Rotella Capital Management

Rotella Capital Management as of Sept. 30, 2013

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 132 positions in its portfolio as reported in the September 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) 5.2 $2.8M 27k 105.28
Spdr S&p 500 Etf (SPY) 5.1 $2.7M 16k 168.09
iShares Russell 2000 Index (IWM) 4.7 $2.5M 24k 106.61
SPDR Dow Jones Industrial Average ETF (DIA) 4.3 $2.3M 15k 150.97
Vanguard Dividend Appreciation ETF (VIG) 4.0 $2.1M 31k 69.61
SPDR S&P MidCap 400 ETF (MDY) 3.7 $2.0M 8.8k 226.35
PowerShares QQQ Trust, Series 1 3.0 $1.6M 20k 78.86
Materials SPDR (XLB) 2.7 $1.5M 35k 41.99
iShares FTSE/Xinhua China 25 Index (FXI) 2.6 $1.4M 38k 37.09
iShares Lehman 1-3 Year Treas.Bond (SHY) 2.4 $1.3M 15k 84.44
iShares S&P 500 Index (IVV) 2.2 $1.2M 7.0k 168.86
iShares S&P SmallCap 600 Index (IJR) 2.1 $1.2M 12k 99.74
iShares S&P MidCap 400 Index (IJH) 2.1 $1.1M 8.9k 124.16
Market Vectors Oil Service Etf 2.0 $1.1M 23k 47.09
Industrial SPDR (XLI) 1.9 $1.0M 22k 46.39
Health Care SPDR (XLV) 1.8 $991k 20k 50.56
SPDR S&P Dividend (SDY) 1.7 $910k 13k 68.94
iShares MSCI Emerging Markets Indx (EEM) 1.6 $885k 22k 40.78
Market Vectors Semiconductor E 1.6 $886k 22k 39.91
Vanguard Emerging Markets ETF (VWO) 1.6 $878k 22k 40.09
SPDR Barclays Capital High Yield B 1.5 $801k 20k 39.85
iShares iBoxx $ High Yid Corp Bond (HYG) 1.5 $797k 8.7k 91.61
Ishares Tr fltg rate nt (FLOT) 1.2 $659k 13k 50.69
PowerShares Hgh Yield Corporate Bnd 1.2 $653k 35k 18.82
Microsoft Corporation (MSFT) 1.1 $612k 18k 33.33
iShares MSCI Brazil Index (EWZ) 1.1 $585k 12k 47.95
iShares Dow Jones US Real Estate (IYR) 1.1 $580k 9.1k 63.74
Energy Select Sector SPDR (XLE) 1.0 $539k 6.5k 82.92
Technology SPDR (XLK) 1.0 $538k 17k 32.02
Wal-Mart Stores (WMT) 1.0 $520k 7.0k 73.99
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 1.0 $523k 17k 30.76
ProShares Ultra S&P500 (SSO) 1.0 $516k 6.1k 84.59
ProShares Ultra Dow30 (DDM) 0.9 $506k 5.3k 95.47
Procter & Gamble Company (PG) 0.9 $493k 6.5k 75.54
Johnson & Johnson (JNJ) 0.9 $475k 5.5k 86.77
SPDR Barclays Capital Aggregate Bo (SPAB) 0.8 $456k 8.0k 57.00
Vanguard Short-Term Bond ETF (BSV) 0.8 $450k 5.6k 80.36
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.8 $451k 4.1k 110.00
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.8 $449k 7.7k 58.31
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.8 $453k 7.6k 59.61
PowerShares Emerging Markets Sovere 0.8 $451k 17k 27.33
PowerShares 1-30 Laddered Treasury 0.8 $453k 15k 30.20
PowerShares Insured Nati Muni Bond 0.8 $431k 19k 23.05
SPDR Nuveen Barclays Capital Municpl Bnd 0.8 $429k 19k 22.82
Travelers Companies (TRV) 0.8 $409k 4.8k 84.77
United Technologies Corporation 0.7 $399k 3.7k 107.84
iShares MSCI Taiwan Index 0.7 $359k 26k 13.91
iShares MSCI EAFE Index Fund (EFA) 0.7 $357k 5.6k 63.75
Home Depot (HD) 0.7 $349k 4.6k 75.87
Utilities SPDR (XLU) 0.7 $351k 9.4k 37.34
Goldman Sachs (GS) 0.6 $301k 1.9k 158.42
Chevron Corporation (CVX) 0.6 $294k 2.4k 121.64
Intel Corporation (INTC) 0.6 $295k 13k 22.88
Proshares Ultrashort Qqq 0.5 $291k 15k 19.02
Verizon Communications (VZ) 0.5 $277k 5.9k 46.62
