Absolute Return Capital, LLC* as of Dec. 31, 2011
Portfolio Holdings for Absolute Return Capital, LLC*
Absolute Return Capital, LLC* holds 166 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Financial Select Sector SPDR (XLF) | 12.0 | $78B | 6.0M | 12999.96 | |
| SPDR S&P Oil & Gas Explore & Prod. | 7.5 | $49B | 927k | 52690.37 | |
| Utilities SPDR (XLU) | 6.5 | $43B | 1.2M | 35979.82 | |
| Consumer Discretionary SPDR (XLY) | 2.2 | $14B | 361k | 39019.86 | |
| Pfizer (PFE) | 2.1 | $14B | 632k | 21639.44 | |
| Exxon Mobil Corporation (XOM) | 2.1 | $14B | 160k | 84762.87 | |
| News Corporation | 2.1 | $13B | 751k | 17840.37 | |
| Walt Disney Company (DIS) | 1.9 | $13B | 332k | 37500.60 | |
| Home Depot (HD) | 1.9 | $12B | 287k | 42038.51 | |
| McDonald's Corporation (MCD) | 1.8 | $12B | 119k | 100332.56 | |
| Wal-Mart Stores (WMT) | 1.8 | $12B | 200k | 59757.57 | |
| AutoZone (AZO) | 1.8 | $11B | 35k | 324975.84 | |
| Health Care SPDR (XLV) | 1.4 | $9.2B | 265k | 34691.53 | |
| AutoNation (AN) | 1.3 | $8.3B | 226k | 36870.85 | |
| Travelers Companies (TRV) | 1.3 | $8.3B | 141k | 59167.57 | |
| Beam | 1.2 | $8.1B | 159k | 51232.21 | |
| J.C. Penney Company | 1.2 | $7.9B | 225k | 35155.76 | |
| Microsoft Corporation (MSFT) | 1.1 | $7.4B | 286k | 25960.28 | |
| Hewlett-Packard Company | 1.1 | $7.1B | 276k | 25760.68 | |
| Target | 1.0 | $6.7B | 132k | 51222.03 | |
| Sears Holdings Corporation | 1.0 | $6.4B | 203k | 31778.19 | |
| Goldman Sachs (GS) | 0.9 | $6.2B | 68k | 90437.64 | |
| Motorola Mobility Holdings | 0.9 | $6.1B | 157k | 38802.63 | |
| Time Warner Cable | 0.9 | $6.0B | 95k | 63570.87 | |
| General Dynamics Corporation (GD) | 0.8 | $5.4B | 82k | 66417.56 | |
| ViaSat (VSAT) | 0.8 | $5.3B | 114k | 46122.64 | |
| Citigroup (C) | 0.8 | $4.9B | 186k | 26309.41 | |
| Allstate Corporation (ALL) | 0.7 | $4.7B | 171k | 27409.30 | |
| Apple (AAPL) | 0.7 | $4.6B | 11k | 404988.54 | |
| Baxter International (BAX) | 0.7 | $4.4B | 89k | 49474.55 | |
| Raytheon Company | 0.7 | $4.3B | 89k | 48379.33 | |
| Theravance | 0.7 | $4.4B | 197k | 22095.38 | |
| Devon Energy Corporation (DVN) | 0.7 | $4.3B | 69k | 61997.22 | |
| Family Dollar Stores | 0.6 | $4.2B | 72k | 57665.98 | |
| Gilead Sciences (GILD) | 0.6 | $3.9B | 95k | 40932.10 | |
| Time Warner | 0.6 | $3.8B | 106k | 36130.50 | |
| Amgen (AMGN) | 0.6 | $3.8B | 59k | 64203.75 | |
| ConocoPhillips (COP) | 0.6 | $3.8B | 53k | 72862.07 | |
| SLM Corporation (SLM) | 0.6 | $3.8B | 283k | 13399.63 | |
