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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
+749.75%
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 | |
|---|---|---|---|---|---|---|
1
Visa
V
$671B
| $1.08B | 2.52% |
6,288,719
-443,331
| -7% | -$79M |
|
2
Mastercard
MA
$471B
| $1.08B | 2.51% |
3,967,232
-858,978
| -18% | -$237M |
|
|
3
Microsoft
MSFT
$2.84T
| $962M | 2.24% |
6,916,639
+4,666,770
| +207% | +$642M |
|
|
4
Starbucks
SBUX
$119B
| $870M | 2.03% |
9,843,313
+1,890,125
| +24% | +$175M |
|
5
Intel
INTC
$494B
| $715M | 1.67% |
13,881,435
+2,950,965
| +27% | +$145M |
|
6
Merck
MRK
$323B
| $702M | 1.64% |
8,739,664
-941,976
| -10% | -$75.5M |
|
7
Biogen
BIIB
$29.9B
| $620M | 1.45% |
2,662,355
+167,598
| +7% | +$39M |
|
8
AbbVie
ABBV
$458B
| $565M | 1.32% |
7,464,106
+65,172
| +0.9% | +$4.47M |
|
9
Rio Tinto
RIO
$149B
| $563M | 1.31% |
10,815,852
-984,724
| -8% | -$53.4M |
|
|
CELG
10
DELISTED
Celgene Corp
CELG
| $505M | 1.18% |
5,083,891
-1,018,507
| -17% | -$96.8M |
|
11
PayPal
PYPL
$49.1B
| $468M | 1.09% |
4,515,383
+274,197
| +6% | +$30.2M |
|
|
12
IBM
IBM
$199B
| $416M | 0.97% |
2,994,241
-2,575,799
| -46% | -$347M |
|
13
Intuit
INTU
$79.2B
| $411M | 0.96% |
1,545,194
-136,838
| -8% | -$37.6M |
|
14
Union Pacific
UNP
$180B
| $393M | 0.92% |
2,428,213
-495,648
| -17% | -$83.3M |
|
15
Automatic Data Processing
ADP
$98.7B
| $388M | 0.91% |
2,406,201
-412,687
| -15% | -$68.2M |
|
16
AstraZeneca
AZN
$263B
| $383M | 0.89% |
4,293,961
-388,819
| -8% | -$33.7M |
|
17
Comcast
CMCSA
$79.4B
| $378M | 0.88% |
8,377,453
-752,898
| -8% | -$33.4M |
|
18
Johnson & Johnson
JNJ
$630B
| $356M | 0.83% |
2,754,290
+394,185
| +17% | +$51.9M |
|
19
TSMC
TSM
$2.12T
| $356M | 0.83% |
7,666,508
-3,610,664
| -32% | -$154M |
|
20
TJX Companies
TJX
$169B
| $342M | 0.8% |
6,139,770
-2,988,995
| -33% | -$163M |
|
21
Bank of America
BAC
$434B
| $339M | 0.79% |
11,628,057
+3,514,825
| +43% | +$101M |
|
22
Canadian National Railway
CNI
$78.9B
| $336M | 0.78% |
3,739,518
-1,132,826
| -23% | -$105M |
|
23
Nike
NKE
$61.2B
| $335M | 0.78% |
3,568,586
-433,530
| -11% | -$37.2M |
|
24
Morgan Stanley
MS
$338B
| $331M | 0.77% |
7,758,158
+1,992,321
| +35% | +$85.1M |
|
25
BHP
BHP
$211B
| $320M | 0.75% |
7,272,288
+3,529,414
| +94% | +$165M |
|
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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.