Rotella Capital Management

Rotella Capital Management as of Dec. 31, 2011

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 132 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 16.0 $3.1M 25k 125.50
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 8.7 $1.7M 16k 109.75
iShares Barclays TIPS Bond Fund (TIP) 6.7 $1.3M 11k 116.69
Vanguard Intermediate-Term Bond ETF (BIV) 6.5 $1.3M 15k 86.97
SPDR S&P MidCap 400 ETF (MDY) 6.4 $1.2M 7.8k 159.49
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 3.6 $712k 12k 58.83
Vanguard Long-Term Bond ETF (BLV) 2.8 $552k 6.0k 92.01
Goodrich Corporation 2.4 $470k 3.8k 123.70
iShares S&P SmallCap 600 Index (IJR) 2.2 $430k 6.3k 68.30
Vanguard Europe Pacific ETF (VEA) 2.1 $417k 14k 30.63
Watson Pharmaceuticals 1.9 $368k 6.1k 60.34
Biogen Idec (BIIB) 1.8 $352k 3.2k 110.05
SPDR Gold Trust (GLD) 1.7 $334k 2.2k 151.99
Perrigo Company 1.7 $331k 3.4k 97.30
iShares MSCI Spain Index (EWP) 1.6 $315k 10k 30.27
Vanguard Emerging Markets ETF (VWO) 1.5 $298k 7.8k 38.21
V.F. Corporation (VFC) 1.5 $292k 2.3k 126.99
Directv 1.2 $240k 5.6k 42.76
Cardinal Health (CAH) 1.2 $236k 5.8k 40.61
Suffolk Ban 0.6 $114k 11k 10.79
Charming Shoppes 0.5 $103k 21k 4.90
Universal Travel 0.5 $92k 23k 3.96
OfficeMax Incorporated 0.5 $87k 19k 4.54
Cott Corp 0.4 $85k 14k 6.26
Senomyx 0.4 $85k 25k 3.48
Kratos Defense & Security Solutions (KTOS) 0.4 $85k 14k 5.97
Xerium Technologies 0.4 $85k 13k 6.54
Net 1 UEPS Technologies (LSAK) 0.4 $83k 11k 7.67
Unilife US 0.4 $83k 27k 3.12
Hanmi Financial (HAFC) 0.4 $84k 11k 7.40
American Reprographics Company 0.4 $82k 18k 4.59
Harris & Harris 0.4 $81k 23k 3.46
Real Networks 0.4 $81k 11k 7.50
Tsakos Energy Navigation 0.4 $79k 17k 4.78
Cerus Corporation (CERS) 0.4 $78k 28k 2.80
Imation 0.4 $77k 13k 5.73
Cowen 0.4 $77k 30k 2.59
FalconStor Software 0.4 $77k 30k 2.58
FelCor Lodging Trust Incorporated 0.4 $72k 24k 3.05
Aceto Corporation 0.4 $71k 10k 6.90
Ruth's Hospitality 0.4 $72k 14k 4.97
Exeter Res Corp 0.4 $71k 27k 2.61
Cenveo 0.4 $70k 21k 3.40
CapLease 0.4 $70k 17k 4.04
DSP 0.3 $68k 13k 5.21
Pacer International 0.3 $67k 13k 5.35
Alliance One International 0.3 $66k 24k 2.72
Lionbridge Technologies 0.3 $65k 29k 2.29
RadiSys Corporation 0.3 $64k 13k 5.06
INC/TN shares Miller Energy 0.3 $64k 23k 2.79
RadNet (RDNT) 0.3 $63k 30k 2.13
EnergySolutions 0.3 $60k 19k 3.09
Synutra International 0.3 $59k 12k 5.06
ENGlobal Corporation 0.3 $58k 28k 2.11
Feihe Intl 0.3 $58k 22k 2.59
Lj International Inc. ord 0.3 $58k 30k 1.92
Office Depot 0.3 $56k 26k 2.15
1-800-flowers (FLWS) 0.3 $57k 26k 2.20
Netlist (NLST) 0.3 $56k 23k 2.51
XenoPort 0.3 $55k 14k 3.81
BioCryst Pharmaceuticals (BCRX) 0.3 $55k 22k 2.47
