0001529426-15-000001.txt : 20150218
0001529426-15-000001.hdr.sgml : 20150216
20150217122445
ACCESSION NUMBER: 0001529426-15-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150217
DATE AS OF CHANGE: 20150217
EFFECTIVENESS DATE: 20150217
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Rotella Capital Management, Inc.
CENTRAL INDEX KEY: 0001529426
IRS NUMBER: 880339457
STATE OF INCORPORATION: NV
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14669
FILM NUMBER: 15619923
BUSINESS ADDRESS:
STREET 1: 800 BELLEVUE WAY NE
STREET 2: SUITE 200
CITY: BELLEVUE
STATE: WA
ZIP: 98004
BUSINESS PHONE: 425-213-5700
MAIL ADDRESS:
STREET 1: 800 BELLEVUE WAY NE
STREET 2: SUITE 200
CITY: BELLEVUE
STATE: WA
ZIP: 98004
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001529426
XXXXXXXX
12-31-2014
12-31-2014
Rotella Capital Management, Inc.
800 BELLEVUE WAY NE
SUITE 200
BELLEVUE
WA
98004
13F HOLDINGS REPORT
028-14669
N
Sheila Powers
Compliance Officer
425.213.5747
Sheila Powers
Bellevue
WA
02-17-2015
1
399
115322
false
1
0001632612
Rotella Acrospire LLC
INFORMATION TABLE
2
SEC_13F_2014_Q4.xml
13F
AH Belo Corp
CMN
001282102
122
11763
SH
DFND
1
11763
0
0
Abraxas Petroleum Corp
CMN
003830106
31
10601
SH
DFND
1
10601
0
0
Alliance One International Inc
CMN
018772103
53
33235
SH
DFND
1
33235
0
0
Almaden Minerals Ltd
CMN
020283107
11
11568
SH
DFND
1
11568
0
0
Alon USA Energy Inc
CMN
020520102
142
11200
SH
DFND
1
11200
0
0
Alpha PRO Tech Ltd
CMN
020772109
102
39712
SH
DFND
1
39712
0
0
American Axle & Manufacturing Holdings Inc
CMN
024061103
242
10700
SH
DFND
1
10700
0
0
AmTrust Financial Services Inc
CMN
032359309
277
4932
SH
DFND
1
4932
0
0
Anworth Mortgage Asset Corp
REIT
037347101
230
43893
SH
DFND
1
43893
0
0
Arbor Realty Trust Inc
REIT
038923108
211
31224
SH
DFND
1
31224
0
0
Archer-Daniels-Midland Co
CMN
039483102
260
5000
SH
DFND
1
5000
0
0
Arlington Asset Investment Corp
CMN
041356205
219
8225
SH
DFND
1
8225
0
0
Arotech Corp
CMN
042682203
118
50728
SH
DFND
1
50728
0
0
Atlas Air Worldwide Holdings Inc
CMN
049164205
335
6800
SH
DFND
1
6800
0
0
Atlas Air Worldwide Holdings Inc
CMN
049164205
4
71
SH
DFND
0
0
0
71
AutoZone Inc
CMN
053332102
991
1600
SH
DFND
1
1600
0
0
AutoZone Inc
CMN
053332102
8
13
SH
DFND
0
0
0
13
Ballard Power Systems Inc
CMN
058586108
20
10300
SH
DFND
1
10300
0
0
Bank of Nova Scotia/The
CMN
064149107
622
10900
SH
DFND
1
10900
0
0
Bassett Furniture Industries Inc
CMN
070203104
235
12053
SH
DFND
1
12053
0
0
Best Buy Co Inc
CMN
086516101
292
7500
SH
DFND
1
7500
0
0
BioTelemetry Inc
CMN
090672106
125
12479
SH
DFND
1
12479
0
0
Biolase Inc
CMN
090911108
27
10100
SH
DFND
1
10100
0
0
BlackRock Kelso Capital Corp
CMN
092533108
221
26980
SH
DFND
1
26980
0
0
Blonder Tongue Laboratories
CMN
093698108
66
24400
SH
DFND
1
24400
0
0
Boston Scientific Corp
CMN
101137107
133
10000
SH
DFND
1
10000
0
0
Boyd Gaming Corp
CMN
103304101
135
10600
SH
DFND
1
10600
0
0
BreitBurn Energy Partners LP
Ltd Part
106776107
74
10604
SH
DFND
1
10604
0
0
Brown Shoe Co Inc
CMN
115736100
579
18000
SH
DFND
1
18000
0
0
Build-A-Bear Workshop Inc
CMN
120076104
249
12382
SH
DFND
1
12382
0
0
Cal-Maine Foods Inc
CMN
128030202
219
5600
SH
DFND
1
5600
0
0
Cal-Maine Foods Inc
CMN
128030202
3
77
SH
DFND
0
0
0
77
Canadian Solar Inc
CMN
136635109
252
10400
SH
DFND
1
10400
0
0
CarMax Inc
CMN
143130102
1625
24400
SH
DFND
1
24400
0
0
