0001193125-12-060124.txt : 20120214
0001193125-12-060124.hdr.sgml : 20120214
20120214143953
ACCESSION NUMBER: 0001193125-12-060124
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
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: 12607965
BUSINESS ADDRESS:
STREET 1: JOHN HANCOCK TOWER
STREET 2: 200 CLARENDON STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-516-2000
MAIL ADDRESS:
STREET 1: JOHN HANCOCK TOWER
STREET 2: 200 CLARENDON STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
13F-HR
1
d294270d13fhr.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: December 31, 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 2/14/2012
---------------------- ------------- --------
[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: 187
Form 13F Information Table Value Total: 734,909
(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 12/31/2011
VOTING
MARKET OTHER AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES MANAGERS SOLE SHARED NONE
---------------------------- -------------- --------- ---------- ---------- --------- ------------------
APOLLO SR FLOATING RATE FD I COM 37636107 2,786,000 174,008 X
AKAMAI TECHNOLOGIES INC COM 00971T101 1,351,000 41,859 X
ALERE INC COM 01449J105 1,017,000 44,037 X
ALEXANDER & BALDWIN INC COM 014482103 909,000 22,275 X
ALLIED NEVADA GOLD CORP COM 019344100 1,892,000 62,474 X
ALLSTATE CORP COM 020002101 4,676,000 170,599 X
ALTRIA GROUP INC COM 02209S103 3,598,000 121,338 X
AMDOCS LTD ORD G02602103 886,000 31,065 X
AMERICAN TOWER CORP CL A 029912201 2,059,000 34,313 X
AMGEN INC COM 031162100 3,799,000 59,171 X
ANADARKO PETE CORP COM 032511107 3,232,000 42,349 X
APOLLO GROUP INC CL A 037604105 2,094,000 38,878 X
APPLE INC COM 037833100 4,595,000 11,346 X
AT&T INC COM 00206R102 3,746,000 123,870 X
AUTONATION INC COM 05329W102 8,316,000 225,544 X
AUTOZONE INC COM 053332102 11,432,000 35,178 X
AVEO PHARMACEUTICALS INC COM 053588109 1,231,000 71,542 X
BAXTER INTL INC COM 071813109 4,383,000 88,591 X
BEAM INC COM 073730103 8,145,000 158,982 X
BED BATH & BEYOND INC COM 075896100 1,254,000 21,630 X
BERRY PETE CO CL A 085789105 1,074,000 25,548 X
BIOGEN IDEC INC COM 09062X103 1,409,000 12,799 X
BLACKROCK FLOAT RATE OME STR COM 09255X100 1,485,000 111,161 X
BLACKROCK FLOATING RATE INCO COM 91941104 2,166,000 160,820 X
BLACKROCK INC COM 09247X101 641,000 3,594 X
BLACKSTONE GSO FLTING RTE FU COM 09256U105 1,837,000 100,045 X
BLOCK H & R INC COM 93671105 1,724,000 105,619 X
BROADCOM CORP CL A 111320107 2,382,000 81,130 X
CARDINAL HEALTH INC COM 14149Y108 559,000 13,766 X
CAREFUSION CORP COM 14170T101 1,966,000 77,355 X
CARMAX INC COM 143130102 690,000 22,645 X
CARTER INC COM 146229109 703,000 17,664 X
CELANESE CORP DEL COM SER A 150870103 1,158,000 26,160 X
CELGENE CORP COM 151020104 2,183,000 32,286 X
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 639,000 11,224 X
CHESAPEAKE ENERGY CORP COM 165167107 998,000 44,767 X
CIENA CORP COM NEW 171779309 860,000 71,066 X
CIGNA CORPORATION COM 125509109 2,010,000 47,849 X
CIMAREX ENERGY CO COM 171798101 537,000 8,672 X
CISCO SYS INC COM 17275R102 806,000 44,603 X
CIT GROUP INC COM NEW 125581801 1,058,000 30,329 X
CITIGROUP INC COM NEW 172967424 4,881,000 185,523 X
CITRIX SYS INC COM 177376100 1,818,000 29,938 X
