Rotella Capital Management

Companies in the Rotella Capital Management portfolio as of December 2013 quarter

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