Rotella Capital Management

Rotella Capital Management as of Dec. 31, 2014

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 358 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Dividend Appreciation ETF (VIG) 3.4 $3.9M 48k 81.17
Spdr S&p 500 Etf (SPY) 3.3 $3.8M 19k 205.45
iShares S&P Natl AMTFr Mncpl Bd (MUB) 2.9 $3.3M 30k 110.33
Vanguard Total Bond Market ETF (BND) 2.5 $2.9M 35k 82.38
Vanguard Short-Term Bond ETF (BSV) 2.5 $2.9M 36k 79.94
Vanguard Short Term Corporate Bond ETF (VCSH) 2.4 $2.7M 34k 79.62
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 2.3 $2.7M 25k 109.72
PowerShares Emerging Markets Sovere 2.3 $2.7M 94k 28.15
iShares Russell 2000 Index (IWM) 1.9 $2.2M 19k 119.68
SPDR S&P Dividend (SDY) 1.9 $2.1M 27k 78.78
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.7 $1.9M 15k 125.95
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 1.7 $1.9M 18k 109.32
SPDR S&P MidCap 400 ETF (MDY) 1.6 $1.8M 6.9k 264.01
Bio-Reference Laboratories 1.5 $1.8M 55k 32.12
Accenture (ACN) 1.5 $1.7M 19k 89.31
FactSet Research Systems (FDS) 1.4 $1.7M 12k 140.76
CarMax (KMX) 1.4 $1.6M 24k 66.60
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.4 $1.6M 13k 119.40
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.4 $1.6M 18k 86.12
Lululemon Athletica (LULU) 1.3 $1.5M 26k 55.78
SPDR Dow Jones Industrial Average ETF (DIA) 1.2 $1.4M 7.7k 177.92
Kroger (KR) 1.1 $1.3M 20k 64.23
Vanguard Long Term Corporate Bond ETF (VCLT) 1.1 $1.2M 13k 92.41
Rite Aid Corporation 1.0 $1.1M 149k 7.52
Ciena Corporation (CIEN) 1.0 $1.1M 57k 19.40
G-III Apparel (GIII) 0.9 $1.0M 10k 100.98
AutoZone (AZO) 0.9 $999k 1.6k 619.38
General Mills (GIS) 0.8 $930k 17k 53.33
PowerShares QQQ Trust, Series 1 0.8 $909k 8.8k 103.30
Pantry 0.8 $883k 24k 37.05
Rex American Resources (REX) 0.7 $813k 13k 61.97
Southern Company (SO) 0.7 $794k 16k 49.13
Isle of Capri Casinos 0.7 $793k 95k 8.37
Dollar General (DG) 0.7 $779k 11k 70.67
Proshares Ultrashort Qqq Etf 0.6 $671k 17k 39.47
Kirkland's (KIRK) 0.6 $653k 28k 23.63
Layne Christensen Company 0.6 $660k 69k 9.53
Bk Nova Cad (BNS) 0.5 $622k 11k 57.06
United Natural Foods (UNFI) 0.5 $603k 7.8k 77.31
Vanguard Intermediate-Term Bond ETF (BIV) 0.5 $584k 6.9k 84.64
Leidos Holdings (LDOS) 0.5 $588k 14k 43.51
Brown Shoe Company 0.5 $579k 18k 32.17
Dominion Diamond Corp foreign 0.5 $549k 31k 17.94
Wi-lan 0.5 $540k 180k 2.99
Neogen Corporation (NEOG) 0.5 $528k 11k 49.61
Marcus Corporation (MCS) 0.4 $512k 28k 18.51
Meritor 0.4 $513k 34k 15.16
Carnival Corporation (CCL) 0.4 $462k 10k 45.29
