-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Pe7enjaNRViCBqKg02bMwEzhwVGZrqAQ1XyGdWwXrJjq40I7yTJRKEmpJwZhi6Ia drsDHKR7+nXUK8dBxieGPg== 0001164508-09-000006.txt : 20091013 0001164508-09-000006.hdr.sgml : 20091012 20091013105258 ACCESSION NUMBER: 0001164508-09-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091013 DATE AS OF CHANGE: 20091013 EFFECTIVENESS DATE: 20091013 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ARROWSTREET CAPITAL LIMITED PARTNERSHIP CENTRAL INDEX KEY: 0001164508 IRS NUMBER: 043472863 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10005 FILM NUMBER: 091115888 BUSINESS ADDRESS: STREET 1: 200 CLARENDON STREET, 30TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-919-0000 MAIL ADDRESS: STREET 1: 200 CLARENDON STREET, 30TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 13F-HR 1 q3200913f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 Check here if Amendment [ ] Amendment Number: This Amendment (Check only one.):[ ] is a restatement. [ ] Adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Arrowstreet Capital, Limited Partnership Address: 200 Clarendon Street, 30th Floor Boston, MA 02116 13F File Number:028-10005 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Vaithehi Muttulingam Title: Partner, Finance and Compliance Phone: 617-919-0000 Signature, Place, and Date of Signing: Vaithehi Muttulingam, Boston, MA, October 13, 2009 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Frank Russell Company - 028-01190 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 (13F# 028-01190) Form 13F Information Table Entry Total: 422 Form 13F Information Table Value Total: $3,293,215 (x1000) List of Other Included Managers: NONE VALUE SHARES INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) DSCRETN MANAGERS SOLE NONE ACCO BRANDS CORP EQUITY 00081T10 166 22945 SOLE 22945 0 AEP INDS INC EQUITY 00103110 108 2713 SOLE 2713 0 AFLAC INC COM EQUITY 00105510 2345 54875 SOLE 48344 6531 AMN HEALTHCARE SVCS INC EQUITY 00174410 183 19246 SOLE 19246 0 AT & T INC COM EQUITY 00206R10 42 1560 SOLE 1560 0 AU OPTRONICS CORP SPONSORED ADR 00225510 23228 2399630.474 SOLE 1290700.02 1108930.45 ACTUATE CORP COM EQUITY 00508B10 77 13329 SOLE 13329 0 ADOBE SYS INC DEL COM EQUITY 00724F10 259 7828 SOLE 7828 0 ADVANCE AMER CASH ADVANCE CTRS EQUITY 00739W10 219 39062 SOLE 39062 0 ADVANCED AUTO PTS INC EQUITY 00751Y10 64 1642 SOLE 0 1642 ADVANCED SEMICONDUCTOR ENGR ADR 00756M40 10312 2496900 SOLE 2450500 46400 AEROPOSTALE INC EQUITY 00786510 1690 38886 SOLE 14867 24019 ADVANTA CORP CL A EQUITY 00794210 7 11927 SOLE 11927 0 ADVANTA CORP CL B EQUITY 00794220 132 235619 SOLE 235619 0 ADVENT SOFTWARE INC EQUITY 00797410 233 5801 SOLE 5801 0 AETNA INC COM NEW EQUITY 00817Y10 30406 1092570 SOLE 739149 353421 ALIGN TECHNOLOGY INC COM EQUITY 01625510 555 39018 SOLE 39018 0 ALLSTATE CORP COM EQUITY 02000210 12564 410322 SOLE 271541 138781 