Rotella Capital Management
Latest statistics and disclosures from Rotella Capital Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are CSJ, BSV, JNK, HYG, VIG. These five stock positions account for 26.08% of Rotella Capital Management's total stock portfolio.
- Added to shares of CSJ, JNK, BSV, HYG, SHY, PHB, BLV, BIV, GVI, VIG.
- Started new stock positions in RMTI, Arc Document Solutions, Timmins Gold, REGN, COLDWATER Creek, PRGX, MSFT, Silvercorp Metals, ALSK, SMSI, ITR, DD, CYTX, CHTP, QTM, IWP, SCPB, ZLC, LTS, XIDE, CIU, VCLT, FORM, SIAL, SLTM, MSO, BPZ, PGNX, III, OMEX, LCAV, VCIT, SUTR, CRDC, KTOS, CLY, CYTK, RSOL, FTR, MCD, DM, AMSC, GOOG, INTC, FAST, DSCOD, VCSH, WRES, CMLS.
- Reduced shares in these stocks: PCY, IEF, EMB, MBB, TLT, PLW, WIP, CFT, IPE, LAG.
- Sold out of its positions in ASTM, ATEC, ALTR, APP, AAPL, ASTI, AVNR, ACLS, BAC,
- As of March 31, 2013, Rotella Capital Management has $102.23M in assets under management (AUM). Assets under management dropped from a total value of $110.35M to $102.23M.
- Independent of market fluctuations, Rotella Capital Management was a net seller by $8.88M worth of stocks in the most recent quarter.
Rotella Capital Management portfolio companies for quarter ending March 2013
| Ticker | Name | Portfolio Weight | Change | Share Count | Price | Last Trade |
|---|---|---|---|---|---|---|
| CSJ | iShares Barclays 1-3 Year Cred Bd Fd ETF | 6.24 | +137.00% | 60400 | 105.54 | 105.31 |
| BSV | Vanguard Short-Term Bond ETF | 5.61 | +88.00% | 70800 | 80.99 | 80.54 |
| JNK | SPDR Barclays Capital High Yield B | 5.43 | +127.00% | 135100 | 41.11 | 40.43 |
| HYG | iShares iBoxx $ High Yid Corp Bond | 5.00 | +84.00% | 54200 | 94.35 | 93.11 |
| VIG | Vanguard Dividend Appreciation ETF | 3.80 | +25.00% | 59200 | 65.70 | 68.57 |
| BLV | Vanguard Long-Term Bond ETF | 3.65 | +45.00% | 40700 | 91.65 | 87.92 |
| BIV | Vanguard Intermediate-Term Bond ETF | 3.63 | +40.00% | 42100 | 88.03 | 85.51 |
| SHY | iShares Lehman 1-3 Year Treas.Bond | 3.59 | +60.00% | 43400 | 84.47 | 84.43 |
| GVI | iShares Brclys Intrdte Gov/Crt Bd Fd | 3.58 | +36.00% | 32600 | 112.36 | 111.03 |
| PHB | PowerShares Hgh Yield Corporate Bnd | 2.94 | +72.00% | 155000 | 19.36 | 19.06 |
| LQD | iShares IBoxx $ Invest Grade Corp Bd Fd | 2.70 | 23000 | 119.90 | 116.36 | |
| SPY | SPDR S&P; 500 ETF | 2.22 | +4.00% | 14514 | 156.67 | 165.58 |
| TIP | iShares Barclays TIPS Bond Fund | 2.05 | -21.00% | 17300 | 121.27 | 114.57 |
| AGG | iShares Lehman Aggregate Bond | 2.04 | -21.00% | 18800 | 110.73 | 108.72 |
| BND | Vanguard Total Bond Market ETF | 2.02 | -21.00% | 24700 | 83.64 | 82.03 |
| MDY | SPDR S&P; MidCap 400 ETF | 1.87 | +18.00% | 9105 | 209.72 | 216.12 |
| DIA | SPDR Dow Jones Industrial Average ETF | 1.85 | +47.00% | 13000 | 145.32 | 152.88 |
| IWM | iShares Russell 2000 Index | 1.60 | -8.00% | 17300 | 94.43 | 99.26 |
| IJR | iShares S&P; SmallCap 600 Index | 1.59 | -17.00% | 18700 | 87.06 | 92.18 |
| MUB | iShares S&P; Natl AMTFr Mncpl Bd Fd | 1.30 | -42.00% | 12100 | 110.17 | 107.21 |
