ARROWSTREET CAPITAL, LIMITED PARTNERSHIP
Q1 2014 13F-HR Holdings
Net value change ($000)
-1,928,077
(-10.4%)
New positions
422
Sold out positions
431
Turnover %
37.7%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| VODAFONE GROUP PLC-SP ADR | 302,836 | NEW |
| Taiwan Semiconductor ADR | 256,093 | 497.9% |
| GlaxoSmithKline PLC ADR | 230,510 | 179.5% |
| PHILIP MORRIS INTL I | 191,950 | NEW |
| QUALCOMM INC | 181,381 | 541.4% |
| ASTRAZENECA PLC | 141,386 | 95.3% |
| LORILLARD INC | 108,547 | 89.8% |
| MICRON TECHNOLOGY IN | 93,001 | 80.6% |
| ISHARES | 90,597 | 191.3% |
| TIME WARNER CABLE IN | 89,956 | 3575.4% |
Top Reduces (Value $000, Stocks/ETFs)
| Vodafone Group PLC | -741,666 | -100.0% |
| CITIGROUP INC | -281,625 | -99.9% |
| CISCO SYS INC | -257,284 | -66.7% |
| BOEING CO | -177,210 | -82.2% |
| AMERICAN INTL GROUP | -168,549 | -57.9% |
| PFIZER INC | -151,487 | -53.8% |
| GENERAL ELECTRIC CO | -150,696 | -100.0% |
| CORNING INC | -148,817 | -83.8% |
| BANK OF AMERICA CORP | -148,529 | -79.5% |
| FEDEX CORP | -135,234 | -74.7% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
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