Rotella Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
|
+$1.95M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$1.35M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$1.29M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$1.21M |
| 5 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$1.14M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$1.94M |
| 2 |
ProShares Short S&P500
SH
|
+$861K |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$705K |
| 4 |
ProShares UltraShort S&P500
SDS
|
+$654K |
| 5 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
+$634K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 3.9% |
| 2 | Technology | 3.02% |
| 3 | Industrials | 2.51% |
| 4 | Financials | 2.34% |
| 5 | Consumer Staples | 2.27% |
Similar funds
Rotella Capital Management's Q3 2013 Portfolio in Review
As of Q3 2013, Rotella Capital Management held 216 positions worth $53.7M, up 71% from $31.5M the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Rotella Capital Management deployed $20.7M of net new capital in Q3 2013, opening 74 new positions and adding to 24 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.
By sector, the portfolio is most concentrated in Healthcare at 3.9% of assets, up from 3.8% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $1.94M trimmed.
- Rotella Capital Management's largest Q3 2013 buy was iShares China Large-Cap ETF: 38,100 shares worth $1.41M.
- Rotella Capital Management added most to iShares 1-5 Year Investment Grade Corporate Bond ETF in Q3 2013, an estimated $1.95M increase.
- Rotella Capital Management's biggest Q3 2013 reduction was Invesco QQQ Trust, cutting an estimated $1.94M.
- Rotella Capital Management fully exited ProShares Short S&P500 in Q3 2013, selling an estimated $861K.
- Rotella Capital Management's ten largest holdings make up 38% of its $53.7M portfolio in Q3 2013.
- Rotella Capital Management opened 74 new positions and closed 83 in Q3 2013.
- Rotella Capital Management's portfolio value rose 71% quarter-over-quarter to $53.7M.
Based on Rotella Capital Management's 13F filing for Q3 2013, filed 18 Nov 2013.