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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 | |
|---|---|---|---|---|---|---|---|
51
Quest Diagnostics
DGX
$25.9B
| $9.12M | 0.58% |
148,290
-131,466
| -47% | -$9.19M |
2013 Q2
9 quarters
|
|
|
VAR
52
DELISTED
Varian Medical Systems, Inc.
VAR
| $9.04M | 0.58% |
139,661
-160,645
| -53% | -$11.7M |
2013 Q2
9 quarters
|
|
53
Parker-Hannifin
PH
$122B
| $8.54M | 0.55% |
87,783
-44,637
| -34% | -$4.85M |
2014 Q2
5 quarters
|
|
54
General Dynamics
GD
$92.4B
| $8.45M | 0.54% |
61,260
-81,146
| -57% | -$11.7M |
2013 Q2
9 quarters
|
|
55
Polaris
PII
$2.96B
| $8.44M | 0.54% |
70,425
-118,009
| -63% | -$16M |
2014 Q4
3 quarters
|
|
56
HCA Healthcare
HCA
$98.5B
| $8.39M | 0.54% |
108,407
+59,831
| +123% | +$5.3M |
2015 Q2
1 quarter
|
|
57
CVS Health
CVS
$119B
| $8.27M | 0.53% |
85,678
-8,367
| -9% | -$880K |
2014 Q3
4 quarters
|
|
58
Ross Stores
ROST
$76.2B
| $8.17M | 0.52% |
168,649
+1,523
| +0.9% | +$77.8K |
2013 Q2
9 quarters
|
|
59
Whirlpool
WHR
$1.73B
| $7.9M | 0.5% |
+53,630
| New | +$9.08M |
2015 Q3
0 quarters
|
|
60
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $7.89M | 0.5% |
128,679
+90,842
| +240% | +$5.01M |
2014 Q1
6 quarters
|
|
61
Humana
HUM
$49.8B
| $7.87M | 0.5% |
43,990
-54,264
| -55% | -$10M |
2013 Q2
9 quarters
|
|
62
Garmin
GRMN
$55.2B
| $7.83M | 0.5% |
218,122
-4,628
| -2% | -$184K |
2014 Q4
3 quarters
|
|
63
DELISTED
Diamond Offshore Drilling
DO
| $7.59M | 0.48% |
438,854
-159,991
| -27% | -$3.57M |
2013 Q2
9 quarters
|
|
64
Elevance Health
ELV
$93.3B
| $7.55M | 0.48% |
53,957
-89,292
| -62% | -$13.4M |
2013 Q2
9 quarters
|
|
65
DELISTED
Patterson Companies, Inc.
PDCO
| $7.53M | 0.48% |
174,026
-207,294
| -54% | -$9.9M |
2013 Q2
9 quarters
|
|
66
Flowserve
FLS
$8.96B
| $7.45M | 0.48% |
181,143
-30,146
| -14% | -$1.38M |
2014 Q2
5 quarters
|
|
67
GoPro
GPRO
$215M
| $7.41M | 0.47% |
237,382
+50,874
| +27% | +$2.5M |
2015 Q2
1 quarter
|
|
68
DELISTED
Walgreens Boots Alliance
WBA
| $7.37M | 0.47% |
88,660
+66,130
| +294% | +$5.98M |
2014 Q3
4 quarters
|
|
|
XLNX
69
DELISTED
Xilinx Inc
XLNX
| $7.2M | 0.46% |
169,724
-53,639
| -24% | -$2.26M |
2013 Q2
9 quarters
|
|
70
DTE Energy
DTE
$26.4B
| $7.19M | 0.46% |
105,144
-106,657
| -50% | -$7.13M |
2015 Q2
1 quarter
|
|
|
HAR
71
DELISTED
Harman International Industries
HAR
| $7.09M | 0.45% |
+73,873
| New | +$7.76M |
2015 Q3
0 quarters
|
|
72
Seagate
STX
$150B
| $7.06M | 0.45% |
157,576
-103,357
| -40% | -$5M |
2013 Q2
9 quarters
|
|
73
Campbell Soup
CPB
$5.77B
| $6.96M | 0.44% |
137,320
-277,912
| -67% | -$13.6M |
2013 Q2
9 quarters
|
|
74
Baxter International
BAX
$12.9B
| $6.92M | 0.44% |
210,798
-89,241
| -30% | -$3.38M |
2013 Q2
9 quarters
|
|
75
Deere & Co
DE
$169B
| $6.91M | 0.44% |
93,390
-78,687
| -46% | -$6.92M |
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.