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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 | |
|---|---|---|---|---|---|---|---|
26
Fossil Group
FOSL
$398M
| $11.9M | 0.76% |
213,347
+77,583
| +57% | +$4.92M |
2014 Q2
5 quarters
|
|
27
ConocoPhillips
COP
$175B
| $11.8M | 0.75% |
246,393
+33,223
| +16% | +$1.69M |
2013 Q2
9 quarters
|
|
28
GameStop
GME
$13.3B
| $11.7M | 0.75% |
1,132,780
+325,000
| +40% | +$3.61M |
2015 Q2
1 quarter
|
|
29
Public Service Enterprise Group
PEG
$35B
| $11.6M | 0.74% |
275,579
+103,176
| +60% | +$4.21M |
2015 Q2
1 quarter
|
|
30
Tapestry
TPR
$23.3B
| $11.5M | 0.73% |
396,047
+87,746
| +28% | +$2.71M |
2013 Q2
9 quarters
|
|
31
Colgate-Palmolive
CL
$74.5B
| $11.5M | 0.73% |
180,501
+159,965
| +779% | +$10.5M |
2015 Q2
1 quarter
|
|
32
Ralph Lauren
RL
$22.7B
| $11.3M | 0.72% |
95,885
-8,545
| -8% | -$1.01M |
2013 Q2
9 quarters
|
|
33
Sempra
SRE
$53.5B
| $11.1M | 0.71% |
229,938
+172,504
| +300% | +$8.49M |
2014 Q1
6 quarters
|
|
34
Lumen Technologies, Inc. Common Stock
LUMN
$4.63B
| $11M | 0.7% |
437,165
+227,581
| +109% | +$6.3M |
2013 Q2
9 quarters
|
|
35
W.W. Grainger
GWW
$62.3B
| $10.9M | 0.7% |
50,768
+17,790
| +54% | +$3.99M |
2014 Q2
5 quarters
|
|
|
36
Exelon
EXC
$43.7B
| $10.8M | 0.69% |
+510,763
| New | +$11.5M |
2015 Q3
0 quarters
|
|
|
LLL
37
DELISTED
L3 Technologies, Inc.
LLL
| $10.8M | 0.69% |
102,880
-133,886
| -57% | -$15.1M |
2013 Q2
9 quarters
|
|
38
Fluor
FLR
$6.23B
| $10.7M | 0.68% |
252,401
-185,952
| -42% | -$8.72M |
2014 Q3
4 quarters
|
|
39
CenterPoint Energy
CNP
$26.1B
| $10.5M | 0.67% |
583,752
+91,195
| +19% | +$1.7M |
2014 Q4
3 quarters
|
|
40
Agilent Technologies
A
$48.1B
| $10.3M | 0.66% |
300,129
+41,658
| +16% | +$1.58M |
2013 Q2
9 quarters
|
|
|
41
Hasbro
HAS
$13.9B
| $10.3M | 0.66% |
142,717
-219,980
| -61% | -$17M |
2014 Q4
3 quarters
|
|
42
Expeditors International
EXPD
$25.6B
| $10.2M | 0.65% |
215,825
+105,443
| +96% | +$4.98M |
2014 Q2
5 quarters
|
|
43
Best Buy
BBY
$19.2B
| $10.1M | 0.65% |
272,725
+31,415
| +13% | +$1.08M |
2015 Q2
1 quarter
|
|
44
CSX Corp
CSX
$89.2B
| $9.8M | 0.63% |
1,096,410
+656,379
| +149% | +$6.44M |
2013 Q2
9 quarters
|
|
45
Caterpillar
CAT
$334B
| $9.8M | 0.62% |
149,363
-106,316
| -42% | -$8.13M |
2013 Q2
9 quarters
|
|
|
WFM
46
DELISTED
Whole Foods Market Inc
WFM
| $9.7M | 0.62% |
+305,120
| New | +$10.8M |
2015 Q3
0 quarters
|
|
47
Sysco
SYY
$40.1B
| $9.6M | 0.61% |
246,507
-76,386
| -24% | -$2.92M |
2013 Q2
9 quarters
|
|
|
ESV
48
DELISTED
Ensco Rowan plc
ESV
| $9.42M | 0.6% |
167,214
-18,909
| -10% | -$1.3M |
2013 Q2
9 quarters
|
|
49
Phillips 66
PSX
$116B
| $9.25M | 0.59% |
120,419
+11,955
| +11% | +$950K |
2013 Q2
9 quarters
|
|
50
Waters Corp
WAT
$42.7B
| $9.13M | 0.58% |
77,216
-84,297
| -52% | -$10.7M |
2013 Q2
9 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.