iShares Lehman Aggregate Bond (AGG) 0.4 $463k 4.2k 110.24
Cyberonics 0.4 $454k 8.2k 55.68
Ingles Markets, Incorporated (IMKTA) 0.4 $426k 12k 37.06
Johnson Outdoors (JOUT) 0.4 $426k 14k 31.19
Richmont Mines 0.4 $418k 132k 3.17
Cherokee 0.3 $399k 21k 19.38
Signet Jewelers (SIG) 0.3 $400k 3.0k 131.67
Just Energy Group 0.3 $406k 78k 5.23
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $376k 4.2k 89.52
iShares Barclays TIPS Bond Fund (TIP) 0.3 $381k 3.4k 112.06
SPDR Barclays Capital High Yield B 0.3 $382k 9.9k 38.59
Catamaran 0.3 $381k 7.3k 51.81
iShares Lehman MBS Bond Fund (MBB) 0.3 $361k 3.3k 109.39
Rio Alto Mng 0.3 $360k 147k 2.44
Progressive Waste Solutions 0.3 $353k 12k 30.05
Stage Stores 0.3 $344k 17k 20.72
Hovnanian Enterprises 0.3 $334k 81k 4.13
Atlas Air Worldwide Holdings 0.3 $339k 6.9k 49.26
Rofin-Sinar Technologies 0.3 $331k 12k 28.77
Hooker Furniture Corporation (HOFT) 0.3 $339k 20k 17.16
Tower Semiconductor (TSEM) 0.3 $330k 25k 13.31
Dollar Tree (DLTR) 0.3 $323k 4.6k 70.26
Sears Holdings Corporation 0.3 $320k 9.7k 32.99
Net 1 UEPS Technologies (LSAK) 0.3 $328k 29k 11.41
United States Steel Corporation (X) 0.3 $318k 12k 26.72
Enerplus Corp (ERF) 0.3 $323k 34k 9.61
ACCO Brands Corporation (ACCO) 0.3 $307k 34k 9.02
Wal-Mart Stores (WMT) 0.3 $298k 3.5k 85.91
Monster Worldwide 0.3 $296k 64k 4.61
Outerwall 0.3 $297k 3.9k 75.13
Best Buy (BBY) 0.2 $292k 7.5k 38.93
Tesoro Corporation 0.2 $291k 3.9k 74.41
Sanderson Farms 0.2 $289k 3.4k 84.12
Amtrust Financial Services 0.2 $277k 4.9k 56.16
Emulex Corporation 0.2 $280k 49k 5.68
Navigators 0.2 $274k 3.7k 73.24
Progenics Pharmaceuticals 0.2 $276k 37k 7.57
Mercer International (MERC) 0.2 $274k 22k 12.29
Dana Holding Corporation (DAN) 0.2 $272k 13k 21.76
Archer Daniels Midland Company (ADM) 0.2 $260k 5.0k 52.00
Magna Intl Inc cl a (MGA) 0.2 $261k 2.4k 108.75
Pilgrim's Pride Corporation (PPC) 0.2 $266k 8.1k 32.84
Federal Signal Corporation (FSS) 0.2 $248k 16k 15.45
PG&E Corporation (PCG) 0.2 $253k 4.8k 53.26
Canadian Solar (CSIQ) 0.2 $252k 10k 24.23
Centene Corporation (CNC) 0.2 $254k 2.4k 103.75
CONSOLIDATED WATER CO Inc Com Stk (CWCO) 0.2 $250k 23k 10.67
Spirit AeroSystems Holdings (SPR) 0.2 $250k 5.8k 43.10
Build-A-Bear Workshop (BBW) 0.2 $249k 12k 20.11
Maiden Holdings (MHLD) 0.2 $257k 20k 12.77
Gain Capital Holdings 0.2 $251k 28k 9.03
Consumer Portfolio Services (CPSS) 0.2 $259k 35k 7.36
ChipMOS Technology Bermuda 0.2 $252k 11k 23.35
Turquoisehillres 0.2 $253k 81k 3.11
Mondelez Int (MDLZ) 0.2 $258k 7.1k 36.25
