-----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, TMzTNXXH69zBunAo4u4thlDplImqXXXI321depR6DrSBUSq1EeaeKiDcV+zXimrH HgG3XOAvkC4mPgBt9lKGsg== 0001164508-05-000032.txt : 20050811 0001164508-05-000032.hdr.sgml : 20050811 20050810175636 ACCESSION NUMBER: 0001164508-05-000032 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050811 DATE AS OF CHANGE: 20050810 EFFECTIVENESS DATE: 20050811 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: 051014542 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 q20513f.txt Q2 2005 13F 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, 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 August 02,2005 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: 148 Form 13F Information Table Value Total: $1,070,241 (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 WW Grainger Inc COM 38480210 2808 51257 SH SOLE 51257 0 Ltd Brands COM 53271610 4019 187646 SH SOLE 187646 0 AT&T CORP COM 001957505 53658 2818186 SH SOLE 958690 1859496 AU OPTRONICS CORP sponsored ADR 002255107 232 13680 SH SOLE 0 13680 AEGON N V AMER sponsored ADR 007924103 8006 622100 SH SOLE 89800 532300 ALBERTSONS COM 013104104 49678 2402234 SH SOLE 637981 1764253 ALLSTATE CORP COM 020002101 16516 276416 SH SOLE 89900 186516 ALLTEL CORP COM 020039103 6228 100000 SH SOLE 0 100000 ALTRIA GROUP COM 02209S103 43204 668175 SH SOLE 161462 506713 AMBAC FINANCIAL COM 023139108 3321 47600 SH SOLE 17700 29900 AMERADA HESS COM 023551104 10590 99424 SH SOLE 0 99424 AMERICAN PWR CONVER COM 029066107 6058 256800 SH SOLE 77200 179600 AMERICAN STD COS COM 029712106 340 8100 SH SOLE 8100 0 ANADARKO PETE CORP COM 032511107 27116 330083 SH SOLE 107070 223013 AO TATNEFT ADR sponsored ADR 03737P306 729 19700 SH SOLE 12300 7400 ARACRUZ CELULOSE ADR sponsored ADR 038496204 209 6000 SH SOLE 6000 0 ARCHER DANIELS MIDLAND COM 039483102 13430 628173 SH SOLE 187000 441173 BALL CORP COM 058498106 1618 45000 SH SOLE 32400 12600 BANCO BRADESCO sponsored ADR 059460303 386 10900 SH SOLE 10900 0 BANCO ITAU HLDG sponsored ADR 059602201 907 9800 SH SOLE 9800 0 BANK OF AMERICA CORP COM 060505104 2796 61300 SH SOLE 61300 0 BELLSOUTH CORP COM 079860102 3609 135846 SH SOLE 93546 42300 BOEING CO COM 097023105 614 9300 SH SOLE 9300 0 BURLINGTON NORTH SANTA COM 12189T104 3310 70300 SH SOLE 70300 0 BURLINGTON RES COM 122014103 15861 287130 SH SOLE 105579 181551 CSX CORP COM 126408103 4415 103500 SH SOLE 19000 84500 CEMEX ADR sponsored ADR 151290889 1113 26233 SH SOLE 0 26233 CHINA MOBILE ADR sponsored ADR 16941M109 2320 124800 SH SOLE 47700 77100 CHUNGHWA TELECOM sponsored ADR 17133Q205 10213 476590 SH SOLE 157800 318790 CINCINNATI FINL CORP COM 172062101 148 3748 SH SOLE 3748 0 CINERGY CORP COM 172474108 22159 494400 SH SOLE 6800 487600 CITIGROUP INC COM 172967101 88 1900 SH SOLE 1900 0 CLOROX CO COM 189054109 43175 774857 SH SOLE 116660 658197 COMERICA INC COM 200340107 277 4800 SH SOLE 4800 0 COMPANHIA SIDER ADR sponsored ADR 20440W105 4857 300760 SH SOLE 300760 0 COMPANHIA VALE ADR sponsored ADR 204412100 584 23000 SH SOLE 23000 0 COMPANHIA VALE sponsored ADR 204412209 1001 34200 SH SOLE 17700 16500 COMPANIA DE TEL sponsored ADR 204449300 3798 373499 SH SOLE 6929 366570 COMPUTER SCIENCES COM 205363104 32141 735495 SH SOLE 179427 556068 CONAGRA FOODS INC COM 205887102 435 18800 SH