| TLH | iShares Barclays 10-20 Yr Tresry Bd | 1.30 | -49.00% | 9900 | 133.75 | 129.50 |
| IPE | SPDR Barclays Capital TIPS | 1.30 | -50.00% | 22000 | 60.40 | 57.10 |
| QQQQ | PowerShares QQQ Trust, Series 1 | 1.29 | -16.00% | 19100 | 68.97 | 0.00 |
| CFT | iShares Barclays Credit Bond Fund | 1.29 | -51.00% | 11700 | 112.57 | 109.73 |
| LAG | SPDR Barclays Capital Aggregate Bo | 1.29 | -50.00% | 22600 | 58.32 | 57.44 |
| WIP | SPDR DB Int'l Govt Infl Pro Bond | 1.28 | -53.00% | 21000 | 62.09 | 60.14 |
| BWX | SPDR Barclays Capital Intl Tresy Bd ETF | 1.27 | -42.00% | 22200 | 58.50 | 58.94 |
| PLW | PowerShares 1-30 Laddered Treasury | 1.26 | -56.00% | 40000 | 32.19 | 31.26 |
| PZA | PowerShares Insured Nati Muni Bond | 0.99 | -55.00% | 40000 | 25.38 | 24.42 |
| SHM | SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd | 0.95 | -20.00% | 40000 | 24.35 | 24.19 |
| TFI | SPDR Nuveen Barclays Capital Municpl Bnd | 0.94 | -55.00% | 40000 | 24.05 | 23.36 |
| SDY | SPDR S&P; Dividend | 0.79 | +84.00% | 12200 | 65.99 | 68.47 |
| IEI | iShares Lehman 3-7 Yr Treasury Bond | 0.74 | +103.00% | 6100 | 123.49 | 122.26 |
| IEF | iShares Lehman 7-10 Yr Treas. Bond | 0.65 | -78.00% | 6200 | 107.34 | 105.04 |
| MBB | iShares Lehman MBS Bond Fund | 0.65 | -74.00% | 6200 | 107.94 | 106.35 |
| VCIT | Vanguard Intermediate Tm Cpte Bd ETF | 0.65 | NEW | 7600 | 87.37 | 85.13 |
| CIU | iShares Barclays Inter Crd Bd Fund ETF) | 0.64 | NEW | 5900 | 111.14 | 109.19 |
| VCSH | Vanguard Short Term Corporate Bond ETF | 0.64 | NEW | 8100 | 80.33 | 79.59 |
| CLY | iShares 10+ Year Credit Bond Fund ETF | 0.64 | NEW | 10900 | 60.46 | 57.80 |
| VCLT | Vanguard Long Term Corporate Bond ETF | 0.64 | NEW | 7300 | 89.18 | 85.53 |
| Spdr Series Trust barcly cap etf | 0.64 | NEW | 16300 | 40.39 | 0.00 | |
| Ishares Tr fltg rate nt | 0.64 | NEW | 12900 | 50.68 | 0.00 | |
| TLT | iShares Barclays 20+ Yr Treas.Bond | 0.63 | -73.00% | 5500 | 117.76 | 113.03 |
| IVV | iShares S&P; 500 Index | 0.62 | +25.00% | 4000 | 157.36 | 166.48 |
| IWR | iShares Russell Midcap Index Fund | 0.62 | +100.00% | 5000 | 127.29 | 133.01 |
| IWV | iShares Russell 3000 Index | 0.62 | +106.00% | 6800 | 93.46 | 98.39 |
| VTI | Vanguard Total Stock Market ETF | 0.62 | +110.00% | 7800 | 80.96 | 85.24 |
| EMB | iShares JPMorgan USD Emer Mkt Bnd Fd ETF | 0.62 | -76.00% | 5400 | 117.63 | 112.23 |
| IWD | iShares Russell 1000 Value Index | 0.61 | +108.00% | 7700 | 81.17 | 85.72 |
| IWB | iShares Russell 1000 Index | 0.61 | +105.00% | 7200 | 87.21 | 92.03 |
| IWN | iShares Russell 2000 Value Index | 0.61 | +100.00% | 7400 | 83.81 | 87.46 |
| IWO | iShares Russell 2000 Growth Index | 0.61 | +100.00% | 5800 | 107.64 | 114.34 |
| IVW | iShares S&P; 500 Growth Index | 0.60 | +108.00% | 7500 | 82.38 | 86.99 |
| IWF | iShares Russell 1000 Growth Index | 0.59 | +104.00% | 8400 | 71.37 | 75.05 |
| IWP | iShares Russell Midcap Growth Idx. | 0.59 | NEW | 8700 | 69.87 | 73.60 |
| PCY | PowerShares Emerging Markets Sovere | 0.58 | -80.00% | 20000 | 29.78 | 28.24 |