Pfizer (PFE) 0.5 $266k 9.3k 28.69
3M Company (MMM) 0.5 $265k 2.2k 119.48
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.5 $263k 14k 18.79
American Express Company (AXP) 0.5 $251k 3.3k 75.42
Regeneron Pharmaceuticals (REGN) 0.5 $250k 800.00 312.50
General Electric Company 0.5 $251k 11k 23.93
Walt Disney Company (DIS) 0.5 $245k 3.8k 64.47
E.I. du Pont de Nemours & Company 0.5 $248k 4.2k 58.55
Altera Corporation 0.5 $249k 6.7k 37.16
DENTSPLY International 0.5 $241k 5.5k 43.44
Linear Technology Corporation 0.4 $238k 6.0k 39.67
FedEx Corporation (FDX) 0.4 $230k 2.0k 113.92
Intuitive Surgical (ISRG) 0.4 $228k 605.00 376.86
Amgen (AMGN) 0.4 $213k 1.9k 112.11
Chipotle Mexican Grill (CMG) 0.4 $216k 505.00 427.72
Costco Wholesale Corporation (COST) 0.4 $209k 1.8k 114.96
St. Jude Medical 0.4 $209k 3.9k 53.59
MasterCard Incorporated (MA) 0.4 $204k 303.00 673.27
priceline.com Incorporated 0.4 $204k 202.00 1009.90
Rite Aid Corporation 0.3 $174k 37k 4.75
Netsol Technologies (NTWK) 0.3 $162k 16k 10.01
iShares MSCI Japan Index 0.3 $152k 13k 11.88
Star Bulk Carriers 0.2 $119k 12k 10.13
Equal Energy 0.2 $93k 20k 4.68
Warren Resources 0.1 $65k 22k 2.93
Summer Infant 0.1 $62k 22k 2.78
Nci 0.1 $58k 10k 5.65
Information Services (III) 0.1 $52k 13k 4.13
alexza Pharmaceuticals 0.1 $54k 11k 5.12
Radio One 0.1 $46k 17k 2.71
Innodata Isogen (INOD) 0.1 $49k 19k 2.57
Imation 0.1 $43k 10k 4.14
Taseko Cad (TGB) 0.1 $43k 21k 2.05
LCA-Vision 0.1 $44k 12k 3.63
SIGA Technologies (SIGA) 0.1 $42k 11k 3.85
Abraxas Petroleum 0.1 $45k 18k 2.54
Advantage Oil & Gas 0.1 $41k 11k 3.80
U.S. Energy 0.1 $45k 21k 2.11
Double Eagle Petroleum 0.1 $35k 12k 3.01
China Housing & Land Development 0.1 $38k 17k 2.26
Lionbridge Technologies 0.1 $38k 10k 3.71
Nevsun Res 0.1 $40k 13k 3.17
SMART Technologies 0.1 $38k 14k 2.81
PharmAthene 0.1 $39k 19k 2.09
Crimson Exploration 0.1 $33k 11k 3.00
Pain Therapeutics 0.1 $30k 11k 2.75
Ladenburg Thalmann Financial Services 0.1 $34k 19k 1.82
Discovery Laboratories 0.1 $32k 16k 1.96
Apricus Bioscience 0.1 $31k 15k 2.11
Microvision Inc Del (MVIS) 0.1 $32k 18k 1.76
Stereotaxis (STXS) 0.1 $33k 10k 3.30
Local Corp cmn (LOCM) 0.1 $32k 16k 1.96
Lee Enterprises, Incorporated 0.1 $27k 10k 2.64
Dot Hill Systems 0.1 $28k 13k 2.12
Martha Stewart Living Omnimedia 0.1 $28k 12k 2.30
USA Technologies 0.1 $25k 16k 1.58
Rio Alto Mng 0.1 $26k 13k 1.99
Timmins Gold Corp 0.1 $29k 17k 1.67
Enzon Pharmaceuticals (ENZN) 0.0 $21k 12k 1.70
Axcelis Technologies 0.0 $23k 11k 2.07
Gulf Resources 0.0 $20k 12k 1.68
Vantage Drilling Company ord (VTGDF) 0.0 $19k 11k 1.70
Premier Exhibitions 0.0 $24k 16k 1.51
Clean Diesel Technologies 0.0 $23k 16k 1.43
UQM Technologies 0.0 $22k 12k 1.79
SkyPeople Fruit Juice 0.0 $23k 12k 1.98
INSTRS INC Stemcells 0.0 $22k 13k 1.71
Unwired Planet 0.0 $22k 13k 1.76
China Bak Battery 0.0 $23k 10k 2.30
Superconductor Technologies 0.0 $19k 12k 1.60
Venaxis 0.0 $23k 12k 1.97
Smith Micro Software 0.0 $15k 17k 0.89
American Apparel 0.0 $14k 11k 1.32
FuelCell Energy 0.0 $18k 14k 1.29
U.S. Auto Parts Network 0.0 $16k 12k 1.29
Cell Therapeutics 0.0 $18k 11k 1.65
Uranerz Energy Corporation Cmn 0.0 $11k 11k 0.98