-----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, AiPlvU4WYnYF4H7JXIYtoAAWJTh6eZ3jvvscl1e396ADrfUwJltV4HaMC/JwYi16 6RixNCM3Q7XTUGAYj9IbcQ== 0001193125-10-260780.txt : 20101115 0001193125-10-260780.hdr.sgml : 20101115 20101115164438 ACCESSION NUMBER: 0001193125-10-260780 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101115 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101115 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: 101193192 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: September 30, 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 11/15/10 ------------------- ------------- -------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 136 Form 13F Information Table Value Total: 195,010 ----------- (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 9/30/2010
VALUE OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) SHARES MANAGERS (SOLE) - ---------------------------- --------------- --------- ---------- ---------- -------- ---------------- AEROPOSTALE COM 007865108 1,198 51,537 (sole) AETNA INC NEW COM 00817Y108 845 26,738 (sole) ALLIANCE ONE INTL INC COM 018772103 176 42,358 (sole) ALTRIA GROUP INC COM 02209S103 502 20,885 (sole) AMERICAN REPROGRAPHICS CO COM 029263100 97 12,385 (sole) AMERISOURCEBERGEN CORP COM 03073E105 409 13,345 (sole) ANADARKO PETE CORP COM 032511107 5,337 93,555 (sole) APACHE CORP COM 037411105 4,927 50,403 (sole) APPLIED INDL TECHNOLOGIES IN COM 03820C105 455 14,868 (sole) ASHLAND INC NEW COM 044209104 935 19,168 (sole) ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,404 46,363 (sole) ASSURANT INC COM 04621X108 729 17,919 (sole) ATLANTIC TELE NETWORK INC COM NEW 049079205 1,014 20,597 (sole) ATWOOD OCEANICS INC COM 050095108 453 14,877 (sole) AZZ INC COM 002474104 218 5,100 (sole) BARRETT BILL CORP COM 06846N104 5,101 141,688 (sole) BIG LOTS INC COM 089302103 724 21,769 (sole) BOISE INC COM 09746Y105 325 50,146 (sole) BUCYRUS INTL INC NEW COM 118759109 534 7,700 (sole) C H ROBINSON WORLDWIDE INC COM NEW 12541W209 510 7,300 (sole) CAREER EDUCATION CORP COM 141665109 888 41,353 (sole) CARLISLE COS INC COM 142339100 302 10,081 (sole) CASH AMER INTL INC COM 14754D100 1,464 41,834 (sole) CENTENE CORP DEL COM 15135B101 553 23,435 (sole) CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 311 29,989 (sole) CERADYNE INC COM 156710105 241 10,307 (sole) CHEVRON CORP NEW COM 166764100 1,415 17,460 (sole) CINCINNATI BELL INC NEW COM 171871106 754 282,360 (sole) CONCHO RES INC COM 20605P101 5,161 77,990 (sole) CONSTELLATION ENERGY GROUP I COM 210371100 1,432 44,409 (sole) COOPER TIRE & RUBR CO COM 216831107 496 25,259 (sole) CORINTHIAN COLLEGES INC COM 218868107 635 90,400 (sole) CSG SYS INTL INC COM 126349109 1,083 59,419 (sole) DECKERS OUTDOOR CORP COM 243537107 488 9,763 (sole) DEL MONTE FOODS CO COM 24522P103 789 60,208 (sole) DELUXE CORP COM 248019101 368 19,226 (sole) DEUTSCHE BANK AG NAMEN AKT D18190898 332 6,070 (sole) DEVRY INC DEL COM 251893103 869 17,667 (sole) DOLBY LABORATORIES INC COM 25659T107 1,169 20,575 (sole) DOMTAR CORP COM NEW 257559203 491 7,599 (sole) DSW INC CL A 23334L102 328 11,444 (sole) EARTHLINK INC COM 270321102 1,067 117,328 (sole)
VALUE OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) SHARES MANAGERS (SOLE) - ---------------------------- --------------- --------- ---------- ---------- -------- ---------------- ELLIS PERRY INTL INC COM 288853104 255 11,668 (sole) ENDO PHARMACEUTICALS HLDGS I COM 29264F205 480 14,436 (sole) ENERGEN CORP COM 29265N108 1,382 30,219 (sole) ENERGY PARTNERS LTD COM NEW 29270U303 8,347 694,981 (sole) EXELON CORP COM 30161N101 1,368 32,120 (sole) EXPONENT INC COM 30214U102 212 6,300 (sole) EZCORP INC CL A NON VTG 302301106 1,414 70,544 (sole) FIRST SOLAR INC COM 336433107 398 2,700 (sole) FORCE PROTECTION INC COM NEW 345203202 132 26,100 (sole) FRANKLIN RES INC COM 354613101 1,253 11,723 (sole) FREEPORT-MCMORAN COPPER & GO COM 35671D857 868 10,164 (sole) GAMCO INVESTORS INC COM 361438104 213 5,536 (sole) GAMESTOP CORP NEW CL A 36467W109 565 28,687 (sole) GARMIN LTD SHS ADDED H2906T109 655 21,589 (sole) GFI GROUP INC COM 361652209 117 25,250 (sole) GMX RES INC COM 38011M108 3,439 707,547 (sole) GOODRICH PETE CORP COM NEW 