Rotella Capital Management

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

Rotella Capital Management portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
BSV Vanguard Short-Term Bond ETF 5.21 +99.00% 53200 80.09 80.22
TLT iShares Barclays 20+ Yr Treas.Bond 5.17 NEW 38800 109.10 115.41
VIG Vanguard Dividend Appreciation ETF 4.89 +209.00% 53200 75.23 78.20
HYG iShares iBoxx $ High Yid Corp Bond 4.64 +74.00% 40200 94.38 94.03
JNK SPDR Barclays Capital High Yield B 4.62 +100.00% 91600 41.31 41.25
QQQQ PowerShares QQQ Trust, Series 1 4.45 +32.00% 41500 87.69 0.00
EMB iShares JPMorgan USD Emer Mkt Bnd Fd ETF 3.69 +560.00% 27100 111.40 116.04
VCSH Vanguard Short Term Corporate Bond ETF 3.65 +334.00% 37400 79.97 80.22
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 3.30 +8.00% 25600 105.47 105.45
IWM iShares Russell 2000 Index 3.04 -5.00% 21418 116.35 115.31
VCIT Vanguard Intermediate Tm Cpte Bd ETF 2.91 NEW 28000 84.96 86.68
SPY SPDR S&P; 500 ETF 2.65 +31.00% 11600 187.07 198.76
CIU iShares Barclays Inter Crd Bd Fund ETF) 2.35 NEW 17650 109.07 110.15
IJH iShares S&P; MidCap 400 Index 2.18 +23.00% 13000 137.46 141.22
MDY SPDR S&P; MidCap 400 ETF 1.96 6405 250.59 257.16
BND Vanguard Total Bond Market ETF 1.75 NEW 17600 81.19 82.28
SSO ProShares Ultra S&P500; 1.57 NEW 12200 105.33 119.25
IVV iShares S&P; 500 Index 1.56 +277.00% 6800 188.24 200.03
LQD iShares IBoxx $ Invest Grade Corp Bd Fd 1.52 -61.00% 10600 116.98 119.41
SDY SPDR S&P; Dividend 1.51 +40.00% 16800 73.57 76.08
DIA SPDR Dow Jones Industrial Average ETF 1.42 -12.00% 7050 164.26 170.40
AGG iShares Lehman Aggregate Bond 1.25 NEW 9450 107.94 109.50
IJR iShares S&P; SmallCap 600 Index 0.83 -53.00% 6157 110.12 109.68
BA Boeing Company 0.82 NEW 5316 125.47 126.70
TRV Travelers Companies 0.81 NEW 7824 85.12 91.75
MMM 3M Company 0.76 NEW 4600 135.65 145.18
UTX United Technologies Corporation 0.76 NEW 5300 116.79 110.09
VCLT Vanguard Long Term Corporate Bond ETF 0.71 NEW 6700 87.31 91.00
PCLN priceline.com Incorporated 0.58 +98.00% 401 1192.02 1236.73
IYR iShares Dow Jones US Real Estate 0.54 NEW 6500 67.69 73.18
HD Home Depot 0.50 NEW 5224 79.06 80.77
Orthofix International Nv Com Stk 0.49 NEW 13324 30.17 0.00
MOV Movado 0.48 NEW 8600 45.58 39.62
MUB iShares S&P; Natl AMTFr Mncpl Bd Fd 0.48 -15.00% 3700 107.03 108.97
TIP iShares Barclays TIPS Bond Fund 0.48 NEW 3500 112.00 115.41
MBB iShares Lehman MBS Bond Fund 0.47 NEW 3600 106.11 108.08
XLV Health Care SPDR 0.46 +20.00% 6500 58.46 62.07
