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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
+3.65%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$81.8M
AUM Growth
+$31.3M
Cap. Flow
+$29.8M
Cap. Flow %
36.43%
Top 10 Hldgs %
42.66%
Holding
290
New
190
Increased
33
Reduced
15
Closed
47

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$4.14M
2
VIG icon
Vanguard Dividend Appreciation ETF
VIG
+$2.66M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$2.5M
4
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
+$2.36M
5
VCSH icon
Vanguard Short-Term Corporate Bond ETF
VCSH
+$2.3M

Top Sells

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.99M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.65M
3
GVI icon
iShares Intermediate Government/Credit Bond ETF
GVI
+$1.28M
4
IFLN
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
+$1.14M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$903K

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 5.19%
2 Healthcare 3.59%
3 Industrials 3.54%
4 Financials 3.07%
5 Communication Services 2.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BSV icon
1
Vanguard Short-Term Bond ETF
BSV
$44.7B
$4.26M 5.21%
53,200
+26,500
+99% +$2.12M
TLT icon
2
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$4.23M 5.17%
+38,800
New +$4.14M
VIG icon
3
Vanguard Dividend Appreciation ETF
VIG
$111B
$4M 4.89%
53,200
+36,000
+209% +$2.66M
HYG icon
4
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.79M 4.64%
40,200
+17,100
+74% +$1.6M
JNK icon
5
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$3.78M 4.62%
30,533
+15,300
+100% +$1.88M
QQQ icon
6
Invesco QQQ Trust
QQQ
$453B
$3.64M 4.45%
41,500
+10,100
+32% +$892K
EMB icon
7
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$3.02M 3.69%
27,100
+23,000
+561% +$2.5M
VCSH icon
8
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$2.99M 3.65%
37,400
+28,800
+335% +$2.3M
IGSB icon
9
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$2.7M 3.3%
51,200
+3,800
+8% +$200K
IWM icon
10
iShares Russell 2000 ETF
IWM
$79.8B
$2.49M 3.05%
21,418
-1,182
-5% -$136K
VCIT icon
11
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$2.38M 2.91%
+28,000
New +$2.36M
SPY icon
12
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$2.17M 2.65%
11,600
+2,786
+32% +$511K
IGIB icon
13
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$1.93M 2.35%
+35,300
New +$1.92M
IJH icon
14
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.79M 2.18%
65,000
+12,500
+24% +$336K
MDY icon
15
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.6M 1.96%
6,405
+100
+2% +$24.5K
BND icon
16
Vanguard Total Bond Market
BND
$157B
$1.43M 1.75%
+17,600
New +$1.43M
SSO icon
17
ProShares Ultra S&P500
SSO
$7.87B
$1.28M 1.57%
+195,200
New +$1.23M
IVV icon
18
iShares Core S&P 500 ETF
IVV
$878B
$1.28M 1.56%
6,800
+5,000
+278% +$923K
LQD icon
19
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$1.24M 1.52%
10,600
-17,200
-62% -$1.99M
SDY icon
20
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.24M 1.51%
16,800
+4,800
+40% +$345K
DIA icon
21
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.16M 1.42%
7,050
-1,050
-13% -$170K
AGG icon
22
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.02M 1.25%
+9,450
New +$1.02M
IJR icon
23
iShares Core S&P Small-Cap ETF
IJR
$109B
$678K 0.83%
12,314
-13,886
-53% -$751K
BA icon
24
Boeing
BA
$171B
$667K 0.82%
+5,316
New +$693K
TRV icon
25
Travelers Companies
TRV
$78.1B
$666K 0.81%
+7,824
New +$658K
1
2 3 4 5

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Rotella Capital Management's Q1 2014 Portfolio in Review

As of Q1 2014, Rotella Capital Management held 290 positions worth $81.8M, up 62% from $50.6M the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Rotella Capital Management deployed $29.8M of net new capital in Q1 2014, opening 190 new positions and adding to 33 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 5.2% of assets, up from 2.3% a quarter earlier, followed by Healthcare and Industrials.

On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.99M trimmed.

  • Rotella Capital Management's largest Q1 2014 buy was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.
  • Rotella Capital Management added most to Vanguard Dividend Appreciation ETF in Q1 2014, an estimated $2.66M increase.
  • Rotella Capital Management's biggest Q1 2014 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $1.99M.
  • Rotella Capital Management fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2014, selling an estimated $1.65M.
  • Rotella Capital Management's ten largest holdings make up 43% of its $81.8M portfolio in Q1 2014.
  • Rotella Capital Management opened 190 new positions and closed 47 in Q1 2014.
  • Rotella Capital Management's portfolio value rose 62% quarter-over-quarter to $81.8M.

Based on Rotella Capital Management's 13F filing for Q1 2014, filed 21 May 2014.