AMERICAN GREETINGS CORP CL A EQUITY 02637510 172 7699 SOLE 7699 0 AMERICREDIT CORP COM EQUITY 03060R10 11670 739101 SOLE 392035 347066 AMERISOURCEBERGEN CORP COM EQUITY 03073E10 12598 562914 SOLE 468973 93941 AMGEN INC EQUITY 03116210 3595 59683 SOLE 43295 16388 ANDERSONS INC COM EQUITY 03416410 14556 413523 SOLE 242733 170790 ANWORTH MTG ASSET CORP COM REIT 03734710 605 76717 SOLE 76717 0 APOGEE ENTERPRISES INC EQUITY 03759810 224 14942 SOLE 14942 0 APPLE INC EQUITY 03783310 35877 193560 SOLE 139213 54347 APPLIED MICRO CIRCUITS CORP EQUITY 03822W40 1213 121424 SOLE 121424 0 ARCHER DANIELS MIDLAND CO COM EQUITY 03948310 65011 2224884 SOLE 1613986 610898 ARROW ELECTRS INC COM EQUITY 04273510 3068 108998 SOLE 45230 63768 ART TECHNOLOGY GRP INC OC-COM EQUITY 04289L10 95 24677 SOLE 24677 0 ARUBA NETWORKS INC COM EQUITY 04317610 742 83965 SOLE 83965 0 ASBURY AUTOMOTIVE GROUP INC EQUITY 04343610 1172 92454 SOLE 56355 36099 AUTOMATIC DATA PROCESSING INC EQUITY 05301510 1012 25751 SOLE 5644 20107 AUTONATION INC COM EQUITY 05329W10 18454 1020665 SOLE 782619 238046 AVIS BUDGET GROUP INC COM EQUITY 05377410 215 16060 SOLE 16060 0 BMC SOFTWARE INC COM EQUITY 05592110 117 3130 SOLE 3130 0 BANCO BRADESCO S A ADR 05946030 1949 98000 SOLE 98000 0 BANCO SANTANDER CHILE NEW ADR 05965X10 15036 261314 SOLE 91507 169807 BANCOLUMBIA S A SPONSORED ADR ADR 05968L10 19524 454777 SOLE 133974 320803 BANK OF AMERICA CORP EQUITY 06050510 12361 730527 SOLE 472645 257882 BARNES & NOBLE INC COM EQUITY 06777410 5731 257943 SOLE 153391 104552 BARRETT BILL CORP EQUITY 06846N10 73 2230 SOLE 2230 0 BEAZER HOMES USA INC EQUITY 07556Q10 141 25212 SOLE 25212 0 BEL FUSE INC CL B EQUITY 07734730 100 5260 SOLE 5260 0 BELO CORPORATION EQUITY 08055510 1847 341321 SOLE 161288 180033 BENCHMARK ELECTRS INC EQUITY 08160H10 1902 105639 SOLE 105639 0 BHP BILLITON LTD ADR 08860610 448 6793 SOLE 6793 0 BIOGEN IDEC INC COM EQUITY 09062X10 2676 52963 SOLE 25875 27088 BLACKROCK INC COM EQUITY 09247X10 22 103 SOLE 103 0 BORDERS GROUP INC COM EQUITY 09970910 1838 590953 SOLE 590953 0 BOSTON SCIENTIFIC CORP COM EQUITY 10113710 9372 884955 SOLE 728850 156105 BRASIL TELECOM PARTICIPACOES S ADR 10553010 5882 110355 SOLE 101700 8655 BRIDGEPOINT ED INC COM EQUITY 10807M10 161 10530 SOLE 10530 0 BRIGHTPOINT INC EQUITY 10947340 3487 398563 SOLE 398563 0 BRISTOL MYERS SQUIBB CO COM EQUITY 11012210 78083 3467291 SOLE 2437082 1030209 BROADCOM CORP CL A COM EQUITY 11132010 7346 239362 SOLE 211306 28056 BROADRIDGE FINL SOLUTIONS INC EQUITY 11133T10 398 19796 SOLE 19796 0 BROOKFIELD HOMES CORP COM EQUITY 11272310 188 28100 SOLE 28100 0 BRUKER CORPORATION EQUITY 11679410 101 9486 SOLE 9486 0 BUCKEYE TECHNOLOGIES INC EQUITY 11825510 202 18797 SOLE 18797 0 CBS CORP NEW CL B EQUITY 12485720 80 6644 SOLE 6644 0 CF INDS HLDGS INC EQUITY 12526910 2135 24760 SOLE 24760 0 CIGNA CORP COM EQUITY 12550910 13651 485973 SOLE 314676 171297 CNA FINL