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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
-1.37%
1 Year Est. Return
-6.36%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.51B
AUM Growth
-$1.28B
(-34%)
Cap. Flow
-$1.23B
Cap. Flow % of AUM
Cap. Flow %
-49.01%
Top 10 Holdings %
Top 10 Hldgs %
11.96%
Holding
678
New
86
Increased
130
Reduced
365
Closed
94
Avg Time Held
1.1
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
McCormick & Company Non-Voting
MKC
|
+$23.4M |
| 2 |
Procter & Gamble
PG
|
+$19.5M |
| 3 |
Merck
MRK
|
+$15.9M |
| 4 |
Brown-Forman Class B
BF.B
|
+$15.8M |
| 5 |
DTE Energy
DTE
|
+$14.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$95.1M |
| 2 |
Chevron
CVX
|
+$62.2M |
| 3 |
Occidental Petroleum
OXY
|
+$36.7M |
| 4 |
ConocoPhillips
COP
|
+$28.9M |
| 5 |
Hasbro
HAS
|
+$27.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 15.91% |
| 2 | Healthcare | 15.81% |
| 3 | Consumer Staples | 13.46% |
| 4 | Consumer Discretionary | 12.36% |
| 5 | Energy | 10.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Estee Lauder
EL
$38.2B
| $42.4M | 1.69% |
488,894
-120,746
| -20% | -$10.4M |
2014 Q2
4 quarters
|
|
2
Walmart Inc
WMT
$933B
| $36.7M | 1.46% |
1,551,843
+454,722
| +41% | +$11.6M |
2013 Q2
8 quarters
|
|
3
Mattel
MAT
$4.82B
| $36M | 1.44% |
1,401,753
-481,014
| -26% | -$12.7M |
2014 Q2
4 quarters
|
|
|
4
Brown-Forman Class B
BF.B
$12.9B
| $27.9M | 1.11% |
871,453
+522,044
| +149% | +$15.8M |
2015 Q1
1 quarter
|
|
5
Polaris
PII
$3.07B
| $27.9M | 1.11% |
188,434
-72,443
| -28% | -$10.4M |
2014 Q4
2 quarters
|
|
|
6
Hasbro
HAS
$15.7B
| $27.1M | 1.08% |
362,697
-383,736
| -51% | -$27.3M |
2014 Q4
2 quarters
|
|
|
LLL
7
DELISTED
L3 Technologies, Inc.
LLL
| $26.8M | 1.07% |
236,766
-136,760
| -37% | -$16.3M |
2013 Q2
8 quarters
|
|
|
8
McCormick & Company Non-Voting
MKC
$12.7B
| $26.2M | 1.05% |
648,492
+602,494
| +1,310% | +$23.4M |
2013 Q3
7 quarters
|
|
9
Cigna
CI
$80.8B
| $25.4M | 1.01% |
156,751
-43,977
| -22% | -$6.07M |
2013 Q2
8 quarters
|
|
10
Elevance Health
ELV
$93.4B
| $23.5M | 0.94% |
143,249
+51,262
| +56% | +$8.19M |
2013 Q2
8 quarters
|
|
11
Fluor
FLR
$6.18B
| $23.2M | 0.93% |
438,353
-10,522
| -2% | -$608K |
2014 Q3
3 quarters
|
|
|
RTN
12
DELISTED
Raytheon Company
RTN
| $23.2M | 0.92% |
241,989
-136,602
| -36% | -$14.3M |
2013 Q2
8 quarters
|
|
13
3M
MMM
$87.9B
| $22.8M | 0.91% |
176,567
-157,123
| -47% | -$21.1M |
2013 Q2
8 quarters
|
|
|
VAR
14
DELISTED
Varian Medical Systems, Inc.
VAR
| $22.2M | 0.89% |
300,306
-9,521
| -3% | -$745K |
2013 Q2
8 quarters
|
|
|
AET
15
DELISTED
Aetna Inc
AET
| $22M | 0.88% |
172,290
-121,333
| -41% | -$13.9M |
2013 Q2
8 quarters
|
|
16
Caterpillar
CAT
$339B
| $21.7M | 0.86% |
255,679
-207,201
| -45% | -$17.8M |
2013 Q2
8 quarters
|
|
|
JOY
17
DELISTED
Joy Global Inc
JOY
| $21.6M | 0.86% |
596,503
+177,044
| +42% | +$7.12M |
2013 Q2
8 quarters
|
|
18
Eli Lilly
LLY
$1.14T
| $21.4M | 0.85% |
256,256
-62,775
| -20% | -$4.78M |
2013 Q2
8 quarters
|
|
19
Northrop Grumman
NOC
$76.7B
| $21.2M | 0.84% |
133,340
-73,918
| -36% | -$11.8M |
2013 Q2
8 quarters
|
|
20
Waters Corp
WAT
$44.4B
| $20.7M | 0.83% |
161,513
-47,213
| -23% | -$6.13M |
2013 Q2
8 quarters
|
|
21
Quest Diagnostics
DGX
$26.3B
| $20.3M | 0.81% |
279,756
-124,031
| -31% | -$9.16M |
2013 Q2
8 quarters
|
|
22
General Dynamics
GD
$93.7B
| $20.2M | 0.8% |
142,406
-83,971
| -37% | -$11.7M |
2013 Q2
8 quarters
|
|
23
Campbell Soup
CPB
$5.88B
| $19.8M | 0.79% |
415,232
+253,562
| +157% | +$11.8M |
2013 Q2
8 quarters
|
|
|
AVP
24
DELISTED
Avon Products, Inc.
AVP
| $19.7M | 0.79% |
3,153,643
-170,776
| -5% | -$1.27M |
2014 Q2
4 quarters
|
|
25
Emerson Electric
EMR
$90.2B
| $19.5M | 0.78% |
351,078
+50,855
| +17% | +$2.99M |
2014 Q2
4 quarters
|
|
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Absolute Return Capital's Q2 2015 Portfolio in Review
As of Q2 2015, Absolute Return Capital held 678 positions worth $2.51B, down 34% from $3.79B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Absolute Return Capital withdrew a net $1.23B in Q2 2015, closing 94 positions and reducing 365 holdings. Its most notable exit was SLB Ltd, an estimated $24.1M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 16% of assets, down from 19% a quarter earlier, followed by Healthcare and Consumer Staples.
Against the trend, Absolute Return Capital opened a new position in Procter & Gamble worth $18.9M.
- Absolute Return Capital's largest Q2 2015 buy was Procter & Gamble: 241,935 shares worth $18.9M.
- Absolute Return Capital added most to McCormick & Company Non-Voting in Q2 2015, an estimated $23.4M increase.
- Absolute Return Capital's biggest Q2 2015 reduction was ExxonMobil, cutting an estimated $95.1M.
- Absolute Return Capital fully exited SLB Ltd in Q2 2015, selling an estimated $24.1M.
- Absolute Return Capital's ten largest holdings make up 12% of its $2.51B portfolio in Q2 2015.
- Absolute Return Capital opened 86 new positions and closed 94 in Q2 2015.
- Absolute Return Capital's portfolio value fell 34% quarter-over-quarter to $2.51B.
Based on Absolute Return Capital's 13F filing for Q2 2015, filed 14 Aug 2015.