Pall Corporation 0.2 $243k 2.4k 101.25
Macy's (M) 0.2 $238k 3.6k 65.71
PDL BioPharma 0.2 $244k 32k 7.70
American Axle & Manufact. Holdings (AXL) 0.2 $242k 11k 22.62
Neustar 0.2 $242k 8.7k 27.82
Skilled Healthcare 0.2 $241k 28k 8.58
Sucampo Pharmaceuticals 0.2 $240k 17k 14.29
Hibbett Sports (HIBB) 0.2 $226k 4.7k 48.48
Anworth Mortgage Asset Corporation 0.2 $230k 44k 5.24
Bassett Furniture Industries (BSET) 0.2 $235k 12k 19.50
Lkd Barclays Bk Plc Ipath S&p Etn etf 0.2 $230k 18k 13.14
Sanmina (SANM) 0.2 $228k 9.7k 23.51
Dean Foods Company 0.2 $230k 12k 19.42
Solera Holdings 0.2 $215k 4.2k 51.19
Office Depot 0.2 $222k 26k 8.57
Gilead Sciences (GILD) 0.2 $217k 2.3k 94.35
Gannett 0.2 $214k 6.7k 31.94
ViaSat (VSAT) 0.2 $214k 3.4k 62.94
Take-Two Interactive Software (TTWO) 0.2 $219k 7.8k 28.08
Micron Technology (MU) 0.2 $221k 6.3k 35.08
Entergy Corporation (ETR) 0.2 $218k 2.5k 87.65
Flextronics International Ltd Com Stk (FLEX) 0.2 $217k 19k 11.19
Universal Insurance Holdings (UVE) 0.2 $223k 11k 20.46
Cal-Maine Foods (CALM) 0.2 $222k 5.7k 39.11
Blackrock Kelso Capital 0.2 $221k 27k 8.19
Arlington Asset Investment 0.2 $219k 8.2k 26.63
Hldgs (UAL) 0.2 $221k 3.3k 66.97
Valero Energy Corporation (VLO) 0.2 $211k 4.3k 49.51
Strayer Education 0.2 $211k 2.8k 74.29
Orbital Sciences 0.2 $202k 7.5k 26.93
Sigma Designs 0.2 $213k 29k 7.39
Community Health Systems (CYH) 0.2 $211k 3.9k 54.02
Covance 0.2 $213k 2.1k 104.00
Ormat Technologies (ORA) 0.2 $208k 7.6k 27.22
Arbor Realty Trust (ABR) 0.2 $211k 31k 6.76
American Capital Agency 0.2 $210k 9.6k 21.88
Ebix (EBIXQ) 0.2 $202k 12k 17.01
Teekay Tankers Ltd cl a 0.2 $213k 42k 5.07
Walker & Dunlop (WD) 0.2 $212k 12k 17.52
Pengrowth Energy Corp 0.2 $203k 65k 3.12
Cognizant Technology Solutions (CTSH) 0.2 $200k 3.8k 52.73
Henry Schein (HSIC) 0.2 $201k 1.5k 136.15
Dynex Capital 0.2 $196k 24k 8.25
Ship Finance Intl 0.2 $192k 14k 14.12
IXYS Corporation 0.2 $195k 16k 12.62
Republic Airways Holdings 0.2 $200k 14k 14.61
Higher One Holdings 0.2 $201k 48k 4.22
Zagg 0.2 $201k 30k 6.80
Western Union Company (WU) 0.2 $181k 10k 17.92
Orexigen Therapeutics 0.2 $185k 31k 6.05
Intervest Bancshares 0.2 $187k 19k 10.04
China Green Agriculture 0.2 $182k 120k 1.52
Natural Resource Partners 0.2 $179k 19k 9.23
Merge Healthcare 0.2 $181k 51k 3.55
New Gold Inc Cda (NGD) 0.2 $180k 42k 4.29
Kemet Corporation Cmn 0.2 $187k 45k 4.20
Baytex Energy Corp (BTE) 0.2 $179k 11k 16.58
CTC Media 0.1 $176k 36k 4.88
Affymetrix 0.1 $168k 17k 9.88
Frontier Communications 0.1 $177k 27k 6.65