CORP EQUITY 12611710 548 22693 SOLE 0 22693 CNOOC LTD SPONSORED ADR ADR 12613210 8588 63412 SOLE 34185 29227 CTC MEDIA INC COM EQUITY 12642X10 530 33718 SOLE 33718 0 CTS CORP EQUITY 12650110 97 10395 SOLE 10395 0 CA INC COM EQUITY 12673P10 232 10528 SOLE 10528 0 CABOT CORP COM EQUITY 12705510 834 36092 SOLE 36092 0 CAL DIVE INTL INC DEL COM EQUITY 12802T10 297 30022 SOLE 30022 0 CALPINE CORP COM NEW EQUITY 13134730 13608 1181285 SOLE 840143 341142 CANON INC ADR REPSTG 5 SHS ADR 13800630 10024 250671 SOLE 134628 116043 CARNIVAL CORP PAIRED CTF 1 COM EQUITY 14365830 106 3180 SOLE 3180 0 CENTRAL EUROPEAN DISTR CORP EQUITY 15343510 682 20810 SOLE 20810 0 CENTRAL GARDEN & PET CO CL A EQUITY 15352720 15 1375 SOLE 1375 0 CENTURYTEL INC COM EQUITY 15670010 10689 318115 SOLE 156092 162023 CERADYNE INC EQUITY 15671010 170 9260 SOLE 9260 0 CHART INDS INC COM PAR $0.01 EQUITY 16115Q30 45 2106 SOLE 2106 0 CHECKPOINT SYS INC COM EQUITY 16282510 310 18856 SOLE 18856 0 CHINA PETE & CHEM CORP SPONS ADR 16941R10 819 9617 SOLE 744 8873 CHIQUITA BRANDS INTL INC EQUITY 17003280 282 17438 SOLE 17438 0 CHUNGHWA TELECOM CO LTD ADR 17133Q40 10980 608632 SOLE 608632 0 CIBER INC COM EQUITY 17163B10 439 109798 SOLE 109798 0 CIMAREX ENERGY CO EQUITY 17179810 9507 219460 SOLE 123275 96185 CIRRUS LOGIC INC COM EQUITY 17275510 623 111975 SOLE 111975 0 CISCO SYS INC COM EQUITY 17275R10 29811 1266403 SOLE 900071 366332 CITIGROUP INC COM EQUITY 17296710 3453 713331 SOLE 392527 320804 CITIGROUP GLOBAL MTKS HLDGS EQUITY 17307317 2858 117289 SOLE 0 117289 CITIZENS REPUBLIC BANCORP INC EQUITY 17442010 411 540527 SOLE 540527 0 CLEARWATER PAPER CORP COM EQUITY 18538R10 67 1616 SOLE 1616 0 COACH INC COM EQUITY 18975410 172 5215 SOLE 5215 0 COCA-COLA FEMSA SAB DE CV ADR ADR 19124110 1410 29313 SOLE 29313 0 COMCAST CORP NEW CL A EQUITY 20030N10 2193 129901 SOLE 47798 82103 COMCAST CORP NEW CL A SPL EQUITY 20030N20 685 42605 SOLE 0 42605 COMMERCIAL INTL BK EGYPT S A E ADR 20171220 460 44586 SOLE 32350 12236 COMPANHIA ENERGETICA DE ADR ADR 20440960 3607 237300 SOLE 237300 0 COMPANHIA DE SANEAMENTO BASICO ADR 20441A10 15351 404727 SOLE 209152 195575 COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W20 10825 131600 SOLE 131600 0 COMPANIA CERVECERIAS UNIDA ADR ADR 20442910 1336 39020 SOLE 23736 15284 COMPANIA DE MINAS BUENAVEN ADR ADR 20444810 30339 861649 SOLE 371062 490587 COMPUTER SCIENCES CORP COM EQUITY 20536310 6232 118235 SOLE 113773 4462 CONEXANT SYS INC CON NEW EQUITY 20714230 984 359003 SOLE 359003 0 CORNING INC COM EQUITY 21935010 9230 602905 SOLE 478357 124548 COVENTRY HEALTH CARE INC COM EQUITY 22286210 66022 3307726 SOLE 2393475 914251 CUBIST PHARMACEUTICALS INC EQUITY 22967810 709 35119 SOLE 35119 0 CYPRESS SEMICONDUCTOR CORP EQUITY 23280610 8202 793997 SOLE 233465 560532 D R HORTON INC EQUITY 23331A10 10003 876721 SOLE 476238 400483 DSP GROUP INC COM EQUITY 23332B10 724 88886 SOLE 58102 30784 