Rotella Capital Management

Rotella Capital Management as of March 31, 2012

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 202 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P SmallCap 600 Index (IJR) 6.9 $1.9M 25k 76.31
Anadarko Petroleum Corporation 1.7 $462k 5.9k 78.34
Market Vectors Indonesia Index 1.6 $448k 15k 29.86
SPDR S&P MidCap 400 ETF (MDY) 1.3 $362k 2.0k 180.71
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.3 $361k 3.2k 112.71
SPDR Gold Trust (GLD) 1.3 $357k 2.2k 162.12
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.3 $359k 3.1k 115.63
iShares iBoxx $ High Yid Corp Bond (HYG) 1.3 $354k 3.9k 90.72
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.3 $354k 5.9k 59.94
SPDR Barclays Capital High Yield B 1.3 $354k 9.0k 39.37
iShares Lehman Aggregate Bond (AGG) 1.3 $352k 3.2k 109.85
iShares Barclays TIPS Bond Fund (TIP) 1.3 $353k 3.0k 117.65
Vanguard Total Bond Market ETF (BND) 1.3 $350k 4.2k 83.28
Vanguard Intermediate-Term Bond ETF (BIV) 1.3 $348k 4.0k 86.96
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 1.3 $347k 3.3k 105.09
iShares Lehman 1-3 Year Treas.Bond (SHY) 1.3 $346k 4.1k 84.32
Vanguard Long-Term Bond ETF (BLV) 1.3 $347k 3.9k 88.91
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.2 $325k 2.9k 112.20
Verizon Communications (VZ) 1.1 $310k 8.1k 38.23
SPDR S&P Semiconductor (XSD) 1.1 $310k 5.9k 52.50
iShares MSCI Sweden Index (EWD) 1.1 $290k 10k 29.01
Vanguard Dividend Appreciation ETF (VIG) 1.1 $287k 4.9k 58.55
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.0 $284k 4.7k 60.45
Spdr S&p 500 Etf (SPY) 1.0 $282k 2.0k 140.81
PowerShares Emerging Markets Sovere 1.0 $277k 9.9k 28.02
iShares Lehman Short Treasury Bond (SHV) 1.0 $276k 2.5k 110.19
PowerShares Insured Nati Muni Bond 1.0 $275k 11k 24.78
PowerShares Hgh Yield Corporate Bnd 1.0 $276k 15k 18.62
iShares S&P Natl AMTFr Mncpl Bd (MUB) 1.0 $274k 2.5k 109.40
iShares Barclays Credit Bond Fund (USIG) 1.0 $274k 2.5k 109.72
SPDR Nuveen Barclays Capital Municpl Bnd 1.0 $272k 11k 23.84
SPDR Barclays Capital TIPS (SPIP) 1.0 $274k 4.7k 58.35
iShares Lehman MBS Bond Fund (MBB) 1.0 $270k 2.5k 107.95
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 1.0 $271k 11k 24.37
SPDR Barclays Capital Aggregate Bo (SPAB) 1.0 $271k 4.7k 57.75
Vanguard Short-Term Bond ETF (BSV) 1.0 $267k 3.3k 80.94
iShares Lehman 7-10 Yr Treas. Bond (IEF) 1.0 $269k 2.6k 103.28
iShares Brclys Intrdte Gov/Crt Bd (GVI) 1.0 $267k 2.4k 111.12
iShares Barclays 10-20 Yr Tresry Bd (TLH) 1.0 $268k 2.1k 127.76
PowerShares 1-30 Laddered Treasury 1.0 $264k 8.5k 31.11
Scholastic Corporation (SCHL) 0.9 $250k 7.1k 35.28
C.H. Robinson Worldwide (CHRW) 0.9 $236k 3.6k 65.49
Qualcomm (QCOM) 0.8 $231k 3.4k 68.06
Randgold Resources 0.8 $229k 2.6k 87.98
Movado (MOV) 0.8 $209k 8.5k 24.55
Iridium Communications (IRDM) 0.6 $171k 20k 8.76
Winnebago Industries (WGO) 0.6 $152k 16k 9.80
Federal Signal Corporation (FSS) 0.6 $152k 27k 5.56
