-----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, DOR2r2cGtGwKGtxEImLKk6CjSKCE/Qc4ue1U4sgBBNlQBb23z0oproaiPuN6sJs4 itL3o3NO5AmNgCKGYHwCXg== 0001164508-08-000005.txt : 20081020 0001164508-08-000005.hdr.sgml : 20081020 20081020144110 ACCESSION NUMBER: 0001164508-08-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081020 DATE AS OF CHANGE: 20081020 EFFECTIVENESS DATE: 20081020 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: 081131206 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 q3200813ft.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, 2008 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 MAKE SURE TO PUT FOOTER IN BOTTOM Phone: 617-919-0000 Signature, Place, and Date of Signing: Vaithehi Muttulingam, Boston, MA, October 20, 2008 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: 405 Form 13F Information Table Value Total: $2,803,168 (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 AEP INDS INC EQUITY 00103110 26 1283SH SOLE 1283 0 AGCO CORP COM EQUITY 00108410 185 4343SH SOLE 4343 0 AMICAS INC EQUITY 00171210 34 13841SH SOLE 13841 0 AU OPTRONICS CORP SPONSORED ADR 00225510 21829 1921604SH SOLE 500173 1421431 ABITIBIBOWATER INC COM EQUITY 00368710 225 58099SH SOLE 28238 29861 ACCURIDE CORP EQUITY 00439810 343 214561SH SOLE 214561 0 ADVANCED SEMICONDUCTOR ENGR ADR 00756M40 10 4106SH SOLE 4106 0 ADVANTA CORP CL A EQUITY 00794210 13 2737SH SOLE 2737 0 ADVANTA CORP CL B EQUITY 00794220 448 54402SH SOLE 6041 48361 AETNA INC COM NEW EQUITY 00817Y10 24442 676890SH SOLE 522501 154389 AIR TRANS SVCS GROUP INC COM EQUITY 00922R10 60 80712SH SOLE 80712 0 AIRTRAN HLDGS INC EQUITY 00949P10 841 346108SH SOLE 15569 330539 ALBERTO CULVER CO NEW COM EQUITY 01307810 1162 42671SH SOLE 42671 0 ALLEGHENY TECHNOLOGIES INC COM EQUITY 01741R10 2964 100292SH SOLE 58239 42053 ALLIANT ENERGY CORP COM EQUITY 01880210 7321 227301SH SOLE 227301 0 ALLIED HEALTHCARE INTL INC EQUITY 01923A10 79 41536SH SOLE 41536 0 ALPHARMA INC CL A COM EQUITY 02081310 227 6149SH SOLE 6149 0 ALTRIA GROUP INC EQUITY 02209S10 73413 3700271SH SOLE 2685698 1014573 AMCOR LTD ARD NEW ADR ADR 02341R30 82 4790SH SOLE 4790 0 AMERICAN INTL GROUP INC COM EQUITY 02687410 1015 304782SH SOLE 304782 0 AMERIPRISE FINL INC EQUITY 03076C10 694 18167SH SOLE 10047 8120 AMGEN INC EQUITY 03116210 47921 808524SH SOLE 565140 243384 ANIKA THERAPEUTICS INC COM EQUITY 03525510 36 4983SH SOLE 4983 0 APARTMENT INVT & MGMT CO CL A REIT 03748R10 2271 64851SH SOLE 64851 0 APPLE INC EQUITY 03783310 326 2865SH SOLE 2865 0 APPLIED BIOSYSTEMS INC DEL EQUITY 03814910 757 22100SH SOLE 22100 0 ARCHER DANIELS MIDLAND CO COM EQUITY 03948310 14881 679174SH SOLE 500589 178585 ARROW ELECTRS INC COM EQUITY 04273510 405 15460SH SOLE 15460 0 ASHLAND INC NEW EQUITY 04420910 7417 253665SH SOLE 231518 22147 ASSURANT INC EQUITY 04621X10 54 978SH SOLE 978 0 AURORA OIL & GAS CORP COM EQUITY 05203610 11 85893SH SOLE 85893 0 AUTONATION INC COM EQUITY 05329W10 3924 349096SH SOLE 349096 0 AVIS BUDGET GROUP INC COM EQUITY 05377410 8100 1411124SH SOLE 1263697 147427 AVON PRODS INC COM EQUITY 05430310 21602 519659SH SOLE 422413 97246 BANCO ITAU HLDG FINANCEIRA SA ADR 05960220 173 9900SH SOLE 9900 0 BANCO SANTANDER CHILE NEW ADR 05965X10 15920 372050SH SOLE 189589 182461 BANCOLUMBIA S A SPONSORED ADR ADR 05968L10 26288 924024SH SOLE 436540 487484 BANKATLANTIC BANCORP INC CL A EQUITY 06590860 64 7854SH SOLE 7854 0 BANKUNITED FIN