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Fund Holdings of ABSOLUTE RETURN CAPITAL LLC Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-14 | 2011-08-15 |

1. Fund Information

Fund NameABSOLUTE RETURN CAPITAL LLC
Fund Manager
AddressJOHN HANCOCK TOWER, 200 CLARENDON STREET
BOSTON, MA, 02116
::Google Map
Phone(617) 516-2000
13F Asset Last Qtr$368,434,000
13F Asset This Qtr$649,266,000
Asset Change76.22%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)SELECT SECTOR SPDR AMEX FINANCIAL SEL INDEXXLF6,015,403$78,200Added 54.99%12.04%
2.)ST SPDR O&G E&P ETFXOP926,545$48,820New7.52%
3.)UTILITIES SEL SPDRXLU1,180,384$42,470Cut -9.38%6.54%
4.)CONSUMER DIS SS SPDRXLY360,560$14,069Added 46.08%2.17%
5.)PFIZER INCPFE632,179$13,680Cut -28.46%2.11%
6.)EXXON MOBIL CORP.XOM159,551$13,524Cut -31.12%2.08%
7.)NEWS CORPORATIONNWSA750,601$13,391New2.06%
8.)DISNEY (WALT) CO. (THE)DIS332,368$12,464Cut -35.95%1.92%
9.)HOME DEPOT INCHD287,308$12,078Cut -44.13%1.86%
10.)WAL-MART STORES, INC.WMT199,891$11,945Cut -37.32%1.84%
11.)MCDONALD CORPMCD118,775$11,917New1.84%
12.)AUTOZONE, INC.AZO35,178$11,432New1.76%
13.)HEALTHCARE SS SPDR FXLV264,935$9,191New1.42%
14.)TRAVELERS COMPANIES INC (THE)TRV140,888$8,336New1.28%
15.)AUTONATION, INC.AN225,544$8,316New1.28%
16.)BEAM INCBEAM158,982$8,145New1.25%
17.)PENNEY (J.C.) CO.,INC. (HOLDING CO.)JCP224,572$7,895New1.22%
18.)MICROSOFT CORPORATIONMSFT286,245$7,431Cut -55.69%1.14%
19.)HEWLETT-PACKARD COHPQ276,429$7,121New1.10%
20.)TARGET CORPTGT131,584$6,740New1.04%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)ST SPDR O&G E&P ETFXOP926,545$48,8207.52%
2.)NEWS CORPORATIONNWSA750,601$13,3912.06%
3.)MCDONALD CORPMCD118,775$11,9171.84%
4.)AUTOZONE, INC.AZO35,178$11,4321.76%
5.)HEALTHCARE SS SPDR FXLV264,935$9,1911.42%
6.)TRAVELERS COMPANIES INC (THE)TRV140,888$8,3361.28%
7.)AUTONATION, INC.AN225,544$8,3161.28%
8.)BEAM INCBEAM158,982$8,1451.25%
9.)PENNEY (J.C.) CO.,INC. (HOLDING CO.)JCP224,572$7,8951.22%
10.)HEWLETT-PACKARD COHPQ276,429$7,1211.10%
11.)TARGET CORPTGT131,584$6,7401.04%
12.)SEARS HOLDINGS CORPORATIONSHLD202,875$6,4470.99%
13.)GOLDMAN SACHS GROUP, INC.GS68,069$6,1560.95%
14.)MOTOROLA MOBILITY HOLDINGS, INC. COMMON STOCKMMI157,412$6,1080.94%
15.)TIME WARNER CABLE INCTWC94,666$6,0180.93%
16.)GENERAL DYNAMICS CORP.GD81,891$5,4390.84%
17.)VIASAT, INC.VSAT114,369$5,2750.81%
18.)CITIGROUP INC NEWC185,523$4,8810.75%
19.)ALLSTATE CORP.ALL170,599$4,6760.72%
20.)APPLE INC.AAPL11,346$4,5950.71%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)ENERGY SELECT SPDRXLE1,406,984$82,32322.34%
2.)INTEL CORPORATIONINTC843,436$17,9954.88%
3.)INTERNATIONAL BUSINESS MACHINES CORP.IBM99,817$17,4554.74%
4.)PROCTER & GAMBLE CO.PG264,200$16,6924.53%
5.)SPDR S&P 500 ETFSPY53,785$6,0861.65%
6.)APACHE CORP.APA6,784$5440.15%