Rotella Capital Management’s iShares 1-3 Year Treasury Bond ETF SHY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2014 Q1	–	Sell	-19,600	Closed	-$1.65M	–	266
2013 Q4	$1.65M	Buy	19,600 +4,300	+28%	+$363K	3.27%	8
2013 Q3	$1.29M	Buy	+15,300	New	+$1.29M	2.4%	10