CORP CL A EQUITY 06652B10 61 80254SH SOLE 40324 39930 BARD C R INC EQUITY 06738310 11653 122833SH SOLE 91466 31367 BAXTER INTL INC COM EQUITY 07181310 36123 550405SH SOLE 361929 188476 BEAZER HOMES USA INC EQUITY 07556Q10 1180 197270SH SOLE 60633 136637 BECTON DICKINSON & CO COM EQUITY 07588710 37580 468231SH SOLE 293323 174908 BEVERLY HILLS BANCORP DEL EQUITY 08786610 28 23113SH SOLE 23113 0 BIOGEN IDEC INC COM EQUITY 09062X10 12695 252432SH SOLE 172115 80317 BRASIL TELECOM PARTICIPACOES S ADR 10553010 8156 166935SH SOLE 158280 8655 BRISTOL MYERS SQUIBB CO COM EQUITY 11012210 179 8598SH SOLE 8598 0 BRUNSWICK CORP COM EQUITY 11704310 1906 149033SH SOLE 0 149033 BUILDERS FIRSTSOURCE INC EQUITY 12008R10 528 88117SH SOLE 13160 74957 BUILDING MATLS HLDG CORP EQUITY 12011310 144 306147SH SOLE 103571 202576 CBS CORP NEW CL B EQUITY 12485720 40623 2786225SH SOLE 1987752 798473 CIT GROUP INC EQUITY 12558110 5388 774087SH SOLE 138570 635517 CNOOC LTD SPONSORED ADR ADR 12613210 20417 178300SH SOLE 130800 47500 CSX CORP COM EQUITY 12640810 9214 168854SH SOLE 118720 50134 CVS CAREMARK CORP EQUITY 12665010 263 7812SH SOLE 7812 0 CADENCE DESIGN SYS INC COM EQUITY 12738710 13292 1966329SH SOLE 1966329 0 CAL MAINE FOODS INC COM NEW EQUITY 12803020 160 5843SH SOLE 5843 0 CALAMP CORP EQUITY 12812610 40 30060SH SOLE 30060 0 CAMDEN PPTY TR SHS BEN INT REIT 13313110 28 612SH SOLE 612 0 CAMPBELL SOUP CO COM EQUITY 13442910 199 5153SH SOLE 5153 0 CANDELA CORP EQUITY 13690710 166 67732SH SOLE 67732 0 CAPITAL CORP OF THE WEST EQUITY 14006520 145 36701SH SOLE 36701 0 CARAUSTAR INDS INC EQUITY 14090910 113 75498SH SOLE 75498 0 CENTERLINE HLDG CO SH BEN INT EQUITY 15188T10 249 124886SH SOLE 58217 66669 CENTRAL GARDEN & PET CO COM EQUITY 15352710 682 116000SH SOLE 43853 72147 CENTRAL GARDEN & PET CO CL A EQUITY 15352720 777 130528SH SOLE 52330 78198 CHESAPEAKE CORP VA COM EQUITY 16515910 146 217302SH SOLE 172586 44716 CHICOS FAS INC COM EQUITY 16861510 109 20012SH SOLE 20012 0 CHINA PETE & CHEM CORP SPONS ADR 16941R10 16351 208748SH SOLE 40133 168615 CHIQUITA BRANDS INTL INC EQUITY 17003280 1007 63713SH SOLE 12845 50868 CHUNGHWA TELECOM CO LTD ADR 17133Q30 914 38600SH SOLE 38600 0 CIMAREX ENERGY CO EQUITY 17179810 15965 326414SH SOLE 326414 0 CIRCUIT CITY STORES INC EQUITY 17273710 393 516721SH SOLE 190514 326207 CITIGROUP GLOBAL MTKS HLDGS EQUITY 17307317 3424 155496SH SOLE 0 155496 CITIZENS REPUBLIC BANCORP INC EQUITY 17442010 295 95728SH SOLE 26670 69058 CITIZENS FIRST BANCORP INC DEL EQUITY 17461R10 17 3104SH SOLE 3104 0 COCA COLA ENTERPRISES INC COM EQUITY 19121910 22835 1361677SH SOLE 938173 423504 COCA-COLA FEMSA SAB DE CV ADR ADR 19124110 178 3530SH SOLE 3530 0 COMPANHIA ENERGETICA DE ADR ADR 20440960 4586 232318SH SOLE 232318 0 COMPAL ELECTRONICS INC ADR 20440Y20 265 84018SH SOLE 84018 0 COMPANHIA DE SANEAMENTO BASICO ADR 20441A10 11261 397216SH SOLE 249802 147414 COMPANIA CERVECERIAS UNIDA ADR ADR 20442910 337 10496SH SOLE 5285 5211 COMPANIA DE TEL COMMUN ADR ADR 20444930 465 68263SH SOLE 21691 46572 COMPASS MINERALS INTL INC EQUITY 20451N10 171 3259SH SOLE 3259 0 COMPUCREDIT CORP COM EQUITY 20478N10 8 2055SH SOLE 2055 0 CONAGRA FOODS INC COM EQUITY 20588710 27643 1420514SH SOLE 1044289 376225 CONMED CORP COM EQUITY 20741010 498 15552SH SOLE 15552 0 CONOCOPHILLIPS EQUITY 20825C10 778 10625SH SOLE 10625 0 CONSTELLATION BRANDS INC CL A EQUITY 21036P10 1259 58681SH SOLE 58681 0 CONSTELLATION