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Absolute Return Capital

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
+10.65%
1 Year Est. Return
-6.36%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$9.1B
AUM Growth
+$1.89B
Cap. Flow
+$1.21B
Cap. Flow %
13.27%
Top 10 Hldgs %
12.63%
Holding
786
New
160
Increased
244
Reduced
271
Closed
99
Avg Time Held
0.4 years
Top 10 Avg Time Held
0.2 years
Top 20 Avg Time Held
0.2 years

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$145M
2
PG icon
Procter & Gamble
PG
+$121M
3
CVX icon
Chevron
CVX
+$104M
4
AAPL icon
Apple
AAPL
+$95.7M
5
MSFT icon
Microsoft
MSFT
+$74.8M

Top Sells

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$52.3M
2
JNJ icon
Johnson & Johnson
JNJ
+$50.3M
3
PFE icon
Pfizer
PFE
+$42.9M
4
CNX icon
CNX Resources
CNX
+$42.5M
5
CVS icon
CVS Health
CVS
+$38.8M

Sector Composition

Rank Sector Weight
1 Industrials 16.02%
2 Energy 14.62%
3 Healthcare 13.37%
4 Technology 11.03%
5 Financials 9.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
XOM icon
1
ExxonMobil
XOM
$677B
$181M 1.99%
1,785,966
+1,563,757
+704% +$145M
2013 Q2
2 quarters
PG icon
2
Procter & Gamble
PG
$383B
$157M 1.73%
1,931,637
+1,479,643
+327% +$121M
2013 Q2
2 quarters
CVX icon
3
Chevron
CVX
$415B
$146M 1.61%
1,169,883
+863,633
+282% +$104M
2013 Q2
2 quarters
WMT icon
4
Walmart Inc
WMT
$996B
$120M 1.32%
4,582,548
+2,825,016
+161% +$73M
2013 Q2
2 quarters
NSC icon
5
Norfolk Southern
NSC
$71.9B
$104M 1.14%
1,115,520
+114,337
+11% +$9.8M
2013 Q2
2 quarters
AAPL icon
6
Apple
AAPL
$4.98T
$102M 1.12%
+5,068,168
New +$95.7M
2013 Q4
0 quarters
CAT icon
7
Caterpillar
CAT
$256B
$86.2M 0.95%
949,566
+481,986
+103% +$41.2M
2013 Q2
2 quarters
GE icon
8
GE Aerospace
GE
$335B
$84.5M 0.93%
629,094
+15,699
+3% +$1.98M
2013 Q2
2 quarters
ABT icon
9
Abbott
ABT
$190B
$84.5M 0.93%
2,203,672
+317,783
+17% +$11.7M
2013 Q2
2 quarters
RTN
10
DELISTED
Raytheon Company
RTN
$83.7M 0.92%
923,313
-119,554
-11% -$10M
2013 Q2
2 quarters
MPC icon
11
Marathon Petroleum
MPC
$101B
$81.3M 0.89%
1,772,088
+895,272
+102% +$34.4M
2013 Q2
2 quarters
NOC icon
12
Northrop Grumman
NOC
$74.6B
$79.1M 0.87%
690,302
-175,149
-20% -$18.8M
2013 Q2
2 quarters
MSFT icon
13
Microsoft
MSFT
$3.94T
$77.1M 0.85%
+2,060,096
New +$74.8M
2013 Q4
0 quarters
ELV icon
14
Elevance Health
ELV
$92B
$76.1M 0.84%
824,143
+71,715
+10% +$6.37M
2013 Q2
2 quarters
CLF icon
15
Cleveland-Cliffs
CLF
$6.54B
$70.7M 0.78%
2,697,165
+698,179
+35% +$17.2M
2013 Q2
2 quarters
GOOG icon
16
Alphabet (Google) Class C
GOOG
$3.49T
$70M 0.77%
2,508,487
+2,002,437
+396% +$50.6M
2013 Q3
1 quarter
HUM icon
17
Humana
HUM
$52.1B
$69.6M 0.77%
674,545
+6,384
+1% +$625K
2013 Q2
2 quarters
DE icon
18
Deere & Co
DE
$181B
$67.6M 0.74%
740,707
+272,196
+58% +$23M
2013 Q2
2 quarters
ORCL icon
19
Oracle
ORCL
$362B
$66.3M 0.73%
1,733,970
+779,201
+82% +$26.8M
2013 Q2
2 quarters
PSX icon
20
Phillips 66
PSX
$95.8B
$64.9M 0.71%
841,533
+630,150
+298% +$42M
2013 Q2
2 quarters
CSX icon
21
CSX Corp
CSX
$91B
$64.4M 0.71%
6,710,670
+1,251,957
+23% +$11.2M
2013 Q2
2 quarters
AET
22
DELISTED
Aetna Inc
AET
$63.9M 0.7%
931,743
+207,516
+29% +$13.5M
2013 Q2
2 quarters
CF icon
23
CF Industries
CF
$17.5B
$63.3M 0.7%
1,357,370
-14,415
-1% -$630K
2013 Q2
2 quarters
LMT icon
24
Lockheed Martin
LMT
$131B
$63.2M 0.7%
425,440
-42,867
-9% -$5.82M
2013 Q2
2 quarters
HP icon
25
Helmerich & Payne
HP
$3.52B
$61.2M 0.67%
727,394
+32,817
+5% +$2.55M
2013 Q2
2 quarters

Similar funds

Absolute Return Capital's Q4 2013 Portfolio in Review

As of Q4 2013, Absolute Return Capital held 786 positions worth $9.1B, up 26% from $7.2B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Absolute Return Capital deployed $1.21B of net new capital in Q4 2013, opening 160 new positions and adding to 244 existing holdings. Its largest new stake was Apple: 5,068,168 shares worth $102M.

By sector, the portfolio is most concentrated in Industrials at 16% of assets, down from 18% a quarter earlier, followed by Energy and Healthcare.

On the sell side, the largest reduction was Amgen, an estimated $52.3M trimmed.

  • Absolute Return Capital's largest Q4 2013 buy was Apple: 5,068,168 shares worth $102M.
  • Absolute Return Capital added most to ExxonMobil in Q4 2013, an estimated $145M increase.
  • Absolute Return Capital's biggest Q4 2013 reduction was Amgen, cutting an estimated $52.3M.
  • Absolute Return Capital fully exited Johnson & Johnson in Q4 2013, selling an estimated $50.3M.
  • Absolute Return Capital's ten largest holdings make up 13% of its $9.1B portfolio in Q4 2013.
  • Absolute Return Capital opened 160 new positions and closed 99 in Q4 2013.
  • Absolute Return Capital's portfolio value rose 26% quarter-over-quarter to $9.1B.

Based on Absolute Return Capital's 13F filing for Q4 2013, filed 10 Feb 2014.