Chief Compliance Officer

0001164508-17-000006.txt : 20171114 0001164508-17-000006.hdr.sgml : 20171114 20171114110051 ACCESSION NUMBER: 0001164508-17-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171114 DATE AS OF CHANGE: 20171114 EFFECTIVENESS DATE: 20171114 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: 171199237 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 FORMER COMPANY: FORMER CONFORMED NAME: ARROWSTREET CAPITAL LIMITED PARTNERSHIP DATE OF NAME CHANGE: 20020107 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001164508 XXXXXXXX 09-30-2017 09-30-2017 ARROWSTREET CAPITAL, LIMITED PARTNERSHIP

200 CLARENDON STREET, 30TH FLOOR BOSTON MA 02116

13F COMBINATION REPORT 028-10005 028-17598 Russell Investments Group, Ltd. N Eric C. Burnett Chief Compliance Officer 617-919-0000 /s/ Eric C. 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CORP COM 351793104 3233 439244 SH DFND 01 416644 0 22600 FRANKLIN COVEY CO COM 353469109 1779 87615 SH DFND 01 86315 0 1300 FRANKLIN RES INC COM 354613101 32573 731814 SH DFND 01 584114 0 147700 FREEPORT-MCMORAN INC CL B 35671D857 29814 2123500 SH DFND 01 1777559 0 345941 FRESHPET INC COM 358039105 875 55900 SH DFND 01 55900 0 0 FULLER H B CO COM 359694106 331 5700 SH DFND 01 5700 0 0 FUTUREFUEL CORPORATION COM 36116M106 1647 104647 SH DFND 01 81186 0 23461 GATX CORP COM 361448103 622 10100 SH DFND 01 3300 0 6800 GGP INC COM 36174X101 17241 830100 SH DFND 01 417700 0 412400 GSI TECHNOLOGY COM 36241U106 340 46717 SH DFND 01 46717 0 0 GAIN CAP HLDGS INC COM 36268W100 473 74082 SH DFND 01 62382 0 11700 GAIA INC NEW CL A 36269P104 258 21475 SH DFND 01 21475 0 0 GALLAGHER ARTHUR J & CO COM 363576109 375 6100 SH DFND 01 6100 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 25437 689529 SH DFND 01 590434 0 99095 GENCOR INDS INC COM 368678108 1265 71683 SH DFND 01 71683 0 0 GENERAL DYNAMICS CORP COM 369550108 97198 472800 SH DFND 01 314800 0 158000 GENERAL ELECTRIC CO COM 369604103 86024 3557669 SH DFND 01 2604728 0 952941 GENERAL MTRS CO COM 37045V100 1623 40200 SH DFND 01 40200 0 0 GENTEX CORP COM 371901109 9131 461169 SH DFND 01 434669 0 26500 GERDAU S A SPON ADR REP PFD 373737105 29987 8742638 SH DFND 01 6656804 0 2085834 GILEAD SCIENCES INC COM 375558103 1967 24280 SH DFND 01 24280 0 0 GILDAN ACTIVEWEAR INC COM 375916103 1299 41600 SH DFND 01 41600 0 0 GLADSTONE CAPITAL CORP COM 376535100 347 36547 SH DFND 01 36547 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 12562 309400 SH DFND 01 300000 0 9400 GLOBALSTAR INC COM 378973408 651 399317 SH DFND 01 68300 0 331017 GLOBUS MED INC CL A 379577208 2814 94700 SH DFND 01 79900 0 14800 GOLDEN ENTMT INC COM 381013101 3979 163202 SH DFND 01 163202 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 546 2300 SH DFND 01 2300 0 0 GOLUB CAP BDC INC COM 38173M102 5424 288195 SH DFND 01 230679 0 57516 GRACE W R & CO DEL NEW COM 38388F108 9683 134200 SH DFND 01 105700 0 28500 GRACO INC COM 384109104 6729 54400 SH DFND 01 46600 0 7800 GRAHAM HLDGS CO COM 384637104 14111 24118 SH DFND 01 19581 0 4537 GRAND CANYON ED INC COM 38526M106 31041 341788 SH DFND 01 263011 0 78777 GRANITE PT MTG TR INC COM 38741L107 326 17400 SH DFND 01 17400 0 0 GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 19049 471427 SH