ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

Quant stat arb Low signal CIK 1164508
League rank
#104
in Quant stat arb · #3245 overall
Long book
$184.75B
Q1 2026
Positions
1810
Top-10 weight
26%
concentration
Last quarter
+12.2%
SPY +14.8%
Turnover
31%
of book per quarter

Strategy in plain words

auto-generated from filings

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP is a quantitative fund whose holdings reflect models, not opinions, running a $184.75B US long book across 1810 positions.

The portfolio is moderately concentrated (top 10 ≈ 26% of the book). The portfolio is actively managed, with meaningful quarterly turnover. Current anchor positions: MICROSOFT CORP, AMAZON.COM INC, BROADCOM INC, NVIDIA CORP, APPLE INC.

Over the last 9 quarters its long book ran on average 0.4pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+2.1%
Q2 2024
+5.3%
Q3 2024
+1.4%
Q4 2024
-2.9%
Q1 2025
+11.7%
Q2 2025
+6.5%
Q3 2025
+2.0%
Q4 2025
-1.2%
Q1 2026
+12.2%

Sector allocation

Technology
38%
Consumer discretionary
11%
Industrials
10%
Financials
8%
Healthcare
8%
Materials
6%
Energy
5%
Services media
5%

Long book by quarter

$108.13B
Q1 2024
$113.63B
Q2 2024
$117.40B
Q3 2024
$124.94B
Q4 2024
$123.23B
Q1 2025
$141.50B
Q2 2025
$158.59B
Q3 2025
$170.74B
Q4 2025
$184.75B
Q1 2026

What does ARROWSTREET CAPITAL, own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
MSFT MICROSOFT CORPTechnology24.3M$8.98B4.9%+64.3%
AMZN AMAZON.COM INCConsumer discretionary32.6M$6.79B3.7%+32.1%
AVGO BROADCOM INCTechnology18.7M$5.80B3.1%+118.1%
NVDA NVIDIA CORPTechnology31.8M$5.54B3.0%+19.2%
AAPL APPLE INCTechnology19.4M$4.93B2.7%+12.0%
GOOGL ALPHABET INC-CL ATechnology17.0M$4.90B2.7%+90.9%
GOOG ALPHABET INC-CL CTechnology14.6M$4.18B2.3%+76.1%
LRCX LAM RESEARCH CORPIndustrials13.2M$2.82B1.5%-1.3%
CRM SALESFORCE INCTechnology12.7M$2.36B1.3%+130.2%
ASML ASML HOLDING NV-NY REG SHSIndustrials1.6M$2.17B1.2%+6.3%
B BARRICK MINING CORPMaterials47.4M$1.94B1.0%-0.9%
MA MASTERCARD INC - AServices media3.7M$1.83B1.0%+17.8%
SNDK SANDISK CORPTechnology2.8M$1.79B1.0%-18.8%
SU SUNCOR ENERGY INCEnergy26.1M$1.72B0.9%+121.4%
INTU INTUIT INCTechnology3.9M$1.68B0.9%+102.5%
ADBE ADOBE INCTechnology6.8M$1.65B0.9%+9.1%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology10.4M$1.53B0.8%+277.4%
APH AMPHENOL CORP-CL ATechnology11.9M$1.50B0.8%+0.2%
CNQ CANADIAN NATURAL RESOURCESEnergy29.0M$1.41B0.8%New
DIS WALT DISNEY CO/THEServices media14.3M$1.38B0.7%+13.6%
AEM AGNICO EAGLE MINES LTDMaterials6.7M$1.37B0.7%-21.8%
CSCO CISCO SYSTEMS INCTechnology17.6M$1.36B0.7%-22.1%
KLAC KLA CORPOther791.3K$1.17B0.6%+2.2%
TJX TJX COMPANIES INCConsumer discretionary7.2M$1.15B0.6%-0.1%
MCK MCKESSON CORPConsumer discretionary1.3M$1.14B0.6%-4.7%
MCD MCDONALD'S CORPConsumer discretionary3.6M$1.13B0.6%+17.2%
GEV GE VERNOVA INCIndustrials1.3M$1.11B0.6%-3.1%
BKNG BOOKING HOLDINGS INCIndustrials261.4K$1.10B0.6%+20.0%
ANET ARISTA NETWORKS INCTechnology8.5M$1.04B0.6%-10.0%
HCA HCA HEALTHCARE INCHealthcare2.2M$1.02B0.6%-6.3%
ISRG INTUITIVE SURGICAL INCHealthcare2.1M$970.6M0.5%+95.3%
UNH UNITEDHEALTH GROUP INCFinancials3.4M$926.9M0.5%-7.6%
AZN ASTRAZENECA PLCHealthcare4.7M$914.5M0.5%New
NTR NUTRIEN LTDOther11.8M$892.8M0.5%-13.5%
BSX BOSTON SCIENTIFIC CORPHealthcare13.9M$871.7M0.5%+25.9%
MU MICRON TECHNOLOGY INCTechnology2.5M$838.4M0.5%-12.0%
LIN LINDE PLCMaterials1.6M$805.5M0.4%+28.6%
FTNT FORTINET INCTechnology9.7M$788.7M0.4%+87.4%
XOM EXXON MOBIL CORPEnergy4.5M$766.3M0.4%New
CI THE CIGNA GROUPFinancials2.9M$763.0M0.4%-3.3%
CME CME GROUP INCFinancials2.6M$762.1M0.4%-16.1%
ADSK AUTODESK INCTechnology3.1M$752.8M0.4%+5.2%
UBS UBS GROUP AG-REGFinancials18.9M$728.3M0.4%+7.6%
ORLY O'REILLY AUTOMOTIVE INCConsumer discretionary7.7M$712.8M0.4%-3.7%
VLO VALERO ENERGY CORPEnergy2.8M$702.3M0.4%+18.4%
WPM WHEATON PRECIOUS METALS CORPMaterials5.3M$698.2M0.4%-9.9%
DHR DANAHER CORPTechnology3.6M$690.1M0.4%+0.3%
PM PHILIP MORRIS INTERNATIONALConsumer staples4.1M$682.7M0.4%-17.0%
VRT VERTIV HOLDINGS CO-ATechnology2.7M$678.9M0.4%+1.9%
NEM NEWMONT CORPMaterials6.3M$678.4M0.4%-28.3%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 14, 20261810$184.75B canonicalSEC ↗
Q4 202513F-HRFeb 13, 20261808$170.74B canonicalSEC ↗
Q3 202513F-HRNov 13, 20251827$158.59B canonicalSEC ↗
Q2 202513F-HRAug 13, 20251919$141.50B canonicalSEC ↗
Q1 202513F-HRMay 14, 20251783$123.23B canonicalSEC ↗
Q4 202413F-HRFeb 12, 20251703$124.94B canonicalSEC ↗
Q3 202413F-HRNov 14, 20241718$117.40B canonicalSEC ↗
Q2 202413F-HRAug 14, 20241481$113.63B $K fixed canonicalSEC ↗
Q1 202413F-HRMay 15, 20241622$108.13B $K fixed canonicalSEC ↗