-----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, KKhNmVf5oxqEYqWhwZu4QxaDwT3nU6gg9XEplw0d6ESSou5ltugq3Ncwe12xeuS1 yFiqvmLrm5P9dEt02hBZ7A== 0001164508-05-000017.txt : 20050503 0001164508-05-000017.hdr.sgml : 20050503 20050503145950 ACCESSION NUMBER: 0001164508-05-000017 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050503 DATE AS OF CHANGE: 20050503 EFFECTIVENESS DATE: 20050503 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10005 FILM NUMBER: 05794633 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/A 1 q10513f.txt 2005 1ST QUARTER 13F AMENDMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2005 Check here if Amendment [x]; Amendment Number: 1 This Amendment (Check only one.): [ x] 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 May 03,2005 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: 128 Form 13F Information Table Value Total: $881,458 (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 ADOBE SYS COM 00724F101 94 1400 SH SOLE 0 1400 ALBERTSONS COM 013104104 49435 2393934 SH SOLE 658781 1735153 ALLSTATE COM 020002101 34237 633316 SH SOLE 137200 496116 ALLTEL COM 020039103 5951 108500 SH SOLE 0 108500 Altria Group COM 02209S10 787 12042 SH SOLE 12042 0 ALTRIA GROUP COM 02209S103 44173 675533 SH SOLE 151620 523913 AMERADA HESS COM 023551104 20081 208724 SH SOLE 0 208724 AMERICAN STD COM 029712106 781 16800 SH SOLE 16800 0 ANADARKO PETE COM 032511107 36641 481483 SH SOLE 125870 355613 AO TATNEFT ADR 03737P306 631 19700 SH SOLE 12300 7400 ARCHER DANIELS MIDLAND COM 039483102 12522 509433 SH SOLE 103200 406233 ARCHSTONE SMITH REIT 039583109 225 6600 SH SOLE 6600 0 AT&T CORP COM 001957505 15172 809186 SH SOLE 305190 503996 AU OPTRONICS ADR 002255107 658 44880 SH SOLE 31200 13680 BELLSOUTH COM 079860102 2459 93546 SH SOLE 93546 0 BOEING COM 097023105 696 11900 SH SOLE 11900 0 BURLINGTON NORTH COM 12189T104 5335 98918 SH SOLE 98100 818 BURLINGTON RES COM 122014103 17761 354730 SH SOLE 152879 201851 CEMEX SA ADR 151290889 1029 28393 SH SOLE 0 28393 CHEVRONTEXACO COM 166764100 8233 141200 SH SOLE 124800 16400 CHUNGHWA TELE ADR 17133Q205 7128 336390 SH SOLE 94500 241890 CINCINNATI FINL COM 172062101 156 3570 SH SOLE 3570 0 CIT GROUP INC COM 125581108 5525 145400 SH SOLE 29700 115700 CLOROX CO COM 189054109 23663 375657 SH SOLE 109860 265797 COMERICA INC COM 200340107 1707 31000 SH SOLE 31000 0 COMPANHIA SIDERURGICA ADR 20440W105 377 15660 SH SOLE 15660 0 COMP VALE DO RIO DOCE ADR 204412209 594 18800 SH SOLE 0 18800 COMPUTER SCIENCES COM 205363104 34172 745295 SH SOLE 185127 560168 CONAGRA FOODS COM 205887102 508 18800 SH SOLE 18800 0 CONOCOPHILLIPS COM 20825C104 15906 147500 SH SOLE 0 147500 COOPER INDUSTRIES COM G24182100 21717 303656 SH SOLE 50350 253306 CRESCENT REAL ESTATE REIT 225756105 1279 