-----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, SNpVyh1kPs0nQgHl3w2zeQATCFxZZi4AgUCzqgkz5TezFTRTOQICEMT2DsjS1mxP RVZm0OcU3OuJ7OWp5+kAsQ== 0001164508-09-000004.txt : 20090722 0001164508-09-000004.hdr.sgml : 20090722 20090722165022 ACCESSION NUMBER: 0001164508-09-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090722 DATE AS OF CHANGE: 20090722 EFFECTIVENESS DATE: 20090722 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: 09957485 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 q2200913f.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: June 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, July 22, 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: 427 Form 13F Information Table Value Total: $2,647,584 (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 297 105229 SOLE 105229 0 AFLAC INC COM EQUITY 00105510 3384 108836 SOLE 33836 75000 AMN HEALTHCARE SVCS INC EQUITY 00174410 150 23526 SOLE 23526 0 AU OPTRONICS CORP SPONSORED ADR 00225510 31944 3299965.002 SOLE 1565734 1734231.002 ACME PACKET INC COM EQUITY 00476410 32 3203 SOLE 3203 0 ADVANCE AMER CASH ADVANCE CTRS EQUITY 00739W10 318 71688 SOLE 71688 0 ADVANCED SEMICONDUCTOR ENGR ADR 00756M40 4974 1674800 SOLE 1674800 0 ADVANTA CORP CL A EQUITY 00794210 5 11927 SOLE 11927 0 ADVANTA CORP CL B EQUITY 00794220 151 358431 SOLE 310070 48361 ALLSTATE CORP COM EQUITY 02000210 24260 994277 SOLE 661470 332807 ALTERA CORP COM EQUITY 02144110 6 352 SOLE 352 0 ALTRIA GROUP INC EQUITY 02209S10 15873 968433 SOLE 588391 380042 AMERICAN DAIRY INC EQUITY 02533410 237 5968 SOLE 5968 0 AMERICAN GREETINGS CORP CL A EQUITY 02637510 284 24292 SOLE 24292 0 AMERICREDIT CORP COM EQUITY 03060R10 3747 276554 SOLE 190418 86136 AMERON INTERNATIONAL CORP EQUITY 03071010 466 6956 SOLE 6956 0 AMERISOURCEBERGEN CORP COM EQUITY 03073E10 1134 63919 SOLE 44335 19584 AMERIPRISE FINL INC EQUITY 03076C10 1890 77857 SOLE 2402 75455 AMGEN INC EQUITY 03116210 4944 93391 SOLE 56594 36797 ANDERSONS INC COM EQUITY 03416410 5225 174507 SOLE 110774 63733 APACHE CORP COM EQUITY 03741110 5724 79340 SOLE 66518 12822 APOGEE ENTERPRISES INC EQUITY 03759810 201 16360 SOLE 16360 0 APOLLO GROUP INC CL A EQUITY 03760410 2218 31183 SOLE 19434 11749 APPLE INC EQUITY 03783310 42326 297174 SOLE 209607 87567 APPLIED MICRO CIRCUITS CORP EQUITY 03822W40 631 77562 SOLE 77562 0 ARBITRON INC COM EQUITY 03875Q10 134 8419 SOLE 8419 0 ARBOR RLTY TR INC REIT 03892310 35 20280 SOLE 20280 0 ARCHER DANIELS MIDLAND CO COM EQUITY 03948310 17272 645193 SOLE 499179 146014 ARES CAP CORP EQUITY 04010L10 52 6453 SOLE 6453 0 ARROW ELECTRS INC COM EQUITY 04273510 5377 253163 SOLE 124571 128592 ARUBA NETWORKS INC COM EQUITY 