Rotella Capital Management

Rotella Capital Management as of Sept. 30, 2014

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 310 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Total Bond Market ETF Etp (BND) 5.5 $5.2M 64k 81.92
SPDR S&P 500 ETF Trust Etp (SPY) 4.8 $4.6M 23k 196.99
iShares 20+ Year Treasury Bond ETF Etp (TLT) 3.8 $3.6M 31k 116.26
iShares Intermediate Credit Bond ETF Etp (IGIB) 3.2 $3.1M 28k 109.32
Vanguard Short-Term Corporate Bond ETF Etp (VCSH) 3.1 $2.9M 37k 79.86
iShares TIPS Bond ETF Etp (TIP) 2.8 $2.7M 24k 112.07
Vanguard Short-Term Bond ETF Etp (BSV) 2.8 $2.7M 34k 80.06
Vanguard Intermediate-Term Corporate Bond ETF Etp (VCIT) 2.3 $2.2M 26k 85.76
iShares iBoxx $ Investment Grade Corporate Bond ETF Etp (LQD) 2.2 $2.1M 18k 118.18
FMC Corp CMN (FMC) 2.0 $1.9M 34k 57.18
PowerShares Emerging Markets Sovereign Debt Portfolio Etp 2.0 $1.9M 67k 28.44
Mattel CMN (MAT) 1.9 $1.8M 59k 30.65
iShares MBS ETF Etp (MBB) 1.8 $1.7M 16k 108.12
Vanguard Dividend Appreciation ETF Etp (VIG) 1.5 $1.4M 19k 77.01
iShares Core U.S. Aggregate Bond ETF Etp (AGG) 1.4 $1.3M 12k 109.11
SPDR S&P MidCap 400 ETF Trust Etp (MDY) 1.4 $1.3M 5.2k 249.38
iShares National AMT-Free Muni Bond ETF Etp (MUB) 1.3 $1.3M 12k 109.66
iShares 7-10 Year Treasury Bond ETF Etp (IEF) 1.3 $1.2M 12k 103.59
SPDR Dow Jones Industrial Average ETF Trust Etp (DIA) 1.2 $1.1M 6.5k 170.15
iShares JP Morgan USD Emerging Markets Bond ETF Etp (EMB) 1.2 $1.1M 9.8k 112.86
Powershares QQQ Trust Series 1 Etp 1.1 $1.0M 10k 98.83
Intel Corp CMN (INTC) 1.0 $949k 27k 34.82
SPDR S&P Dividend ETF Etp (SDY) 1.0 $922k 12k 74.96
Vanguard Long-Term Corporate Bond ETF Etp (VCLT) 0.9 $904k 10k 89.50
Vanguard Intermediate-Term Bond ETF Etp (BIV) 0.9 $902k 11k 84.30
iShares Russell 2000 ETF Etp (IWM) 0.9 $820k 7.5k 109.33
ProShares Ultra Dow30 Etp (DDM) 0.8 $775k 6.3k 123.02
Goldman Sachs Group Inc/The CMN (GS) 0.8 $773k 4.2k 183.57
Lennar Corp CMN (LEN) 0.7 $676k 17k 38.85
National Oilwell Varco CMN 0.7 $634k 8.3k 76.15
Scholastic Corp CMN (SCHL) 0.7 $620k 19k 32.31
ConAgra Foods CMN (CAG) 0.6 $607k 18k 33.06
Merck & Co CMN (MRK) 0.6 $601k 10k 59.31
FedEx Corp CMN (FDX) 0.6 $567k 3.5k 161.45
Charter Communications CMN 0.6 $545k 3.6k 151.39
Logitech International SA CMN (LOGI) 0.6 $539k 42k 12.91
Paychex CMN (PAYX) 0.6 $528k 12k 44.20
Lululemon Athletica CMN (LULU) 0.6 $525k 13k 42.00