78271 SH SOLE 58000 20271 CSX CORP COM 126408103 4311 103500 SH SOLE 19000 84500 DELL INC COM 24702R101 888 23100 SH SOLE 23100 0 DST SYS INC COM 233326107 4792 103765 SH SOLE 84200 19565 DTE ENERG COM 233331107 3707 81500 SH SOLE 76200 5300 DUKE ENERGY COM 264399106 7908 282339 SH SOLE 251685 30654 EASTMAN KODAK COM 277461109 1327 40763 SH SOLE 40763 0 EATON CORP COM 278058102 484 7400 SH SOLE 7400 0 EDISON INTL COM 281020107 29178 840393 SH SOLE 173672 666721 ELECTRONIC DATA COM 285661104 7514 363500 SH SOLE 77900 285600 EMBRAKER EMPRESA ADR 29081M102 2951 94289 SH SOLE 24859 69430 ENERGIZER HLDGS COM 29266R108 28760 480929 SH SOLE 321911 159018 EQUITY OFFICE REIT 294741103 10125 336054 SH SOLE 113611 222443 EXXON MOBIL COM 30231G102 7446 124937 SH SOLE 98900 26037 FEDERATED DEPT STORES COM 31410H101 3532 55500 SH SOLE 55500 0 FORTUNE BRANDS COM 349631101 40 500 SH SOLE 500 0 FREDDIE MAC COM 313400301 5776 91400 SH SOLE 87800 3600 GENERAL DYNAMICS COM 369550108 1499 14000 SH SOLE 14000 0 GENERAL ELEC COM 369604103 2095 58100 SH SOLE 58100 0 General Motors COM 370442105 4409 150000 SH SOLE 150000 0 GENERAL MTRS COM 370442105 13387 455500 SH SOLE 223800 231700 GRAINGER W W COM 384802104 6298 101138 SH SOLE 44964 56174 HEWLETT PACKARD COM 428236103 3249 148100 SH SOLE 148100 0 HONEYWELL INTL COM 438516106 148 3971 SH SOLE 3971 0 IBM CORP COM COM 459200101 1042 11400 SH SOLE 11400 0 INTEL CORP COM 458140100 783 33700 SH SOLE 33700 0 ISHARES MSCI EAFE ETF 464287465 11031 69437 SH SOLE 41987 27450 ISHARES MSCI EMERG ETF 464287234 13365 65900 SH SOLE 65900 0 ISTAR FINL INC REIT 45031U101 527 12800 SH SOLE 12800 0 JEFFERSON PILOT COM 475070108 1212 24700 SH SOLE 24700 0 JSC MMC NORILSK NICKEL ADR 46626D108 52 891 SH SOLE 0 891 KEYCORP COM 493267108 1129 34800 SH SOLE 8300 26500 KOREA ELEC PWR ADR 500631106 10102 751660 SH SOLE 283860 467800 KRAFT FOODS COM 50075N104 1005 30400 SH SOLE 30400 0 KROGER COM 501044101 1467 91500 SH SOLE 60300 31200 LABORATORY AMER COM 50540R409 766 15900 SH SOLE 15900 0 LG CHEM LTD ADR 501955108 488 12095 SH SOLE 0 12095 LIMITED BRANDS COM 532716107 23442 964683 SH SOLE 235900 728783 LINCOLN NATL COM 534187109 2922 64728 SH SOLE 16200 48528 LOCKHEED MARTIN COM 539830109 20945 343027 SH SOLE 18600 324427 LOEWS CORP COM COM 540424108 19216 261300 SH SOLE 0 261300 Ltd Brands COM 53271610 3296 135646 SH SOLE 135646 0 MBIA INC COM COM 55262C100 434 8300 SH SOLE 8300 0 MCKESSON CORP COM 58155Q103 298 7900 SH SOLE 7900 0 MEDCO HEALTH SOLUTIONS COM 58405U102 353 7127 SH SOLE 7127 0 MERCK & CO COM 589331107 5287 163332 SH SOLE 154500 8832 METLIFE INC COM 59156R108 1193 30500 SH SOLE 30500 0 MICROSOFT COM 594918104 4027 166600 SH SOLE 166600 0 NATIONAL CITY COM 635405103 771 23000 SH SOLE 23000 0 NORFOLK SOUTHN COM 655844108 