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Absolute Return Capital Portfolio holdings
AUM
$1.57B
Turnover
38.81%
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
Cap. Flow %
-47.93%
Top 10 Holdings %
Top 10 Hldgs %
14.15%
Holding
675
New
91
Increased
134
Reduced
278
Closed
171
Avg Time Held
1.2
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.3
years
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 | 22.26% |
| 2 | Energy | 14.73% |
| 3 | Consumer Discretionary | 13.52% |
| 4 | Consumer Staples | 10.31% |
| 5 | Healthcare | 9.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
301
RenaissanceRe
RNR
$14.6B
| $869K | 0.06% |
8,177
-2,879
| -26% | -$302K |
2013 Q2
9 quarters
|
|
302
Community Health Systems
CYH
$389M
| $863K | 0.06% |
24,427
-30,813
| -56% | -$1.41M |
2013 Q2
9 quarters
|
|
|
ENH
303
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $861K | 0.06% |
14,106
-3,497
| -20% | -$228K |
2013 Q2
9 quarters
|
|
304
JetBlue
JBLU
$1.1B
| $829K | 0.05% |
+32,157
| New | +$758K |
2015 Q3
0 quarters
|
|
305
Marvell Technology
MRVL
$213B
| $828K | 0.05% |
91,500
+22,066
| +32% | +$251K |
2013 Q2
9 quarters
|
|
306
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $806K | 0.05% |
21,118
-12,574
| -37% | -$522K |
2013 Q2
9 quarters
|
|
|
KLXI
307
DELISTED
KLX Inc.
KLXI
| $800K | 0.05% |
26,555
-105,721
| -80% | -$3.5M |
2014 Q4
3 quarters
|
|
308
First Horizon
FHN
$10.8B
| $798K | 0.05% |
56,272
-26,564
| -32% | -$402K |
2013 Q2
9 quarters
|
|
309
Atara Biotherapeutics
ATRA
$89.9M
| $797K | 0.05% |
1,014
-184
| -15% | -$224K |
2015 Q1
2 quarters
|
|
310
Openlane
OPLN
$4.52B
| $785K | 0.05% |
58,452
-16,652
| -22% | -$236K |
2015 Q1
2 quarters
|
|
|
PACW
311
DELISTED
PacWest Bancorp
PACW
| $784K | 0.05% |
18,307
-10,505
| -36% | -$471K |
2014 Q4
3 quarters
|
|
312
Allstate
ALL
$62.4B
| $781K | 0.05% |
13,406
-28,335
| -68% | -$1.77M |
2013 Q2
9 quarters
|
|
313
Hanover Insurance
THG
$8.03B
| $781K | 0.05% |
10,055
-4,081
| -29% | -$323K |
2013 Q2
9 quarters
|
|
314
Atmos Energy
ATO
$27.8B
| $779K | 0.05% |
13,392
-2,963
| -18% | -$163K |
2013 Q2
9 quarters
|
|
315
Prologis
PLD
$118B
| $776K | 0.05% |
19,952
+1,427
| +8% | +$55.8K |
2015 Q1
2 quarters
|
|
316
DELISTED
Pioneer Natural Resource Co.
PXD
| $765K | 0.05% |
+6,292
| New | +$784K |
2015 Q3
0 quarters
|
|
317
Pediatrix Medical
MD
$2.22B
| $760K | 0.05% |
9,896
+2,402
| +32% | +$194K |
2015 Q1
2 quarters
|
|
318
Synopsys
SNPS
$87.1B
| $748K | 0.05% |
16,187
-1,609
| -9% | -$79K |
2015 Q2
1 quarter
|
|
|
XL
319
DELISTED
XL Group Ltd.
XL
| $741K | 0.05% |
20,412
-26,847
| -57% | -$1.02M |
2013 Q2
9 quarters
|
|
|
EVHC
320
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $737K | 0.05% |
6,687
-1,937
| -22% | -$240K |
2015 Q2
1 quarter
|
|
|
GXP
321
DELISTED
Great Plains Energy Incorporated
GXP
| $736K | 0.05% |
27,252
-15,308
| -36% | -$392K |
2013 Q2
9 quarters
|
|
322
Old Republic International
ORI
$9.48B
| $728K | 0.05% |
46,526
+27,257
| +141% | +$437K |
2013 Q4
7 quarters
|
|
323
Hawaiian Electric Industries
HE
$1.46B
| $727K | 0.05% |
25,345
+8,868
| +54% | +$260K |
2013 Q2
9 quarters
|
|
324
Graham Holdings Company
GHC
$5.13B
| $725K | 0.05% |
1,256
-892
| -42% | -$589K |
2014 Q3
4 quarters
|
|
|
ACC
325
DELISTED
American Campus Communities, Inc.
ACC
| $724K | 0.05% |
19,988
+15,816
| +379% | +$577K |
2014 Q1
6 quarters
|
|
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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.