BorgWarner CMN (BWA) 0.5 $521k 9.9k 52.63
Coca-Cola Co/The CMN (KO) 0.5 $514k 12k 42.67
Johnson & Johnson CMN (JNJ) 0.5 $494k 4.6k 106.60
iShares Core S&P Small-Cap ETF Etp (IJR) 0.5 $490k 4.7k 104.26
United States Steel Corp CMN 0.5 $486k 12k 39.19
Ennis CMN (EBF) 0.5 $449k 34k 13.17
Dominion Diamond Corp CMN 0.5 $444k 31k 14.23
Methode Electronics CMN (MEI) 0.5 $431k 12k 36.84
Steel Dynamics CMN (STLD) 0.4 $409k 18k 22.60
Regeneron Pharmaceuticals CMN (REGN) 0.4 $397k 1.1k 360.91
Microsoft Corp CMN (MSFT) 0.4 $391k 8.4k 46.31
China Green Agriculture CMN 0.4 $386k 195k 1.98
Whole Foods Market CMN 0.4 $375k 9.9k 38.06
Wi-Lan CMN 0.4 $372k 103k 3.60
Catamaran Corp CMN 0.4 $370k 8.8k 42.20
iShares iBoxx $ High Yield Corporate Bond ETF Etp (HYG) 0.4 $368k 4.0k 92.00
Monster Beverage Corp CMN 0.4 $367k 4.0k 91.75
SPDR Barclays High Yield Bond ETF Etp 0.4 $365k 9.1k 40.11
Market Vectors Semiconductor ETF Etp 0.4 $363k 7.1k 51.13
Health Care Select Sector SPDR Fund Etp (XLV) 0.4 $358k 5.6k 63.93
iShares Core S&P 500 ETF Etp (IVV) 0.4 $357k 1.8k 198.33
Energy Select Sector SPDR Fund Etp (XLE) 0.4 $353k 3.9k 90.51
iShares Core S&P Mid-Cap ETF Etp (IJH) 0.4 $342k 2.5k 136.80
Tesla Motors CMN (TSLA) 0.4 $340k 1.4k 242.86
Citrix Systems CMN 0.3 $328k 4.6k 71.30
United Technologies Corp CMN 0.3 $319k 3.0k 105.66
Pfizer CMN (PFE) 0.3 $318k 11k 29.53
Just Energy Group CMN 0.3 $316k 68k 4.65
Daktronics CMN (DAKT) 0.3 $312k 25k 12.27
Energy Transfer Partners Ltd Part 0.3 $305k 4.8k 64.06
Barnes & Noble CMN 0.3 $302k 15k 19.74
International Rectifier Corp CMN 0.3 $298k 7.6k 39.21
Cisco Systems CMN (CSCO) 0.3 $297k 12k 25.21
Signet Jewelers CMN (SIG) 0.3 $296k 2.6k 113.85
UTi Worldwide CMN 0.3 $293k 28k 10.62
Penn West Petroleum CMN 0.3 $290k 43k 6.78
REX American Resources Corp CMN (REX) 0.3 $286k 3.9k 72.98
Verisk Analytics CMN (VRSK) 0.3 $280k 4.6k 60.87
American Woodmark Corp CMN (AMWD) 0.3 $280k 7.6k 36.84
Discovery Communications CMN 0.3 $278k 7.4k 37.81
Lake Shore Gold Corp CMN 0.3 $274k 264k 1.04
Western Digital Corp CMN (WDC) 0.3 $272k 2.8k 97.14
Shiloh Industries CMN 0.3 $270k 16k 17.01
General Electric CMN 0.3 $268k 11k 25.57
NXP Semiconductor NV CMN (NXPI) 0.3 $260k 3.8k 68.42
Rio Alto Mining CMN 0.3 $259k 108k 2.40
eBay CMN (EBAY) 0.3 $246k 4.3k 56.71
Cerner Corp CMN 0.3 $244k 4.1k 59.51