| ITR | SPDR Barclay Cp Intr Trm Cr Bd | 0.58 | NEW | 17000 | 34.72 | 34.08 |
| IWS | iShares Russell Midcap Value Index | 0.52 | +63.00% | 9300 | 57.00 | 59.23 |
| SCPB | SPDR Barclays Cptl Shrt Term Corp Bd ETF | 0.51 | NEW | 17000 | 30.75 | 30.70 |
| DD | E.I. du Pont de Nemours & Company | 0.42 | NEW | 8800 | 49.16 | 53.75 |
| UTX | United Technologies Corporation | 0.41 | -26.00% | 4500 | 93.43 | 95.79 |
| IJH | iShares S&P; MidCap 400 Index | 0.41 | -42.00% | 3600 | 115.07 | 118.78 |
| MCD | McDonald's Corporation | 0.40 | NEW | 4100 | 99.69 | 99.78 |
| INTC | Intel Corporation | 0.34 | NEW | 16100 | 21.83 | 25.54 |
| GOOG | 0.31 | NEW | 400 | 794.20 | 901.00 | |
| DIS | Walt Disney Company | 0.27 | -50.00% | 4800 | 56.80 | 65.46 |
| IBM | International Business Machines | 0.25 | -33.00% | 1200 | 213.30 | 204.88 |
| JPM | JPMorgan Chase & Co. | 0.24 | -14.00% | 5200 | 47.46 | 53.78 |
| MSFT | Microsoft Corporation | 0.22 | NEW | 7900 | 28.61 | 34.92 |
| Nevsun Res | 0.22 | NEW | 57600 | 3.85 | 0.00 | |
| REGN | Regeneron Pharmaceuticals | 0.21 | NEW | 1200 | 176.40 | 238.58 |
| SIAL | Sigma-Aldrich Corporation | 0.20 | NEW | 2600 | 77.65 | 81.77 |
| FAST | Fastenal Company | 0.20 | NEW | 3900 | 51.33 | 47.40 |
| Destination Xl | 0.10 | NEW | 19259 | 5.09 | 0.00 | |
| Northern Dynasty Minerals Lt | 0.08 | +109.00% | 26458 | 3.17 | 0.00 | |
| AOI | Alliance One International | 0.07 | +8.00% | 17335 | 3.89 | 3.82 |
| PRGX | PRGX Global | 0.07 | NEW | 10304 | 6.95 | 5.66 |
| SIMG | Silicon Image | 0.06 | -13.00% | 11900 | 4.86 | 5.63 |
| PGNX | Progenics Pharmaceuticals | 0.06 | NEW | 11835 | 5.38 | 4.90 |
| SLTM | Solta Medical | 0.06 | NEW | 26780 | 2.20 | 2.21 |
| Timmins Gold | 0.06 | NEW | 21200 | 2.89 | 0.00 | |
| CVO | Cenveo | 0.05 | -13.00% | 21915 | 2.15 | 2.13 |
| IMN | Imation | 0.05 | +24.00% | 14083 | 3.82 | 4.37 |
| UVE | Universal Insurance Holdings | 0.05 | -37.00% | 10527 | 4.85 | 7.37 |
| FORM | FormFactor | 0.05 | NEW | 10524 | 4.70 | 6.95 |
| KTOS | Kratos Defense & Security Solutions | 0.05 | NEW | 10364 | 5.03 | 6.59 |
| PIP | PharmAthene | 0.05 | +54.00% | 29900 | 1.70 | 1.60 |
| APRI | Apricus Bioscience | 0.05 | 18950 | 2.68 | 2.53 | |
| Cytrx | 0.05 | NEW | 20415 | 2.72 | 0.00 | |
| COLDWATER Creek | 0.05 | NEW | 17660 | 3.16 | 0.00 | |
| ZLC | Zale Corporation | 0.04 | NEW | 10800 | 3.93 | 9.42 |
| CMLS | Cumulus Media | 0.04 | NEW | 13577 | 3.37 | 3.58 |
| FTR | Frontier Communications | 0.04 | NEW | 10700 | 3.99 | 4.03 |
| XIDE | Exide Technologies | 0.04 | NEW | 14500 | 2.70 | 0.22 |
| LCAV | LCA-Vision | 0.04 | NEW | 12013 | 3.36 | 3.08 |
| RTK | Rentech | 0.04 | -9.00% | 17100 | 2.35 | 2.08 |
| IPAS | iPass | 0.04 | +80.00% | 20360 | 1.98 | 1.94 |
| WRES | Warren Resources | 0.04 | NEW | 11908 | 3.21 | 2.74 |
| Silvercorp Metals | 0.04 | NEW | 10400 | 3.97 | 0.00 | |
| OMEX | Odyssey Marine Exploration | 0.04 | NEW | 13499 | 3.26 | 3.21 |
| III | Information Services | 0.04 | NEW | 20445 | 2.02 | 2.00 |
| Endeavour International C | 0.04 | NEW | 14000 | 2.95 | 0.00 | |
