Rotella Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.34M |
| 2 |
FMC
FMC
|
+$2.21M |
| 3 |
Mattel
MAT
|
+$2.08M |
| 4 |
Vanguard Total Bond Market
BND
|
+$976K |
| 5 |
Intel
INTC
|
+$923K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
|
+$2.7M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$2.54M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.81M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$1.66M |
| 5 |
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 | 4.52% |
| 5 | Healthcare | 3.97% |
Similar funds
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.