RCM

Rotella Capital Management Portfolio holdings

AUM $1.47M
This Quarter Return
-1.81%
1 Year Return
-12.33%
3 Year Return
+26.57%
5 Year Return
–
10 Year Return
–
AUM
$95.3M
AUM Growth
+$95.3M
Cap. Flow
-$20.8M
Cap. Flow %
-21.79%
Top 10 Hldgs %
32.49%
Holding
506
New
138
Increased
67
Reduced
96
Closed
196

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$3.33M
2
FMC icon
FMC
FMC
$1.93M
3
MAT icon
Mattel
MAT
$1.8M
4
BND icon
Vanguard Total Bond Market
BND
$975K
5
INTC icon
Intel
INTC
$949K

Top Sells

1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$2.7M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$2.51M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$1.78M
4
TIP icon
iShares TIPS Bond ETF
TIP
$1.63M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$1.51M

Sector Composition

1 Consumer Discretionary 7.95%
2 Technology 7.7%
3 Materials 6.49%
4 Industrials 4.45%
5 Healthcare 4.04%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BND icon
1
Vanguard Total Bond Market
BND
$134B
$5.24M 5.5% 63,900 +11,900 +23% +$975K
SPY icon
2
SPDR S&P 500 ETF Trust
SPY
$658B
$4.57M 4.8% 23,214 +16,900 +268% +$3.33M
TLT icon
3
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
$3.6M 3.78% 31,000 – –
IGIB icon
4
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$16.2B
$3.05M 3.2% 27,900 -9,800 -26% -$1.07M
VCSH icon
5
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
$2.92M 3.06% 36,500 – –
TIP icon
6
iShares TIPS Bond ETF
TIP
$13.6B
$2.7M 2.84% 24,100 -14,500 -38% -$1.63M
BSV icon
7
Vanguard Short-Term Bond ETF
BSV
$38.5B
$2.68M 2.82% 33,500 -4,800 -13% -$384K
VCIT icon
8
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.4B
$2.19M 2.3% 25,500 -9,600 -27% -$823K
LQD icon
9
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
$2.08M 2.18% 17,600 -12,800 -42% -$1.51M
FMC icon
10
FMC
FMC
$4.88B
$1.93M 2.02% +33,700 New +$1.93M
PCY icon
11
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.22B
$1.9M 1.99% 66,800 +29,500 +79% +$839K
MAT icon
12
Mattel
MAT
$5.9B
$1.8M 1.89% +58,700 New +$1.8M
MBB icon
13
iShares MBS ETF
MBB
$41B
$1.73M 1.82% 16,000 -900 -5% -$97.3K
VIG icon
14
Vanguard Dividend Appreciation ETF
VIG
$95.4B
$1.44M 1.51% 18,700 -18,700 -50% -$1.44M
AGG icon
15
iShares Core US Aggregate Bond ETF
AGG
$131B
$1.34M 1.41% 12,300 – –
MDY icon
16
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
$1.3M 1.36% 5,205 +1,500 +40% +$374K
MUB icon
17
iShares National Muni Bond ETF
MUB
$38.6B
$1.28M 1.35% 11,700 -2,800 -19% -$307K
IEF icon
18
iShares 7-10 Year Treasury Bond ETF
IEF
$35.7B
$1.21M 1.27% 11,700 – –
DIA icon
19
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
$1.11M 1.16% 6,500 – –
EMB icon
20
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.4B
$1.11M 1.16% 9,800 -22,200 -69% -$2.51M
QQQ icon
21
Invesco QQQ Trust
QQQ
$364B
$1.02M 1.07% 10,300 -4,600 -31% -$455K
INTC icon
22
Intel
INTC
$107B
$949K 1% +27,257 New +$949K
SDY icon
23
SPDR S&P Dividend ETF
SDY
$20.6B
$922K 0.97% 12,300 – –
VCLT icon
24
Vanguard Long-Term Corporate Bond ETF
VCLT
$6.7B
$904K 0.95% 10,100 – –
BIV icon
25
Vanguard Intermediate-Term Bond ETF
BIV
$24.1B
$902K 0.95% 10,700 – –
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