Rotella Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$4M |
| 2 |
Vanguard Total Bond Market
BND
|
+$2.81M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$2.34M |
| 4 |
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
|
+$2.2M |
| 5 |
Baxter International
BAX
|
+$1.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$2.56M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$2.37M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$1.59M |
| 4 |
Vanguard Dividend Appreciation ETF
VIG
|
+$1.21M |
| 5 |
Vanguard Short-Term Bond ETF
BSV
|
+$1.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 7.95% |
| 2 | Healthcare | 6.24% |
| 3 | Financials | 4.58% |
| 4 | Industrials | 3.54% |
| 5 | Consumer Discretionary | 2.94% |
Similar funds
Rotella Capital Management's Q2 2014 Portfolio in Review
As of Q2 2014, Rotella Capital Management held 464 positions worth $118M, up 44% from $81.8M the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Rotella Capital Management deployed $32.9M of net new capital in Q2 2014, opening 219 new positions and adding to 89 existing holdings. Its largest new stake was Baxter International: 38,343 shares worth $1.51M.
By sector, the portfolio is most concentrated in Technology at 8% of assets, up from 1.9% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was State Street SPDR Bloomberg High Yield Bond ETF, an estimated $2.56M trimmed.
- Rotella Capital Management's largest Q2 2014 buy was Baxter International: 38,343 shares worth $1.51M.
- Rotella Capital Management added most to iShares TIPS Bond ETF in Q2 2014, an estimated $4M increase.
- Rotella Capital Management's biggest Q2 2014 reduction was State Street SPDR Bloomberg High Yield Bond ETF, cutting an estimated $2.56M.
- Rotella Capital Management fully exited Boeing in Q2 2014, selling an estimated $667K.
- Rotella Capital Management's ten largest holdings make up 30% of its $118M portfolio in Q2 2014.
- Rotella Capital Management opened 219 new positions and closed 95 in Q2 2014.
- Rotella Capital Management's portfolio value rose 44% quarter-over-quarter to $118M.
Based on Rotella Capital Management's 13F filing for Q2 2014, filed 18 Aug 2014.