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ARC
Absolute Return Capital Portfolio holdings
AUM
$1.57B
1-Year Est. Return
6.36%
This Fund
S&P 500
This Quarter
Est. Return
-8.38%
1 Year Est. Return
-6.36%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.57B
AUM Growth
-$942M
(-38%)
Cap. Flow
-$750M
Cap. Flow
% of AUM
-47.93%
Top 10 Holdings %
Top 10 Hldgs %
14.15%
Holding
675
New
91
Increased
134
Reduced
278
Closed
171
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$18.6M |
| 2 |
Chevron
CVX
|
+$13.2M |
| 3 |
Union Pacific
UNP
|
+$12.9M |
| 4 |
Exelon
EXC
|
+$11.5M |
| 5 |
RTX Corp
RTX
|
+$11.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Brown-Forman Class B
BF.B
|
+$23.4M |
| 2 |
Eli Lilly
LLY
|
+$21.4M |
| 3 |
McCormick & Company Non-Voting
MKC
|
+$19.8M |
| 4 |
Cigna
CI
|
+$18.9M |
| 5 |
Hasbro
HAS
|
+$17M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 22.1% |
| 2 | Energy | 14.58% |
| 3 | Consumer Discretionary | 13.28% |
| 4 | Consumer Staples | 10.3% |
| 5 | Healthcare | 8.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ASNA
226
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.77M | 0.11% |
6,380
-5,926
| -48% | -$1.55M |
|
227
COPT Defense Properties
CDP
$4.24B
| $1.77M | 0.11% |
84,360
-37,827
| -31% | -$855K |
|
|
LM
228
DELISTED
Legg Mason, Inc.
LM
| $1.77M | 0.11% |
42,482
-38,063
| -47% | -$1.76M |
|
229
JB Hunt Transport Services
JBHT
$27.3B
| $1.77M | 0.11% |
+24,748
| New | +$1.96M |
|
|
BKI
230
DELISTED
Black Knight, Inc. Common Stock
BKI
| $1.73M | 0.11% |
+53,192
| New | +$1.72M |
|
231
Clean Harbors
CLH
$16.4B
| $1.7M | 0.11% |
38,759
-14,943
| -28% | -$742K |
|
232
Reinsurance Group of America
RGA
$15.8B
| $1.69M | 0.11% |
18,682
-267
| -1% | -$25.1K |
|
233
Compass Minerals
CMP
$1.23B
| $1.69M | 0.11% |
21,537
-7,676
| -26% | -$630K |
|
|
INOV
234
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $1.68M | 0.11% |
80,625
+44,512
| +123% | +$1.03M |
|
235
Valmont Industries
VMI
$10.2B
| $1.66M | 0.11% |
17,487
-1,540
| -8% | -$168K |
|
236
Deckers Outdoor
DECK
$14.4B
| $1.66M | 0.11% |
171,288
-86,160
| -33% | -$961K |
|
|
ENDP
237
DELISTED
Endo International plc
ENDP
| $1.65M | 0.11% |
+23,798
| New | +$1.9M |
|
238
Charter Communications
CHTR
$15.9B
| $1.64M | 0.11% |
9,351
-1,826
| -16% | -$333K |
|
239
Micron Technology
MU
$977B
| $1.62M | 0.1% |
+108,417
| New | +$1.86M |
|
240
Tanger
SKT
$4.78B
| $1.62M | 0.1% |
49,119
-26,209
| -35% | -$853K |
|
|
VWR
241
DELISTED
VWR Corporation
VWR
| $1.61M | 0.1% |
62,560
-47,928
| -43% | -$1.26M |
|
242
TE Connectivity
TEL
$59.3B
| $1.6M | 0.1% |
26,727
-20,639
| -44% | -$1.26M |
|
243
Warner Bros
WBD
$64.8B
| $1.59M | 0.1% |
61,044
-182,543
| -75% | -$5.4M |
|
|
NATI
244
DELISTED
National Instruments Corp
NATI
| $1.56M | 0.1% |
56,178
-43,632
| -44% | -$1.24M |
|
245
American Airlines Group
AAL
$10B
| $1.56M | 0.1% |
+40,144
| New | +$1.65M |
|
246
Outfront Media
OUT
$5.75B
| $1.55M | 0.1% |
75,661
-38,986
| -34% | -$915K |
|
247
AXIS Capital
AXS
$8.48B
| $1.53M | 0.1% |
28,478
+516
| +2% | +$28.6K |
|
248
Cintas
CTAS
$80.7B
| $1.51M | 0.1% |
70,512
-4,644
| -6% | -$99.7K |
|
|
Y
249
DELISTED
Alleghany Corp
Y
| $1.5M | 0.1% |
3,210
-3,087
| -49% | -$1.49M |
|
|
HCC
250
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $1.44M | 0.09% |
18,551
-19,135
| -51% | -$1.48M |
|
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Absolute Return Capital's Q3 2015 Portfolio in Review
As of Q3 2015, Absolute Return Capital held 675 positions worth $1.57B, down 38% from $2.51B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Absolute Return Capital withdrew a net $750M in Q3 2015, closing 171 positions and reducing 278 holdings. Its most notable exit was Eli Lilly, an estimated $21.4M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 22% of assets, up from 16% a quarter earlier, followed by Energy and Consumer Discretionary.
Against the trend, Absolute Return Capital opened a new position in Exelon worth $10.8M.
- Absolute Return Capital's largest Q3 2015 buy was Exelon: 510,763 shares worth $10.8M.
- Absolute Return Capital added most to ExxonMobil in Q3 2015, an estimated $18.6M increase.
- Absolute Return Capital's biggest Q3 2015 reduction was Brown-Forman Class B, cutting an estimated $23.4M.
- Absolute Return Capital fully exited Eli Lilly in Q3 2015, selling an estimated $21.4M.
- Absolute Return Capital's ten largest holdings make up 14% of its $1.57B portfolio in Q3 2015.
- Absolute Return Capital opened 91 new positions and closed 171 in Q3 2015.
- Absolute Return Capital's portfolio value fell 38% quarter-over-quarter to $1.57B.
Based on Absolute Return Capital's 13F filing for Q3 2015, filed 13 Nov 2015.