DTE ENERGY CO COM EQUITY 23333110 1704 48503 SOLE 48503 0 DANA HLDG CORP COM EQUITY 23582520 563 82630 SOLE 82630 0 DEL MONTE FOODS CO COM EQUITY 24522P10 137 11853 SOLE 11853 0 DELL INC COM EQUITY 24702R10 2635 172675 SOLE 118900 53775 DELPHI FINL GROUP INC CL A COM EQUITY 24713110 1000 44173 SOLE 44173 0 DELUXE CORP COM EQUITY 24801910 143 8382 SOLE 8382 0 DISNEY WALT CO COM EQUITY 25468710 107 3910 SOLE 3910 0 DISCOVER FINL SVCS COM EQUITY 25470910 4362 268789 SOLE 183552 85237 DISCOVERY COMMUNICATIONS INC EQUITY 25470F10 888 30743 SOLE 26913 3830 DISCOVERY COMMUNICATIONS INC EQUITY 25470F30 214 8217 SOLE 4669 3548 DISH NETWORK CORP CL A EQUITY 25470M10 14775 767138 SOLE 371219 395919 DOLLAR TREE INC COM EQUITY 25674610 7130 146472 SOLE 75882 70590 DONNELLEY R R & SONS CO COM EQUITY 25786710 12989 610957 SOLE 405041 205916 DR PEPPER SNAPPLE INC EQUITY 26138E10 19933 693321 SOLE 568250 125071 DU PONT E I DE NEMOURS & CO EQUITY 26353410 8832 274787 SOLE 151444 123343 EMC CORP MASS EQUITY 26864810 743 43613 SOLE 43613 0 EARTHLINK INC COM EQUITY 27032110 3162 376040 SOLE 376040 0 EASTMAN CHEM CO COM EQUITY 27743210 44927 839132 SOLE 582394 256738 EASTMAN KODAK CO COM EQUITY 27746110 4936 1032684 SOLE 864808 167876 EBAY INC COM EQUITY 27864210 36 1531 SOLE 1531 0 ECOPETROL SA SPONSORED ADR EQUITY 27915810 134 4671 SOLE 0 4671 TELECOM ARGENTINA SA EQUITY 2878829 88 5527 SOLE 0 5527 EMBRAER EMPRESA BRASILEIRA ADR 29081M10 704 30700 SOLE 30700 0 EMPRESA NACIONAL ELECTRIC ADR ADR 29244T10 1455 31051 SOLE 0 31051 ENCORE ACQUISITION CO COM EQUITY 29255W10 9388 251007 SOLE 112369 138638 ENERGEN CORP EQUITY 29265N10 58 1336 SOLE 1336 0 ENERSIS SA SPON ADR ADR 29274F10 15956 864821 SOLE 341105 523716 ENERSYS EQUITY 29275Y10 145 6552 SOLE 6552 0 ENTRAVISION COMMUNICATIONS COR EQUITY 29382R10 87 50459 SOLE 50459 0 ESTERLINE TECHNOLOGIES CORP EQUITY 29742510 527 13446 SOLE 13446 0 DELHAIZE GROUP ADR 29759W10 35 506 SOLE 506 0 EXPEDIA INC DEL EQUITY 30212P10 46743 1951674 SOLE 1329552 622122 FBL FINL GROUP INC CL A EQUITY 30239F10 31 1584 SOLE 1584 0 FAMILY DLR STORES INC EQUITY 30700010 874 33100 SOLE 934 32166 F5 NETWORK INC COM EQUITY 31561610 296 7457 SOLE 7457 0 FIRS CASH FINANCIAL SERVICES EQUITY 31942D10 65 3776 SOLE 3776 0 FIRST MARBLEHEAD CORP EQUITY 32077110 761 345827 SOLE 345827 0 FIRST MIDWEST BANCORP INC DEL EQUITY 32086710 162 14381 SOLE 14381 0 FIRSTFED FINL CORP DEL COM EQUITY 33790710 40 94327 SOLE 94327 0 FOMENTO ECONOMICO MEXICANO SAB ADR 34441910 1694 44509 SOLE 11421 33088 FOREST LABS INC CL A COM EQUITY 34583810 32161 1092418 SOLE 747402 345016 FUGI FILM HLDGS ADR 2 ORD ADR 35958N10 775 26050 SOLE 0 26050 FURNITURE BRANDS INTL INC COM EQUITY 36092110 519 93789 SOLE 12051 81738 GSI GROUP INC EQUITY 36229U10 163 216815 SOLE 216815 0 GT SOLAR INTL INC COM EQUITY 3623E020 98 16811 SOLE 16811 0 GANNETT INC COM EQUITY 36473010 22131 1769093 SOLE 1542026 227067 