Rotella Capital Management as of March 31, 2014
Portfolio Holdings for Rotella Capital Management
Rotella Capital Management holds 243 positions in its portfolio as reported in the March 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Vanguard Short-Term Bond ETF (BSV) | 5.2 | $4.3M | 53k | 80.09 | |
| iShares Barclays 20+ Yr Treas.Bond (TLT) | 5.2 | $4.2M | 39k | 109.10 | |
| Vanguard Dividend Appreciation ETF (VIG) | 4.9 | $4.0M | 53k | 75.23 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 4.6 | $3.8M | 40k | 94.38 | |
| SPDR Barclays Capital High Yield B | 4.6 | $3.8M | 92k | 41.31 | |
| PowerShares QQQ Trust, Series 1 | 4.5 | $3.6M | 42k | 87.69 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 3.7 | $3.0M | 27k | 111.40 | |
| Vanguard Short Term Corporate Bond ETF (VCSH) | 3.6 | $3.0M | 37k | 79.97 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 3.3 | $2.7M | 26k | 105.47 | |
| iShares Russell 2000 Index (IWM) | 3.0 | $2.5M | 21k | 116.35 | |
| Vanguard Intermediate Tm Cpte Bd ETF (VCIT) | 2.9 | $2.4M | 28k | 84.96 | |
| Spdr S&p 500 Etf (SPY) | 2.6 | $2.2M | 12k | 187.07 | |
| iShares Barclays Inter Crd Bd Fund ETF) (IGIB) | 2.4 | $1.9M | 18k | 109.07 | |
| iShares S&P MidCap 400 Index (IJH) | 2.2 | $1.8M | 13k | 137.46 | |
| SPDR S&P MidCap 400 ETF (MDY) | 2.0 | $1.6M | 6.4k | 250.59 | |
| Vanguard Total Bond Market ETF (BND) | 1.8 | $1.4M | 18k | 81.19 | |
| ProShares Ultra S&P500 (SSO) | 1.6 | $1.3M | 12k | 105.33 | |
| iShares S&P 500 Index (IVV) | 1.6 | $1.3M | 6.8k | 188.24 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 1.5 | $1.2M | 11k | 116.98 | |
| SPDR S&P Dividend (SDY) | 1.5 | $1.2M | 17k | 73.57 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 1.4 | $1.2M | 7.1k | 164.26 | |
| iShares Lehman Aggregate Bond (AGG) | 1.2 | $1.0M | 9.5k | 107.94 | |
| iShares S&P SmallCap 600 Index (IJR) | 0.8 | $678k | 6.2k | 110.12 | |
| Boeing Company (BA) | 0.8 | $667k | 5.3k | 125.47 | |
| Travelers Companies (TRV) | 0.8 | $666k | 7.8k | 85.12 | |
| 3M Company (MMM) | 0.8 | $624k | 4.6k | 135.65 | |
| United Technologies Corporation | 0.8 | $619k | 5.3k | 116.79 | |
| Vanguard Long Term Corporate Bond ETF (VCLT) | 0.7 | $585k | 6.7k | 87.31 | |
| priceline.com Incorporated | 0.6 | $478k | 401.00 | 1192.02 | |
| iShares Dow Jones US Real Estate (IYR) | 0.5 | $440k | 6.5k | 67.69 | |
| Home Depot (HD) | 0.5 | $413k | 5.2k | 79.06 | |
| Orthofix International Nv Com Stk | 0.5 | $402k | 13k | 30.17 | |
| Movado (MOV) | 0.5 | $392k | 8.6k | 45.58 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.5 | $396k | 3.7k | 107.03 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.5 | $392k | 3.5k | 112.00 | |
| iShares Lehman MBS Bond Fund (MBB) | 0.5 | $382k | 3.6k | 106.11 | |