500 13500 SH SOLE 13500 0 NORTHROP GRUMMAN COM 666807102 2667 49400 SH SOLE 47400 2000 OCCIDENTAL PETE COM 674599105 4410 61967 SH SOLE 57649 4318 ORACLE CORP COM 68389X105 895 71700 SH SOLE 71700 0 PACCAR INC COM 693718108 18123 250350 SH SOLE 9000 241350 PARKER HANNIFIN COM 701094104 402 6600 SH SOLE 6600 0 PETROLEO BRAS ADR 71654V408 1184 26800 SH SOLE 0 26800 PETROLEO BRAS ADR 71654V101 1515 39381 SH SOLE 0 39381 PG&E CORP COM COM 69331C108 2922 85700 SH SOLE 69800 15900 PMI GROUP INC COM 69344M101 171 4500 SH SOLE 4500 0 POSCO ADR ADR 693483109 3152 63860 SH SOLE 0 63860 PRUDENTIAL COM 744320102 637 11100 SH SOLE 11100 0 PULTE HOMES COM 745867101 677 9200 SH SOLE 9200 0 RAYTHEON CO COM 755111507 1886 48724 SH SOLE 40524 8200 ROCKWELL COLLINS COM 774341101 3455 72600 SH SOLE 0 72600 ROSTELECOM LONG DIST COM 778529107 578 46055 SH SOLE 12200 33855 SABRE GROUP HLDGS COM 785905100 2444 111700 SH SOLE 47700 64000 SAFECO CORP COM COM 786429100 2017 41400 SH SOLE 27600 13800 SAMSUNG ELECTRONIC GDR FK4942819 2686 10865 SH SOLE 0 10865 SARA LEE CORP COM 803111103 11344 511900 SH SOLE 197300 314600 SBC COMMUNICATIONS COM 78387G103 33652 1420500 SH SOLE 439445 981055 SCIENTIFIC ATLANTA COM 808655104 152 5400 SH SOLE 5400 0 SHERWIN WILLIAMS COM 824348106 1016 23100 SH SOLE 23100 0 SPDR TR UNIT SER 1 SPDR 78462F103 950 8050 SH SOLE 3700 4350 SPX CORP COM 784635104 14968 345832 SH SOLE 244132 101700 SUNGARD DATA SYS COM 867363103 352 10200 SH SOLE 10200 0 SUNOCO INC COM COM 86764P109 1470 14200 SH SOLE 14200 0 TAIWAN SEMICONDUCTOR ADR 874039100 2166 255442 SH SOLE 120797 134645 TELEPHONE & DATA SYS COM 879433100 41 500 SH SOLE 0 500 TELESP CELULAR ADR 87952L108 25 4100 SH SOLE 0 4100 TENET HEALTHCARE COM 88033G100 593 51400 SH SOLE 23900 27500 TEXTRON INC COM COM 883203101 32563 436379 SH SOLE 85004 351375 THERMO ELECTRON COM 883556102 2266 89617 SH SOLE 53117 36500 TORCHMARK CORP COM 891027104 1242 23800 SH SOLE 17600 6200 TOYS R US INC COM COM 892335100 16231 630073 SH SOLE 489800 140273 TYCO INTL LTD COM 902124106 26 773 SH SOLE 773 0 TYSON FOODS COM 902494103 2273 136300 SH SOLE 136300 0 UNIBANCO-UNIAO ADR 90458E107 1458 42407 SH SOLE 0 42407 UNION PAC CORP COM COM 907818108 197 2821 SH SOLE 2821 0 UNISYS CORP COM 909214108 473 67000 SH SOLE 67000 0 UNITED MICRO ELEC ADR 910873207 372 110400 SH SOLE 0 110400 UNUMPROVIDENT COM 91529Y106 1682 98818 SH SOLE 90000 8818 US BANCORP COM 902973304 1576 54700 SH SOLE 54700 0 UST INC COM 902911106 2931 56700 SH SOLE 0 56700 V F CORP COM 918204108 10009 169250 SH SOLE 69750 99500 WASHINGTON MUTUAL COM 939322103 43023 1089196 SH SOLE 199300 889896 WATERS CORP COM 941848103 283 7900 SH SOLE 7900 0 WW Grainger COM 38480210 3192 51257 SH SOLE 51257 0
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