Hedge fund

Arrowstreet Capital, Limited Partnership

13F for the quarter to June 30, 2026, filed August 13, 2026 · SEC CIK 1164508

Reported value: $225.4bn
Positions we cover: 1,745
Copy, a year: +10.0%
Copy Sharpe ratio: 0.55

How copying its 13F would have done

CopyS&P 500 $10,000 copying Arrowstreet Capital, Limited Partnership's filed holdings in companies we cover from August 16, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −36.8% (S&P 500 −31.8%); beta 0.90; alpha −2.4% a year (t = −1.27); last 12 months +12.0% against +12.1%.

Reported value by quarter

Arrowstreet Capital, Limited Partnership: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).

View chart data

Period	Reported value
2013-06-30	$13.4B
2013-09-30	$15.7B
2013-12-31	$18.5B
2014-03-31	$16.5B
2014-06-30	$19.4B
2014-09-30	$18.6B
2014-12-31	$17.5B
2015-03-31	$16.2B
2015-06-30	$17.7B
2015-09-30	$38.8B
2015-12-31	$21.7B
2016-03-31	$23.6B
2016-06-30	$30.3B
2016-09-30	$30.6B
2016-12-31	$27.8B
2017-03-31	$27.3B
2017-06-30	$33B
2017-09-30	$37.4B
2017-12-31	$41.6B
2018-03-31	$43.6B
2018-06-30	$40.8B
2018-09-30	$44.3B
2018-12-31	$38.2B
2019-03-31	$42.3B
2019-06-30	$44.8B
2019-09-30	$42.9B
2019-12-31	$43B
2020-03-31	$35.5B
2020-06-30	$54.4B
2020-09-30	$63.2B
2020-12-31	$70.8B
2021-03-31	$74.8B
2021-06-30	$81.4B
2021-09-30	$79.9B
2021-12-31	$81.8B
2022-03-31	$80.1B
2022-06-30	$70.6B
2022-09-30	$67.8B
2022-12-31	$71.5B
2023-03-31	$77.3M
2023-06-30	$82.3M
2023-09-30	$82.8M
2023-12-31	$95.4M
2024-03-31	$108.1M
2024-06-30	$113.6M
2024-09-30	$117.4B
2024-12-31	$124.9B
2025-03-31	$123.2B
2025-06-30	$141.5B
2025-09-30	$158.6B
2025-12-31	$170.7B
2026-03-31	$184.8B
2026-06-30	$225.4B