Comcast Corp CMN (CMCSA) 0.3 $242k 4.5k 53.78
Dollar General Corp CMN (DG) 0.3 $239k 3.9k 61.20
Priceline Group Inc/The CMN 0.2 $232k 200.00 1160.00
Nevsun Resources CMN 0.2 $230k 64k 3.62
Merge Healthcare CMN 0.2 $230k 104k 2.20
Express Scripts Holding CMN 0.2 $228k 3.2k 70.63
Calavo Growers CMN (CVGW) 0.2 $226k 5.0k 45.20
Pall Corp CMN 0.2 $226k 2.7k 83.70
SanDisk Corp CMN 0.2 $225k 2.3k 97.83
Accenture CMN (ACN) 0.2 $222k 2.7k 81.47
Pacific Ethanol CMN 0.2 $215k 15k 13.96
Broadcom Corp CMN 0.2 $212k 5.2k 40.39
AmTrust Financial Services CMN 0.2 $208k 5.2k 39.76
DSW CMN 0.2 $208k 6.9k 30.14
G-III Apparel Group CMN (GIII) 0.2 $207k 2.5k 82.80
Bed Bath & Beyond CMN 0.2 $204k 3.1k 65.81
Archer-Daniels-Midland CMN (ADM) 0.2 $201k 3.9k 51.03
Norfolk Southern Corp CMN (NSC) 0.2 $201k 1.8k 111.67
Kohl's Corp CMN (KSS) 0.2 $201k 3.3k 60.91
Hewlett-Packard CMN 0.2 $201k 5.7k 35.53
Star Gas Partners Ltd Part (SGU) 0.2 $199k 35k 5.71
Ship Finance International CMN 0.2 $193k 11k 16.93
Bon-Ton Stores Inc/The CMN (BONTQ) 0.2 $189k 23k 8.35
TeleCommunication Systems CMN 0.2 $188k 68k 2.79
Maiden Holdings CMN 0.2 $180k 16k 11.09
TransGlobe Energy Corp CMN 0.2 $178k 29k 6.09
United Insurance Holdings Corp CMN (ACIC) 0.2 $168k 11k 15.04
Net 1 UEPS Technologies CMN (LSAK) 0.2 $167k 14k 12.07
Aircastle CMN 0.2 $167k 10k 16.37
ON Semiconductor Corp CMN (ON) 0.2 $166k 19k 8.92
Supreme Industries CMN 0.2 $161k 21k 7.80
CYS Investments Reit 0.2 $160k 19k 8.25
Advantage Oil & Gas CMN 0.2 $159k 31k 5.10
EarthLink Holdings Corp CMN 0.2 $158k 46k 3.41
Medallion Financial Corp CMN (MFIN) 0.2 $157k 14k 11.66
First Community Bancshares CMN (FCBC) 0.2 $157k 11k 14.28
Air Transport Services Group CMN (ATSG) 0.2 $155k 21k 7.29
Diana Containerships CMN 0.2 $153k 68k 2.25
Fortuna Silver Mines CMN 0.2 $152k 38k 4.05
Cott Corp CMN 0.2 $151k 22k 6.85
Meritor CMN 0.2 $150k 14k 10.84
Nci CMN 0.2 $150k 16k 9.53
Premier Financial Bancorp CMN 0.2 $149k 10k 14.65
Tsakos Energy Navigation CMN 0.2 $149k 23k 6.37
McClatchy Co/The CMN 0.2 $149k 44k 3.36
Tower Semiconductor CMN (TSEM) 0.2 $148k 15k 10.14
Zagg CMN 0.2 $148k 27k 5.59
Pozen CMN 0.2 $145k 20k 7.32
Lee Enterprises CMN 0.1 $142k 42k 3.38
Bridgepoint Education CMN 0.1 $142k 13k 11.18
Symmetry Medical CMN 0.1 $141k 14k 10.11
Skystar Bio-Pharmaceutical CMN 0.1 $140k 33k 4.19
Parker Drilling CMN 0.1 $139k 28k 4.93
