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