| Health Care SPDR (XLV) | 0.5 | $380k | 6.5k | 58.46 | |
| Cal-Maine Foods (CALM) | 0.5 | $370k | 5.9k | 62.71 | |
| Bed Bath & Beyond | 0.4 | $360k | 5.2k | 68.83 | |
| PowerShares Emerging Markets Sovere | 0.4 | $364k | 13k | 28.00 | |
| Coffee Holding (JVA) | 0.4 | $319k | 42k | 7.61 | |
| Walt Disney Company (DIS) | 0.4 | $312k | 3.9k | 80.00 | |
| Mylan | 0.4 | $313k | 6.4k | 48.91 | |
| Intuitive Surgical (ISRG) | 0.4 | $307k | 700.00 | 438.57 | |
| Nike (NKE) | 0.4 | $312k | 4.2k | 73.83 | |
| FactSet Research Systems (FDS) | 0.4 | $302k | 2.8k | 107.86 | |
| O'reilly Automotive (ORLY) | 0.4 | $299k | 2.0k | 148.53 | |
| Mondelez Int (MDLZ) | 0.4 | $304k | 8.8k | 34.55 | |
| American Express Company (AXP) | 0.4 | $297k | 3.3k | 90.00 | |
| Market Vectors Semiconductor E | 0.4 | $296k | 6.5k | 45.54 | |
| Marcus Corporation (MCS) | 0.3 | $281k | 17k | 16.73 | |
| AutoZone (AZO) | 0.3 | $271k | 504.00 | 537.70 | |
| Global Sources | 0.3 | $268k | 30k | 8.96 | |
| Utilities SPDR (XLU) | 0.3 | $269k | 6.5k | 41.38 | |
| Penn West Energy Trust | 0.3 | $272k | 33k | 8.37 | |
| Comcast Corporation (CMCSA) | 0.3 | $262k | 5.2k | 50.01 | |
| McCormick & Company, Incorporated (MKC) | 0.3 | $260k | 3.6k | 71.63 | |
| Advantage Oil & Gas | 0.3 | $259k | 53k | 4.94 | |
| Ihs | 0.3 | $255k | 2.1k | 121.43 | |
| Baytex Energy Corp (BTE) | 0.3 | $251k | 6.1k | 41.17 | |
| Avago Technologies | 0.3 | $245k | 3.8k | 64.47 | |
| Technology SPDR (XLK) | 0.3 | $236k | 6.5k | 36.31 | |
| Macy's (M) | 0.3 | $227k | 3.8k | 59.19 | |
| Signet Jewelers (SIG) | 0.3 | $233k | 2.2k | 105.91 | |
| eBay (EBAY) | 0.3 | $217k | 3.9k | 55.16 | |
| Rio Alto Mng | 0.3 | $220k | 114k | 1.94 | |
| Onebeacon Insurance Group Ltd Cl-a | 0.3 | $214k | 14k | 15.43 | |
| Vodafone Group New Adr F (VOD) | 0.3 | $216k | 5.9k | 36.84 | |
| Vanguard Intermediate-Term Bond ETF (BIV) | 0.2 | $204k | 2.5k | 83.27 | |
| Tsakos Energy Navigation | 0.2 | $198k | 26k | 7.77 | |
| Staples | 0.2 | $184k | 16k | 11.36 | |
| Omega Protein Corporation | 0.2 | $184k | 15k | 12.05 | |
| Fortress Investment | 0.2 | $174k | 24k | 7.40 | |
| Atlantic Power Corporation | 0.2 | $169k | 59k | 2.88 | |
| RadNet (RDNT) | 0.2 | $162k | 57k | 2.83 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.2 | $160k | 11k | 14.83 | |
| Citi Trends (CTRN) | 0.2 | $167k | 10k | 16.28 | |
| Lee Enterprises, Incorporated | 0.2 | $159k | 36k | 4.48 | |
| Imation | 0.2 | $155k | 27k | 5.76 | |
| Medallion Financial (MFIN) | 0.2 | $155k | 12k | 13.18 | |
| Dex Media | 0.2 | $153k | 17k | 9.22 | |
| Supervalu | 0.2 | $144k | 21k | 6.86 | |
| Federal Signal Corporation (FSS) | 0.2 | $151k | 10k | 14.87 | |
| TeleCommunication Systems | 0.2 | $145k | 63k | 2.29 | |
| Cowen | 0.2 | $149k | 34k | 4.41 | |