DFND 01 429683 0 41744 GRAPHIC PACKAGING HLDG CO COM 388689101 1770 126900 SH DFND 01 116858 0 10042 GREEN DOT CORP CL A 39304D102 6780 136758 SH DFND 01 129858 0 6900 GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 432 21500 SH DFND 01 17500 0 4000 GRIFOLS S A SP ADR REP B NVT 398438408 6168 281787 SH DFND 01 212687 0 69100 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 16434 318867 SH DFND 01 298767 0 20100 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 7156 69797 SH DFND 01 62403 0 7394 GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 15281 1514470 SH DFND 01 1069032 0 445438 HCA HEALTHCARE INC COM 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149218 SH DFND 01 131318 0 17900 HENRY JACK & ASSOC INC COM 426281101 10551 102643 SH DFND 01 89243 0 13400 HERITAGE FINL CORP WASH COM 42722X106 2695 91341 SH DFND 01 91341 0 0 HERITAGE CRYSTAL CLEAN INC COM 42726M106 1089 50059 SH DFND 01 44983 0 5076 HEXCEL CORP NEW COM 428291108 9075 158043 SH DFND 01 146943 0 11100 HIGHWOODS PPTYS INC COM 431284108 1839 35300 SH DFND 01 35300 0 0 HILTON GRAND VACATIONS INC COM 43283X105 29074 752626 SH DFND 01 629524 0 123102 HOME DEPOT INC COM 437076102 454660 2779775 SH DFND 01 1708870 0 1070905 HONEYWELL INTL INC COM 438516106 23628 166700 SH DFND 01 33733 0 132967 HUBBELL INC COM 443510607 3179 27400 SH DFND 01 27400 0 0 HUDBAY MINERALS INC COM 443628102 9396 1268746 SH DFND 01 1173146 0 95600 HUMANA INC COM 444859102 28766 118072 SH DFND 01 80572 0 37500 HUNT J B TRANS SVCS INC COM 445658107 6843 61600 SH DFND 01 48700 0 12900 HUNTINGTON INGALLS INDS INC COM 446413106 430 1900 SH DFND 01 0 0 1900 HUNTSMAN CORP COM 447011107 2629 95861 SH DFND 01 77461 0 18400 IAC INTERACTIVECORP COM 44919P508 5240 44563 SH DFND 01 35276 0 9287 ICF INTL INC COM 44925C103 9220 170890 SH DFND 01 148233 0 22657 IPG PHOTONICS CORP COM 44980X109 16230 87700 SH DFND 01 53300 0 34400 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 638 25992 SH DFND 01 25992 0 0 ISTAR INC COM 45031U101 209 17700 SH DFND 01 17700 0 0 ITT INC COM 45073V108 465 10500 SH DFND 01 8700 0 1800 IDACORP INC COM 451107106 422 4800 SH DFND 01 4800 0 0 IDEX CORP COM 45167R104 3668 30200 SH DFND 01 13400 0 16800 IDEXX LABS INC COM 45168D104 203919 1311460 SH DFND 01 922680 0 388780 ILLINOIS TOOL WKS INC COM 452308109 87831 593612 SH DFND 01 407748 0 185864 ILLUMINA INC COM 452327109 32350 162400 SH DFND 01 150100 0 12300 IMMUNOGEN INC COM 45253H101 6255 817616 SH DFND 01 755116 0 62500 INC RESH HLDGS INC CL A 45329R109 879 16800 SH DFND 01 16800 0 0 INCYTE CORP COM 45337C102 19542 167400 SH DFND 01 147900 0 19500 INFOSYS LTD SPONSORED ADR 456788108 32544 2230582 SH DFND 01 596479 0 1634103 ING GROEP N V SPONSORED ADR 456837103 11512 624973 SH DFND 01 309531 0 315442 INFRAREIT INC COM 45685L100 2617 116996 SH DFND 01 116996 0 0 INGEVITY CORP COM 45688C107 1774 28400 SH DFND 01 20800 0 7600 INGLES MKTS INC CL A 457030104 1384 53866 SH DFND 01 48257 0 5609 INGREDION INC COM 457187102 253 2100 SH DFND 01 2100 0 0 INNOPHOS HOLDINGS INC COM 45774N108 7636 155238 SH DFND 01 144514 0 10724 INSPERITY INC COM 45778Q107 13007 147810 SH DFND 01 134858 0 12952 INNOVIVA INC COM 45781M101 483 34200 SH DFND 01 28800 0 5400 INSULET CORP COM 45784P101 209 3800 