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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 | |
|---|---|---|---|---|---|---|
301
RenaissanceRe
RNR
$13.7B
| $869K | 0.06% |
8,177
-2,879
| -26% | -$302K |
|
302
Community Health Systems
CYH
$452M
| $863K | 0.06% |
24,427
-30,813
| -56% | -$1.41M |
|
|
ENH
303
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $861K | 0.06% |
14,106
-3,497
| -20% | -$228K |
|
304
JetBlue
JBLU
$1.99B
| $829K | 0.05% |
+32,157
| New | +$758K |
|
305
Marvell Technology
MRVL
$187B
| $828K | 0.05% |
91,500
+22,066
| +32% | +$251K |
|
|
AWH
306
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $806K | 0.05% |
21,118
-12,574
| -37% | -$522K |
|
|
KLXI
307
DELISTED
KLX Inc.
KLXI
| $800K | 0.05% |
26,555
-105,721
| -80% | -$3.5M |
|
308
First Horizon
FHN
$12.1B
| $798K | 0.05% |
56,272
-26,564
| -32% | -$402K |
|
309
Atara Biotherapeutics
ATRA
$77.8M
| $797K | 0.05% |
1,014
-184
| -15% | -$224K |
|
|
OPLN
310
Openlane
OPLN
$4.21B
| $785K | 0.05% |
58,452
-16,652
| -22% | -$236K |
|
|
PACW
311
DELISTED
PacWest Bancorp
PACW
| $784K | 0.05% |
18,307
-10,505
| -36% | -$471K |
|
312
Allstate
ALL
$64.8B
| $781K | 0.05% |
13,406
-28,335
| -68% | -$1.77M |
|
313
Hanover Insurance
THG
$7.52B
| $781K | 0.05% |
10,055
-4,081
| -29% | -$323K |
|
314
Atmos Energy
ATO
$29.2B
| $779K | 0.05% |
13,392
-2,963
| -18% | -$163K |
|
315
Prologis
PLD
$140B
| $776K | 0.05% |
19,952
+1,427
| +8% | +$55.8K |
|
|
PXD
316
DELISTED
Pioneer Natural Resource Co.
PXD
| $765K | 0.05% |
+6,292
| New | +$784K |
|
317
Pediatrix Medical
MD
$2.15B
| $760K | 0.05% |
9,896
+2,402
| +32% | +$194K |
|
318
Synopsys
SNPS
$74.5B
| $748K | 0.05% |
16,187
-1,609
| -9% | -$79K |
|
|
XL
319
DELISTED
XL Group Ltd.
XL
| $741K | 0.05% |
20,412
-26,847
| -57% | -$1.02M |
|
|
EVHC
320
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $737K | 0.05% |
6,687
-1,937
| -22% | -$240K |
|
|
GXP
321
DELISTED
Great Plains Energy Incorporated
GXP
| $736K | 0.05% |
27,252
-15,308
| -36% | -$392K |
|
322
Old Republic International
ORI
$10.2B
| $728K | 0.05% |
46,526
+27,257
| +141% | +$437K |
|
323
Hawaiian Electric Industries
HE
$2.33B
| $727K | 0.05% |
25,345
+8,868
| +54% | +$260K |
|
324
Graham Holdings Company
GHC
$4.96B
| $725K | 0.05% |
1,256
-892
| -42% | -$589K |
|
|
ACC
325
DELISTED
American Campus Communities, Inc.
ACC
| $724K | 0.05% |
19,988
+15,816
| +379% | +$577K |
|
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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.