Rotella Capital Management

Rotella Capital Management as of March 31, 2013

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 143 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 6.2 $6.4M 60k 105.54
Vanguard Short-Term Bond ETF (BSV) 5.6 $5.7M 71k 80.99
SPDR Barclays Capital High Yield B 5.4 $5.6M 135k 41.11
iShares iBoxx $ High Yid Corp Bond (HYG) 5.0 $5.1M 54k 94.35
Vanguard Dividend Appreciation ETF (VIG) 3.8 $3.9M 59k 65.70
Vanguard Long-Term Bond ETF (BLV) 3.6 $3.7M 41k 91.65
Vanguard Intermediate-Term Bond ETF (BIV) 3.6 $3.7M 42k 88.03
iShares Lehman 1-3 Year Treas.Bond (SHY) 3.6 $3.7M 43k 84.47
iShares Brclys Intrdte Gov/Crt Bd (GVI) 3.6 $3.7M 33k 112.36
PowerShares Hgh Yield Corporate Bnd 2.9 $3.0M 155k 19.36
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.7 $2.8M 23k 119.90
Spdr S&p 500 Etf (SPY) 2.2 $2.3M 15k 156.67
iShares Barclays TIPS Bond Fund (TIP) 2.0 $2.1M 17k 121.27
iShares Lehman Aggregate Bond (AGG) 2.0 $2.1M 19k 110.73
Vanguard Total Bond Market ETF (BND) 2.0 $2.1M 25k 83.64
SPDR S&P MidCap 400 ETF (MDY) 1.9 $1.9M 9.1k 209.72
SPDR Dow Jones Industrial Average ETF (DIA) 1.9 $1.9M 13k 145.32
iShares Russell 2000 Index (IWM) 1.6 $1.6M 17k 94.43
iShares S&P SmallCap 600 Index (IJR) 1.6 $1.6M 19k 87.06
iShares S&P Natl AMTFr Mncpl Bd (MUB) 1.3 $1.3M 12k 110.17
iShares Barclays 10-20 Yr Tresry Bd (TLH) 1.3 $1.3M 9.9k 133.75
SPDR Barclays Capital TIPS (SPIP) 1.3 $1.3M 22k 60.40
PowerShares QQQ Trust, Series 1 1.3 $1.3M 19k 68.97
iShares Barclays Credit Bond Fund (USIG) 1.3 $1.3M 12k 112.57
SPDR Barclays Capital Aggregate Bo (SPAB) 1.3 $1.3M 23k 58.32
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.3 $1.3M 21k 62.09
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.3 $1.3M 22k 58.50
PowerShares 1-30 Laddered Treasury 1.3 $1.3M 40k 32.19
PowerShares Insured Nati Muni Bond 1.0 $1.0M 40k 25.38
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 0.9 $974k 40k 24.35
SPDR Nuveen Barclays Capital Municpl Bnd 0.9 $962k 40k 24.05
SPDR S&P Dividend (SDY) 0.8 $805k 12k 65.99
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.7 $753k 6.1k 123.49
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.7 $666k 6.2k 107.34
iShares Lehman MBS Bond Fund (MBB) 0.7 $669k 6.2k 107.94
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.7 $664k 7.6k 87.37
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.6 $656k 5.9k 111.14
Vanguard Short Term Corporate Bond ETF (VCSH) 0.6 $651k 8.1k 80.33
iShares 10+ Year Credit Bond Fund ETF (IGLB) 0.6 $659k 11k 60.46
Vanguard Long Term Corporate Bond ETF (VCLT) 0.6 $651k 7.3k 89.18
Spdr Series Trust barcly cap etf (SPLB) 0.6 $658k 16k 40.39
Ishares Tr fltg rate nt (FLOT) 0.6 $654k 13k 50.68
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.6 $648k 5.5k 117.76
iShares S&P 500 Index (IVV) 0.6 $629k 4.0k 157.36
iShares Russell Midcap Index Fund (IWR) 0.6 $637k 5.0k 127.29
iShares Russell 3000 Index (IWV) 0.6 $636k 6.8k 93.46
Vanguard Total Stock Market ETF (VTI) 0.6 $632k 7.8k 80.96
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.6 $635k 5.4k 117.63
iShares Russell 1000 Value Index (IWD) 0.6 $625k 7.7k 81.17
iShares Russell 1000 Index (IWB) 0.6 $628k 7.2k 87.21
iShares Russell 2000 Value Index (IWN) 0.6 $620k 7.4k 83.81
iShares Russell 2000 Growth Index (IWO) 0.6 $624k 5.8k 107.64
iShares S&P 500 Growth Index (IVW) 0.6 $618k 7.5k 82.38
iShares Russell 1000 Growth Index (IWF) 0.6 $600k 8.4k 71.37
iShares Russell Midcap Growth Idx. (IWP) 0.6 $608k 8.7k 69.87
PowerShares Emerging Markets Sovere 0.6 $596k 20k 29.78