Trust Spanish (SBSAA) 0.5 $143k 21k 6.75
Aercap Holdings Nv Ord Cmn (AER) 0.5 $130k 12k 11.11
Chinacast Education Corporation (CAST) 0.5 $128k 30k 4.24
Palomar Medical Technologies 0.5 $127k 14k 9.34
American Software (AMSWA) 0.5 $125k 15k 8.57
Imation 0.5 $125k 20k 6.19
Micrel, Incorporated 0.5 $126k 12k 10.26
XenoPort 0.5 $122k 27k 4.50
Chiquita Brands International 0.5 $122k 14k 8.79
EarthLink 0.5 $122k 15k 7.99
Delcath Systems 0.5 $123k 39k 3.14
Universal Insurance Holdings (UVE) 0.5 $123k 32k 3.89
Senomyx 0.5 $124k 45k 2.74
Kratos Defense & Security Solutions (KTOS) 0.5 $123k 23k 5.34
Syneron Medical Ltd ord 0.4 $121k 11k 10.72
Entercom Communications 0.4 $119k 18k 6.49
Harris & Harris 0.4 $121k 29k 4.15
Albany Molecular Research 0.4 $117k 43k 2.70
FormFactor (FORM) 0.4 $118k 21k 5.58
1-800-flowers (FLWS) 0.4 $118k 39k 3.03
Willbros 0.4 $118k 37k 3.24
Local 0.4 $116k 45k 2.58
Morgans Hotel 0.4 $116k 23k 4.95
Cowen 0.4 $115k 43k 2.71
TFS Financial Corporation (TFSL) 0.4 $111k 12k 9.50
RTI Biologics 0.4 $111k 30k 3.70
Pike Electric Corporation 0.4 $107k 13k 8.23
MPG Office Trust 0.4 $107k 46k 2.34
Discovery Laboratories 0.4 $107k 40k 2.68
RadNet (RDNT) 0.4 $104k 33k 3.18
Exeter Res Corp 0.4 $104k 38k 2.74
Sonde Resources 0.4 $105k 43k 2.45
Feihe Intl 0.4 $103k 33k 3.16
ION Geophysical Corporation 0.4 $102k 16k 6.45
bebe stores 0.4 $101k 11k 9.23
Paramount Gold and Silver 0.4 $102k 45k 2.26
Denny's Corporation (DENN) 0.4 $99k 25k 4.04
Flextronics International Ltd Com Stk (FLEX) 0.4 $99k 14k 7.22
Immunomedics 0.4 $100k 27k 3.63
Lj International Inc. ord 0.4 $99k 43k 2.32
Hawaiian Holdings (HA) 0.3 $97k 19k 5.23
Applied Micro Circuits Corporation 0.3 $94k 14k 6.94
Pacific Continental Corporation 0.3 $95k 10k 9.42
BioMimetic Therapeutics 0.3 $96k 39k 2.47
Casual Male Retail 0.3 $95k 28k 3.36
Cray 0.3 $94k 13k 7.32
IDT Corporation (IDT) 0.3 $94k 10k 9.34
FalconStor Software 0.3 $95k 25k 3.74
Alimera Sciences 0.3 $97k 28k 3.40
Comverse Technology 0.3 $92k 13k 6.87
BioScrip 0.3 $94k 14k 6.79
Universal Travel 0.3 $92k 23k 3.96
Ultrapetrol Bahamas Ltd cmn 0.3 $89k 45k 2.00
Popular 0.3 $88k 43k 2.05
Hill International 0.3 $87k 22k 3.93
Medical Action Industries 0.3 $86k 15k 5.72
Synutra International 0.3 $87k 15k 5.88
Ultra Clean Holdings (UCTT) 0.3 $88k 12k 7.54
Westell Technologies 0.3 $84k 36k 2.33
EnteroMedics 0.3 $85k 38k 2.26
Echelon Corporation 0.3 $83k 19k 4.43
School Specialty 0.3 $83k 24k 3.54
MaxLinear (MXL) 0.3 $83k 15k 5.57
Aastrom Biosciences 0.3 $79k 39k 2.02
Beazer Homes USA 0.3 $76k 23k 3.25
Symmetry Medical 0.3 $78k 11k 7.07
Cenveo 0.3 $76k 23k 3.38
CapLease 0.3 $77k 19k 4.03
TeleCommunication Systems 0.3 $77k 28k 2.78
Northern Dynasty Minerals Lt (NAK) 0.3 $75k 12k 6.08
Opko Health (OPK) 0.3 $76k 16k 4.73
Summer Infant 0.3 $78k 13k 6.00
Xerium Technologies 0.3 $73k 11k 6.45
Furniture Brands International 0.3 $71k 42k 1.68
Fortress Investment 0.3 $72k 20k 3.56
