Rotella Capital Management

Rotella Capital Management as of Sept. 30, 2012

Portfolio Holdings for Rotella Capital Management

Rotella Capital Management holds 186 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
PowerShares Emerging Markets Sovere 2.9 $3.2M 103k 30.69
Vanguard Short-Term Bond ETF (BSV) 2.8 $3.1M 38k 81.45
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.8 $3.1M 28k 108.46
PowerShares 1-30 Laddered Treasury 2.7 $3.0M 91k 33.12
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 2.5 $2.8M 23k 121.26
Vanguard Dividend Appreciation ETF (VIG) 2.5 $2.8M 47k 59.68
SPDR DB Int'l Govt Infl Pro Bond (WIP) 2.5 $2.8M 45k 61.96
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.5 $2.8M 23k 121.77
iShares Barclays Credit Bond Fund (USIG) 2.5 $2.7M 24k 113.92
iShares iBoxx $ High Yid Corp Bond (HYG) 2.5 $2.7M 29k 92.30
Vanguard Intermediate-Term Bond ETF (BIV) 2.5 $2.7M 30k 90.27
iShares Brclys Intrdte Gov/Crt Bd (GVI) 2.5 $2.7M 24k 113.09
Vanguard Long-Term Bond ETF (BLV) 2.5 $2.7M 28k 96.67
SPDR Barclays Capital Aggregate Bo (SPAB) 2.5 $2.7M 46k 59.18
SPDR Barclays Capital TIPS (SPIP) 2.5 $2.7M 45k 60.68
iShares Lehman Aggregate Bond (AGG) 2.4 $2.7M 24k 112.45
iShares Lehman MBS Bond Fund (MBB) 2.4 $2.7M 25k 109.16
iShares Barclays TIPS Bond Fund (TIP) 2.4 $2.7M 22k 121.76
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 2.4 $2.7M 25k 105.76
Vanguard Total Bond Market ETF (BND) 2.4 $2.7M 32k 85.15
iShares Barclays 10-20 Yr Tresry Bd (TLH) 2.4 $2.7M 20k 136.74
iShares Barclays 20+ Yr Treas.Bond (TLT) 2.4 $2.6M 21k 124.22
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 2.2 $2.4M 39k 61.59
SPDR Barclays Capital High Yield B 2.2 $2.4M 59k 40.21
iShares S&P Natl AMTFr Mncpl Bd (MUB) 2.1 $2.3M 21k 112.00
PowerShares Insured Nati Muni Bond 2.1 $2.3M 90k 25.75
iShares Lehman 1-3 Year Treas.Bond (SHY) 2.1 $2.3M 27k 84.50
SPDR Nuveen Barclays Capital Municpl Bnd 2.0 $2.2M 90k 24.58
Spdr S&p 500 Etf (SPY) 1.8 $2.0M 14k 143.97
iShares S&P SmallCap 600 Index (IJR) 1.6 $1.7M 23k 77.07
PowerShares Hgh Yield Corporate Bnd 1.6 $1.7M 90k 19.06
iShares Russell 2000 Index (IWM) 1.4 $1.6M 19k 83.44
PowerShares QQQ Trust, Series 1 1.4 $1.6M 23k 68.57
SPDR S&P MidCap 400 ETF (MDY) 1.3 $1.4M 7.7k 179.92
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 1.1 $1.2M 50k 24.50
SPDR Dow Jones Industrial Average ETF (DIA) 1.1 $1.2M 8.8k 134.05
Travelers Companies (TRV) 0.7 $751k 11k 68.26
iShares MSCI Germany Index Fund (EWG) 0.6 $668k 30k 22.57
Vanguard European ETF (VGK) 0.6 $643k 14k 45.26
iShares S&P MidCap 400 Index (IJH) 0.6 $622k 6.3k 98.68
Spdr Euro Stoxx 50 Etf (FEZ) 0.5 $580k 19k 31.03
Walt Disney Company (DIS) 0.5 $502k 9.6k 52.28
United Technologies Corporation 0.4 $478k 6.1k 78.29
Biogen Idec (BIIB) 0.4 $478k 3.2k 149.21
iShares S&P 500 Index (IVV) 0.4 $462k 3.2k 144.40
Deutsche Bank Ag-registered (DB) 0.4 $431k 11k 39.51
PowerShares DB Com Indx Trckng Fund 0.4 $425k 15k 28.68
