Rotella Capital Management

Companies in the Rotella Capital Management portfolio as of June 2014 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares Barclays TIPS Bond Fund (TIP) 3.77 38600 115.36
Vanguard Total Bond Market ETF (BND) 3.62 52000 82.17
iShares Barclays Inter Crd Bd Fund ETF) (CIU) 3.52 37700 110.19
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 3.12 32000 115.19
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 3.07 30400 119.31
iShares Barclays 20+ Yr Treas.Bond (TLT) 2.98 31000 113.52
Vanguard Short-Term Bond ETF (BSV) 2.61 38300 80.34
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 2.57 35100 86.55
Vanguard Short Term Corporate Bond ETF (VCSH) 2.48 36500 80.38
Vanguard Dividend Appreciation ETF (VIG) 2.47 37400 77.94
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 2.29 25600 105.62
iShares iBoxx $ High Yid Corp Bond (HYG) 1.89 23400 95.17
iShares Lehman MBS Bond Fund (MBB) 1.55 16900 108.22
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 1.33 14500 108.69
Baxter International (BAX) 1.28 20827 72.31
PowerShares QQQ Trust, Series 1 (QQQQ) 1.18 14900 93.89
iShares Russell 2000 Index (IWM) 1.14 11300 118.85
iShares Lehman Aggregate Bond (AGG) 1.14 12300 109.35
SPDR S&P; 500 ETF (SPY) 1.05 6314 195.76
SPDR Barclays Capital High Yield B (JNK) 1.05 29800 41.74
iShares Lehman 7-10 Yr Treas. Bond (IEF) 1.03 11700 103.59
SPDR Dow Jones Industrial Average ETF (DIA) 0.92 6500 167.85
PowerShares Emerging Markets Sovere (PCY) 0.92 37300 29.17
ProShares Short S&P500; (SH) 0.85 43000 23.37
SPDR S&P; MidCap 400 ETF (MDY) 0.82 3705 260.46
SPDR S&P; Dividend (SDY) 0.80 12300 76.59
Visa (V) 0.79 4409 210.71
Proshares Tr Ultrashort Dow30 Newetf 0.79 36400 25.58
Vanguard Intermediate-Term Bond ETF (BIV) 0.77 10700 84.77
Vanguard Long Term Corporate Bond ETF (VCLT) 0.77 10100 90.30
Market Vectors Semiconductor E 0.77 18300 49.51
Proshs Ultrashrt S&p500 Prosha etf 0.77 35900 25.43
Citrix Systems (CTXS) 0.76 14400 62.57
ProShares Ultra S&P500; (SSO) 0.69 7000 115.71
SPDR Gold Trust (GLD) 0.67 6200 128.06
iShares S&P; MidCap 400 Index (IJH) 0.67 5500 143.09
ProShares Ultra Dow30 (DDM) 0.66 6500 119.38
iShares S&P; 500 Index (IVV) 0.65 3900 196.92
Philip Morris International (PM) 0.63 8823 84.33
iShares MSCI Brazil Index (EWZ) 0.59 14700 47.76
Micron Technology (MU) 0.56 19900 32.96
Maxim Integrated Products (MXIM) 0.54 18800 33.83
Avago Technologies 0.51 8400 72.02
Garmin Ltd. 0.50 9700 60.93
Microsoft Corporation (MSFT) 0.48 13549 41.70
Apple (AAPL) 0.48 6121 92.96
