Rotella Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$4.14M |
| 2 |
Vanguard Dividend Appreciation ETF
VIG
|
+$2.66M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$2.5M |
| 4 |
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
|
+$2.36M |
| 5 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$2.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$1.99M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$1.65M |
| 3 |
iShares Intermediate Government/Credit Bond ETF
GVI
|
+$1.28M |
| 4 |
IFLN
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
|
+$1.14M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$903K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 5.19% |
| 2 | Industrials | 3.62% |
| 3 | Healthcare | 3.5% |
| 4 | Financials | 3.07% |
| 5 | Communication Services | 2.67% |
Similar funds
Rotella Capital Management's Q1 2014 Portfolio in Review
As of Q1 2014, Rotella Capital Management held 290 positions worth $81.8M, up 62% from $50.6M the previous quarter. Its ten largest holdings account for 43% of the portfolio.
Rotella Capital Management deployed $29.8M of net new capital in Q1 2014, opening 190 new positions and adding to 33 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 5.2% of assets, up from 2.3% a quarter earlier, followed by Industrials and Healthcare.
On the sell side, the largest reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $1.99M trimmed.
- Rotella Capital Management's largest Q1 2014 buy was iShares 20+ Year Treasury Bond ETF: 38,800 shares worth $4.23M.
- Rotella Capital Management added most to Vanguard Dividend Appreciation ETF in Q1 2014, an estimated $2.66M increase.
- Rotella Capital Management's biggest Q1 2014 reduction was iShares iBoxx $ Investment Grade Corporate Bond ETF, cutting an estimated $1.99M.
- Rotella Capital Management fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2014, selling an estimated $1.65M.
- Rotella Capital Management's ten largest holdings make up 43% of its $81.8M portfolio in Q1 2014.
- Rotella Capital Management opened 190 new positions and closed 47 in Q1 2014.
- Rotella Capital Management's portfolio value rose 62% quarter-over-quarter to $81.8M.
Based on Rotella Capital Management's 13F filing for Q1 2014, filed 21 May 2014.