McClatchy Company 0.1 $175k 53k 3.31
First Community Bancshares (FCBC) 0.1 $178k 11k 16.45
Infinity Pharmaceuticals (INFIQ) 0.1 $174k 10k 16.89
Pozen 0.1 $176k 22k 7.99
Lionbridge Technologies 0.1 $175k 30k 5.76
Accuride Corporation 0.1 $171k 40k 4.33
Cys Investments 0.1 $172k 20k 8.73
Pacific Ethanol 0.1 $176k 17k 10.35
Compass Diversified Holdings (CODI) 0.1 $165k 10k 16.20
EnerNOC 0.1 $157k 10k 15.42
Noranda Aluminum Holding Corporation 0.1 $160k 46k 3.51
Vonage Holdings 0.1 $159k 42k 3.81
Premier Financial Ban 0.1 $165k 11k 15.59
Horizon Pharma 0.1 $164k 13k 12.88
Evine Live Inc cl a 0.1 $161k 24k 6.60
Gray Television (GTN) 0.1 $150k 13k 11.23
Central Garden & Pet (CENT) 0.1 $152k 17k 8.79
China Automotive Systems (CAAS) 0.1 $152k 22k 7.07
Capstead Mortgage Corporation 0.1 $145k 12k 12.24
Poly 0.1 $147k 11k 13.49
Geron Corporation (GERN) 0.1 $154k 47k 3.26
Gold Resource Corporation (GORO) 0.1 $145k 43k 3.37
Fortuna Silver Mines (FSM) 0.1 $146k 32k 4.55
Columbia Labs 0.1 $153k 27k 5.61
United Online 0.1 $146k 10k 14.50
Boyd Gaming Corporation (BYD) 0.1 $135k 11k 12.74
Boston Scientific Corporation (BSX) 0.1 $133k 10k 13.30
Ruby Tuesday 0.1 $136k 20k 6.84
SkyWest (SKYW) 0.1 $135k 10k 13.24
Alon USA Energy 0.1 $142k 11k 12.68
LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) 0.1 $136k 10k 13.42
LSI Industries (LYTS) 0.1 $134k 20k 6.79
NL Industries (NL) 0.1 $133k 16k 8.61
MCG Capital Corporation 0.1 $141k 37k 3.83
Thompson Creek Metals 0.1 $137k 82k 1.67
Ultra Clean Holdings (UCTT) 0.1 $133k 14k 9.25
Nabors Industries 0.1 $141k 11k 12.94
Chimera Investment Corporation 0.1 $133k 42k 3.18
TravelCenters of America 0.1 $134k 11k 12.58
Skystar Bio-Pharmaceutical Company 0.1 $137k 33k 4.22
Supreme Industries 0.1 $135k 19k 7.06
ITT Educational Services (ESINQ) 0.1 $129k 13k 9.63
BGC Partners 0.1 $131k 14k 9.17
Nci 0.1 $122k 12k 10.21
OraSure Technologies (OSUR) 0.1 $130k 13k 10.16
TGC Industries 0.1 $128k 59k 2.16
Nordic American Tanker Shippin (NAT) 0.1 $123k 12k 10.08
Nevsun Res 0.1 $125k 33k 3.85
Female Health Company 0.1 $122k 31k 3.90
A. H. Belo Corporation 0.1 $122k 12k 10.37
Magicjack Vocaltec 0.1 $131k 16k 8.14
Network 0.1 $123k 28k 4.39
Biotelemetry 0.1 $125k 13k 10.02
Earthlink Holdings 0.1 $132k 30k 4.38
MGIC Investment (MTG) 0.1 $117k 13k 9.29
Mbia (MBI) 0.1 $118k 12k 9.52
Iridium Communications (IRDM) 0.1 $119k 12k 9.75
Spartan Motors 0.1 $110k 21k 5.26
Denbury Resources 0.1 $114k 14k 8.14
FormFactor (FORM) 0.1 $120k 14k 8.57
DSP 0.1 $119k 11k 10.87
Star Gas Partners (SGU) 0.1 $120k 20k 6.12
