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ARC
Absolute Return Capital Portfolio holdings
AUM
$1.57B
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
-47.93%
Top 10 Holdings %
Top 10 Hldgs %
14.15%
Holding
675
New
91
Increased
134
Reduced
278
Closed
171
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 | 22.1% |
| 2 | Energy | 14.58% |
| 3 | Consumer Discretionary | 13.28% |
| 4 | Consumer Staples | 10.3% |
| 5 | Healthcare | 8.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
Capri Holdings
CPRI
$1.94B
| $6.8M | 0.43% |
160,882
+129,664
| +415% | +$5.49M |
|
77
SLB Ltd
SLB
$70.4B
| $6.7M | 0.43% |
+97,143
| New | +$7.69M |
|
78
Halliburton
HAL
$29.3B
| $6.69M | 0.43% |
189,327
+166,670
| +736% | +$6.56M |
|
|
79
McCormick & Company Non-Voting
MKC
$14.2B
| $6.58M | 0.42% |
160,268
-488,224
| -75% | -$19.8M |
|
80
Transocean
RIG
$5.67B
| $6.52M | 0.42% |
504,786
+183,809
| +57% | +$2.55M |
|
81
Brunswick
BC
$5.33B
| $6.46M | 0.41% |
+134,944
| New | +$6.86M |
|
|
VSTO
82
DELISTED
Vista Outdoor Inc.
VSTO
| $6.45M | 0.41% |
145,114
-87,759
| -38% | -$4.01M |
|
83
Murphy Oil
MUR
$5.08B
| $6.35M | 0.41% |
262,507
-24,974
| -9% | -$798K |
|
84
Valero Energy
VLO
$89.2B
| $6.33M | 0.4% |
105,415
+96,664
| +1,105% | +$6.14M |
|
|
SNDK
85
DELISTED
SANDISK CORP
SNDK
| $6.3M | 0.4% |
115,892
-3,348
| -3% | -$185K |
|
86
United Parcel Service
UPS
$99.6B
| $6.23M | 0.4% |
+63,133
| New | +$6.23M |
|
|
ITC
87
DELISTED
ITC HOLDINGS CORP
ITC
| $6.1M | 0.39% |
183,089
-71,830
| -28% | -$2.4M |
|
|
STJ
88
DELISTED
St Jude Medical
STJ
| $6.04M | 0.39% |
95,698
-99,861
| -51% | -$7.13M |
|
|
JOY
89
DELISTED
Joy Global Inc
JOY
| $6M | 0.38% |
401,599
-194,904
| -33% | -$4.73M |
|
90
Illinois Tool Works
ITW
$81.4B
| $5.95M | 0.38% |
72,260
-22,328
| -24% | -$1.95M |
|
91
Zoetis
ZTS
$32.2B
| $5.88M | 0.38% |
142,708
+86,039
| +152% | +$3.99M |
|
92
Western Union
WU
$2.61B
| $5.82M | 0.37% |
316,858
-252,491
| -44% | -$4.81M |
|
|
LVLT
93
DELISTED
Level 3 Communications Inc
LVLT
| $5.78M | 0.37% |
+132,326
| New | +$6.38M |
|
94
TJX Companies
TJX
$171B
| $5.73M | 0.37% |
160,376
-132,730
| -45% | -$4.65M |
|
95
Edison International
EIX
$30B
| $5.57M | 0.36% |
88,289
-143,257
| -62% | -$8.51M |
|
96
Helmerich & Payne
HP
$3.34B
| $5.48M | 0.35% |
115,866
+32,710
| +39% | +$1.85M |
|
97
Urban Outfitters
URBN
$6.46B
| $5.47M | 0.35% |
186,315
+101,252
| +119% | +$3.25M |
|
98
Omnicom Group
OMC
$24B
| $5.34M | 0.34% |
81,054
-67,954
| -46% | -$4.76M |
|
99
Marathon Petroleum
MPC
$89.3B
| $5.27M | 0.34% |
113,660
-61,710
| -35% | -$3.18M |
|
100
Church & Dwight Co
CHD
$23.5B
| $5.17M | 0.33% |
123,214
+13,512
| +12% | +$579K |
|
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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.