Rotella Capital Management

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

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Vanguard Dividend Appreciation ETF (VIG) 3.38 48000 81.17
SPDR S&P; 500 ETF (SPY) 3.33 18714 205.45
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 2.89 30200 110.33
Vanguard Total Bond Market ETF (BND) 2.52 35300 82.38
Vanguard Short-Term Bond ETF (BSV) 2.50 36000 79.94
Vanguard Short Term Corporate Bond ETF (VCSH) 2.38 34400 79.62
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 2.34 24600 109.72
PowerShares Emerging Markets Sovere (PCY) 2.30 94300 28.15
iShares Russell 2000 Index (IWM) 1.94 18700 119.68
SPDR S&P; Dividend (SDY) 1.85 27100 78.78
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.67 15300 125.95
iShares Barclays Inter Crd Bd Fund ETF) (CIU) 1.67 17600 109.32
SPDR S&P; MidCap 400 ETF (MDY) 1.58 6905 264.01
Bio-Reference Laboratories (BRLI) 1.54 55212 32.12
Accenture 1.49 19288 89.31
FactSet Research Systems (FDS) 1.44 11800 140.76
CarMax (KMX) 1.41 24400 66.60
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 1.38 13300 119.40
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.37 18300 86.12
Lululemon Athletica Inc 1.27 26300 55.78
SPDR Dow Jones Industrial Average ETF (DIA) 1.19 7700 177.92
Kroger (KR) 1.11 19924 64.23
Vanguard Long Term Corporate Bond ETF (VCLT) 1.07 13300 92.41
Rite Aid Corporation (RAD) 0.97 148700 7.52
Ciena Corporation (CIEN) 0.96 57100 19.40
G-III Apparel (GIII) 0.89 10200 100.98
AutoZone (AZO) 0.87 1613 619.38
General Mills (GIS) 0.81 17447 53.33
PowerShares QQQ Trust, Series 1 (QQQQ) 0.79 8800 103.30
Pantry (PTRY) 0.77 23831 37.05
Rex American Resources (REX) 0.70 13119 61.97
Southern Company (SO) 0.69 16162 49.13
Isle of Capri Casinos (ISLE) 0.69 94695 8.37
Dollar General (DG) 0.68 11016 70.67
Proshares Ultrashort Qqq Etf 0.58 17000 39.47
Kirkland's (KIRK) 0.57 27636 23.63
Layne Christensen Company (LAYN) 0.57 69234 9.53
Bk Nova Cad Com (usd) 0.54 10900 57.06
United Natural Foods (UNFI) 0.52 7800 77.31
Vanguard Intermediate-Term Bond ETF (BIV) 0.51 6900 84.64
Leidos Holdings 0.51 13517 43.51
Brown Shoe Company (BWS) 0.50 18000 32.17
Dominion Diamond Corp foreign stock 0.48 30600 17.94
Wi-lan Inc 0.47 180445 2.99
Neogen Corporation (NEOG) 0.46 10643 49.61
Marcus Corporation (MCS) 0.44 27678 18.51
Meritor Inc 0.44 33833 15.16
Carnival Corporation (CCL) 0.40 10200 45.29
iShares Lehman Aggregate Bond (AGG) 0.40 4200 110.24
Cyberonics (CYBX) 0.39 8161 55.68
Ingles Markets, Incorporated (IMKTA) 0.37 11495 37.06
Johnson Outdoors (JOUT) 0.37 13660 31.19
Richmont Mines Inc 0.36 131702 3.17
Cherokee (CHKE) 0.35 20590 19.38
Signet Jewelers Limited 0.35 3040 131.67
Just Energy Group Inc 0.35 77569 5.23
iShares iBoxx $ High Yid Corp Bond (HYG) 0.33 4200 89.52
iShares Barclays TIPS Bond Fund (TIP) 0.33 3400 112.06
SPDR Barclays Capital High Yield B (JNK) 0.33 9900 38.59
Catamaran 0.33 7349 51.81
iShares Lehman MBS Bond Fund (MBB) 0.31 3300 109.39
