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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 4.45%
5 Healthcare 4.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BND icon
1
Vanguard Total Bond Market
BND
$157B
$5.24M 5.5%
63,900
+11,900
+23% +$976K
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$4.57M 4.8%
23,214
+16,900
+268% +$3.34M
TLT icon
3
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$3.6M 3.78%
31,000
– –
IGIB icon
4
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$3.05M 3.2%
55,800
-19,600
-26% -$1.08M
VCSH icon
5
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$2.92M 3.06%
36,500
– –
TIP icon
6
iShares TIPS Bond ETF
TIP
$14.5B
$2.7M 2.84%
24,100
-14,500
-38% -$1.66M
BSV icon
7
Vanguard Short-Term Bond ETF
BSV
$44.6B
$2.68M 2.82%
33,500
-4,800
-13% -$385K
VCIT icon
8
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.1B
$2.19M 2.3%
25,500
-9,600
-27% -$828K
LQD icon
9
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$2.08M 2.18%
17,600
-12,800
-42% -$1.52M
FMC icon
10
FMC
FMC
$1.42B
$1.93M 2.02%
+38,856
New +$2.21M
PCY icon
11
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$1.9M 1.99%
66,800
+29,500
+79% +$857K
MAT icon
12
Mattel
MAT
$4.17B
$1.8M 1.89%
+58,700
New +$2.08M
MBB icon
13
iShares MBS ETF
MBB
$39B
$1.73M 1.82%
16,000
-900
-5% -$97.1K
VIG icon
14
Vanguard Dividend Appreciation ETF
VIG
$111B
$1.44M 1.51%
18,700
-18,700
-50% -$1.45M
AGG icon
15
iShares Core US Aggregate Bond ETF
AGG
$138B
$1.34M 1.41%
12,300
– –
MDY icon
16
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$1.3M 1.36%
5,205
+1,500
+40% +$385K
MUB icon
17
iShares National Muni Bond ETF
MUB
$45.1B
$1.28M 1.35%
11,700
-2,800
-19% -$305K
IEF icon
18
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.21M 1.27%
11,700
– –
DIA icon
19
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.11M 1.16%
6,500
– –
EMB icon
20
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.11M 1.16%
9,800
-22,200
-69% -$2.54M
QQQ icon
21
Invesco QQQ Trust
QQQ
$455B
$1.02M 1.07%
10,300
-4,600
-31% -$448K
INTC icon
22
Intel
INTC
$464B
$949K 1%
+27,257
New +$923K
SDY icon
23
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$922K 0.97%
12,300
– –
VCLT icon
24
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.83B
$904K 0.95%
10,100
– –
BIV icon
25
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$902K 0.95%
10,700
– –
1
2 3 4 5

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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.