Sciclone Pharmaceuticals CMN 0.1 $138k 20k 6.88
Teekay Tankers CMN 0.1 $137k 37k 3.74
Local Corp CMN (LOCM) 0.1 $133k 66k 2.01
Central Valley Community Bancorp CMN 0.1 $132k 12k 11.51
China Automotive Systems CMN (CAAS) 0.1 $132k 14k 9.16
United Online CMN 0.1 $130k 12k 10.95
Harvard Bioscience CMN (HBIO) 0.1 $130k 32k 4.09
ACCO Brands Corp CMN (ACCO) 0.1 $129k 19k 6.92
Consolidated Water CMN (CWCO) 0.1 $128k 11k 11.67
TGC Industries CMN 0.1 $126k 33k 3.86
Dice Holdings CMN 0.1 $125k 15k 8.39
PDL BioPharma CMN 0.1 $125k 17k 7.49
XenoPort CMN 0.1 $124k 23k 5.36
Global Cash Access Holdings CMN 0.1 $124k 18k 6.74
Fortress Investment Group Ltd Part 0.1 $122k 18k 6.85
Timmins Gold Corp CMN 0.1 $120k 95k 1.26
Penn National Gaming CMN (PENN) 0.1 $120k 11k 11.21
Taseko Mines CMN (TGB) 0.1 $119k 70k 1.70
Emulex Corp CMN 0.1 $116k 24k 4.94
BioTelemetry CMN 0.1 $109k 16k 6.70
US Energy Corp Wyoming CMN 0.1 $108k 34k 3.19
Hackett Group Inc/The CMN (HCKT) 0.1 $107k 18k 5.99
Fifth Street Finance Corp CMN 0.1 $106k 12k 9.22
Superconductor Technologies CMN 0.1 $105k 38k 2.80
DSP Group CMN 0.1 $104k 12k 8.91
Photronics CMN (PLAB) 0.1 $104k 13k 8.09
Gran Tierra Energy CMN 0.1 $101k 18k 5.55
Apollo Investment Corp CMN 0.1 $100k 12k 8.13
Dynex Capital Reit 0.1 $100k 12k 8.08
Emmis Communications Corp CMN 0.1 $100k 47k 2.11
Spartan Motors CMN 0.1 $96k 21k 4.67
Thompson Creek Metals CMN 0.1 $94k 43k 2.21
FelCor Lodging Trust Reit 0.1 $94k 10k 9.32
Planet Payment CMN 0.1 $93k 48k 1.95
Nordic American Tankers CMN (NAT) 0.1 $92k 12k 7.93
VirnetX Holding Corp CMN 0.1 $92k 15k 5.97
Jinpan International CMN 0.1 $91k 12k 7.87
Gulf Resources CMN 0.1 $89k 62k 1.43
Richmont Mines CMN 0.1 $89k 44k 2.03
Isle of Capri Casinos CMN 0.1 $87k 12k 7.46
SLM Corp CMN (SLM) 0.1 $87k 10k 8.53
Silver Standard Resources CMN 0.1 $87k 14k 6.08
Consumer Portfolio Services CMN (CPSS) 0.1 $86k 13k 6.41
Alphatec Holdings CMN 0.1 $85k 50k 1.71
Axt CMN (AXTI) 0.1 $84k 35k 2.43
Endeavour Silver Corp CMN (EXK) 0.1 $84k 19k 4.35
Martha Stewart Living Omnimedia CMN 0.1 $81k 22k 3.61
Casella Waste Systems CMN (CWST) 0.1 $81k 21k 3.83
PC-Tel CMN 0.1 $81k 11k 7.56
First Acceptance Corp CMN (FACO) 0.1 $80k 32k 2.49
Arotech Corp CMN 0.1 $80k 25k 3.26
Apricus Biosciences CMN 0.1 $80k 53k 1.50
Commercial Vehicle Group CMN (CVGI) 0.1 $80k 13k 6.21
Merus Labs International CMN 0.1 $80k 54k 1.49