Carnival Corp
CMN
143658300
462
10200
SH
DFND
1
10200
0
0
Casella Waste Systems Inc
CMN
147448104
103
25556
SH
DFND
1
25556
0
0
Catamaran Corp
CMN
148887102
361
6968
SH
DFND
1
6968
0
0
Catamaran Corp
CMN
148887102
20
381
SH
DFND
0
0
0
381
Central Garden and Pet Co
CMN
153527106
152
17300
SH
DFND
1
17300
0
0
Central Garden and Pet Co
CMN
153527205
96
10072
SH
DFND
1
10072
0
0
Central Garden and Pet Co
CMN
153527205
4
372
SH
DFND
0
0
0
372
Ciena Corp
CMN
171779309
1108
57100
SH
DFND
1
57100
0
0
Cinedigm Corp
CMN
172406100
35
21453
SH
DFND
1
21453
0
0
Cognizant Technology Solutions Corp
CMN
192446102
174
3300
SH
DFND
1
3300
0
0
Cognizant Technology Solutions Corp
CMN
192446102
26
501
SH
DFND
0
0
0
501
Columbia Laboratories Inc
CMN
197779200
153
27285
SH
DFND
1
27285
0
0
Community Health Systems Inc
CMN
203668108
211
3906
SH
DFND
1
3906
0
0
Communications Systems Inc
CMN
203900105
115
10929
SH
DFND
1
10929
0
0
Consumer Portfolio Services Inc
CMN
210502100
259
35213
SH
DFND
1
35213
0
0
Covance Inc
CMN
222816100
208
2000
SH
DFND
1
2000
0
0
Covance Inc
CMN
222816100
5
50
SH
DFND
0
0
0
50
Cowen Group Inc
CMN
223622101
96
19905
SH
DFND
1
19905
0
0
Crown Media Holdings Inc
CMN
228411104
91
25779
SH
DFND
1
25779
0
0
CytRx Corp
CMN
232828509
28
10100
SH
DFND
1
10100
0
0
Dana Holding Corp
CMN
235825205
272
12500
SH
DFND
1
12500
0
0
Dean Foods Co
CMN
242370203
225
11588
SH
DFND
1
11588
0
0
Dean Foods Co
CMN
242370203
5
268
SH
DFND
0
0
0
268
Denbury Resources Inc
CMN
247916208
114
14000
SH
DFND
1
14000
0
0
Digirad Corp
CMN
253827109
53
12229
SH
DFND
1
12229
0
0
Discovery Laboratories Inc
CMN
254668403
14
12116
SH
DFND
1
12116
0
0
Dollar General Corp
CMN
256677105
742
10500
SH
DFND
1
10500
0
0
Dollar General Corp
CMN
256677105
36
516
SH
DFND
0
0
0
516
Dollar Tree Inc
CMN
256746108
267
3800
SH
DFND
1
3800
0
0
Dollar Tree Inc
CMN
256746108
56
794
SH
DFND
0
0
0
794
Dominion Diamond Corp
CMN
257287102
549
30600
SH
DFND
1
30600
0
0
EXCO Resources Inc
CMN
269279402
41
18900
SH
DFND
1
18900
0
0
Ebix Inc
CMN
278715206
199
11700
SH
DFND
1
11700
0
0
Ebix Inc
CMN
278715206
3
200
SH
DFND
0
0
0
200
Electromed Inc
CMN
285409108
51
19200
SH
DFND
1
19200
0
0
Emmis Communications Corp
CMN
291525103
74
39750
SH
DFND
1
39750
0
0
Emulex Corp
CMN
292475209
280
49300
SH
DFND
1
49300
0
0
EnerNOC Inc
CMN
292764107
157
10181
SH
DFND
1
10181
0
0
Enerplus Corp
CMN
292766102
323
33600
SH
DFND
1
33600
0
0
ENGlobal Corp
CMN
293306106
67
35477
SH
DFND
1
35477
0
0
Enzon Pharmaceuticals Inc
CMN
293904108
40
36964
SH
DFND
1
36964
0
0
Enzo Biochem Inc
CMN
294100102
61
13658
SH
DFND
1
13658
0
0
EVINE Live Inc
CMN
300487105
161
24376
SH
DFND
1
24376
0
0
FactSet Research Systems Inc
CMN
303075105
1661
11800
SH
DFND
1
11800
0
0
Federal Signal Corp
CMN
313855108
248
16055
SH
DFND
1
16055
0
0
Female Health Co/The
CMN
314462102
122
31246
SH
DFND
1
31246
0
0
First BanCorp/Puerto Rico
CMN
318672706
98
16777
SH
DFND
1
16777
0
0
Fonar Corp
CMN
344437405
107
10332
SH
DFND
1
10332
0
0
FormFactor Inc
CMN
346375108
120
14009
SH
DFND
1
14009
0
0
Fortuna Silver Mines Inc
CMN
349915108
146
32100
SH
DFND
1
32100
0
0
Galectin Therapeutics Inc
CMN
363225202
47
13505
SH
DFND
1
13505
0
0
Gannett Co Inc
CMN
364730101
214
6700
SH
DFND
1
6700
0
0
General Mills Inc
CMN
370334104
896
16800
SH
DFND
1
16800
0
0
General Mills Inc
CMN
370334104
35
647
SH
DFND
0
0
0
647
