Rotella Capital Management

Rotella Capital Management as of June 30, 2012

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 149 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 14.2 $5.0M 37k 136.11
SPDR S&P MidCap 400 ETF (MDY) 5.1 $1.8M 11k 171.30
PowerShares Emerging Markets Sovere 2.0 $724k 25k 28.83
Vanguard Short-Term Bond ETF (BSV) 2.0 $714k 8.8k 81.13
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.0 $712k 6.6k 107.93
PowerShares 1-30 Laddered Treasury 2.0 $713k 22k 33.16
iShares Lehman Aggregate Bond (AGG) 1.9 $679k 6.1k 111.30
iShares iBoxx $ High Yid Corp Bond (HYG) 1.9 $676k 7.4k 91.29
SPDR Barclays Capital High Yield B 1.9 $675k 17k 39.46
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.9 $670k 5.7k 117.59
iShares Barclays TIPS Bond Fund (TIP) 1.9 $670k 5.6k 119.70
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 1.9 $670k 6.4k 104.71
Vanguard Intermediate-Term Bond ETF (BIV) 1.9 $666k 7.5k 88.82
Vanguard Total Bond Market ETF (BND) 1.9 $667k 7.9k 84.38
Vanguard Long-Term Bond ETF (BLV) 1.9 $665k 7.0k 94.95
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.9 $665k 5.8k 114.72
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.9 $664k 5.3k 125.20
iShares Barclays Credit Bond Fund (USIG) 1.6 $566k 5.1k 110.99
PowerShares Hgh Yield Corporate Bnd 1.6 $566k 30k 18.73
iShares Lehman MBS Bond Fund (MBB) 1.6 $564k 5.2k 108.44
PowerShares Insured Nati Muni Bond 1.6 $562k 22k 25.21
SPDR Nuveen Barclays Capital Municpl Bnd 1.6 $562k 23k 24.13
SPDR Barclays Capital Aggregate Bo (SPAB) 1.6 $563k 9.6k 58.64
Vanguard Dividend Appreciation ETF (VIG) 1.6 $561k 9.9k 56.69
iShares Brclys Intrdte Gov/Crt Bd (GVI) 1.6 $561k 5.0k 112.12
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.6 $559k 9.5k 58.88
iShares Barclays 10-20 Yr Tresry Bd (TLH) 1.6 $560k 4.1k 136.63
SPDR Barclays Capital TIPS (SPIP) 1.6 $554k 9.3k 59.60
iShares S&P Natl AMTFr Mncpl Bd (MUB) 1.5 $517k 4.7k 110.07
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 1.5 $518k 21k 24.43
iShares Lehman 1-3 Year Treas.Bond (SHY) 1.4 $515k 6.1k 84.37
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.4 $514k 8.7k 59.13
iShares S&P SmallCap 600 Index (IJR) 1.3 $462k 6.3k 73.27
IPATH MSCI India Index Etn 1.0 $351k 6.8k 51.57
PowerShares India Portfolio 1.0 $348k 20k 17.31
iShares MSCI Spain Index (EWP) 0.8 $283k 11k 24.80
Spdr Euro Stoxx 50 Etf (FEZ) 0.8 $279k 9.9k 28.22
Market Vector Russia ETF Trust 0.8 $277k 11k 26.16
WisdomTree India Earnings Fund (EPI) 0.8 $276k 16k 17.23
Barclays Bk Plc etn djubs copr37 (JJCTF) 0.8 $276k 6.2k 44.51
iShares Dow Jones US Oil & Gas Exp. (IEO) 0.8 $272k 4.7k 57.96
Ishares Tr msci russ indx 0.8 $273k 13k 20.69
Market Vectors-Coal ETF 0.8 $270k 11k 24.53
Constellation Brands (STZ) 0.7 $233k 8.6k 27.06
Cantel Medical 0.7 $229k 8.4k 27.25
Kroger (KR) 0.6 $227k 9.8k 23.19
Lindsay Corporation (LNN) 0.6 $227k 3.5k 64.90
iShares MSCI Italy Index 0.6 $226k 20k 11.31
Worthington Industries (WOR) 0.6 $223k 11k 20.47
UniFirst Corporation (UNF) 0.6 $223k 3.5k 63.75
iShares MSCI Brazil Index (EWZ) 0.6 $212k 4.1k 51.70
SPDR S&P Oil & Gas Explore & Prod. 0.6 $207k 4.1k 50.40
Market Vectors Indonesia Index 0.6 $206k 7.5k 27.45
iShares MSCI BRIC Index Fund (BKF) 0.6 $201k 5.6k 35.87
SPDR S&P Metals and Mining (XME) 0.6 $203k 4.9k 41.43
Tsakos Energy Navigation 0.3 $122k 25k 4.87
Zale Corporation 0.2 $86k 32k 2.69
