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RCM

Rotella Capital Management Portfolio holdings

AUM $1.47M
1-Year Est. Return 12.32%
This Fund
S&P 500
This Quarter Est. Return
+3.65%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$81.8M
AUM Growth
+$31.3M
Cap. Flow
+$29.8M
Cap. Flow %
36.43%
Top 10 Hldgs %
42.66%
Holding
290
New
190
Increased
33
Reduced
15
Closed
47

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$4.14M
2
VIG icon
Vanguard Dividend Appreciation ETF
VIG
+$2.66M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$2.5M
4
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
+$2.36M
5
VCSH icon
Vanguard Short-Term Corporate Bond ETF
VCSH
+$2.3M

Top Sells

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.99M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.65M
3
GVI icon
iShares Intermediate Government/Credit Bond ETF
GVI
+$1.28M
4
IFLN
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
+$1.14M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$903K

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 5.19%
2 Industrials 3.62%
3 Healthcare 3.5%
4 Financials 3.07%
5 Communication Services 2.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EBF icon
251
Ennis
EBF
$564M
– –
-18,092
Closed -$320K
FLOT icon
252
iShares Floating Rate Bond ETF
FLOT
$10.3B
– –
-13,700
Closed -$695K
FRO icon
253
Frontline
FRO
$8.85B
– –
-3,580
Closed -$67K
FSM icon
254
Fortuna Silver Mines
FSM
$3.07B
– –
-11,600
Closed -$33K
GOOG icon
255
Alphabet (Google) Class C
GOOG
$4.32T
– –
-32,361
Closed -$903K
GOVI icon
256
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.23B
– –
-15,100
Closed -$443K
GS icon
257
Goldman Sachs
GS
$303B
– –
-1,200
Closed -$213K
GVI icon
258
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
– –
-11,700
Closed -$1.28M
HOV icon
259
Hovnanian Enterprises
HOV
$807M
– –
-692
Closed -$115K
OPTT icon
260
Ocean Power Technologies
OPTT
$49.9M
– –
-51
Closed -$20K
IFLN
261
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$307M
– –
-59,500
Closed -$1.14M
PICB icon
262
Invesco International Corporate Bond ETF
PICB
$362M
– –
-17,000
Closed -$502K
PZA icon
263
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.26B
– –
-33,900
Closed -$778K
REX icon
264
REX American Resources
REX
$1.41B
– –
-28,848
Closed -$215K
SHM icon
265
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
– –
-16,650
Closed -$809K
SHY icon
266
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
– –
-19,600
Closed -$1.65M
SPAB icon
267
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
– –
-28,800
Closed -$810K
SPSB icon
268
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
– –
-17,000
Closed -$522K
TFI icon
269
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.14B
– –
-16,950
Closed -$764K
UNH icon
270
UnitedHealth
UNH
$370B
– –
-2,678
Closed -$202K
USIG icon
271
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
– –
-8,200
Closed -$438K
WIP icon
272
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$476M
– –
-7,600
Closed -$444K
WOR icon
273
Worthington Enterprises
WOR
$2.86B
– –
-14,436
Closed -$375K
XLB icon
274
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
– –
-14,600
Closed -$337K
XLE icon
275
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
– –
-7,200
Closed -$319K
8 9 10
11
12

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Rotella Capital Management's Q1 2014 Portfolio in Review

As of Q1 2014, Rotella Capital Management held 290 positions worth $81.8M, up 62% from $50.6M the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Rotella Capital Management deployed $29.8M of net new capital in Q1 2014, opening 190 new positions and adding to 33 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 5.2% of assets, up from 2.3% a quarter earlier, followed by Industrials and Healthcare.

On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.99M trimmed.

  • Rotella Capital Management's largest Q1 2014 buy was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.
  • Rotella Capital Management added most to Vanguard Dividend Appreciation ETF in Q1 2014, an estimated $2.66M increase.
  • Rotella Capital Management's biggest Q1 2014 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $1.99M.
  • Rotella Capital Management fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2014, selling an estimated $1.65M.
  • Rotella Capital Management's ten largest holdings make up 43% of its $81.8M portfolio in Q1 2014.
  • Rotella Capital Management opened 190 new positions and closed 47 in Q1 2014.
  • Rotella Capital Management's portfolio value rose 62% quarter-over-quarter to $81.8M.

Based on Rotella Capital Management's 13F filing for Q1 2014, filed 21 May 2014.