RCM

Rotella Capital Management Portfolio holdings

AUM $1.47M
This Quarter Return
+5.62%
1 Year Return
-12.33%
3 Year Return
+26.57%
5 Year Return
–
10 Year Return
–
AUM
$53.7M
AUM Growth
+$53.7M
Cap. Flow
+$21M
Cap. Flow %
39.15%
Top 10 Hldgs %
37.68%
Holding
217
New
74
Increased
24
Reduced
30
Closed
84

Top Buys

1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$1.96M
2
FXI icon
iShares China Large-Cap ETF
FXI
$1.41M
3
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
$1.29M
4
IWM icon
iShares Russell 2000 ETF
IWM
$1.25M
5
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$1.13M

Top Sells

1
QQQ icon
Invesco QQQ Trust
QQQ
$2.01M
2
SH icon
ProShares Short S&P500
SH
$861K
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
$726K
4
SDS icon
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

1 Healthcare 3.9%
2 Technology 3.02%
3 Industrials 2.51%
4 Financials 2.34%
5 Consumer Staples 2.27%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
IGSB icon
1
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$21.6B
$2.79M 5.19% 26,500 +18,600 +235% +$1.96M
SPY icon
2
SPDR S&P 500 ETF Trust
SPY
$658B
$2.72M 5.07% 16,200 +4,786 +42% +$804K
IWM icon
3
iShares Russell 2000 ETF
IWM
$67B
$2.55M 4.74% 23,900 +11,700 +96% +$1.25M
DIA icon
4
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
$2.33M 4.33% 15,400 +7,500 +95% +$1.13M
VIG icon
5
Vanguard Dividend Appreciation ETF
VIG
$95.4B
$2.12M 3.95% 30,500 +5,600 +22% +$390K
MDY icon
6
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
$1.99M 3.71% 8,805 +3,100 +54% +$702K
QQQ icon
7
Invesco QQQ Trust
QQQ
$364B
$1.59M 2.95% 20,100 -25,500 -56% -$2.01M
XLB icon
8
Materials Select Sector SPDR Fund
XLB
$5.53B
$1.46M 2.71% 34,700 +19,700 +131% +$827K
FXI icon
9
iShares China Large-Cap ETF
FXI
$6.65B
$1.41M 2.63% +38,100 New +$1.41M
SHY icon
10
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
$1.29M 2.4% +15,300 New +$1.29M
IVV icon
11
iShares Core S&P 500 ETF
IVV
$662B
$1.18M 2.2% 7,000 +3,600 +106% +$608K
IJR icon
12
iShares Core S&P Small-Cap ETF
IJR
$85.2B
$1.16M 2.15% 11,600 – –
IJH icon
13
iShares Core S&P Mid-Cap ETF
IJH
$100B
$1.11M 2.06% 8,900 +6,200 +230% +$770K
OIH icon
14
VanEck Oil Services ETF
OIH
$886M
$1.08M 2.02% 23,000 +16,500 +254% +$777K
XLI icon
15
Industrial Select Sector SPDR Fund
XLI
$23.3B
$1.02M 1.89% 21,900 +14,500 +196% +$673K
XLV icon
16
Health Care Select Sector SPDR Fund
XLV
$33.9B
$991K 1.84% 19,600 +12,800 +188% +$647K
SDY icon
17
SPDR S&P Dividend ETF
SDY
$20.6B
$910K 1.69% 13,200 – –
SMH icon
18
VanEck Semiconductor ETF
SMH
$27B
$886K 1.65% 22,200 +11,100 +100% +$443K
EEM icon
19
iShares MSCI Emerging Markets ETF
EEM
$19B
$885K 1.65% 21,700 -17,800 -45% -$726K
VWO icon
20
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
$878K 1.63% +21,900 New +$878K
JNK icon
21
SPDR Bloomberg High Yield Bond ETF
JNK
$8.1B
$801K 1.49% +20,100 New +$801K
HYG icon
22
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$797K 1.48% +8,700 New +$797K
FLOT icon
23
iShares Floating Rate Bond ETF
FLOT
$9.15B
$659K 1.23% 13,000 – –
PHB icon
24
Invesco Fundamental High Yield Corporate Bond ETF
PHB
$352M
$653K 1.22% +34,700 New +$653K
MSFT icon
25
Microsoft
MSFT
$3.77T
$612K 1.14% +18,360 New +$612K
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