Rotella Capital Management

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 (AGEN) 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 (TAST) 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