0001529426-12-000006.txt : 20120807 0001529426-12-000006.hdr.sgml : 20120807 20120807170202 ACCESSION NUMBER: 0001529426-12-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120807 DATE AS OF CHANGE: 20120807 EFFECTIVENESS DATE: 20120807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rotella Capital Management, Inc. CENTRAL INDEX KEY: 0001529426 IRS NUMBER: 880339457 STATE OF INCORPORATION: NV FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14669 FILM NUMBER: 121014096 BUSINESS ADDRESS: STREET 1: 800 BELLEVUE WAY NE STREET 2: SUITE 200 CITY: BELLEVUE STATE: WA ZIP: 98004 BUSINESS PHONE: 425-213-5700 MAIL ADDRESS: STREET 1: 800 BELLEVUE WAY NE STREET 2: SUITE 200 CITY: BELLEVUE STATE: WA ZIP: 98004 13F-HR 1 SEC_13F_2012_Q2.txt 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 Form 13F Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 2012 ----------------- If amended report check here: [ ] Amendment Number: This Amendment(check only one): [ ] is a restatement [ ] adds new holding Entries Institutional Investment Manager Filing this Report: Name: Rotella Capital Management, Inc. -------------------------------- Address: 800 Bellevue Way NE, Suite 200 -------------------------------- Bellevue, WA 98004 -------------------------------- 13F File Number: 028-14669 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Sheila Powers ------------------ Title: Compliance Officer ------------------ Phone: 425-213-5747 ------------------ Signature, Place, and Date of Signing: Sheila Powers Bellevue, Washington August 1, 2012 ------------- -------------------- ---------------- Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 149 ----------- Form 13F Information Table Value Total: $35,447 ----------- (thousands) List of Other Included Managers: NONE ---- FORM 13F INFORMATION TABLE TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE -------------------------------- --------- ------------ ----------- --------- --- ---- ------- ----- ------ ------ ------ 1-800-Flowers.com Inc CMN 68243Q106 43.57 12,485 SH SOLE 5,554 6,931 Aastrom Biosciences Inc CMN 00253U305 39.05 18,164 SH SOLE 6,600 11,564 Agenus Inc CMN 00847G705 70.86 13,522 SH SOLE 9,094 4,428 Albany Molecular Research Inc CMN 012423109 65.19 25,565 SH SOLE 12,447 13,118 Alliance HealthCare Services Inc CMN 018606202 10.18 10,199 SH SOLE 8,200 1,999 Alliance One International Inc CMN 018772103 42.21 12,200 SH SOLE 8,200 4,000 Astex Pharmaceuticals CMN 04624B103 47.31 22,635 SH SOLE 12,000 10,635 Axcelis Technologies Inc CMN 054540109 29.37 24,474 SH SOLE 10,500 13,974 Beazer Homes USA Inc CMN 07556Q105 35.23 10,839 SH SOLE 4,400 6,439 Biolase Inc CMN 090911108 30.24 15,506 SH SOLE 6,182 9,324 BioMimetic Therapeutics Inc CMN 09064X101 42.13 16,020 SH SOLE 8,160 7,860 Cantel Medical Corp CMN 138098108 228.90 8,400 SH SOLE 8,400 CapLease Inc REIT 140288101 73.16 17,628 SH SOLE 9,647 7,981 Cardiome Pharma Corp CMN 14159U202 19.55 43,455 SH SOLE 43,455 CardioNet Inc CMN 14159L103 53.39 26,302 SH SOLE 9,980 16,322 Casual Male Retail Group Inc CMN 148711302 57.87 15,942 SH SOLE 7,141 8,801 Cerus Corp CMN 157085101 35.79 10,779 SH SOLE 4,500 6,279 Clearwire Corp CMN 18538Q105 36.24 32,356 SH SOLE 15,400 16,956 Cogo Group Inc CMN G22538105 28.18 16,287 SH SOLE 6,685 9,602 Constellation Brands Inc CMN 21036P108 232.72 8,600 SH SOLE 8,400 200 Cowen Group Inc CMN 223622101 47.76 17,954 SH SOLE 13,273 4,681 CytRx Corp CMN 232828509 64.58 14,100 SH SOLE 6,100 8,000 Discovery Laboratories Inc CMN 254668403 51.50 22,200 SH SOLE 9,600 12,600 Dyax Corp CMN 26746E103 23.22 10,900 SH SOLE 3,800 7,100 Echelon Corp CMN 27874N105 56.46 16,225 SH SOLE 9,682 6,543 Exeter Resource Corp CMN 301835104 40.90 24,500 SH SOLE 9,500 15,000 FBR & Co CMN 30247C301 66.85 24,135 SH SOLE 10,766 13,369 Five Star Quality Care Inc CMN 33832D106 31.05 10,115 SH SOLE 4,800 5,315 Frontline Ltd/Bermuda CMN G3682E127 69.77 15,300 SH SOLE 15,300 