Rio Alto Mng Ltd New 0.31 147409 2.44
Progressive Waste Solutions 0.31 11746 30.05
Stage Stores (SSI) 0.30 16600 20.72
Hovnanian Enterprises (HOV) 0.29 80775 4.13
Atlas Air Worldwide Holdings (AAWW) 0.29 6871 49.26
Rofin-Sinar Technologies (RSTI) 0.29 11506 28.77
Hooker Furniture Corporation (HOFT) 0.29 19752 17.16
Tower Semiconductor 0.29 24792 13.31
Dollar Tree (DLTR) 0.28 4594 70.26
Sears Holdings Corporation (SHLD) 0.28 9700 32.99
Net 1 UEPS Technologies (UEPS) 0.28 28737 11.41
United States Steel Corporation (X) 0.28 11900 26.72
Enerplus Corp 0.28 33600 9.61
ACCO Brands Corporation (ABD) 0.27 34040 9.02
Wal-Mart Stores (WMT) 0.26 3464 85.91
Monster Worldwide (MWW) 0.26 64176 4.61
Outerwall 0.26 3946 75.13
Best Buy (BBY) 0.25 7500 38.93
Tesoro Corporation (TSO) 0.25 3911 74.41
Sanderson Farms (SAFM) 0.25 3438 84.12
Amtrust Financial Services (AFSI) 0.24 4932 56.16
Emulex Corporation (ELX) 0.24 49300 5.68
Navigators (NAVG) 0.24 3747 73.24
Progenics Pharmaceuticals (PGNX) 0.24 36473 7.57
Mercer International (MERC) 0.24 22300 12.29
Dana Holding Corporation (DAN) 0.24 12500 21.76
Archer Daniels Midland Company (ADM) 0.23 5000 52.00
Magna Intl Inc cl a 0.23 2400 108.75
Pilgrim's Pride Corporation (PPC) 0.23 8100 32.84
Federal Signal Corporation (FSS) 0.22 16055 15.45
PG&E; Corporation (PCG) 0.22 4750 53.26
Canadian Solar (CSIQ) 0.22 10400 24.23
Centene Corporation (CNC) 0.22 2448 103.75
CONSOLIDATED WATER CO Inc Com Stk 0.22 23427 10.67
Spirit AeroSystems Holdings (SPR) 0.22 5800 43.10
Build-A-Bear Workshop (BBW) 0.22 12382 20.11
Maiden Holdings Ltd shs 0.22 20131 12.77
Gain Capital Holdings (GCAP) 0.22 27802 9.03
Consumer Portfolio Services (CPSS) 0.22 35213 7.36
ChipMOS Technology Bermuda Ltd. shs 0.22 10793 23.35
Turquoisehillres 0.22 81330 3.11
Mondelez Int 0.22 7126 36.25
Pall Corporation (PLL) 0.21 2400 101.25
Macy's (M) 0.21 3626 65.71
PDL BioPharma (PDLI) 0.21 31700 7.70
American Axle & Manufact. Holdings (AXL) 0.21 10700 22.62
Neustar (NSR) 0.21 8700 27.82
Skilled Healthcare (SKH) 0.21 28103 8.58
Sucampo Pharmaceuticals (SCMP) 0.21 16798 14.29
Hibbett Sports (HIBB) 0.20 4670 48.48
Anworth Mortgage Asset Corporation (ANH) 0.20 43893 5.24
Bassett Furniture Industries (BSET) 0.20 12053 19.50
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.20 17500 13.14
Sanmina 0.20 9700 23.51
Dean Foods Company 0.20 11856 19.42
Solera Holdings (SLH) 0.19 4200 51.19
Office Depot (ODP) 0.19 25934 8.57
Gilead Sciences (GILD) 0.19 2300 94.35
Gannett (GCI) 0.19 6700 31.94
ViaSat (VSAT) 0.19 3400 62.94
Take-Two Interactive Software (TTWO) 0.19 7800 28.08
Micron Technology (MU) 0.19 6300 35.08
Entergy Corporation (ETR) 0.19 2490 87.65
Flextronics International Ltd Com Stk 0.19 19400 11.19
Universal Insurance Holdings (UVE) 0.19 10901 20.46
Cal-Maine Foods (CALM) 0.19 5677 39.11
Blackrock Kelso Capital (BKCC) 0.19 26980 8.19
Arlington Asset Investment (AI) 0.19 8225 26.63
Hldgs Inc 0.19 3300 66.97
Valero Energy Corporation (VLO) 0.18 4263 49.51
