-----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, JFatTUQIiit6OlN/ANxckVGIg27H9TQRFlDExTG4lx10WpLGiWgKiHv73gZNjBeb Lywlx4pKdWCTnw1x3TCutA== 0001164508-05-000033.txt : 20051026 0001164508-05-000033.hdr.sgml : 20051026 20051026105454 ACCESSION NUMBER: 0001164508-05-000033 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050930 FILED AS OF DATE: 20051026 DATE AS OF CHANGE: 20051026 EFFECTIVENESS DATE: 20051026 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: 051155991 BUSINESS ADDRESS: STREET 1: 875 MASSACHUSETTS AVE., 6TH FLOOR CITY: CAMBRIDGE STATE: MA ZIP: 02139 BUSINESS PHONE: 6175479999 MAIL ADDRESS: STREET 1: 875 MASSACHUSETTS AVE, 6TH FL CITY: CAMBRIDGE STATE: MA ZIP: 02139 13F-HR 1 q30513f.txt Q3 2005 13-F 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, 2005 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: 44 Brattle Street 5th Floor Cambridge, MA 02138 13F File Number: 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: Vaithi Muttulingam Title: Partner, Finance and Compliance Phone: 617-547-9999 Signature, Place,and Date of Signing: Vaithi Muttulingam Cambridge, Massachusetts October 26,2005 Report Type (Check only one.): [x] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Frank Russell Investment Management Company FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 165 Form 13F Information Table Value Total: $1,368,922 (x1000) List of Other Included Managers: NONE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE NONE Albertson's COM 1310410 1916 74716 SH SOLE 74716 0 SPX Corp COM 78463510 3365 73232 SH SOLE 73232 0 AT&T CORP COM 001957505 15929 804490 SH SOLE 688790 115700 ABBOTT LABS COM 002824100 318 7500 SH SOLE 0 7500 AEGON N V AMER sponsored ADR 007924103 14734 988870 SH SOLE 223097 765773 AIR PRODS & CHEMS COM 009158106 237 4300 SH SOLE 0 4300 ALLSTATE CORP COM 020002101 28331 512416 SH SOLE 150300 362116 ALTRIA GROUP INC COM 02209S103 72437 982733 SH SOLE 149220 833513 AMERICAN PWR CONVER COM 029066107 920 35500 SH SOLE 35500 0 ANADARKO PETE COM 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471400 EQUIFAX INC COM 294429105 2540 72700 SH SOLE 32400 40300 EQUITY OFFICE PPTYS REIT 294741103 18624 569354 SH SOLE 120011 449343 EXXON MOBIL COM 30231G102 82265 1294700 SH SOLE 406300 888400 FREDDIE MAC COM 313400301 3280 58100 SH SOLE 54700 3400 FANNIE MAE COM 313586109 215 4800 SH SOLE 0 4800 GENENTECH COM 368710406 143 1700 SH SOLE 1700 0 GENERAL DYNAMICS COM 369550108 108 900 SH SOLE 900 0 GENERAL ELEC COM 369604103 2279 67700 SH SOLE 32800 34900 GENWORTH FINL COM 37247D106 18738 581200 SH SOLE 182000 399200 GERDAU S A sponsored ADR 373737105 303 20300 SH SOLE 20300 0 HEWLETT PACKARD COM 428236103 35113 1202500 SH SOLE 424500 778000 HOME DEPOT COM 437076102 416 10900 SH SOLE 0 10900 INTEL CORP COM 458140100 17213 698300 SH SOLE 338900 359400 IBM CORP COM COM 459200101 5094 63500 SH SOLE 63500 0 INTL FLAVORS & FRAGR COM 459506101 2591 72700 SH SOLE 0 72700 ISHARES TR MSCI EAFE ETF 464287465 10736 184792 SH SOLE 117742 67050 JPMORGAN CHASE & CO COM 46625H100 594 17500 SH SOLE 0 17500 JABIL CIRCUIT INC COM COM 466313103 2551 82500 SH SOLE 82500 0 JOHNSON & JOHNSON COM COM 478160104 4930 77900 SH SOLE 63700 14200 KERR MCGEE CORP COM 492386107 12003 123600 SH SOLE 101100 22500 KEYCORP NEW COM COM 493267108 1122 34800 SH SOLE 8300 26500 KOHLS CORP COM COM 500255104 75 1500 SH SOLE 0 1500 KOREA ELEC PWR sponsored ADR 500631106 17689 998800 SH SOLE 431140 567660 KRAFT FOODS INC COM 50075N104 930 30400 SH SOLE 30400 0 KROGER CO COM COM 501044101 1242 