Communications Systems 0.1 $115k 11k 10.52
Harvard Bioscience (HBIO) 0.1 $119k 21k 5.68
Planar Systems 0.1 $113k 13k 8.40
Alpha & Omega Semiconductor (AOSL) 0.1 $119k 13k 8.87
Arotech Corporation 0.1 $118k 51k 2.33
Penn West Energy Trust 0.1 $114k 55k 2.08
Timmins Gold Corp 0.1 $116k 121k 0.96
Kcap Financial 0.1 $110k 16k 6.83
XenoPort 0.1 $100k 11k 8.76
VAALCO Energy (EGY) 0.1 $104k 23k 4.58
Hackett (HCKT) 0.1 $102k 12k 8.75
Casella Waste Systems (CWST) 0.1 $103k 26k 4.03
Central Garden & Pet (CENTA) 0.1 $100k 10k 9.53
1-800-flowers (FLWS) 0.1 $101k 12k 8.25
Alpha Pro Tech (APT) 0.1 $102k 40k 2.57
Fonar Corporation (FONR) 0.1 $107k 10k 10.36
Glu Mobile 0.1 $108k 28k 3.90
InfuSystem Holdings (INFU) 0.1 $99k 31k 3.16
Diana Containerships 0.1 $100k 53k 1.88
Voxx International Corporation (VOXX) 0.1 $105k 12k 8.74
Merus Labs Intl 0.1 $99k 60k 1.65
Sirius Xm Holdings (SIRI) 0.1 $102k 29k 3.50
Ocean Rig Udw Inc cmn 0.1 $104k 11k 9.29
Syneron Medical Ltd ord 0.1 $98k 11k 9.32
ION Geophysical Corporation 0.1 $88k 32k 2.76
Danaos Corp Com Stk 0.1 $96k 18k 5.45
Hutchinson Technology Incorporated 0.1 $91k 26k 3.49
TTM Technologies (TTMI) 0.1 $94k 13k 7.55
Apollo Investment 0.1 $91k 12k 7.40
Cowen 0.1 $96k 20k 4.82
Advantage Oil & Gas 0.1 $90k 19k 4.77
SciClone Pharmaceuticals 0.1 $91k 10k 8.78
Information Services (III) 0.1 $87k 21k 4.22
Crown Media Holdings 0.1 $91k 26k 3.53
shares First Bancorp P R (FBP) 0.1 $98k 17k 5.84
Security National Financial (SNFCA) 0.1 $98k 17k 5.74
Pioneer Energy Services 0.1 $89k 16k 5.56
Pacific Sunwear of California 0.1 $82k 38k 2.17
Radio One 0.1 $81k 48k 1.67
Quantum Corporation 0.1 $77k 44k 1.76
Air Transport Services (ATSG) 0.1 $86k 10k 8.55
Basic Energy Services 0.1 $81k 12k 7.04
Mattson Technology 0.1 $82k 24k 3.42
Support 0.1 $86k 41k 2.10
Cosan Ltd shs a 0.1 $86k 11k 7.75
Mfri 0.1 $78k 11k 7.01
Magic Software Enterprises (MGIC) 0.1 $76k 13k 5.94
Radiant Logistics (RLGT) 0.1 $84k 20k 4.25
Demand Media 0.1 $82k 14k 6.09
BreitBurn Energy Partners 0.1 $74k 11k 6.98
Emmis Communications Corporation 0.1 $74k 40k 1.86
Parker Drilling Company 0.1 $71k 23k 3.08
ENGlobal Corporation 0.1 $67k 36k 1.89
Axt (AXTI) 0.1 $73k 26k 2.78
Hudson Technologies (HDSN) 0.1 $72k 19k 3.79
Blonder Tongue Labs (BDRL) 0.1 $66k 24k 2.70
LiveDeal 0.1 $65k 21k 3.16
Pacific Drilling Sa 0.1 $73k 16k 4.65
Alliance One International 0.1 $53k 33k 1.59
Dot Hill Systems 0.1 $57k 13k 4.44
MannKind Corporation 0.1 $55k 11k 5.24
Kinross Gold Corp (KGC) 0.1 $56k 20k 2.81
