0001193125-11-310160.txt : 20111114 0001193125-11-310160.hdr.sgml : 20111111 20111114132924 ACCESSION NUMBER: 0001193125-11-310160 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Absolute Return Capital, LLC CENTRAL INDEX KEY: 0001527824 IRS NUMBER: 200633962 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14549 FILM NUMBER: 111200438 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 617-516-2000 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 13F-HR 1 d253364d13fhr.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, 2011 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 Capital, LLC* Address: John Hancock Tower 200 Clarendon Street Boston, Massachusetts 02116 Form 13F File Number: 28-14549 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: Jonathan Goodman Title: Managing member Phone: (617) 516-2000 Signature, Place, and Date of Signing: /s/ Jonathan Goodman Boston, MA 11/14/11 ---------------------- ------------- -------- [Signature] [City, State] [Date] * Absolute Return Capital, LLC serves as an adviser to pooled investment vehicles (the "Funds") but exercises investment discretion within the meaning of section 3(A)(35) of the Exchange Act with respect to only a limited number of these Funds. The filing of this 13F Holdings Report by Absolute Return Capital, LLC shall not be construed as an admission that Absolute Return Capital, LLC is the beneficial owner of such shares held by each of the Funds. 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: 3 ------------ Form 13F Information Table Entry Total: 30 ------------ Form 13F Information Table Value Total: 368,434 ------------ (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 28-12300 Absolute Return Investors, LLC 2 28-12301 Absolute Return Investors, L.P. 3 28-12297 Absolute Return Capital Partners, L.P. ABSOLUTE RETURN CAPITAL LLC FORM 13F INFORMATION TABLE AS OF 9/30/2011
VOTING TITLE OF MARKET OTHER AUTHORITY NAME OF ISSUER CLASS CUSIP VALUE SHARES MANAGERS SOLE SHARED NONE ---------------------------- ---------- --------- ---------- --------- --------- ---------------- ANADARKO PETE CORP COM 032511107 621000 9,856 APACHE CORP COM 037411105 544000 6,784 BERRY PETE CO COM 085789105 498000 14,077 CHESAPEAKE ENERGY CORP COM 165167107 571000 22,357 CISCO SYS INC COM 17275R102 16718000 1,078,582 DENBURY RES INC COM 247916208 1028000 89,368 DISNEY WALT CO COM 254687106 15650000 518,915 EQT CORP COM 26884L109 670000 12,556 EXXON MOBIL CORP COM 30231G102 16824000 231,634 GMX RES INC COM 38011M108 373000 164,107 HOME DEPOT INC COM 437076102 16902000 514,220 INTEL CORP COM 458140100 17995000 843,436 INTERNATIONAL BUSINESS MACHS COM 459200101 17455000 99,817 MICROSOFT CORP COM 594918104 16080000 646,051 NOBLE ENERGY INC COM 655044105 570000 8,052 PFIZER INC COM 717081103 15624000 883,686 PIONEER NAT RES CO COM 723787107 588000 8,944 PLAINS EXPL& PRODTN CO COM 726505100 1010000 44,473 PROCTER & GAMBLE CO COM 742718109 16692000 264,200 RESOLUTE ENERGY CORP COM 76116A108 603000 53,058 SPDR S&P 500 ETF TR ETF 78462F103 6086000 53,785 SANDRIDGE ENERGY INC COM 80007P307 1024000 184,083 SELECT SECTOR SPDR TR ETF 81369Y407 8604000 246,818 SELECT SECTOR SPDR TR ETF 81369Y506 82323000 1,406,984 SELECT SECTOR SPDR TR ETF 81369Y605 45837000 3,881,215 SELECT SECTOR SPDR TR ETF 81369Y704 5661000 193,741 SELECT SECTOR SPDR TR ETF 81369Y886 43793000 1,302,573 ULTRA PETROLEUM CORP COM 903914109 523000 18,879 WAL MART STORES INC COM 931142103 16551000 318,900 WHITING PETE CORP NEW COM 966387102 1016000 28,961