60300 SH SOLE 60300 0 LABORATORY AMER HLDGS COM 50540R409 774 15900 SH SOLE 15900 0 ESTEE LAUDER COM 518439104 296 8500 SH SOLE 8500 0 LEXMARK INTERNATIONAL COM 529771107 672 11000 SH SOLE 0 11000 LIBERTY MEDIA CORP COM 530718105 101 12500 SH SOLE 0 12500 LIMITED BRANDS INC COM 532716107 11914 583183 SH SOLE 166400 416783 LINCOLN NATL CORP COM 534187109 843 16200 SH SOLE 16200 0 LOCKHEED MARTIN COM 539830109 1135 18600 SH SOLE 18600 0 LOEWS CORP COM COM 540424108 19064 206300 SH SOLE 0 206300 MBNA CORP COM COM 55262L100 968 39300 SH SOLE 33300 6000 MCKESSON CORP COM COM 58155Q103 1139 24000 SH SOLE 24000 0 MERCK & CO INC COM COM 589331107 38214 1404400 SH SOLE 308100 1096300 MERRILL LYNCH & COM COM 590188108 264 4300 SH SOLE 0 4300 METLIFE INC COM COM 59156R108 1694 34000 SH SOLE 30500 3500 MICROSOFT CORP COM COM 594918104 435 16900 SH SOLE 16900 0 MOTOROLA INC COM COM 620076109 3737 169400 SH SOLE 91100 78300 MURPHY OIL CORP COM COM 626717102 10303 206600 SH SOLE 0 206600 NII HLDGS INC CL B COM 62913F201 135 1600 SH SOLE 0 1600 NATIONAL CITY COM 635405103 107 3200 SH SOLE 0 3200 NATIONAL SEMICONDUCTOR COM 637640103 4245 161400 SH SOLE 0 161400 NORTHROP GRUMMAN COM 666807102 39436 725600 SH SOLE 63900 661700 OCCIDENTAL PETE COM 674599105 32382 379049 SH SOLE 64649 314400 OIL CO LUKOIL ADR sponsored ADR 677862104 54946 950904 SH SOLE 350005 600899 ORACLE CORPORATION COM COM 68389X105 237 19100 SH SOLE 0 19100 ORASCOM TELECOM GDR GDR 68554W205 174 3563 SH SOLE 3563 0 PG&E CORP COM COM 69331C108 2202 56100 SH SOLE 56100 0 POSCO ADR COM 693483109 5473 96768 SH SOLE 31096 65672 JC PENNEY CO COM 708160106 3775 79600 SH SOLE 34300 45300 PETROCHINA CO ADR sponsored ADR 71646E100 12179 146200 SH SOLE 51820 94380 PETROBRAS ENERGIA sponsored ADR 71646M102 116 7199 SH SOLE 0 7199 PETROLEO BRASIL ADR sponsored ADR 71654V101 6662 104509 SH SOLE 69528 34981 PETROLEO BRASILEIRO SA sponsored ADR 71654V408 5888 82358 SH SOLE 54358 28000 PFIZER INC COM 717081103 2345 93900 SH SOLE 93900 0 PINNACLE WEST CAP COM 723484101 758 17200 SH SOLE 17200 0 PROVIDIAN FINL COM 74406A102 2976 168300 SH SOLE 137700 30600 PRUDENTIAL FINL INC COM 744320102 6891 102000 SH SOLE 62000 40000 QLOGIC CORP COM COM 747277101 79 2300 SH SOLE 2300 0 RADIAN GROUP INC COM 750236101 6855 129100 SH SOLE 28700 100400 RADIO SHACK CORP COM 750438103 1562 63000 SH SOLE 54600 8400 REPUBLIC SVCS INC COM 760759100 1270 36000 SH SOLE 36000 0 ROYAL DUTCH SHELL sponsored ADR 780259206 9441 143823 SH SOLE 88023 55800 SPDR TR UNIT SER 1 SPDR 78462F103 990 8050 SH SOLE 3700 4350 SPX CORP COM 784635104 4880 106200 SH SOLE 39800 66400 SABRE GROUP HLDGS COM 785905100 1748 86200 SH SOLE 47700 38500 SAFECO CORP COM COM 786429100 139 2600 SH SOLE 2,600 0 SARA LEE CORP COM 803111103 3739 197300 SH SOLE 197300 0 SCHLUMBERGER COM 806857108 59 700 SH SOLE 0 700 SHINHAN FINL GROUP sponsored ADR 824596100 191 2760 SH SOLE 2760 0 SOUTHERN PERU COPPER COM 843611104 394 7040 SH SOLE 7040 0 STATOIL ASA ADR sponsored ADR 85771P102 1832 74200 SH SOLE 0 74200 STRYKER CORP COM 863667101 1611 32600 SH SOLE 32600 0 SUNOCO INC COM COM 86764P109 4238 54200 SH SOLE 28400 25800 SUNTRUST BKS INC COM 867914103 118 1700 SH SOLE 0 1700 SURGUTNEFTEGAZ ADR sponsored ADR 868861204 221 4094 SH SOLE 4094 0 TJX COS INC COM 872540109 807 39400 SH SOLE 39400 0 TAIWAN SEMICONDUCTOR sponsored ADR 874039100 6269 762704.297 SH SOLE 348196 414508 TARGET CORP COM COM 87612E106 1272 24500 SH SOLE 20300 4200 TELEPHONE & DATA SYS COM 879433860 5073 135100 SH SOLE 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