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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
+5.62%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$53.7M
AUM Growth
+$22.3M
Cap. Flow
+$20.7M
Cap. Flow %
38.61%
Top 10 Hldgs %
37.68%
Holding
216
New
74
Increased
24
Reduced
29
Closed
83

Top Buys

Rank Stock Value
1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
+$1.95M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$1.35M
3
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.29M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$1.21M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$1.14M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$1.94M
2
SH icon
ProShares Short S&P500
SH
+$861K
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$705K
4
SDS icon
ProShares UltraShort S&P500
SDS
+$654K
5
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$634K

Sector Composition

Rank Sector Weight
1 Healthcare 3.9%
2 Technology 3.02%
3 Industrials 2.51%
4 Financials 2.34%
5 Consumer Staples 2.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWZ icon
26
iShares MSCI Brazil ETF
EWZ
$9.28B
$585K 1.09%
+12,200
New +$542K
IYR icon
27
iShares US Real Estate ETF
IYR
$4.66B
$580K 1.08%
+9,100
New +$594K
XLE icon
28
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$539K 1%
13,000
+3,000
+30% +$124K
XLK icon
29
State Street Technology Select Sector SPDR ETF
XLK
$115B
$538K 1%
33,600
-3,200
-9% -$51K
SPSB icon
30
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$523K 0.97%
17,000
– –
WMT icon
31
Walmart Inc
WMT
$885B
$520K 0.97%
+21,084
New +$532K
SSO icon
32
ProShares Ultra S&P500
SSO
$7.87B
$516K 0.96%
+97,600
New +$511K
DDM icon
33
ProShares Ultra Dow30
DDM
$542M
$506K 0.94%
+63,600
New +$516K
PG icon
34
Procter & Gamble
PG
$336B
$493K 0.92%
+6,526
New +$519K
JNJ icon
35
Johnson & Johnson
JNJ
$618B
$475K 0.88%
5,474
+2,499
+84% +$224K
SPAB icon
36
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$456K 0.85%
+16,000
New +$452K
GOVI icon
37
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$453K 0.84%
+15,000
New +$450K
WIP icon
38
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$453K 0.84%
+7,600
New +$443K
GVI icon
39
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$451K 0.84%
+4,100
New +$449K
PCY icon
40
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$451K 0.84%
+16,500
New +$448K
BSV icon
41
Vanguard Short-Term Bond ETF
BSV
$44.7B
$450K 0.84%
+5,600
New +$449K
BWX icon
42
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$449K 0.84%
+15,400
New +$440K
PZA icon
43
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
$431K 0.8%
+18,700
New +$430K
TFI icon
44
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
$429K 0.8%
+9,400
New +$422K
TRV icon
45
Travelers Companies
TRV
$78.1B
$409K 0.76%
+4,825
New +$399K
RTX icon
46
RTX Corp
RTX
$290B
$399K 0.74%
+5,879
New +$385K
EWT icon
47
iShares MSCI Taiwan ETF
EWT
$9.86B
$359K 0.67%
+12,900
New +$353K
EFA icon
48
iShares MSCI EAFE ETF
EFA
$78B
$357K 0.66%
+5,600
New +$343K
XLU icon
49
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$351K 0.65%
18,800
+1,200
+7% +$22.9K
HD icon
50
Home Depot
HD
$331B
$349K 0.65%
+4,600
New +$355K
1
2
3 4 5

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Rotella Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, Rotella Capital Management held 216 positions worth $53.7M, up 71% from $31.5M the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Rotella Capital Management deployed $20.7M of net new capital in Q3 2013, opening 74 new positions and adding to 24 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.

By sector, the portfolio is most concentrated in Healthcare at 3.9% of assets, up from 3.8% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $1.94M trimmed.

  • Rotella Capital Management's largest Q3 2013 buy was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.
  • Rotella Capital Management added most to iShares 1-5 Year Investment Grade Corporate Bond ETF in Q3 2013, an estimated $1.95M increase.
  • Rotella Capital Management's biggest Q3 2013 reduction was Invesco QQQ Trust, cutting an estimated $1.94M.
  • Rotella Capital Management fully exited ProShares Short S&P500 in Q3 2013, selling an estimated $861K.
  • Rotella Capital Management's ten largest holdings make up 38% of its $53.7M portfolio in Q3 2013.
  • Rotella Capital Management opened 74 new positions and closed 83 in Q3 2013.
  • Rotella Capital Management's portfolio value rose 71% quarter-over-quarter to $53.7M.

Based on Rotella Capital Management's 13F filing for Q3 2013, filed 18 Nov 2013.