General Steel Holdings Inc
CMN
370853103
11
16287
SH
DFND
1
16287
0
0
Geron Corp
CMN
374163103
154
47281
SH
DFND
1
47281
0
0
Gilead Sciences Inc
CMN
375558103
217
2300
SH
DFND
1
2300
0
0
Globalstar Inc
CMN
378973408
33
11900
SH
DFND
1
11900
0
0
Glu Mobile Inc
CMN
379890106
108
27700
SH
DFND
1
27700
0
0
Gray Television Inc
CMN
389375106
150
13360
SH
DFND
1
13360
0
0
Hackett Group Inc/The
CMN
404609109
102
11658
SH
DFND
1
11658
0
0
Harris & Harris Group Inc
CMN
413833104
36
12184
SH
DFND
1
12184
0
0
Harvard Bioscience Inc
CMN
416906105
119
20951
SH
DFND
1
20951
0
0
Hibbett Sports Inc
CMN
428567101
223
4600
SH
DFND
1
4600
0
0
Hibbett Sports Inc
CMN
428567101
3
70
SH
DFND
0
0
0
70
Hooker Furniture Corp
CMN
439038100
339
19752
SH
DFND
1
19752
0
0
Hovnanian Enterprises Inc
CMN
442487203
334
80775
SH
DFND
1
80775
0
0
Hudson Technologies Inc
CMN
444144109
72
19001
SH
DFND
1
19001
0
0
Hutchinson Technology Inc
CMN
448407106
91
26067
SH
DFND
1
26067
0
0
Ingles Markets Inc
CMN
457030104
426
11495
SH
DFND
1
11495
0
0
Intervest Bancshares Corp
CMN
460927106
187
18622
SH
DFND
1
18622
0
0
inTEST Corp
CMN
461147100
48
11353
SH
DFND
1
11353
0
0
ION Geophysical Corp
CMN
462044108
85
30800
SH
DFND
1
30800
0
0
ION Geophysical Corp
CMN
462044108
3
1188
SH
DFND
0
0
0
1188
iShares TIPS Bond ETF
ETP
464287176
381
3400
SH
SOLE
0
0
0
3400
iShares Core U.S. Aggregate Bond ETF
ETP
464287226
463
4200
SH
SOLE
0
0
0
4200
iShares iBoxx $ Investment Grade Corporate Bond ETF
ETP
464287242
1588
13300
SH
SOLE
0
0
0
13300
iShares 20+ Year Treasury Bond ETF
ETP
464287432
1927
15300
SH
SOLE
0
0
0
15300
iShares Russell 2000 ETF
ETP
464287655
2238
18700
SH
SOLE
0
0
0
18700
iShares JP Morgan USD Emerging Markets Bond ETF
ETP
464288281
2699
24600
SH
SOLE
0
0
0
24600
iShares National AMT-Free Muni Bond ETF
ETP
464288414
3332
30200
SH
SOLE
0
0
0
30200
iShares iBoxx $ High Yield Corporate Bond ETF
ETP
464288513
376
4200
SH
SOLE
0
0
0
4200
iShares MBS ETF
ETP
464288588
361
3300
SH
SOLE
0
0
0
3300
iShares Intermediate Credit Bond ETF
ETP
464288638
1924
17600
SH
SOLE
0
0
0
17600
Isle of Capri Casinos Inc
CMN
464592104
793
94695
SH
DFND
1
94695
0
0
Johnson Outdoors Inc
CMN
479167108
426
13660
SH
DFND
1
13660
0
0
Kemet Corp
CMN
488360207
187
44545
SH
DFND
1
44545
0
0
Key Energy Services Inc
CMN
492914106
26
15800
SH
DFND
1
15800
0
0
Kinross Gold Corp
CMN
496902404
56
19900
SH
DFND
1
19900
0
0
Kirkland's Inc
CMN
497498105
653
27636
SH
DFND
1
27636
0
0
Kroger Co/The
CMN
501044101
1259
19600
SH
DFND
1
19600
0
0
Kroger Co/The
CMN
501044101
21
324
SH
DFND
0
0
0
324
Layne Christensen Co
CMN
521050104
660
69234
SH
DFND
1
69234
0
0
Lee Enterprises Inc/IA
CMN
523768109
50
13666
SH
DFND
1
13666
0
0
Leidos Holdings Inc
CMN
525327102
583
13400
SH
DFND
1
13400
0
0
Leidos Holdings Inc
CMN
525327102
5
117
SH
DFND
0
0
0
117
Lincoln Educational Services Corp
CMN
533535100
48
17300
SH
DFND
1
17300
0
0
Lionbridge Technologies Inc
CMN
536252109
175
30396
SH
DFND
1
30396
0
0
LiveDeal Inc
CMN
538144304
65
20600
SH
DFND
1
20600
0
0
Lululemon Athletica Inc
CMN
550021109
1467
26300
SH
DFND
1
26300
0
0
MFRI Inc
CMN
552721102
78
11126
SH
DFND
1
11126
0
0
MGIC Investment Corp
CMN
552848103
117
12600
SH
DFND
1
12600
0
0
Magic Software Enterprises Ltd
CMN
559166103
76
12794
SH
DFND
1
12794
0
0
Magna International Inc
CMN
559222401
261
2400
SH
DFND
1
2400
0
0
Marcus Corp/The
CMN
566330106
