Rotella Capital Management

Companies in the Rotella Capital Management portfolio as of June 2012 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
SPDR S&P; 500 ETF (SPY) 14.25 37100 136.11
SPDR S&P; MidCap 400 ETF (MDY) 5.12 10605 171.30
PowerShares Emerging Markets Sovere (PCY) 2.04 25100 28.83
Vanguard Short-Term Bond ETF (BSV) 2.01 8800 81.13
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.01 6600 107.93
PowerShares 1-30 Laddered Treasury (PLW) 2.01 21500 33.16
iShares Lehman Aggregate Bond (AGG) 1.92 6100 111.30
iShares iBoxx $ High Yid Corp Bond (HYG) 1.91 7400 91.29
SPDR Barclays Capital High Yield B (JNK) 1.90 17100 39.46
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 1.89 5700 117.59
iShares Barclays TIPS Bond Fund (TIP) 1.89 5600 119.70
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 1.89 6400 104.71
Vanguard Intermediate-Term Bond ETF (BIV) 1.88 7500 88.82
Vanguard Total Bond Market ETF (BND) 1.88 7900 84.38
Vanguard Long-Term Bond ETF (BLV) 1.88 7000 94.95
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.88 5800 114.72
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.87 5300 125.20
iShares Barclays Credit Bond Fund (CFT) 1.60 5100 110.99
PowerShares Hgh Yield Corporate Bnd (PHB) 1.60 30200 18.73
iShares Lehman MBS Bond Fund (MBB) 1.59 5200 108.44
PowerShares Insured Nati Muni Bond (PZA) 1.59 22300 25.21
SPDR Nuveen Barclays Capital Municpl Bnd (TFI) 1.59 23300 24.13
SPDR Barclays Capital Aggregate Bo (LAG) 1.59 9600 58.64
Vanguard Dividend Appreciation ETF (VIG) 1.58 9900 56.69
iShares Brclys Intrdte Gov/Crt Bd Fd (GVI) 1.58 5000 112.12
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.58 9500 58.88
iShares Barclays 10-20 Yr Tresry Bd (TLH) 1.58 4100 136.63
SPDR Barclays Capital TIPS (IPE) 1.56 9300 59.60
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 1.46 4700 110.07
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd (SHM) 1.46 21200 24.43
iShares Lehman 1-3 Year Treas.Bond (SHY) 1.45 6100 84.37
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.45 8700 59.13
iShares S&P; SmallCap 600 Index (IJR) 1.30 6300 73.27
IPATH MSCI India Index Etn 0.99 6800 51.57
PowerShares India Portfolio (PIN) 0.98 20100 17.31
iShares MSCI Spain Index (EWP) 0.80 11400 24.80
SPDR EURO STOXX 50 ETF (FEZ) 0.79 9900 28.22
Market Vector Russia ETF Trust (RSX) 0.78 10600 26.16
WisdomTree India Earnings Fund (EPI) 0.78 16000 17.23
Barclays Bk Plc etn djubs copr37 0.78 6200 44.51
iShares Dow Jones US Oil & Gas Exp. (IEO) 0.77 4700 57.96
Ishares Tr msci russ indx 0.77 13200 20.69
Market Vectors-Coal ETF (KOL) 0.76 11000 24.53
Constellation Brands (STZ) 0.66 8600 27.06
Cantel Medical (CMN) 0.65 8400 27.25
Kroger (KR) 0.64 9800 23.19
Lindsay Corporation (LNN) 0.64 3500 64.90
iShares MSCI Italy Index (EWI) 0.64 20000 11.31
Worthington Industries (WOR) 0.63 10900 20.47
UniFirst Corporation (UNF) 0.63 3500 63.75
iShares MSCI Brazil Index (EWZ) 0.60 4100 51.70
SPDR S&P; Oil & Gas Explore & Prod. (XOP) 0.58 4100 50.40
Market Vectors Indonesia Index (IDX) 0.58 7500 27.45
iShares MSCI BRIC Index Fund (BKF) 0.57 5600 35.87
SPDR S&P; Metals and Mining (XME) 0.57 4900 41.43
Tsakos Energy Navigation Ltd 0.34 25005 4.87
Zale Corporation (ZLC) 0.24 31917 2.69
Universal Insurance Holdings (UVE) 0.23 24286 3.41
SkyWest (SKYW) 0.22 12000 6.53
CapLease (LSE) 0.21 17628 4.15
Frontline Limited Usd2.5 0.20 15300 4.56
OfficeMax Incorporated (OMX) 0.20 13900 5.06