| Earthlink Holdings | 0.2 | $139k | 39k | 3.60 | |
| Graphic Packaging Holding Company (GPK) | 0.2 | $135k | 13k | 10.15 | |
| Universal Insurance Holdings (UVE) | 0.2 | $132k | 10k | 12.70 | |
| Hallmark Financial Services | 0.2 | $135k | 16k | 8.29 | |
| Ladenburg Thalmann Financial Services | 0.2 | $132k | 44k | 3.02 | |
| Equal Energy | 0.2 | $130k | 28k | 4.58 | |
| Pengrowth Energy Corp | 0.2 | $128k | 21k | 6.10 | |
| ACCO Brands Corporation (ACCO) | 0.1 | $120k | 19k | 6.19 | |
| Medical Action Industries | 0.1 | $120k | 17k | 6.97 | |
| General Communication | 0.1 | $124k | 11k | 11.38 | |
| SIGA Technologies (SIGA) | 0.1 | $122k | 39k | 3.11 | |
| Alliance One International | 0.1 | $118k | 40k | 2.93 | |
| Casella Waste Systems (CWST) | 0.1 | $112k | 22k | 5.11 | |
| PetroQuest Energy | 0.1 | $105k | 18k | 5.70 | |
| Odyssey Marine Exploration | 0.1 | $104k | 45k | 2.30 | |
| ON Semiconductor (ON) | 0.1 | $101k | 11k | 9.44 | |
| TTM Technologies (TTMI) | 0.1 | $98k | 12k | 8.41 | |
| Star Gas Partners (SGU) | 0.1 | $96k | 16k | 5.86 | |
| Dendreon Corporation | 0.1 | $98k | 33k | 2.99 | |
| Merge Healthcare | 0.1 | $102k | 42k | 2.45 | |
| Tower Semiconductor (TSEM) | 0.1 | $97k | 11k | 9.19 | |
| JetBlue Airways Corporation (JBLU) | 0.1 | $93k | 11k | 8.69 | |
| Christopher & Banks Corporation (CBKCQ) | 0.1 | $87k | 13k | 6.62 | |
| Radio One | 0.1 | $91k | 19k | 4.74 | |
| Emmis Communications Corporation | 0.1 | $87k | 27k | 3.21 | |
| JAKKS Pacific | 0.1 | $88k | 12k | 7.19 | |
| Taseko Cad (TGB) | 0.1 | $89k | 45k | 1.98 | |
| Seabridge Gold (SA) | 0.1 | $89k | 13k | 7.12 | |
| Biodel | 0.1 | $88k | 32k | 2.72 | |
| Local Corp cmn (LOCM) | 0.1 | $91k | 48k | 1.92 | |
| Cel-sci | 0.1 | $92k | 61k | 1.51 | |
| McClatchy Company | 0.1 | $78k | 12k | 6.39 | |
| Pericom Semiconductor | 0.1 | $83k | 11k | 7.86 | |
| Silicon Image | 0.1 | $80k | 12k | 6.90 | |
| Emulex Corporation | 0.1 | $83k | 11k | 7.41 | |
| JMP | 0.1 | $83k | 12k | 7.12 | |
| Five Star Quality Care | 0.1 | $84k | 17k | 4.88 | |
| OraSure Technologies (OSUR) | 0.1 | $85k | 11k | 7.94 | |
| Vantage Drilling Company ord (VTGDF) | 0.1 | $84k | 49k | 1.70 | |
| Vical Incorporated | 0.1 | $80k | 62k | 1.30 | |
| Kemet Corporation Cmn | 0.1 | $78k | 13k | 5.83 | |
| Agenus | 0.1 | $83k | 26k | 3.19 | |
| Neostem | 0.1 | $80k | 11k | 7.02 | |
| Comcast Corporation | 0.1 | $73k | 1.5k | 48.67 | |
| Ciber | 0.1 | $70k | 15k | 4.55 | |
| Sequenom | 0.1 | $71k | 29k | 2.45 | |
| JINPAN International | 0.1 | $77k | 10k | 7.56 | |
| Warren Resources | 0.1 | $70k | 15k | 4.83 | |
| Gran Tierra Energy | 0.1 | $76k | 10k | 7.52 | |
| Ballard Pwr Sys (BLDP) | 0.1 | $77k | 18k | 4.38 | |
| Information Services (III) | 0.1 | $72k | 15k | 4.94 | |