Universal Insurance Holdings (UVE) 0.2 $83k 24k 3.41
SkyWest (SKYW) 0.2 $78k 12k 6.53
CapLease 0.2 $73k 18k 4.15
Frontline Limited Usd2.5 0.2 $70k 15k 4.56
OfficeMax Incorporated 0.2 $70k 14k 5.06
Agenus 0.2 $71k 14k 5.24
RadNet (RDNT) 0.2 $68k 26k 2.66
FBR Capital Markets Corporation 0.2 $67k 24k 2.77
Online Resources Corporation 0.2 $68k 28k 2.43
PowerShares WilderHill Clean Energy 0.2 $66k 15k 4.42
iStar Financial 0.2 $65k 10k 6.45
Imation 0.2 $65k 11k 5.91
Albany Molecular Research 0.2 $65k 26k 2.55
Senomyx 0.2 $64k 27k 2.35
Green Plains Renewable Energy (GPRE) 0.2 $64k 10k 6.24
Cytrx 0.2 $65k 14k 4.58
Parker Drilling Company 0.2 $60k 13k 4.51
Nautilus (BFXXQ) 0.2 $60k 18k 3.31
Jamba 0.2 $59k 30k 1.95
MPG Office Trust 0.2 $62k 31k 2.01
Echelon Corporation 0.2 $57k 16k 3.48
Hill International 0.2 $56k 17k 3.20
School Specialty 0.2 $57k 18k 3.26
Targacept 0.2 $58k 13k 4.30
Casual Male Retail 0.2 $58k 16k 3.63
Paramount Gold and Silver 0.2 $55k 23k 2.40
Xerium Technologies 0.2 $58k 20k 2.90
SIGA Technologies (SIGA) 0.1 $53k 18k 2.86
Cardionet 0.1 $53k 26k 2.03
Opko Health (OPK) 0.1 $52k 11k 4.60
Pulse Electronics 0.1 $52k 27k 1.97
Discovery Laboratories 0.1 $52k 22k 2.32
Morgans Hotel 0.1 $51k 11k 4.70
Rentech 0.1 $49k 24k 2.06
Harris & Harris 0.1 $51k 13k 3.80
Unilife US 0.1 $50k 15k 3.38
Cowen 0.1 $48k 18k 2.66
PharmAthene 0.1 $46k 33k 1.39
Oncothyreon 0.1 $47k 10k 4.68
Sunesis Pharmaceuticals 0.1 $46k 16k 2.87
Astex Pharmaceuticals 0.1 $47k 23k 2.09
Alliance One International 0.1 $42k 12k 3.46
Silicon Image 0.1 $44k 11k 4.13
Hutchinson Technology Incorporated 0.1 $42k 29k 1.46
BioMimetic Therapeutics 0.1 $42k 16k 2.63
Exeter Res Corp 0.1 $41k 25k 1.67
1-800-flowers (FLWS) 0.1 $44k 13k 3.49
Voyager Oil & Gas 0.1 $44k 25k 1.76
MELA Sciences 0.1 $39k 12k 3.26
Martha Stewart Living Omnimedia 0.1 $40k 12k 3.40
Support 0.1 $40k 12k 3.19
Aastrom Biosciences 0.1 $39k 18k 2.15
Beazer Homes USA 0.1 $35k 11k 3.25
Orbitz Worldwide 0.1 $37k 10k 3.65
Mattson Technology 0.1 $36k 21k 1.75
Vision-Sciences 0.1 $34k 23k 1.50
Cerus Corporation (CERS) 0.1 $36k 11k 3.32
Clearwire Corporation 0.1 $36k 32k 1.12
MoSys 0.1 $35k 11k 3.24
Lj International Inc. ord 0.1 $35k 22k 1.59
Vitesse Semiconductor Corporate 0.1 $35k 13k 2.65
Five Star Quality Care 0.1 $31k 10k 3.07
StarTek 0.1 $34k 12k 2.90
Kid Brands (KIDBQ) 0.1 $30k 15k 2.00
Vista Gold (VGZ) 0.1 $33k 11k 2.91
Rubicon Minerals Corp 0.1 $31k 10k 3.04
Biolase Technology 0.1 $30k 16k 1.95
Axcelis Technologies 0.1 $29k 25k 1.20
Plug Power (PLUG) 0.1 $28k 25k 1.14
Cogo Group 0.1 $28k 16k 1.73
Keryx Biopharmaceuticals 0.1 $26k 15k 1.80
Houston American Energy Corporation 0.1 $27k 24k 1.12
Metali 0.1 $24k 11k 2.20
Dyax 0.1 $23k 11k 2.13
Zix Corporation 0.1 $27k 10k 2.60
Northern Dynasty Minerals Lt (NAK) 0.1 $25k 11k 2.34
Smith Micro Software 0.1 $20k 11k 1.84
Novavax 0.1 $21k 13k 1.56
FuelCell Energy 0.1 $20k 20k 1.00
Navarre Corporation 0.1 $20k 12k 1.59
Cardiome Pharma Corp 0.1 $20k 44k 0.45
Sonus Networks 0.1 $22k 10k 2.14
TranSwitch Corporation (TXCCQ) 0.1 $22k 20k 1.10
Ym Biosciences 0.1 $21k 11k 1.99
Ultrapetrol Bahamas Ltd cmn 0.1 $20k 17k 1.18
Gray Television (GTN) 0.1 $16k 11k 1.47
Timmins Gold Corp 0.1 $18k 10k 1.84
Rite Aid Corporation 0.0 $15k 11k 1.40
Perma-Fix Environmental Services 0.0 $14k 12k 1.17
Alliance HealthCare Services 0.0 $10k 10k 1.00
Universal Travel 0.0 $12k 16k 0.70
Samson Oil & Gas 0.0 $11k 10k 1.10