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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
-1.81%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$95.3M
AUM Growth
-$22.8M
Cap. Flow
-$19.7M
Cap. Flow %
-20.64%
Top 10 Hldgs %
32.49%
Holding
506
New
136
Increased
66
Reduced
94
Closed
195

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$3.34M
2
FMC icon
FMC
FMC
+$2.21M
3
MAT icon
Mattel
MAT
+$2.08M
4
BND icon
Vanguard Total Bond Market
BND
+$976K
5
INTC icon
Intel
INTC
+$923K

Top Sells

Rank Stock Value
1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
+$2.7M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$2.54M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.81M
4
TIP icon
iShares TIPS Bond ETF
TIP
+$1.66M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.52M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 7.95%
2 Technology 7.7%
3 Materials 6.49%
4 Industrials 4.45%
5 Healthcare 4.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
26
iShares Russell 2000 ETF
IWM
$79.8B
$820K 0.86%
7,500
-3,800
-34% -$435K
DDM icon
27
ProShares Ultra Dow30
DDM
$542M
$775K 0.81%
75,600
-2,400
-3% -$24.3K
GS icon
28
Goldman Sachs
GS
$300B
$773K 0.81%
+4,211
New +$740K
LEN icon
29
Lennar Class A
LEN
$19.8B
$676K 0.71%
+18,280
New +$678K
NOV icon
30
NOV
NOV
$6.93B
$634K 0.67%
+8,326
New +$688K
SCHL icon
31
Scholastic
SCHL
$767M
$620K 0.65%
+19,191
New +$665K
CAG icon
32
Conagra Brands
CAG
$6.94B
$607K 0.64%
+23,594
New +$581K
MRK icon
33
Merck
MRK
$322B
$601K 0.63%
+10,620
New +$596K
FDX icon
34
FedEx
FDX
$72.7B
$567K 0.6%
3,512
+2,112
+151% +$321K
CHTR icon
35
Charter Communications
CHTR
$17.3B
$545K 0.57%
+3,600
New +$571K
LOGI icon
36
Logitech
LOGI
$14.7B
$539K 0.57%
41,742
+24,372
+140% +$332K
PAYX icon
37
Paychex
PAYX
$41.6B
$528K 0.55%
+11,945
New +$502K
LULU icon
38
lululemon athletica
LULU
$13.5B
$525K 0.55%
+12,500
New +$503K
BWA icon
39
BorgWarner
BWA
$13.1B
$521K 0.55%
+11,246
New +$616K
KO icon
40
Coca-Cola
KO
$377B
$514K 0.54%
+12,047
New +$498K
JNJ icon
41
Johnson & Johnson
JNJ
$618B
$494K 0.52%
+4,634
New +$481K
IJR icon
42
iShares Core S&P Small-Cap ETF
IJR
$109B
$490K 0.51%
9,400
– –
X
43
DELISTED
US Steel
X
$486K 0.51%
+12,400
New +$435K
EBF icon
44
Ennis
EBF
$552M
$449K 0.47%
+34,099
New +$490K
DDC
45
DELISTED
Dominion Diamond Corporation
DDC
$444K 0.47%
+31,200
New +$435K
MEI icon
46
Methode Electronics
MEI
$496M
$431K 0.45%
11,700
+5,500
+89% +$195K
STLD icon
47
Steel Dynamics
STLD
$36B
$409K 0.43%
18,100
+6,000
+50% +$131K
REGN icon
48
Regeneron Pharmaceuticals
REGN
$78.5B
$397K 0.42%
+1,100
New +$369K
MSFT icon
49
Microsoft
MSFT
$3.45T
$391K 0.41%
8,443
-5,106
-38% -$228K
ENFY
50
DELISTED
Enlightify Inc
ENFY
$386K 0.41%
+16,257
New +$428K
1
2
3 4 5

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Rotella Capital Management's Q3 2014 Portfolio in Review

As of Q3 2014, Rotella Capital Management held 506 positions worth $95.3M, down 19% from $118M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Rotella Capital Management withdrew a net $19.7M in Q3 2014, closing 195 positions and reducing 94 holdings. Its most notable exit was iShares 1-5 Year Investment Grade Corporate Bond ETF, an estimated $2.7M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 8% of assets, up from 2.9% a quarter earlier, followed by Technology and Materials.

Against the trend, Rotella Capital Management opened a new position in FMC worth $1.93M.

  • Rotella Capital Management's largest Q3 2014 buy was FMC: 38,856 shares worth $1.93M.
  • Rotella Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q3 2014, an estimated $3.34M increase.
  • Rotella Capital Management's biggest Q3 2014 reduction was iShares JPMorgan USD Emerging Markets Bond ETF, cutting an estimated $2.54M.
  • Rotella Capital Management fully exited iShares 1-5 Year Investment Grade Corporate Bond ETF in Q3 2014, selling an estimated $2.7M.
  • Rotella Capital Management's ten largest holdings make up 32% of its $95.3M portfolio in Q3 2014.
  • Rotella Capital Management opened 136 new positions and closed 195 in Q3 2014.
  • Rotella Capital Management's portfolio value fell 19% quarter-over-quarter to $95.3M.

Based on Rotella Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.