SH DFND 01 3800 0 0 INTEL CORP COM 458140100 62684 1646118 SH DFND 01 1108614 0 537504 INTEGER HLDGS CORP COM 45826H109 3135 61283 SH DFND 01 61283 0 0 INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 13208 249730 SH DFND 01 196075 0 53655 INTERCONTINENTAL EXCHANGE IN COM 45866F104 153962 2241074 SH DFND 01 1512594 0 728480 INTERNATIONAL BUSINESS MACHS COM 459200101 149099 1027700 SH DFND 01 755697 0 272003 INTL PAPER CO COM 460146103 2847 50100 SH DFND 01 0 0 50100 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2925 81255 SH DFND 01 77355 0 3900 INTEVAC INC COM 461148108 341 40342 SH DFND 01 40342 0 0 INTUIT COM 461202103 487219 3427737 SH DFND 01 2085917 0 1341820 INTUITIVE SURGICAL INC COM NEW 46120E602 307470 293982 SH DFND 01 180882 0 113100 INVESCO MORTGAGE CAPITAL INC COM 46131B100 22640 1321655 SH DFND 01 1133107 0 188548 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2569 116030 SH DFND 01 116030 0 0 INVESTORS BANCORP INC NEW COM 46146L101 157 11500 SH DFND 01 11500 0 0 IROBOT CORP COM 462726100 51098 663095 SH DFND 01 529422 0 133673 ISHARES INC MSCI CH CAP ETF 464286640 842 17320 SH DFND 01 11682 0 5638 ISHARES INC MSCI TURKEY ETF 464286715 60238 1440762 SH DFND 01 1360427 0 80335 ISHARES INC MSCI STH KOR ETF 464286772 180570 2614677 SH DFND 01 2229941 0 384736 ISHARES TR MSCI EMG MKT ETF 464287234 35546 793264 SH DFND 01 763087 0 30177 ISHARES TR MSCI EAFE ETF 464287465 129743 1894609 SH DFND 01 1882109 0 12500 ISHARES TR RUSSELL 2000 ETF 464287655 7469 50408 SH DFND 01 43208 0 7200 ISHARES ALL PERU CAP ETF 464289842 256 6600 SH DFND 01 6600 0 0 ISHARES INC MSCI TAIWAN ETF 46434G772 204945 5677145 SH DFND 01 5041672 0 635473 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 64114 4679832 SH DFND 01 3648827 0 1031005 ITERIS INC COM 46564T107 464 69811 SH DFND 01 69811 0 0 ITRON INC COM 465741106 25766 332683 SH DFND 01 289013 0 43670 IXYS CORP COM 46600W106 2583 109005 SH DFND 01 97505 0 11500 JPMORGAN CHASE & CO COM 46625H100 127535 1335300 SH DFND 01 1045500 0 289800 JABIL INC COM 466313103 8371 293200 SH DFND 01 270500 0 22700 JOHNSON & JOHNSON COM 478160104 109774 844353 SH DFND 01 463987 0 380366 JUNIPER NETWORKS INC COM 48203R104 1430 51400 SH DFND 01 51400 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 32522 663313 SH DFND 01 436584 0 226729 KLA-TENCOR CORP COM 482480100 8872 83700 SH DFND 01 81000 0 2700 KKR & CO L P DEL COM UNITS 48248M102 7138 351100 SH DFND 01 329700 0 21400 KT CORP SPONSORED ADR 48268K101 30194 2176920 SH DFND 01 1471409 0 705511 K12 INC COM 48273U102 1804 101120 SH DFND 01 100606 0 514 KANSAS CITY SOUTHERN COM NEW 485170302 1380 12700 SH DFND 01 6200 0 6500 KB HOME COM 48666K109 234 9700 SH DFND 01 9700 0 0 KELLY SVCS INC CL A 488152208 5213 207764 SH DFND 01 170132 0 37632 KEMET CORP COM NEW 488360207 361 17100 SH DFND 01 17100 0 0 KFORCE INC COM 493732101 1895 93836 SH DFND 01 93836 0 0 KIMBALL INTL INC CL B 494274103 5226 264316 SH DFND 01 222902 0 41414 KIMBALL ELECTRONICS INC COM 49428J109 3774 174302 SH DFND 01 111043 0 63259 KIMBERLY CLARK CORP COM 494368103 246220 2092280 SH DFND 01 1311265 0 781015 KINDER MORGAN INC DEL COM 49456B101 27447 1431003 SH DFND 01 1410703 0 20300 KIRKLAND LAKE GOLD LTD COM 49741E100 1527 118508 SH DFND 01 