Strayer Education (STRA) 0.18 2846 74.29
Orbital Sciences (ORB) 0.18 7500 26.93
Sigma Designs (SIGM) 0.18 28828 7.39
Community Health Systems (CYH) 0.18 3906 54.02
Covance (CVD) 0.18 2050 104.00
Ormat Technologies (ORA) 0.18 7641 27.22
Arbor Realty Trust (ABR) 0.18 31224 6.76
American Capital Agency (AGNC) 0.18 9600 21.88
Ebix (EBIX) 0.18 11900 17.01
Teekay Tankers Ltd cl a 0.18 42023 5.07
Walker & Dunlop (WD) 0.18 12100 17.52
Pengrowth Energy Corp 0.18 65000 3.12
Cognizant Technology Solutions (CTSH) 0.17 3801 52.73
Henry Schein (HSIC) 0.17 1477 136.15
Dynex Capital (DX) 0.17 23760 8.25
Ship Finance Intl Ltd 0.17 13600 14.12
IXYS Corporation (IXYS) 0.17 15450 12.62
Republic Airways Holdings (RJET) 0.17 13685 14.61
Higher One Holdings (ONE) 0.17 47632 4.22
Zagg (ZAGG) 0.17 29560 6.80
Western Union Company (WU) 0.16 10100 17.92
Orexigen Therapeutics (OREX) 0.16 30574 6.05
Intervest Bancshares (IBCA) 0.16 18622 10.04
China Green Agriculture (CGA) 0.16 119477 1.52
Natural Resource Partners (NRP) 0.16 19400 9.23
Merge Healthcare (MRGE) 0.16 50952 3.55
New Gold Inc Cda 0.16 42000 4.29
Kemet Corporation Cmn 0.16 44545 4.20
Baytex Energy Corp 0.16 10797 16.58
CTC Media (CTCM) 0.15 36100 4.88
Affymetrix (AFFX) 0.15 17000 9.88
Frontier Communications (FTR) 0.15 26600 6.65
McClatchy Company (MNI) 0.15 52816 3.31
First Community Bancshares (FCBC) 0.15 10820 16.45
Infinity Pharmaceuticals (INFI) 0.15 10300 16.89
POZEN (POZN) 0.15 22016 7.99
Lionbridge Technologies (LIOX) 0.15 30396 5.76
Accuride Corporation (ACUZ) 0.15 39486 4.33
Cys Investments 0.15 19700 8.73
Pacific Ethanol 0.15 17000 10.35
Compass Diversified Holdings (CODI) 0.14 10183 16.20
EnerNOC (ENOC) 0.14 10181 15.42
Noranda Aluminum Holding Corporation (NOR) 0.14 45540 3.51
Vonage Holdings (VG) 0.14 41730 3.81
Premier Financial Ban (PFBI) 0.14 10586 15.59
Horizon Pharma 0.14 12729 12.88
Evine Live Inc cl a 0.14 24376 6.60
Gray Television (GTN) 0.13 13360 11.23
Central Garden & Pet (CENT) 0.13 17300 8.79
China Automotive Systems (CAAS) 0.13 21506 7.07
Capstead Mortgage Corporation (CMO) 0.13 11863 12.24
Poly (PLCM) 0.13 10900 13.49
Geron Corporation (GERN) 0.13 47281 3.26
Gold Resource Corporation (GORO) 0.13 42993 3.37
Fortuna Silver Mines Inc. 0.13 32100 4.55
Columbia Labs 0.13 27285 5.61
United Online Inc Common Stock 0.13 10068 14.50
Boyd Gaming Corporation (BYD) 0.12 10600 12.74
Boston Scientific Corporation (BSX) 0.12 10000 13.30
Ruby Tuesday (RT) 0.12 19832 6.84
SkyWest (SKYW) 0.12 10200 13.24
Alon USA Energy (ALJ) 0.12 11200 12.68
LOGITECH INTERNATIONAL SA APP Com Stk 0.12 10134 13.42
LSI Industries (LYTS) 0.12 19730 6.79
NL Industries (NL) 0.12 15455 8.61
MCG Capital Corporation (MCGC) 0.12 36787 3.83
Thompson Creek Metals Co Inc 0.12 82000 1.67
Ultra Clean Holdings (UCTT) 0.12 14377 9.25
Nabors Industries Ltd shs 0.12 10900 12.94
Chimera Investment Corporation (CIM) 0.12 41800 3.18
TravelCenters of America (TA) 0.12 10653 12.58
Skystar Bio-Pharmaceutical Company (SKBI) 0.12 32493 4.22