ENGY GRP INC COM EQUITY 21037110 40 1660SH SOLE 1660 0 CONTINUCARE CORP COM EQUITY 21217210 15 5968SH SOLE 5968 0 COVANCE INC COM EQUITY 22281610 2942 33278SH SOLE 33278 0 CROCS INC CMO EQUITY 22704610 1028 287115SH SOLE 0 287115 CUTERA INC EQUITY 23210910 119 11192SH SOLE 11192 0 D R HORTON INC EQUITY 23331A10 45066 3461299SH SOLE 2439666 1021633 DSP GROUP INC COM EQUITY 23332B10 639 83581SH SOLE 45492 38089 DTE ENERGY CO COM EQUITY 23333110 16103 401360SH SOLE 177948 223412 DARLING INTL INC EQUITY 23726610 180 16238SH SOLE 16238 0 DATASCOPE CORP EQUITY 23811310 21 401SH SOLE 401 0 DELEK US HLDGS INC COM EQUITY 24664710 377 40617SH SOLE 40617 0 DENTSPLY INTL INC NEW COM EQUITY 24903010 932 24835SH SOLE 24835 0 DIAMOND FOODS INC EQUITY 25260310 378 13486SH SOLE 13486 0 DITECH NETWORKS INC COM EQUITY 25500T10 12 9875SH SOLE 9875 0 DOLLAR THRIFTY AUTOMOTIVE EQUITY 25674310 545 282418SH SOLE 236706 45712 DOWNEY FINL CORP COM EQUITY 26101810 157 55991SH SOLE 38920 17071 DUKE ENERGY CORP NEW COM EQUITY 26441C10 59707 3425555SH SOLE 1878440 1547115 EDCI HLDGS INC COM EQUITY 26831510 17 4358SH SOLE 4358 0 EF JOHNSON TECHNOLOGIES INC EQUITY 26843B10 88 70640SH SOLE 70640 0 EASTERN INS HLDGS INC COM EQUITY 27653410 39 2874SH SOLE 2874 0 EASTMAN CHEM CO COM EQUITY 27743210 76 1377SH SOLE 1377 0 EDGE PETE CORP DEL COM EQUITY 27986210 471 261500SH SOLE 191320 70180 EMPRESA NACIONAL ELECTRIC ADR ADR 29244T10 2312 51936SH SOLE 5889 46047 ENERGEN CORP EQUITY 29265N10 161 3546SH SOLE 3546 0 ENERGIZER HLDGS INC COM EQUITY 29266R10 13490 167470SH SOLE 167470 0 ENERSIS SA SPON ADR ADR 29274F10 7252 444367SH SOLE 203591 240776 ENTERCOM COMMUNICATIONS CORP EQUITY 29363910 50 10029SH SOLE 10029 0 ENTRAVISION COMMUNICATIONS COR EQUITY 29382R10 136 50459SH SOLE 50459 0 ERESEARCH TECHNOLOGY INC EQUITY 29481V10 40 3394SH SOLE 3394 0 DELHAIZE GROUP ADR 29759W10 21 355SH SOLE 355 0 EXACTECH INC EQUITY 30064E10 10 428SH SOLE 428 0 EXPRESS SCRIPTS INC COM STK EQUITY 30218210 23959 324560SH SOLE 253156 71404 EXPRESSJET HOLDINGS INC CL A EQUITY 30218U10 25 131546SH SOLE 0 131546 FMC TECHNOLOGIES INC COM EQUITY 30249U10 248 5322SH SOLE 5322 0 FSI INTL INC EQUITY 30263310 45 61709SH SOLE 61709 0 FIRST MARBLEHEAD CORP EQUITY 32077110 1555 624635SH SOLE 600779 23856 FIRST SOLAR INC COM EQUITY 33643310 704 3725SH SOLE 3725 0 FIRST ST BANCORPORATION COM EQUITY 33645310 358 66959SH SOLE 13063 53896 FIRSTFED FINL CORP DEL COM EQUITY 33790710 55 7036SH SOLE 7036 0 FLAGSTAR BANCORP INC COM EQUITY 33793010 12 4076SH SOLE 4076 0 FOMENTO ECONOMICO MEXICANO SAB ADR 34441910 7509 196870SH SOLE 83770 113100 FOREST LABS INC CL A COM EQUITY 34583810 11852 419086SH SOLE 304006 115080 FRANKLIN BK CORP DEL EQUITY 35245110 4 8588SH SOLE 8588 0 FUGI FILM HLDGS ADR 2 ORD ADR 35958N10 3891 149757SH SOLE 41194 108563 GP STRATEGIES CORP COM EQUITY 36225V10 11 1512SH SOLE 1512 0 GSI GROUP INC EQUITY 36229U10 53 14998SH SOLE 14998 0 GANNETT INC COM EQUITY 36473010 112788 6669881SH SOLE 4687092 1982789 GAZPROM OAO LEVEL 1 ADR ADR 36828720 70 2234SH SOLE 894 1340 GENERAL MLS INC COM EQUITY 37033410 87726 1276567SH SOLE 934372 342195 GENWORTH FINL INC EQUITY 37247D10 1630 189324SH SOLE 123870 65454 GEORGIA GULF CORP COM PAR EQUITY 37320020 216 86546SH SOLE 0 86546 GEVITY HR INC EQUITY 37439310 740 101669SH SOLE 0 101669 GILEAD SCIENCES INC COM EQUITY 37555810 9403 206131SH SOLE 157932 48199 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 