Holdings and moves

Company	Share of portfolio	Value	Shares	Change in shares
MSFTMicrosoft Corporation	4.58%	$10.3bn	27.66M	+14.0% Added
AMZNAmazon	4.27%	$9.6bn	40.35M	+23.8% Added
AAPLApple Inc.	3.84%	$8.6bn	29.89M	+53.7% Added
NVDANVIDIA Corporation	3.08%	$7.0bn	34.75M	+9.3% Added
GOOGLAlphabet Inc. (Class A)	2.37%	$5.4bn	14.97M	−12.1% Reduced
LRCXLam Research	2.36%	$5.3bn	12.27M	−6.9% Reduced
SNDKSandisk	2.19%	$4.9bn	2.17M	−23.2% Reduced
AVGOBroadcom	1.44%	$3.2bn	8.59M	−54.1% Reduced
ASMLAsml Holding NV	1.29%	$2.9bn	1.46M	−10.8% Reduced
PLTRPalantir Technologies Inc.	1.06%	$2.4bn	20.52M	+96.4% Added
CSCOCisco	1.01%	$2.3bn	19.34M	+10.0% Added
MAMastercard	0.96%	$2.2bn	4.24M	+15.6% Added
APHAmphenol	0.93%	$2.1bn	11.89M	0.0%
CRMSalesforce	0.92%	$2.1bn	13.28M	+4.9% Added
STXSeagate Technology	0.92%	$2.1bn	2.14M	+49.2% Added
FTNTFortinet	0.69%	$1.6bn	10.13M	+4.9% Added
ISRGIntuitive Surgical	0.66%	$1.5bn	3.74M	+77.8% Added
ARMARM Holdings PLC	0.64%	$1.5bn	4.09M	+333.2% Added
SUSuncor Energy Inc	0.64%	$1.4bn	26.75M	+2.5% Added
KLACKLA Corporation	0.63%	$1.4bn	4.71M	+495.5% Added
ADBEAdobe Inc.	0.62%	$1.4bn	6.79M	−0.1%
TSMTaiwan Semiconductor Manufacturing Co LTD	0.60%	$1.3bn	2.82M	+145.8% Added
PGRProgressive Corporation	0.59%	$1.3bn	6.09M	+128.7% Added
ANETArista Networks	0.57%	$1.3bn	7.62M	−10.0% Reduced
CMCSAComcast	0.57%	$1.3bn	52.31M	+322.9% Added
TJXTJX Companies	0.56%	$1.3bn	8.37M	+15.7% Added
BBarrick Mining Corp	0.56%	$1.3bn	34.38M	−27.5% Reduced
UNHUnitedHealth Group	0.56%	$1.3bn	3.01M	−12.1% Reduced
LITELumentum	0.52%	$1.2bn	1.37M	+238.5% Added
MCKMcKesson	0.52%	$1.2bn	1.55M	+18.3% Added
INTUIntuit	0.52%	$1.2bn	4.47M	+14.7% Added
MCDMcDonald's	0.51%	$1.2bn	4.27M	+17.2% Added
DISThe Walt Disney Company	0.48%	$1.1bn	11.13M	−22.0% Reduced
SYKStryker Corporation	0.46%	$1.0bn	3.28M	+111.0% Added
MDTMedtronic	0.45%	$1.0bn	12.89M	+176.7% Added
AZNAstrazeneca PLC	0.45%	$1.0bn	5.31M	+14.1% Added
BSXBoston Scientific	0.44%	$994.2m	23.29M	+67.7% Added
ABTAbbott Laboratories	0.44%	$988.8m	10.90M	+97.3% Added
DHRDanaher Corporation	0.44%	$983.5m	5.16M	+41.9% Added
TMUST-Mobile US	0.42%	$958.4m	5.71M	+405.1% Added
LINLinde plc	0.42%	$957.3m	1.84M	+13.5% Added
BACBank of America	0.42%	$948.0m	16.64M	+52.9% Added
BKNGBooking Holdings	0.42%	$937.1m	5.26M	+1911.4% Added
AONAon plc	0.39%	$867.3m	2.61M	+227.9% Added
HCAHCA Healthcare	0.38%	$861.5m	2.21M	+2.0% Added
WFCWells Fargo	0.38%	$856.1m	10.36M	+459.2% Added
UBSUBS Group AG	0.38%	$844.2m	17.03M	−9.6% Reduced
CBChubb Limited	0.37%	$838.6m	2.46M	+88.5% Added
CIENCiena	0.36%	$822.7m	1.68M	+20.8% Added
CICigna	0.35%	$785.5m	2.85M	−0.4%
