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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 4.52%
5 Healthcare 3.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PDLI
151
DELISTED
PDL BioPharma, Inc.
PDLI
$125K 0.13%
16,700
-5,500
-25% -$51.1K
EVRI
152
DELISTED
Everi Holdings
EVRI
$124K 0.13%
18,400
-19,700
-52% -$158K
XNPT
153
DELISTED
XENOPORT, INC.
XNPT
$124K 0.13%
+23,119
New +$113K
FIG
154
DELISTED
Fortress Investment Group Llc
FIG
$122K 0.13%
17,800
-7,400
-29% -$54.5K
PENN icon
155
PENN Entertainment
PENN
$2.67B
$120K 0.13%
+10,700
New +$121K
ALO
156
DELISTED
Alio Gold Inc
ALO
$120K 0.13%
9,540
+3,230
+51% +$53.9K
TGB
157
Trekor Metals
TGB
$2.55B
$119K 0.12%
69,813
+5,151
+8% +$11.3K
ELX
158
DELISTED
EMULEX CORP
ELX
$116K 0.12%
+23,500
New +$127K
BEAT
159
DELISTED
BioTelemetry, Inc.
BEAT
$109K 0.11%
16,279
-6,621
-29% -$46.4K
BSIN
160
Big Sky Industrial
BSIN
$59.1M
$108K 0.11%
564
+247
+78% +$58.7K
HCKT icon
161
Hackett Group
HCKT
$285M
$107K 0.11%
17,874
-3,960
-18% -$24.2K
OCSL icon
162
Oaktree Specialty Lending
OCSL
$1.05B
$106K 0.11%
+3,833
New +$112K
SCON
163
DELISTED
Superconductor Technologies Inc.
SCON
$105K 0.11%
25
-8
-24% -$34.2K
PLAB icon
164
Photronics
PLAB
$1.85B
$104K 0.11%
+12,860
New +$109K
DSPG
165
DELISTED
DSP Group Inc
DSPG
$104K 0.11%
+11,676
New +$104K
GTE icon
166
Gran Tierra Energy
GTE
$242M
$101K 0.11%
1,820
-150
-8% -$9.98K
DX
167
Dynex Capital
DX
$3.15B
$100K 0.11%
+4,123
New +$105K
MFIC icon
168
MidCap Financial Investment
MFIC
$801M
$100K 0.11%
4,100
+67
+2% +$1.74K
EMMS
169
DELISTED
Emmis Communications Corp
EMMS
$100K 0.11%
12,587
-4,121
-25% -$39.7K
SHYF
170
DELISTED
The Shyft Group
SHYF
$96K 0.1%
+20,547
New +$101K
TC
171
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$94K 0.1%
42,600
+7,800
+22% +$21.6K
FCH
172
DELISTED
Felcor Lodging Trust
FCH
$94K 0.1%
+10,088
New +$103K
PLPM
173
DELISTED
Planet Payment, Inc
PLPM
$93K 0.1%
47,689
+23,273
+95% +$56.5K
NAT icon
174
Nordic American Tanker
NAT
$1.36B
$92K 0.1%
+11,693
New +$102K
VHC icon
175
VirnetX Holding Corp
VHC
$56.8M
$92K 0.1%
+770
New +$206K
5 6
7
8 9

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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.