Xilinx (XLNX) 0.47 11843 47.29
Cisco Systems (CSCO) 0.45 21282 24.86
iShares S&P; SmallCap 600 Index (IJR) 0.45 4700 112.13
Broadcom Corporation (BRCM) 0.44 13963 37.10
Dollar Tree (DLTR) 0.41 8838 54.42
UnitedHealth (UNH) 0.40 5825 81.72
NetApp (NTAP) 0.38 12400 36.53
Kroger (KR) 0.38 9142 49.44
Travelers Companies (TRV) 0.37 4621 94.14
Enerplus Corp 0.37 17400 25.17
Penn West Energy Trust 0.34 41500 9.76
Illumina (ILMN) 0.32 2100 178.57
Utilities SPDR (XLU) 0.32 8500 44.24
Pengrowth Energy Corp 0.31 50100 7.19
Pfizer (PFE) 0.30 11768 29.66
Google (GOOG) 0.30 600 585.00
Keurig Green Mtn 0.30 2800 124.64
QUALCOMM (QCOM) 0.29 4325 79.31
Lorillard (LO) 0.29 5632 60.90
Global Cash Access Holdings (GCA) 0.29 38100 8.90
Walt Disney Company (DIS) 0.27 3700 85.68
R.R. Donnelley & Sons Company (RRD) 0.27 19065 16.94
Western Digital (WDC) 0.27 3500 92.29
SanDisk Corporation (SNDK) 0.27 3000 104.33
eBay (EBAY) 0.26 6240 50.00
Delta Air Lines (DAL) 0.26 7900 38.73
Onebeacon Insurance Group Ltd Cl-a 0.25 18857 15.54
Cherokee (CHKE) 0.25 19145 15.20
Analog Devices (ADI) 0.24 5300 54.15
Gentex Corporation (GNTX) 0.23 9500 29.05
Wi-lan Inc 0.23 85200 3.17
Adobe Systems Incorporated (ADBE) 0.22 3600 72.22
Herbalife Ltd Com Stk 0.22 4100 64.63
Nevsun Res Ltd 0.22 68100 3.74
Assurant (AIZ) 0.21 3800 65.53
AZZ Incorporated (AZZ) 0.21 5457 46.00
Adams Resources & Energy (AE) 0.21 3154 78.31
Alliance Imaging 0.21 9110 27.00
Earthlink Holdings 0.21 65902 3.72
Contango Oil & Gas Company (MCF) 0.20 5517 42.23
ON Semiconductor (ONNN) 0.20 25600 9.14
Methode Electronics (MEI) 0.20 6200 38.23
Tsakos Energy Navigation Ltd 0.20 34578 6.68
Arlington Asset Investment (AI) 0.20 8747 27.32
Advantage Oil & Gas Ltd 0.20 35759 6.71
Outerwall 0.20 3900 59.23
Union Pacific Corporation (UNP) 0.19 2220 99.55
Mercury Computer Systems (MRCY) 0.19 19348 11.32
Exelon Corporation (EXC) 0.19 6155 36.56
Lee Enterprises, Incorporated (LEE) 0.19 49277 4.44
China XD Plastics (CXDC) 0.19 27350 8.37
LOGITECH INTERNATIONAL SA APP Com Stk 0.19 17370 12.95
United Therapeutics Corporation (UTHR) 0.19 2500 88.40
Hooker Furniture Corporation (HOFT) 0.19 14191 16.14
Fonar Corporation (FONR) 0.19 18113 12.20
Blackstone (BX) 0.18 6400 33.44
FedEx Corporation (FDX) 0.18 1400 151.43
Apollo (APOL) 0.18 6900 31.30
Prudential Financial (PRU) 0.18 2400 88.75
PDL BioPharma (PDLI) 0.18 22200 9.68
Magna Intl Inc cl a 0.18 2000 108.00
Net 1 UEPS Technologies (UEPS) 0.18 18637 11.38
Steel Dynamics (STLD) 0.18 12100 17.93
Triple-S Management (GTS) 0.18 11779 17.91
MetLife (MET) 0.18 3900 55.64