| UNIS | Unilife US | 0.04 | -6.00% | 16930 | 2.18 | 3.00 |
| RMTI | Rockwell Medical Technologies | 0.04 | NEW | 11108 | 3.96 | 4.06 |
| Richmont Mines | 0.04 | NEW | 15400 | 2.73 | 0.00 | |
| Microvision Inc Del | 0.04 | +8.00% | 27193 | 1.59 | 0.00 | |
| Arc Document Solutions | 0.04 | NEW | 14038 | 2.98 | 0.00 | |
| TSYS | TeleCommunication Systems | 0.03 | +23.00% | 15194 | 2.23 | 2.19 |
| DM | Dolan Company | 0.03 | NEW | 11182 | 2.39 | 1.63 |
| HTCH | Hutchinson Technology Incorporated | 0.03 | -46.00% | 11375 | 2.75 | 5.93 |
| AMSC | American Superconductor Corporation | 0.03 | NEW | 10599 | 2.67 | 2.19 |
| CYTX | Cytori Therapeutics | 0.03 | NEW | 13900 | 2.51 | 2.35 |
| LTS | Ladenburg Thalmann Financial Services | 0.03 | NEW | 17076 | 1.66 | 1.65 |
| ART | Artio Global Investors | 0.03 | -24.00% | 12002 | 2.72 | 0.00 |
| AVNW | Aviat Networks | 0.03 | -15.00% | 10394 | 3.37 | 2.82 |
| MSO | Martha Stewart Living Omnimedia | 0.03 | NEW | 10964 | 2.64 | 2.44 |
| SNMX | Senomyx | 0.03 | -16.00% | 15688 | 2.11 | 2.14 |
| PZG | Paramount Gold and Silver | 0.03 | -38.00% | 14965 | 2.23 | 1.44 |
| IMMU | Immunomedics | 0.03 | -15.00% | 11944 | 2.41 | 4.39 |
| SUTR | Sutor Technology | 0.03 | NEW | 16472 | 1.59 | 1.73 |
| CHTP | Chelsea Therapeutics International | 0.03 | NEW | 16800 | 2.04 | 2.40 |
| DSCOD | Discovery Laboratories | 0.03 | NEW | 11388 | 2.29 | 0.00 |
| Venaxis | 0.03 | NEW | 13801 | 2.16 | 0.00 | |
| SMSI | Smith Micro Software | 0.02 | NEW | 14299 | 1.32 | 1.20 |
| DVR | Cal Dive International | 0.02 | -14.00% | 10300 | 1.80 | 2.08 |
| ALSK | Alaska Communications Systems | 0.02 | NEW | 14434 | 1.66 | 1.77 |
| BPZ | BPZ Resources | 0.02 | NEW | 10877 | 2.27 | 1.80 |
| CYTK | Cytokinetics | 0.02 | NEW | 20000 | 1.14 | 1.93 |
| DRRX | DURECT Corporation | 0.02 | -40.00% | 13515 | 1.33 | 0.84 |
| FCEL | FuelCell Energy | 0.02 | +47.00% | 21693 | 0.94 | 1.30 |
| Exeter Res | 0.02 | -2.00% | 20272 | 1.20 | 0.00 | |
| GST | Gastar Exploration | 0.02 | +17.00% | 12626 | 1.76 | 2.87 |
| WSTL | Westell Technologies | 0.02 | -25.00% | 12242 | 2.01 | 2.44 |
| Transatlantic Petroleum Ltd shs | 0.02 | +12.00% | 21979 | 1.00 | 0.00 | |
| RSOL | Real Goods Solar | 0.02 | NEW | 10258 | 1.79 | 2.73 |
| THM | International Tower Hill Mines | 0.02 | -5.00% | 14581 | 1.52 | 0.65 |
| SPROTT RESOURCE Lending | 0.02 | 16200 | 1.38 | 0.00 | ||
| Banro | 0.02 | NEW | 12300 | 1.71 | 0.00 | |
| Uranerz Energy Corporation Cmn | 0.02 | -4.00% | 14417 | 1.27 | 0.00 | |
| Stereotaxis | 0.02 | NEW | 12113 | 2.00 | 0.00 | |
| QTM | Quantum Corporation | 0.01 | NEW | 11500 | 1.28 | 1.42 |
| CRDC | Cardica | 0.01 | NEW | 10383 | 1.30 | 1.16 |
| Cell Therapeutics | 0.01 | NEW | 12500 | 1.15 | 0.00 |
Past 13F-HR SEC Filings for Rotella Capital Management
- Rotella Capital Management 2012 Q3 - filed Nov. 2, 2012
- Rotella Capital Management 2012 Q2 - filed Aug. 7, 2012
- Rotella Capital Management 2012 Q1 - filed May 7, 2012
- Rotella Capital Management 2011 Q4 - filed Feb. 9, 2012