| Norfolk Southern (NSC) | 0.6 | $3.7B | 52k | 72862.61 | |
| At&t (T) | 0.6 | $3.7B | 124k | 30241.38 | |
| Tyco International Ltd S hs | 0.6 | $3.8B | 81k | 46710.05 | |
| United Parcel Service (UPS) | 0.6 | $3.7B | 50k | 73205.66 | |
| Texas Instruments Incorporated (TXN) | 0.6 | $3.7B | 127k | 29111.81 | |
| Colgate-Palmolive Company (CL) | 0.6 | $3.7B | 40k | 92385.40 | |
| Philip Morris International (PM) | 0.6 | $3.7B | 47k | 78490.55 | |
| Entergy Corporation (ETR) | 0.6 | $3.7B | 50k | 73042.33 | |
| First Trust/Four Corners SFRI Fund II (FCT) | 0.6 | $3.6B | 275k | 13190.45 | |
| Altria (MO) | 0.6 | $3.6B | 121k | 29652.71 | |
| Walgreen Company | 0.6 | $3.6B | 109k | 33062.26 | |
| Dell | 0.6 | $3.5B | 243k | 14630.45 | |
| CVS Caremark Corporation (CVS) | 0.5 | $3.3B | 81k | 40780.73 | |
| Anadarko Petroleum Corporation | 0.5 | $3.2B | 42k | 76318.21 | |
| Eaton Vance Senior Floating Rate Fund (EFR) | 0.5 | $3.2B | 226k | 14379.99 | |
| Directv | 0.5 | $3.2B | 75k | 42759.96 | |
| Qualcomm (QCOM) | 0.5 | $3.2B | 58k | 54708.52 | |
| Eaton Vance Floating-Rate Income Trust (EFT) | 0.5 | $3.2B | 223k | 14228.56 | |
| Corning Incorporated (GLW) | 0.5 | $2.9B | 224k | 12979.02 | |
| Nuveen Floating Rate Income Fund (JFR) | 0.4 | $2.9B | 264k | 10863.63 | |
| APOLLO SR Floating fund 0 | 0.4 | $2.8B | 174k | 16010.76 | |
| Comcast Corporation (CMCSA) | 0.4 | $2.6B | 110k | 23714.15 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.4 | $2.6B | 79k | 33201.31 | |
| McKesson Corporation (MCK) | 0.4 | $2.6B | 33k | 77924.82 | |
| SandRidge Energy | 0.4 | $2.5B | 306k | 8161.52 | |
| Nuveen Fltng Rte Incm Opp | 0.4 | $2.5B | 224k | 11037.33 | |
| Gap (GPS) | 0.4 | $2.4B | 129k | 18549.66 | |
| Pioneer Floating Rate Trust (PHD) | 0.4 | $2.4B | 193k | 12469.42 | |
| Industrial SPDR (XLI) | 0.4 | $2.4B | 71k | 33747.83 | |
| Broadcom Corporation | 0.4 | $2.4B | 81k | 29360.29 | |
| Genworth Financial (GNW) | 0.4 | $2.3B | 357k | 6550.16 | |
| Via | 0.4 | $2.3B | 51k | 45417.25 | |
| Plains Exploration & Production Company | 0.4 | $2.3B | 63k | 36724.37 | |
| Highland Credit Strategies Fund | 0.3 | $2.3B | 368k | 6179.39 | |
| Whiting Petroleum Corporation | 0.3 | $2.2B | 48k | 46686.08 | |
| Celgene Corporation | 0.3 | $2.2B | 32k | 67614.45 | |
| Blackrock Glbl Flt Rt Inc Tr C | 0.3 | $2.2B | 161k | 13468.47 | |
| American Tower Corporation | 0.3 | $2.1B | 34k | 60006.41 | |
| Apollo | 0.3 | $2.1B | 39k | 53860.80 | |
| CIGNA Corporation | 0.3 | $2.0B | 48k | 42007.15 | |
| Visa (V) | 0.3 | $2.0B | 20k | 101516.22 | |