Thomas Properties 0.3 $72k 16k 4.59
Actuate Corporation 0.3 $71k 11k 6.28
Nautilus (BFXXQ) 0.3 $72k 26k 2.80
Northstar Realty Finance 0.3 $71k 13k 5.41
Cardica 0.3 $71k 33k 2.14
Support 0.3 $72k 23k 3.15
1st United Ban 0.3 $72k 12k 6.05
DUSA Pharmaceuticals 0.3 $71k 11k 6.26
Voyager Oil & Gas 0.3 $70k 29k 2.43
Callaway Golf Company (MODG) 0.2 $68k 10k 6.76
TranSwitch Corporation (TXCCQ) 0.2 $68k 26k 2.62
Hutchinson Technology Incorporated 0.2 $66k 30k 2.20
Landec Corporation (LFCR) 0.2 $65k 10k 6.53
Rentech 0.2 $64k 31k 2.08
Limelight Networks 0.2 $65k 20k 3.29
Frontier Communications 0.2 $64k 15k 4.17
FBR Capital Markets Corporation 0.2 $62k 24k 2.57
OfficeMax Incorporated 0.2 $62k 11k 5.72
TrustCo Bank Corp NY 0.2 $63k 11k 5.71
Mattson Technology 0.2 $62k 22k 2.77
Orion Energy Systems (OESX) 0.2 $62k 26k 2.38
Corcept Therapeutics Incorporated (CORT) 0.2 $64k 16k 3.93
Sunesis Pharmaceuticals 0.2 $64k 22k 2.87
Baltic Trading 0.2 $60k 14k 4.15
UQM Technologies 0.2 $60k 41k 1.48
Sunopta (STKL) 0.2 $57k 10k 5.47
Perma-Fix Environmental Services 0.2 $56k 35k 1.59
FSI International 0.2 $58k 12k 4.89
Synovus Financial 0.2 $53k 26k 2.05
MEMC Electronic Materials 0.2 $56k 15k 3.61
U.S. Auto Parts Network 0.2 $54k 15k 3.61
Cadence Pharmaceuticals 0.2 $54k 15k 3.70
Pacific Sunwear of California 0.2 $51k 29k 1.76
Cytokinetics 0.2 $52k 45k 1.15
FuelCell Energy 0.2 $52k 33k 1.56
Axcelis Technologies 0.2 $53k 31k 1.72
International Tower Hill Mines (THM) 0.2 $53k 12k 4.29
PharmAthene 0.2 $52k 29k 1.77
Novavax 0.2 $50k 40k 1.26
Joe's Jeans 0.2 $49k 40k 1.22
Quiksilver 0.2 $47k 12k 4.04
Christopher & Banks Corporation (CBKCQ) 0.2 $46k 25k 1.86
Ciber 0.2 $47k 11k 4.24
Gfi 0.2 $46k 12k 3.76
StarTek 0.2 $48k 22k 2.19
DynaVox 0.2 $46k 15k 3.08
Genon Energy 0.2 $47k 23k 2.08
MoSys 0.2 $45k 11k 3.97
Pulse Electronics 0.2 $45k 18k 2.51
Office Depot 0.2 $43k 13k 3.45
Sequenom 0.2 $43k 11k 4.07
Autobytel (ABTL) 0.2 $43k 44k 0.97
Neuralstem 0.2 $43k 38k 1.12
Zale Corporation 0.1 $42k 13k 3.09
Headwaters Incorporated 0.1 $42k 10k 4.18
Online Resources Corporation 0.1 $41k 14k 2.85
Gleacher & Company 0.1 $41k 31k 1.36
Clearwire Corporation 0.1 $40k 18k 2.28
Catalyst Pharmaceutical Partners (CPRX) 0.1 $42k 38k 1.11
MannKind Corporation 0.1 $39k 16k 2.47
Jamba 0.1 $39k 19k 2.07
Navarre Corporation 0.1 $37k 21k 1.78
Intellipharmaceuticsintl Inc C 0.1 $39k 14k 2.82
INSTRS INC Stemcells 0.1 $38k 34k 1.11
Five Star Quality Care 0.1 $35k 10k 3.41
Entree Gold 0.1 $34k 26k 1.30
GSE Systems 0.1 $37k 15k 2.38
Cardionet 0.1 $36k 12k 3.08
Vonage Holdings 0.1 $32k 14k 2.21
Cell Therapeutics 0.1 $32k 24k 1.32
Cardiome Pharma Corp 0.1 $31k 44k 0.71
Augusta Res Corp 0.1 $30k 11k 2.73
Astex Pharmaceuticals 0.1 $30k 16k 1.86
Coldwater Creek 0.1 $26k 22k 1.16
Transatlantic Petroleum 0.1 $24k 19k 1.30
Zalicus 0.1 $25k 21k 1.20
Rodman & Renshaw Capital 0.1 $23k 22k 1.05
AVI BioPharma 0.1 $19k 12k 1.54
Flagstar Ban 0.1 $14k 15k 0.92