Enzo Biochem (ENZ) 0.1 $61k 14k 4.47
Digirad Corporation 0.1 $53k 12k 4.33
Sonus Networks 0.1 $56k 14k 3.94
Synergetics USA 0.1 $52k 12k 4.34
Wireless Tele 0.1 $52k 20k 2.61
Neophotonics Corp 0.1 $54k 16k 3.38
Nam Tai Ppty (NTPIF) 0.1 $59k 13k 4.73
Cti Biopharma 0.1 $63k 27k 2.37
Bacterin Intl Hldgs 0.1 $55k 18k 3.02
Vericel (VCEL) 0.1 $57k 19k 3.05
EXCO Resources 0.0 $41k 19k 2.17
Lee Enterprises, Incorporated 0.0 $50k 14k 3.66
Eagle Rock Energy Partners,L.P 0.0 $47k 22k 2.19
Lincoln Educational Services Corporation (LINC) 0.0 $48k 17k 2.77
BlueLinx Holdings 0.0 $41k 36k 1.15
Targacept 0.0 $41k 16k 2.62
Sorl Auto Parts 0.0 $48k 13k 3.69
OncoGenex Pharmaceuticals 0.0 $45k 20k 2.31
Inuvo (INUV) 0.0 $43k 33k 1.31
pSivida 0.0 $51k 12k 4.11
inTEST Corporation (INTT) 0.0 $48k 11k 4.23
Electromed (ELMD) 0.0 $51k 19k 2.66
Lifevantage 0.0 $47k 36k 1.29
Meetme 0.0 $44k 29k 1.52
Galectin Therapeutics (GALT) 0.0 $47k 14k 3.48
Local Corp cmn (LOCM) 0.0 $42k 40k 1.05
SandRidge Energy 0.0 $30k 16k 1.84
Enzon Pharmaceuticals (ENZN) 0.0 $40k 37k 1.08
Novatel Wireless 0.0 $34k 11k 3.22
Alaska Communications Systems 0.0 $38k 21k 1.80
Alphatec Holdings 0.0 $38k 27k 1.42
Globalstar (GSAT) 0.0 $33k 12k 2.77
Abraxas Petroleum 0.0 $31k 11k 2.92
Harris & Harris 0.0 $36k 12k 2.95
Zix Corporation 0.0 $40k 11k 3.62
TheStreet 0.0 $40k 17k 2.37
Gulf Resources 0.0 $29k 25k 1.15
SMART Technologies 0.0 $29k 25k 1.18
EnteroMedics 0.0 $35k 25k 1.43
MediciNova (MNOV) 0.0 $33k 11k 3.08
Microvision Inc Del (MVIS) 0.0 $37k 21k 1.75
Oxigene 0.0 $30k 18k 1.63
Cinedigm 0.0 $35k 22k 1.63
Key Energy Services 0.0 $26k 16k 1.65
Odyssey Marine Exploration 0.0 $18k 19k 0.95
Ballard Pwr Sys (BLDP) 0.0 $20k 10k 1.94
STR Holdings 0.0 $21k 15k 1.39
PharmAthene 0.0 $22k 12k 1.84
Biolase Technology 0.0 $27k 10k 2.67
SMTC Corporation 0.0 $20k 12k 1.73
Royal Bancshares of Pennsylvania 0.0 $20k 13k 1.59
Athersys 0.0 $24k 15k 1.59
Genvec 0.0 $24k 11k 2.12
Gigoptix 0.0 $27k 22k 1.21
Planet Payment 0.0 $23k 11k 2.11
Stereotaxis (STXS) 0.0 $24k 16k 1.51
Cytrx 0.0 $28k 10k 2.77
Emerald Oil 0.0 $24k 20k 1.18
Venaxis 0.0 $21k 12k 1.74
Anthera Pharmaceutcls 0.0 $25k 16k 1.61
General Steel Holdings 0.0 $11k 16k 0.68
Taseko Cad (TGB) 0.0 $16k 16k 1.01
Vical Incorporated 0.0 $16k 15k 1.06
Almaden Minerals 0.0 $11k 12k 0.95
Orient Paper 0.0 $17k 16k 1.10
GreenHunter Energy 0.0 $9.9k 14k 0.71
Discovery Laboratories 0.0 $14k 12k 1.16
INSTRS INC Stemcells 0.0 $16k 17k 0.95
Mcewen Mining 0.0 $12k 11k 1.11
Unwired Planet 0.0 $16k 16k 1.01
Biodel 0.0 $17k 13k 1.36