1396 32112SH SOLE 32112 0 GREAT ATLANTIC & PAC TEA INC EQUITY 39006410 19 1711SH SOLE 1711 0 GREEN MTN COFFEE ROASTERS INC EQUITY 39312210 51 1285SH SOLE 1285 0 GRIFFON CORP COM EQUITY 39843310 737 81750SH SOLE 52730 29020 GUARANTY FINL GROUP INC COM EQUITY 40108N10 26 6679SH SOLE 6679 0 HLTH CORP COM EQUITY 40422Y10 809 70800SH SOLE 70800 0 HSN INC DEL COM EQUITY 40430310 1080 98056SH SOLE 98056 0 HACKETT GROUP INC COM EQUITY 40460910 125 22915SH SOLE 22915 0 HAEMONETICS CORP MASS COM EQUITY 40502410 25 401SH SOLE 401 0 HALLIBURTON CO COM EQUITY 40621610 600 18524SH SOLE 3217 15307 HANGER ORTHOPEDIC GROUP INC EQUITY 41043F20 131 7505SH SOLE 7505 0 HARMAN INTL INDS INC NEW COM EQUITY 41308610 2146 62980SH SOLE 0 62980 HARRIS INTERACTIVE INC EQUITY 41454910 178 102881SH SOLE 102881 0 HEADWATERS INC COM EQUITY 42210P10 340 25475SH SOLE 25475 0 HEALTHTRONICS INC EQUITY 42222L10 140 48073SH SOLE 48073 0 HEINZ H J CO COM EQUITY 42307410 35060 701619SH SOLE 588598 113021 HERLEY INDS INC DEL EQUITY 42739810 27 1568SH SOLE 1568 0 HERTZ GLOBAL HLDGS INC COM EQUITY 42805T10 95 12588SH SOLE 12588 0 HILL ROM HLDGS COM EQUITY 43147510 1012 33398SH SOLE 33398 0 HORMEL FOODS CORP COM EQUITY 44045210 3328 91735SH SOLE 91735 0 HUNTINGTON BANCSHARES INC EQUITY 44615010 190 23721SH SOLE 15505 8216 HUTCHISON TELECOMMUNICATIONS ADR 44841T10 96 5806SH SOLE 5806 0 HUTTIG BLDG PRODS INC COM EQUITY 44845110 31 14740SH SOLE 14740 0 IDT CORP EQUITY 44894710 4 6971SH SOLE 6971 0 IAC / INTERACTIVECORP COM PAR EQUITY 44919P50 5581 322592SH SOLE 322592 0 ISTAR FINL INC REIT 45031U10 23 8771SH SOLE 8771 0 IDEARC INC EQUITY 45166310 217 173699SH SOLE 173699 0 IKON OFFICE SOLUTIONS INC COM EQUITY 45171310 2221 130564SH SOLE 0 130564 IMPERIAL CAP BANCORP INC COM EQUITY 45268010 412 47908SH SOLE 14177 33731 INTEGRATED SILICON SOLUTION IN EQUITY 45812P10 41 17624SH SOLE 17624 0 INTER PARFUMS INC COM EQUITY 45833410 39 2876SH SOLE 2876 0 INTERNATIONAL PAPER CO COM EQUITY 46014610 23475 896674SH SOLE 714624 182050 INTERSIL CORP CL A EQUITY 46069S10 1753 105743SH SOLE 105743 0 INTERVAL LEISURE GROUP INC COM EQUITY 46113M10 163 15678SH SOLE 15678 0 INTUITIVE SURGICAL INC EQUITY 46120E60 12618 52360SH SOLE 52360 0 INVITROGEN CORP COM EQUITY 46185R10 52579 1390988SH SOLE 1390988 0 IRWIN FINL CORP EQUITY 46411910 43 10933SH SOLE 10933 0 ISHARES MSCI CDA INDEX FD EQUITY 46428650 1581 60037SH SOLE 56134 3903 ISHARES MSCI UNITED KINGDOM EQUITY 46428669 240 14407SH SOLE 14407 0 ISHARES MSCI JAPAN INDEX FUND EQUITY 46428684 256 24013SH SOLE 24013 0 ISHARES TR S&P 500 INDEX FD EQUITY 46428720 351 3008SH SOLE 3008 0 ISHARES TR MSCI EMERGING MKTS EQUITY 46428723 10402 302163SH SOLE 277536 24627 ISHARES TR MSCI EAFE INDEX FD EQUITY 46428746 37759 670667SH SOLE 659091 11576 ISHARES TR RUSSELL 2000 INDEX EQUITY 46428765 252 3702SH SOLE 3702 0 JSC MMC NORILSK NICKEL ADR 46626D10 12252 917910SH SOLE 288950 628960 JOHNSON & JOHNSON COM EQUITY 47816010 13602 196334SH SOLE 144884 51450 JONES APPAREL GROUP INC COM EQUITY 48007410 12719 687149SH SOLE 670616 16533 JONES SODA CO EQUITY 48023P10 69 48343SH SOLE 48343 0 JOURNAL REGISTER CO COM EQUITY 48113810 0 31090SH SOLE 31090 0 JOY GLOBAL INC EQUITY 48116510 67 1495SH SOLE 1495 0 KT CORP SPONSORED ADR ADR 48268K10 0 2SH SOLE 0 2 KENSEY NASH CORP EQUITY 49005710 660 20971SH SOLE 20971 0 KINETIC CONCEPTS INC EQUITY 49460W20 549 19187SH SOLE 19187 0 KING PHARMACEUTICALS INC