Apple (AAPL) 0.4 $400k 60.00 6671.00
SPDR Gold Trust (GLD) 0.4 $395k 2.3k 171.89
iShares MSCI EMU Index (EZU) 0.3 $385k 13k 30.05
iShares S&P Europe 350 Index (IEV) 0.3 $387k 11k 36.52
SPDR S&P Dividend (SDY) 0.3 $384k 6.6k 58.10
International Business Machines (IBM) 0.3 $373k 1.8k 207.45
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.3 $371k 3.0k 123.72
iShares MSCI Italy Index 0.3 $375k 31k 12.03
SPDR S&P Homebuilders (XHB) 0.3 $353k 14k 24.83
SPDR S&P Biotech (XBI) 0.3 $318k 3.4k 93.41
iShares MSCI Spain Index (EWP) 0.3 $313k 11k 27.69
iShares MSCI France Index (EWQ) 0.3 $311k 15k 20.98
Market Vectors Oil Service Etf 0.3 $314k 7.8k 40.23
Intuitive Surgical (ISRG) 0.3 $297k 60.00 4956.33
Home Depot (HD) 0.3 $284k 4.7k 60.37
Altera Corporation 0.3 $282k 8.3k 34.00
iShares Dow Jones US Oil Equip. (IEZ) 0.3 $286k 5.5k 52.01
iShares MSCI Netherlands Investable (EWN) 0.3 $289k 16k 18.50
Halliburton Company (HAL) 0.2 $280k 8.3k 33.69
iShares Russell 1000 Index (IWB) 0.2 $278k 3.5k 79.48
iShares Russell 1000 Growth Index (IWF) 0.2 $274k 4.1k 66.70
iShares S&P 500 Growth Index (IVW) 0.2 $280k 3.6k 77.85
iShares Russell Midcap Value Index (IWS) 0.2 $278k 5.7k 48.72
iShares Russell Midcap Index Fund (IWR) 0.2 $277k 2.5k 110.75
iShares Russell 2000 Value Index (IWN) 0.2 $274k 3.7k 73.94
iShares Russell 2000 Growth Index (IWO) 0.2 $277k 2.9k 95.61
iShares Russell 3000 Index (IWV) 0.2 $280k 3.3k 84.85
Vanguard Total Stock Market ETF (VTI) 0.2 $273k 3.7k 73.65
SPDR S&P Oil & Gas Equipt & Servs. 0.2 $275k 8.1k 33.98
Norfolk Southern (NSC) 0.2 $267k 4.2k 63.63
iShares Russell 1000 Value Index (IWD) 0.2 $267k 3.7k 72.18
JPMorgan Chase & Co. (JPM) 0.2 $247k 6.1k 40.48
Chevron Corporation (CVX) 0.2 $245k 2.1k 116.56
Market Vector Russia ETF Trust 0.2 $245k 8.5k 28.79
SPDR S&P Oil & Gas Explore & Prod. 0.2 $245k 4.4k 55.69
SPDR S&P Metals and Mining (XME) 0.2 $239k 5.5k 43.51
Ishares Tr msci russ indx 0.2 $246k 11k 22.57
Discover Financial Services (DFS) 0.2 $227k 5.7k 39.73
GameStop (GME) 0.2 $233k 11k 21.00
Coca-Cola Company (KO) 0.2 $216k 5.7k 37.93
iShares Dow Jones US Home Const. (ITB) 0.2 $225k 12k 19.35
Caterpillar (CAT) 0.2 $215k 2.5k 86.04
iShares MSCI Thailand Index Fund (THD) 0.2 $212k 2.8k 75.85
KB Home (KBH) 0.2 $174k 12k 14.35
Bank of America Corporation (BAC) 0.1 $161k 18k 8.83
Barclays Bk Plc ipth s^p vix 0.1 $167k 19k 9.00
Comverse Technology 0.1 $121k 20k 6.15
Coffee Holding (JVA) 0.1 $126k 18k 7.06
Sealy Corporation 0.1 $111k 51k 2.18
CompuCredit Holdings 0.1 $84k 23k 3.72
TETRA Technologies (TTI) 0.1 $64k 11k 6.05
Silicon Image 0.1 $63k 14k 4.57
Imation 0.1 $63k 11k 5.59
ShoreTel 0.1 $68k 17k 4.09
Universal Insurance Holdings (UVE) 0.1 $65k 17k 3.85
MannKind Corporation 0.1 $61k 21k 2.88
Paramount Gold and Silver 0.1 $65k 25k 2.66
MoSys 0.1 $62k 15k 4.04
Apricus Bioscience 0.1 $61k 19k 3.26
Cenveo 0.1 $58k 25k 2.29
Alliance One International 0.1 $52k 16k 3.23
CapLease 0.1 $58k 11k 5.17
Hill International 0.1 $57k 13k 4.36
