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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
+749.75%
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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.83T
| $1.15B | 2.61% |
10,082,981
+1,599,077
| +19% | +$173M |
|
2
Adobe
ADBE
$84.3B
| $1.1B | 2.48% |
4,068,429
-124,031
| -3% | -$32M |
|
3
Mastercard
MA
$469B
| $981M | 2.22% |
4,408,575
-343,843
| -7% | -$71.7M |
|
|
4
Visa
V
$669B
| $914M | 2.06% |
6,086,483
+2,120,802
| +53% | +$302M |
|
5
Bristol-Myers Squibb
BMY
$126B
| $898M | 2.03% |
14,465,258
+532,413
| +4% | +$31.6M |
|
6
Home Depot
HD
$324B
| $895M | 2.02% |
4,322,689
-245,452
| -5% | -$49.4M |
|
|
7
AbbVie
ABBV
$454B
| $857M | 1.94% |
9,063,188
-2,917,106
| -24% | -$277M |
|
8
Canadian National Railway
CNI
$79.2B
| $828M | 1.87% |
9,226,386
+79,967
| +0.9% | +$6.98M |
|
|
9
TJX Companies
TJX
$170B
| $787M | 1.78% |
14,046,072
+5,807,552
| +70% | +$298M |
|
10
BP
BP
$113B
| $726M | 1.64% |
16,501,504
+5,932,981
| +56% | +$248M |
|
11
Intuit
INTU
$77B
| $717M | 1.62% |
3,154,308
+135,500
| +4% | +$29.1M |
|
12
Automatic Data Processing
ADP
$97.1B
| $686M | 1.55% |
4,552,000
+1,176,316
| +35% | +$166M |
|
13
HCA Healthcare
HCA
$83.5B
| $606M | 1.37% |
4,357,190
+835,093
| +24% | +$104M |
|
14
TSMC
TSM
$2.16T
| $603M | 1.36% |
13,659,555
-5,449,166
| -29% | -$226M |
|
15
Canadian Pacific Kansas City
CP
$82B
| $552M | 1.25% |
13,028,415
+2,977,380
| +30% | +$119M |
|
|
16
Toronto Dominion Bank
TD
$197B
| $552M | 1.25% |
9,075,605
+8,082,292
| +814% | +$481M |
|
17
Biogen
BIIB
$29.6B
| $505M | 1.14% |
1,429,862
-376,925
| -21% | -$130M |
|
|
RDS.A
18
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $455M | 1.03% |
6,676,411
-410,098
| -6% | -$27.4M |
|
|
19
Royal Bank of Canada
RY
$290B
| $431M | 0.97% |
5,370,427
+5,346,827
| +22,656% | +$419M |
|
20
PNC Financial Services
PNC
$99.5B
| $420M | 0.95% |
3,086,365
+1,383,289
| +81% | +$197M |
|
21
Union Pacific
UNP
$181B
| $408M | 0.92% |
2,504,023
+732,131
| +41% | +$110M |
|
|
22
Bank of Montreal
BMO
$124B
| $396M | 0.9% |
4,800,502
+4,311,570
| +882% | +$347M |
|
23
Eli Lilly
LLY
$1.06T
| $390M | 0.88% |
3,636,222
+1,227,904
| +51% | +$123M |
|
24
Cigna
CI
$75.7B
| $387M | 0.87% |
1,856,128
+38,465
| +2% | +$7.13M |
|
25
Scotiabank
BNS
$106B
| $382M | 0.86% |
6,398,925
+4,804,411
| +301% | +$281M |
|
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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.