Agenus 0.20 13522 5.24
RadNet (RDNT) 0.19 25627 2.66
FBR Capital Markets Corporation (FBCM) 0.19 24135 2.77
Online Resources Corporation (ORCC) 0.19 27810 2.43
PowerShares WilderHill Clean Energy (PBW) 0.19 15000 4.42
iStar Financial (SFI) 0.18 10000 6.45
Imation (IMN) 0.18 11000 5.91
Albany Molecular Research (AMRI) 0.18 25565 2.55
Senomyx (SNMX) 0.18 27191 2.35
Green Plains Renewable Energy (GPRE) 0.18 10213 6.24
Cytrx 0.18 14100 4.58
Parker Drilling Company (PKD) 0.17 13400 4.51
Nautilus (NLS) 0.17 18164 3.31
Jamba (JMBA) 0.17 30087 1.95
MPG Office Trust (MPG) 0.17 30802 2.01
Echelon Corporation (ELON) 0.16 16225 3.48
Hill International (HIL) 0.16 17375 3.20
School Specialty (SCHS) 0.16 17622 3.26
Targacept (TRGT) 0.16 13442 4.30
Casual Male Retail (CMRG) 0.16 15942 3.63
Paramount Gold and Silver (PZG) 0.16 23000 2.40
Xerium Technologies Inc 0.16 20105 2.90
SIGA Technologies (SIGA) 0.15 18401 2.86
Cardionet (BEAT) 0.15 26302 2.03
Opko Health (OPK) 0.15 11300 4.60
Pulse Electronics (PULS) 0.15 26456 1.97
Discovery Laboratories (DSCOD) 0.15 22200 2.32
Morgans Hotel (MHGC) 0.14 10820 4.70
Rentech (RTK) 0.14 23783 2.06
Harris & Harris (TINY) 0.14 13378 3.80
Unilife US (UNIS) 0.14 14700 3.38
Cowen (COWN) 0.13 17954 2.66
PharmAthene (PIP) 0.13 33130 1.39
Oncothyreon (ONTY) 0.13 10100 4.68
Sunesis Pharmaceuticals Inc 0.13 16181 2.87
Astex Pharmaceuticals 0.13 22635 2.09
Alliance One International (AOI) 0.12 12200 3.46
Silicon Image (SIMG) 0.12 10700 4.13
Hutchinson Technology Incorporated (HTCH) 0.12 28578 1.46
BioMimetic Therapeutics (BMTI) 0.12 16020 2.63
Exeter Res Corp 0.12 24500 1.67
1-800-FLOWERS (FLWS) 0.12 12485 3.49
Voyager Oil & Gas (VYOG) 0.12 25003 1.76
MELA Sciences (MELA) 0.11 11869 3.26
Martha Stewart Living Omnimedia (MSO) 0.11 11731 3.40
Support (SPRT) 0.11 12410 3.19
Aastrom Biosciences (ASTM) 0.11 18164 2.15
Beazer Homes USA (BZH) 0.10 10839 3.25
Orbitz Worldwide (OWW) 0.10 10128 3.65
Mattson Technology (MTSN) 0.10 20766 1.75
Vision-Sciences (VSCI) 0.10 22900 1.50
Cerus Corporation (CERS) 0.10 10779 3.32
Clearwire Corporation (CLWR) 0.10 32356 1.12
MoSys (MOSY) 0.10 10693 3.24
Lj International Inc. ord 0.10 21791 1.59
Vitesse Semiconductor Corporate 0.10 13022 2.65
Five Star Quality Care (FVE) 0.09 10115 3.07
StarTek (SRT) 0.09 11555 2.90
Kid Brands (KID) 0.09 15096 2.00
Vista Gold (VGZ) 0.09 11266 2.91
Rubicon Minerals Corp 0.09 10180 3.04
Biolase Technology (BLTI) 0.09 15506 1.95
Axcelis Technologies (ACLS) 0.08 24474 1.20
Plug Power Inc 0.08 24504 1.14
Cogo Group 0.08 16287 1.73
Keryx Biopharmaceuticals (KERX) 0.07 14600 1.80
Houston American Energy Corporation (HUSA) 0.07 23713 1.12
Metali (MEA) 0.07 10689 2.20
Dyax (DYAX) 0.07 10900 2.13
Zix Corporation (ZIXI) 0.07 10200 2.60
Northern Dynasty Minerals Lt 0.07 10531 2.34
Smith Micro Software (SMSI) 0.06 10851 1.84
Novavax (NVAX) 0.06 13399 1.56
FuelCell Energy (FCEL) 0.06 19593 1.00
Navarre Corporation (NAVR) 0.06 12263 1.59
Cardiome Pharma Corp 0.06 43455 0.45
Sonus Networks (SONS) 0.06 10100 2.14
TranSwitch Corporation (TXCC) 0.06 20169 1.10
Ym Biosciences Inc 0.06 10553 1.99
Ultrapetrol Bahamas Ltd cmn 0.06 16578 1.18
Gray Television (GTN) 0.05 11008 1.47
Timmins Gold Corp 0.05 10000 1.84
Rite Aid Corporation (RAD) 0.04 11000 1.40
Perma-Fix Environmental Services (PESI) 0.04 11749 1.17
Alliance HealthCare Services (AIQ) 0.03 10199 1.00
Universal Travel (UTA) 0.03 16417 0.70
Samson Oil & Gas (SSN) 0.03 10400 1.10