ROTELLA CAPITAL MANAGEMENT, INC. Information

800 BELLEVUE WAY NE, BELLEVUE, Washington, 98004, (425) 213-5700

Report Date: 03/31/2014

Position Statistics

Total Positions 290
New Positions 193
Increased Positions 226
Decreased Positions 62
Positions with Activity 288
Sold Out Positions 47
Total Mkt Value (in $ millions) 84

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 1.48%
Capital Goods 2.5%
Conglomerates 0.1%
Consumer Cyclical 1.93%
Consumer/Non-Cyclical 2.32%
Energy 2.82%
Financial 73.62%
Healthcare 4.27%
Services 5.99%
Technology 3.78%
Transportation 0.66%
Utilities 0.28%

290 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES 20+ YR TR BD ETF 4,475 4,475 New 38,800
VANGUARD BD INDEX FD INC SHORT TRM BOND 4,267 2,126 99.25 53,200
VANGUARD SPECIALIZED PORTFOLIO DIV APP ETF 4,157 2,813 209.30 53,200
POWERSHARES QQQ TRUST UNIT SER 1 4,009 976 32.17 41,500
ISHARES IBOXX HI YD ETF 3,773 1,605 74.03 40,200
SPDR SERIES TRUST BRC HGH YLD BD 3,769 1,889 100.44 91,600
ISHARES JP MOR EM MK ETF 3,135 2,661 560.98 27,100
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 2,997 2,308 334.88 37,400
ISHARES 1-3 YR CR BD ETF 2,698 200 8.02 25,600
ISHARES RUSSELL 2000 ETF 2,457 -136 (5.23) 21,418
VANGUARD SCOTTSDALE FDS INT-TERM CORP 2,423 2,423 New 28,000
SPDR S&P 500 ETF TR TR UNIT 2,299 552 31.61 11,600
ISHARES INTERM CR BD ETF 1,943 1,943 New 17,650
ISHARES CORE S&P MCP ETF 1,835 353 23.81 13,000
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 1,647 26 1.59 6,405
VANGUARD BD INDEX FD INC TOTAL BND MRKT 1,447 1,447 New 17,600
PROSHARES TR PSHS ULT S&P 500 1,446 1,446 New 12,200
ISHARES CORE S&P500 ETF 1,357 998 277.78 6,800
SPDR SERIES TRUST S&P DIVID ETF 1,277 365 40 16,800
ISHARES IBOXX INV CP ETF 1,265 -2,052 (61.87) 10,600