ORLYO'Reilly Automotive	0.35%	$782.6m	8.50M	+10.1% Added
AMTAmerican Tower	0.33%	$752.9m	4.60M	+9.7% Added
EQIXEquinix	0.33%	$752.1m	721.5K	+192.0% Added
GEVGE Vernova	0.33%	$746.1m	635.0K	−50.2% Reduced
TRVThe Travelers Companies	0.33%	$745.7m	2.26M	+174.8% Added
CMGChipotle Mexican Grill	0.32%	$722.3m	21.24M	+28.9% Added
KEYSKeysight Technologies	0.32%	$719.5m	2.06M	+32.6% Added
CMECME Group	0.32%	$718.9m	3.26M	+26.2% Added
SCHWCharles Schwab Corporation	0.31%	$704.2m	7.63M	+158.5% Added
MRSHMarsh McLennan	0.31%	$695.0m	4.17M	+20.7% Added
HLTHilton Worldwide	0.31%	$689.5m	2.09M	−4.1% Reduced
PBRPetrobras - Petroleo Brasileiro SA	0.29%	$649.5m	40.19M	+40.8% Added
AZOAutoZone	0.29%	$646.7m	202.4K	+68.9% Added
MNSTMonster Beverage	0.29%	$645.0m	6.71M	−12.1% Reduced
ADSKAutodesk, Inc.	0.28%	$642.7m	3.31M	+5.1% Added
UNPUnion Pacific Corporation	0.28%	$641.3m	2.36M	−3.5% Reduced
ECLEcolab	0.28%	$639.0m	2.29M	+2.2% Added
ROPRoper Technologies	0.28%	$638.7m	1.89M	+40.9% Added
TAT&T	0.28%	$635.7m	30.71M	+64.5% Added
CNQCanadian Natural Resources Ltd	0.28%	$629.4m	15.93M	−45.0% Reduced
DDOGDatadog, Inc.	0.25%	$571.6m	2.20M	+39.8% Added
VLOValero Energy	0.25%	$570.9m	2.19M	−22.9% Reduced
IDXXIdexx Laboratories	0.25%	$561.8m	1.07M	+27.2% Added
CLSCelestica Inc	0.25%	$554.9m	1.52M	−30.5% Reduced
CDNSCadence Design Systems Inc	0.24%	$545.1m	1.45M	+1.5% Added
NSCNorfolk Southern	0.24%	$544.9m	1.73M	+6.5% Added
TELTE Connectivity	0.24%	$542.2m	2.69M	−4.1% Reduced
SHWSherwin-Williams	0.24%	$538.5m	1.56M	+52.2% Added
SPGIS&P Global	0.24%	$536.7m	1.32M	+250.5% Added
CVSCVS Health	0.23%	$524.4m	5.07M	−18.5% Reduced
SHELShell plc	0.23%	$521.6m	6.73M	−6.5% Reduced
NOWServiceNow	0.23%	$514.2m	5.18M	+19.7% Added
EWEdwards Lifesciences	0.23%	$513.6m	5.68M	+200.3% Added
ELVElevance Health	0.23%	$511.7m	1.32M	+7.9% Added
MRKMerck & Co.	0.23%	$509.7m	3.97M	+35.1% Added
MOAltria	0.23%	$509.6m	7.08M	−23.0% Reduced
TMOThermo Fisher Scientific	0.22%	$505.1m	1.01M	+58.8% Added
BMYBristol Myers Squibb	0.22%	$494.7m	8.59M	−3.2% Reduced
METMetLife	0.22%	$491.5m	5.81M	+87.5% Added
PEPPepsiCo	0.21%	$482.4m	3.56M	+14.9% Added
BNYBNY Mellon	0.21%	$481.0m	3.33M	+87.8% Added
VALEVale S.a.	0.21%	$480.5m	31.95M	−33.4% Reduced
CNCCentene Corporation	0.21%	$478.4m	7.45M	+10.1% Added
CTASCintas	0.21%	$467.8m	2.75M	+34.8% Added
DXCMDexcom	0.20%	$462.9m	6.87M	+170.1% Added
PMPhilip Morris International	0.20%	$442.8m	2.45M	−40.7% Reduced
FIXComfort Systems USA	0.20%	$439.4m	221.7K	−12.4% Reduced
HDThe Home Depot	0.20%	$439.4m	1.25M	−6.8% Reduced
ACGLArch Capital Group	0.19%	$436.2m	4.49M	+135.3% Added
ALLAllstate	0.19%	$435.7m	1.83M	+139.6% Added