CALM Cal-Maine Foods 0.45 NEW 5900 62.71 78.60
BBBY Bed Bath & Beyond 0.44 NEW 5230 68.83 61.33
PCY PowerShares Emerging Markets Sovere 0.44 -56.00% 13000 28.00 29.35
JVA Coffee Holding 0.39 NEW 41900 7.61 6.31
DIS Walt Disney Company 0.38 NEW 3900 80.00 86.01
MYL Mylan 0.38 NEW 6400 48.91 52.65
ISRG Intuitive Surgical 0.38 NEW 700 438.57 445.20
NKE NIKE 0.38 NEW 4226 73.83 77.21
FDS FactSet Research Systems 0.37 NEW 2800 107.86 120.92
O'reilly Automotive 0.37 NEW 2013 148.53 0.00
Mondelez Int 0.37 NEW 8800 34.55 0.00
AXP American Express Company 0.36 -27.00% 3300 90.00 93.50
Market Vectors Semiconductor E 0.36 -46.00% 6500 45.54 0.00
MCS Marcus Corporation 0.34 NEW 16800 16.73 19.22
AZO AutoZone 0.33 504 537.70 509.29
Global Sources 0.33 NEW 29911 8.96 0.00
XLU Utilities SPDR 0.33 NEW 6500 41.38 42.62
Penn West Energy Trust 0.33 NEW 32500 8.37 0.00
CMCSA Comcast Corporation 0.32 NEW 5239 50.01 54.41
MKC McCormick & Company, Incorporated 0.32 NEW 3630 71.63 69.90
Advantage Oil & Gas 0.32 +246.00% 52459 4.94 0.00
IHS IHS 0.31 NEW 2100 121.43 133.17
Baytex Energy 0.31 NEW 6097 41.17 0.00
Avago Technologies 0.30 NEW 3800 64.47 0.00
XLK Technology SPDR 0.29 -70.00% 6500 36.31 39.89
M Macy's 0.28 NEW 3835 59.19 57.46
Signet Jewelers 0.28 NEW 2200 105.91 0.00
EBAY eBay 0.27 NEW 3934 55.16 52.11
Rio Alto Mng 0.27 +275.00% 113633 1.94 0.00
Onebeacon Insurance Group Ltd Cl-a 0.26 NEW 13865 15.43 0.00
Vodafone Group New Adr F 0.26 NEW 5863 36.84 0.00
BIV Vanguard Intermediate-Term Bond ETF 0.25 NEW 2450 83.27 84.88
Tsakos Energy Navigation 0.24 NEW 25478 7.77 0.00
SPLS Staples 0.22 NEW 16200 11.36 11.04
OME Omega Protein Corporation 0.22 NEW 15271 12.05 14.09
FIG Fortress Investment 0.21 NEW 23500 7.40 7.71
ATP Atlantic Power Corporation 0.21 +433.00% 58700 2.88 0.00
RDNT RadNet 0.20 NEW 57198 2.83 5.75
LOGITECH INTERNATIONAL SA APP Com Stk 0.20 NEW 10786 14.83 0.00
CTRN Citi Trends 0.20 NEW 10256 16.28 20.47
LEE Lee Enterprises, Incorporated 0.19 NEW 35502 4.48 4.16
IMN Imation 0.19 NEW 26928 5.76 3.25
TAXI Medallion Financial 0.19 NEW 11758 13.18 11.39
Dex Media 0.19 NEW 16600 9.22 0.00
SVU SUPERVALU 0.18 NEW 21000 6.86 8.95
FSS Federal Signal Corporation 0.18 NEW 10155 14.87 14.21
TSYS TeleCommunication Systems 0.18 +217.00% 63198 2.29 3.29
COWN Cowen 0.18 NEW 33805 4.41 4.29
Earthlink Holdings 0.17 NEW 38600 3.60 0.00
GPK Graphic Packaging Holding Company 0.16 NEW 13300 10.15 11.56
UVE Universal Insurance Holdings 0.16 NEW 10392 12.70 12.72
