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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 | |
|---|---|---|---|---|---|---|
101
G-III Apparel Group
GIII
$1.54B
| $207K | 0.22% |
+5,000
| New | +$205K |
|
|
BBBY
102
DELISTED
Bed Bath & Beyond Inc
BBBY
| $204K | 0.21% |
+3,100
| New | +$195K |
|
103
Archer Daniels Midland
ADM
$37.4B
| $201K | 0.21% |
+3,939
| New | +$193K |
|
104
HP
HPQ
$26.1B
| $201K | 0.21% |
+12,457
| New | +$202K |
|
105
Kohl's
KSS
$2.23B
| $201K | 0.21% |
+3,300
| New | +$187K |
|
106
Norfolk Southern
NSC
$76.8B
| $201K | 0.21% |
+1,800
| New | +$191K |
|
107
Star Group
SGU
$422M
| $199K | 0.21% |
34,832
+13,093
| +60% | +$79.2K |
|
108
SFL Corp
SFL
$1.58B
| $193K | 0.2% |
+11,400
| New | +$212K |
|
|
BONT
109
DELISTED
Bon-Ton Stores Inc/The
BONT
| $189K | 0.2% |
+22,631
| New | +$218K |
|
|
TSYS
110
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $188K | 0.2% |
67,481
+34,858
| +107% | +$108K |
|
|
KG
111
Kestrel Group
KG
$68.9M
| $180K | 0.19% |
812
+56
| +7% | +$13.3K |
|
|
TGA
112
DELISTED
Transglobe Energy Corp
TGA
| $178K | 0.19% |
+29,252
| New | +$191K |
|
113
American Coastal Insurance
ACIC
$531M
| $168K | 0.18% |
11,173
-1,000
| -8% | -$15.7K |
|
114
Lesaka Technologies
LSAK
$408M
| $167K | 0.18% |
13,837
-4,800
| -26% | -$56.7K |
|
|
AYR
115
DELISTED
Aircastle Ltd
AYR
| $167K | 0.18% |
+10,200
| New | +$185K |
|
116
ON Semiconductor
ON
$29.9B
| $166K | 0.17% |
18,600
-7,000
| -27% | -$64.7K |
|
|
STS
117
DELISTED
Supreme Industries Inc Class A
STS
| $161K | 0.17% |
+20,650
| New | +$150K |
|
|
CYS
118
DELISTED
CYS Investments Inc.
CYS
| $160K | 0.17% |
19,400
-800
| -4% | -$7.21K |
|
|
AAV
119
DELISTED
Advantage Oil & Gas Ltd
AAV
| $159K | 0.17% |
31,159
-4,600
| -13% | -$26K |
|
|
ELNK
120
DELISTED
EarthLink Holdings Corp.
ELNK
| $158K | 0.17% |
46,344
-19,558
| -30% | -$76.7K |
|
121
First Community Bankshares
FCBC
$917M
| $157K | 0.16% |
+10,992
| New | +$165K |
|
122
Medallion Financial
MFIN
$249M
| $157K | 0.16% |
+13,463
| New | +$160K |
|
|
ATSG
123
DELISTED
Air Transport Services Group
ATSG
| $155K | 0.16% |
21,262
+4,914
| +30% | +$40.4K |
|
124
Performance Shipping
PSHG
$21.6M
| – | – |
0
| – | – |
|
125
Fortuna Silver Mines
FSM
$2.91B
| $152K | 0.16% |
37,560
+23,400
| +165% | +$120K |
|
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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.