ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

Q2 2020 13F-HR Detailed Holdings

Location
Boston, MA
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
2,264
Total value ($000)
$54,360,240
Net value change ($000)
+18,837,519 (53.0%)
New positions
706
Sold out positions
278
Turnover %
12.2%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/15/2020 Next filing: 11/12/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q1 2020
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)
AMZN 947,134 250.2%
BABA 780,449 241.4%
MSFT 487,115 21.5%
SHOP 474,598 310.7%
PG 419,467 215.9%
MU 346,682 102.0%
B 343,380 2882.2%
AMD 340,253 405.0%
TSM 337,318 120.9%
JD 265,121 276.6%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -600,726 -52.2%
ABBV -435,241 -99.3%
MS -329,092 -99.4%
BIIB -267,510 -58.5%
C -242,845 -99.3%
T -237,907 -99.9%
MRK -227,501 -25.4%
INTC -219,228 -17.8%
NVS -135,527 -33.6%
TGT -115,444 -99.6%
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Arrowstreet Capital Holding LLC 028-16067