HALL Hallmark Financial Services 0.16 NEW 16281 8.29 9.62
LTS Ladenburg Thalmann Financial Services 0.16 +278.00% 43776 3.02 3.50
Equal Energy 0.16 -24.00% 28371 4.58 0.00
Pengrowth Energy 0.16 +76.00% 21000 6.10 0.00
ABD ACCO Brands Corporation 0.15 NEW 19400 6.19 0.00
MDCI Medical Action Industries 0.15 NEW 17227 6.97 13.81
GNCMA General Communication 0.15 NEW 10901 11.38 11.00
SIGA SIGA Technologies 0.15 +108.00% 39197 3.11 2.69
AOI Alliance One International 0.14 NEW 40318 2.93 2.46
CWST Casella Waste Systems 0.14 NEW 21917 5.11 4.98
PQ PetroQuest Energy 0.13 NEW 18410 5.70 6.97
OMEX Odyssey Marine Exploration 0.13 NEW 45274 2.30 1.42
ONNN ON Semiconductor 0.12 NEW 10700 9.44 9.39
TTMI TTM Technologies 0.12 NEW 11654 8.41 8.04
SGU Star Gas Partners 0.12 NEW 16389 5.86 6.50
DNDN Dendreon Corporation 0.12 NEW 32800 2.99 2.16
MRGE Merge Healthcare 0.12 NEW 41612 2.45 2.42
Tower Semiconductor 0.12 NEW 10560 9.19 0.00
JBLU JetBlue Airways Corporation 0.11 NEW 10700 8.69 10.99
CBK Christopher & Banks Corporation 0.11 NEW 13137 6.62 9.25
ROIAK Radio One 0.11 +37.00% 19190 4.74 4.84
EMMS Emmis Communications Corporation 0.11 +51.00% 27135 3.21 2.64
JAKK JAKKS Pacific 0.11 NEW 12244 7.19 7.42
Taseko Cad 0.11 +29.00% 45062 1.98 0.00
Seabridge Gold 0.11 NEW 12500 7.12 0.00
Biodel 0.11 NEW 32315 2.72 0.00
Local Corp cmn 0.11 NEW 47464 1.92 0.00
Cel-sci 0.11 NEW 60800 1.51 0.00
MNI McClatchy Company 0.10 NEW 12216 6.39 5.27
PSEM Pericom Semiconductor 0.10 NEW 10559 7.86 8.97
SIMG Silicon Image 0.10 NEW 11600 6.90 4.82
ELX Emulex Corporation 0.10 NEW 11200 7.41 5.57
JMP JMP 0.10 NEW 11654 7.12 6.97
FVE Five Star Quality Care 0.10 NEW 17200 4.88 4.76
OSUR OraSure Technologies 0.10 NEW 10700 7.94 8.43
Vantage Drilling Company ord shs 0.10 NEW 49400 1.70 0.00
VICL Vical Incorporated 0.10 NEW 61700 1.30 1.29
Kemet Corporation Cmn 0.10 NEW 13386 5.83 0.00
Agenus 0.10 NEW 26032 3.19 0.00
Neostem 0.10 NEW 11400 7.02 0.00
CMCSK Comcast Corporation 0.09 NEW 1500 48.67 54.25
CBR CIBER 0.09 NEW 15371 4.55 4.38
SQNM Sequenom 0.09 NEW 28980 2.45 3.72
JINPAN International 0.09 NEW 10184 7.56 0.00
WRES Warren Resources 0.09 -26.00% 14493 4.83 6.63
Gran Tierra Energy 0.09 NEW 10100 7.52 0.00
Ballard Pwr Sys 0.09 +35.00% 17600 4.38 0.00
III Information Services 0.09 +41.00% 14585 4.94 4.50
TAST Carrols Restaurant 0.09 NEW 10525 7.13 7.59
SCMP Sucampo Pharmaceuticals 0.09 NEW 10495 7.15 6.29
Teekay Tankers Ltd cl a 0.09 NEW 21400 3.55 0.00