Supreme Industries (STS) 0.12 19123 7.06
ITT Educational Services (ESI) 0.11 13400 9.63
BGC Partners (BGCP) 0.11 14293 9.17
NCI (NCIT) 0.11 11944 10.21
OraSure Technologies (OSUR) 0.11 12800 10.16
TGC Industries (TGE) 0.11 59385 2.16
Nordic American Tanker Shippin 0.11 12200 10.08
Nevsun Res Ltd 0.11 32500 3.85
Female Health Company (FHCO) 0.11 31246 3.90
A. H. Belo Corporation (AHC) 0.11 11763 10.37
Magicjack Vocaltec Ltd 0.11 16100 8.14
NETWORK 0.11 28020 4.39
Biotelemetry 0.11 12479 10.02
Earthlink Holdings 0.11 30144 4.38
MGIC Investment (MTG) 0.10 12600 9.29
MBIA (MBI) 0.10 12400 9.52
Iridium Communications (IRDM) 0.10 12200 9.75
Spartan Motors (SPAR) 0.10 20929 5.26
Denbury Resources (DNR) 0.10 14000 8.14
FormFactor (FORM) 0.10 14009 8.57
DSP (DSPG) 0.10 10977 10.87
Star Gas Partners (SGU) 0.10 19597 6.12
Communications Systems (JCS) 0.10 10929 10.52
Harvard Bioscience (HBIO) 0.10 20951 5.68
Planar Systems (PLNR) 0.10 13447 8.40
Alpha & Omega Semiconductor shs 0.10 13422 8.87
Arotech Corporation (ARTX) 0.10 50728 2.33
Penn West Energy Trust 0.10 54900 2.08
Timmins Gold Corp 0.10 120600 0.96
Kcap Financial 0.10 16113 6.83
XenoPort (XNPT) 0.09 11419 8.76
VAALCO Energy (EGY) 0.09 22717 4.58
Hackett (HCKT) 0.09 11658 8.75
Casella Waste Systems (CWST) 0.09 25556 4.03
Central Garden & Pet (CENTA) 0.09 10444 9.53
1-800-FLOWERS (FLWS) 0.09 12246 8.25
Alpha Pro Tech (APT) 0.09 39712 2.57
Fonar Corporation (FONR) 0.09 10332 10.36
Glu Mobile (GLUU) 0.09 27700 3.90
InfuSystem Holdings (INFU) 0.09 31287 3.16
Diana Containerships Inc 0.09 53076 1.88
Voxx International Corporation 0.09 12011 8.74
Merus Labs Intl 0.09 59900 1.65
Sirius Xm Holdings 0.09 29210 3.50
Ocean Rig Udw Inc cmn 0.09 11200 9.29
Syneron Medical Ltd ord shs 0.08 10516 9.32
ION Geophysical Corporation (IO) 0.08 31988 2.76
Danaos Corp Com Stk 0.08 17613 5.45
Hutchinson Technology Incorporated (HTCH) 0.08 26067 3.49
TTM Technologies (TTMI) 0.08 12454 7.55
Apollo Investment (AINV) 0.08 12300 7.40
Cowen (COWN) 0.08 19905 4.82
Advantage Oil & Gas Ltd 0.08 18859 4.77
SciClone Pharmaceuticals (SCLN) 0.08 10360 8.78
Information Services (III) 0.08 20640 4.22
Crown Media Holdings (CRWN) 0.08 25779 3.53
shares First Bancorp P R 0.08 16777 5.84
Security National Financial (SNFCA) 0.08 17063 5.74
Pioneer Energy Services 0.08 16014 5.56
Pacific Sunwear of California (PSUN) 0.07 37726 2.17
Radio One (ROIAK) 0.07 48412 1.67
Quantum Corporation (QTM) 0.07 43667 1.76
Air Transport Services (ATSG) 0.07 10062 8.55
Basic Energy Services (BAS) 0.07 11500 7.04
Mattson Technology (MTSN) 0.07 23998 3.42
Support (SPRT) 0.07 40987 2.10
Cosan Ltd shs a 0.07 11100 7.75
MFRI (MFRI) 0.07 11126 7.01
Magic Software Enterprises (MGIC) 0.07 12794 5.94
Radiant Logistics Inc 0.07 19742 4.25
Demand Media Inc Common Stock 0.07 13463 6.09
BreitBurn Energy Partners (BBEP) 0.06 10604 6.98
Emmis Communications Corporation (EMMS) 0.06 39750 1.86
Parker Drilling Company (PKD) 0.06 23020 3.08
ENGlobal Corporation (ENG) 0.06 35477 1.89
