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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 | |
|---|---|---|---|---|---|---|---|
351
DELISTED
Air Lease Corp
AL
| $563K | 0.04% |
18,216
-6,365
| -26% | -$212K |
2013 Q3
8 quarters
|
|
352
DELISTED
Qorvo
QRVO
| $563K | 0.04% |
+12,506
| New | +$755K |
2015 Q3
0 quarters
|
|
353
Thomson Reuters
TRI
$49.9B
| $561K | 0.04% |
11,997
-5,224
| -30% | -$238K |
2013 Q2
9 quarters
|
|
354
MSCI
MSCI
$43.9B
| $555K | 0.04% |
9,341
-11,723
| -56% | -$738K |
2013 Q3
8 quarters
|
|
355
HF Sinclair
DINO
$22.3B
| $551K | 0.04% |
11,275
+1,392
| +14% | +$66.2K |
2014 Q4
3 quarters
|
|
356
Huntington Ingalls Industries
HII
$10.8B
| $541K | 0.03% |
5,051
+4,835
| +2,238% | +$551K |
2014 Q2
5 quarters
|
|
|
AFSI
357
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $540K | 0.03% |
+17,142
| New | +$543K |
2015 Q3
0 quarters
|
|
358
AGCO
AGCO
$7.37B
| $539K | 0.03% |
11,561
+9,469
| +453% | +$485K |
2013 Q2
9 quarters
|
|
359
Teleflex
TFX
$5.53B
| $537K | 0.03% |
4,325
+2,582
| +148% | +$345K |
2014 Q2
5 quarters
|
|
360
A.O. Smith
AOS
$8.11B
| $517K | 0.03% |
15,856
-7,474
| -32% | -$255K |
2015 Q2
1 quarter
|
|
361
Telephone and Data Systems
TDS
$3.82B
| $513K | 0.03% |
20,558
+2,675
| +15% | +$75.1K |
2013 Q2
9 quarters
|
|
362
DELISTED
CITY NATIONAL CORPORATION
CYN
| $510K | 0.03% |
5,788
+1,388
| +32% | +$123K |
2013 Q2
9 quarters
|
|
363
VF Corp
VFC
$6.74B
| $508K | 0.03% |
+7,904
| New | +$541K |
2015 Q3
0 quarters
|
|
364
Amdocs
DOX
$6.43B
| $506K | 0.03% |
8,899
+7,945
| +833% | +$455K |
2014 Q4
3 quarters
|
|
365
CBRE Group
CBRE
$39B
| $494K | 0.03% |
15,448
-6,196
| -29% | -$220K |
2015 Q1
2 quarters
|
|
366
Associated Banc-Corp
ASB
$5.51B
| $487K | 0.03% |
27,106
-9,369
| -26% | -$179K |
2013 Q2
9 quarters
|
|
367
Accenture
ACN
$147B
| $475K | 0.03% |
4,834
-24,379
| -83% | -$2.42M |
2013 Q2
9 quarters
|
|
368
Alexandria Real Estate Equities
ARE
$7.27B
| $474K | 0.03% |
5,594
-5,432
| -49% | -$488K |
2013 Q2
9 quarters
|
|
|
NRF
369
DELISTED
NorthStar Realty Finance Corp.
NRF
| $474K | 0.03% |
+19,205
| New | +$571K |
2015 Q3
0 quarters
|
|
370
DELISTED
Spirit AeroSystems
SPR
| $472K | 0.03% |
9,773
+9,000
| +1,164% | +$479K |
2013 Q3
8 quarters
|
|
371
Madison Square Garden
MSGS
$9.9B
| $467K | 0.03% |
9,081
-4,441
| -33% | -$244K |
2015 Q1
2 quarters
|
|
|
CMCSK
372
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $464K | 0.03% |
+8,104
| New | +$464K |
2015 Q3
0 quarters
|
|
|
TCF
373
DELISTED
TCF Financial Corporation
TCF
| $461K | 0.03% |
30,400
-9,837
| -24% | -$156K |
2013 Q2
9 quarters
|
|
|
HNT
374
DELISTED
HEALTH NET INC
HNT
| $460K | 0.03% |
7,632
-4,154
| -35% | -$275K |
2014 Q4
3 quarters
|
|
375
Hexcel
HXL
$6.79B
| $452K | 0.03% |
+10,086
| New | +$498K |
2015 Q3
0 quarters
|
|
Similar funds
AH
GHF
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.