-----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, QaPWoaqUaD/k8cN5wIJJKjpMM/BTxADve2kOz+5j+zmCH22Gvlw9jv0SuL/+F4EH HnMJchfzgHhoPgoXw7dDZg== 0001164508-05-000013.txt : 20050420 0001164508-05-000013.hdr.sgml : 20050420 20050420150825 ACCESSION NUMBER: 0001164508-05-000013 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20050420 DATE AS OF CHANGE: 20050420 EFFECTIVENESS DATE: 20050420 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: 05761801 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 q20413f.txt 2004 2ND QUARTER 13F AMENDMENT UNITED STATES SECRITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 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 April 8,2005 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 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: 391 Form 13F Information Table Value Total: $775,796 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 3M CO COM 88579Y101 1899 21100 SH SOLE 21100 ABBOTT LABS COM 002824100 318 7800 SH SOLE 7800 ACE LTD COM G0070K103 7171 169600 SH SOLE 169600 ADOBE SYS INC DEL COM 00724F101 395 8500 SH SOLE 8500 AETNA INC NEW COM 00817Y108 5793 68150 SH SOLE 68150 AFFILIATED COMPUTER COM 008190100 122 2300 SH SOLE 2300 AGERE SYS INC CL B COM 00845V209 71 33200 SH SOLE 33200 AIR PRODS & CHEMS INC COM 009158106 241 4600 SH SOLE 4600 ALBERTSONS INC COM 013104104 2463 92800 SH SOLE 92800 ALCOA INC COM 013817101 1916 58000 SH SOLE 58000 ALLERGAN INC COM 018490102 233 2600 SH SOLE 2600 ALLIED CAPITAL CORP COM 01903Q108 259 10600 SH SOLE 10600 ALLSTATE CORP COM 020002101 14072 302300 SH SOLE 302300 ALLTEL CORP COM 020039103 314 6200 SH SOLE 6200 ALTERA CORP COM 021441100 173 7800 SH SOLE 7800 ALTRIA GROUP INC COM 02209S103 31567 630700 SH SOLE 630700 AMAZON.COM INC COM 023135106 245 4500 SH SOLE 4500 AMBAC FINANCIAL GROUP COM 023139108 125 1700 SH SOLE 1700 AMERADA HESS CORP COM 023551104 24169 305200 SH SOLE 305200 AMEREN CORP COM 023608102 159 3700 SH SOLE 3700 AMERICAN ELEC PWR INC COM 025537101 253 7900 SH SOLE 7900 AMERICAN INTL GROUP INC COM 026874107 1547 21700 SH SOLE 21700 AMERISOURCEBERGEN CORP COM 03073E105 532 8900 SH SOLE 8900 AMSOUTH BANCORPORATION COM 032165102 181 7100 SH SOLE 7100 ANADARKO PETE CORP COM 032511107 416 7100 SH SOLE 7100 ANALOG DEVICES INC COM 032654105 810 17200 SH SOLE 17200 ANTHEM INC COM 03674B104 4527 50550 SH SOLE 50550 AO TATNEFT ADR SPONSORED ADR 03737P306 702 26419 SH SOLE 26419 AON CORP COM 037389103 387 13600 SH SOLE 13600 APACHE CORP COM 037411105 450 10340 SH SOLE 10340 APOLLO GROUP INC CL A COM 037604105 230 2600 SH SOLE 2600 APOLLO UNIV PHOENIX COM 037604204 26 300 SH SOLE 300 APPLE COMPUTER INC COM 037833100 446 13700 SH SOLE 13700 APPLERA -APPLIED BIOS COM 038020103 91 4200 SH SOLE 4200 APPLIED MATLS INC COM 038222105 