Rotella Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$3.17M |
| 2 |
Vanguard Short-Term Bond ETF
BSV
|
+$1.7M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.34M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$1.03M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$942K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$1.41M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.31M |
| 3 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$1.2M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$1.15M |
| 5 |
VanEck Oil Services ETF
OIH
|
+$1.08M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.35% |
| 2 | Communication Services | 1.89% |
| 3 | Materials | 1.66% |
| 4 | Industrials | 1.48% |
| 5 | Technology | 1.36% |
Similar funds
Rotella Capital Management's Q4 2013 Portfolio in Review
As of Q4 2013, Rotella Capital Management held 176 positions worth $50.6M, down 5.9% from $53.7M the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Rotella Capital Management withdrew a net $5.41M in Q4 2013, closing 78 positions and reducing 21 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $1.41M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.3% of assets, up from 1.5% a quarter earlier, followed by Communication Services and Materials.
Against the trend, Rotella Capital Management opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $3.17M.
- Rotella Capital Management's largest Q4 2013 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 27,800 shares worth $3.17M.
- Rotella Capital Management added most to Vanguard Short-Term Bond ETF in Q4 2013, an estimated $1.7M increase.
- Rotella Capital Management's biggest Q4 2013 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.31M.
- Rotella Capital Management fully exited iShares China Large-Cap ETF in Q4 2013, selling an estimated $1.41M.
- Rotella Capital Management's ten largest holdings make up 44% of its $50.6M portfolio in Q4 2013.
- Rotella Capital Management opened 44 new positions and closed 78 in Q4 2013.
- Rotella Capital Management's portfolio value fell 5.9% quarter-over-quarter to $50.6M.
Based on Rotella Capital Management's 13F filing for Q4 2013, filed 6 Mar 2014.