| Carrols Restaurant | 0.1 | $75k | 11k | 7.13 | |
| Sucampo Pharmaceuticals | 0.1 | $75k | 11k | 7.15 | |
| Teekay Tankers Ltd cl a | 0.1 | $76k | 21k | 3.55 | |
| Diana Containerships | 0.1 | $71k | 19k | 3.85 | |
| Cyclacel Pharmaceuticals | 0.1 | $72k | 20k | 3.67 | |
| Anthera Pharmaceutcls | 0.1 | $73k | 22k | 3.33 | |
| Frontier Communications | 0.1 | $64k | 11k | 5.66 | |
| Enzo Biochem (ENZ) | 0.1 | $65k | 16k | 4.19 | |
| Mattson Technology | 0.1 | $66k | 29k | 2.31 | |
| Sonus Networks | 0.1 | $66k | 20k | 3.35 | |
| Curis | 0.1 | $67k | 24k | 2.80 | |
| U.S. Energy | 0.1 | $66k | 14k | 4.78 | |
| SMART Technologies | 0.1 | $67k | 14k | 4.76 | |
| Summer Infant | 0.1 | $68k | 33k | 2.09 | |
| Threshold Pharmaceuticals | 0.1 | $69k | 15k | 4.73 | |
| Oncothyreon | 0.1 | $64k | 21k | 2.99 | |
| InfoSonics Corporation | 0.1 | $62k | 18k | 3.50 | |
| Meetme | 0.1 | $63k | 19k | 3.26 | |
| Guanwei Recycling (GPRC) | 0.1 | $63k | 23k | 2.78 | |
| Gafisa SA | 0.1 | $54k | 17k | 3.16 | |
| Gol Linhas Aereas Inteligentes SA | 0.1 | $55k | 11k | 4.87 | |
| Quantum Corporation | 0.1 | $56k | 46k | 1.22 | |
| American Superconductor Corporation | 0.1 | $59k | 37k | 1.60 | |
| Abraxas Petroleum | 0.1 | $57k | 15k | 3.93 | |
| Ballantyne Strong | 0.1 | $55k | 12k | 4.74 | |
| Sorl Auto Parts | 0.1 | $59k | 16k | 3.75 | |
| ParkerVision | 0.1 | $61k | 13k | 4.82 | |
| Genvec | 0.1 | $55k | 21k | 2.65 | |
| Microvision Inc Del (MVIS) | 0.1 | $57k | 30k | 1.92 | |
| alexza Pharmaceuticals | 0.1 | $59k | 13k | 4.42 | |
| China Auto Logistics (CALIQ) | 0.1 | $57k | 15k | 3.77 | |
| Synta Pharmaceuticals | 0.1 | $50k | 12k | 4.27 | |
| Dynavax Technologies Corporation | 0.1 | $52k | 29k | 1.79 | |
| Iamgold Corp (IAG) | 0.1 | $52k | 15k | 3.49 | |
| Thompson Creek Metals | 0.1 | $50k | 23k | 2.17 | |
| Westell Technologies | 0.1 | $48k | 13k | 3.68 | |
| Zhone Technologies | 0.1 | $46k | 11k | 4.26 | |
| Noranda Aluminum Holding Corporation | 0.1 | $50k | 12k | 4.13 | |
| USA Technologies | 0.1 | $49k | 24k | 2.09 | |
| Synergetics USA | 0.1 | $47k | 15k | 3.08 | |
| Inuvo (INUV) | 0.1 | $46k | 60k | 0.77 | |
| Palatin Technologies | 0.1 | $51k | 41k | 1.26 | |
| PharmAthene | 0.1 | $52k | 29k | 1.83 | |
| Apricus Bioscience | 0.1 | $50k | 23k | 2.14 | |
| Rexahn Pharmaceuticals | 0.1 | $46k | 43k | 1.08 | |
| Wi-lan | 0.1 | $46k | 15k | 3.01 | |
| General Steel Holdings | 0.1 | $41k | 34k | 1.20 | |
| FuelCell Energy | 0.1 | $41k | 17k | 2.47 | |
| TheStreet | 0.1 | $42k | 16k | 2.63 | |
| Gulf Resources | 0.1 | $42k | 17k | 2.44 | |
| U.S. Auto Parts Network | 0.1 | $43k | 14k | 3.05 | |
| FalconStor Software | 0.1 | $40k | 25k | 1.59 | |
| Alpha Pro Tech (APT) | 0.1 | $37k | 16k | 2.25 | |
| Clean Diesel Technologies | 0.1 | $41k | 11k | 3.77 | |