Diana Containerships 0.09 NEW 18459 3.85 0.00
Cyclacel Pharmaceuticals 0.09 NEW 19639 3.67 0.00
Anthera Pharmaceutcls 0.09 NEW 21902 3.33 0.00
FTR Frontier Communications 0.08 NEW 11300 5.66 5.81
ENZ Enzo Biochem 0.08 NEW 15516 4.19 5.20
MTSN Mattson Technology 0.08 NEW 28571 2.31 2.23
SONS Sonus Networks 0.08 NEW 19700 3.35 4.09
CRIS Curis 0.08 NEW 23902 2.80 1.77
USEG U.S. Energy 0.08 NEW 13801 4.78 4.05
SMT SMART Technologies 0.08 +40.00% 14073 4.76 2.48
SUMR Summer Infant 0.08 +28.00% 32594 2.09 3.60
THLD Threshold Pharmaceuticals 0.08 NEW 14600 4.73 4.29
ONTY Oncothyreon 0.08 NEW 21418 2.99 3.32
IFON InfoSonics Corporation 0.08 NEW 17700 3.50 2.21
Meetme 0.08 NEW 19300 3.26 0.00
Guanwei Recycling 0.08 NEW 22654 2.78 0.00
GFA Gafisa SA 0.07 NEW 17100 3.16 3.25
GOL Gol Linhas Aereas Inteligentes SA 0.07 NEW 11300 4.87 6.34
QTM Quantum Corporation 0.07 NEW 45813 1.22 1.28
AMSC American Superconductor Corporation 0.07 NEW 36942 1.60 1.92
AXAS Abraxas Petroleum 0.07 NEW 14501 3.93 5.76
BTN Ballantyne Strong 0.07 NEW 11598 4.74 3.84
SORL Sorl Auto Parts 0.07 NEW 15743 3.75 3.55
PRKR ParkerVision 0.07 NEW 12651 4.82 1.38
Genvec 0.07 NEW 20735 2.65 0.00
Microvision Inc Del 0.07 NEW 29759 1.92 0.00
*alexza Pharmaceuticals 0.07 NEW 13337 4.42 0.00
China Auto Logistics 0.07 NEW 15120 3.77 0.00
SNTA Synta Pharmaceuticals 0.06 NEW 11700 4.27 4.11
DVAX Dynavax Technologies Corporation 0.06 NEW 29000 1.79 1.42
Iamgold 0.06 +16.00% 14900 3.49 0.00
Thompson Creek Metals 0.06 -5.00% 23000 2.17 0.00
WSTL Westell Technologies 0.06 NEW 13039 3.68 2.12
ZHNE Zhone Technologies 0.06 NEW 10800 4.26 3.55
NOR Noranda Aluminum Holding Corporation 0.06 NEW 12117 4.13 4.71
USAT USA Technologies 0.06 +102.00% 23500 2.09 2.17
SURG Synergetics USA 0.06 NEW 15248 3.08 3.04
INUV Inuvo 0.06 NEW 59904 0.77 0.94
PTN Palatin Technologies 0.06 NEW 40500 1.26 1.06
PIP PharmAthene 0.06 +177.00% 28462 1.83 1.25
APRI Apricus Bioscience 0.06 NEW 23400 2.14 1.97
RNN Rexahn Pharmaceuticals 0.06 NEW 42755 1.08 0.73
Wi-lan 0.06 NEW 15300 3.01 0.00
GSI General Steel Holdings 0.05 NEW 34152 1.20 1.00
FCEL FuelCell Energy 0.05 NEW 16600 2.47 2.57
TSCM TheStreet 0.05 NEW 15987 2.63 0.00
GFRE Gulf Resources 0.05 -18.00% 17206 2.44 0.00
PRTS U.S. Auto Parts Network 0.05 NEW 14117 3.05 3.17
FALC FalconStor Software 0.05 NEW 25179 1.59 1.62
APT Alpha Pro Tech 0.05 NEW 16439 2.25 2.08
CDTI Clean Diesel Technologies 0.05 NEW 10882 3.77 2.41
ONP Orient Paper 0.05 NEW 18281 2.41 2.33
ISIG Insignia Systems 0.05 NEW 15002 3.00 3.06