SOLE 18800 0 CRESCENT REAL ESTATE REIT 225756105 2272 121171 SH SOLE 100900 20271 DST SYS INC DEL COM 233326107 4295 91765 SH SOLE 72200 19565 DTE ENERGY CO COM 233331107 13105 280200 SH SOLE 81100 199100 DELL INC COM 24702R101 5402 136900 SH SOLE 50000 86900 DUKE ENERGY CORP COM 264399106 31631 1063939 SH SOLE 243785 820154 EASTMAN KODAK CO COM 277461109 4120 153463 SH SOLE 55663 97800 EATON CORP COM 278058102 443 7400 SH SOLE 7400 0 EDISON INTL COM 281020107 37606 927393 SH SOLE 228772 698621 ELECTRONIC DATA SYS COM 285661104 5735 297900 SH SOLE 77900 220000 ENERGIZER HLDGS COM 29266R108 28762 462629 SH SOLE 307611 155018 EQUITY OFFICE PPTYS REIT 294741103 11123 336054 SH SOLE 113611 222443 EXXON MOBIL COM 30231G102 29350 510700 SH SOLE 188800 321900 FPL GROUP INC COM 302571104 227 5400 SH SOLE 5400 0 FREDDIE MAC CORP COM 313400301 3568 54700 SH SOLE 54700 0 FEDERATED DEPT STORES COM 31410H101 3517 48000 SH SOLE 48000 0 GAZPROM OAO SPONS ADR sponsored ADR 368287207 803 22245 SH SOLE 22245 0 GENERAL DYNAMICS COM 369550108 99 900 SH SOLE 900 0 GENERAL ELEC COM 369604103 7911 228300 SH SOLE 135800 92500 GENERAL MTRS COM 370442105 520 15300 SH SOLE 15300 0 GENWORTH FINL COM 37247D106 1439 47600 SH SOLE 0 47600 GERDAU S A sponsored ADR 373737105 1727 177450 SH SOLE 177450 0 GOLDMAN SACHS GROUP COM 38141G104 2295 22500 SH SOLE 22500 0 GRAINGER W W COM 384802104 6319 115338 SH SOLE 53564 61774 HEWLETT PACKARD COM 428236103 5269 224100 SH SOLE 148100 76000 HONEYWELL INTL COM 438516106 47 1271 SH SOLE 1271 0 ISTAR FINL INC REIT 45031U101 532 12800 SH SOLE 12800 0 IBM CORP COM 459200101 5105 68800 SH SOLE 63500 5300 INTL FLAVORS & FRAG sponsored ADR 459506101 3111 85900 SH SOLE 0 85900 ISHARES MSCI EMERGING ETF 464287234 4128 57650 SH SOLE 57650 0 ISHARES MSCI EAFE INDEX ETF 464287465 7874 150292 SH SOLE 83242 67050 JSC MMC NORILSK NICKEL sponsored ADR 46626D108 240 3952 SH SOLE 1098 2854 JOHNSON & JOHNSON COM 478160104 3913 60200 SH SOLE 60200 0 KERR MCGEE CORP COM 492386107 3640 47700 SH SOLE 46400 1300 KEYCORP NEW COM 493267108 1154 34800 SH SOLE 8300 26500 KOREA ELEC PWR sponsored ADR 500631106 13825 882260 SH SOLE 375160 507100 KRAFT FOODS CL A COM 50075N104 967 30400 SH SOLE 30400 0 KROGER CO COM 501044101 1707 89700 SH SOLE 60300 29400 LG CHEM LTD sponsored ADR 501955108 1431 39125 SH SOLE 27030 12095 LABORATORY AMER HLDGS COM 50540R409 793 15900 SH SOLE 15900 0 LEXMARK INTERNATIONAL COM 529771107 1387 21400 SH SOLE 0 21400 LIMITED BRANDS COM 532716107 26423 1233583 SH SOLE 321100 912483 LINCOLN NATL CORP COM 534187109 2327 49600 SH SOLE 16200 33400 LOCKHEED MARTIN COM 539830109 4731 72927 SH SOLE 18600 54327 LOEWS CORP COM 540424108 20251 261300 SH SOLE 0 261300 MBIA INC COM 55262C100 19572 330000 SH SOLE 65100 264900 MBNA CORP COM 55262L100 14642 559700 SH SOLE 96800 462900 MCDONALDS CORP COM 580135101 619 22300 SH SOLE 8900 13400 MCKESSON CORP COM 58155Q103 1075 24000 SH SOLE 24000 0 MEDCO HEALTH COM 58405U102 380 7127 SH SOLE 7127 0 METLIFE INC COM 59156R108 1371 30500 SH SOLE 30500 0 MICROSOFT CORP COM 594918104 2541 102300 SH SOLE 102300 0 NORFOLK SOUTHN COM 655844108 1641 53000 SH SOLE 13500 39500 NORTHROP GRUMMAN COM 666807102 2729 49400 SH SOLE 47400 2000 OCCIDENTAL PETE COM 674599105 4096 53249 SH SOLE 53249 0 OIL CO LUKOIL sponsored ADR 677862104 9234 