SEC 13F Intelligence

Managers / Q2 2024 · view latest →

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

CIK 0001164508 · 200 CLARENDON STREET, 30TH FLOOR, BOSTON, MA, 02116 · 617-919-0000

Reported Value
$114M
Q2 2024
Positions
1,481
Filings on Record
30
2019–present window
Filed
Aug 14, 2024
original filing

Summary

Arrowstreet Capital, Limited Partnership reported $114M in U.S.-listed holdings across 1,481 positions for Q2 2024.

Its largest position, MSFT, represents 5.9% of the portfolio.

Compared with Q1 2024, the fund opened 235 new positions and exited 376.

Portfolio Metrics

Turnover
+16.0%
vs prior filed quarter
Top-10 Concentration
+28.4%
share of reported value
Largest Position
+5.9%
Microsoft
New / Exited
235 / 376
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $38.2BQ4 ’18Q1 ’19: $42.3BQ2 ’19: $44.8BQ3 ’19: $42.9BQ4 ’19: $43.0BQ4 ’19Q1 ’20: $35.5BQ2 ’20: $54.4BQ3 ’20: $63.2BQ4 ’20: $70.8BQ4 ’20Q1 ’21: $74.8BQ2 ’21: $81.4BQ3 ’21: $79.9BQ4 ’21: $81.8BQ4 ’21Q1 ’22: $80.1BQ2 ’22: $70.6BQ3 ’22: $67.8BQ1 ’23: $77MQ1 ’23Q2 ’23: $82MQ3 ’23: $83MQ4 ’23: $95MQ1 ’24: $108MQ1 ’24Q2 ’24: $114MQ4 ’24: $124.9BQ1 ’25: $123.2BQ2 ’25: $141.5BQ2 ’25Q3 ’25: $158.6BQ4 ’25: $170.7BQ1 ’26: $184.8Bfilingsflow.com

Portfolio Composition

By security type
Common Stock: 84.3%Other: 7.6%ADR: 6.8%ETP: 0.6%REIT: 0.4%Other: 0.2%
  • Common Stock · 84.3% · $96M
  • Other · 7.6% · $9M
  • ADR · 6.8% · $8M
  • ETP · 0.6% · $702,370
  • REIT · 0.4% · $490,017
  • Other · 0.2% · $282,833

Quarter-over-Quarter Changes full breakdown →

vs Q1 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
DISDISNEY WALT CONEW+1.71M1.71M+$169,908$169,908
CLSCELESTICA INCNEW+2.87M2.87M+$164,163$164,163
NKENIKE INCNEW+1.66M1.66M+$125,356$125,356
RIORIO TINTO PLCNEW+1.72M1.72M+$113,630$113,630
VEREN INCNEW+10.37M10.37M+$81,686$81,686
IMGIAMGOLD CORPNEW+15.59M15.59M+$58,557$58,557
RYROYAL BK CDANEW+541.6K541.6K+$57,651$57,651
NVONOVO-NORDISK A SNEW+395.9K395.9K+$56,510$56,510