COM EQUITY 49558210 2755 287625SH SOLE 287625 0 KNIGHT CAP GROUP INC EQUITY 49900510 265 17823SH SOLE 17823 0 KROGER CO COM EQUITY 50104410 362 13176SH SOLE 13176 0 LCA VISION INC COM PAR $.001 EQUITY 50180330 1337 288251SH SOLE 210869 77382 LG DIPLAY CO LTD SPONSORED ADR 50186V10 0 1SH SOLE 0 1 LAM RESH CORP COM EQUITY 51280710 10351 328709SH SOLE 328709 0 LANDAUER INC EQUITY 51476K10 169 2326SH SOLE 2326 0 LANDAMERICA FINL GROUP INC EQUITY 51493610 402 16571SH SOLE 7507 9064 LEE ENTERPRISES INC COM EQUITY 52376810 468 133826SH SOLE 5323 128503 LENNAR CORP CL A EQUITY 52605710 34438 2267147SH SOLE 1590903 676244 LENNAR CORP CL B EQUITY 52605730 589 48330SH SOLE 0 48330 LEUCADIA NATL CORP COM EQUITY 52728810 251 5522SH SOLE 5522 0 LEXMARK INTERNATIONAL INC COM EQUITY 52977110 76620 2352480SH SOLE 2119873 232607 LITHIA MTRS INC CL A EQUITY 53679710 912 211560SH SOLE 173825 37735 LO JACK CORP EQUITY 53945110 573 85708SH SOLE 26309 59399 LOEWS CORP COM EQUITY 54042410 756 19150SH SOLE 19150 0 LORILLARD INC COM EQUITY 54414710 1604 22539SH SOLE 22539 0 MGIC INVT CORP WIS COM EQUITY 55284810 1438 204602SH SOLE 204602 0 MGP INGREDIENTA INC EQUITY 55302G10 348 122598SH SOLE 122598 0 MANNATECH INC COM EQUITY 56377110 12 3118SH SOLE 3118 0 MARTEK BIOSCIENCES CORP EQUITY 57290110 293 9333SH SOLE 9333 0 MASCO CORP COM EQUITY 57459910 39903 2224223SH SOLE 1404165 820058 MASIMO CORP COM EQUITY 57479510 120 3228SH SOLE 3228 0 MCCORMICK & CO NON VOTING EQUITY 57978020 396 10293SH SOLE 10293 0 MEADWESTVACO CORP EQUITY 58333410 19091 818993SH SOLE 511733 307260 MEDICINES CO COM EQUITY 58468810 89 3823SH SOLE 3823 0 MERCER INTL INC SHS BEN INT EQUITY 58805610 23 6387SH SOLE 6387 0 MERCK & CO INC COM EQUITY 58933110 1039 32913SH SOLE 28166 4747 MERIDIAN BIOSCIENCE INC COM EQUITY 58958410 155 5345SH SOLE 5345 0 MERIT MED SYS INC COM EQUITY 58988910 53 2819SH SOLE 2819 0 MERRILL LYNCH & CO INC EQUITY 59018810 22104 873680SH SOLE 715255 158425 MILLER INDS INC TENN COM NEW EQUITY 60055120 297 40132SH SOLE 40132 0 MIRANT CORP NEW EQUITY 60467R10 22155 1211321SH SOLE 918546 292775 MOLSON COORS BREWING CO CL B EQUITY 60871R20 18162 388489SH SOLE 302708 85781 MONSANTO CO NEW COM EQUITY 61166W10 12010 121334SH SOLE 42192 79142 MOODYS CORP COM EQUITY 61536910 31 899SH SOLE 899 0 MOTOROLA INC COM EQUITY 62007610 42706 5981219SH SOLE 4591192 1390027 MURPHY OIL CORP COM EQUITY 62671710 598 9317SH SOLE 9317 0 NVR INC EQUITY 62944T10 46 81SH SOLE 81 0 NAM TAI ELECTRS INC COM PAR EQUITY 62986520 12 1486SH SOLE 1486 0 NATIONAL CITY CORP COM EQUITY 63540510 1018 581668SH SOLE 581668 0 NATIONAL GRID PLC SPONSORED ADR 63627430 2754 42890SH SOLE 42890 0 HONGKONG LAND HLDGS LTD ORD EQUITY 6434915 9105 3076000SH SOLE 825000 2251000 NICE SYSTEMS LTD SPONSORED ADR ADR 65365610 335 12306SH SOLE 12306 0 NISOURCE INC COM EQUITY 65473P10 83 5604SH SOLE 5604 0 NOBLE ENERGY INC EQUITY 65504410 250 4505SH SOLE 252 4253 NORTHSTAR NEVROSCIENCE INC COM EQUITY 66704V10 29 18691SH SOLE 18691 0 NU HORIZONS ELECTRS CORP EQUITY 66990810 4 915SH SOLE 915 0 NUCOR CORP EQUITY 67034610 12311 311672SH SOLE 202560 109112 NVIDIA CORP COM EQUITY 67066G10 1402 130893SH SOLE 130893 0 NUVELO INC EQUITY 67072M30 12 26377SH SOLE 26377 0 O2MICRO INTL LTD SPONSORED ADR EQUITY 67107W10 364 100304SH SOLE 47988 52316 OCCIDENTAL PETE CORP COM EQUITY 67459910 3776 53597SH SOLE 53597 0 OFFICE DEPOT INC COM EQUITY 67622010 19319 3319361SH SOLE 2517955 