Rotella Capital Management

Rotella Capital Management as of Dec. 31, 2013

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 97 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares IBoxx $ Invest Grade Corp Bd (LQD) 6.3 $3.2M 28k 114.21
PowerShares QQQ Trust, Series 1 5.5 $2.8M 31k 87.96
iShares Russell 2000 Index (IWM) 5.2 $2.6M 23k 115.31
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 4.9 $2.5M 24k 105.44
iShares iBoxx $ High Yid Corp Bond (HYG) 4.2 $2.1M 23k 92.90
Vanguard Short-Term Bond ETF (BSV) 4.2 $2.1M 27k 79.93
SPDR Barclays Capital High Yield B 3.7 $1.9M 46k 40.57
iShares Lehman 1-3 Year Treas.Bond (SHY) 3.3 $1.7M 20k 84.39
Spdr S&p 500 Etf (SPY) 3.2 $1.6M 8.8k 184.71
SPDR S&P MidCap 400 ETF (MDY) 3.0 $1.5M 6.3k 244.25
iShares S&P SmallCap 600 Index (IJR) 2.8 $1.4M 13k 109.24
iShares S&P MidCap 400 Index (IJH) 2.8 $1.4M 11k 133.81
SPDR Dow Jones Industrial Average ETF (DIA) 2.6 $1.3M 8.1k 165.43
Vanguard Dividend Appreciation ETF (VIG) 2.6 $1.3M 17k 75.23
iShares Brclys Intrdte Gov/Crt Bd (GVI) 2.5 $1.3M 12k 109.40
PowerShares Hgh Yield Corporate Bnd 2.3 $1.1M 60k 19.21
Google 1.8 $903k 806.00 1120.35
SPDR S&P Dividend (SDY) 1.7 $871k 12k 72.58
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 1.6 $809k 33k 24.29
SPDR Barclays Capital Aggregate Bo (SPAB) 1.6 $810k 14k 56.25
PowerShares Emerging Markets Sovere 1.6 $805k 30k 27.01
Technology SPDR (XLK) 1.5 $779k 22k 35.73
PowerShares Insured Nati Muni Bond 1.5 $778k 34k 22.95
SPDR Nuveen Barclays Capital Municpl Bnd 1.5 $764k 34k 22.54
Ishares Tr fltg rate nt (FLOT) 1.4 $695k 14k 50.73
Vanguard Short Term Corporate Bond ETF (VCSH) 1.4 $686k 8.6k 79.77
Industrial SPDR (XLI) 1.1 $570k 11k 52.29
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 1.0 $522k 17k 30.71
Market Vectors Semiconductor E 1.0 $518k 12k 42.46
Powershares Etf Trust Ii intl corp bond 1.0 $502k 17k 29.53
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.9 $456k 4.4k 103.64
Vanguard Long-Term Bond ETF (BLV) 0.9 $450k 5.5k 81.82
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.9 $444k 7.6k 58.42
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.9 $443k 4.1k 108.05
PowerShares 1-30 Laddered Treasury 0.9 $443k 15k 29.34
iShares Barclays Credit Bond Fund (USIG) 0.9 $438k 4.1k 106.83
American Express Company (AXP) 0.8 $410k 4.5k 90.67
Accenture (ACN) 0.8 $388k 4.7k 82.13
ConAgra Foods (CAG) 0.7 $375k 11k 33.69
Worthington Industries (WOR) 0.7 $375k 8.9k 42.13
Pier 1 Imports 0.7 $362k 16k 23.06
Carnival Corporation (CCL) 0.7 $347k 8.7k 40.12
Materials SPDR (XLB) 0.7 $337k 7.3k 46.16
iShares S&P 500 Index (IVV) 0.7 $334k 1.8k 185.56
Energy Select Sector SPDR (XLE) 0.6 $319k 3.6k 88.61
Ennis (EBF) 0.6 $320k 18k 17.69
Health Care SPDR (XLV) 0.6 $299k 5.4k 55.37
Financial Select Sector SPDR (XLF) 0.5 $251k 12k 21.83
AutoZone (AZO) 0.5 $241k 504.00 478.17
Apple (AAPL) 0.5 $233k 415.00 561.45
priceline.com Incorporated 0.5 $235k 202.00 1163.37
Conn's (CONNQ) 0.4 $221k 2.8k 78.93
Rex American Resources (REX) 0.4 $215k 4.8k 44.72
Goldman Sachs (GS) 0.4 $213k 1.2k 177.50
Dollar General (DG) 0.4 $205k 3.4k 60.19
UnitedHealth (UNH) 0.4 $202k 2.7k 75.43
Equal Energy 0.4 $200k 38k 5.32
Just Energy Group 0.3 $147k 21k 7.18
Hovnanian Enterprises 0.2 $115k 17k 6.65
Primero Mining Corporation 0.2 $98k 22k 4.44
Taseko Cad (TGB) 0.1 $74k 35k 2.13
Pengrowth Energy Corp 0.1 $74k 12k 6.22
Nevsun Res 0.1 $69k 21k 3.33
Frontline Limited Usd2.5 0.1 $67k 18k 3.74
Advantage Oil & Gas 0.1 $66k 15k 4.35
SIGA Technologies (SIGA) 0.1 $61k 19k 3.24
Warren Resources 0.1 $62k 20k 3.15
SciClone Pharmaceuticals 0.1 $57k 11k 5.06
Radio One 0.1 $53k 14k 3.81
Emmis Communications Corporation 0.1 $48k 18k 2.68
Gulf Resources 0.1 $50k 21k 2.36
Silvercorp Metals (SVM) 0.1 $49k 21k 2.31
Thompson Creek Metals 0.1 $53k 24k 2.17
Rio Alto Mng 0.1 $51k 30k 1.69
TeleCommunication Systems 0.1 $46k 20k 2.31
Iamgold Corp (IAG) 0.1 $43k 13k 3.36
Information Services (III) 0.1 $44k 10k 4.25
Summer Infant 0.1 $46k 25k 1.82
Atlantic Power Corporation 0.1 $38k 11k 3.45
Timmins Gold Corp 0.1 $39k 37k 1.07
Aurico Gold 0.1 $40k 11k 3.70
Fab Universal 0.1 $40k 13k 3.08
Ladenburg Thalmann Financial Services 0.1 $36k 12k 3.11
Fortuna Silver Mines 0.1 $33k 12k 2.84
Harris Interactive 0.1 $31k 16k 1.99
China Bak Battery 0.1 $32k 15k 2.21
Metali 0.1 $27k 13k 2.07
Primo Water Corporation 0.1 $27k 10k 2.64
Global Geophysical Svcs 0.0 $22k 13k 1.64
USA Technologies 0.0 $21k 12k 1.81
Ballard Pwr Sys (BLDP) 0.0 $20k 13k 1.54
Ocean Power Technologies 0.0 $20k 10k 1.96
SMART Technologies 0.0 $22k 10k 2.20
PharmAthene 0.0 $19k 10k 1.85
Merus Labs Intl 0.0 $21k 15k 1.44
Enzon Pharmaceuticals (ENZN) 0.0 $16k 14k 1.17
American Apparel 0.0 $16k 13k 1.27