| Denbury Resources | 0.3 | $2.0B | 134k | 15098.46 | |
| State Street Corporation (STT) | 0.3 | $2.0B | 49k | 40306.63 | |
| CareFusion Corporation | 0.3 | $2.0B | 77k | 25415.29 | |
| Express Scripts | 0.3 | $1.9B | 42k | 44691.15 | |
| Allied Nevada Gold | 0.3 | $1.9B | 63k | 30284.60 | |
| U.S. Bancorp (USB) | 0.3 | $1.8B | 67k | 27065.57 | |
| Citrix Systems | 0.3 | $1.8B | 30k | 60725.50 | |
| Blackstone Gso Flting Rte Fu (BSL) | 0.3 | $1.8B | 100k | 18361.74 | |
| Owens-Illinois | 0.3 | $1.8B | 92k | 19376.01 | |
| Block H & R | 0.3 | $1.7B | 106k | 16322.82 | |
| Crown Castle International | 0.3 | $1.7B | 38k | 44792.63 | |
| Medco Health Solutions | 0.3 | $1.7B | 31k | 55891.49 | |
| Wells Fargo & Company (WFC) | 0.3 | $1.7B | 61k | 27565.36 | |
| UnitedHealth (UNH) | 0.2 | $1.6B | 32k | 50685.88 | |
| Humana (HUM) | 0.2 | $1.6B | 18k | 87587.23 | |
| Nielsen Holdings Nv | 0.2 | $1.6B | 54k | 29697.81 | |
| WellPoint | 0.2 | $1.5B | 23k | 66253.66 | |
| Dollar General (DG) | 0.2 | $1.5B | 36k | 41140.04 | |
| BlackRock Floating Rate Income Strat. Fn (FRA) | 0.2 | $1.5B | 111k | 13359.00 | |
| Eaton Vance Senior Income Trust (EVF) | 0.2 | $1.5B | 227k | 6529.59 | |
| Progressive Corporation (PGR) | 0.2 | $1.4B | 74k | 19508.77 | |
| Fidelity National Information Services (FIS) | 0.2 | $1.5B | 55k | 26593.90 | |
| Biogen Idec (BIIB) | 0.2 | $1.4B | 13k | 110086.73 | |
| PDL BioPharma | 0.2 | $1.4B | 226k | 6200.10 | |
| Akamai Technologies (AKAM) | 0.2 | $1.4B | 42k | 32275.02 | |
| NetApp (NTAP) | 0.2 | $1.3B | 36k | 36278.43 | |
| Union Pacific Corporation (UNP) | 0.2 | $1.3B | 12k | 105925.03 | |
| Bed Bath & Beyond | 0.2 | $1.3B | 22k | 57975.03 | |
| AVEO Pharmaceuticals | 0.2 | $1.2B | 72k | 17206.68 | |
| DaVita (DVA) | 0.2 | $1.2B | 16k | 75819.01 | |
| Celanese Corporation (CE) | 0.2 | $1.2B | 26k | 44266.06 | |
| Noble Energy | 0.2 | $1.1B | 11k | 94349.54 | |
| Berry Petroleum Company | 0.2 | $1.1B | 26k | 42038.52 | |
| Urban Outfitters (URBN) | 0.2 | $1.1B | 39k | 27571.50 | |
| Cit | 0.2 | $1.1B | 30k | 34884.10 | |
| Eaton Corporation | 0.2 | $1.0B | 24k | 43513.16 | |
| GMX Resources | 0.2 | $1.1B | 844k | 1249.59 | |
| Pioneer Natural Resources (PXD) | 0.2 | $1.1B | 12k | 89502.02 | |
| Alere | 0.2 | $1.0B | 44k | 23094.22 | |
| TransDigm Group Incorporated (TDG) | 0.2 | $1.0B | 11k | 95759.49 | |
| Howard Hughes | 0.2 | $1.0B | 23k | 44151.35 | |
| Nuveen Senior Income Fund | 0.2 | $1.1B | 159k | 6620.40 | |