GAP INC COM EQUITY 36476010 44 2067 SOLE 2067 0 GAZPROM OAO LEVEL 1 ADR ADR 36828720 50971 2156409 SOLE 954878 1201531 GENTEK INC EQUITY 37245X20 73 1924 SOLE 1924 0 GENUINE PARTS CO COM EQUITY 37246010 868 22813 SOLE 5465 17348 GILEAD SCIENCES INC COM EQUITY 37555810 12605 270912 SOLE 215133 55779 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1007 25495 SOLE 25495 0 GLIMCHER RLTY TR SHS BEN INT REIT 37930210 779 212149 SOLE 172618 39531 GOOGLE INC CL A EQUITY 38259P50 30180 60865 SOLE 41089 19776 GRACE WR & CO DEL NEW COM EQUITY 38388F10 644 29624 SOLE 29624 0 GROUP 1 AUTOMOTIVE INC COM EQUITY 39890510 1461 54432 SOLE 54432 0 HNI CORP EQUITY 40425110 732 31001 SOLE 31001 0 HARVEST NATURAL RESOURCES INC EQUITY 41754V10 537 104599 SOLE 104599 0 HEALTHSOUTH CORP COM NEW EQUITY 42192430 5264 336561 SOLE 292841 43720 HEALTH NET INC COM STK EQUITY 42222G10 1520 98678 SOLE 98490 188 HEALTHTRONICS INC EQUITY 42222L10 82 33473 SOLE 33473 0 HEALTHSPRING INC COM EQUITY 42224N10 1233 100639 SOLE 100639 0 HEWLETT PACKARD CO COM EQUITY 42823610 10756 227843 SOLE 161059 66784 HOME DEPOT INC COM EQUITY 43707610 1075 40345 SOLE 36351 3994 HUBBELL INC CL B EQUITY 44351020 58 1391 SOLE 1391 0 HUMANA INC COM EQUITY 44485910 38426 1030195 SOLE 716701 313494 HUNTINGTON BANCSHARES INC EQUITY 44615010 11647 2472810 SOLE 2020519 452291 HUNTSMAN CORP EQUITY 44701110 428 47011 SOLE 47011 0 HUTCHISON TELECOMMUNICATIONS ADR 44841T10 23 7406 SOLE 7406 0 ITT EDL SVCS INC COM EQUITY 45068B10 8068 73077 SOLE 44464 28613 ILLINOIS TOOL WKS INC COM EQUITY 45230810 1128 26408 SOLE 12771 13637 INFOSPACE INC COM PAR $.0001 EQUITY 45678T30 91 11850 SOLE 11850 0 INSIGHT ENTERPRISES INC COM EQUITY 45765U10 2598 212807 SOLE 136720 76087 INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N10 56 11119 SOLE 11119 0 INTEL CORP EQUITY 45814010 47268 2415314 SOLE 1717826 697488 INTERDIGITAL INC PA COM EQUITY 45867G10 184 7961 SOLE 7961 0 IBM CORP COM EQUITY 45920010 24539 205156 SOLE 138937 66219 INTERSIL CORP CL A EQUITY 46069S10 128 8329 SOLE 8329 0 INTEVAC INC COM EQUITY 46114810 14 1020 SOLE 1020 0 ISHARES MSCI CDA INDEX FD EQUITY 46428650 2584 101422 SOLE 96722 4700 ISHARES MSCI UNITED KINGDOM EQUITY 46428669 2237 144234 SOLE 144234 0 ISHARES INC MSCI TAIWAN IND FD EQUITY 46428673 26549 2158243 SOLE 2158243 0 ISHARES MSCI JAPAN INDEX FUND EQUITY 46428684 2189 220182 SOLE 220182 0 ISHARES TR S&P 500 INDEX FD EQUITY 46428720 319 3008 SOLE 3008 0 ISHARES TR MSCI EMERGING MKTS EQUITY 46428723 64286 1652183 SOLE 1536096 116087 ISHARES TR MSCI EAFE INDEX FD EQUITY 46428746 19259 352192 SOLE 336492 15700 ISHARES TR RUSSELL 2000 INDEX EQUITY 46428765 490 8142 SOLE 8142 0 ITAU UNIBANCO HOLDING SA ADR 46556210 985 48890 SOLE 48890 0 I2 TECHNOLOGIES INC EQUITY 46575420 980 61113 SOLE 61113 0 JDS UNIPHASE CORP COM PAR EQUITY 46612J50 8859 1245986 SOLE 1173858 72128 JPMORGAN CHASE & CO COM EQUITY 46625H10 