Rotella Capital Management

Latest statistics and disclosures from Rotella Capital Management's latest quarterly 13F-HR filing:

Rotella Capital Management portfolio companies for December 2013 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
LQD iShares IBoxx $ Invest Grade Corp Bd Fd 6.28 NEW 27800 114.21 117.84
QQQQ PowerShares QQQ Trust, Series 1 5.46 +56.00% 31400 87.96 0.00
IWM iShares Russell 2000 Index 5.16 -5.00% 22600 115.31 112.79
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 4.94 -10.00% 23700 105.44 105.45
HYG iShares iBoxx $ High Yid Corp Bond 4.25 +165.00% 23100 92.90 94.17
BSV Vanguard Short-Term Bond ETF 4.22 +376.00% 26700 79.93 80.17
JNK SPDR Barclays Capital High Yield B 3.67 +127.00% 45700 40.57 41.26
SHY iShares Lehman 1-3 Year Treas.Bond 3.27 +28.00% 19600 84.39 84.47
SPY SPDR S&P; 500 ETF 3.22 -45.00% 8814 184.71 186.19
MDY SPDR S&P; MidCap 400 ETF 3.05 -28.00% 6305 244.25 246.28
IJR iShares S&P; SmallCap 600 Index 2.83 +12.00% 13100 109.24 107.84
IJH iShares S&P; MidCap 400 Index 2.78 +17.00% 10500 133.81 135.05
DIA SPDR Dow Jones Industrial Average ETF 2.65 -47.00% 8100 165.43 163.58
VIG Vanguard Dividend Appreciation ETF 2.56 -43.00% 17200 75.23 75.63
GVI iShares Brclys Intrdte Gov/Crt Bd Fd 2.53 +185.00% 11700 109.40 110.24
PHB PowerShares Hgh Yield Corporate Bnd 2.26 +71.00% 59500 19.21 19.45
GOOG Google 1.79 NEW 806 1120.35 536.49
SDY SPDR S&P; Dividend 1.72 -9.00% 12000 72.58 74.08
SHM SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 1.60 NEW 33300 24.29 24.31
LAG SPDR Barclays Capital Aggregate Bo 1.60 +80.00% 14400 56.25 57.37
PCY PowerShares Emerging Markets Sovere 1.59 +80.00% 29800 27.01 28.20
XLK Technology SPDR 1.54 +29.00% 21800 35.73 35.96
PZA PowerShares Insured Nati Muni Bond 1.54 +81.00% 33900 22.95 24.25
TFI SPDR Nuveen Barclays Capital Municpl Bnd 1.51 +80.00% 33900 22.54 23.46
Ishares Tr fltg rate nt 1.37 +5.00% 13700 50.73 0.00
VCSH Vanguard Short Term Corporate Bond ETF 1.36 NEW 8600 79.77 80.07
XLI Industrial SPDR 1.13 -50.00% 10900 52.29 52.64
SCPB SPDR Barclays Cptl Shrt Term Corp Bd ETF 1.03 17000 30.71 30.79
Market Vectors Semiconductor E 1.02 -45.00% 12200 42.46 0.00
Powershares Etf Trust Ii intl corp bond 0.99 NEW 17000 29.53 0.00
MUB iShares S&P; Natl AMTFr Mncpl Bd Fd 0.90 NEW 4400 103.64 107.71
BLV Vanguard Long-Term Bond ETF 0.89 NEW 5500 81.82 88.26
WIP SPDR DB Int'l Govt Infl Pro Bond 0.88 7600 58.42 60.83
EMB iShares JPMorgan USD Emer Mkt Bnd Fd ETF 0.88 NEW 4100 108.05 112.16
PLW PowerShares 1-30 Laddered Treasury 0.88 15100 29.34 30.63
CFT iShares Barclays Credit Bond Fund 0.87 NEW 4100 106.83 110.43
AXP American Express Company 0.81 +35.00% 4522 90.67 85.72
Accenture 0.77 NEW 4724 82.13 0.00
CAG ConAgra Foods 0.74 NEW 11131 33.69 31.17
WOR Worthington Industries 0.74 NEW 8900 42.13 36.89
