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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
+5.47%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$50.6M
AUM Growth
-$3.19M
Cap. Flow
-$5.41M
Cap. Flow %
-10.7%
Top 10 Hldgs %
43.52%
Holding
176
New
44
Increased
29
Reduced
21
Closed
78

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$3.17M
2
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$1.7M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.34M
4
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$1.03M
5
QQQ icon
Invesco QQQ Trust
QQQ
+$942K

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$1.41M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.31M
3
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$1.2M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$1.15M
5
OIH icon
VanEck Oil Services ETF
OIH
+$1.08M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 2.35%
2 Communication Services 1.89%
3 Materials 1.66%
4 Industrials 1.48%
5 Technology 1.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LQD icon
1
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$3.17M 6.28%
+27,800
New +$3.17M
QQQ icon
2
Invesco QQQ Trust
QQQ
$453B
$2.76M 5.46%
31,400
+11,300
+56% +$942K
IWM icon
3
iShares Russell 2000 ETF
IWM
$79.8B
$2.61M 5.16%
22,600
-1,300
-5% -$144K
IGSB icon
4
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$2.5M 4.94%
47,400
-5,600
-11% -$295K
HYG icon
5
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.15M 4.25%
23,100
+14,400
+166% +$1.34M
BSV icon
6
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.13M 4.22%
26,700
+21,100
+377% +$1.7M
JNK icon
7
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$1.85M 3.67%
15,233
+8,533
+127% +$1.03M
SHY icon
8
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$1.65M 3.27%
19,600
+4,300
+28% +$363K
SPY icon
9
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.63M 3.22%
8,814
-7,386
-46% -$1.31M
MDY icon
10
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.54M 3.05%
6,305
-2,500
-28% -$588K
IJR icon
11
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.43M 2.83%
26,200
+3,000
+13% +$157K
IJH icon
12
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.41M 2.78%
52,500
+8,000
+18% +$206K
DIA icon
13
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.34M 2.65%
8,100
-7,300
-47% -$1.15M
VIG icon
14
Vanguard Dividend Appreciation ETF
VIG
$111B
$1.29M 2.56%
17,200
-13,300
-44% -$968K
GVI icon
15
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$1.28M 2.53%
11,700
+7,600
+185% +$836K
IFLN
16
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
$1.14M 2.26%
59,500
+24,800
+71% +$474K
GOOG icon
17
Alphabet (Google) Class C
GOOG
$4.36T
$903K 1.79%
+32,361
New +$818K
SDY icon
18
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$871K 1.72%
12,000
-1,200
-9% -$86.3K
SPAB icon
19
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$810K 1.6%
28,800
+12,800
+80% +$363K
SHM icon
20
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$809K 1.6%
+16,650
New +$808K
PCY icon
21
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$805K 1.59%
29,800
+13,300
+81% +$363K
XLK icon
22
State Street Technology Select Sector SPDR ETF
XLK
$115B
$779K 1.54%
43,600
+10,000
+30% +$169K
PZA icon
23
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
$778K 1.54%
33,900
+15,200
+81% +$351K
TFI icon
24
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
$764K 1.51%
16,950
+7,550
+80% +$344K
FLOT icon
25
iShares Floating Rate Bond ETF
FLOT
$10.2B
$695K 1.37%
13,700
+700
+5% +$35.5K
1
2 3 4 5

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Rotella Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, Rotella Capital Management held 176 positions worth $50.6M, down 5.9% from $53.7M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Rotella Capital Management withdrew a net $5.41M in Q4 2013, closing 78 positions and reducing 21 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $1.41M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 2.3% of assets, up from 1.5% a quarter earlier, followed by Communication Services and Materials.

Against the trend, Rotella Capital Management opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $3.17M.

  • Rotella Capital Management's largest Q4 2013 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 27,800 shares worth $3.17M.
  • Rotella Capital Management added most to Vanguard Short-Term Bond ETF in Q4 2013, an estimated $1.7M increase.
  • Rotella Capital Management's biggest Q4 2013 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.31M.
  • Rotella Capital Management fully exited iShares China Large-Cap ETF in Q4 2013, selling an estimated $1.41M.
  • Rotella Capital Management's ten largest holdings make up 44% of its $50.6M portfolio in Q4 2013.
  • Rotella Capital Management opened 44 new positions and closed 78 in Q4 2013.
  • Rotella Capital Management's portfolio value fell 5.9% quarter-over-quarter to $50.6M.

Based on Rotella Capital Management's 13F filing for Q4 2013, filed 6 Mar 2014.