Cedar Shopping Centers 0.3 $55k 13k 4.31
Rait Financial Trust 0.3 $53k 11k 4.75
Support 0.3 $51k 23k 2.25
Radian (RDN) 0.2 $49k 21k 2.34
Taseko Cad (TGB) 0.2 $48k 18k 2.73
Santarus 0.2 $49k 15k 3.31
Columbia Laboratories 0.2 $48k 19k 2.50
Cardiome Pharma Corp 0.2 $49k 19k 2.63
Vista Gold (VGZ) 0.2 $49k 16k 3.07
FSI International 0.2 $49k 13k 3.66
EnteroMedics 0.2 $49k 29k 1.70
Keryx Biopharmaceuticals 0.2 $47k 19k 2.53
Online Resources Corporation 0.2 $47k 20k 2.42
Clearwire Corporation 0.2 $47k 24k 1.94
Vitesse Semiconductor Corporate 0.2 $47k 19k 2.49
Casual Male Retail 0.2 $44k 13k 3.42
Gleacher & Company 0.2 $45k 27k 1.68
Paramount Gold and Silver 0.2 $45k 21k 2.14
Synovus Financial 0.2 $42k 30k 1.41
BPZ Resources 0.2 $43k 15k 2.84
Voyager Oil & Gas 0.2 $42k 16k 2.57
Popular 0.2 $42k 30k 1.39
Great Wolf Resorts 0.2 $41k 14k 2.90
Navarre Corporation 0.2 $41k 26k 1.54
Corcept Therapeutics Incorporated (CORT) 0.2 $41k 12k 3.42
UQM Technologies 0.2 $41k 30k 1.38
Cal Dive International (CDVIQ) 0.2 $39k 17k 2.25
Dyax 0.2 $38k 28k 1.36
Transatlantic Petroleum 0.2 $39k 30k 1.31
Christopher & Banks Corporation (CBKCQ) 0.2 $38k 16k 2.34
Five Star Quality Care 0.2 $36k 12k 3.00
Novavax 0.2 $38k 30k 1.26
MPG Office Trust 0.2 $37k 18k 1.99
Sonde Resources 0.2 $36k 14k 2.61
Mattson Technology 0.2 $35k 25k 1.38
Jamba 0.2 $36k 28k 1.31
Vantage Drilling Company ord (VTGDF) 0.2 $35k 30k 1.16
Pulse Electronics 0.2 $34k 12k 2.80
Sunesis Pharmaceuticals 0.2 $33k 28k 1.17
Cincinnati Bell 0.2 $32k 10k 3.03
Furniture Brands International 0.1 $28k 23k 1.23
Smith Micro Software 0.1 $30k 27k 1.13
TeleCommunication Systems 0.1 $30k 13k 2.35
Canadian Solar (CSIQ) 0.1 $29k 11k 2.66
Cytokinetics 0.1 $29k 30k 0.96
Geron Corporation (GERN) 0.1 $29k 20k 1.48
Headwaters Incorporated 0.1 $29k 13k 2.22
Euroseas 0.1 $28k 12k 2.35
Ballard Pwr Sys (BLDP) 0.1 $29k 27k 1.08
Discovery Laboratories 0.1 $30k 18k 1.68
Plug Power (PLUG) 0.1 $29k 14k 2.04
Astex Pharmaceuticals 0.1 $28k 15k 1.89
Perma-Fix Environmental Services 0.1 $25k 16k 1.55
Westell Technologies 0.1 $24k 11k 2.22
Neuralstem 0.1 $26k 27k 0.97
Enzo Biochem (ENZ) 0.1 $24k 11k 2.24
Cardica 0.1 $23k 11k 2.15
Axcelis Technologies 0.1 $24k 18k 1.33
Openwave Systems 0.1 $21k 13k 1.58
Network Engines 0.1 $21k 22k 0.96
Comverge 0.1 $21k 17k 1.26
Aastrom Biosciences 0.1 $22k 12k 1.82
EMCORE Corporation 0.1 $19k 22k 0.86
Stereotaxis 0.1 $20k 25k 0.82
Peregrine Pharmaceuticals 0.1 $19k 19k 1.03
Star Bulk Carriers Corp 0.1 $16k 18k 0.89
FuelCell Energy 0.1 $15k 17k 0.87
Rentech 0.1 $16k 12k 1.31
Capstone Turbine Corporation 0.1 $13k 11k 1.16
Oculus Innovative Sciences 0.1 $13k 13k 1.05
Sutor Technology 0.1 $12k 11k 1.10