ABSOLUTE RETURN CAPITAL, LLC Information

JOHN HANCOCK TOWER, BOSTON, Massachusetts, 02116, (617) 516-2000

Report Date: 03/31/2013

Position Statistics:

Total Positions 669
New Positions 177
Increased Positions 415
Decreased Positions 239
Positions with Activity 654
Sold Out Positions 91
Total Mkt Value
(in $ millions)
5,745

Sector Weighting

Basic Materials 2.98%
Capital Goods 3.93%
Conglomerates 0.27%
Consumer Cyclical 1.38%
Consumer/Non-Cyclical 8.07%
Energy 11.35%
Financial 21.29%
Healthcare 19.74%
Services 12.41%
Technology 8.41%
Transportation 1.36%
Utilities 8.79%

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

177 New Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
JOHNSON & JOHNSON COM 111,437 111,437 New 1,290,380
CONOCOPHILLIPS COM 43,725 43,725 New 704,112
OCCIDENTAL PETE CORP DEL COM 31,354 31,354 New 339,216
COCA COLA CO COM 24,235 24,235 New 592,098
FREEPORT-MCMORAN COPPER & GOLD COM 22,690 22,690 New 768,636
EXPRESS SCRIPTS HLDG CO COM 21,953 21,953 New 348,800
AVON PRODS INC COM 21,058 21,058 New 898,008
QUEST DIAGNOSTICS INC COM 20,025 20,025 New 320,970
MONDELEZ INTL INC CL A 17,978 17,978 New 589,445
PNC FINL SVCS GROUP INC COM 16,039 16,039 New 223,576
SIGMA ALDRICH CORP COM 15,885 15,885 New 193,300
GARMIN LTD SHS 14,986 14,986 New 419,070
ABBOTT LABS COM 14,729 14,729 New 392,669
WESTERN DIGITAL CORP COM 13,729 13,729 New 212,293
LYONDELLBASELL INDUSTRIES N V SHS - A - 13,682 13,682 New 198,841
CENTURYLINK INC COM 11,790 11,790 New 325,334
MOSAIC CO NEW COM 9,582 9,582 New 162,464
ALLERGAN INC COM 8,687 8,687 New 85,596
IRON MTN INC COM 8,581 8,581 New 297,626
CLIFFS NAT RES INC COM 8,122 8,122 New 436,886

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