Bk Nova Cad Com (usd) 0.18 3200 66.56
F5 Networks (FFIV) 0.18 1918 111.57
IHS (IHS) 0.18 1600 135.62
American International (AIG) 0.18 3837 54.47
Atlantic Power Corporation (ATP) 0.18 50900 4.11
United Ins Hldgs 0.18 12173 17.25
Goodyear Tire & Rubber Company (GT) 0.17 7400 27.84
Computer Sciences Corporation (CSC) 0.17 3200 63.12
Sturm, Ruger & Company (RGR) 0.17 3400 59.12
Cenveo (CVO) 0.17 53569 3.71
Och-Ziff Capital Management (OZM) 0.17 14500 13.86
Pericom Semiconductor (PSEM) 0.17 22051 9.02
Ingles Markets, Incorporated (IMKTA) 0.17 7695 26.38
Navios Maritime Acquis Corp shs 0.17 19500 10.10
Meritor Inc 0.17 15233 13.06
Tower Semiconductor 0.17 21692 9.08
Fortress Investment (FIG) 0.16 25200 7.42
Radio One (ROIAK) 0.16 38933 4.93
Emmis Communications Corporation (EMMS) 0.16 62812 2.99
Cablevision Systems Corporation (CVC) 0.16 10800 17.69
Marvell Technology Group Ltd 0.16 12900 14.34
Imation (IMN) 0.16 54328 3.44
Pantry (PTRY) 0.16 11431 16.18
SIGA Technologies (SIGA) 0.16 66973 2.82
Nordion (NDZ) 0.16 15100 12.58
Republic Airways Holdings (RJET) 0.15 16685 10.85
L.S. Starrett Company (SCX) 0.15 11837 15.38
Maiden Holdings Ltd shs 0.15 15115 12.11
Cys Investments 0.15 20200 9.01
Symmetry Medical (SMA) 0.14 18044 8.87
Hawaiian Holdings (HA) 0.14 11847 13.67
Taseko Cad Com 0.14 64662 2.49
Hercules Technology Growth Capital (HTGC) 0.14 10300 16.12
POZEN (POZN) 0.14 19416 8.34
Gran Tierra Energy Inc 0.14 19700 8.12
Gulf Resources (GFRE) 0.14 77791 2.13
Xerium Technologies Inc 0.14 12129 13.93
NETWORK 0.14 16700 10.12
Biotelemetry 0.14 22900 7.16
Inovio Pharmaceuticals 0.14 14950 10.90
PCTEL (PCTI) 0.13 19612 8.11
MBIA (MBI) 0.13 14000 11.07
Safe Bulkers Inc Com Stk 0.13 15600 9.74
Resolute Energy (REN) 0.13 17986 8.62
Cytori Therapeutics (CYTX) 0.13 63026 2.40
GSI (LASRD) 0.13 11790 12.72
Frontier Communications (FTR) 0.12 23300 5.84
Silicon Image (SIMG) 0.12 27590 5.04
Air Transport Services (ATSG) 0.12 16348 8.38
Alon USA Energy (ALJ) 0.12 11400 12.46
Anworth Mortgage Asset Corporation (ANH) 0.12 26593 5.15
Dyax (DYAX) 0.12 14416 9.57
Journal Communications (JRN) 0.12 16385 8.85
Omega Protein Corporation (OME) 0.12 10076 13.70
SigmaTron International (SGMA) 0.12 11440 12.06
Covenant Transportation (CVTI) 0.12 11247 12.89
MaxLinear (MXL) 0.12 13777 10.09
Yongye International (YONG) 0.12 19860 7.00
*alexza Pharmaceuticals 0.12 29833 4.56
Icad 0.12 22085 6.43
Arc Document Solutions 0.12 24855 5.87
Superconductor Technologies 0.12 49905 2.89
Quicksilver Resources (KWK) 0.11 46500 2.67
