ARROWSTREET CAPITAL, LIMITED PARTNERSHIP Q2 2017 Filing

Filed August 15, 2017

Portfolio Value

$33.0T

Holdings

1,032

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (1,032 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
11,782,443$812.2B2.46%
2
AMZNAMAZON COM INC
822,827$796.5B2.41%
3
AAPLAPPLE INC
4,765,574$686.3B2.08%
4
4I1PHILIP MORRIS INTL INC
5,085,838$597.3B1.81%
5
GOOGALPHABET INC
620,551$563.9B1.71%
6
ADBEADOBE SYS INC
3,833,692$542.2B1.64%
7
CLCOLGATE PALMOLIVE CO
6,854,323$508.1B1.54%
8
INTCINTEL CORP
14,456,133$487.8B1.48%
9
CNRCANADIAN NATL RY CO
5,913,974$479.2B1.45%
10
MOALTRIA GROUP INC
6,328,518$471.3B1.43%
11
PEPPEPSICO INC
3,789,330$437.6B1.32%
12
MAMASTERCARD INCORPORATED
3,570,551$433.6B1.31%
13
TSMTAIWAN SEMICONDUCTOR MFG LTD
12,002,344$419.6B1.27%
14
MRKMERCK & CO INC
6,281,855$402.6B1.22%
15
GEGENERAL ELECTRIC CO
14,632,325$395.2B1.20%
16
RYROYAL BK CDA MONTREAL QUE
5,267,110$382.0B1.16%
17
BNSBANK N S HALIFAX
6,001,634$360.8B1.09%
18
GOOGLALPHABET INC
369,800$343.8B1.04%
19
CMCSACOMCAST CORP NEW
8,586,199$334.2B1.01%
20
MDTMEDTRONIC PLC
3,723,483$330.5B1.00%
21
TDTORONTO DOMINION BK ONT
6,535,700$329.2B1.00%
22
PGPROCTER AND GAMBLE CO
3,481,826$303.4B0.92%
23
AMATAPPLIED MATLS INC
6,808,898$281.3B0.85%
24
DISDISNEY WALT CO
2,644,700$281.0B0.85%
25
MRSHMARSH & MCLENNAN COS INC
3,396,845$264.8B0.80%
26
AIGAMERICAN INTL GROUP INC
4,167,213$260.5B0.79%
27
KMBKIMBERLY CLARK CORP
2,009,880$259.5B0.79%
28
WBAWALGREENS BOOTS ALLIANCE INC
3,295,583$258.1B0.78%
29
HCAHCA HEALTHCARE INC
2,887,684$251.8B0.76%
30
AONAON PLC
1,873,681$249.1B0.75%
31
CELGCELGENE CORP
1,907,052$247.7B0.75%
32
NTESNETEASE INC
819,150$246.3B0.75%
33
INTUINTUIT
1,852,561$246.0B0.74%
34
PRUPRUDENTIAL FINL INC
2,247,204$243.0B0.74%
35
BMTABRITISH AMERN TOB PLC
3,526,609$241.7B0.73%
36
UNHUNITEDHEALTH GROUP INC
1,303,068$241.6B0.73%
37
UNPUNION PAC CORP
2,187,401$238.2B0.72%
38
IDXXIDEXX LABS INC
1,310,660$211.6B0.64%
39
REYNOLDS AMERICAN INC
3,183,519$207.1B0.63%
40
METAFACEBOOK INC
1,325,900$200.2B0.61%
41
ELVANTHEM INC
1,063,843$200.1B0.61%
42
7HPHP INC
11,027,484$192.8B0.58%
43
TRITHOMSON REUTERS CORP
4,157,354$192.3B0.58%
44
EWTISHARES INC
5,363,038$191.8B0.58%
45
PHGKONINKLIJKE PHILIPS N V
5,344,199$191.4B0.58%
46
SIRIEURSIRIUS XM HLDGS INC
34,373,843$188.0B0.57%
47
BMYBRISTOL MYERS SQUIBB CO
3,331,549$185.6B0.56%
48
CSCOCISCO SYS INC
5,891,999$184.4B0.56%
49
LMTLOCKHEED MARTIN CORP