509
27497
SH
DFND
1
27497
0
0
Marcus Corp/The
CMN
566330106
3
181
SH
DFND
0
0
0
181
Mattson Technology Inc
CMN
577223100
82
23998
SH
DFND
1
23998
0
0
McClatchy Co/The
CMN
579489105
175
52816
SH
DFND
1
52816
0
0
MeetMe Inc
CMN
585141104
44
28900
SH
DFND
1
28900
0
0
Mercer International Inc
CMN
588056101
274
22300
SH
DFND
1
22300
0
0
Merge Healthcare Inc
CMN
589499102
181
50952
SH
DFND
1
50952
0
0
Microvision Inc
CMN
594960304
37
21123
SH
DFND
1
21123
0
0
Micron Technology Inc
CMN
595112103
221
6300
SH
DFND
1
6300
0
0
Mondelez International Inc
CMN
609207105
232
6400
SH
DFND
1
6400
0
0
Mondelez International Inc
CMN
609207105
26
726
SH
DFND
0
0
0
726
Monster Worldwide Inc
CMN
611742107
296
64176
SH
DFND
1
64176
0
0
NL Industries Inc
CMN
629156407
133
15455
SH
DFND
1
15455
0
0
Navigators Group Inc/The
CMN
638904102
271
3700
SH
DFND
1
3700
0
0
Navigators Group Inc/The
CMN
638904102
3
47
SH
DFND
0
0
0
47
Neogen Corp
CMN
640491106
528
10643
SH
DFND
1
10643
0
0
New Gold Inc
CMN
644535106
180
42000
SH
DFND
1
42000
0
0
Odyssey Marine Exploration Inc
CMN
676118102
18
18860
SH
DFND
1
18860
0
0
Office Depot Inc
CMN
676220106
217
25334
SH
DFND
1
25334
0
0
Office Depot Inc
CMN
676220106
5
600
SH
DFND
0
0
0
600
Orbital Sciences Corp
CMN
685564106
202
7500
SH
DFND
1
7500
0
0
Orexigen Therapeutics Inc
CMN
686164104
185
30574
SH
DFND
1
30574
0
0
Ormat Technologies Inc
CMN
686688102
208
7641
SH
DFND
1
7641
0
0
Outerwall Inc
CMN
690070107
293
3900
SH
DFND
1
3900
0
0
Outerwall Inc
CMN
690070107
3
46
SH
DFND
0
0
0
46
OXiGENE Inc
CMN
691828404
30
18413
SH
DFND
1
18413
0
0
Pacific Sunwear of California Inc
CMN
694873100
82
37726
SH
DFND
1
37726
0
0
Pall Corp
CMN
696429307
243
2400
SH
DFND
1
2400
0
0
Pantry Inc/The
CMN
698657103
883
23831
SH
DFND
1
23831
0
0
Parker Drilling Co
CMN
701081101
71
23020
SH
DFND
1
23020
0
0
Penn West Petroleum Ltd
CMN
707887105
114
54900
SH
DFND
1
54900
0
0
Pioneer Energy Services Corp
CMN
723664108
89
16014
SH
DFND
1
16014
0
0
Planar Systems Inc
CMN
726900103
113
13447
SH
DFND
1
13447
0
0
Progenics Pharmaceuticals Inc
CMN
743187106
276
36473
SH
DFND
1
36473
0
0
Quantum Corp
CMN
747906204
77
43667
SH
DFND
1
43667
0
0
Republic Airways Holdings Inc
CMN
760276105
200
13685
SH
DFND
1
13685
0
0
REX American Resources Corp
CMN
761624105
813
13119
SH
DFND
1
13119
0
0
Rite Aid Corp
CMN
767754104
1118
148700
SH
DFND
1
148700
0
0
Rofin-Sinar Technologies Inc
CMN
775043102
331
11506
SH
DFND
1
11506
0
0
Royal Bancshares of Pennsylvania Inc
CMN
780081105
20
12570
SH
DFND
1
12570
0
0
Ruby Tuesday Inc
CMN
781182100
132
19300
SH
DFND
1
19300
0
0
Ruby Tuesday Inc
CMN
781182100
4
532
SH
DFND
0
0
0
532
Sanderson Farms Inc
CMN
800013104
286
3400
SH
DFND
1
3400
0
0
Sanderson Farms Inc
CMN
800013104
3
38
SH
DFND
0
0
0
38
Sanmina Corp
CMN
801056102
228
9700
SH
DFND
1
9700
0
0
Henry Schein Inc
CMN
806407102
177
1300
SH
DFND
1
1300
0
0
Henry Schein Inc
CMN
806407102
24
177
SH
DFND
0
0
0
177
Sears Holdings Corp
CMN
812350106
320
9700
SH
DFND
1
9700
0
0
Security National Financial Corp
CMN
814785309
98
17063
SH
DFND
1
17063
0
0
Sigma Designs Inc
CMN
826565103
213
28828
SH
DFND
1
28828
0
0
SkyWest Inc
CMN
830879102
135
10200
SH
DFND
1
10200
0
0
Skystar Bio-Pharmaceutical Co
CMN
830884300
137
32493
SH
DFND
1
32493
0
0
SMTC Corp
CMN
832682207
20
11582
SH
DFND
1
11582
0
0
Sonus Networks Inc
CMN
835916107
56
14200
SH
DFND