801406 OIL CO LUKOIL SPON ADR ADR 67786210 28224 481746SH SOLE 138010 343736 OLYMPIC STL INC EQUITY 68162K10 67 2265SH SOLE 2265 0 OMEGA PROTEIN CORP COM EQUITY 68210P10 65 5561SH SOLE 5561 0 OPLINK COMMUNICATIONS INC EQUITY 68375Q40 70 5788SH SOLE 5788 0 OPNEXT INC COM EQUITY 68375V10 260 56634SH SOLE 0 56634 OPTIMAL GROUP INC EQUITY 68388R20 232 113667SH SOLE 113667 0 ORASCOM CONSTR INDS S A E ADR 68554N10 30 259SH SOLE 0 259 OSHKOSH CORP COM EQUITY 68823920 1022 77688SH SOLE 77688 0 P A M TRANSN SVCS INC EQUITY 69314910 185 17025SH SOLE 17025 0 PFF BANCORP INC COM EQUITY 69331W10 211 169111SH SOLE 94368 74743 PGT INC COM EQUITY 69336V10 93 30846SH SOLE 30846 0 PMI GROUP INC EQUITY 69344M10 2786 944303SH SOLE 864176 80127 PPL CORP COM EQUITY 69351T10 1245 33638SH SOLE 33638 0 PACER INTL INC TENN EQUITY 69373H10 208 12648SH SOLE 12648 0 PALOMAR MED TECH INC NEW COM EQUITY 69752930 893 66333SH SOLE 36792 29541 PANTRY INC EQUITY 69865710 1715 80941SH SOLE 9541 71400 PARLUX FRAGRANCES INC EQUITY 70164510 51 9933SH SOLE 9933 0 PATTERSON UTI ENERGY INC COM EQUITY 70348110 19221 960085SH SOLE 896403 63682 PEPSIAMERICAS INC COM EQUITY 71343P20 148 7166SH SOLE 7166 0 PEPSICO INC COM EQUITY 71344810 11599 162747SH SOLE 138212 24535 PERVASIVE SOFTWARE INC EQUITY 71571010 33 7988SH SOLE 7988 0 PETROCHINA CO LTD SPONS ADR ADR 71646E10 23260 226418SH SOLE 41815 184603 PETROBRAS ENERGIA ADR 71646M10 14249 1448115SH SOLE 855500 592615 PETROLEO BRASILEIRO SA ADR ADR 71654V10 135 3600SH SOLE 3600 0 PFIZER INC COM STK USD0.05 EQUITY 71708110 113570 6158908SH SOLE 4395758 1763150 PHARMACEUTICAL PROD DEV INC EQUITY 71712410 2327 56275SH SOLE 56275 0 PHARMSTANDARD OJSC SPONSORED ADR 71714020 2131 149600SH SOLE 53800 95800 PHILIP MORRIS INTL INC COM EQUITY 71817210 31275 650217SH SOLE 476955 173262 PHOTRONICS INC COM EQUITY 71940510 265 140870SH SOLE 29466 111404 PREFERRED BK LOS ANGELES CALIF EQUITY 74036710 155 13804SH SOLE 13804 0 PRESTIGE BRANDS HLDGS INC EQUITY 74112D10 210 23620SH SOLE 23620 0 PRICELINE COM INC EQUITY 74150340 43 628SH SOLE 628 0 PROCTER & GAMBLE CO COM EQUITY 74271810 43723 627386SH SOLE 435137 192249 PROVIDENT BANKSHARES CORP EQUITY 74385910 109 11225SH SOLE 11225 0 PROVIDENT FINL HLDGS INC COM EQUITY 74386810 38 4329SH SOLE 4329 0 PUBLIC SVC ENTERPRISE GROUP EQUITY 74457310 721 21985SH SOLE 21985 0 QIMONDA AG SPONSORED ADR EQUITY 74690410 134 157425SH SOLE 157425 0 QLOGIC CORP COM EQUITY 74727710 2355 153313SH SOLE 153313 0 QUANEX BLDG PRODS CORP COM EQUITY 74761910 142 9328SH SOLE 9328 0 QUIDEL CORP EQUITY 74838J10 75 4555SH SOLE 4555 0 RCM TECHNOLOGIES INC COM NEW EQUITY 74936040 12 6863SH SOLE 6863 0 RADIAN GROUP INC EQUITY 75023610 130 25701SH SOLE 10033 15668 RADIO ONE INC CL D NON VTG EQUITY 75040P40 58 77805SH SOLE 77805 0 REAL NETWORKS INC COM EQUITY 75605L10 3283 646352SH SOLE 54676 591676 REDDY ICE HLDGS INC EQUITY 75734R10 70 19288SH SOLE 19288 0 REGIONS FINL CORP EQUITY 7591EP10 21193 2207606SH SOLE 1567989 639617 REPLIGEN CORP EQUITY 75991610 61 12957SH SOLE 12957 0 REPUBLIC AWYS HLDGS INC EQUITY 76027610 1660 162866SH SOLE 10579 152287 REX STORES CORP EQUITY 76162410 65 5654SH SOLE 5654 0 REYNOLDS AMERN INC EQUITY 76171310 184 3793SH SOLE 3793 0 ROHM & HAAS CO COM EQUITY 77537110 350 4957SH SOLE 4957 0 RUBY TUESDAY INC EQUITY 78118210 327 56517SH SOLE 16108 40409 RURAL/METRO CORP COM EQUITY 78174810 39 15274SH SOLE 15274 0 SPDR TR UNIT SER 1 S & P