PRUPrudential Financial	0.19%	$435.1m	4.03M	+57.7% Added
NTRANatera, Inc.	0.18%	$408.2m	1.50M	+26.2% Added
COSTCostco	0.18%	$407.8m	435.9K	−12.4% Reduced
JPMJPMorgan Chase	0.18%	$406.0m	1.24M	+374.0% Added
MSCIMSCI	0.18%	$405.5m	724.1K	+15.8% Added
FICOFair Isaac	0.18%	$397.1m	332.3K	+88.9% Added
NVONovo Nordisk A S	0.18%	$396.5m	8.27M	+5.7% Added
LNGCheniere Energy, Inc.	0.17%	$389.5m	1.63M	+87.9% Added
BDXBecton Dickinson	0.17%	$385.0m	2.54M	+153.8% Added
NTRNutrien Ltd.	0.17%	$379.6m	6.03M	−49.0% Reduced
ITWIllinois Tool Works	0.16%	$368.9m	1.36M	+1.5% Added
VRTXVertex Pharmaceuticals	0.16%	$366.8m	738.4K	+15.6% Added
AUAnglogold Ashanti PLC	0.16%	$365.7m	4.52M	−29.3% Reduced
CLColgate-Palmolive	0.16%	$363.4m	3.96M	−29.0% Reduced
JBLJabil	0.16%	$354.0m	918.3K	+8.3% Added
LVSLas Vegas Sands	0.15%	$341.1m	7.38M	−14.0% Reduced
MUMicron Technology	0.15%	$335.9m	291.0K	−88.3% Reduced
GENGen Digital Inc.	0.15%	$334.8m	13.45M	+2.7% Added
TTMITTM Technologies Inc	0.15%	$330.1m	1.77M	−20.1% Reduced
DGDollar General	0.15%	$328.3m	2.85M	−0.5% Reduced
VRSNVerisign Inc	0.14%	$324.6m	1.29M	−4.0% Reduced
NUNu Holdings Ltd.	0.14%	$323.7m	24.23M	+63.7% Added
AEMAgnico Eagle Mines LTD	0.14%	$322.1m	2.08M	−69.2% Reduced
THCTenet Healthcare Corp	0.14%	$319.6m	1.71M	+154.3% Added
ALLYAlly Financial Inc.	0.14%	$315.4m	6.86M	+1.2% Added
HIGThe Hartford	0.14%	$311.5m	2.35M	+38.8% Added
ICEIntercontinental Exchange	0.14%	$311.5m	2.53M	+40.3% Added
INCYIncyte	0.14%	$311.2m	2.74M	−3.0% Reduced
HSTHost Hotels & Resorts	0.14%	$304.3m	12.83M	+11.6% Added
LLYLilly (Eli)	0.13%	$299.8m	249.9K	−11.6% Reduced
TFCTruist Financial	0.13%	$297.1m	5.96M	+23.0% Added
WMTWalmart	0.13%	$294.9m	2.60M	+74.4% Added
CORCencora	0.13%	$294.3m	1.04M	−0.2%
JKHYJack Henry & Associates Inc	0.13%	$290.0m	2.11M	+390.9% Added
COOThe Cooper Companies	0.13%	$287.2m	4.00M	+88.3% Added
JNJJohnson & Johnson	0.13%	$286.5m	1.13M	+12.3% Added
ROKRockwell Automation	0.13%	$282.9m	571.5K	−5.1% Reduced
FDXFedEx	0.13%	$282.4m	901.9K	−2.0% Reduced
ZBRAZebra Technologies	0.13%	$280.8m	1.07M	+113.1% Added
SBACSBA Communications	0.12%	$276.8m	1.57M	−2.9% Reduced
VODVodafone Group Public LTD Co	0.12%	$268.6m	20.31M	−9.6% Reduced
WTWWillis Towers Watson	0.12%	$267.2m	1.02M	+223.3% Added
OVVOvintiv Inc.	0.12%	$266.8m	5.07M	−35.7% Reduced
DTDynatrace, Inc.	0.12%	$264.6m	6.03M	+16.7% Added
PENPenumbra Inc	0.12%	$263.6m	834.9K	+108.6% Added
STMStmicroelectronics N.V.	0.12%	$260.7m	3.48M	New
PEverpure	0.12%	$260.0m	3.30M	−13.4% Reduced
GNRCGenerac	0.12%	$259.9m	887.6K	−14.5% Reduced
GDDYGodaddy Inc.	0.12%	$259.7m	3.06M	+14.3% Added
ROSTRoss Stores	0.11%	$258.0m	1.21M	+78.5% Added

