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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
+3.2%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$118M
AUM Growth
+$36.3M
(+44%)
Cap. Flow
+$32.9M
Cap. Flow
% of AUM
27.89%
Top 10 Holdings %
Top 10 Hldgs %
30.21%
Holding
464
New
219
Increased
89
Reduced
54
Closed
95
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$4M |
| 2 |
Vanguard Total Bond Market
BND
|
+$2.81M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$2.34M |
| 4 |
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
|
+$2.2M |
| 5 |
Baxter International
BAX
|
+$1.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$2.56M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$2.37M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.59M |
| 4 |
Vanguard Dividend Appreciation ETF
VIG
|
+$1.21M |
| 5 |
Vanguard Short-Term Bond ETF
BSV
|
+$1.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 7.95% |
| 2 | Healthcare | 6.24% |
| 3 | Financials | 4.58% |
| 4 | Industrials | 3.54% |
| 5 | Consumer Discretionary | 2.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
State Street SPDR S&P Dividend ETF
SDY
$21.7B
| $942K | 0.8% |
12,300
-4,500
| -27% | -$337K |
|
27
ProShares UltraShort Dow 30
DXD
$42.2M
| $931K | 0.79% |
+1,820
| New | +$964K |
|
28
Visa
V
$684B
| $929K | 0.79% |
+17,636
| New | +$922K |
|
29
ProShares UltraShort S&P500
SDS
$418M
| $913K | 0.77% |
+359
| New | +$980K |
|
30
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
| $912K | 0.77% |
10,100
+3,400
| +51% | +$303K |
|
31
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
| $907K | 0.77% |
10,700
+8,250
| +337% | +$694K |
|
32
VanEck Semiconductor ETF
SMH
$67.9B
| $906K | 0.77% |
36,600
+23,600
| +182% | +$545K |
|
|
CTXS
33
DELISTED
Citrix Systems Inc
CTXS
| $901K | 0.76% |
+18,084
| New | +$869K |
|
34
ProShares Ultra S&P500
SSO
$7.81B
| $810K | 0.69% |
112,000
-83,200
| -43% | -$565K |
|
35
SPDR Gold Trust
GLD
$131B
| $794K | 0.67% |
+6,200
| New | +$770K |
|
36
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $787K | 0.67% |
27,500
-37,500
| -58% | -$1.03M |
|
37
ProShares Ultra Dow30
DDM
$542M
| $776K | 0.66% |
+78,000
| New | +$755K |
|
38
iShares Core S&P 500 ETF
IVV
$872B
| $768K | 0.65% |
3,900
-2,900
| -43% | -$555K |
|
39
Philip Morris
PM
$297B
| $744K | 0.63% |
+8,823
| New | +$760K |
|
40
iShares MSCI Brazil ETF
EWZ
$9.28B
| $702K | 0.59% |
+14,700
| New | +$704K |
|
41
Micron Technology
MU
$930B
| $656K | 0.56% |
+19,900
| New | +$543K |
|
|
MXIM
42
DELISTED
Maxim Integrated Products
MXIM
| $636K | 0.54% |
+18,800
| New | +$626K |
|
43
Broadcom
AVGO
$1.85T
| $605K | 0.51% |
84,000
+46,000
| +121% | +$309K |
|
|
GRMN
44
Garmin
GRMN
$56.7B
| $591K | 0.5% |
+9,700
| New | +$558K |
|
45
Apple
AAPL
$4.54T
| $569K | 0.48% |
+24,484
| New | +$521K |
|
46
Microsoft
MSFT
$3.45T
| $565K | 0.48% |
+13,549
| New | +$548K |
|
|
XLNX
47
DELISTED
Xilinx Inc
XLNX
| $560K | 0.47% |
+11,843
| New | +$570K |
|
48
Cisco
CSCO
$457B
| $529K | 0.45% |
+21,282
| New | +$507K |
|
49
iShares Core S&P Small-Cap ETF
IJR
$109B
| $527K | 0.45% |
9,400
-2,914
| -24% | -$158K |
|
|
BRCM
50
DELISTED
BROADCOM CORP CL-A
BRCM
| $518K | 0.44% |
+13,963
| New | +$458K |
|
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Rotella Capital Management's Q2 2014 Portfolio in Review
As of Q2 2014, Rotella Capital Management held 464 positions worth $118M, up 44% from $81.8M the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Rotella Capital Management deployed $32.9M of net new capital in Q2 2014, opening 219 new positions and adding to 89 existing holdings. Its largest new stake was Baxter International: 38,343 shares worth $1.51M.
By sector, the portfolio is most concentrated in Technology at 8% of assets, up from 1.9% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was State Street SPDR Bloomberg High Yield Bond ETF, an estimated $2.56M trimmed.
- Rotella Capital Management's largest Q2 2014 buy was Baxter International: 38,343 shares worth $1.51M.
- Rotella Capital Management added most to iShares TIPS Bond ETF in Q2 2014, an estimated $4M increase.
- Rotella Capital Management's biggest Q2 2014 reduction was State Street SPDR Bloomberg High Yield Bond ETF, cutting an estimated $2.56M.
- Rotella Capital Management fully exited Boeing in Q2 2014, selling an estimated $667K.
- Rotella Capital Management's ten largest holdings make up 30% of its $118M portfolio in Q2 2014.
- Rotella Capital Management opened 219 new positions and closed 95 in Q2 2014.
- Rotella Capital Management's portfolio value rose 44% quarter-over-quarter to $118M.
Based on Rotella Capital Management's 13F filing for Q2 2014, filed 18 Aug 2014.