647,483$179.7B0.54%
50
DEODIAGEO P L C
1,475,331$176.8B0.54%
51
AZNASTRAZENECA PLC
5,180,092$176.6B0.53%
52
BRK/BBERKSHIRE HATHAWAY INC DEL
1,039,031$176.0B0.53%
53
DFSEURDISCOVER FINL SVCS
2,672,385$166.2B0.50%
54
COFCAPITAL ONE FINL CORP
1,989,104$164.3B0.50%
55
BKNGPRICELINE GRP INC
87,500$163.7B0.50%
56
CHLUSDCHINA MOBILE LIMITED
3,063,227$162.6B0.49%
57
SPGIS&P GLOBAL INC
1,077,759$157.3B0.48%
58
DPZDOMINOS PIZZA INC
732,223$154.9B0.47%
59
HIGHARTFORD FINL SVCS GROUP INC
2,909,742$153.0B0.46%
60
SHIRE PLC
916,378$151.4B0.46%
61
CP.TOCANADIAN PAC RY LTD
934,062$150.2B0.45%
62
BAXBAXTER INTL INC
2,422,575$146.7B0.44%
63
ORCLORACLE CORP
2,842,595$142.5B0.43%
64
VRSNVERISIGN INC
1,458,379$135.6B0.41%
65
BKBANK NEW YORK MELLON CORP
2,624,187$133.9B0.41%
66
INGING GROEP N V
7,592,428$132.0B0.40%
67
EBAEBAY INC
3,779,300$132.0B0.40%
68
ITUBITAU UNIBANCO HLDG SA
11,715,153$129.5B0.39%
69
NOCNORTHROP GRUMMAN CORP
504,037$129.4B0.39%
70
EAELECTRONIC ARTS INC
1,208,784$127.8B0.39%
71
ADPAUTOMATIC DATA PROCESSING IN
1,245,110$127.6B0.39%
72
MDLZMONDELEZ INTL INC
2,943,197$127.1B0.38%
73
EFAISHARES TR
1,940,746$126.5B0.38%
74
DHRDANAHER CORP DEL
1,485,901$125.4B0.38%
75
ALSALLSTATE CORP
1,375,032$121.6B0.37%
76
EXPRESS SCRIPTS HLDG CO
1,879,400$120.0B0.36%
77
BABOEING CO
598,111$118.3B0.36%
78
IBMINTERNATIONAL BUSINESS MACHS
761,900$117.2B0.35%
79
RHT1EURRED HAT INC
1,177,208$112.7B0.34%
80
VALEVALE S A
12,842,435$112.4B0.34%
81
STMSTMICROELECTRONICS N V
7,734,651$111.2B0.34%
82
SBUXSTARBUCKS CORP
1,904,800$111.1B0.34%
83
BBDBANCO BRADESCO S A
12,943,002$110.0B0.33%
84
UTXZUNITED TECHNOLOGIES CORP
880,900$107.6B0.33%
85
RTN1USDRAYTHEON CO
648,795$104.8B0.32%
86
SNNSMITH & NEPHEW PLC
2,986,759$104.1B0.32%
87
BMOBANK MONTREAL QUE
1,405,000$103.2B0.31%
88
SEICSEI INVESTMENTS CO
1,907,730$102.6B0.31%
89
VMWEURVMWARE INC
1,169,757$102.3B0.31%
90
RSGREPUBLIC SVCS INC
1,592,679$101.5B0.31%
91
3M4MASIMO CORP
1,113,113$101.5B0.31%
92
DELLDELL TECHNOLOGIES INC
1,653,628$101.1B0.31%
93
YUMYUM BRANDS INC
1,365,523$100.7B0.30%
94
LLYLILLY ELI & CO
1,212,824$99.8B0.30%
95
BABAALIBABA GROUP HLDG LTD
694,353$97.8B0.30%
96
SJR/BEURSHAW COMMUNICATIONS INC
4,467,795$97.3B0.29%
97
EWEDWARDS LIFESCIENCES CORP
813,390$96.2B0.29%
98
MSCIMSCI INC
919,364$94.7B0.29%
99
CDNSCADENCE DESIGN SYSTEM INC
2,782,819$93.2B0.28%
100
KHCKRAFT HEINZ CO
1,055,540$90.4B0.27%
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