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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
+3.84%
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
$16.5B
AUM Growth
-$1.93B
(-10%)
Cap. Flow
-$2.26B
Cap. Flow
% of AUM
-13.67%
Top 10 Holdings %
Top 10 Hldgs %
16.19%
Holding
1,547
New
416
Increased
366
Reduced
319
Closed
426
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
GSK
GSK
|
+$233M |
| 2 |
TSMC
TSM
|
+$222M |
| 3 |
Philip Morris
PM
|
+$189M |
| 4 |
Qualcomm
QCOM
|
+$171M |
| 5 |
AstraZeneca
AZN
|
+$127M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vodafone
VOD
|
+$396M |
| 2 |
Citigroup
C
|
+$269M |
| 3 |
Cisco
CSCO
|
+$253M |
| 4 |
Boeing
BA
|
+$166M |
| 5 |
Bank of America
BAC
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 21.96% |
| 2 | Technology | 21.61% |
| 3 | Consumer Staples | 8.79% |
| 4 | Communication Services | 8.54% |
| 5 | Financials | 8.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
Toyota
TM
$225B
| $39M | 0.24% |
345,686
-233,337
| -40% | -$26.9M |
|
102
Ameriprise Financial
AMP
$48.7B
| $38.7M | 0.23% |
351,344
-628,174
| -64% | -$68.8M |
|
103
Kinder Morgan
KMI
$69.3B
| $38.5M | 0.23% |
1,184,046
+639,191
| +117% | +$21.4M |
|
|
104
Boeing
BA
$183B
| $38.3M | 0.23% |
305,584
-1,273,709
| -81% | -$166M |
|
105
Genworth Financial
GNW
$3.7B
| $38.3M | 0.23% |
2,162,704
-4,507,266
| -68% | -$72.3M |
|
|
106
Bank of America
BAC
$440B
| $38.3M | 0.23% |
2,226,836
-9,772,605
| -81% | -$164M |
|
107
Cigna
CI
$74B
| $38M | 0.23% |
453,539
+76,062
| +20% | +$6.26M |
|
108
CenterPoint Energy
CNP
$27B
| $37.4M | 0.23% |
+1,579,475
| New | +$37.1M |
|
109
PPG Industries
PPG
$26.5B
| $37.1M | 0.22% |
+384,008
| New | +$36.5M |
|
110
DexCom
DXCM
$31.6B
| $37.1M | 0.22% |
3,587,948
+2,352,184
| +190% | +$24.3M |
|
111
Brookdale Senior Living
BKD
$3.41B
| $36.8M | 0.22% |
1,099,375
+976,410
| +794% | +$29.6M |
|
112
Sabesp
SBS
$18.7B
| $36.5M | 0.22% |
20,300,409
+14,865,058
| +273% | +$27.1M |
|
113
FirstEnergy
FE
$27.5B
| $35.7M | 0.22% |
+1,048,588
| New | +$33.1M |
|
114
CGI
GIB
$15.3B
| $35.5M | 0.21% |
1,148,237
-41,680
| -4% | -$1.32M |
|
115
United Therapeutics
UTHR
$22.8B
| $35.3M | 0.21% |
374,920
-201,903
| -35% | -$20.6M |
|
116
Consolidated Edison
ED
$39.9B
| $35.2M | 0.21% |
+655,869
| New | +$35.6M |
|
117
Fidelity National Information Services
FIS
$21.8B
| $35M | 0.21% |
655,517
+261,593
| +66% | +$14M |
|
|
OCR
118
DELISTED
OMNICARE INC
OCR
| $35M | 0.21% |
586,931
+7,201
| +1% | +$437K |
|
119
Edison International
EIX
$26.5B
| $34.2M | 0.21% |
+603,750
| New | +$30.1M |
|
|
CTRX
120
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $33.8M | 0.2% |
754,680
-62,376
| -8% | -$3M |
|
|
CAJ
121
DELISTED
Canon, Inc.
CAJ
| $33.3M | 0.2% |
1,071,549
+312,714
| +41% | +$9.5M |
|
122
Altria Group
MO
$114B
| $33.1M | 0.2% |
+884,549
| New | +$32.1M |
|
|
LFC
123
DELISTED
China Life Insurance Company Ltd.
LFC
| $32.7M | 0.2% |
2,316,615
-710,460
| -23% | -$9.96M |
|
|
BT
124
DELISTED
BT Group plc (ADR)
BT
| $32.6M | 0.2% |
1,022,484
-111,318
| -10% | -$3.61M |
|
|
WBA
125
DELISTED
Walgreens Boots Alliance
WBA
| $31.7M | 0.19% |
+480,308
| New | +$30.2M |
|
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Arrowstreet Capital's Q1 2014 Portfolio in Review
As of Q1 2014, Arrowstreet Capital held 1,547 positions worth $16.5B, down 10% from $18.5B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Arrowstreet Capital withdrew a net $2.26B in Q1 2014, closing 426 positions and reducing 319 holdings. Its most notable exit was GE Aerospace, an estimated $151M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 22% of assets, up from 17% a quarter earlier, followed by Technology and Consumer Staples.
Against the trend, Arrowstreet Capital opened a new position in Philip Morris worth $192M.
- Arrowstreet Capital's largest Q1 2014 buy was Philip Morris: 2,344,576 shares worth $192M.
- Arrowstreet Capital added most to GSK in Q1 2014, an estimated $233M increase.
- Arrowstreet Capital's biggest Q1 2014 reduction was Vodafone, cutting an estimated $396M.
- Arrowstreet Capital fully exited GE Aerospace in Q1 2014, selling an estimated $151M.
- Arrowstreet Capital's ten largest holdings make up 16% of its $16.5B portfolio in Q1 2014.
- Arrowstreet Capital opened 416 new positions and closed 426 in Q1 2014.
- Arrowstreet Capital's portfolio value fell 10% quarter-over-quarter to $16.5B.
Based on Arrowstreet Capital's 13F filing for Q1 2014, filed 15 May 2014.