SMTX SMTC Corporation 0.05 NEW 20081 1.99 1.90
EVI EnviroStar 0.05 NEW 11019 3.36 2.35
Coronado Biosciences Inc. Common 0.05 NEW 20615 1.99 0.00
Fab Universal 0.05 13005 3.08 0.00
COCO Corinthian Colleges 0.04 NEW 25578 1.37 0.23
VRS Verso Paper 0.04 NEW 12500 2.88 2.60
CGA China Green Agriculture 0.04 NEW 10022 2.89 2.18
MEA Metali 0.04 +68.00% 21991 1.64 1.48
ULTRAPETROL BAHAMAS LTD COM Stk 0.04 NEW 11072 3.07 0.00
CRDC Cardica 0.04 NEW 35925 1.00 1.17
DBLE Double Eagle Petroleum 0.04 NEW 10136 2.86 2.86
CHCI Comstock Homebuilding Companies 0.04 NEW 19441 1.59 1.14
Silvercorp Metals 0.04 -15.00% 17900 1.96 0.00
OCLR Oclaro 0.04 NEW 10100 3.07 2.08
ZN Zion Oil & Gas 0.04 NEW 16496 1.94 1.95
VRML Vermillion 0.04 NEW 11199 2.95 2.34
MPET Magellan Petroleum Corporation 0.04 NEW 21921 1.41 2.07
UEC Uranium Energy 0.04 NEW 26413 1.36 1.62
TPI Tianyin Pharmaceutical 0.04 NEW 30305 0.99 0.64
ROYL Royale Energy 0.04 NEW 11805 2.96 4.51
Box Ships 0.04 NEW 14998 2.40 0.00
INSTRS INC Stemcells 0.04 NEW 23300 1.33 0.00
Venaxis 0.04 NEW 13055 2.60 0.00
Hyperdynamics Corp Common Stoc 0.04 NEW 18692 1.77 0.00
FST Forest Oil Corporation 0.03 NEW 14900 1.88 2.17
DVR Cal Dive International 0.03 NEW 16700 1.68 1.25
ATEC Alphatec Holdings 0.03 NEW 18656 1.50 1.36
SYMX Synthesis Energy Systems 0.03 NEW 14300 1.96 1.55
BXC BlueLinx Holdings 0.03 NEW 20209 1.29 1.27
IPAS iPass 0.03 NEW 13712 1.68 1.40
AVNW Aviat Networks 0.03 NEW 15285 1.57 1.25
PLNR Planar Systems 0.03 NEW 11647 2.06 2.62
FAC First Acceptance Corporation 0.03 NEW 10300 2.52 2.53
SUTR Sutor Technology 0.03 NEW 12680 1.81 0.98
THM International Tower Hill Mines 0.03 NEW 28700 0.77 0.70
ACUR Acura Pharmaceuticals 0.03 NEW 15976 1.44 1.05
Almaden Minerals 0.03 NEW 15668 1.40 0.00
ROX Castle Brands 0.03 NEW 17900 1.17 0.86
GRH GreenHunter Energy 0.03 NEW 27880 0.97 2.85
CPRX Catalyst Pharmaceutical Partners 0.03 NEW 12300 2.28 2.28
NLST Netlist 0.03 NEW 11400 1.93 1.31
Comstock Mining Inc cs 0.03 NEW 13298 1.65 0.00
Arca Biopharma 0.03 NEW 12835 1.87 0.00
Wave Systems 0.03 NEW 29500 0.92 0.00
WTSLA Wet Seal 0.02 NEW 13107 1.30 0.00
Alexco Resource 0.02 NEW 12800 1.48 0.00
BODY Body Central Acquisition Corporation 0.02 NEW 14146 1.06 0.56
ETAK Elephant Talk Communications 0.02 NEW 17300 1.10 0.86
Timmins Gold 0.02 -61.00% 14000 1.21 0.00
Authentidate Holding 0.02 NEW 18610 0.97 0.00
MGN Mines Management 0.01 NEW 10000 1.10 1.02

Past 13F-HR SEC Filings for Rotella Capital Management