-----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, LWMsPNfybzzWGwRl/A7sZQTGnaEoXyyVGMJsOqEeNOxY82976wuGMdSOAkyXyw+0 /UXJYqCgsH2ssyau6kNmXA== 0001193125-10-122276.txt : 20100517 0001193125-10-122276.hdr.sgml : 20100517 20100517165852 ACCESSION NUMBER: 0001193125-10-122276 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Absolute Return Investors, LLC CENTRAL INDEX KEY: 0001389392 IRS NUMBER: 200625249 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12300 FILM NUMBER: 10839595 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 6175162000 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 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: Absolute Return Investors, LLC* Address: 111 Huntington Avenue Boston, Massachusetts 02199 Form 13F File Number: 28-12300 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael F. Goss Title: Managing Member Phone: (617) 516-2000 Signature, Place, and Date of Signing: /s/ Michael F. Goss Boston, MA 5/17/10 - ----------------------------------- ------------- ------- [Signature] [City, State] [Date] * Absolute Return Investors, LLC is the general partner of Absolute Return Investors, L.P., the general partner of Absolute Return Capital Partners, L.P. Michael F. Goss is the managing member of Absolute Return Investors, LLC. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name - -------------------- ---- 28- Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 117 Form 13F Information Table Value Total: 181,014 (Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name - --- -------------------- ---- 1 28-12297 Absolute Return Capital Partners, L.P. 2 28-12301 Absolute Return Investors, L.P. ABSOLUTE RETURN INVESTORS, LLC FORM 13F INFORMATION TABLE AS OF 3/31/10
VOTING MARKET VALUE OTHER AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP LONG X 1000 SHARES MANAGERS SOLE - ---------------------------- --------------- --------- ------------ ---------- -------- --------- AEROPOSTALE COM 7865108 1,489 51,655.00 (sole) ALLIANCE ONE INTL INC COM 18772103 345 67,706.00 (sole) ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 555 12,376.00 (sole) AMERICAN ITALIAN PASTA CO CL A 027070101 233 5,996.00 (sole) AMERICAN ORIENTAL BIOENGR IN COM 028731107 60 14,700.00 (sole) AMERICAN REPROGRAPHICS CO COM 029263100 270 30,085.00 (sole) AMERISOURCEBERGEN CORP COM 03073E105 560 19,358.00 (sole) SELECT SECTOR SPDR TR SBI INT--ENERGY 81369Y506 53,184 924,615.00 (sole) APOLLO GROUP INC CL A 037604105 1,227 20,013.00 (sole) ASHLAND INC NEW COM 044209104 1,007 19,091.00 (sole) ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,266 43,895.00 (sole) ATC TECHNOLOGY CORP COM 00211W104 618 36,024.00 (sole) ATLANTIC TELE NETWORK INC COM NEW 049079205 925 20,597.00 (sole) AZZ INC COM 002474104 201 5,949.00 (sole) BIG LOTS INC COM 89302103 1,615 44,331.00 (sole) BLACKROCK INC COM 09247X101 740 3,399.00 (sole) BOISE INC COM 09746Y105 178 28,961.00 (sole) BROADRIDGE FINL SOLUTIONS IN COM 11133T103 611 28,573.00 (sole) CARDINAL HEALTH INC COM 14149Y108 1,030 28,583.00 (sole) CAREER EDUCATION CORP COM 141665109 843 26,651.00 (sole) CARLISLE