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 696,000 10,816 X
COLGATE PALMOLIVE CO COM 194162103 3,658,000 39,595 X
COMCAST CORP NEW CL A 20030N101 2,599,000 109,597 X
CONOCOPHILLIPS COM 20825C104 3,823,000 52,469 X
CORNING INC COM 219350105 2,910,000 224,208 X
CROWN CASTLE INTL CORP COM 228227104 1,701,000 37,975 X
CVS CAREMARK CORPORATION COM 126650100 3,297,000 80,847 X
DAVITA INC COM 23918K108 1,178,000 15,537 X
DELL INC COM 24702R101 3,548,000 242,508 X
DENBURY RES INC COM NEW 247916208 2,018,000 133,656 X
DEVON ENERGY CORP NEW COM 25179M103 4,285,000 69,116 X
DIRECTV COM CL A 25490A101 3,212,000 75,117 X
DISNEY WALT CO COM DISNEY 254687106 12,464,000 332,368 X
DOLLAR GEN CORP NEW COM 256677105 1,468,000 35,683 X
E M C CORP MASS COM 268648102 774,000 35,915 X
EATON CORP COM 278058102 1,030,000 23,671 X
EATON VANCE FLTING RATE INC COM 278279104 3,176,000 223,213 X
EATON VANCE SR FLTNG RTE TR COM 27828Q105 3,249,000 225,939 X
EATON VANCE SR INCOME TR SH BEN INT 27826S103 1,484,000 227,273 X
ENTERGY CORP NEW COM 29364G103 3,663,000 50,149 X
ENZON PHARMACEUTICALS INC COM 293904108 951,000 141,933 X
EQT CORP COM 26884L109 989,000 18,051 X
EQUINIX INC COM 29444U502 844,000 8,327 X
EXPEDIA INC DEL COM 30212P303 376,000 12,968 X
EXPRESS SCRIPTS INC COM 302182100 1,892,000 42,335 X
EXXON MOBIL CORP COM 30231G102 13,524,000 159,551 X
FAMILY DLR STORES INC COM 307000109 4,170,000 72,313 X
FIDELITY NATL INFORMATION SV COM 31620M106 1,457,000 54,787 X
FIRST SOLAR INC COM 336433107 999,000 29,594 X
FIRST TR SR FLG RTE INCM FD COM 33733U108 3,625,000 274,820 X
GAP INC DEL COM 364760108 2,383,000 128,466 X
GENERAL DYNAMICS CORP COM 369550108 5,439,000 81,891 X
GENERAL ELECTRIC CO COM 369604103 970,000 54,134 X
GENWORTH FINL INC COM CL A 37247D106 2,338,000 356,938 X
GILEAD SCIENCES INC COM 375558103 3,889,000 95,011 X
GMX RES INC COM 38011M108 1,055,000 844,275 X
GOLDMAN SACHS GROUP INC COM 38141G104 6,156,000 68,069 X
HEALTH MGMT ASSOC INC NEW CL A 421933102 507,000 68,753 X
HESS CORP COM 42809H107 634,000 11,150 X
HEWLETT PACKARD CO COM 428236103 7,121,000 276,429 X
HIGHLAND CR STRATEGIES FD COM 43005Q107 2,272,000 367,674 X
HOME DEPOT INC COM 437076102 12,078,000 287,308 X
HOWARD HUGHES CORP COM 44267D107 1,021,000 23,125 X
HUMANA INC COM 444859102 1,594,000 18,199 X
MCDONALDS CORP COM 580135101 11,917,000 118,775 X
MCKESSON CORP COM 58155Q103 2,579,000 33,096 X
MEAD JOHNSON NUTRITION CO COM 582839106 944,000 13,738 X
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,710,000 30,595 X
MEDNAX INC COM 58502B106 578,000 8,031 X
MICROSOFT CORP COM 594918104 7,431,000 286,245 X
MORGAN STANLEY COM 617446448 607,000 40,125 X
MOTOROLA MOBILITY HLDGS INC COM 620097105 6,108,000 157,412 X
NETAPP INC COM 64110D104 1,316,000 36,275 X
NEWS CORP COM 65248E104 13,391,000 750,601 X
NIELSEN HOLDINGS N V COM N63218106 1,597,000 53,775 X
NII HLDGS INC CL B NEW 62913F201 928,000 43,576 X
NOBLE ENERGY INC COM 655044105 1,077,000 11,415 X
NORFOLK SOUTHERN CORP COM 655844108 3,749,000 51,453 X
NUVEEN FLOATING RATE INCOME COM 67072T108 2,867,000 263,908 X
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 2,475,000 224,239 X
NUVEEN SR INCOME FD COM 67067Y104 1,055,000 159,356 X
ORACLE CORP COM 68389X105 345,000 13,457 X