1
14200
0
0
Southern Co/The
CMN
842587107
794
16162
SH
SOLE
0
0
0
16162
Spartan Motors Inc
CMN
846819100
110
20929
SH
DFND
1
20929
0
0
Spirit AeroSystems Holdings Inc
CMN
848574109
250
5800
SH
DFND
1
5800
0
0
Strayer Education Inc
CMN
863236105
208
2800
SH
DFND
1
2800
0
0
Strayer Education Inc
CMN
863236105
3
46
SH
DFND
0
0
0
46
Sucampo Pharmaceuticals Inc
CMN
864909106
240
16798
SH
DFND
1
16798
0
0
Supreme Industries Inc
CMN
868607102
135
19123
SH
DFND
1
19123
0
0
TGC Industries Inc
CMN
872417308
128
59385
SH
DFND
1
59385
0
0
Take-Two Interactive Software Inc
CMN
874054109
219
7800
SH
DFND
1
7800
0
0
Taseko Mines Ltd
CMN
876511106
16
15766
SH
DFND
1
15766
0
0
Tesoro Corp
CMN
881609101
253
3400
SH
DFND
1
3400
0
0
Tesoro Corp
CMN
881609101
38
511
SH
DFND
0
0
0
511
Thompson Creek Metals Co Inc
CMN
884768102
137
82000
SH
DFND
1
82000
0
0
TravelCenters of America LLC
CMN
894174101
134
10653
SH
DFND
1
10653
0
0
Turquoise Hill Resources Ltd
CMN
900435108
253
81330
SH
DFND
1
81330
0
0
United Continental Holdings Inc
CMN
910047109
221
3300
SH
DFND
1
3300
0
0
United Natural Foods Inc
CMN
911163103
603
7800
SH
DFND
1
7800
0
0
United Online Inc
CMN
911268209
146
10068
SH
DFND
1
10068
0
0
United States Steel Corp
CMN
912909108
318
11900
SH
DFND
1
11900
0
0
Vanguard Dividend Appreciation ETF
ETP
921908844
3896
48000
SH
SOLE
0
0
0
48000
Vanguard Intermediate-Term Bond ETF
ETP
921937819
584
6900
SH
SOLE
0
0
0
6900
Vanguard Short-Term Bond ETF
ETP
921937827
2878
36000
SH
SOLE
0
0
0
36000
Vanguard Total Bond Market ETF
ETP
921937835
2908
35300
SH
SOLE
0
0
0
35300
Vical Inc
CMN
925602104
16
15122
SH
DFND
1
15122
0
0
Wi-Lan Inc
CMN
928972108
540
180445
SH
DFND
1
180445
0
0
Wal-Mart Stores Inc
CMN
931142103
189
2200
SH
DFND
1
2200
0
0
Wal-Mart Stores Inc
CMN
931142103
109
1264
SH
DFND
0
0
0
1264
Western Union Co/The
CMN
959802109
181
10100
SH
DFND
1
10100
0
0
Wireless Telecom Group Inc
CMN
976524108
52
19925
SH
DFND
1
19925
0
0
KCAP Financial Inc
CMN
48668E101
110
16113
SH
DFND
1
16113
0
0
ACCO Brands Corp
CMN
00081T108
307
34040
SH
DFND
1
34040
0
0
AXT Inc
CMN
00246W103
73
26226
SH
DFND
1
26226
0
0
Accuride Corp
CMN
00439T206
171
39486
SH
DFND
1
39486
0
0
Advantage Oil & Gas Ltd
CMN
00765F101
90
18859
SH
DFND
1
18859
0
0
Affymetrix Inc
CMN
00826T108
168
17000
SH
DFND
1
17000
0
0
Air Transport Services Group Inc
CMN
00922R105
86
10062
SH
DFND
1
10062
0
0
Alaska Communications Systems Group Inc
CMN
01167P101
38
21123
SH
DFND
1
21123
0
0
Alphatec Holdings Inc
CMN
02081G102
38
26734
SH
DFND
1
26734
0
0
American Capital Agency Corp
REIT
02503X105
210
9600
SH
DFND
1
9600
0
0
Anthera Pharmaceuticals Inc
CMN
03674U201
25
15528
SH
DFND
1
15528
0
0
Apollo Investment Corp
CMN
03761U106
91
12300
SH
DFND
1
12300
0
0
Athersys Inc
CMN
04744L106
24
15100
SH
DFND
1
15100
0
0
BGC Partners Inc
CMN
05541T101
131
14293
SH
DFND
1
14293
0
0
Bacterin International Holdings Inc
CMN
05644R200
55
18200
SH
DFND
1
18200
0
0
iPATH S&P 500 VIX Mid-Term Futures ETN
ETP
06740C519
230
17500
SH
SOLE
0
0
0
17500
Basic Energy Services Inc
CMN
06985P100
81
11500
SH
DFND
1
11500
0
0
Baytex Energy Corp
CMN
07317Q105
179
10797
SH
DFND
1
10797
0
0
Bio-Reference Laboratories Inc
CMN
09057G602
1770
55104
SH
DFND
1
55104
0
0
Bio-Reference Laboratories Inc
CMN
09057G602
3
108
SH
DFND
0
0
0
108
Biodel Inc
CMN
09064M204
17
12524
SH
DFND
1
12524
0
0
BlueLinx Holdings Inc