Glu Mobile CMN 0.1 $79k 15k 5.20
US Auto Parts Network CMN 0.1 $79k 28k 2.83
Agenus CMN 0.1 $78k 25k 3.12
TheStreet CMN 0.1 $78k 35k 2.25
Emerald Oil CMN 0.1 $77k 13k 6.18
Catalyst Pharmaceutical Partners CMN (CPRX) 0.1 $76k 23k 3.33
Hutchinson Technology CMN 0.1 $75k 20k 3.68
Noranda Aluminum Holding Corp CMN 0.1 $74k 16k 4.53
Venaxis CMN 0.1 $74k 45k 1.66
Magic Software Enterprises CMN (MGIC) 0.1 $74k 11k 6.89
Cenveo CMN 0.1 $73k 30k 2.46
ION Geophysical Corp CMN 0.1 $72k 26k 2.78
Higher One Holdings CMN 0.1 $71k 29k 2.47
Quantum Corp CMN 0.1 $70k 61k 1.16
Sirius XM Holdings CMN 0.1 $68k 20k 3.49
Gold Resource Corp CMN (GORO) 0.1 $68k 13k 5.12
Accuride Corp CMN 0.1 $68k 18k 3.77
Synergetics USA CMN 0.1 $68k 20k 3.43
Unwired Planet CMN 0.1 $67k 36k 1.85
Radiant Logistics CMN (RLGT) 0.1 $67k 18k 3.68
First BanCorp/Puerto Rico CMN (FBP) 0.1 $67k 14k 4.76
Hill International CMN 0.1 $67k 17k 3.97
Cyclacel Pharmaceuticals CMN 0.1 $67k 22k 3.05
Cardica CMN 0.1 $67k 63k 1.07
Imation Corp CMN 0.1 $65k 22k 2.94
Danaos Corp CMN 0.1 $65k 13k 5.12
Kinross Gold Corp CMN (KGC) 0.1 $65k 20k 3.30
Inuvo CMN 0.1 $65k 45k 1.46
BPZ Resources CMN 0.1 $65k 34k 1.90
BlueLinx Holdings CMN 0.1 $64k 49k 1.31
InfuSystems Holdings CMN (INFU) 0.1 $63k 20k 3.11
Magellan Petroleum Corp CMN 0.1 $63k 30k 2.12
NeoStem CMN 0.1 $62k 11k 5.50
DryShips CMN 0.1 $61k 25k 2.46
Wireless Telecom Group CMN 0.1 $61k 25k 2.41
Enzo Biochem CMN (ENZB) 0.1 $61k 12k 5.14
XOMA Corp CMN 0.1 $60k 14k 4.21
Bacterin International Holdings CMN 0.1 $60k 14k 4.41
Abraxas Petroleum Corp CMN 0.1 $60k 11k 5.26
Perion Network CMN 0.1 $58k 10k 5.58
Sequenom CMN 0.1 $58k 20k 2.98
Enzon Pharmaceuticals CMN (ENZN) 0.1 $57k 53k 1.07
Newtek Business Services CMN 0.1 $56k 20k 2.75
NetSol Technologies CMN (NTWK) 0.1 $56k 15k 3.67
Planar Systems CMN 0.1 $55k 15k 3.78
MBT Financial Corp CMN 0.1 $53k 11k 4.76
Summer Infant CMN 0.1 $51k 15k 3.52
ITT Educational Services CMN (ESINQ) 0.1 $51k 12k 4.29
LiveDeal CMN 0.1 $51k 17k 2.97
STR Holdings CMN 0.1 $51k 35k 1.46
Clean Diesel Technologies CMN 0.1 $50k 29k 1.71
Five Star Quality Care CMN 0.1 $50k 13k 3.78
Biodel CMN 0.1 $49k 29k 1.68
Alpha PRO Tech CMN (APT) 0.0 $47k 15k 3.15
Ceragon Networks CMN (CRNT) 0.0 $46k 20k 2.36
General Steel Holdings CMN 0.0 $46k 47k 0.98
Cincinnati Bell CMN 0.0 $45k 13k 3.38
SORL Auto Parts CMN 0.0 $45k 10k 4.35