Gladstone Capital Corporation (GLAD) 0.11 12976 10.10
Cellcom Israel (CEL) 0.11 10335 12.09
PetroQuest Energy (PQ) 0.11 17397 7.53
PennantPark Investment (PNNT) 0.11 11343 11.46
China Automotive Systems (CAAS) 0.11 14606 8.70
NCI (NCIT) 0.11 14944 8.90
RF Micro Devices (RFMD) 0.11 13500 9.56
Star Gas Partners (SGU) 0.11 21739 6.21
Hackett (HCKT) 0.11 21834 5.95
Merge Healthcare (MRGE) 0.11 55795 2.28
Seabridge Gold Inc 0.11 13700 9.42
Skystar Bio-Pharmaceutical Company (SKBI) 0.11 17293 7.34
Cinedigm 0.11 50380 2.48
ACCO Brands Corporation (ABD) 0.10 18500 6.43
ENGlobal Corporation (ENG) 0.10 37800 3.12
Nautilus (NLS) 0.10 10570 11.07
Casella Waste Systems (CWST) 0.10 23220 5.00
JINPAN Internationalltd 0.10 16998 6.77
Cowen (COWN) 0.10 28205 4.22
Vantage Drilling Company ord shs 0.10 59700 1.93
Pacific Biosciences of California (PACB) 0.10 19866 6.19
ARMOUR Residential REIT (ARR) 0.10 27700 4.33
Equal Energy Ltd Com 0.10 20900 5.41
Willdan (WLDN) 0.10 13400 8.66
Timmins Gold Corp 0.10 63100 1.79
Agenus 0.10 36496 3.23
Eagle Bulk Shipping 0.10 39748 3.09
Dht Holdings 0.10 17148 7.17
Cyclacel Pharmaceuticals 0.10 37472 3.07
Local Corp cmn 0.10 55606 2.07
Forest Oil Corporation (FST) 0.09 46500 2.28
TeleCommunication Systems (TSYS) 0.09 32623 3.28
Synta Pharmaceuticals (SNTA) 0.09 25100 4.10
Five Star Quality Care (FVE) 0.09 20080 5.03
New York & Company (NWY) 0.09 28126 3.70
Builders FirstSource (BLDR) 0.09 14022 7.49
TheStreet (TSCM) 0.09 43337 2.40
Apollo Investment (AINV) 0.09 12100 8.60
Harvard Bioscience (HBIO) 0.09 23974 4.55
Thompson Creek Metals Co Inc 0.09 34800 2.96
First Acceptance Corporation (FAC) 0.09 41646 2.45
SciClone Pharmaceuticals (SCLN) 0.09 20376 5.25
Higher One Holdings (ONE) 0.09 27584 3.81
Calix (CALX) 0.09 13302 8.19
EnteroMedics (ETRM) 0.09 69469 1.55
Gas Nat Inc 0.09 10002 10.50
Destination Xl 0.09 18692 5.51
RadNet (RDNT) 0.08 14498 6.62
Dryships/drys 0.08 27500 3.24
Alliance One International (AOI) 0.08 38728 2.50
McClatchy Company (MNI) 0.08 16816 5.53
Cedar Shopping Centers (CDR) 0.08 15944 6.27
Global Sources Limited 0.08 11451 8.30
BPZ Resources (BPZ) 0.08 29484 3.09
MFA Mortgage Investments (MFA) 0.08 11400 8.25
OraSure Technologies (OSUR) 0.08 10400 8.65
Noranda Aluminum Holding Corporation (NOR) 0.08 26740 3.52
Vonage Holdings (VG) 0.08 26400 3.75
Summer Infant (SUMR) 0.08 31694 2.87
GreenHunter Energy (GRH) 0.08 46657 1.99
Rio Alto Mng Ltd New 0.08 43209 2.31
Venaxis 0.08 41139 2.24
Neostem 0.08 14894 6.51
Anthera Pharmaceutcls 0.08 26514 3.39
Columbia Labs 0.08 13241 6.87
