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Rotella Capital Management, Inc.

Q2 2013 Holdings

Filed 2013-08-14 | 143 holdings | $223.3K | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↓Shares% Portfolio
Christopher & Banks Corp(CBKCQ)CMN171046105$78.0K11,58034.9%
Cbiz Inc(CBZ)CMN124805102$70.0K10,50031.4%
Ballard Power Systems Inc(BLDP)CMN058586108$44.0K24,20019.7%
Powershares QQQ Trust Series 1ETP73935A104$3.3K45,6001.5%
Spdr S&P 500 ETF Trust(SPY)ETP78462F103$1.8K11,4140.8%
Vanguard Dividend Appreciation ETF(VIG)ETP921908844$1.6K24,9000.7%
iShares Msci Emerging Markets Index Fund(EEM)ETP464287234$1.5K39,5000.7%
Spdr S&P MidCap 400 ETF Trust(MDY)ETP78467Y107$1.2K5,7050.5%
iShares Russell 2000 Index Fund(IWM)ETP464287655$1.2K12,2000.5%
Spdr Dow Jones Industrial Average ETF Trust(DIA)ETP78467X109$1.2K7,9000.5%
iShares Core S&P Small-Cap ETF(IJR)ETP464287804$1.0K11,6000.5%
iPATH S&P 500 VIX Mid-Term Futures ETNETP06740C519$1.0K44,3000.5%
Spdr S&P Dividend ETF(SDY)ETP78464A763$87513,2000.4%
ProShares Short S&p500ETP74347R503$86129,0000.4%
iShares Barclays 1-3 Year Credit Bond Fund(IGSB)ETP464288646$8307,9000.4%
iShares Floating Rate Note Fund(FLOT)ETP46429B655$65813,0000.3%
ProShares UltraShort S&p500ETP74347B300$65416,0000.3%
iPATH S&P 500 VIX Short-Term Futures ETNETP06740C188$63430,6000.3%
Materials Select Sector Spdr Fund(XLB)ETP81369Y100$57515,0000.3%
Technology Select Sector Spdr Fund(XLK)ETP81369Y803$56318,4000.3%
iShares Core S&P 500 ETF(IVV)ETP464287200$5473,4000.2%
Spdr Barclays Short Term Corporate Bond ETF(SPSB)ETP78464A474$52017,0000.2%
Market Vectors Semiconductor ETFETP57060U233$41811,1000.2%
Energy Select Sector Spdr Fund(XLE)ETP81369Y506$3925,0000.2%
priceline.com IncCMN741503403$3314000.1%
Utilities Select Sector Spdr Fund(XLU)ETP81369Y886$3318,8000.1%
Health Care Select Sector Spdr Fund(XLV)ETP81369Y209$3246,8000.1%
Industrial Select Sector Spdr Fund(XLI)ETP81369Y704$3167,4000.1%
iShares Core S&P Mid-Cap ETF(IJH)ETP464287507$3122,7000.1%
Penn West Petroleum LtdCMN707887105$29327,7000.1%
ConAgra Foods Inc(CAG)CMN205887102$2928,3600.1%
Market Vectors Oil Service ETFETP57060U191$2786,5000.1%
Johnson & Johnson(JNJ)CMN478160104$2552,9750.1%
Dollar Tree Inc(DLTR)CMN256746108$2514,9420.1%
Hewlett-Packard CoCMN428236103$2359,4820.1%
Finish Line IncCMN317923100$23010,5000.1%
Pfizer Inc(PFE)CMN717081103$2217,8740.1%
iShares Msci Japan Index FundETP464286848$21719,3000.1%
Carnival Corp(CCL)CMN143658300$2156,2610.1%
Shaw Communications IncCMN82028K200$2148,9000.1%
Enerplus Corp(ERFGBP)CMN292766102$21014,2000.1%
Methode Electronics Inc(MEI)CMN591520200$20812,2000.1%
Tsakos Energy Navigation LtdCMNG9108L108$17737,0350.1%
Omnova Solutions IncCMN682129101$12315,4000.1%
Warren Resources IncCMN93564A100$11444,7080.1%
Sinovac Biotech Ltd(SVA)CMNP8696W104$10426,4290.0%
Orbitz Worldwide IncCMN68557K109$10412,9880.0%
Overhill Farms IncCMN690212105$10220,6830.0%
National American University Holdings Inc(NAUH)CMN63245Q105$9826,1870.0%
Harvest Natural Resources IncCMN41754V103$9831,5000.0%
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