Sigma Designs CMN 0.0 $45k 11k 4.27
SMTC Corp CMN 0.0 $45k 24k 1.87
Discovery Laboratories CMN 0.0 $44k 24k 1.86
Vantage Drilling CMN (VTGDF) 0.0 $43k 34k 1.26
Paragon Shipping CMN 0.0 $42k 11k 4.01
Cowen Group CMN 0.0 $41k 11k 3.76
Cel-Sci Corp CMN 0.0 $41k 45k 0.91
PharmAthene CMN 0.0 $41k 23k 1.75
Transcept Pharmaceuticals CMN 0.0 $40k 20k 2.05
Globalscape CMN 0.0 $40k 17k 2.41
Smart Technologies CMN 0.0 $40k 24k 1.65
Alliance One International CMN 0.0 $39k 20k 1.97
Atlantic Power Corp CMN 0.0 $39k 16k 2.39
Dynavax Technologies Corp CMN 0.0 $38k 27k 1.42
support.com CMN 0.0 $37k 17k 2.15
Almaden Minerals CMN 0.0 $37k 27k 1.35
Ultrapetrol Bahamas CMN (ULTRF) 0.0 $36k 12k 3.12
Geron Corp CMN (GERN) 0.0 $36k 18k 1.99
RadioShack Corp CMN 0.0 $35k 36k 0.98
Curis CMN 0.0 $33k 23k 1.43
Box Ships CMN 0.0 $33k 27k 1.21
EnteroMedics CMN 0.0 $33k 27k 1.24
THT Heat Transfer Technology CMN 0.0 $32k 22k 1.45
Infosonics Corp CMN 0.0 $31k 16k 1.97
Orient Paper CMN 0.0 $31k 22k 1.38
Metalico CMN 0.0 $30k 27k 1.10
ZIOPHARM Oncology CMN 0.0 $29k 11k 2.62
Vical CMN 0.0 $29k 26k 1.13
Peregrine Pharmaceuticals CMN 0.0 $28k 21k 1.35
Unilife Corp CMN 0.0 $28k 12k 2.28
Royal Bancshares of Pennsylvania CMN 0.0 $28k 18k 1.58
Odyssey Marine Exploration CMN 0.0 $28k 30k 0.92
OXiGENE CMN 0.0 $27k 13k 2.12
Palatin Technologies CMN 0.0 $27k 29k 0.93
B2Gold Corp CMN (BTG) 0.0 $26k 13k 2.02
Cinedigm Corp CMN 0.0 $25k 16k 1.57
Polymet Mining Corp CMN 0.0 $24k 22k 1.09
Arqule CMN 0.0 $24k 22k 1.10
Pulse Electronics Corp CMN 0.0 $23k 17k 1.34
GigOptix CMN 0.0 $23k 19k 1.18
FalconStor Software CMN 0.0 $23k 20k 1.16
New Concept Energy CMN (GBR) 0.0 $22k 14k 1.54
Rentech CMN 0.0 $22k 13k 1.71
USA Technologies CMN 0.0 $21k 12k 1.78
TOP Ships CMN 0.0 $20k 10k 2.00
Lifevantage Corp CMN 0.0 $20k 17k 1.16
Lexicon Pharmaceuticals CMN 0.0 $19k 14k 1.40
Frontline Ltd/Bermuda CMN 0.0 $19k 15k 1.28
StemCells CMN 0.0 $18k 15k 1.24
Silvercorp Metals CMN (SVM) 0.0 $17k 11k 1.57
Quicksilver Resources CMN 0.0 $16k 26k 0.62
Alaska Communications Systems Group CMN 0.0 $16k 11k 1.53
Dendreon Corp CMN 0.0 $16k 11k 1.48
Cache CMN (CACH) 0.0 $15k 18k 0.83
Comstock Mining CMN 0.0 $14k 12k 1.22
Education Management Corp CMN (EDMCQ) 0.0 $13k 12k 1.09
Joe's Jeans CMN 0.0 $13k 13k 0.98
Smith Micro Software CMN 0.0 $13k 15k 0.86
Amarin Corp Adr 0.0 $11k 10k 1.09