COS INC COM 142339100 719 18,873.00 (sole) CASH AMER INTL INC COM 14754D100 1,572 39,805.00 (sole) CENTENE CORP DEL COM 15135B101 1,018 42,359.00 (sole) CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 275 29,989.00 (sole) CERADYNE INC COM 156710105 261 11,483.00 (sole) CHEVRON CORP NEW COM 166764100 1,630 21,502.00 (sole) CINCINNATI BELL INC NEW COM 171871106 997 292,460.00 (sole) CONSTELLATION ENERGY GROUP I COM 210371100 1,552 44,200.00 (sole) CORINTHIAN COLLEGES INC COM 218868107 1,616 91,845.00 (sole) CSG SYS INTL INC COM 126349109 1,247 59,383.00 (sole) DEL MONTE FOODS CO COM 24522P103 870 59,605.00 (sole)
ABSOLUTE RETURN INVESTORS, LLC FORM 13F INFORMATION TABLE AS OF 3/31/10
VOTING MARKET VALUE OTHER AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP LONG X 1000 SHARES MANAGERS SOLE - ---------------------------- --------------- --------- ------------ ---------- -------- --------- DELUXE CORP COM 248019101 370 19,029.00 (sole) DEVRY INC DEL COM 251893103 1,106 16,962.00 (sole) DOLBY LABORATORIES INC COM 25659T107 734 12,503.00 (sole) DOLLAR TREE INC COM 256746108 457 7,720.00 (sole) EARTHLINK INC COM 270321102 663 77,640.00 (sole) EMCOR GROUP INC COM 29084Q100 1,002 40,663.00 (sole) ENDO PHARMACEUTICALS HLDGS I COM 29264F205 735 31,009.00 (sole) ENERGEN CORP COM 29265N108 1,036 22,265.00 (sole) EXXON MOBIL CORP COM 30231G102 303 4,524.00 (sole) EZCORP INC CL A NON VTG 302301106 1,169 56,768.00 (sole) FEDERATED INV INC PA CLB 314211103 977 37,037.00 (sole) FLUOR CORP NEW COM 343412102 838 18,022.00 (sole) FORCE PROTECTION INC COM NEW 345203202 176 29,185.00 (sole) FOREST LABS INC COM 345838106 1,665 53,097.00 (sole) FRANKLIN RES INC COM 354613101 984 8,876.00 (sole) FREEPORT-MCMORAN COPPER & GO COM 35671D857 687 8,223.00 (sole) FRESH DEL MONTE PRODUCE INC ORD G36738105 223 11,027.00 (sole) GARMIN LTD ORD G37260109 1,657 42,889.00 (sole) GFI GROUP INC COM 361652209 188 32,422.00 (sole) GRAINGER W W INC COM 384802104 1,039 9,613.00 (sole) GT SOLAR INTL INC COM 3.62E+212 53 10,212.00 (sole) HARRIS CORP DEL COM 413875105 462 9,729.00 (sole) HEALTHSPRING INC COM 42224N101 476 27,057.00 (sole) HELMERICH & PAYNE INC COM 423452101 591 15,515.00 (sole) HERBALIFE LTD COM G4412G101 1,698 36,810.00 (sole) HUMANA INC COM 444859102 851 18,188.00 (sole) INSIGHT ENTERPRISES INC COM 45765U103 459 31,995.00 (sole) INTERDIGITAL INC COM 45867G101 324 11,633.00 (sole) ISHARES INC MSCI GERMAN 464286806 350 16,025.00 (sole) ISHARES INC MSCI JAPAN 464286848 583 55,840.00 (sole) ITT EDUCATIONAL SERVICES INC COM 45068B109 417 3,709.00 (sole) KNIGHT CAPITAL GROUP INC CL A 499005106 156 10,246.00 (sole) L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,049 11,450.00 (sole) LINCARE HOLDINGS INC CMN COM 532791100 577 12,862.00 (sole)
ABSOLUTE RETURN INVESTORS, LLC FORM 13F INFORMATION TABLE AS OF 3/31/10