04317610 121 13876 SOLE 13876 0 ASBURY AUTOMOTIVE GROUP INC EQUITY 04343610 1825 178253 SOLE 103160 75093 AUTODESK INC COM EQUITY 05276910 1064 56051 SOLE 36059 19992 AUTONATION INC COM EQUITY 05329W10 15042 866965 SOLE 737072 129893 AVIS BUDGET GROUP INC COM EQUITY 05377410 4710 833649 SOLE 739257 94392 BANCO SANTANDER CHILE NEW ADR 05965X10 24593 526726 SOLE 242479 284247 BANCOLUMBIA S A SPONSORED ADR ADR 05968L10 15990 524263 SOLE 201749 322514 BANK OF AMERICA CORP EQUITY 06050510 39979 3028700 SOLE 2075767 952933 BARNES & NOBLE INC COM EQUITY 06777410 404 19594 SOLE 19594 0 BARRETT BILL CORP EQUITY 06846N10 1981 72137 SOLE 47739 24398 BEAZER HOMES USA INC EQUITY 07556Q10 583 318717 SOLE 182080 136637 BEBE STORES INC COM EQUITY 07557110 95 13863 SOLE 13863 0 BEL FUSE INC CL B EQUITY 07734730 84 5260 SOLE 5260 0 BELO CORPORATION EQUITY 08055510 930 519719 SOLE 339686 180033 BHP BILLITON LTD ADR 08860610 41853 764726 SOLE 353672 411054 BIOGEN IDEC INC COM EQUITY 09062X10 10572 234155 SOLE 191216 42939 BORDERS GROUP INC COM EQUITY 09970910 2294 623263 SOLE 623263 0 BRASIL TELECOM PARTICIPACOES S ADR 10553010 4909 127835 SOLE 119180 8655 BRIGHTPOINT INC EQUITY 10947340 1075 171469 SOLE 171469 0 BRISTOL MYERS SQUIBB CO COM EQUITY 11012210 16528 813796 SOLE 528211 285585 BROADCOM CORP CL A COM EQUITY 11132010 186 7510 SOLE 7510 0 BROOKFIELD HOMES CORP COM EQUITY 11272310 112 28100 SOLE 28100 0 CF INDS HLDGS INC EQUITY 12526910 1836 24760 SOLE 24760 0 CNOOC LTD SPONSORED ADR ADR 12613210 14513 117960 SOLE 63913 54047 CTS CORP EQUITY 12650110 82 12570 SOLE 12570 0 CAL MAINE FOODS INC COM NEW EQUITY 12803020 328 13124 SOLE 13124 0 CALLON PETE CO DEL EQUITY 13123X10 101 51097 SOLE 51097 0 CANON INC ADR REPSTG 5 SHS ADR 13800630 15512 476866 SOLE 248250 228616 CATO CORP CL A EQUITY 14920510 249 14283 SOLE 14283 0 CEMEX SAB DE CV SPONS ADR NEW ADR 15129088 0 0.2 SOLE 0 0.2 CENTURYTEL INC COM EQUITY 15670010 8647 281662 SOLE 144296 137366 CENVEO INC EQUITY 15670S10 75 17808 SOLE 17808 0 CHART INDS INC COM PAR $0.01 EQUITY 16115Q30 448 24638 SOLE 24638 0 CHECKPOINT SYS INC COM EQUITY 16282510 1122 71539 SOLE 71539 0 CHINA PETE & CHEM CORP SPONS ADR 16941R10 6684 88113 SOLE 43543 44570 CIBER INC COM EQUITY 17163B10 383 123514 SOLE 123514 0 CIMAREX ENERGY CO EQUITY 17179810 19586 691091 SOLE 377620 313471 CIRRUS LOGIC INC COM EQUITY 17275510 33 7282 SOLE 7282 0 CISCO SYS INC COM EQUITY 17275R10 20956 1123796 SOLE 783989 339807 CITIGROUP INC COM EQUITY 17296710 34371 11572627 SOLE 7672994 3899633 CITIGROUP GLOBAL MTKS HLDGS EQUITY 17307317 3464 155496 SOLE 0 155496 CITIZENS REPUBLIC BANCORP INC EQUITY 17442010 331 466513 SOLE 370247 96266 COCA-COLA FEMSA SAB