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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
+5.62%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$53.7M
AUM Growth
+$22.3M
Cap. Flow
+$20.7M
Cap. Flow %
38.61%
Top 10 Hldgs %
37.68%
Holding
216
New
74
Increased
24
Reduced
29
Closed
83

Top Buys

Rank Stock Value
1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
+$1.95M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$1.35M
3
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.29M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$1.21M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$1.14M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$1.94M
2
SH icon
ProShares Short S&P500
SH
+$861K
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$705K
4
SDS icon
ProShares UltraShort S&P500
SDS
+$654K
5
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
+$634K

Sector Composition

Rank Sector Weight
1 Healthcare 3.9%
2 Technology 3.02%
3 Industrials 2.51%
4 Financials 2.34%
5 Consumer Staples 2.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IGSB icon
1
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$2.79M 5.19%
53,000
+37,200
+235% +$1.95M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$2.72M 5.07%
16,200
+4,786
+42% +$802K
IWM icon
3
iShares Russell 2000 ETF
IWM
$79.8B
$2.55M 4.74%
23,900
+11,700
+96% +$1.21M
DIA icon
4
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$2.33M 4.33%
15,400
+7,500
+95% +$1.14M
VIG icon
5
Vanguard Dividend Appreciation ETF
VIG
$111B
$2.12M 3.95%
30,500
+5,600
+22% +$387K
MDY icon
6
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.99M 3.71%
8,805
+3,100
+54% +$689K
QQQ icon
7
Invesco QQQ Trust
QQQ
$453B
$1.58M 2.95%
20,100
-25,500
-56% -$1.94M
XLB icon
8
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$1.46M 2.71%
69,400
+39,400
+131% +$806K
FXI icon
9
iShares China Large-Cap ETF
FXI
$4.37B
$1.41M 2.63%
+38,100
New +$1.35M
SHY icon
10
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$1.29M 2.4%
+15,300
New +$1.29M
IVV icon
11
iShares Core S&P 500 ETF
IVV
$878B
$1.18M 2.2%
7,000
+3,600
+106% +$607K
IJR icon
12
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.16M 2.15%
23,200
– –
IJH icon
13
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.1M 2.06%
44,500
+31,000
+230% +$757K
OIH icon
14
VanEck Oil Services ETF
OIH
$2.06B
$1.08M 2.02%
1,150
+825
+254% +$755K
XLI icon
15
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$1.02M 1.89%
21,900
+14,500
+196% +$656K
XLV icon
16
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$991K 1.84%
19,600
+12,800
+188% +$643K
SDY icon
17
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$910K 1.69%
13,200
– –
SMH icon
18
VanEck Semiconductor ETF
SMH
$65.2B
$886K 1.65%
44,400
+22,200
+100% +$428K
EEM icon
19
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$885K 1.65%
21,700
-17,800
-45% -$705K
VWO icon
20
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$878K 1.63%
+21,900
New +$866K
JNK icon
21
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$801K 1.49%
+6,700
New +$801K
HYG icon
22
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$797K 1.48%
+8,700
New +$798K
FLOT icon
23
iShares Floating Rate Bond ETF
FLOT
$10.2B
$659K 1.23%
13,000
– –
IFLN
24
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
$653K 1.22%
+34,700
New +$654K
MSFT icon
25
Microsoft
MSFT
$3.45T
$612K 1.14%
+18,360
New +$604K
1
2 3 4 5

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Rotella Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, Rotella Capital Management held 216 positions worth $53.7M, up 71% from $31.5M the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Rotella Capital Management deployed $20.7M of net new capital in Q3 2013, opening 74 new positions and adding to 24 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.

By sector, the portfolio is most concentrated in Healthcare at 3.9% of assets, up from 3.8% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $1.94M trimmed.

  • Rotella Capital Management's largest Q3 2013 buy was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.
  • Rotella Capital Management added most to iShares 1-5 Year Investment Grade Corporate Bond ETF in Q3 2013, an estimated $1.95M increase.
  • Rotella Capital Management's biggest Q3 2013 reduction was Invesco QQQ Trust, cutting an estimated $1.94M.
  • Rotella Capital Management fully exited ProShares Short S&P500 in Q3 2013, selling an estimated $861K.
  • Rotella Capital Management's ten largest holdings make up 38% of its $53.7M portfolio in Q3 2013.
  • Rotella Capital Management opened 74 new positions and closed 83 in Q3 2013.
  • Rotella Capital Management's portfolio value rose 71% quarter-over-quarter to $53.7M.

Based on Rotella Capital Management's 13F filing for Q3 2013, filed 18 Nov 2013.