1024 23365 SOLE 21160 2205 JSC MMC NORILSK NICKEL ADR 46626D10 40382 3227100 SOLE 1416840 1810260 JACKSON HEWITT TAX SVC INC EQUITY 46820210 55 10733 SOLE 10733 0 JOHN BEAN TECHNOLOGIES CORP EQUITY 47783910 95 5213 SOLE 5213 0 JOHNSON & JOHNSON COM EQUITY 47816010 13440 220728 SOLE 130212 90516 JONES APPAREL GROUP INC COM EQUITY 48007410 5598 312223 SOLE 174909 137314 JSFC SISTEMA SPONSORED GDR REG ADR 48122U20 80 10783 SOLE 0 10783 KBR INC COM EQUITY 48242W10 1398 60031 SOLE 56332 3699 KT CORP SPONSORED ADR ADR 48268K10 1136 65343 SOLE 14703 50640 K V PHARMACEUTICAL CO CL A EQUITY 48274020 1851 602960 SOLE 602960 0 KELLY SVCS INC CL A EQUITY 48815220 343 27895 SOLE 27895 0 KIMBERLY CLARK CORP COM EQUITY 49436810 18722 317438 SOLE 219865 97573 LG DIPLAY CO LTD SPONSORED ADR 50186V10 14806 1033228 SOLE 861208 172020 LSI CORP COM EQUITY 50216110 2973 541548 SOLE 440284 101264 GAZPROM OAO-SPON ADR EQUITY 5140989 7960 342365 SOLE 0 342365 LATTICE SEMICONDUCTOR CORP COM EQUITY 51841510 842 374076 SOLE 374076 0 LEXINGTON REALTY TRUST REIT 52904310 203 39806 SOLE 39806 0 LIBERTY MEDIA HLDG CORP EQUITY 53071M10 5657 515636 SOLE 324983 190653 LIFE SCIENCES RESEARCH INC EQUITY 53216910 303 38085 SOLE 38085 0 LILLY ELI & CO COM EQUITY 53245710 8211 248604 SOLE 156591 92013 LINCARE HLDGS INC COM EQUITY 53279110 408 13045 SOLE 13045 0 LO JACK CORP EQUITY 53945110 295 57993 SOLE 4949 53044 LUBRIZOL CORP EQUITY 54927110 858 12000 SOLE 12000 0 M D C HLDGS INC EQUITY 55267610 98 2832 SOLE 2832 0 MDU RESOURCES GROUP INC EQUITY 55269010 125 6018 SOLE 6018 0 MGIC INVT CORP WIS COM EQUITY 55284810 143 19283 SOLE 19283 0 MSCI INC CL A EQUITY 55354G10 812 27412 SOLE 27412 0 MAGNITOGORSK IRON & STK WKS JT EQUITY 55918920 584 62742 SOLE 0 62742 MASCO CORP COM EQUITY 57459910 12937 1001343 SOLE 573626 427717 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264 28489 SOLE 28489 0 MOODYS CORP COM EQUITY 61536910 30013 1466902 SOLE 899219 567683 MORGAN STANLEY EQUITY 61744644 185 5996 SOLE 5996 0 MORGAN STANLEY INDIA INVT FD EQUITY 61745C10 134 6313 SOLE 0 6313 MOTOROLA INC COM EQUITY 62007610 8136 947123 SOLE 648219 298904 MUELLER INDS INC COM EQUITY 62475610 241 10100 SOLE 10100 0 MULTI FINELINE ELECTRONIX INC EQUITY 62541B10 377 13133 SOLE 13133 0 MURPHY OIL CORP COM EQUITY 62671710 8801 152878 SOLE 119633 33245 MYRIAD GENETICS INC EQUITY 62855J10 380 13860 SOLE 13860 0 NCR CORP NEW EQUITY 62886E10 9623 696279 SOLE 498050 198229 NRG ENERGY INC EQUITY 62937750 6663 236361 SOLE 227795 8566 NAM TAI ELECTRS INC COM PAR EQUITY 62986520 832 154152 SOLE 154152 0 NAVISTAR INTL CORP NEW COM EQUITY 63934E10 3089 82556 SOLE 22499 60057 NETGEAR INC EQUITY 64111Q10 197 10716 SOLE 10716 0 HONGKONG LAND HLDGS LTD ORD EQUITY 6434915 29289 6733000 SOLE 2541000 4192000 JARDINE MATHESON HLDGS ORD EQUITY 6472119 1070 35200 SOLE 24400 10800 NEWMARKET CORP 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