EQUITY 78462F10 6313 54427SH SOLE 54427 0 SPX CORP EQUITY 78463510 36226 470474SH SOLE 470474 0 SAMSUNG ELECTRS LTD GDR 1995 ADR 79605088 1346 6026SH SOLE 0 6026 SANDISK CORP EQUITY 80004C10 12112 619556SH SOLE 479749 139807 SASOL LTD SPONSORED ADR ADR 80386630 1079 25404SH SOLE 25404 0 SCHWAB CHARLES CORP NEW COM EQUITY 80851310 963 37040SH SOLE 16080 20960 SCRIPPS E W CO OHIO CL A NEW EQUITY 81105440 752 106366SH SOLE 106366 0 SILICON IMAGE INC COM EQUITY 82705T10 571 106946SH SOLE 37721 69225 SILICONWARE PRECISION INDS LTD ADR 82708486 38 6600SH SOLE 6600 0 SIRF TECHNOLOGY HLDGS INC EQUITY 82967H10 897 602103SH SOLE 112506 489597 SMURFIT-STONE CONTAINER CORP EQUITY 83272710 2460 523387SH SOLE 523387 0 SOCIEDAD QUIMICA MINERA DE ADR ADR 83363510 7 267SH SOLE 267 0 SOMANETICS CORP COM NEW EQUITY 83444540 88 4043SH SOLE 4043 0 SOUTHWEST AIRLS CO COM EQUITY 84474110 12 815SH SOLE 815 0 SPARTAN STORES INC CO EQUITY 84682210 58 2320SH SOLE 2320 0 SPARTECH CORP NEW EQUITY 84722020 378 38204SH SOLE 29876 8328 STANDARD PAC CORP NEW COM EQUITY 85375C10 870 177207SH SOLE 37207 140000 STANDARD PAC CORP NEW EQUITY 85375C11 14 140000SH SOLE 0 140000 STONE ENERGY CORP COM EQUITY 86164210 413 9765SH SOLE 9765 0 SUN MICROSYSTEMS INC COM NEW EQUITY 86681020 164 21597SH SOLE 21597 0 SUNOCO INC COM EQUITY 86764P10 7272 204385SH SOLE 104962 99423 SUNRISE SENIOR LIVING INC EQUITY 86768K10 46 3365SH SOLE 0 3365 SUPERIOR OFFSHORE INTL INC COM EQUITY 86825Q10 177 276463SH SOLE 218742 57721 SUPERVALU INC COM EQUITY 86853610 10924 503399SH SOLE 503399 0 SURGUTNEFTEGAZ JSC SPON ADR ADR 86886120 14656 2765197SH SOLE 865777 1899420 SYMYX TECHNOLOGIES INC COM EQUITY 87155S10 787 79426SH SOLE 19777 59649 TAIWAN SEMICONDUCTOR MFG CO ADR 87403910 13829 1475892SH SOLE 570371 905521 TECUMSEH PRODS CO CL A EQUITY 87889520 1566 62538SH SOLE 5251 57287 TELE NORTE LESTE PARTICIPACOES ADR 87924610 8597 492400SH SOLE 492400 0 TELECOM ARGENTINA SA ADR ADR 87927320 1659 135456SH SOLE 66305 69151 TELECOM CORP NEW ZEALAND ADR ADR 87927820 12173 1324633SH SOLE 126725 1197908 TELLABS INC COM EQUITY 87966410 26556 6540892SH SOLE 1819424 4721468 TENARIS SA SPONSORED ADR ADR 88031M10 10681 286419SH SOLE 96852 189567 TERADYNE INC COM EQUITY 88077010 9001 1152499SH SOLE 1152499 0 TESORO CORP EQUITY 88160910 37329 2263752SH SOLE 2179185 84567 TEVA PHARMACEUTICAL INDS ADR ADR 88162420 26636 581697SH SOLE 228101 353596 THERMO FISHER SCIENTIFIC EQUITY 88355610 21877 397761SH SOLE 280849 116912 TICKETMASTER COM EQUITY 88633P30 1052 98056SH SOLE 98056 0 TIERONE CORP EQUITY 88650R10 90 17627SH SOLE 17627 0 TOMOTHERAPY INC COM EQUITY 89008810 117 25635SH SOLE 25635 0 TOTAL SA ADR ADR 89151E10 1519 25037SH SOLE 25037 0 TREE COM INC COM EQUITY 89467510 98 20229SH SOLE 20229 0 TRIDENT MICROSYSTEMS INC COM EQUITY 89591910 277 115258SH SOLE 60912 54346 TRIAD GTY INC COM EQUITY 89592510 139 88846SH SOLE 88846 0 TRIMERIS INC COM EQUITY 89626310 9 2367SH SOLE 2367 0 TRONOX INC COM CL A EQUITY 89705110 53 308960SH SOLE 233569 75391 TRONOX INC COM CL B EQUITY 89705120 27 253710SH SOLE 212951 40759 TRUMP ENTMT RESORTS INC EQUITY 89816T10 49 40227SH SOLE 40227 0 TUESDAY MORNING CORP COM NEW EQUITY 89903550 2 523SH SOLE 523 0 TYSON FOODS INC CL A EQUITY 90249410 3059 256181SH SOLE 172437 83744 UDR INC COM REIT REIT 90265310 639 24437SH SOLE 24437 0 UST INC COM EQUITY 90291110 17441 262109SH SOLE 259734 2375 USEC INC COM EQUITY 90333E10 479 