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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
+5.47%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$50.6M
AUM Growth
-$3.19M
Cap. Flow
-$5.41M
Cap. Flow %
-10.7%
Top 10 Hldgs %
43.52%
Holding
176
New
44
Increased
29
Reduced
21
Closed
78

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$3.17M
2
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$1.7M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.34M
4
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$1.03M
5
QQQ icon
Invesco QQQ Trust
QQQ
+$942K

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$1.41M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.31M
3
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$1.2M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$1.15M
5
OIH icon
VanEck Oil Services ETF
OIH
+$1.08M

Sector Composition

Rank Sector Weight
1 Miscellaneous 85.96%
2 Consumer Discretionary 3.15%
3 Communication Services 1.89%
4 Materials 1.66%
5 Industrials 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VCSH icon
26
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.4B
$686K 1.36%
+8,600
New +$688K
XLI icon
27
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$570K 1.13%
10,900
-11,000
-50% -$541K
SPSB icon
28
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
$522K 1.03%
17,000
– –
SMH icon
29
VanEck Semiconductor ETF
SMH
$69.4B
$518K 1.02%
24,400
-20,000
-45% -$410K
PICB icon
30
Invesco International Corporate Bond ETF
PICB
$350M
$502K 0.99%
+17,000
New +$500K
MUB icon
31
iShares National Muni Bond ETF
MUB
$44.6B
$456K 0.9%
+4,400
New +$459K
BLV icon
32
Vanguard Long-Term Bond ETF
BLV
$5.69B
$450K 0.89%
+5,500
New +$455K
WIP icon
33
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$470M
$444K 0.88%
7,600
– –
EMB icon
34
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.3B
$443K 0.88%
+4,100
New +$448K
GOVI icon
35
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.21B
$443K 0.88%
15,100
+100
+0.7% +$2.99K
USIG icon
36
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.7B
$438K 0.87%
+8,200
New +$440K
AXP icon
37
American Express
AXP
$210B
$410K 0.81%
4,522
+1,194
+36% +$98.1K
ACN icon
38
Accenture
ACN
$116B
$388K 0.77%
+4,724
New +$357K
CAG icon
39
Conagra Brands
CAG
$7.29B
$375K 0.74%
+14,303
New +$358K
WOR icon
40
Worthington Enterprises
WOR
$2.93B
$375K 0.74%
+14,436
New +$358K
PIR
41
DELISTED
Pier 1 Imports, Inc.
PIR
$362K 0.72%
+785
New +$333K
CCL icon
42
Carnival Corporation Ltd
CCL
$30.4B
$347K 0.69%
+8,650
New +$305K
XLB icon
43
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$337K 0.67%
14,600
-54,800
-79% -$1.2M
IVV icon
44
iShares Core S&P 500 ETF
IVV
$843B
$334K 0.66%
1,800
-5,200
-74% -$926K
EBF icon
45
Ennis
EBF
$541M
$320K 0.63%
+18,092
New +$323K
XLE icon
46
State Street Energy Select Sector SPDR ETF
XLE
$42.3B
$319K 0.63%
7,200
-5,800
-45% -$250K
XLV icon
47
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
$299K 0.59%
5,400
-14,200
-72% -$759K
XLF icon
48
State Street Financial Select Sector SPDR ETF
XLF
$53.4B
$251K 0.5%
+13,100
New +$241K
AZO icon
49
AutoZone
AZO
$46.4B
$241K 0.48%
+504
New +$226K
BKNG icon
50
Booking.com
BKNG
$128B
$235K 0.46%
5,050
– –
1
2
3 4 5

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Rotella Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, Rotella Capital Management held 176 positions worth $50.6M, down 5.9% from $53.7M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Rotella Capital Management withdrew a net $5.41M in Q4 2013, closing 78 positions and reducing 21 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $1.41M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 86% of assets, up from 81% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Rotella Capital Management opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $3.17M.

  • Rotella Capital Management's largest Q4 2013 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 27,800 shares worth $3.17M.
  • Rotella Capital Management added most to Vanguard Short-Term Bond ETF in Q4 2013, an estimated $1.7M increase.
  • Rotella Capital Management's biggest Q4 2013 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.31M.
  • Rotella Capital Management fully exited iShares China Large-Cap ETF in Q4 2013, selling an estimated $1.41M.
  • Rotella Capital Management's ten largest holdings make up 44% of its $50.6M portfolio in Q4 2013.
  • Rotella Capital Management opened 44 new positions and closed 78 in Q4 2013.
  • Rotella Capital Management's portfolio value fell 5.9% quarter-over-quarter to $50.6M.

Based on Rotella Capital Management's 13F filing for Q4 2013, filed 6 Mar 2014.