Company	Bought (value)	Shares
AAPLApple Inc.	$3.0bn	10.45M
AMZNAmazon	$1.9bn	7.77M
MSFTMicrosoft Corporation	$1.3bn	3.39M
KLACKLA Corporation	$1.2bn	3.92M
PLTRPalantir Technologies Inc.	$1.2bn	10.07M
ARMARM Holdings PLC	$1.1bn	3.15M
CMCSAComcast	$980.5m	39.94M
BKNGBooking Holdings	$890.5m	5.00M
LITELumentum	$828.6m	965.7K
TSMTaiwan Semiconductor Manufacturing Co LTD	$798.3m	1.67M
TMUST-Mobile US	$768.6m	4.58M
PGRProgressive Corporation	$749.0m	3.43M
WFCWells Fargo	$703.0m	8.51M
STXSeagate Technology	$680.3m	704.9K
ISRGIntuitive Surgical	$651.8m	1.64M

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Sold (value)	Shares
AVGOBroadcom	−$3.8bn	−10.15M
MUMicron Technology	−$2.5bn	−2.19M
SNDKSandisk	−$1.5bn	−654.5K
VRTVertiv	−$813.1m	−2.43M
GEVGE Vernova	−$753.4m	−641.3K
GOOGLAlphabet Inc. (Class A)	−$738.9m	−2.07M
AEMAgnico Eagle Mines LTD	−$724.5m	−4.67M
FCXFreeport-McMoRan	−$589.9m	−9.38M
NEMNewmont	−$546.0m	−5.85M
GLWCorning Inc.	−$545.7m	−2.14M
CNQCanadian Natural Resources Ltd	−$514.7m	−13.03M
BBarrick Mining Corp	−$479.0m	−13.04M
WPMWheaton Precious Metals Corp.	−$436.6m	−3.89M
CVXChevron Corporation	−$402.5m	−1.95M
LRCXLam Research	−$394.6m	−910.6K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Value last quarter	Shares
CVXChevron Corporation	$402.5m	1.95M
COPConocoPhillips	$305.0m	2.31M
AGFirst Majestic Silver Corp	$261.1m	12.17M
PAASPAN American Silver Corp	$184.2m	3.37M
RGLDRoyal Gold Inc	$182.6m	717.4K
EBAYeBay Inc.	$169.2m	1.86M
WWayfair Inc.	$148.2m	1.97M
SPOTSpotify Technology S.a.	$145.6m	300.3K
WIXWix.com Ltd.	$142.8m	1.59M
HBMHudbay Minerals Inc.	$141.1m	6.75M
HLHecla Mining Co	$118.4m	6.36M
BWXTBWX Technologies, Inc.	$100.5m	491.4K
IMOImperial OIL LTD	$93.1m	710.9K
MOSThe Mosaic Company	$82.6m	3.24M
MGMMGM Resorts	$80.4m	2.17M
FUTUFutu Holdings Ltd	$80.2m	586.2K
TEXTerex Corp	$73.2m	1.24M
CARRCarrier Global	$70.9m	1.26M
EGOEldorado Gold Corp	$66.1m	1.92M
ORCLOracle Corporation	$54.5m	370.2K
FASTFastenal	$53.6m	1.15M
SWKStanley Black & Decker	$47.4m	667.7K
OXYOccidental Petroleum	$47.0m	723.7K
HMYHarmony Gold Mining Co LTD	$42.6m	2.77M
ZSZscaler, Inc.	$40.8m	290.7K
CZRCaesars Entertainment, Inc.	$38.7m	1.47M
FTITechnipFMC plc	$36.7m	531.1K
MHKMohawk Industries Inc	$32.2m	326.9K
APTVAptiv	$29.1m	418.5K
AROCArchrock, Inc.	$28.9m	830.1K

Technology39.5%
Health Care13.3%
Financials12.4%
Consumer Discretionary10.9%
Industrials6.3%
Communication Services5.4%
Materials3.6%
Energy3.0%
Real Estate2.5%
Consumer Staples2.4%
Utilities0.8%

Share of the value held in companies we cover, by sector.

Period	Copy, a year	S&P 500	Sharpe	S&P 500	Biggest drop	Beta
Whole backtestAugust 16, 2013 to November 2, 2026	+10.0%	+14.1%	0.55	0.78	−36.8%	0.90
2018 onwardsJanuary 5, 2018 to November 2, 2026	+13.2%	+13.9%	0.59	0.66	−36.8%	1.06
Last three yearsNovember 3, 2023 to November 2, 2026	+20.1%	+21.8%	1.03	1.16	−17.5%	0.99
Last yearNovember 7, 2025 to November 2, 2026	+13.9%	+14.2%	0.77	0.84	−8.6%	0.99

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.