portfolio in Q3 2018.
- Arrowstreet Capital opened 342 new positions and closed 334 in Q3 2018.
- Arrowstreet Capital's portfolio value rose 8.3% quarter-over-quarter to $44.3B.
Based on Arrowstreet Capital's 13F filing for Q3 2018, filed 14 Nov 2018.