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Absolute Return Capital

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
Cap. Flow
-$750M
Cap. Flow %
-47.93%
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
XOM icon
ExxonMobil
XOM
+$18.6M
2
CVX icon
Chevron
CVX
+$13.2M
3
UNP icon
Union Pacific
UNP
+$12.9M
4
EXC icon
Exelon
EXC
+$11.5M
5
RTX icon
RTX Corp
RTX
+$11.2M

Top Sells

Rank Stock Value
1
BF.B icon
Brown-Forman Class B
BF.B
+$23.4M
2
LLY icon
Eli Lilly
LLY
+$21.4M
3
MKC icon
McCormick & Company Non-Voting
MKC
+$19.8M
4
CI icon
Cigna
CI
+$18.9M
5
HAS icon
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
UDR icon
601
UDR
UDR
$10.9B
– –
-22,010
Closed -$705K –
UE icon
602
Urban Edge Properties
UE
$2.42B
– –
-117,251
Closed -$2.44M –
UGI icon
603
UGI
UGI
$8.17B
– –
-6,410
Closed -$221K –
UNIT icon
604
Uniti Group
UNIT
$1.32B
– –
-398,673
Closed -$9.9M –
UNM icon
605
Unum
UNM
$14.5B
– –
-61,340
Closed -$2.19M –
VSH icon
606
Vishay Intertechnology
VSH
$4.4B
– –
-32,451
Closed -$379K –
VTRS icon
607
Viatris
VTRS
$21B
– –
-99,311
Closed -$6.74M –
XEL icon
608
Xcel Energy
XEL
$46.9B
– –
-78,057
Closed -$2.51M –
YUM icon
609
Yum! Brands
YUM
$40.6B
– –
-77,456
Closed -$5.02M –
MTUS icon
610
Metallus
MTUS
$861M
– –
-5,118
Closed -$138K –
CPAY icon
611
Corpay
CPAY
$26.4B
– –
-981
Closed -$153K –
BIG icon
612
DELISTED
Big Lots, Inc.
BIG
– –
-8,212
Closed -$369K –
CPE
613
DELISTED
Callon Petroleum Company
CPE
– –
-3,840
Closed -$319K –
MDRX
614
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-4,272
Closed -$58K –
PDCE
615
DELISTED
PDC Energy, Inc.
PDCE
– –
-5,481
Closed -$294K –
DRE
616
DELISTED
Duke Realty Corp.
DRE
– –
-52,495
Closed -$975K –
ISBC
617
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-30,955
Closed -$381K –
CVA
618
DELISTED
Covanta Holding Corporation
CVA
– –
-20,556
Closed -$436K –
WRI
619
DELISTED
Weingarten Realty Investors
WRI
– –
-13,674
Closed -$447K –
CXO
620
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-1,877
Closed -$214K –
PE
621
DELISTED
PARSLEY ENERGY INC
PE
– –
-18,003
Closed -$314K –
WPX
622
DELISTED
WPX Energy, Inc.
WPX
– –
-29,313
Closed -$360K –
GPOR icon
623
DELISTED
Gulfport Energy Corp.
GPOR
– –
-9,211
Closed -$371K –
CBL icon
624
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-6,335
Closed -$103K –
DNR
625
DELISTED
Denbury Resources, Inc.
DNR
– –
-1,138,268
Closed -$7.24M –

Similar funds

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.