VOTING MARKET VALUE OTHER AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP LONG X 1000 SHARES MANAGERS SOLE - ---------------------------- --------------- --------- ------------ ---------- -------- --------- LUBRIZOL CORP COM 549271104 1,528 16,664.00 (sole) MAXIMUS INC COM 577933104 281 4,606.00 (sole) MEDCATH CORP COM 58404W109 153 14,649.00 (sole) MICROSOFT CORP COM 594918104 595 20,313.00 (sole) MICROSTRATEGY INC CL A NEW 594972408 307 3,609.00 (sole) MIRANT CORP NEW COM 60467R100 1,362 125,369.00 (sole) MOLINA HEALTHCARE INC COM 60855R100 307 12,203.00 (sole) MSC INDL DIRECT INC CL A 553530106 926 18,259.00 (sole) NATIONAL OILWELL VARCO INC COM 637071101 1,375 33,875.00 (sole) NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 263 14,279.00 (sole) NEWMARKET CORP COM 651587107 1,279 12,419.00 (sole) NICOR INC COM 654086107 270 6,442.00 (sole) NRG ENERGY INC COM NEW 629377508 503 24,072.00 (sole) NUTRI SYS INC NEW COM 67069D108 320 17,932.00 (sole) OLIN CORP COM PAR $1 680665205 513 26,164.00 (sole) OMNOVA SOLUTIONS INC COM 682129101 93 11,800.00 (sole) OXFORD INDS INC COM 691497309 742 36,500.00 (sole) PAR PHARMACEUTICAL COS INC COM 69888P106 788 31,792.00 (sole) PARTNERRE LTD COM G6852T105 496 6,227.00 (sole) ELLIS PERRY INTL INC COM 288853104 265 11,668.00 (sole) PREMIERE GLOBAL SVCS INC CMN COM 740585104 160 19,363.00 (sole) PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,392 47,156.00 (sole) QUESTCOR PHARMACEUTICALS INC COM 74835Y101 273 33,119.00 (sole) RAYTHEON CO COM NEW 755111507 1,560 27,316.00 (sole) RELIANCE STEEL & ALUMINUM CO COM 759509102 1,190 24,170.00 (sole) ROCK-TENN CO CL A 772739207 612 13,435.00 (sole) SANDERSON FARMS INC COM 800013104 871 16,252.00 (sole) SEAGATE TECHNOLOGY SHS G7945J104 490 26,846.00 (sole) SHAW GROUP INC COM 820280105 457 13,272.00 (sole) SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 10,184 87,046.00 (sole) SPDR SERIES TRUST S&P OILGAS EXP 78464A730 38,083 903,945.00 (sole) STEPAN CO COM 858586100 209 3,741.00 (sole) SWS GROUP INC COM 78503N107 372 32,278.00 (sole) SYNAPTICS INC COM 87157D109 538 19,500.00 (sole)
ABSOLUTE RETURN INVESTORS, LLC FORM 13F INFORMATION TABLE AS OF 3/31/10
VOTING MARKET VALUE OTHER AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP LONG X 1000 SHARES MANAGERS SOLE - ---------------------------- --------------- --------- ------------ ---------- -------- --------- SYNNEX CORP COM 87162W100 213 7,210.00 (sole) TELEPHONE & DATA SYS INC COM 879433100 701 20,722.00 (sole) TELETECH HOLDINGS INC COM 879939106 214 12,554.00 (sole) TESSERA TECHNOLOGIES INC COM 88164L100 417 20,572.00 (sole) TEXAS INSTRS INC COM 882508104 518 21,164.00 (sole) TIMKEN CO COM 887389104 250 8,328.00 (sole) TOWERS WATSON & CO CL A 891894107 267 5,622.00 (sole) TRAVELERS COMPANIES INC COM 89417E109 468 8,670.00 (sole) UGI CORP NEW COM 902681105 1,271 47,908.00 (sole) UNIFIRST CORP MASS COM 904708104 387 7,508.00 (sole) UNITED AMER INDEMNITY LTD CL A 90933T109 146 15,305.00 (sole) UNITED ONLINE INC COM 911268100 348 46,552.00 (sole) USA MOBILITY INC COM 90341G103 209 16,500.00 (sole) VALMONT INDS INC COM 920253101 304 3,667.00 (sole) VMWARE INC CL A COM 928563402 1,219 22,877.00 (sole) WESTERN DIGITAL CORP COM 958102105 1,608 41,254.00 (sole) WORLD ACCEP CORP DEL COM 981419104 716 19,849.00 (sole) XILINX INC COM 983919101 232 9,095.00 (sole) 181,014
-----END PRIVACY-ENHANCED MESSAGE-----