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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
+6.85%
1 Year Est. Return
-6.36%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$7.2B
AUM Growth
-$557M
(-7.2%)
Cap. Flow
-$967M
Cap. Flow % of AUM
Cap. Flow %
-13.43%
Top 10 Holdings %
Top 10 Hldgs %
9.78%
Holding
787
New
125
Increased
191
Reduced
307
Closed
161
Avg Time Held
0.2
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AVP
Avon Products, Inc.
AVP
|
+$43.2M |
| 2 |
Entergy
ETR
|
+$41.9M |
| 3 |
CVS Health
CVS
|
+$40.8M |
| 4 |
Eli Lilly
LLY
|
+$33.7M |
| 5 |
NRG Energy
NRG
|
+$33.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Medtronic
MDT
|
+$61.7M |
| 2 |
AET
Aetna Inc
AET
|
+$50.7M |
| 3 |
Public Service Enterprise Group
PEG
|
+$45.2M |
| 4 |
Dun & Bradstreet
DNB
|
+$44.2M |
| 5 |
Consolidated Edison
ED
|
+$42.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 18.13% |
| 2 | Healthcare | 17.57% |
| 3 | Financials | 12.05% |
| 4 | Energy | 9.12% |
| 5 | Utilities | 8.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Northrop Grumman
NOC
$78.5B
| $82.4M | 1.14% |
865,451
-286,987
| -25% | -$26.5M |
2013 Q2
1 quarter
|
|
|
RTN
2
DELISTED
Raytheon Company
RTN
| $80.4M | 1.12% |
1,042,867
-280,029
| -21% | -$20.8M |
2013 Q2
1 quarter
|
|
3
Norfolk Southern
NSC
$75.9B
| $77.4M | 1.08% |
1,001,183
-62,336
| -6% | -$4.67M |
2013 Q2
1 quarter
|
|
4
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $71.8M | 1% |
277,447
+86,173
| +45% | +$22M |
2013 Q2
1 quarter
|
|
5
GE Aerospace
GE
$312B
| $70.2M | 0.98% |
613,395
+213,881
| +54% | +$24.5M |
2013 Q2
1 quarter
|
|
|
YHOO
6
DELISTED
Yahoo Inc
YHOO
| $67.6M | 0.94% |
2,037,341
+54,634
| +3% | +$1.54M |
2013 Q2
1 quarter
|
|
7
PPL Corp
PPL
$26.4B
| $65.6M | 0.91% |
2,317,884
-2,678
| -0.1% | -$76.8K |
2013 Q2
1 quarter
|
|
|
8
Eli Lilly
LLY
$1.15T
| $63.2M | 0.88% |
1,256,002
+643,901
| +105% | +$33.7M |
2013 Q2
1 quarter
|
|
9
Elevance Health
ELV
$89.9B
| $62.9M | 0.87% |
752,428
-209,227
| -22% | -$17.9M |
2013 Q2
1 quarter
|
|
10
Abbott
ABT
$178B
| $62.6M | 0.87% |
1,885,889
-25,101
| -1% | -$881K |
2013 Q2
1 quarter
|
|
11
Humana
HUM
$49.5B
| $62.4M | 0.87% |
668,161
-400,145
| -37% | -$36.7M |
2013 Q2
1 quarter
|
|
12
Edison International
EIX
$22.6B
| $61.2M | 0.85% |
1,329,711
-82,842
| -6% | -$3.92M |
2013 Q2
1 quarter
|
|
13
General Dynamics
GD
$95.9B
| $59.9M | 0.83% |
684,945
-351,889
| -34% | -$29.9M |
2013 Q2
1 quarter
|
|
14
Lockheed Martin
LMT
$145B
| $59.7M | 0.83% |
468,307
-247,466
| -35% | -$30M |
2013 Q2
1 quarter
|
|
15
CF Industries
CF
$18.1B
| $57.8M | 0.8% |
1,371,785
+832,135
| +154% | +$31.9M |
2013 Q2
1 quarter
|
|
16
Amgen
AMGN
$244B
| $56.4M | 0.78% |
503,980
-78,552
| -13% | -$8.52M |
2013 Q2
1 quarter
|
|
|
17
Entergy
ETR
$51.5B
| $54.4M | 0.76% |
1,721,564
+1,263,344
| +276% | +$41.9M |
2013 Q2
1 quarter
|
|
18
Pitney Bowes
PBI
$2.39B
| $50.7M | 0.7% |
2,789,794
-1,160,277
| -29% | -$19M |
2013 Q2
1 quarter
|
|
19
Johnson & Johnson
JNJ
$652B
| $50.3M | 0.7% |
580,369
-322,138
| -36% | -$28.9M |
2013 Q2
1 quarter
|
|
20
Becton Dickinson
BDX
$53.2B
| $49.7M | 0.69% |
509,298
-156,659
| -24% | -$15.3M |
2013 Q2
1 quarter
|
|
21
UnitedHealth
UNH
$365B
| $49.4M | 0.69% |
690,001
-388,869
| -36% | -$27.8M |
2013 Q2
1 quarter
|
|
22
DELISTED
Diamond Offshore Drilling
DO
| $49.2M | 0.68% |
789,158
+63,505
| +9% | +$4.25M |
2013 Q2
1 quarter
|
|
23
ConocoPhillips
COP
$179B
| $48.5M | 0.67% |
697,294
-263,126
| -27% | -$17.6M |
2013 Q2
1 quarter
|
|
24
Helmerich & Payne
HP
$4.18B
| $47.9M | 0.67% |
694,577
-146,054
| -17% | -$9.6M |
2013 Q2
1 quarter
|
|
25
American International
AIG
$41.8B
| $46.9M | 0.65% |
964,349
-61,857
| -6% | -$2.94M |
2013 Q2
1 quarter
|
|
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Absolute Return Capital's Q3 2013 Portfolio in Review
As of Q3 2013, Absolute Return Capital held 787 positions worth $7.2B, down 7.2% from $7.76B the previous quarter. Its ten largest holdings account for 9.8% of the portfolio.
Absolute Return Capital withdrew a net $967M in Q3 2013, closing 161 positions and reducing 307 holdings. Its most notable exit was PACCAR, an estimated $33.3M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 18% of assets, down from 19% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Absolute Return Capital opened a new position in Avon Products, Inc. worth $41.6M.
- Absolute Return Capital's largest Q3 2013 buy was Avon Products, Inc.: 2,020,404 shares worth $41.6M.
- Absolute Return Capital added most to Entergy in Q3 2013, an estimated $41.9M increase.
- Absolute Return Capital's biggest Q3 2013 reduction was Medtronic, cutting an estimated $61.7M.
- Absolute Return Capital fully exited PACCAR in Q3 2013, selling an estimated $33.3M.
- Absolute Return Capital's ten largest holdings make up 9.8% of its $7.2B portfolio in Q3 2013.
- Absolute Return Capital opened 125 new positions and closed 161 in Q3 2013.
- Absolute Return Capital's portfolio value fell 7.2% quarter-over-quarter to $7.2B.
Based on Absolute Return Capital's 13F filing for Q3 2013, filed 12 Nov 2013.