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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 | |
|---|---|---|---|---|---|---|---|
101
DELISTED
Foot Locker
FL
| $5.12M | 0.33% |
71,208
-773
| -1% | -$55K |
2013 Q2
9 quarters
|
|
102
DELISTED
Marathon Oil Corporation
MRO
| $4.97M | 0.32% |
322,762
-82,562
| -20% | -$1.57M |
2013 Q2
9 quarters
|
|
103
DELISTED
Chesapeake Energy Corporation
CHK
| $4.84M | 0.31% |
3,301
+1,044
| +46% | +$1.77M |
2014 Q4
3 quarters
|
|
104
APA Corp
APA
$17.4B
| $4.78M | 0.31% |
122,078
-171,635
| -58% | -$7.81M |
2013 Q4
7 quarters
|
|
|
105
Brown-Forman Class B
BF.B
$12.9B
| $4.76M | 0.3% |
153,553
-717,900
| -82% | -$23.4M |
2015 Q1
2 quarters
|
|
|
GAS
106
DELISTED
AGL Resources Inc
GAS
| $4.73M | 0.3% |
77,469
+70,445
| +1,003% | +$3.77M |
2013 Q2
9 quarters
|
|
107
Pinnacle West Capital
PNW
$12.3B
| $4.65M | 0.3% |
72,483
-12,840
| -15% | -$785K |
2013 Q2
9 quarters
|
|
108
Kimberly-Clark
KMB
$35.1B
| $4.42M | 0.28% |
40,579
+33,800
| +499% | +$3.73M |
2014 Q2
5 quarters
|
|
109
Consolidated Edison
ED
$40.6B
| $4.34M | 0.28% |
64,958
-100,878
| -61% | -$6.38M |
2013 Q2
9 quarters
|
|
110
NOV
NOV
$6.68B
| $4.32M | 0.28% |
114,614
+39,279
| +52% | +$1.61M |
2013 Q4
7 quarters
|
|
111
Teradata
TDC
$2.92B
| $4.14M | 0.26% |
142,846
-93,644
| -40% | -$3M |
2014 Q3
4 quarters
|
|
112
Intel
INTC
$486B
| $4.13M | 0.26% |
137,163
-344,295
| -72% | -$10M |
2013 Q2
9 quarters
|
|
113
Cheniere Energy
LNG
$59.2B
| $4.12M | 0.26% |
85,405
-41,421
| -33% | -$2.56M |
2014 Q3
4 quarters
|
|
|
SCG
114
DELISTED
Scana
SCG
| $4.04M | 0.26% |
71,803
-275,748
| -79% | -$14.8M |
2013 Q2
9 quarters
|
|
115
Rollins
ROL
$15.7B
| $4.03M | 0.26% |
337,172
-77,492
| -19% | -$978K |
2015 Q2
1 quarter
|
|
116
Cummins
CMI
$71.9B
| $4.03M | 0.26% |
37,077
-7,710
| -17% | -$952K |
2013 Q2
9 quarters
|
|
117
Carter's
CRI
$1.2B
| $4.01M | 0.26% |
44,217
+15,849
| +56% | +$1.59M |
2013 Q4
7 quarters
|
|
118
Texas Instruments
TXN
$252B
| $4M | 0.26% |
+80,807
| New | +$3.94M |
2015 Q3
0 quarters
|
|
119
Jack Henry & Associates
JKHY
$10.7B
| $3.98M | 0.25% |
57,194
-65,588
| -53% | -$4.51M |
2013 Q2
9 quarters
|
|
120
Pultegroup
PHM
$21.1B
| $3.96M | 0.25% |
209,665
+152,627
| +268% | +$3.11M |
2014 Q4
3 quarters
|
|
121
DELISTED
Dun & Bradstreet
DNB
| $3.92M | 0.25% |
37,293
-115,306
| -76% | -$13.2M |
2013 Q2
9 quarters
|
|
122
Designer Brands
DBI
$309M
| $3.91M | 0.25% |
154,577
+57,607
| +59% | +$1.79M |
2013 Q2
9 quarters
|
|
123
Henry Schein
HSIC
$9.36B
| $3.9M | 0.25% |
75,024
+12,633
| +20% | +$700K |
2015 Q2
1 quarter
|
|
124
American Electric Power
AEP
$67.9B
| $3.9M | 0.25% |
68,622
-56,911
| -45% | -$3.16M |
2014 Q1
6 quarters
|
|
|
AET
125
DELISTED
Aetna Inc
AET
| $3.88M | 0.25% |
35,481
-136,809
| -79% | -$15.8M |
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.