Parker Drilling Company 0.1 $58k 14k 4.23
School Specialty 0.1 $58k 25k 2.30
Zix Corporation 0.1 $58k 20k 2.86
Marchex (MCHX) 0.1 $60k 16k 3.84
Casual Male Retail 0.1 $54k 12k 4.63
Cerus Corporation (CERS) 0.1 $59k 18k 3.40
Northern Dynasty Minerals Lt (NAK) 0.1 $58k 13k 4.58
AVANIR Pharmaceuticals 0.1 $60k 19k 3.20
Unilife US 0.1 $56k 18k 3.12
Primero Mining Corporation 0.1 $61k 12k 5.23
Microvision Inc Del (MVIS) 0.1 $58k 25k 2.32
Christopher & Banks Corporation (CBKCQ) 0.0 $47k 13k 3.51
American Apparel 0.0 $43k 28k 1.54
Rentech 0.0 $47k 19k 2.46
SIGA Technologies (SIGA) 0.0 $47k 15k 3.20
Savient Pharmaceuticals 0.0 $43k 17k 2.50
Artio Global Investors 0.0 $47k 16k 2.98
Vista Gold (VGZ) 0.0 $46k 13k 3.63
Lionbridge Technologies 0.0 $45k 13k 3.52
Immunomedics 0.0 $50k 14k 3.51
Cardionet 0.0 $42k 17k 2.52
FalconStor Software 0.0 $41k 17k 2.35
International Tower Hill Mines (THM) 0.0 $44k 15k 2.85
Opko Health (OPK) 0.0 $46k 11k 4.18
Vitesse Semiconductor Corporate 0.0 $48k 20k 2.44
Local Corp cmn (LOCM) 0.0 $47k 24k 1.99
Delcath Systems 0.0 $29k 18k 1.62
Houston American Energy Corporation 0.0 $29k 32k 0.90
FBR Capital Markets Corporation 0.0 $33k 11k 3.09
Hutchinson Technology Incorporated 0.0 $37k 21k 1.75
Taseko Cad (TGB) 0.0 $34k 10k 3.34
DURECT Corporation 0.0 $33k 23k 1.44
Metali 0.0 $35k 14k 2.56
Novavax 0.0 $32k 15k 2.16
Nautilus (BFXXQ) 0.0 $32k 12k 2.62
Axcelis Technologies 0.0 $29k 28k 1.05
Aviat Networks 0.0 $29k 12k 2.38
Exeter Res Corp 0.0 $34k 21k 1.66
Kid Brands (KIDBQ) 0.0 $37k 24k 1.53
Senomyx 0.0 $36k 19k 1.90
Westell Technologies 0.0 $35k 16k 2.14
Ym Biosciences 0.0 $32k 17k 1.84
Clearwire Corporation 0.0 $29k 22k 1.34
MPG Office Trust 0.0 $36k 11k 3.35
Oclaro 0.0 $38k 14k 2.69
Peregrine Pharmaceuticals 0.0 $30k 29k 1.03
Corcept Therapeutics Incorporated (CORT) 0.0 $37k 13k 2.79
Lj International Inc. ord 0.0 $35k 19k 1.82
Biolase Technology 0.0 $34k 20k 1.70
Aastrom Biosciences 0.0 $33k 20k 1.63
TeleCommunication Systems 0.0 $27k 12k 2.17
Cal Dive International (CDVIQ) 0.0 $19k 12k 1.53
Alphatec Holdings 0.0 $27k 16k 1.65
iPass 0.0 $25k 11k 2.20
Gastar Exploration 0.0 $18k 11k 1.66
Transatlantic Petroleum 0.0 $20k 20k 1.04
SPROTT RESOURCE Lending Corp 0.0 $23k 17k 1.42
PharmAthene 0.0 $23k 19k 1.18
Netlist (NLST) 0.0 $23k 17k 1.30
Uranerz Energy Corporation Cmn 0.0 $25k 15k 1.63
Capstone Turbine Corporation 0.0 $14k 14k 1.00
FuelCell Energy 0.0 $13k 15k 0.88
Columbia Laboratories 0.0 $12k 12k 0.99
Cardiome Pharma Corp 0.0 $14k 44k 0.33
Majesco Entertainment 0.0 $15k 12k 1.26
TranSwitch Corporation (TXCCQ) 0.0 $13k 12k 1.09
Ascent Solar Technologies 0.0 $16k 16k 1.04
Jaguar Mng 0.0 $15k 12k 1.22
Zalicus 0.0 $15k 20k 0.74
Pulse Electronics 0.0 $12k 14k 0.82
Wave Systems 0.0 $14k 15k 0.94
Ur-energy (URG) 0.0 $12k 12k 0.99
Catalyst Pharmaceutical Partners (CPRX) 0.0 $16k 11k 1.51
Lake Shore Gold 0.0 $14k 14k 1.01
Plug Power (PLUG) 0.0 $12k 15k 0.83
Emerald Oil 0.0 $11k 13k 0.83