498 25400 SH SOLE 25400 ARCHER DANIELS MIDLAND COM 039483102 19052 1135400 SH SOLE 1135400 ARCHSTONE SMITH TR REIT 039583109 170 5800 SH SOLE 5800 AT&T CORP COM 001957505 5666 387260 SH SOLE 387260 AU OPTRONICS CORP SPONSORED ADR 002255107 27 1680 SH SOLE 1680 AUTOMATIC DATA PROCESSING COM 053015103 1152 27500 SH SOLE 27500 AUTOZONE INC COM 053332102 104 1300 SH SOLE 1300 AVERY DENNISON CORP COM 053611109 141 2200 SH SOLE 2200 AVON PRODS INC COM 054303102 840 18200 SH SOLE 18200 BAKER HUGHES INC COM 057224107 252 6700 SH SOLE 6700 BANK NEW YORK INC COM 064057102 318 10800 SH SOLE 10800 BANK OF AMERICA CORP COM 060505104 3781 44679 SH SOLE 44679 BANK ONE CORP COM 06423A103 3325 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GROUP INC COM 125581108 1459 38100 SH SOLE 38100 CITIGROUP INC COM 172967101 6789 146000 SH SOLE 146000 CLOROX CO COM 189054109 210 3900 SH SOLE 3900 CNA FINL CORP COM 126117100 15 500 SH SOLE 500 COCA COLA CO COM 191216100 1222 24200 SH SOLE 24200 COCA COLA ENTERPRISES INC COM 191219104 130 4500 SH SOLE 4500 COMERICA INC COM 200340107 1674 30500 SH SOLE 30500 COMPANIA ANONIMA NACIONAL SPONSORED ADR 204421101 536 26591 SH SOLE 26591 COMPUTER ASSOC INTL INC COM 204912109 522 18600 SH SOLE 18600 COMPUTER SCIENCES CORP COM 205363104 5651 121700 SH SOLE 121700 CONAGRA FOODS INC COM 205887102 1164 43000 SH SOLE 43000 CONOCOPHILLIPS COM 20825C104 17425 228400 SH SOLE 228400 CONSOLIDATED EDISON INC COM 209115104 179 4500 SH SOLE 4500 COOPER INDUSTRIES LTD COM G24182100 1978 33300 SH SOLE 33300 CORNING INC COM 219350105 349 26700 SH SOLE 26700 COSTCO WHSL CORP NEW COM 22160K105 194 4700 SH SOLE 4700 COUNTRYWIDE FINANCIAL COM 222372104 1991 28345 SH SOLE 28345 COX COMMUNICATIONS COM 224044107 128 4600 SH SOLE 4600 CREDICORP LTD COM G2519Y108 1027 78987 SH SOLE 78987 CSX CORP COM 126408103 908 27700 SH SOLE 27700 CVS Corp COM 03251110 1828 43500 SH SOLE 43500 DANAHER CORP COM 235851102 467 9000 SH SOLE 9000 DARDEN RESTAURANTS INC COM 237194105 164 8000 SH SOLE 8000 DATACRAFT ASIA SGD0.10 COM FM6246835 118 117000 SH SOLE 117000 DEAN FOODS CO COM 242370104 1683 45100 SH SOLE 45100 DEERE & CO COM 244199105 2616 37300 SH SOLE 37300 DELL INC COM 24702R101 1161 32400 SH SOLE 32400 DELPHI CORPORATION COM 247126105 104 9700 SH SOLE 9700 DEVON ENERGY CORP NEW COM 25179M103 2429 36800 SH SOLE 36800 DIRECTTV GROUP INC COM 25459L106 246 14400 SH SOLE 14400 DISNEY WALT CO COM 254687106 1012 39700 SH SOLE 39700 DOLLAR GEN CORP COM 256669102 113 5800 SH SOLE 5800 DOVER CORP COM 260003108 1288 30600 SH SOLE 30600 DST Systems Inc COM 233326107 534 11100 SH SOLE 11100 DTE ENERGY CO COM 233331107 138 3400 SH SOLE 3400 DUKE ENERGY CORP COM 264399106 1193 58800 SH SOLE 58800 EASTMAN KODAK CO COM 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