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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
(-19%)
Cap. Flow
-$19.7M
Cap. Flow
% of AUM
-20.64%
Top 10 Holdings %
Top 10 Hldgs %
32.49%
Holding
506
New
136
Increased
66
Reduced
94
Closed
195
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.34M |
| 2 |
FMC
FMC
|
+$2.21M |
| 3 |
Mattel
MAT
|
+$2.08M |
| 4 |
Vanguard Total Bond Market
BND
|
+$976K |
| 5 |
Intel
INTC
|
+$923K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
|
+$2.7M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$2.54M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.81M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$1.66M |
| 5 |
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 | 4.52% |
| 5 | Healthcare | 3.97% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AMWD
76
DELISTED
American Woodmark
AMWD
| $280K | 0.29% |
+7,600
| New | +$262K |
|
77
Verisk Analytics
VRSK
$24.6B
| $280K | 0.29% |
+4,600
| New | +$287K |
|
78
Warner Bros
WBD
$64.6B
| $278K | 0.29% |
+7,353
| New | +$306K |
|
|
LSG
79
DELISTED
LAKE SHORE GOLD CORP
LSG
| $274K | 0.29% |
+264,400
| New | +$286K |
|
80
Western Digital
WDC
$190B
| $272K | 0.29% |
3,704
-927
| -20% | -$69.7K |
|
|
SHLO
81
DELISTED
Shiloh Industries Inc
SHLO
| $270K | 0.28% |
+15,876
| New | +$277K |
|
82
GE Aerospace
GE
$396B
| $268K | 0.28% |
+2,187
| New | +$273K |
|
83
NXP Semiconductors
NXPI
$58.4B
| $260K | 0.27% |
+3,800
| New | +$253K |
|
|
RIOM
84
DELISTED
RIO ALTO MNG LTD NEW COM SHS (CANADA)
RIOM
| $259K | 0.27% |
108,109
+64,900
| +150% | +$168K |
|
85
eBay
EBAY
$47.5B
| $246K | 0.26% |
10,307
-4,519
| -30% | -$101K |
|
|
CERN
86
DELISTED
Cerner Corp
CERN
| $244K | 0.26% |
+4,100
| New | +$230K |
|
87
Comcast
CMCSA
$87B
| $242K | 0.25% |
+9,000
| New | +$247K |
|
88
Dollar General
DG
$28.1B
| $239K | 0.25% |
+3,905
| New | +$234K |
|
89
Booking.com
BKNG
$161B
| $232K | 0.24% |
+5,000
| New | +$246K |
|
|
MRGE
90
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
| $230K | 0.24% |
104,340
+48,545
| +87% | +$118K |
|
|
NSU
91
DELISTED
Nevsun Resources Ltd.
NSU
| $230K | 0.24% |
63,500
-4,600
| -7% | -$17.8K |
|
|
ESRX
92
DELISTED
Express Scripts Holding Company
ESRX
| $228K | 0.24% |
+3,228
| New | +$230K |
|
|
CVGW
93
DELISTED
Calavo Growers
CVGW
| $226K | 0.24% |
+5,000
| New | +$190K |
|
|
PLL
94
DELISTED
PALL CORP
PLL
| $226K | 0.24% |
+2,700
| New | +$221K |
|
|
SNDK
95
DELISTED
SANDISK CORP
SNDK
| $225K | 0.24% |
2,300
-700
| -23% | -$68.5K |
|
96
Accenture
ACN
$104B
| $222K | 0.23% |
+2,725
| New | +$219K |
|
97
Alto Ingredients
ALTO
$396M
| $215K | 0.23% |
+15,400
| New | +$290K |
|
|
BRCM
98
DELISTED
BROADCOM CORP CL-A
BRCM
| $212K | 0.22% |
5,249
-8,714
| -62% | -$339K |
|
99
Designer Brands
DBI
$342M
| $208K | 0.22% |
+6,900
| New | +$198K |
|
|
AFSI
100
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $208K | 0.22% |
+10,464
| New | +$221K |
|
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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.