| Orient Paper | 0.1 | $44k | 18k | 2.41 | |
| Insignia Systems | 0.1 | $45k | 15k | 3.00 | |
| SMTC Corporation | 0.1 | $40k | 20k | 1.99 | |
| EnviroStar | 0.1 | $37k | 11k | 3.36 | |
| Coronado Biosciences Inc. Common | 0.1 | $41k | 21k | 1.99 | |
| Fab Universal | 0.1 | $40k | 13k | 3.08 | |
| Corinthian Colleges | 0.0 | $35k | 26k | 1.37 | |
| Verso Paper | 0.0 | $36k | 13k | 2.88 | |
| China Green Agriculture | 0.0 | $29k | 10k | 2.89 | |
| Metali | 0.0 | $36k | 22k | 1.64 | |
| ULTRAPETROL BAHAMAS LTD COM Stk (ULTRF) | 0.0 | $34k | 11k | 3.07 | |
| Cardica | 0.0 | $36k | 36k | 1.00 | |
| Double Eagle Petroleum | 0.0 | $29k | 10k | 2.86 | |
| Comstock Homebuilding Companies | 0.0 | $31k | 19k | 1.59 | |
| Silvercorp Metals (SVM) | 0.0 | $35k | 18k | 1.96 | |
| Oclaro | 0.0 | $31k | 10k | 3.07 | |
| Zion Oil & Gas (ZNOG) | 0.0 | $32k | 17k | 1.94 | |
| Vermillion | 0.0 | $33k | 11k | 2.95 | |
| Magellan Petroleum Corporation | 0.0 | $31k | 22k | 1.41 | |
| Uranium Energy (UEC) | 0.0 | $36k | 26k | 1.36 | |
| Tianyin Pharmaceutical | 0.0 | $30k | 30k | 0.99 | |
| Royale Energy (ROYL) | 0.0 | $35k | 12k | 2.96 | |
| Box Ships | 0.0 | $36k | 15k | 2.40 | |
| INSTRS INC Stemcells | 0.0 | $31k | 23k | 1.33 | |
| Venaxis | 0.0 | $34k | 13k | 2.60 | |
| Hyperdynamics Corp Common Stoc (HDYNQ) | 0.0 | $33k | 19k | 1.77 | |
| Forest Oil Corporation | 0.0 | $28k | 15k | 1.88 | |
| Cal Dive International (CDVIQ) | 0.0 | $28k | 17k | 1.68 | |
| Alphatec Holdings | 0.0 | $28k | 19k | 1.50 | |
| Synthesis Energy Systems | 0.0 | $28k | 14k | 1.96 | |
| BlueLinx Holdings | 0.0 | $26k | 20k | 1.29 | |
| iPass | 0.0 | $23k | 14k | 1.68 | |
| Aviat Networks | 0.0 | $24k | 15k | 1.57 | |
| Planar Systems | 0.0 | $24k | 12k | 2.06 | |
| First Acceptance Corporation (FACO) | 0.0 | $26k | 10k | 2.52 | |
| Sutor Technology | 0.0 | $23k | 13k | 1.81 | |
| International Tower Hill Mines (THM) | 0.0 | $22k | 29k | 0.77 | |
| Acura Pharmaceuticals | 0.0 | $23k | 16k | 1.44 | |
| Almaden Minerals | 0.0 | $22k | 16k | 1.40 | |
| Castle Brands | 0.0 | $21k | 18k | 1.17 | |
| GreenHunter Energy | 0.0 | $27k | 28k | 0.97 | |
| Catalyst Pharmaceutical Partners (CPRX) | 0.0 | $28k | 12k | 2.28 | |
| Netlist (NLST) | 0.0 | $22k | 11k | 1.93 | |
| Comstock Mining Inc cs | 0.0 | $22k | 13k | 1.65 | |
| Arca Biopharma | 0.0 | $24k | 13k | 1.87 | |
| Wave Systems | 0.0 | $27k | 30k | 0.92 | |
| Wet Seal | 0.0 | $17k | 13k | 1.30 | |
| Alexco Resource Corp | 0.0 | $19k | 13k | 1.48 | |
| Body Central Acquisition Corporation | 0.0 | $15k | 14k | 1.06 | |
| Elephant Talk Communications | 0.0 | $19k | 17k | 1.10 | |
| Timmins Gold Corp | 0.0 | $17k | 14k | 1.21 | |
| Authentidate Holding | 0.0 | $18k | 19k | 0.97 | |
| Mines Management | 0.0 | $11k | 10k | 1.10 |
