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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
+3.2%
1 Year Est. Return
-12.32%
3 Year Est. Return
+26.58%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$118M
AUM Growth
+$36.3M
Cap. Flow
+$32.9M
Cap. Flow %
27.89%
Top 10 Hldgs %
30.21%
Holding
464
New
219
Increased
89
Reduced
54
Closed
95

Top Buys

Rank Stock Value
1
TIP icon
iShares TIPS Bond ETF
TIP
+$4M
2
BND icon
Vanguard Total Bond Market
BND
+$2.81M
3
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$2.34M
4
IGIB icon
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
+$2.2M
5
BAX icon
Baxter International
BAX
+$1.53M

Top Sells

Rank Stock Value
1
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$2.56M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$2.37M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.59M
4
VIG icon
Vanguard Dividend Appreciation ETF
VIG
+$1.21M
5
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$1.2M

Sector Composition

Rank Sector Weight
1 Technology 7.95%
2 Healthcare 6.33%
3 Financials 4.58%
4 Industrials 3.44%
5 Consumer Discretionary 2.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TIP icon
1
iShares TIPS Bond ETF
TIP
$14.5B
$4.45M 3.77%
38,600
+35,100
+1,003% +$4M
BND icon
2
Vanguard Total Bond Market
BND
$157B
$4.27M 3.62%
52,000
+34,400
+195% +$2.81M
IGIB icon
3
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$4.15M 3.52%
75,400
+40,100
+114% +$2.2M
EMB icon
4
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$3.69M 3.12%
32,000
+4,900
+18% +$556K
LQD icon
5
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$3.63M 3.07%
30,400
+19,800
+187% +$2.34M
TLT icon
6
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$3.52M 2.98%
31,000
-7,800
-20% -$870K
BSV icon
7
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.08M 2.61%
38,300
-14,900
-28% -$1.2M
VCIT icon
8
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$3.04M 2.57%
35,100
+7,100
+25% +$609K
VCSH icon
9
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$2.93M 2.48%
36,500
-900
-2% -$72.2K
VIG icon
10
Vanguard Dividend Appreciation ETF
VIG
$111B
$2.92M 2.47%
37,400
-15,800
-30% -$1.21M
IGSB icon
11
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$2.7M 2.29%
51,200
– –
HYG icon
12
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.23M 1.89%
23,400
-16,800
-42% -$1.59M
MBB icon
13
iShares MBS ETF
MBB
$38.9B
$1.83M 1.55%
16,900
+13,300
+369% +$1.43M
MUB icon
14
iShares National Muni Bond ETF
MUB
$45.1B
$1.58M 1.33%
14,500
+10,800
+292% +$1.17M
BAX icon
15
Baxter International
BAX
$13.5B
$1.51M 1.28%
+38,343
New +$1.53M
QQQ icon
16
Invesco QQQ Trust
QQQ
$453B
$1.4M 1.18%
14,900
-26,600
-64% -$2.37M
AGG icon
17
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.34M 1.14%
12,300
+2,850
+30% +$310K
IWM icon
18
iShares Russell 2000 ETF
IWM
$79.8B
$1.34M 1.14%
11,300
-10,118
-47% -$1.15M
JNK icon
19
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$1.24M 1.05%
9,933
-20,600
-67% -$2.56M
SPY icon
20
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.24M 1.05%
6,314
-5,286
-46% -$1.01M
IEF icon
21
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.21M 1.03%
+11,700
New +$1.2M
DIA icon
22
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.09M 0.92%
6,500
-550
-8% -$91.2K
PCY icon
23
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$1.09M 0.92%
37,300
+24,300
+187% +$697K
SH icon
24
ProShares Short S&P500
SH
$907M
$1M 0.85%
+5,375
New +$1.04M
MDY icon
25
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$965K 0.82%
3,705
-2,700
-42% -$676K
1
2 3 4 5

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Rotella Capital Management's Q2 2014 Portfolio in Review

As of Q2 2014, Rotella Capital Management held 464 positions worth $118M, up 44% from $81.8M the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Rotella Capital Management deployed $32.9M of net new capital in Q2 2014, opening 219 new positions and adding to 89 existing holdings. Its largest new stake was Baxter International: 38,343 shares worth $1.51M.

By sector, the portfolio is most concentrated in Technology at 8% of assets, up from 1.9% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was State Street SPDR Bloomberg High Yield Bond ETF, an estimated $2.56M trimmed.

  • Rotella Capital Management's largest Q2 2014 buy was Baxter International: 38,343 shares worth $1.51M.
  • Rotella Capital Management added most to iShares TIPS Bond ETF in Q2 2014, an estimated $4M increase.
  • Rotella Capital Management's biggest Q2 2014 reduction was State Street SPDR Bloomberg High Yield Bond ETF, cutting an estimated $2.56M.
  • Rotella Capital Management fully exited Boeing in Q2 2014, selling an estimated $667K.
  • Rotella Capital Management's ten largest holdings make up 30% of its $118M portfolio in Q2 2014.
  • Rotella Capital Management opened 219 new positions and closed 95 in Q2 2014.
  • Rotella Capital Management's portfolio value rose 44% quarter-over-quarter to $118M.

Based on Rotella Capital Management's 13F filing for Q2 2014, filed 18 Aug 2014.