DE CV ADR ADR 19124110 1176 29313 SOLE 29313 0 COLONIAL BANCGROUP INC COM EQUITY 19549330 43 69492 SOLE 69492 0 COLONIAL PPTYS TR COM SHS BEN REIT 19587210 745 100737 SOLE 61245 39492 COMCAST CORP NEW CL A EQUITY 20030N10 768 53089 SOLE 0 53089 COMCAST CORP NEW CL A SPL EQUITY 20030N20 2626 186234 SOLE 122523 63711 COMPANHIA DE SANEAMENTO BASICO ADR 20441A10 12889 429789 SOLE 233814 195975 COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W20 2165 33400 SOLE 33400 0 COMPANIA CERVECERIAS UNIDA ADR ADR 20442910 2009 57398 SOLE 34467 22931 COMPANIA DE MINAS BUENAVEN ADR ADR 20444810 2478 103102 SOLE 24859 78243 COMPUWARE CORP EQUITY 20563810 164 23971 SOLE 23971 0 COMSYS IT PARTNERS INC EQUITY 20581E10 80 13706 SOLE 13706 0 CONEXANT SYS INC CON NEW EQUITY 20714230 403 276655 SOLE 276655 0 CONOCOPHILLIPS EQUITY 20825C10 27627 656850 SOLE 463739 193111 CONSECO INC EQUITY 20846488 336 141567 SOLE 141567 0 CORUS BANKSHARES INC EQUITY 22087310 7 25428 SOLE 25428 0 COVENTRY HEALTH CARE INC COM EQUITY 22286210 35122 1877190 SOLE 1331111 546079 CRANE CO EQUITY 22439910 284 12725 SOLE 12725 0 CRAY INC COM NEW EQUITY 22522330 58 7301 SOLE 7301 0 CROWN HOLDINGS INC EQUITY 22836810 443 18332 SOLE 13975 4357 CYPRESS SEMICONDUCTOR CORP EQUITY 23280610 3515 382019 SOLE 0 382019 D R HORTON INC EQUITY 23331A10 472 50422 SOLE 50422 0 DSP GROUP INC COM EQUITY 23332B10 601 88886 SOLE 58102 30784 DANA HLDG CORP COM EQUITY 23582520 84 65604 SOLE 65604 0 DAWSON GEOPHYSICAL CO COM EQUITY 23935910 89 2987 SOLE 2987 0 DELPHI FINL GROUP INC CL A COM EQUITY 24713110 1293 66549 SOLE 66549 0 DELUXE CORP COM EQUITY 24801910 318 24826 SOLE 24826 0 DEVON ENERGY CORP NEW COM EQUITY 25179M10 51579 946397 SOLE 690873 255524 DISNEY WALT CO COM EQUITY 25468710 67 2885 SOLE 2885 0 DISCOVER FINL SVCS COM EQUITY 25470910 578 56312 SOLE 0 56312 DISH NETWORK CORP CL A EQUITY 25470M10 40436 2494540 SOLE 1600034 894506 DOMINOS PIZZA INC EQUITY 25754A20 55 7375 SOLE 7375 0 DONNELLEY R R & SONS CO COM EQUITY 25786710 4568 393090 SOLE 169909 223181 DOW CHEM CO COM EQUITY 26054310 65 3999 SOLE 3999 0 DR PEPPER SNAPPLE INC EQUITY 26138E10 12007 566649 SOLE 423914 142735 DUN & BRADSTREET CORP DEL NEW EQUITY 26483E10 147 1812 SOLE 1812 0 ENSCO INTL INC COM EQUITY 26874Q10 275 7900 SOLE 7900 0 EXCO RES INC COM EQUITY 26927940 1666 128968 SOLE 13509 115459 EARTHLINK INC COM EQUITY 27032110 587 79252 SOLE 79252 0 EAST WEST BANCORP INC COM EQUITY 27579R10 176 27046 SOLE 27046 0 EASTMAN CHEM CO COM EQUITY 27743210 18938 499679 SOLE 322973 176706 EASTMAN KODAK CO COM EQUITY 27746110 6392 2159577 SOLE 1750497 409080 ECOPETROL SA SPONSORED ADR EQUITY 27915810 286 11869 SOLE 0 11869 TELECOM ARGENTINA