CMN
09624H109
41
35639
SH
DFND
1
35639
0
0
CTC Media Inc
CMN
12642X106
176
36100
SH
DFND
1
36100
0
0
CTI BioPharma Corp
CMN
12648L106
63
26588
SH
DFND
1
26588
0
0
CYS Investments Inc
REIT
12673A108
172
19700
SH
DFND
1
19700
0
0
Capstead Mortgage Corp
REIT
14067E506
142
11600
SH
DFND
1
11600
0
0
Capstead Mortgage Corp
REIT
14067E506
3
263
SH
DFND
0
0
0
263
Centene Corp
CMN
15135B101
249
2400
SH
DFND
1
2400
0
0
Centene Corp
CMN
15135B101
5
48
SH
DFND
0
0
0
48
Cherokee Inc
CMN
16444H102
399
20590
SH
DFND
1
20590
0
0
Chimera Investment Corp
REIT
16934Q109
133
41800
SH
DFND
1
41800
0
0
China Automotive Systems Inc
CMN
16936R105
152
21506
SH
DFND
1
21506
0
0
China Green Agriculture Inc
CMN
16943W105
182
119477
SH
DFND
1
119477
0
0
Compass Diversified Holdings
Ltd Part
20451Q104
165
10183
SH
DFND
1
10183
0
0
Cyberonics Inc
CMN
23251P102
451
8100
SH
DFND
1
8100
0
0
Cyberonics Inc
CMN
23251P102
3
61
SH
DFND
0
0
0
61
DSP Group Inc
CMN
23332B106
116
10676
SH
DFND
1
10676
0
0
DSP Group Inc
CMN
23332B106
3
301
SH
DFND
0
0
0
301
Demand Media Inc
CMN
24802N208
82
13463
SH
DFND
1
13463
0
0
Dot Hill Systems Corp
CMN
25848T109
57
12844
SH
DFND
1
12844
0
0
Dynex Capital Inc
REIT
26817Q506
196
23760
SH
DFND
1
23760
0
0
Eagle Rock Energy Partners LP
Ltd Part
26985R104
47
21489
SH
DFND
1
21489
0
0
EarthLink Holdings Corp
CMN
27033X101
132
30144
SH
DFND
1
30144
0
0
Emerald Oil Inc
CMN
29101U209
24
20358
SH
DFND
1
20358
0
0
Entergy Corp
CMN
29364G103
149
1700
SH
DFND
1
1700
0
0
Entergy Corp
CMN
29364G103
69
790
SH
DFND
0
0
0
790
EnteroMedics Inc
CMN
29365M208
35
24506
SH
DFND
1
24506
0
0
First Community Bancshares Inc/VA
CMN
31983A103
178
10820
SH
DFND
1
10820
0
0
Frontier Communications Corp
CMN
35906A108
131
19700
SH
DFND
1
19700
0
0
Frontier Communications Corp
CMN
35906A108
46
6900
SH
DFND
0
0
0
6900
G-III Apparel Group Ltd
CMN
36237H101
1030
10200
SH
DFND
1
10200
0
0
Gain Capital Holdings Inc
CMN
36268W100
251
27802
SH
DFND
1
27802
0
0
GenVec Inc
CMN
37246C307
24
11300
SH
DFND
1
11300
0
0
GigOptix Inc
CMN
37517Y103
27
22341
SH
DFND
1
22341
0
0
Gold Resource Corp
CMN
38068T105
145
42993
SH
DFND
1
42993
0
0
GreenHunter Resources Inc
CMN
39530A104
10
14000
SH
DFND
1
14000
0
0
Gulf Resources Inc
CMN
40251W309
29
25167
SH
DFND
1
25167
0
0
Higher One Holdings Inc
CMN
42983D104
201
47632
SH
DFND
1
47632
0
0
ITT Educational Services Inc
CMN
45068B109
129
13400
SH
DFND
1
13400
0
0
Infinity Pharmaceuticals Inc
CMN
45665G303
174
10300
SH
DFND
1
10300
0
0
Information Services Group Inc
CMN
45675Y104
87
20640
SH
DFND
1
20640
0
0
InfuSystems Holdings Inc
CMN
45685K102
99
31287
SH
DFND
1
31287
0
0
Inuvo Inc
CMN
46122W204
43
32800
SH
DFND
1
32800
0
0
Iridium Communications Inc
CMN
46269C102
119
12200
SH
DFND
1
12200
0
0
IXYS Corp
CMN
46600W106
195
15450
SH
DFND
1
15450
0
0
Just Energy Group Inc
CMN
48213W101
406
77569
SH
DFND
1
77569
0
0
LSI Industries Inc
CMN
50216C108
134
19730
SH
DFND
1
19730
0
0
Lifevantage Corp
CMN
53222K106
47
36317
SH
DFND
1
36317
0
0
Local Corp
CMN
53954W104
42
39972
SH
DFND
1
39972
0
0
MBIA Inc
CMN
55262C100
118
12400
SH
DFND
1
12400
0
0
Macy's Inc
CMN
55616P104
230
3500
SH
DFND
1
3500
0
0
Macy's Inc
CMN
55616P104
8
126
SH
DFND
0
0
0
126
MannKind Corp
CMN
56400P201
55
10500
SH
DFND
1
10500
0
0
McEwen Mining Inc
CMN
58039P107
12
10800
SH
DFND
1
10800
0
0
MCG Capital Corp
CMN
58047P107
141
36787