SPDR Barclay Cp Intr Trm Cr Bd (SPIB) 0.6 $590k 17k 34.72
iShares Russell Midcap Value Index (IWS) 0.5 $530k 9.3k 57.00
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.5 $523k 17k 30.75
E.I. du Pont de Nemours & Company 0.4 $433k 8.8k 49.16
United Technologies Corporation 0.4 $420k 4.5k 93.43
iShares S&P MidCap 400 Index (IJH) 0.4 $414k 3.6k 115.07
McDonald's Corporation (MCD) 0.4 $409k 4.1k 99.69
Intel Corporation (INTC) 0.3 $352k 16k 21.83
Google 0.3 $318k 400.00 794.20
Walt Disney Company (DIS) 0.3 $273k 4.8k 56.80
International Business Machines (IBM) 0.2 $256k 1.2k 213.30
JPMorgan Chase & Co. (JPM) 0.2 $247k 5.2k 47.46
Microsoft Corporation (MSFT) 0.2 $226k 7.9k 28.61
Nevsun Res 0.2 $222k 58k 3.85
Regeneron Pharmaceuticals (REGN) 0.2 $212k 1.2k 176.40
Sigma-Aldrich Corporation 0.2 $202k 2.6k 77.65
Fastenal Company (FAST) 0.2 $200k 3.9k 51.33
Destination Xl (DXLG) 0.1 $98k 19k 5.09
Northern Dynasty Minerals Lt (NAK) 0.1 $84k 27k 3.17
Alliance One International 0.1 $67k 17k 3.89
PRGX Global 0.1 $72k 10k 6.95
Silicon Image 0.1 $58k 12k 4.86
Progenics Pharmaceuticals 0.1 $64k 12k 5.38
Solta Medical 0.1 $59k 27k 2.20
Timmins Gold Corp 0.1 $61k 21k 2.89
Cenveo 0.1 $47k 22k 2.15
Imation 0.1 $54k 14k 3.82
Universal Insurance Holdings (UVE) 0.1 $51k 11k 4.85
FormFactor (FORM) 0.1 $50k 11k 4.70
Kratos Defense & Security Solutions (KTOS) 0.1 $52k 10k 5.03
PharmAthene 0.1 $51k 30k 1.70
Apricus Bioscience 0.1 $51k 19k 2.68
Cytrx 0.1 $56k 20k 2.72
COLDWATER Creek 0.1 $56k 18k 3.16
Zale Corporation 0.0 $42k 11k 3.93
Cumulus Media 0.0 $46k 14k 3.37
Frontier Communications 0.0 $43k 11k 3.99
Exide Technologies 0.0 $39k 15k 2.70
LCA-Vision 0.0 $40k 12k 3.36
Rentech 0.0 $40k 17k 2.35
iPass 0.0 $40k 20k 1.98
Warren Resources 0.0 $38k 12k 3.21
Silvercorp Metals (SVM) 0.0 $41k 10k 3.97
Odyssey Marine Exploration 0.0 $44k 14k 3.26
Information Services (III) 0.0 $41k 20k 2.02
Endeavour International C 0.0 $41k 14k 2.95
Unilife US 0.0 $37k 17k 2.18
Rockwell Medical Technologies 0.0 $44k 11k 3.96
Richmont Mines 0.0 $42k 15k 2.73
Microvision Inc Del (MVIS) 0.0 $43k 27k 1.59
Arc Document Solutions (ARC) 0.0 $42k 14k 2.98
TeleCommunication Systems 0.0 $34k 15k 2.23
Dolan Company 0.0 $27k 11k 2.39
Hutchinson Technology Incorporated 0.0 $31k 11k 2.75
American Superconductor Corporation 0.0 $28k 11k 2.67
Cytori Therapeutics 0.0 $35k 14k 2.51
Ladenburg Thalmann Financial Services 0.0 $28k 17k 1.66
Artio Global Investors 0.0 $33k 12k 2.72
Aviat Networks 0.0 $35k 10k 3.37
Martha Stewart Living Omnimedia 0.0 $29k 11k 2.64
Senomyx 0.0 $33k 16k 2.11
Paramount Gold and Silver 0.0 $33k 15k 2.23
Immunomedics 0.0 $29k 12k 2.41
Sutor Technology 0.0 $26k 17k 1.59
Chelsea Therapeutics International 0.0 $34k 17k 2.04
Discovery Laboratories 0.0 $26k 11k 2.29
Venaxis 0.0 $30k 14k 2.16
Smith Micro Software 0.0 $19k 14k 1.32
Cal Dive International (CDVIQ) 0.0 $19k 10k 1.80
Alaska Communications Systems 0.0 $24k 14k 1.66
BPZ Resources 0.0 $25k 11k 2.27
Cytokinetics 0.0 $23k 20k 1.14
DURECT Corporation 0.0 $18k 14k 1.33
FuelCell Energy 0.0 $20k 22k 0.94
Exeter Res Corp 0.0 $24k 20k 1.20
Gastar Exploration 0.0 $22k 13k 1.76
Westell Technologies 0.0 $25k 12k 2.01
Transatlantic Petroleum 0.0 $22k 22k 1.00
Real Goods Solar 0.0 $18k 10k 1.79
International Tower Hill Mines (THM) 0.0 $22k 15k 1.52
SPROTT RESOURCE Lending Corp 0.0 $22k 16k 1.38
Banro Corp 0.0 $21k 12k 1.71
Uranerz Energy Corporation Cmn 0.0 $18k 14k 1.27
Stereotaxis (STXS) 0.0 $24k 12k 2.00
Quantum Corporation 0.0 $15k 12k 1.28
Cardica 0.0 $14k 10k 1.30
Cell Therapeutics 0.0 $14k 13k 1.15