SA EQUITY 2878829 71 5527 SOLE 0 5527 EMBARQ CORP EQUITY 29078E10 10509 249863 SOLE 163990 85873 EMBRAER EMPRESA BRASILEIRA ADR 29081M10 1769 106842 SOLE 57622 49220 EMPRESA NACIONAL ELECTRIC ADR ADR 29244T10 10186 204586 SOLE 76759 127827 ENCORE ACQUISITION CO COM EQUITY 29255W10 8052 261002 SOLE 132988 128014 ENERSIS SA SPON ADR ADR 29274F10 24806 1343021 SOLE 595589 747432 ENNIS INC COM EQUITY 29338910 259 20768 SOLE 20768 0 ENTERCOM COMMUNICATIONS CORP EQUITY 29363910 172 112412 SOLE 112412 0 ENTRAVISION COMMUNICATIONS COR EQUITY 29382R10 49 101883 SOLE 101883 0 ENZON PHARMACEUTICALS INC EQUITY 29390410 186 23576 SOLE 23576 0 DELHAIZE GROUP ADR 29759W10 72 1022 SOLE 1022 0 EVRAZ GROUP SA SPONSORED GDR EQUITY 30050A20 418 22084 SOLE 0 22084 EXPEDIA INC DEL EQUITY 30212P10 23425 1550275 SOLE 1014677 535598 EXTREME NETWORKS INC COM EQUITY 30226D10 32 16174 SOLE 16174 0 FBL FINL GROUP INC CL A EQUITY 30239F10 164 19904 SOLE 19904 0 FEDERAL SIGNAL CORP EQUITY 31385510 116 15119 SOLE 15119 0 FELCOR LODGING TR INC COM REIT 31430F10 845 343519 SOLE 207906 135613 FIFTH THIRD BANCORP EQUITY 31677310 705 99270 SOLE 12045 87225 FIRST BANCORP PR COM EQUITY 31867210 231 58526 SOLE 58526 0 FIRST MARBLEHEAD CORP EQUITY 32077110 1062 525788 SOLE 525788 0 FIRST SOLAR INC COM EQUITY 33643310 18 108 SOLE 108 0 FIRSTFED FINL CORP DEL COM EQUITY 33790710 36 94327 SOLE 94327 0 FOMENTO ECONOMICO MEXICANO SAB ADR 34441910 3241 100538 SOLE 34990 65548 FOOT LOCKER INC COM EQUITY 34484910 8921 852099 SOLE 790906 61193 FOREST LABS INC CL A COM EQUITY 34583810 29714 1183369 SOLE 823133 360236 FORTUNE BRANDS INC COM EQUITY 34963110 712 20509 SOLE 4111 16398 FOSTER L B CO CL A EQUITY 35006010 57 1906 SOLE 1906 0 FUGI FILM HLDGS ADR 2 ORD ADR 35958N10 579 18250 SOLE 0 18250 FURNITURE BRANDS INTL INC COM EQUITY 36092110 248 81738 SOLE 0 81738 GSI GROUP INC EQUITY 36229U10 254 259590 SOLE 259590 0 GANNETT INC COM EQUITY 36473010 10098 2828552 SOLE 1969838 858714 GAZPROM OAO LEVEL 1 ADR ADR 36828720 43880 2112772 SOLE 911241 1201531 GENERAL DYNAMICS CORP COM EQUITY 36955010 19 349 SOLE 349 0 GENERAL ELEC CO COM EQUITY 36960410 313 26739 SOLE 26739 0 GENTIVA HEALTH SVCS INC EQUITY 37247A10 526 31984 SOLE 31984 0 GENWORTH FINL INC EQUITY 37247D10 8212 1174856 SOLE 892353 282503 GENZYME CORP COM EQUITY 37291710 5408 97138 SOLE 74886 22252 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 925 26172 SOLE 26172 0 GLIMCHER RLTY TR SHS BEN INT REIT 37930210 615 212149 SOLE 172618 39531 GOLDMAN SACHS GROUP INC COM EQUITY 38141G10 36591 248175 SOLE 173818 74357 GOOGLE INC CL A EQUITY 38259P50 23631 56053 SOLE 38936 17117 GROUP 1 AUTOMOTIVE INC COM EQUITY 39890510 187 7172 SOLE 