PIR Pier 1 Imports 0.72 NEW 15700 23.06 17.91
CCL Carnival Corporation 0.69 NEW 8650 40.12 37.01
XLB Materials SPDR 0.67 -78.00% 7300 46.16 47.43
IVV iShares S&P; 500 Index 0.66 -74.00% 1800 185.56 187.29
XLE Energy Select Sector SPDR 0.63 -44.00% 3600 88.61 92.56
EBF Ennis 0.63 NEW 18092 17.69 15.71
XLV Health Care SPDR 0.59 -72.00% 5400 55.37 56.82
XLF Financial Select Sector SPDR 0.50 NEW 11500 21.83 21.84
AZO AutoZone 0.48 NEW 504 478.17 518.48
AAPL Apple 0.46 NEW 415 561.45 520.88
PCLN priceline.com Incorporated 0.46 202 1163.37 1216.61
CONN CONN'S 0.44 NEW 2800 78.93 42.60
REX Rex American Resources 0.43 NEW 4808 44.72 60.89
GS Goldman Sachs 0.42 -36.00% 1200 177.50 158.39
DG Dollar General 0.41 NEW 3406 60.19 55.20
UNH UnitedHealth 0.40 NEW 2678 75.43 75.14
Equal Energy 0.40 +89.00% 37571 5.32 0.00
Just Energy 0.29 NEW 20481 7.18 0.00
HOV Hovnanian Enterprises 0.23 NEW 17300 6.65 4.47
Primero Mining Corporation 0.19 NEW 22062 4.44 0.00
Taseko Cad 0.15 +65.00% 34784 2.13 0.00
Pengrowth Energy 0.15 NEW 11900 6.22 0.00
Nevsun Res 0.14 +64.00% 20700 3.33 0.00
Frontline Limited Usd2.5 0.13 NEW 17900 3.74 0.00
Advantage Oil & Gas 0.13 +40.00% 15159 4.35 0.00
SIGA SIGA Technologies 0.12 +72.00% 18801 3.24 2.83
WRES Warren Resources 0.12 -11.00% 19653 3.15 5.24
SCLN SciClone Pharmaceuticals 0.11 NEW 11272 5.06 4.54
ROIAK Radio One 0.10 -18.00% 13908 3.81 4.36
EMMS Emmis Communications Corporation 0.10 NEW 17935 2.68 3.27
GFRE Gulf Resources 0.10 +78.00% 21218 2.36 0.00
Silvercorp Metals 0.10 NEW 21200 2.31 0.00
Thompson Creek Metals 0.10 NEW 24400 2.17 0.00
Rio Alto Mng 0.10 +131.00% 30233 1.69 0.00
TSYS TeleCommunication Systems 0.09 NEW 19919 2.31 2.55
Iamgold 0.09 NEW 12800 3.36 0.00
III Information Services 0.09 -17.00% 10342 4.25 5.10
SUMR Summer Infant 0.09 +13.00% 25277 1.82 1.98
ATP Atlantic Power Corporation 0.08 NEW 11000 3.45 0.00
Timmins Gold 0.08 +109.00% 36500 1.07 0.00
Aurico Gold 0.08 NEW 10800 3.70 0.00
Fab Universal 0.08 NEW 13005 3.08 0.00
LTS Ladenburg Thalmann Financial Services 0.07 -38.00% 11579 3.11 2.87
Fortuna Silver Mines 0.07 NEW 11600 2.84 0.00
HPOL Harris Interactive 0.06 NEW 15576 1.99 2.03
China Bak Battery 0.06 +44.00% 14479 2.21 0.00
MEA Metali 0.05 NEW 13059 2.07 1.63
PRMW Primo Water Corporation 0.05 NEW 10214 2.64 3.96
Global Geophysical Svcs 0.04 NEW 13401 1.64 0.00
USAT USA Technologies 0.04 -26.00% 11600 1.81 2.06
Ballard Pwr Sys 0.04 NEW 13000 1.54 0.00
OPTT Ocean Power Technologies 0.04 NEW 10200 1.96 2.75
SMT SMART Technologies 0.04 -25.00% 10000 2.20 4.50
PIP PharmAthene 0.04 -45.00% 10262 1.85 1.43
Merus Labs Intl 0.04 NEW 14600 1.44 0.00
ENZN Enzon Pharmaceuticals 0.03 +11.00% 13701 1.17 0.97
APP American Apparel 0.03 +18.00% 12593 1.27 0.52

Past 13F-HR SEC Filings for Rotella Capital Management