OWENS CORNING NEW COM 690742101 991,000 34,492 X
OWENS ILL INC COM NEW 690768403 1,783,000 92,021 X
PDL BIOPHARMA INC COM 69329Y104 1,404,000 226,448 X
PENNEY J C INC COM 708160106 7,895,000 224,572 X
PFIZER INC COM 717081103 13,680,000 632,179 X
PHILIP MORRIS INTL INC COM 718172109 3,667,000 46,719 X
PIONEER FLOATING RATE TR COM 72369J102 2,411,000 193,353 X
PIONEER NAT RES CO COM 723787107 1,064,000 11,888 X
PLAINS EXPL& PRODTN CO COM 726505100 2,323,000 63,255 X
PRICELINE COM INC COM NEW 741503403 881,000 1,884 X
PROGRESSIVE CORP OHIO COM 743315103 1,444,000 74,018 X
QUALCOMM INC COM 747525103 3,172,000 57,980 X
RALCORP HLDGS INC NEW COM 751028101 776,000 9,072 X
RAYTHEON CO COM NEW 755111507 4,321,000 89,315 X
RESOLUTE ENERGY CORP COM 76116A108 897,000 83,033 X
ROCKWOOD HLDGS INC COM 774415103 811,000 20,598 X
SANDISK CORP COM 80004C101 746,000 15,150 X
SANDRIDGE ENERGY INC COM 80007P307 2,497,000 305,948 X
SCHLUMBERGER LTD COM 806857108 693,000 10,144 X
SCHWAB CHARLES CORP NEW COM 808513105 546,000 48,457 X
SEARS HLDG CORP COM 812350106 6,447,000 202,875 X
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 9,191,000 264,935 X
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 14,069,000 360,560 X
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 78,200,000 6,015,403 X
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,391,000 70,849 X
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 42,470,000 1,180,384 X
SHERWIN WILLIAMS CO COM 824348106 594,000 6,659 X
SKYWORKS SOLUTIONS INC COM 83088M102 719,000 44,311 X
SLM CORP COM 78442P106 3,797,000 283,366 X
SOUTHERN UN CO NEW COM 844030106 913,000 21,672 X
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 48,820,000 926,545 X
ST JUDE MED INC COM 790849103 736,000 21,446 X
STATE STR CORP COM 857477103 1,977,000 49,049 X
SUNOCO INC COM 86764P109 783,000 19,099 X
TARGET CORP COM "87612E106 6,740,000 131,584 X
TEMPLE INLAND INC COM 879868107 542,000 17,076 X
TEXAS INSTRS INC COM 882508104 3,708,000 127,371 X
THERAVANCE INC COM 88338T104 4,351,000 196,919 X
TIME WARNER CABLE INC COM 88732J207 6,018,000 94,666 X
TIME WARNER INC COM NEW 887317303 3,835,000 106,143 X
TRANSDIGM GROUP INC COM 893641100 1,032,000 10,777 X
TRAVELERS COMPANIES INC COM 89417E109 8,336,000 140,888 X
TRIPADVISOR INC COM 896945201 327,000 12,968 X
TYCO INTERNATIONAL LTD SHS H89128104 3,761,000 80,518 X
ULTRA PETROLEUM CORP COM 903914109 934,000 31,528 X
UNION PAC CORP COM 907818108 1,314,000 12,405 X
UNITED PARCEL SERVICE INC CL B 911312106 3,681,000 50,283 X
UNITEDHEALTH GROUP INC COM 91324P102 1,611,000 31,784 X
UNIVERSAL HLTH SVCS INC CL B 913903100 930,000 23,933 X
URBAN OUTFITTERS INC COM 917047102 1,073,000 38,917 X
US BANCORP DEL COM NEW 902973304 1,803,000 66,616 X
VERIFONE SYS INC COM 92342Y109 780,000 21,960 X
VERTEX PHARMACEUTICALS INC COM 92532F100 2,607,000 78,521 X
VIACOM INC NEW CL B 92553P201 2,325,000 51,192 X
VIASAT INC COM 92552V100 5,275,000 114,369 X
VISA INC COM CL A 92826C839 2,022,000 19,918 X
WAL MART STORES INC COM 931142103 11,945,000 199,891 X
WALGREEN CO COM 931422109 3,594,000 108,704 X
WELLPOINT INC COM 94973V107 1,540,000 23,244 X
WELLS FARGO & CO NEW COM 949746101 1,669,000 60,547 X
WHITING PETE CORP NEW COM 966387102 2,228,000 47,723 X