Nam Tai Ppty Inc Shs 0.08 13067 7.58
Newcastle Investment (NCT) 0.07 18300 4.81
Intervest Bancshares (IBCA) 0.07 10803 7.78
Quantum Corporation (QTM) 0.07 63567 1.23
Eagle Rock Energy Partners,L.P, (EROC) 0.07 17100 4.97
Synutra International (SYUT) 0.07 11822 6.68
Martha Stewart Living Omnimedia (MSO) 0.07 17676 4.70
Sorl Auto Parts (SORL) 0.07 25743 2.99
Sonus Networks (SONS) 0.07 21400 3.60
Ballard Pwr Sys Inc New 0.07 19000 4.11
Pixelworks (PXLW) 0.07 11100 7.57
Information Services (III) 0.07 16315 4.78
Curis (CRIS) 0.07 44506 1.86
Carrols Restaurant (TAST) 0.07 10843 7.10
U.S. Energy (USEG) 0.07 19044 4.31
Alimera Sciences (ALIM) 0.07 13833 6.00
Gladstone Investment Corporation (GAIN) 0.07 10921 7.42
Zagg (ZAGG) 0.07 15960 5.45
Threshold Pharmaceuticals (THLD) 0.07 21600 3.98
MBT Financial (MBTF) 0.07 14883 5.44
Fortuna Silver Mines Inc. 0.07 14160 5.51
CLEANTECH SOLUTIONS Intl 0.07 14121 5.45
Biofuel Energy 0.07 11478 6.88
Kcap Financial 0.07 10313 8.53
Cel-sci 0.07 68600 1.25
Cincinnati Bell (CBB) 0.06 19100 3.93
Danaos Corp Com Stk 0.06 12145 5.85
Parker Drilling Company (PKD) 0.06 10458 6.50
ShoreTel (SHOR) 0.06 11223 6.50
Frontline Limited Usd2.5 0.06 25637 2.93
Alphatec Holdings (ATEC) 0.06 43156 1.62
First Busey Corporation (BUSE) 0.06 11521 5.82
ULTRAPETROL BAHAMAS LTD COM Stk 0.06 22869 2.97
Globalstar (GSAT) 0.06 15700 4.27
PLX Technology (PLXT) 0.06 10142 6.51
U.S. Auto Parts Network (PRTS) 0.06 18165 3.63
Odyssey Marine Exploration (OMEX) 0.06 43322 1.69
ZIOPHARM Oncology (ZIOP) 0.06 18890 4.02
Unilife US (UNIS) 0.06 24700 2.96
Gold Resource Corporation (GORO) 0.06 14693 5.04
Palatin Technologies (PTN) 0.06 70544 1.02
PharmAthene (PIP) 0.06 49468 1.44
Netlist (NLST) 0.06 53443 1.29
Ever-Glory International (EVK) 0.06 12398 6.05
Planet Payment 0.06 24416 2.83
Gramercy Ppty Tr 0.06 10945 6.03
Resource Capital (RSO) 0.05 10026 5.59
GFI (GFIG) 0.05 19493 3.33
Geron Corporation (GERN) 0.05 18581 3.23
Novavax (NVAX) 0.05 13851 4.62
Synthesis Energy Systems (SYMX) 0.05 30600 1.90
Dynavax Technologies Corporation (DVAX) 0.05 40200 1.59
Endeavour Silver Corp 0.05 10200 5.49
TGC Industries (TGE) 0.05 11468 5.49
Discovery Laboratories (DSCOD) 0.05 31545 1.78
Apricus Bioscience (APRI) 0.05 26612 2.25
Oncothyreon (ONTY) 0.05 19018 3.26
SMTC Corporation (SMTX) 0.05 30269 1.82
RF Industries (RFIL) 0.05 10507 6.00
Wireless Tele (WTT) 0.05 21370 2.67
OCULUS INNOVATIVE Common equity Sciences shares 0.05 17424 3.10
Cti Biopharma 0.05 19800 2.83
ModusLink Global Solutions (MLNK) 0.04 12524 3.75
