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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 | |
|---|---|---|---|---|---|---|---|
76
Capri Holdings
CPRI
$1.84B
| $6.8M | 0.43% |
160,882
+129,664
| +415% | +$5.49M |
2014 Q2
5 quarters
|
|
77
SLB Ltd
SLB
$72.8B
| $6.7M | 0.43% |
+97,143
| New | +$7.69M |
2015 Q3
0 quarters
|
|
78
Halliburton
HAL
$27.5B
| $6.69M | 0.43% |
189,327
+166,670
| +736% | +$6.56M |
2013 Q4
7 quarters
|
|
|
79
McCormick & Company Non-Voting
MKC
$12.3B
| $6.58M | 0.42% |
160,268
-488,224
| -75% | -$19.8M |
2013 Q3
8 quarters
|
|
80
Transocean
RIG
$6.58B
| $6.52M | 0.42% |
504,786
+183,809
| +57% | +$2.55M |
2013 Q4
7 quarters
|
|
81
Brunswick
BC
$4.14B
| $6.46M | 0.41% |
+134,944
| New | +$6.86M |
2015 Q3
0 quarters
|
|
82
DELISTED
Vista Outdoor Inc.
VSTO
| $6.45M | 0.41% |
145,114
-87,759
| -38% | -$4.01M |
2015 Q2
1 quarter
|
|
83
Murphy Oil
MUR
$6.1B
| $6.35M | 0.41% |
262,507
-24,974
| -9% | -$798K |
2013 Q2
9 quarters
|
|
84
Valero Energy
VLO
$125B
| $6.34M | 0.4% |
105,415
+96,664
| +1,105% | +$6.14M |
2013 Q3
8 quarters
|
|
85
DELISTED
SANDISK CORP
SNDK
| $6.3M | 0.4% |
115,892
-3,348
| -3% | -$185K |
2013 Q4
7 quarters
|
|
86
United Parcel Service
UPS
$82.9B
| $6.23M | 0.4% |
+63,133
| New | +$6.23M |
2015 Q3
0 quarters
|
|
|
ITC
87
DELISTED
ITC HOLDINGS CORP
ITC
| $6.1M | 0.39% |
183,089
-71,830
| -28% | -$2.4M |
2014 Q2
5 quarters
|
|
|
STJ
88
DELISTED
St Jude Medical
STJ
| $6.04M | 0.39% |
95,698
-99,861
| -51% | -$7.13M |
2014 Q4
3 quarters
|
|
|
JOY
89
DELISTED
Joy Global Inc
JOY
| $6M | 0.38% |
401,599
-194,904
| -33% | -$4.73M |
2013 Q2
9 quarters
|
|
90
Illinois Tool Works
ITW
$76.9B
| $5.95M | 0.38% |
72,260
-22,328
| -24% | -$1.95M |
2013 Q2
9 quarters
|
|
91
Zoetis
ZTS
$32.9B
| $5.88M | 0.38% |
142,708
+86,039
| +152% | +$3.99M |
2014 Q2
5 quarters
|
|
92
Western Union
WU
$1.92B
| $5.82M | 0.37% |
316,858
-252,491
| -44% | -$4.81M |
2013 Q2
9 quarters
|
|
|
LVLT
93
DELISTED
Level 3 Communications Inc
LVLT
| $5.78M | 0.37% |
+132,326
| New | +$6.38M |
2015 Q3
0 quarters
|
|
94
TJX Companies
TJX
$162B
| $5.73M | 0.37% |
160,376
-132,730
| -45% | -$4.65M |
2014 Q1
6 quarters
|
|
95
Edison International
EIX
$21.4B
| $5.57M | 0.36% |
88,289
-143,257
| -62% | -$8.51M |
2014 Q4
3 quarters
|
|
96
Helmerich & Payne
HP
$3.82B
| $5.48M | 0.35% |
115,866
+32,710
| +39% | +$1.85M |
2013 Q2
9 quarters
|
|
97
Urban Outfitters
URBN
$7.44B
| $5.47M | 0.35% |
186,315
+101,252
| +119% | +$3.25M |
2013 Q3
8 quarters
|
|
98
Omnicom Group
OMC
$21.8B
| $5.34M | 0.34% |
81,054
-67,954
| -46% | -$4.76M |
2013 Q2
9 quarters
|
|
99
Marathon Petroleum
MPC
$133B
| $5.27M | 0.34% |
113,660
-61,710
| -35% | -$3.18M |
2013 Q2
9 quarters
|
|
100
Church & Dwight Co
CHD
$24.7B
| $5.17M | 0.33% |
123,214
+13,512
| +12% | +$579K |
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.