88581SH SOLE 88581 0 UNITED MICROELECTRONICS CORP ADR 91087340 20299 10352367SH SOLE 3728647 6623720 UNITED PANAM FINL CORP COM EQUITY 91130110 34 9181SH SOLE 9181 0 UNITED STATES STEEL CORP EQUITY 91290910 1000 12888SH SOLE 12888 0 UNITED THERAPEUTICS CORP DEL EQUITY 91307C10 1032 9817SH SOLE 9817 0 UNITEDHEALTH GROUP INC COM EQUITY 91324P10 9078 357551SH SOLE 257830 99721 UNITRIN INC COM EQUITY 91327510 82 3286SH SOLE 3286 0 UNIVERSAL HEALTH SVCS INC CL B EQUITY 91390310 6920 123498SH SOLE 123498 0 VALERO ENERGY CORP COM NEW EQUITY 91913Y10 35566 1173791SH SOLE 672397 501394 VANDA PHARMACEUTICALS INC COM EQUITY 92165910 203 216465SH SOLE 216465 0 VARIAN MED SYS INC COM EQUITY 92220P10 40151 702792SH SOLE 500954 201838 VIGNETTE CORP EQUITY 92673440 124 11522SH SOLE 11522 0 VIROPHARMA INC COM EQUITY 92824110 2327 177398SH SOLE 72625 104773 W HLDG CO INC COM EQUITY 92925110 270 500329SH SOLE 273516 226813 WACHOVIA CORP NEW COM EQUITY 92990310 64 18352SH SOLE 18352 0 WAL MART STORES INC COM EQUITY 93114210 141705 2366090SH SOLE 1628694 737396 WALTER INDS INC COM EQUITY 93317Q10 79 1672SH SOLE 1672 0 WASHINGTON MUTUAL INC COM EQUITY 93932210 91 1110400SH SOLE 872700 237700 WATERS CORP COM EQUITY 94184810 31416 539977SH SOLE 373076 166901 WEIS MKTS INC EQUITY 94884910 146 4068SH SOLE 4068 0 WELLPOINT INC EQUITY 94973V10 48508 1037151SH SOLE 729996 307155 WESTELL TECHNOLOGIES INC EQUITY 95754110 11 15724SH SOLE 15724 0 WESTERN DIGITAL CORP DEL COM EQUITY 95810210 8567 401852SH SOLE 401852 0 WESTERN REFNG INC COM EQUITY 95931910 170 16836SH SOLE 16836 0 WESTWOOD ONE INC COM EQUITY 96181510 115 208577SH SOLE 46735 161842 WHOLE FOODS MKT INC EQUITY 96683710 1542 76965SH SOLE 76965 0 WINN DIXIE STORES INC COM NEW EQUITY 97428030 647 46545SH SOLE 36041 10504 WRIGLEY WM JR CO COM EQUITY 98252610 955 12022SH SOLE 0 12022 WYETH COM EQUITY 98302410 24620 666498SH SOLE 493360 173138 AXIS CAPITAL HLDGS LTD SHS EQUITY G0692U10 4253 134128SH SOLE 134128 0 BUNGE LIMITED COM EQUITY G1696210 12657 200325SH SOLE 158563 41762 COVIDIEN LIMITED EQUITY G2552X10 9233 171738SH SOLE 107390 64348 GARMIN LTD REG SHS EQUITY G3726010 119 3492SH SOLE 3492 0 INGERSOLL-RAND COMPANY LTD COM EQUITY G4776G10 13531 434118SH SOLE 294132 139986 INVESCO LTD SHS EQUITY G491BT10 752 35846SH SOLE 13832 22014 PARTNERRE HLDGS LTD BERMUDA EQUITY G6852T10 664 9748SH SOLE 9748 0 RAM HOLDINGS LTD SHS EQUITY G7368R10 143 85142SH SOLE 85142 0 SEAGATE TECHNOLOGY EQUITY G7945J10 10684 881489SH SOLE 705347 176142 SMART MODULAR TECHNOLOGIES WWH EQUITY G8224510 321 106998SH SOLE 46275 60723 XL CAP LTD CL A COM EQUITY G9825510 15059 839387SH SOLE 527981 311406 ALCON INC COM SHS EQUITY H0130110 3220 19934SH SOLE 15947 3987 ALADDIN KNOWLEDGE SYS LTD EQUITY M0392N10 222 16640SH SOLE 0 16640 ALVARION LTD SHS EQUITY M0861T10 37 6331SH SOLE 0 6331 AUDIOCODES LTD EQUITY M1534210 84 33175SH SOLE 33175 0 CELLCOM ISRAEL LTD SHS EQUITY M2196U10 15491 515330SH SOLE 353051 162279 CHECKPOINT SOFTWARE TECH EQUITY M2246510 89867 3951933SH SOLE 2306227 1645706 GILAT SATELLITE NETWORKS LTD EQUITY M5147411 239 41100SH SOLE 41100 0 SYNERON MEDICAL LTD EQUITY M8724510 603 42294SH SOLE 0 42294 ORTHOFIX INTERNATIONAL N V EQUITY N6748L10 1035 55557SH SOLE 55557 0 CHINA STL CORP SPONSORED GDR ADR Y1504112 11742 601682SH SOLE 412652 189030 TEEKAY CORPORATION COM EQUITY Y8564W10 206 7809SH SOLE 7809 0
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