American Superconductor Corporation (AMSC) 0.04 25653 1.64
Kinross Gold Corp New 0.04 11200 4.11
Dendreon Corporation (DNDN) 0.04 20400 2.30
Harris & Harris (TINY) 0.04 14346 3.21
Cardica (CRDC) 0.04 45704 1.14
Planar Systems (PLNR) 0.04 20447 2.45
USA Technologies (USAT) 0.04 20941 2.10
Magellan Petroleum Corporation (MPET) 0.04 19718 2.18
Uranium Energy (UEC) 0.04 27800 1.58
GlobalSCAPE (GSB) 0.04 19398 2.47
NeoGenomics (NGNM) 0.04 14913 3.35
Accuride Corporation (ACUZ) 0.04 10519 4.85
Arotech Corporation (ARTX) 0.04 10000 4.50
InfuSystem Holdings (INFU) 0.04 15274 2.75
Genvec Inc 0.04 17719 2.60
Biodel 0.04 22277 2.15
Turquoisehillres 0.04 14230 3.37
Netsol Technologies 0.04 10725 3.92
Usec 0.04 16431 3.04
Hutchinson Technology Incorporated (HTCH) 0.03 15250 2.49
Capstone Turbine Corporation (CPST) 0.03 22200 1.53
iPass (IPAS) 0.03 25312 1.19
Zix Corporation (ZIXI) 0.03 10196 3.43
Denison Mines Corp 0.03 32110 1.25
Digirad Corporation (DRAD) 0.03 11241 3.56
Silvercorp Metals Inc 0.03 17205 2.09
Support (SPRT) 0.03 11975 2.67
Chimera Investment Corporation (CIM) 0.03 12100 3.22
Alexco Resource Corp 0.03 23600 1.27
SMART Technologies (SMT) 0.03 14033 2.85
Amyris (AMRS) 0.03 10938 3.75
Crown Media Holdings (CRWN) 0.03 10652 3.66
Almaden Minerals Ltd 0.03 23768 1.39
Orient Paper (ONP) 0.03 15816 2.15
Catalyst Pharmaceutical Partners (CPRX) 0.03 13800 2.54
New Concept Energy (GBR) 0.03 11787 3.31
Gigoptix Inc 0.03 24200 1.36
Radiant Logistics Inc 0.03 11006 3.00
China Bak Battery 0.03 16876 2.37
Fab Universal 0.03 13005 3.08
ArQule (ARQL) 0.02 16646 1.56
Cal Dive International (DVR) 0.02 18500 1.30
DURECT Corporation (DRRX) 0.02 12150 1.81
Metali (MEA) 0.02 15191 1.25
Mattson Technology (MTSN) 0.02 11371 2.20
BlueLinx Holdings (BXC) 0.02 15445 1.42
China Housing & Land Development (CHLN) 0.02 15204 1.84
Sutor Technology (SUTR) 0.02 23205 0.99
Vical Incorporated (VICL) 0.02 22802 1.23
Polymet Mining Corp 0.02 23200 1.08
Alpha Pro Tech (APT) 0.02 10439 2.11
Endeavour International C 0.02 16778 1.37
Goldfield Corporation (GV) 0.02 13565 1.70
Mines Management (MGN) 0.02 17400 1.09
China Recycling Energy (CREG) 0.02 14600 1.78
Comstock Mining Inc cs 0.02 15298 1.70
Box Ships Inc 0.02 13269 1.51
Pendrell Corp 0.02 14644 1.78
Merus Labs Intl 0.02 10800 2.22
Aeterna Zentaris 0.02 16900 1.18
China Auto Logistics 0.02 11520 2.08
Guanwei Recycling 0.02 17679 1.41
Methes Energies Intl 0.02 12400 1.94
Viewtran Group Inc usd ord shs 0.02 10529 1.99
General Steel Holdings (GSI) 0.01 14500 0.97
Wave Systems 0.01 11375 1.41