7172 0 GUARANTY FINL GROUP INC COM EQUITY 40108N10 50 264091 SOLE 264091 0 HNI CORP EQUITY 40425110 40 2226 SOLE 2226 0 HANSEN NAT CORP EQUITY 41131010 4239 137436 SOLE 121609 15827 HARSCO CORP EQUITY 41586410 7 257 SOLE 257 0 HARTFORD FINL SVCS GROUP INC EQUITY 41651510 17163 1445925 SOLE 881003 564922 HARVEST NATURAL RESOURCES INC EQUITY 41754V10 1037 235172 SOLE 235172 0 HAWAIIAN HLDGS INC EQUITY 41987910 227 37666 SOLE 37666 0 HEALTHSOUTH CORP COM NEW EQUITY 42192430 6931 479970 SOLE 376824 103146 HEADWATERS INC COM EQUITY 42210P10 402 119539 SOLE 119539 0 HEALTH NET INC COM STK EQUITY 42222G10 600 38601 SOLE 38601 0 HEALTHTRONICS INC EQUITY 42222L10 91 45300 SOLE 45300 0 HEALTHSPRING INC COM EQUITY 42224N10 24 2223 SOLE 2223 0 HERCULES TECHNOLOGY GROWTH CAP EQUITY 42709650 27 3241 SOLE 3241 0 HEWLETT PACKARD CO COM EQUITY 42823610 99 2551 SOLE 2551 0 HUMANA INC COM EQUITY 44485910 21505 666604 SOLE 456940 209664 HUNTINGTON BANCSHARES INC EQUITY 44615010 7288 1743641 SOLE 1442761 300880 HUNTSMAN CORP EQUITY 44701110 232 46082 SOLE 46082 0 HUTCHINSON TECHNOLOGY INC COM EQUITY 44840710 158 81200 SOLE 81200 0 HUTCHISON TELECOMMUNICATIONS ADR 44841T10 26 7406 SOLE 7406 0 HUTCHISON TELECOMMUNICATIONS EQUITY 44841V10 15 7406 SOLE 7406 0 ISTAR FINL INC REIT 45031U10 284 99887 SOLE 99887 0 ILLUMINA INC COM EQUITY 45232710 318 8168 SOLE 8168 0 INDIA FD INC EQUITY 45408910 1225 39382 SOLE 27225 12157 INFOSPACE INC COM PAR $.0001 EQUITY 45678T30 33 5019 SOLE 5019 0 INGRAM MICRO INC CL A COM EQUITY 45715310 2228 127308 SOLE 89175 38133 INSIGHT ENTERPRISES INC COM EQUITY 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134168 SOLE 123630 10538 MUELLER INDS INC COM EQUITY 62475610 231 11118 SOLE 11118 0 MURPHY OIL CORP COM EQUITY 62671710 32947 606533 SOLE 435709 170824 NCR CORP NEW EQUITY 62886E10 4742 400881 SOLE 265471 135410 NTT DOCOMO INC SPONSORED ADR ADR 62942M20 0 6 SOLE 4 2 NYSE EURONEXT COM EQUITY 62949110 17 606 SOLE 606 0 NABI BIOPHARMACEUTICALS EQUITY 62951910 7 2961 SOLE 2961 0 NAM TAI ELECTRS INC COM PAR EQUITY 62986520 210 49453 SOLE 49453 0 NASH FINCH CO COM EQUITY 63115810 309 11407 SOLE 11407 0 NAVISTAR INTL CORP NEW COM EQUITY 63934E10 3941 90398 SOLE 0 90398 HONGKONG LAND HLDGS LTD ORD EQUITY 6434915 14312 4043000 SOLE 1338000 2705000 JARDINE MATHESON HLDGS ORD EQUITY 6472119 592 21600 SOLE 21600 0 NEW CASTLE INVT CORP NEW REIT 65105M10 62 94609 SOLE 42872 51737 NEWPORT CORP COM EQUITY 65182410 53 9182 SOLE 9182 0 NORTHROP GRUMMAN CORP COM EQUITY 66680710 6203 135794 SOLE 79318 56476 NOVATEL WIRELESS INC COM NEW EQUITY 66987M60 329 36446 SOLE 36446 0 NOVELLUS SYS INC EQUITY 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