Rotella Capital Management

Companies in the Rotella Capital Management portfolio as of June 2013 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
PowerShares QQQ Trust, Series 1 (QQQQ) 10.33 45600 71.27
SPDR S&P; 500 ETF (SPY) 5.82 11414 160.42
Vanguard Dividend Appreciation ETF (VIG) 5.24 24900 66.18
iShares MSCI Emerging Markets Indx (EEM) 4.84 39500 38.51
SPDR S&P; MidCap 400 ETF (MDY) 3.81 5705 210.17
iShares Russell 2000 Index (IWM) 3.76 12200 96.97
SPDR Dow Jones Industrial Average ETF (DIA) 3.73 7900 148.61
iShares S&P; SmallCap 600 Index (IJR) 3.33 11600 90.34
Lkd Barclays Bk Plc Ipath S&p Etn etf 3.25 44300 23.07
SPDR S&P; Dividend (SDY) 2.78 13200 66.29
ProShares Short S&P500; (SH) 2.74 29000 29.69
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 2.64 7900 105.06
Ishares Tr fltg rate nt 2.09 13000 50.62
Proshs Ultrashrt S&p500 Prosha etf 2.08 16000 40.88
Ipath S&p 500 Vix Short Term F 2.02 30600 20.72
Materials SPDR (XLB) 1.83 15000 38.33
Technology SPDR (XLK) 1.79 18400 30.60
iShares S&P; 500 Index (IVV) 1.74 3400 160.88
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SCPB) 1.65 17000 30.59
Market Vectors Semiconductor E 1.33 11100 37.66
Energy Select Sector SPDR (XLE) 1.25 5000 78.40
priceline.com Incorporated (PCLN) 1.05 400 827.50
Utilities SPDR (XLU) 1.05 8800 37.61
Health Care SPDR (XLV) 1.03 6800 47.65
Industrial SPDR (XLI) 1.00 7400 42.70
iShares S&P; MidCap 400 Index (IJH) 0.99 2700 115.56
ConAgra Foods (CAG) 0.93 8360 34.93
Penn West Energy Trust 0.93 27700 10.58
Market Vectors Oil Service Etf 0.88 6500 42.77
Johnson & Johnson (JNJ) 0.81 2975 85.71
Dollar Tree (DLTR) 0.80 4942 50.79
Hewlett-Packard Company (HPQ) 0.75 9482 24.78
Finish Line (FINL) 0.73 10500 21.90
Pfizer (PFE) 0.70 7874 28.07
iShares MSCI Japan Index (EWJ) 0.69 19300 11.24
Shaw Communications Inc cl b conv 0.68 8900 24.04
Carnival Corporation (CCL) 0.68 6261 34.34
Enerplus Corp 0.67 14200 14.79
Methode Electronics (MEI) 0.66 12200 17.05
Tsakos Energy Navigation Ltd 0.56 37035 4.78
OMNOVA Solutions (OMN) 0.39 15400 7.99
Warren Resources (WRES) 0.36 44708 2.55
Orbitz Worldwide (OWW) 0.33 12988 8.01
SINOVAC BIOTECH LTD Com 0.33 26429 3.94
Overhill Farms (OFI) 0.32 20683 4.93
Harvest Natural Resources (HNR) 0.31 31500 3.11
Atlantic Power Corporation (ATP) 0.31 24500 3.92
National American Univ. Holdings (NAUH) 0.31 26187 3.74
NAVIOS MARITIME HOLDINGS INC Com Stk 0.30 16800 5.60
GFI (GFIG) 0.29 23287 3.91
Omega Protein Corporation (OME) 0.29 10157 8.96
Cornerstone Therapeutics (CRTX) 0.26 10342 8.03
Christopher & Banks Corporation (CBK) 0.25 11580 6.74
Advantage Oil & Gas Ltd 0.25 20000 3.95
Digital Generation 0.24 10200 7.35
Five Star Quality Care (FVE) 0.23 13000 5.62
Ladenburg Thalmann Financial Services (LTS) 0.23 43717 1.65
MCG Capital Corporation (MCGC) 0.23 13700 5.18
Cumulus Media (CMLS) 0.22 20363 3.39
Fortress Investment (FIG) 0.22 10300 6.60
CBIZ (CBZ) 0.22 10500 6.67
Information Services (III) 0.22 35145 1.93
Abraxas Petroleum (AXAS) 0.21 31301 2.11
Cedar Shopping Centers (CDR) 0.20 12106 5.20
