Profiles >> Arrowstreet Capital Limited Partnership

Arrowstreet Capital Limited Partnership

Last Updated: 12/3/2020

Arrowstreet Capital Limited Partnership is a Limited Partnership that started in 1999 and is primarily owned and controlled by Bruce Clarke, Peter Rathjens and John Cambell, and more recently its senior management team and non-executive partners. .

Per its ADV, Arrowstreet provides a range of equity investment strategies that include:

• Long-Only – seek to outperform equity benchmarks with long-only portfolios.

• Alpha Extension – seek to outperform equity benchmarks by relaxing the short-sale constraint to specified limits, which involves economic leverage (certain of the “alpha extension” investment strategies that we offer are characterized in the institutional marketplace as “130/30”, or variations of gross exposure).

• Long/Short – seek to produce absolute returns and outperform short-term cash benchmarks (e.g. Citigroup 3-Month U.S. Treasury Bill Index), equity benchmarks (e.g., MSCI All Country World Index) or a combination of cash and equity benchmarks, with the ability to use more leverage and have fewer constraints than an alpha extension strategy.

Arrowstreet Capital Limited Partnership operates out of an office in Boston, MA. Based on the Form ADV filed on 2020-03-29 00:00:00, the investment firm is comprised of 309 employees, only 71 of whom performs investment advisory functions.

Fact Sheet

      Name: Arrowstreet Capital Limited Partnership
      CRD No: 111298
      Filing Recorded: 2020-03-29 00:00:00
      Year of Origin: 1999
      Employees: 309
      Clients: 149
      AUM: 120,000,000,000
      Management Fee: .2 to 1 Percent
      Performance Fee: 0 to 20 Percent
      Client Type: Pooled Investment Vehicles, Pension and Profit Sharing Plans, Charitable Organizations, State or Municipal Government Entities, Insurance Companies, Sovereign Wealth Funds and Foreign Official Institutions, Corporations or Other Businesses, Other (Non-US Institutional Investors)
      Assets Traded: Exchange-Traded Equity Securities, Non-Exchange-Traded Equity Securities, Cash and Cash Equivalents


Investment Strategy

According to the brochure submitted to IAPD, Arrowstreet Capitals investment strategy is as follows:

Our investment process utilizes quantitative methods that focus on identifying and incorporating investment signals into our proprietary return, risk and transaction cost models. Our investment approach involves creating and investing in diversified equity portfolios. We utilize a structured investment process that attempts to add value relative to a client specific benchmark. This involves identifying opportunities across companies, sectors and countries by evaluating a diverse set of fundamental and market-based predictive factors. Portfolios are constructed through the use of a mean variance optimizer utilizing proprietary risk and transaction cost forecasts for future returns.

Methods of Analysis

In addition, Arrowstreet Capitals methods of analysis include:

Depending on the particular client mandate, we transact in a variety of instruments, including global equity securities, spot and forward foreign currency contracts, futures, participation notes, and real estate investment trusts. We effect transactions in derivatives pursuant to the terms customarily set forth in established legal frameworks such as the International Swaps and Derivatives Association form (ISDA Master Agreement) and the International Foreign Exchange Master Agreement form (IFEMA) or, where applicable, negotiated agreements with futures commission merchants or other financial intermediaries.

As a global asset manager we generally implement our trading programs through regularly scheduled rebalance sessions that involve trading client accounts across multiple time zones, and in markets with varying trade settlement cycles. As a result, the timing of implementation of such rebalance sessions and other operational considerations may cause a client’s account to experience short term economic leverage and/or custodial account overdrafts.

Top 10 Holdings from Form 13F

Reporting Period: 09/30/2020

Issuer Share Value(1000s) Put/Call
AMAZON COM INC 1,057,107 3,328,545
MICROSOFT CORP 15,327,630 3,223,860
PROCTER AND GAMBLE CO 8,579,647 1,192,485
APPLE INC 10,085,504 1,168,002
JOHNSON & JOHNSON 7,734,274 1,151,479
MICRON TECHNOLOGY INC 18,026,673 846,533
INTEL CORP 13,697,739 709,269
VISA INC 3,254,369 650,776

Historical 13F Filings

EdgeGiant has compiled all 13F filings since Q2 2013 for your convenience. You can view historical portfolio position forArrowstreet Capital Limited Partnershipin our 13F section HERE.

To get the comprehensive list of holdings that fall under 13F regulatory guidelines, check out our write up on how to access and use 13Fs in your personal investment decisions.

Related Topics

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Historical Portfolio Holdings for Arrowstreet Capital Limited Partnership