AXT (AXTI) 0.06 26226 2.78
Hudson Technologies (HDSN) 0.06 19001 3.79
Blonder Tongue Labs (BDR) 0.06 24400 2.70
LiveDeal (LIVE) 0.06 20600 3.16
Pacific Drilling Sa 0.06 15700 4.65
Alliance One International (AOI) 0.05 33235 1.59
Dot Hill Systems (HILL) 0.05 12844 4.44
MannKind Corporation (MNKD) 0.05 10500 5.24
Kinross Gold Corp New 0.05 19900 2.81
Enzo Biochem (ENZ) 0.05 13658 4.47
Digirad Corporation (DRAD) 0.05 12229 4.33
Sonus Networks (SONS) 0.05 14200 3.94
Synergetics USA (SURG) 0.05 11975 4.34
Wireless Tele (WTT) 0.05 19925 2.61
Neophotonics Corp 0.05 15973 3.38
Nam Tai Ppty Inc Shs 0.05 12474 4.73
Cti Biopharma 0.05 26588 2.37
Bacterin Intl Hldgs 0.05 18200 3.02
Vericel 0.05 18719 3.05
EXCO Resources (XCO) 0.04 18900 2.17
Lee Enterprises, Incorporated (LEE) 0.04 13666 3.66
Eagle Rock Energy Partners,L.P, (EROC) 0.04 21489 2.19
Lincoln Educational Services Corporation (LINC) 0.04 17300 2.77
BlueLinx Holdings (BXC) 0.04 35639 1.15
Targacept (TRGT) 0.04 15631 2.62
Sorl Auto Parts (SORL) 0.04 13011 3.69
OncoGenex Pharmaceuticals (OGXI) 0.04 19473 2.31
Inuvo (INUV) 0.04 32800 1.31
pSivida (PSDV) 0.04 12400 4.11
inTEST Corporation (INTT) 0.04 11353 4.23
Electromed (ELMD) 0.04 19200 2.66
Lifevantage 0.04 36317 1.29
Meetme 0.04 28900 1.52
Galectin Therapeutics 0.04 13505 3.48
Local Corp cmn 0.04 39972 1.05
SandRidge Energy (SD) 0.03 16300 1.84
Enzon Pharmaceuticals (ENZN) 0.03 36964 1.08
Novatel Wireless (NVTL) 0.03 10575 3.22
Alaska Communications Systems (ALSK) 0.03 21123 1.80
Alphatec Holdings (ATEC) 0.03 26734 1.42
Globalstar (GSAT) 0.03 11900 2.77
Abraxas Petroleum (AXAS) 0.03 10601 2.92
Harris & Harris (TINY) 0.03 12184 2.95
Zix Corporation (ZIXI) 0.03 11045 3.62
TheStreet (TSCM) 0.03 16845 2.37
Gulf Resources (GFRE) 0.03 25167 1.15
SMART Technologies (SMT) 0.03 24573 1.18
EnteroMedics (ETRM) 0.03 24506 1.43
MediciNova (MNOV) 0.03 10701 3.08
Microvision Inc Del 0.03 21123 1.75
Oxigene 0.03 18413 1.63
Cinedigm 0.03 21453 1.63
Key Energy Services (KEG) 0.02 15800 1.65
Odyssey Marine Exploration (OMEX) 0.02 18860 0.95
Ballard Pwr Sys Inc New 0.02 10300 1.94
STR Holdings (STRI) 0.02 15100 1.39
PharmAthene (PIP) 0.02 11968 1.84
Biolase Technology (BLTI) 0.02 10100 2.67
SMTC Corporation (SMTX) 0.02 11582 1.73
Royal Bancshares of Pennsylvania (RBPAA) 0.02 12570 1.59
Athersys (ATHX) 0.02 15100 1.59
Genvec Inc 0.02 11300 2.12
Gigoptix Inc 0.02 22341 1.21
Planet Payment 0.02 10889 2.11
Stereotaxis 0.02 15893 1.51
Cytrx 0.02 10100 2.77
Emerald Oil 0.02 20358 1.18
Venaxis 0.02 12097 1.74
Anthera Pharmaceutcls 0.02 15528 1.61
General Steel Holdings (GSI) 0.01 16287 0.68
Taseko Cad Com 0.01 15766 1.01
Vical Incorporated (VICL) 0.01 15122 1.06
Almaden Minerals Ltd 0.01 11568 0.95
Orient Paper (ONP) 0.01 15516 1.10
GreenHunter Energy (GRH) 0.01 14000 0.71
Discovery Laboratories (DSCOD) 0.01 12116 1.16
INSTRS INC Stemcells Inc 0.01 16815 0.95
MCEWEN MINING 0.01 10800 1.11
Unwired Planet 0.01 15914 1.01
Biodel 0.01 12524 1.36