Radio One (ROIAK) 0.19 26462 2.31
Wet Seal (WTSLA) 0.19 12900 4.73
Silicon Image (SIMG) 0.19 10400 5.87
TeleCommunication Systems (TSYS) 0.19 25719 2.33
Innodata Isogen (INOD) 0.19 18671 3.21
SciClone Pharmaceuticals (SCLN) 0.19 12255 4.98
Nevsun Res Ltd 0.19 20500 2.98
PharmAthene (PIP) 0.19 37095 1.59
Nuverra Environmental Soluti 0.19 20800 2.88
Extreme Networks (EXTR) 0.18 17000 3.41
Uranium Energy (UEC) 0.18 31595 1.80
Summer Infant (SUMR) 0.18 18527 3.08
Tower Semiconductor 0.18 11700 4.79
RadNet (RDNT) 0.17 19909 2.66
Frontier Communications (FTR) 0.17 13400 4.03
Rentech (RTK) 0.17 25400 2.09
Orion Energy Systems (OESX) 0.17 20818 2.50
Lihua International (LIWA) 0.17 11500 4.78
CIBER (CBR) 0.16 14696 3.33
Enzon Pharmaceuticals (ENZN) 0.16 25542 2.00
Imation (IMN) 0.16 11651 4.21
Taseko Cad Com 0.16 26784 1.87
Limelight Networks (LLNW) 0.16 22311 2.24
Apricus Bioscience (APRI) 0.16 20750 2.36
Cenveo (CVO) 0.15 21545 2.14
PetroQuest Energy (PQ) 0.15 12200 3.93
American Apparel (APP) 0.15 24400 1.93
Cytori Therapeutics (CYTX) 0.15 20883 2.30
Silvercorp Metals Inc 0.15 16500 2.79
Odyssey Marine Exploration (OMEX) 0.15 16099 2.98
McClatchy Company (MNI) 0.14 19821 2.27
Iamgold Corp 0.14 10600 4.25
Ballard Pwr Sys Inc New 0.14 24200 1.82
Primero Mining Corporation 0.14 10162 4.43
Timmins Gold Corp 0.14 20400 2.21
*alexza Pharmaceuticals 0.14 10000 4.30
FuelCell Energy (FCEL) 0.13 32700 1.28
Merge Healthcare (MRGE) 0.13 11136 3.59
Martha Stewart Living Omnimedia (MSO) 0.13 16455 2.43
USA Technologies (USAT) 0.13 23400 1.75
Fab Universal 0.13 11405 3.68
Rite Aid Corporation (RAD) 0.12 13500 2.89
Unilife US (UNIS) 0.12 11800 3.14
Rockwell Medical Technologies (RMTI) 0.12 10708 3.64
Cytrx 0.12 18353 2.02
Local Corp cmn 0.12 23306 1.67
Senomyx (SNMX) 0.11 15488 2.20
Rio Alto Mng Ltd New 0.11 19433 1.85
Institutional Financial Mark 0.11 13870 2.52
Dolan Company (DM) 0.10 19482 1.64
Metali (MEA) 0.10 26494 1.21
LCA-Vision (LCAV) 0.10 10448 3.06
Northern Dynasty Minerals Lt 0.10 15115 2.12
Banro Corp 0.10 43300 0.76
Aeterna Zentaris 0.10 16100 1.86
BPZ Resources (BPZ) 0.09 15277 1.77
Unwired Planet 0.09 15148 1.91
Cell Therapeutics 0.09 27000 1.04
OCULUS INNOVATIVE Common equity Sciences shares 0.09 10900 2.57
iPass (IPAS) 0.08 13816 1.88
Augusta Res Corp 0.08 11200 2.14
COLDWATER Creek 0.08 10052 2.49
Echelon Corporation (ELON) 0.07 10496 2.10
Dot Hill Systems (HILL) 0.07 10533 2.18
Smith Micro Software (SMSI) 0.07 19999 1.05
Novavax (NVAX) 0.07 10000 2.10
Mattson Technology (MTSN) 0.07 10671 2.16
MELA Sciences (MELA) 0.07 24032 0.92
U.S. Auto Parts Network (PRTS) 0.07 18040 1.16
Sutor Technology (SUTR) 0.07 13772 1.52
Capstone Turbine Corporation (CPST) 0.06 16600 1.14
Vista Gold (VGZ) 0.06 19900 0.95
Rubicon Minerals Corp 0.06 14300 1.26
Primo Water Corporation (PRMW) 0.06 11100 1.80
Comstock Mining Inc cs 0.06 11027 1.63
Venaxis 0.06 15800 1.20
UniTek Global Services (UNTK) 0.05 11400 1.40
Discovery Laboratories (DSCOD) 0.05 10088 1.49
Cardica (CRDC) 0.04 10847 1.11