251007 SH SOLE 98961 152046 PG&E CORP COM 69331C108 3341 89000 SH SOLE 56100 32900 PMI GROUP INC COM 69344M101 175 4500 SH SOLE 4500 0 POSCO ADR sponsored ADR 693483109 4496 102256 SH SOLE 32496 69760 PACCAR INC COM 693718108 17656 259650 SH SOLE 18300 241350 PT TELEKOMUNIKASI ADR COM 715684106 552 26475 SH SOLE 13460 13015 PETROLEO BRASILEIRO sponsored ADR 71654V101 3052 66281 SH SOLE 31700 34581 PETROLEO BRASILEIRO sponsored ADR 71654V408 2466 47300 SH SOLE 20500 26800 PINNACLE WEST CAP COM 723484101 765 17200 SH SOLE 17200 0 PROVIDIAN FINL COM 74406A102 1123 63700 SH SOLE 60800 2900 PRUDENTIAL FINL COM 744320102 1097 16700 SH SOLE 16700 0 PT INDOSAT TBK ADR sponsored ADR 744383100 1070 37460 SH SOLE 17318 20142 PULTE HOMES INC COM 745867101 775 9200 SH SOLE 9200 0 QLOGIC CORP COM 747277101 846 27400 SH SOLE 25000 2400 ROCKWELL AUTOMATION COM 773903109 3717 76300 SH SOLE 0 76300 ROCKWELL COLLINS COM 774341101 3462 72600 SH SOLE 0 72600 ROSTELECOM LONG COM 778529107 555 46055 SH SOLE 12200 33855 ROYAL DUTCH PETE COM 780257804 227 3500 SH SOLE 0 3500 SPDR TR UNIT SER SPDR 78462F103 959 8050 SH SOLE 3700 4350 SPX CORP COM 784635104 13782 299732 SH SOLE 198032 101700 SABRE GROUP HLDGS COM 785905100 2228 111700 SH SOLE 47700 64000 SARA LEE CORP COM 803111103 3909 197300 SH SOLE 197300 0 SHERWIN WILLIAMS COM 824348106 669 14200 SH SOLE 14200 0 SHINHAN FINL GROUP sponsored ADR 824596100 145 2760 SH SOLE 2760 0 STATOIL ASA ADR sponsored ADR 85771P102 1508 74300 SH SOLE 100 74200 SUNGARD DATA SYS COM 867363103 359 10200 SH SOLE 10200 0 SUNOCO INC COM COM 86764P109 1614 14200 SH SOLE 14200 0 SURGUTNEFTEGAZ JSC ADR sponsored ADR 868861204 85 2285 SH SOLE 2285 0 TXU CORP COM 873168108 9796 117900 SH SOLE 0 117900 TAIWAN SEMICONDUCTOR sponsored ADR 874039100 7801 855406.157 SH SOLE 360496494910.2 TELEPHONE & DATA SYS COM 879433100 3204 78500 SH SOLE 1300 77200 TELEPHONE & DATA SYS COM 879433860 1626 42400 SH SOLE 0 42400 TELESP CELULAR PARTICIP sponsored ADR 87952L108 18 4100 SH SOLE 0 4100 TEXTRON INC COM 883203101 33099 436379 SH SOLE 85004 351375 THERMO ELECTRON COM 883556102 1427 53117 SH SOLE 53,117 0 TOYS R US INC COM 892335100 16684 630073 SH SOLE 489800 140273 TYCO INTL LTD NEW COM 902124106 884 30273 SH SOLE 30273 0 TYSON FOODS COM 902494103 2426 136300 SH SOLE 136300 0 UST INC COM 902911106 2589 56700 SH SOLE 0 56700 UNIBANCO-UNIAO DE sponsored ADR 90458E107 2032 52627 SH SOLE 10220 42407 UNIFIED ENERGY RUSSIA sponsored ADR 904688108 93 3100 SH SOLE 0 3100 UNION PAC CORP COM 907818108 183 2821 SH SOLE 2821 0 UNISYS CORP COM 909214108 424 67000 SH SOLE 67000 0 UNUMPROVIDENT COM 91529Y106 1746 95301 SH SOLE 90000 5301 V F CORP COM 918204108 10274 179550 SH SOLE 80050 99500 VERIZON COMMUN COM 92343V104 69 2000 SH SOLE 2000 0 VODAFONE SPONS ADR sponsored ADR 92857W100 57601 2368475 SH SOLE 1053600 1314875 VOTORANTIM CELULOSE sponsored ADR 92906P106 508 42000 SH SOLE 42000 0 WALGREEN COM 931422109 865 18800 SH SOLE 18800 0 WASHINGTON MUTUAL COM 939322103 50264 1235296 SH SOLE 195800 1039496 WYETH COM 983024100 1037 23300 SH SOLE 23300 0 SAMSUNG ELECTRONIC GDR GDR FK4942819 4528 18905 SH SOLE 6038 12867 COOPER INDUSTRIES COM G24182100 19404 303656 SH SOLE 50350 253306 CHINA STL GDR GDR Y15041125 34 1700 SH SOLE 0 1700
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