Absolute Return Capital, LLC* as of Sept. 30, 2011
Portfolio Holdings for Absolute Return Capital, LLC*
Absolute Return Capital, LLC* holds 30 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Energy Select Sector SPDR (XLE) | 22.3 | $82B | 1.4M | 58510.26 | |
| Financial Select Sector SPDR (XLF) | 12.4 | $46B | 3.9M | 11809.96 | |
| Utilities SPDR (XLU) | 11.9 | $44B | 1.3M | 33620.38 | |
| Intel Corporation (INTC) | 4.9 | $18B | 843k | 21335.35 | |
| International Business Machines (IBM) | 4.7 | $18B | 100k | 174870.01 | |
| Home Depot (HD) | 4.6 | $17B | 514k | 32869.20 | |
| Exxon Mobil Corporation (XOM) | 4.6 | $17B | 232k | 72631.82 | |
| Cisco Systems (CSCO) | 4.5 | $17B | 1.1M | 15499.98 | |
| Procter & Gamble Company (PG) | 4.5 | $17B | 264k | 63179.41 | |
| Wal-Mart Stores (WMT) | 4.5 | $17B | 319k | 51900.28 | |
| Microsoft Corporation (MSFT) | 4.4 | $16B | 646k | 24889.68 | |
| Walt Disney Company (DIS) | 4.2 | $16B | 519k | 30159.08 | |
| Pfizer (PFE) | 4.2 | $16B | 884k | 17680.49 | |
| Consumer Discretionary SPDR (XLY) | 2.3 | $8.6B | 247k | 34859.69 | |
| Spdr S&p 500 Etf (SPY) | 1.6 | $6.1B | 54k | 113154.23 | |
| Industrial SPDR (XLI) | 1.5 | $5.7B | 194k | 29219.42 | |
| SandRidge Energy | 0.3 | $1.0B | 184k | 5562.71 | |
| Whiting Petroleum Corporation | 0.3 | $1.0B | 29k | 35081.66 | |
| Denbury Resources | 0.3 | $1.0B | 89k | 11503.00 | |
| Plains Exploration & Production Company | 0.3 | $1.0B | 45k | 22710.41 | |
| EQT Corporation (EQT) | 0.2 | $670M | 13k | 53360.94 | |
| Anadarko Petroleum Corporation | 0.2 | $621M | 9.9k | 63007.31 | |
| Pioneer Natural Resources | 0.2 | $588M | 8.9k | 65742.40 | |
| Resolute Energy | 0.2 | $603M | 53k | 11364.92 | |
| Apache Corporation | 0.1 | $544M | 6.8k | 80188.68 | |
| Noble Energy | 0.1 | $570M | 8.1k | 70789.87 | |
| Chesapeake Energy Corporation | 0.1 | $571M | 22k | 25540.10 | |
| Ultra Petroleum | 0.1 | $523M | 19k | 27702.74 | |
| Berry Petroleum Company | 0.1 | $498M | 14k | 35376.86 | |
| GMX Resources | 0.1 | $373M | 164k | 2272.91 |
