Rotella Capital Management, Inc.
Q1 2014 13F-HR Holdings
Net value change ($000)
+31,286
(61.9%)
New positions
193
Sold out positions
47
Turnover %
64.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| TLT | 4,233 | NEW |
| VIG | 2,708 | 209.3% |
| EMB | 2,576 | 581.5% |
| VCIT | 2,379 | NEW |
| VCSH | 2,305 | 336.0% |
| BSV | 2,127 | 99.7% |
| SPDR SERIES TRUST | 1,930 | 104.1% |
| IGIB | 1,925 | NEW |
| HYG | 1,648 | 76.8% |
| BND | 1,429 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| LQD | -1,935 | -60.9% |
| SHY | -1,654 | -100.0% |
| GVI | -1,280 | -100.0% |
| POWERSHARES ETF TR II | -1,143 | -100.0% |
| Alphabet Inc. Class C | -903 | -100.0% |
| SPAB | -810 | -100.0% |
| SPDR SERIES TRUST | -809 | -100.0% |
| POWERSHARES ETF TR II | -778 | -100.0% |
| SPDR SERIES TRUST | -764 | -100.0% |
| IJR | -753 | -52.6% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|