118508 0 0 KIRKLANDS INC COM 497498105 3013 263607 SH DFND 01 228330 0 35277 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 5435 130800 SH DFND 01 130800 0 0 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 151054 3666349 SH DFND 01 2645219 0 1021130 KOPPERS HOLDINGS INC COM 50060P106 2772 60059 SH DFND 01 53604 0 6455 KRAFT HEINZ CO COM 500754106 442 5700 SH DFND 01 5700 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 462 35300 SH DFND 01 35300 0 0 KRATON CORPORATION COM 50077C106 2600 64300 SH DFND 01 50200 0 14100 KROGER CO COM 501044101 4917 245100 SH DFND 01 105300 0 139800 KRONOS WORLDWIDE INC COM 50105F105 14874 651514 SH DFND 01 550617 0 100897 KULICKE & SOFFA INDS INC COM 501242101 16251 753386 SH DFND 01 627830 0 125556 KYOCERA CORP ADR 501556203 2024 32551 SH DFND 01 20519 0 12032 L BRANDS INC COM 501797104 707 17000 SH DFND 01 17000 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 43450 3237723 SH DFND 01 2126645 0 1111078 LHC GROUP INC COM 50187A107 1553 21900 SH DFND 01 19600 0 2300 LPL FINL HLDGS INC COM 50212V100 2158 41845 SH DFND 01 33145 0 8700 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4907 32500 SH DFND 01 20739 0 11761 LAM RESEARCH CORP COM 512807108 152572 824534 SH DFND 01 594886 0 229648 LAMAR ADVERTISING CO NEW CL A 512816109 1624 23700 SH DFND 01 23700 0 0 LAMB WESTON HLDGS INC COM 513272104 947 20205 SH DFND 01 20205 0 0 LANCASTER COLONY CORP COM 513847103 4122 34312 SH DFND 01 34312 0 0 LANDS END INC NEW COM 51509F105 502 38040 SH DFND 01 27240 0 10800 LAS VEGAS SANDS CORP COM 517834107 47910 746734 SH DFND 01 537393 0 209341 LEGG MASON INC COM 524901105 6716 170859 SH DFND 01 156913 0 13946 LEUCADIA NATL CORP COM 527288104 6696 265200 SH DFND 01 183300 0 81900 LIBBEY INC COM 529898108 101 10900 SH DFND 01 10900 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 1528 28775 SH DFND 01 23826 0 4949 LIBERTY PPTY TR SH BEN INT 531172104 1141 27800 SH DFND 01 0 0 27800 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 457 10900 SH DFND 01 10900 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 624 14900 SH DFND 01 14900 0 0 LIFEPOINT HEALTH INC COM 53219L109 6871 118670 SH DFND 01 104070 0 14600 LIFEVANTAGE CORP COM NEW 53222K205 342 81050 SH DFND 01 81050 0 0 LILLY ELI & CO COM 532457108 31390 366968 SH DFND 01 345668 0 21300 LIMELIGHT NETWORKS INC COM 53261M104 2192 552235 SH DFND 01 510320 0 41915 LINCOLN ELEC HLDGS INC COM 533900106 1513 16500 SH DFND 01 14400 0 2100 LINCOLN NATL CORP IND COM 534187109 705 9600 SH DFND 01 9600 0 0 LIQUIDITY SERVICES INC COM 53635B107 166 28052 SH DFND 01 28052 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2047 47000 SH DFND 01 42500 0 4500 LIVEPERSON INC COM 538146101 2127 156987 SH DFND 01 156987 0 0 LOCKHEED MARTIN CORP COM 539830109 383167 1234867 SH DFND 01 843346 0 391521 LOEWS CORP COM 540424108 75104 1569254 SH DFND 01 1013957 0 555297 LOGMEIN INC COM 54142L109 286 2600 SH DFND 01 2600 0 0 LOWES COS INC COM 548661107 49555 619900 SH DFND 01 421052 0 198848 LULULEMON ATHLETICA INC COM 550021109 4240 68117 SH DFND 01 54117 0 14000 LUXFER HLDGS PLC SPONSORED ADR 550678106 998 80160 SH DFND 01 65364 0 14796 MDU RES GROUP INC COM 552690109 39753 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