SH
DFND
1
36787
0
0
MediciNova Inc
CMN
58468P206
33
10701
SH
DFND
1
10701
0
0
Meritor Inc
CMN
59001K100
513
33833
SH
DFND
1
33833
0
0
Merus Labs International Inc
CMN
59047R101
99
59900
SH
DFND
1
59900
0
0
NCI Inc
CMN
62886K104
122
11944
SH
DFND
1
11944
0
0
Natural Resource Partners LP
Ltd Part
63900P103
179
19400
SH
DFND
1
19400
0
0
NeoPhotonics Corp
CMN
64051T100
54
15973
SH
DFND
1
15973
0
0
Net 1 UEPS Technologies Inc
CMN
64107N206
328
28737
SH
DFND
1
28737
0
0
NeuStar Inc
CMN
64126X201
242
8700
SH
DFND
1
8700
0
0
Nevsun Resources Ltd
CMN
64156L101
125
32500
SH
DFND
1
32500
0
0
Noranda Aluminum Holding Corp
CMN
65542W107
160
45540
SH
DFND
1
45540
0
0
Novatel Wireless Inc
CMN
66987M604
34
10575
SH
DFND
1
10575
0
0
OncoGenex Pharmaceuticals Inc
CMN
68230A106
45
19473
SH
DFND
1
19473
0
0
1-800-Flowers.com Inc
CMN
68243Q106
101
12246
SH
DFND
1
12246
0
0
OraSure Technologies Inc
CMN
68554V108
130
12800
SH
DFND
1
12800
0
0
Orient Paper Inc
CMN
68619F205
17
15516
SH
DFND
1
15516
0
0
PDL BioPharma Inc
CMN
69329Y104
244
31700
SH
DFND
1
31700
0
0
PG&E Corp
CMN
69331C108
229
4300
SH
DFND
1
4300
0
0
PG&E Corp
CMN
69331C108
24
450
SH
DFND
0
0
0
450
Pacific Ethanol Inc
CMN
69423U305
176
17000
SH
DFND
1
17000
0
0
Pengrowth Energy Corp
CMN
70706P104
203
65000
SH
DFND
1
65000
0
0
PharmAthene Inc
CMN
71714G102
22
11968
SH
DFND
1
11968
0
0
Pilgrim's Pride Corp
CMN
72147K108
266
8100
SH
DFND
1
8100
0
0
Polycom Inc
CMN
73172K104
147
10900
SH
DFND
1
10900
0
0
Powershares QQQ Trust Series 1
ETP
73935A104
909
8800
SH
SOLE
0
0
0
8800
PowerShares Emerging Markets Sovereign Debt Portfolio
ETP
73936T573
2655
94300
SH
SOLE
0
0
0
94300
Pozen Inc
CMN
73941U102
176
22016
SH
DFND
1
22016
0
0
Premier Financial Bancorp Inc
CMN
74050M105
165
10586
SH
DFND
1
10586
0
0
Progressive Waste Solutions Ltd
CMN
74339G101
353
11746
SH
DFND
1
11746
0
0
ProShares UltraShort QQQ
ETP
74348A426
671
17000
SH
SOLE
0
0
0
17000
pSivida Corp
CMN
74440J101
51
12400
SH
DFND
1
12400
0
0
Radiant Logistics Inc
CMN
75025X100
84
19742
SH
DFND
1
19742
0
0
Radio One Inc
CMN
75040P405
81
48412
SH
DFND
1
48412
0
0
Richmont Mines Inc
CMN
76547T106
418
131702
SH
DFND
1
131702
0
0
Rio Alto Mining Ltd
CMN
76689T104
359
147409
SH
DFND
1
147409
0
0
SORL Auto Parts Inc
CMN
78461U101
48
13011
SH
DFND
1
13011
0
0
SPDR S&P 500 ETF Trust
ETP
78462F103
1893
9214
SH
DFND
1
9214
0
0
SPDR S&P 500 ETF Trust
ETP
78462F103
1952
9500
SH
DFND
0
9500
0
0
SPDR Barclays High Yield Bond ETF
ETP
78464A417
382
9900
SH
SOLE
0
0
0
9900
SPDR S&P Dividend ETF
ETP
78464A763
2135
27100
SH
SOLE
0
0
0
27100
SPDR Dow Jones Industrial Average ETF Trust
ETP
78467X109
1370
7700
SH
SOLE
0
0
0
7700
SPDR S&P MidCap 400 ETF Trust
ETP
78467Y107
1823
6905
SH
SOLE
0
0
0
6905
STR Holdings Inc
CMN
78478V100
21
15100
SH
DFND
1
15100
0
0
SandRidge Energy Inc
CMN
80007P307
30
16300
SH
DFND
1
16300
0
0
Sciclone Pharmaceuticals Inc
CMN
80862K104
91
10360
SH
DFND
1
10360
0
0
Sirius XM Holdings Inc
CMN
82968B103
83
23700
SH
DFND
1
23700
0
0
Sirius XM Holdings Inc
CMN
82968B103
19
5510
SH
DFND
0
0
0
5510
Skilled Healthcare Group Inc
CMN
83066R107
241
28103
SH
DFND
1
28103
0
0
Smart Technologies Inc
CMN
83172R108
29
24573
SH
DFND
1
24573
0
0
Solera Holdings Inc
CMN
83421A104
215
4200
SH
DFND
1
4200
0
0
Stage Stores Inc
CMN
85254C305
344
16600
SH
DFND
1
16600
0
0
Star Gas Partners LP
Ltd Part
85512C105
120
19597