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q2 2024

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1MSFTMICROSOFT CORPhistory →COM5.89%$7M14.99M
2AAPLAPPLE INChistory →COM5.25%$6M28.32M
3NVDANVIDIA CORPORATIONhistory →COM5.10%$6M46.94M
4METAMETA PLATFORMS INChistory →CL A4.10%$5M9.23M
5WFCWELLS FARGO CO NEWhistory →COM1.58%$2M30.23M
6JPMJPMORGAN CHASE & CO.history →COM1.38%$2M7.75M
7GMGENERAL MTRS COhistory →COM1.33%$2M32.44M
8LLYELI LILLY & COhistory →COM1.28%$1M1.61M
9TAT&T INChistory →COM1.27%$1M75.50M
10BKNGBOOKING HOLDINGS INChistory →COM1.18%$1M338.0K
11AMZNAMAZON COM INChistory →COM1.12%$1M6.61M
12CMCSACOMCAST CORP NEWhistory →CL A1.03%$1M29.82M
13PDDPDD HOLDINGS INCSPONSORED ADS0.98%$1M8.36M
14BACVERIZON COMMUNICATIONS INCCOM0.87%$993,42824.09M
15UBS GROUP AGSHS0.86%$982,36333.34M
16UNHUNITEDHEALTH GROUP INCCOM0.82%$930,0861.83M
17MLB1MERCADOLIBRE INCCOM0.81%$919,854559.7K
18TSMTAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS0.78%$888,4005.11M
19BACBANK AMERICA CORPCOM0.77%$879,41022.11M
20CITHE CIGNA GROUPCOM0.75%$855,6032.59M
21MAMASTERCARD INCORPORATEDCL A0.75%$848,4201.92M
22CMGCHIPOTLE MEXICAN GRILL INCCOM0.75%$847,54013.53M
23TRVCCITIGROUP INCCOM NEW0.74%$841,54413.26M
24TMUST-MOBILE US INCCOM0.71%$812,2564.61M
25HCAHCA HEALTHCARE INCCOM0.71%$809,9882.52M
26ABXBARRICK GOLD CORPCOM0.70%$790,96647.42M
27BPBP PLCSPONSORED ADR0.69%$785,45721.76M
28MRKMERCK & CO INCCOM0.68%$768,4516.21M
29HDHOME DEPOT INCCOM0.65%$743,9992.16M
30DELLDELL TECHNOLOGIES INCCL C0.65%$735,9385.34M
31CSCOCISCO SYS INCCOM0.64%$730,14915.37M
32MOALTRIA GROUP INCCOM0.64%$725,78815.93M
33COFCAPITAL ONE FINL CORPCOM0.64%$725,3765.24M
34DEUTSCHE BANK A GNAMEN AKT0.64%$723,76745.34M
35MCKMCKESSON CORPCOM0.64%$721,9221.24M
36GSGOLDMAN SACHS GROUP INCCOM0.63%$711,9531.57M
37PEPPEPSICO INCCOM0.62%$706,5984.28M
38SPOTIFY TECHNOLOGY S ASHS0.61%$696,5702.22M
39NFLXNETFLIX INCCOM0.61%$696,0131.03M
40SUSUNCOR ENERGY INC NEWCOM0.61%$690,71318.12M
41ORCLORACLE CORPCOM0.58%$654,1164.63M
42TJXTJX COS INC NEWCOM0.57%$652,2935.92M
43PGPROCTER AND GAMBLE COCOM0.57%$647,3773.93M
44ADBEADOBE INCCOM0.57%$646,8531.16M
45LRCXEURLAM RESEARCH CORPCOM0.55%$630,353592.0K
46VVISA INCCOM CL A0.54%$608,7562.32M
47SHOPSHOPIFY INCCL A0.49%$558,4078.45M
48LULULULULEMON ATHLETICA INCCOM0.48%$541,5581.81M
49NTAPNETAPP INCCOM0.47%$539,1914.19M
50STELLANTIS N.VSHS0.47%$537,50027.14M

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$184.8B1,810May 14, 202613F-HRchanges · EDGAR ↗
Q4 2025$170.7B1,808Feb 13, 202613F-HRchanges · EDGAR ↗
Q3 2025$158.6B1,827Nov 13, 202513F-HRchanges · EDGAR ↗
Q2 2025$141.5B1,919Aug 13, 202513F-HRchanges · EDGAR ↗
Q1 2025$123.2B1,783May 14, 202513F-HRchanges · EDGAR ↗
Q4 2024$124.9B1,703Feb 12, 202513F-HRchanges · EDGAR ↗
Q3 2024Under review1,718Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$114M1,481Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$108M1,622May 15, 202413F-HRchanges · EDGAR ↗
Q4 2023$95M1,381Feb 14, 202413F-HRchanges · EDGAR ↗
Q3 2023$83M1,227Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$82M1,193Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$77M1,320May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022Under review1,304Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$67.8B1,244Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$70.6B1,202Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$80.1B1,151May 13, 202213F-HRchanges · EDGAR ↗
Q4 2021$81.8B1,413Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$79.9B1,551Nov 12, 202113F-HRchanges · EDGAR ↗
Q2 2021$81.4B1,821Aug 13, 202113F-HRchanges · EDGAR ↗
Q1 2021$74.8B2,199May 14, 202113F-HRchanges · EDGAR ↗
Q4 2020$70.8B2,246Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$63.2B2,294Nov 12, 202013F-HRchanges · EDGAR ↗
Q2 2020$54.4B2,264Aug 12, 202013F-HRchanges · EDGAR ↗
Q1 2020$35.5B1,836May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$43.0B1,698Feb 13, 202013F-HRchanges · EDGAR ↗
Q3 2019$42.9B1,524Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$44.8B1,350Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$42.3B1,704May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$38.2B1,320Feb 14, 201913F-HRchanges · EDGAR ↗

Other Included Managers

This filing reports holdings on behalf of 3 additional managers.

  • Russell Investments Group, Ltd028-17598
  • Columbia Management Investment Advisers, LLC028-10477
  • ARROWSTREET CAPITAL HOLDING LLC028-16067

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.