| Owens Corning (OC) | 0.1 | $991M | 35k | 28731.30 | |
| General Electric Company | 0.1 | $970M | 54k | 17918.50 | |
| Enzon Pharmaceuticals (ENZN) | 0.1 | $951M | 142k | 6700.34 | |
| Chesapeake Energy Corporation | 0.1 | $998M | 45k | 22293.21 | |
| First Solar (FSLR) | 0.1 | $999M | 30k | 33756.84 | |
| Mead Johnson Nutrition | 0.1 | $944M | 14k | 68714.51 | |
| EQT Corporation (EQT) | 0.1 | $989M | 18k | 54789.21 | |
| Ultra Petroleum | 0.1 | $934M | 32k | 29624.46 | |
| Universal Health Services (UHS) | 0.1 | $930M | 24k | 38858.48 | |
| priceline.com Incorporated | 0.1 | $881M | 1.9k | 467622.08 | |
| NII Holdings | 0.1 | $928M | 44k | 21296.13 | |
| Amdocs Ltd ord (DOX) | 0.1 | $886M | 31k | 28520.84 | |
| Resolute Energy | 0.1 | $897M | 83k | 10802.93 | |
| Southern Union Company | 0.1 | $913M | 22k | 42128.09 | |
| Alexander & Baldwin | 0.1 | $909M | 22k | 40808.08 | |
| Equinix | 0.1 | $844M | 8.3k | 101357.03 | |
| Ciena Corporation (CIEN) | 0.1 | $860M | 71k | 12101.43 | |
| Cisco Systems (CSCO) | 0.1 | $806M | 45k | 18070.53 | |
| Suno | 0.1 | $783M | 19k | 40996.91 | |
| EMC Corporation | 0.1 | $774M | 36k | 21550.88 | |
| VeriFone Systems | 0.1 | $780M | 22k | 35519.13 | |
| Ralcorp Holdings | 0.1 | $776M | 9.1k | 85537.92 | |
| Rockwood Holdings | 0.1 | $811M | 21k | 39372.75 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $696M | 11k | 64349.11 | |
| CarMax (KMX) | 0.1 | $690M | 23k | 30470.30 | |
| Carter's (CRI) | 0.1 | $703M | 18k | 39798.46 | |
| Schlumberger (SLB) | 0.1 | $693M | 10k | 68316.25 | |
| SanDisk Corporation | 0.1 | $746M | 15k | 49240.92 | |
| Skyworks Solutions (SWKS) | 0.1 | $719M | 44k | 16226.22 | |
| St. Jude Medical | 0.1 | $736M | 21k | 34318.75 | |
| BlackRock (BLK) | 0.1 | $641M | 3.6k | 178352.81 | |
| Hess (HES) | 0.1 | $634M | 11k | 56860.99 | |
| Charter Communications | 0.1 | $639M | 11k | 56931.58 | |
| Cardinal Health (CAH) | 0.1 | $559M | 14k | 40607.29 | |
| Sherwin-Williams Company (SHW) | 0.1 | $594M | 6.7k | 89202.58 | |
| Morgan Stanley (MS) | 0.1 | $607M | 40k | 15127.73 | |
| Mednax (MD) | 0.1 | $578M | 8.0k | 71971.11 | |
| Charles Schwab Corporation (SCHW) | 0.1 | $546M | 49k | 11267.72 | |
| Health Management Associates | 0.1 | $507M | 69k | 7374.22 | |
| Cimarex Energy | 0.1 | $537M | 8.7k | 61923.43 | |
| Temple-Inland | 0.1 | $542M | 17k | 31740.45 | |
| Expedia (EXPE) | 0.1 | $376M | 13k | 28994.45 | |
| Oracle Corporation (ORCL) | 0.1 | $345M | 14k | 25637.21 | |
| Tripadvisor (TRIP) | 0.1 | $327M | 13k | 25215.92 |