SH
DFND
1
19597
0
0
StemCells Inc
CMN
85857R204
16
16815
SH
DFND
1
16815
0
0
Stereotaxis Inc
CMN
85916J409
24
15893
SH
DFND
1
15893
0
0
support.com Inc
CMN
86858W101
86
40987
SH
DFND
1
40987
0
0
Synergetics USA Inc
CMN
87160G107
52
11975
SH
DFND
1
11975
0
0
TTM Technologies Inc
CMN
87305R109
94
12454
SH
DFND
1
12454
0
0
Targacept Inc
CMN
87611R306
41
15631
SH
DFND
1
15631
0
0
TheStreet Inc
CMN
88368Q103
40
16845
SH
DFND
1
16845
0
0
Timmins Gold Corp
CMN
88741P103
116
120600
SH
DFND
1
120600
0
0
Ultra Clean Holdings Inc
CMN
90385V107
133
14377
SH
DFND
1
14377
0
0
Universal Insurance Holdings Inc
CMN
91359V107
223
10901
SH
DFND
1
10901
0
0
Unwired Planet Inc
CMN
91531F103
16
15914
SH
DFND
1
15914
0
0
VOXX International Corp
CMN
91829F104
105
12011
SH
DFND
1
12011
0
0
VAALCO Energy Inc
CMN
91851C201
104
22717
SH
DFND
1
22717
0
0
Valero Energy Corp
CMN
91913Y100
203
4100
SH
DFND
1
4100
0
0
Valero Energy Corp
CMN
91913Y100
8
163
SH
DFND
0
0
0
163
Vanguard Short-Term Corporate Bond ETF
ETP
92206C409
2739
34400
SH
SOLE
0
0
0
34400
Vanguard Long-Term Corporate Bond ETF
ETP
92206C813
1229
13300
SH
SOLE
0
0
0
13300
Vanguard Intermediate-Term Corporate Bond ETF
ETP
92206C870
1576
18300
SH
SOLE
0
0
0
18300
Venaxis Inc
CMN
92262A107
21
12097
SH
DFND
1
12097
0
0
Vericel Corp
CMN
92346J108
57
18719
SH
DFND
1
18719
0
0
ViaSat Inc
CMN
92552V100
214
3400
SH
DFND
1
3400
0
0
Vonage Holdings Corp
CMN
92886T201
159
41730
SH
DFND
1
41730
0
0
Walker & Dunlop Inc
CMN
93148P102
212
12100
SH
DFND
1
12100
0
0
XenoPort Inc
CMN
98411C100
100
11419
SH
DFND
1
11419
0
0
ZAGG Inc
CMN
98884U108
201
29560
SH
DFND
1
29560
0
0
Zix Corp
CMN
98974P100
40
11045
SH
DFND
1
11045
0
0
Accenture PLC
CMN
G1151C101
1688
18900
SH
DFND
1
18900
0
0
Accenture PLC
CMN
G1151C101
35
388
SH
DFND
0
0
0
388
ChipMOS TECHNOLOGIES Bermuda Ltd
CMN
G2110R114
252
10793
SH
DFND
1
10793
0
0
Consolidated Water Co Ltd
CMN
G23773107
250
23427
SH
DFND
1
23427
0
0
Cosan Ltd
CMN
G25343107
86
11100
SH
DFND
1
11100
0
0
Horizon Pharma Plc
CMN
G4617B105
164
12729
SH
DFND
1
12729
0
0
Maiden Holdings Ltd
CMN
G5753U112
257
20131
SH
DFND
1
20131
0
0
Alpha & Omega Semiconductor Ltd
CMN
G6331P104
119
13422
SH
DFND
1
13422
0
0
Nabors Industries Ltd
CMN
G6359F103
141
10900
SH
DFND
1
10900
0
0
Nam Tai Property Inc
CMN
G63907102
59
12474
SH
DFND
1
12474
0
0
Nordic American Tankers Ltd
CMN
G65773106
123
12200
SH
DFND
1
12200
0
0
Ship Finance International Ltd
CMN
G81075106
192
13600
SH
DFND
1
13600
0
0
Signet Jewelers Ltd
CMN
G81276100
395
3000
SH
DFND
1
3000
0
0
Signet Jewelers Ltd
CMN
G81276100
5
40
SH
DFND
0
0
0
40
Logitech International SA
CMN
H50430232
136
10134
SH
DFND
1
10134
0
0
Pacific Drilling SA
CMN
L7257P106
73
15700
SH
DFND
1
15700
0
0
magicJack VocalTec Ltd
CMN
M6787E101
131
16100
SH
DFND
1
16100
0
0
Perion Network Ltd
CMN
M78673106
123
28020
SH
DFND
1
28020
0
0
Syneron Medical Ltd
CMN
M87245102
98
10516
SH
DFND
1
10516
0
0
Tower Semiconductor Ltd
CMN
M87915274
330
24792
SH
DFND
1
24792
0
0
Planet Payment Inc
CMN
U72603118
23
10889
SH
DFND
1
10889
0
0
Danaos Corp
CMN
Y1968P105
96
17613
SH
DFND
1
17613
0
0
Diana Containerships Inc
CMN
Y2069P101
100
53076
SH
DFND
1
53076
0
0
Flextronics International Ltd
CMN
Y2573F102
217
19400
SH
DFND
1
19400
0
0
Ocean Rig UDW Inc
CMN
Y64354105
104
11200
SH
DFND
1
11200
0
0
Teekay Tankers Ltd
CMN
Y8565N102
213
42023
SH
DFND
1
42023
0
0