ARROWSTREET CAPITAL, LIMITED PARTNERSHIP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$30.3T

Holdings

1,309

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (1,309 positions)

#StockSharesValue% PortfolioType
101
ISHARES TR
1,478,917$82.5B0.27%
102
CENTURYLINK INC
2,694,458$78.2B0.26%
103
REPUBLIC SVCS INC
1,508,045$77.4B0.26%
104
BHP BILLITON PLC
3,030,344$76.9B0.25%
105
TENARIS S A
2,606,208$75.2B0.25%
106
VERISIGN INC
863,829$74.7B0.25%
107
ANTHEM INC
559,138$73.4B0.24%
108
ROYAL DUTCH SHELL PLC
1,305,913$73.1B0.24%
109
ACTIVISION BLIZZARD INC
1,820,371$72.1B0.24%
110
XEROX CORP
7,568,137$71.8B0.24%
111
POSCO
1,591,907$70.8B0.23%
112
P T TELEKOMUNIKASI INDONESIA
1,149,979$70.7B0.23%
113
CLIFFS NAT RES INC
12,433,988$70.5B0.23%
114
CONSTELLATION BRANDS INC
411,425$68.0B0.22%
115
PRINCIPAL FINL GROUP INC
1,608,012$66.1B0.22%
116
MONSANTO CO NEW
636,117$65.8B0.22%
117
KIMBERLY CLARK CORP
476,181$65.5B0.22%
118
CNOOC LTD
521,437$65.0B0.21%
119
SAP SE
856,442$64.3B0.21%
120
LILLY ELI & CO
813,978$64.1B0.21%
121
LINCOLN NATL CORP IND
1,640,447$63.6B0.21%
122
HARTFORD FINL SVCS GROUP INC
1,407,600$62.5B0.21%
123
PAN AMERICAN SILVER CORP
3,792,931$62.3B0.21%
124
EDISON INTL
799,901$62.1B0.21%
125
RELIANCE STEEL & ALUMINUM CO
798,541$61.4B0.20%
126
MASCO CORP
1,971,618$61.0B0.20%
127
TOTAL S A
1,248,390$60.0B0.20%
128
EXPEDIA INC DEL
562,728$59.8B0.20%
129
TAHOE RES INC
3,930,702$58.7B0.19%
130
PPG INDS INC
562,682$58.6B0.19%
131
ABBOTT LABS
1,482,637$58.3B0.19%
132
HSBC HLDGS PLC
1,800,626$56.4B0.19%
133
MANULIFE FINL CORP
4,132,075$56.3B0.19%
134
EATON CORP PLC
934,027$55.8B0.18%
135
MOLSON COORS BREWING CO
541,200$54.7B0.18%
136
GAMESTOP CORP NEW
2,043,856$54.3B0.18%
137
LAM RESEARCH CORP
641,663$53.9B0.18%
138
LAUDER ESTEE COS INC
590,053$53.7B0.18%
139
DOW CHEM CO
1,050,189$52.2B0.17%
140
XCEL ENERGY INC
1,157,941$51.9B0.17%
141
DU PONT E I DE NEMOURS & CO
798,152$51.7B0.17%
142
RED HAT INC
711,162$51.6B0.17%
143
QEP RES INC
2,857,541$50.4B0.17%
144
COMPANHIA DE SANEAMENTO BASI
5,586,434$50.1B0.17%
145
MCDONALDS CORP
414,700$49.9B0.16%
146
CITRIX SYS INC
613,675$49.1B0.16%
147
PETROLEO BRASILEIRO SA PETRO
7,951,341$46.2B0.15%
148
NISOURCE INC
1,730,407$45.9B0.15%
149
AVALONBAY CMNTYS INC
253,512$45.7B0.15%
150
ISHARES TR
1,315,371$45.2B0.15%
151
MASTERCARD INC
513,016$45.2B0.15%
152
PROCTER & GAMBLE CO
510,869$43.3B0.14%
153
YPF SOCIEDAD ANONIMA
2,240,403$43.0B0.14%
154
EVERSOURCE ENERGY
713,457$42.7B0.14%
155
TURQUOISE HILL RES LTD
12,657,936$42.7B0.14%
156
WESTLAKE CHEM CORP
989,596$42.5B0.14%
157
PAYPAL HLDGS INC
1,144,185$41.8B0.14%
158
HESS CORP
695,058$41.8B0.14%
159
SYNCHRONY FINL
1,650,009$41.7B0.14%
160
CHUNGHWA TELECOM CO LTD
1,139,583$41.4B0.14%
161
ECOLAB INC
344,729$40.9B0.14%
162
CONSOL ENERGY INC
2,476,536$39.8B0.13%
163
SUN LIFE FINL INC
1,212,257$39.7B0.13%
164
SILVER WHEATON CORP
1,684,545$39.6B0.13%
165
KT CORP
2,740,731$39.1B0.13%
166
NXP SEMICONDUCTORS N V
487,253$38.2B0.13%
167
GENPACT LIMITED
1,419,527$38.1B0.13%
168
CIGNA CORPORATION
297,497$38.1B0.13%
169
ATWOOD OCEANICS INC
3,030,852$37.9B0.13%
170
SK TELECOM LTD
1,803,411$37.7B0.12%
171
CUBESMART
1,218,735$37.6B0.12%
172
BARCLAYS PLC
4,878,347$37.1B0.12%
173
FIFTH THIRD BANCORP
2,104,205$37.0B0.12%
174
CLOROX CO DEL
263,180$36.4B0.12%
175
SUNTRUST BKS INC
880,867$36.2B0.12%
176
MARVELL TECHNOLOGY GROUP LTD
3,796,794$36.2B0.12%
177
GREAT PLAINS ENERGY INC
1,184,623$36.0B0.12%
178
ESSEX PPTY TR INC
157,831$36.0B0.12%
179
LOEWS CORP
872,789$35.9B0.12%
180
LOWES COS INC
451,640$35.8B0.12%
181
NEW GOLD INC CDA
8,176,311$35.7B0.12%
182
BWX TECHNOLOGIES INC
988,000$35.3B0.12%
183
AK STL HLDG CORP
7,579,608$35.3B0.12%
184
ALAMOS GOLD INC NEW
4,080,749$35.0B0.12%
185
AMGEN INC
229,900$35.0B0.12%
186
NVR INC
19,566$34.8B0.12%
187
GOLD FIELDS LTD NEW
7,096,863$34.8B0.11%
188
GRUPO FINANCIERO GALICIA S A
1,125,519$34.4B0.11%
189
FLIR SYS INC
1,105,062$34.2B0.11%
190
SASOL LTD
1,258,845$34.1B0.11%
191
CHESAPEAKE ENERGY CORP
7,934,776$34.0B0.11%
192
HERBALIFE LTD
566,528$33.2B0.11%
193
HERTZ GLOBAL HOLDINGS INC
2,970,217$32.9B0.11%
194
AVANGRID INC
713,732$32.9B0.11%
195
SPDR S&P 500 ETF TR
155,929$32.7B0.11%
196
UNUM GROUP
1,027,559$32.7B0.11%
197
SMITH & WESSON HLDG CORP
1,189,996$32.3B0.11%
198
SOUTHWEST AIRLS CO
820,200$32.2B0.11%
199
SANDERSON FARMS INC
371,151$32.2B0.11%
200
WILLIAMS COS INC DEL
1,481,481$32.0B0.11%
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