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Arrowstreet Capital, Limited Partnership

PRI reporting framework 2020

You are in Organisational Overview » Basic information

Basic information

OO 01. Signatory category and services

01.1. Select the services and funds you offer

Select the services and funds you offer
% of asset under management (AUM) in ranges
Fund management
Fund of funds, manager of managers, sub-advised products
Other
Total 100%

Further options (may be selected in addition to the above)

01.2. Additional information. [Optional]

Arrowstreet is a discretionary institutional global asset manager. We offer institutional investors a select range of global equity investment strategies. Our investment process utilizes quantitative methods that focus on identifying and incorporating investment signals into our proprietary return, risk, and transaction cost models. 

Prospective clients may, depending on their desired investment strategy and funds available for investment, generally choose to have a separately managed account or invest through a pooled investment fund for which Arrowstreet is the investment adviser.

 

 


OO 02. Headquarters and operational countries

02.1. Select the location of your organisation’s headquarters.

United States

02.2. Indicate the number of countries in which you have offices (including your headquarters).

02.3. Indicate the approximate number of staff in your organisation in full-time equivalents (FTE).

326 FTE

02.4. Additional information. [Optional]

Our headquarters is located in Boston, Massachusetts. We maintain an affiliated office in London, the United Kingdom, that engages in client service and business development activities.


OO 03. Subsidiaries that are separate PRI signatories

03.1. Indicate whether you have subsidiaries within your organisation that are also PRI signatories in their own right.

03.3. Additional information. [Optional]


OO 04. Reporting year and AUM

04.1. Indicate the year end date for your reporting year.

31/12/2019

04.2. Indicate your total AUM at the end of your reporting year.

Include the AUM of subsidiaries, but exclude advisory/execution only assets, and exclude the assets of your PRI signatory subsidiaries that you have chosen not to report on in OO 03.2
Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

04.4. Indicate the assets which are subject to an execution and/or advisory approach. Provide this figure based on the end of your reporting year

04.5. Additional information. [Optional]

Arrowstreet is a discretionary institutional global asset manager.  We offer institutional investors a select range of global equity investment strategies.

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.

Our research focuses on identifying, thoroughly testing, and incorporating investment signals into our quantitative alpha and risk models. We understand that environmental, social, and corporate governance (ESG) considerations can impact businesses’ profitability and sustainability of earnings, in addition to the risks associated with their securities. As such, we evaluate and selectively incorporate ESG information into our investment process.

Our investment process takes into account ESG risk factors across all our strategies. These ESG risk factors are based in part on climate-related risks, including risks related to carbon emissions, energy efficiency, product carbon footprint, climate change vulnerability, and financing environmental impact. Furthermore, we offer strategies that explicitly target a reduced level of carbon emissions for the overall portfolio. In addition, at a client’s request, we can also apply exclusionary screens, group restrictions, or a combination of the two that accommodate a variety of responsible investment considerations and restrictions specified by the client that may generally prohibit the purchase of certain securities, either individually or by region, sector, or other designated class. We also offer a number of commingled funds that use these approaches to help satisfy clients' ESG-related objectives.

We offer ESG specific proxy voting services to clients upon request. The proxy services we provide are outsourced to a well-known third party service provider. Our proxy service provider is responsible for monitoring events affecting the issuers of securities as required to cast informed votes; making decisions on voting securities and voting the securities in a timely fashion; and maintaining necessary records.

We also have a Responsible Investing Committee that meets semi-annually to discuss our approach to various ESG related issues, both in our investment process and in our internal business practices.


OO 06. How would you like to disclose your asset class mix

06.1. Select how you would like to disclose your asset class mix.

Internally managed (%)
Externally managed (%)

 

Listed equity >50% 100 0 0
Fixed income 0 0 0 0
Private equity 0 0 0 0
Property 0 0 0 0
Infrastructure 0 0 0 0
Commodities 0 0 0 0
Hedge funds 0 0 0 0
Fund of hedge funds 0 0 0 0
Forestry 0 0 0 0
Farmland 0 0 0 0
Inclusive finance 0 0 0 0
Cash 0 0 0 0
Money market instruments 0 0 0 0
Other (1), specify 0 0 0 0
Other (2), specify 0 0 0 0

06.2. Publish asset class mix as per attached image [Optional].

06.3. Indicate whether your organisation has any off-balance sheet assets [Optional].

06.5. Indicate whether your organisation uses fiduciary managers.

06.6. Provide contextual information on your AUM asset class split. [Optional]


OO 07. Fixed income AUM breakdown (Not Applicable)


OO 08. Segregated mandates or pooled funds (Not Applicable)


OO 09. Breakdown of AUM by market

09.1. Indicate the breakdown of your organisation’s AUM by market.

81.20 Developed Markets
18.78 Emerging Markets
0.02 Frontier Markets
0 Other Markets
Total 100% 100%

09.2. Additional information. [Optional]

The figures presented above are estimates as of 12/31/2019. Our exposure to frontier markets is on an opportunistic basis, as we do not currently have a dedicated frontier markets strategy.


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