382410405 5,098 349,922 (sole) GOODYEAR TIRE & RUBR CO COM 382550101 265 24,635 (sole) GRAINGER W W INC COM 384802104 1,111 9,331 (sole) GT SOLAR INTL INC COM 3623E0209 374 44,660 (sole) GYMBOREE CORP COM 403777105 281 6,772 (sole) HANSEN NAT CORP COM 411310105 494 10,600 (sole) HARRIS CORP DEL COM 413875105 432 9,761 (sole) HEALTHSPRING INC COM 42224N101 696 26,948 (sole) HERBALIFE LTD COM USD SHS G4412G101 1,444 23,935 (sole) HEWITT ASSOCS INC COM 42822Q100 494 9,800 (sole) HUMANA INC COM 444859102 916 18,229 (sole) IHS INC CL A 451734107 517 7,600 (sole) IMPAX LABORATORIES INC COM 45256B101 232 11,716 (sole) INSIGHT ENTERPRISES INC COM 45765U103 502 32,010 (sole) INTERDIGITAL INC COM 45867G101 310 10,471 (sole) ISHARES INC MSCI GERMAN 464286806 353 16,025 (sole) ISHARES INC MSCI JAPAN 464286848 552 55,840 (sole) ITT EDUCATIONAL SERVICES INC COM 45068B109 836 11,904 (sole) LACLEDE GROUP INC COM 505597104 225 6,542 (sole) LOGITECH INTL S A SHS H50430232 259 14,867 (sole) LUBRIZOL CORP COM 549271104 1,417 13,370 (sole) MAXIMUS INC COM 577933104 340 5,527 (sole) MEDCATH CORP COM 58404W109 101 10,049 (sole) MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 255 8,608 (sole) MICROSOFT CORP COM 594918104 752 30,694 (sole) MICROSTRATEGY INC CL A NEW 594972408 312 3,599 (sole) MONTPELIER RE HOLDINGS LTD SHS G62185106 268 15,456 (sole) MORGAN STANLEY COM NEW 617446448 896 36,314 (sole) MOTOROLA INC COM 620076109 530 62,100 (sole) MSC INDL DIRECT INC CL A 553530106 829 15,335 (sole) NATIONAL OILWELL VARCO INC COM 637071101 1,515 34,059 (sole) NEWMARKET CORP COM 651587107 1,406 12,370 (sole) NICOR INC COM 654086107 515 11,234 (sole) NORTHROP GRUMMAN CORP COM 666807102 1,264 20,853 (sole)
VALUE OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) SHARES MANAGERS (SOLE) - ---------------------------- --------------- --------- ---------- ---------- -------- ---------------- NRG ENERGY INC COM NEW 629377508 654 31,432 (sole) NU SKIN ENTERPRISES INC CL A 67018T105 715 24,834 (sole) OLIN CORP COM PAR $1 680665205 247 12,260 (sole) OMNOVA SOLUTIONS INC COM 682129101 85 11,800 (sole) OSHKOSH CORP COM 688239201 1,426 51,858 (sole) OXFORD INDS INC COM 691497309 879 36,952 (sole) PAR PHARMACEUTICAL COS INC COM 69888P106 923 31,755 (sole) PHILIP MORRIS INTL INC COM 718172109 510 9,100 (sole) PREMIERE GLOBAL SVCS INC COM 740585104 137 19,363 (sole) PROGRESS ENERGY INC COM 743263105 502 11,300 (sole) QUESTAR CORP COM 748356102 423 24,132 (sole) QUESTCOR PHARMACEUTICALS INC COM 74835Y101 243 24,453 (sole) RENAISSANCERE HOLDINGS LTD COM G7496G103 221 3,688 (sole) ROCK-TENN CO CL A 772739207 445 8,936 (sole) RYDER SYS INC COM 783549108 404 9,440 (sole) SANDERSON FARMS INC COM 800013104 1,073 24,783 (sole) SANDISK CORP COM 80004C101 443 12,085 (sole) SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 48,362 862,690 (sole) SMITH A O COM 831865209 329 5,691 (sole) SOUTHERN CO COM 842587107 495 13,300 (sole) SPDR S&P 500 ETF TR TR UNIT 78462F103 8,400 73,600 (sole) STONE ENERGY CORP COM 861642106 5,892 400,000 (sole) SYNAPTICS INC COM 87157D109 549 19,500 (sole) TALECRIS BIOTHERAPEUTICS HLD COM 874227101 503 22,000 (sole) TELEPHONE & DATA SYS INC COM 879433100 587 17,906 (sole) TELETECH HOLDINGS INC COM 879939106 166 11,200 (sole) TESSERA TECHNOLOGIES INC COM 88164L100 396 21,382 (sole) TETRA TECH INC NEW COM 88162G103 376 17,950 (sole) TEXAS INSTRS INC COM 882508104 460 16,964 (sole) TIMBERLAND CO CL A 887100105 523 26,394 (sole) TIMKEN CO COM 887389104 309 8,059 (sole) TYSON FOODS INC CL A 902494103 664 41,449 (sole) ULTRA PETROLEUM CORP COM 903914109 4,214 100,379 (sole) UNIFIRST CORP MASS COM 904708104 312 7,070 (sole) UNITED ONLINE INC COM 911268100 306 53,456 (sole) USA MOBILITY INC COM 90341G103 402 25,100 (sole) VAALCO ENERGY INC COM NEW 91851C201 4,385 764,007 (sole) VARIAN MED SYS INC COM 92220P105 883 14,598 (sole) WADDELL & REED FINL INC CL A 930059100 227 8,281 (sole) WESTERN DIGITAL CORP COM 958102105 1,332 46,907 (sole) WHIRLPOOL CORP COM 963320106 917 11,323 (sole) WHITING PETE CORP NEW COM 966387102 10,146 106,232 (sole) WORLD ACCEP CORP DEL COM 981419104 878 19,874 (sole) XILINX INC COM 983919101 249 9,351 (sole)
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