FuelCell Energy Inc CMN 35952H106 19.69 19,593 SH SOLE 15,100 4,493 Gray Television Inc CMN 389375106 16.18 11,008 SH SOLE 11,008 Green Plains Renewable Energy IncCMN 393222104 63.73 10,213 SH SOLE 4,900 5,313 Harris & Harris Group Inc CMN 413833104 50.84 13,378 SH SOLE 4,820 8,558 Hill International Inc CMN 431466101 55.60 17,375 SH SOLE 4,677 12,698 Houston American Energy Corp CMN 44183U100 26.56 23,713 SH SOLE 23,713 Hutchinson Technology Inc CMN 448407106 41.72 28,578 SH SOLE 16,400 12,178 Imation Corp CMN 45245A107 65.01 11,000 SH SOLE 5,200 5,800 iPath Dow Jones-UBS Copper SubindETP 06739F101 275.96 6,200 SH SOLE 6,200 iPath MSCI India Index ETN ETP 06739F291 350.68 6,800 SH SOLE 6,800 iShares Barclays 10-20 Year TreasETP 464288653 560.18 4,100 SH SOLE 4,100 iShares Barclays 1-3 Year Credit ETP 464288646 670.14 6,400 SH SOLE 6,400 iShares Barclays 1-3 Year TreasurETP 464287457 514.66 6,100 SH SOLE 6,100 iShares Barclays 20+ Year TreasurETP 464287432 663.56 5,300 SH SOLE 5,300 iShares Barclays 7-10 Year TreasuETP 464287440 712.34 6,600 SH SOLE 6,600 iShares Barclays Aggregate Bond FETP 464287226 678.93 6,100 SH SOLE 6,100 iShares Barclays Credit Bond FundETP 464288620 566.05 5,100 SH SOLE 5,100 iShares Barclays Intermediate GovETP 464288612 560.60 5,000 SH SOLE 5,000 iShares Barclays MBS Bond Fund ETP 464288588 563.89 5,200 SH SOLE 5,200 iShares Barclays TIPS Bond Fund ETP 464287176 670.32 5,600 SH SOLE 5,600 iShares Dow Jones US Oil & Gas ExETP 464288851 272.41 4,700 SH SOLE 4,700 iShares iBoxx $ High Yield CorporETP 464288513 675.55 7,400 SH SOLE 7,400 iShares iBoxx Investment Grade CoETP 464287242 670.26 5,700 SH SOLE 5,700 iShares JPMorgan USD Emerging MarETP 464288281 665.38 5,800 SH SOLE 5,800 iShares MSCI Brazil Index Fund ETP 464286400 211.95 4,100 SH SOLE 4,100 iShares MSCI BRIC Index Fund ETP 464286657 200.87 5,600 SH SOLE 5,600 iShares MSCI Italy Index Fund ETP 464286855 226.20 20,000 SH SOLE 20,000 iShares MSCI Russia Capped Index ETP 46429B705 273.11 13,200 SH SOLE 13,200 iShares MSCI Spain Index Fund ETP 464286764 282.72 11,400 SH SOLE 11,400 iShares S&P National Municipal BoETP 464288414 517.33 4,700 SH SOLE 4,700 iShares S&P SmallCap 600 Index FuETP 464287804 461.60 6,300 SH SOLE 6,300 iStar Financial Inc REIT 45031U101 64.50 10,000 SH SOLE 4,800 5,200 Jamba Inc CMN 47023A101 58.67 30,087 SH SOLE 18,301 11,786 Keryx Biopharmaceuticals Inc CMN 492515101 26.28 14,600 SH SOLE 7,600 7,000 Kid Brands Inc CMN 49375T100 30.19 15,096 SH SOLE 5,998 9,098 Kroger Co/The CMN 501044101 227.26 9,800 SH SOLE 9,400 400 Lindsay Corp CMN 535555106 227.15 3,500 SH SOLE 3,500 LJ International Inc CMN G55312105 34.65 21,791 SH SOLE 1,500 20,291 Market Vectors Coal ETF ETP 57060U837 269.83 11,000 SH SOLE 11,000 Market Vectors Indonesia Index ETETP 57060U753 205.88 7,500 SH SOLE 7,500 Market Vectors Russia ETF ETP 57060U506 277.30 10,600 SH SOLE 10,600 Martha Stewart Living Omnimedia CMN 573083102 39.89 11,731 SH SOLE 4,654 7,077 Mattson Technology Inc CMN 577223100 36.34 20,766 SH SOLE 11,600 9,166 MELA Sciences Inc CMN 55277R100 38.69 11,869 SH SOLE 5,600 6,269 Metalico Inc CMN 591176102 23.52 10,689 SH SOLE 5,900 4,789 Morgans Hotel Group Co CMN 61748W108 50.85 10,820 SH SOLE 4,138 6,682 MoSys Inc CMN 619718109 34.65 10,693 SH SOLE 3,600 7,093 MPG Office Trust Inc REIT 553274101 61.91 30,802 SH SOLE 17,800 13,002 Nautilus Inc CMN 63910B102 60.12 18,164 SH SOLE 9,466 8,698 Navarre Corp CMN 639208107 19.50 12,263 SH SOLE 1,539 10,724 Northern Dynasty Minerals Ltd CMN 66510M204 24.64 10,531 SH SOLE 3,981 6,550 Novavax Inc CMN 670002104 20.90 13,399 SH SOLE 5,000 8,399 OfficeMax Inc CMN 67622P101 70.33 13,900 SH SOLE 9,000 4,900 Oncothyreon Inc CMN 682324108 47.27 10,100 SH SOLE 5,000 5,100 Online Resources Corp CMN 68273G101 67.58 27,810 SH SOLE 13,791 14,019 Opko Health Inc CMN 68375N103 51.98 11,300 SH SOLE 5,400 5,900 Orbitz Worldwide Inc CMN 68557K109 36.97 10,128 SH SOLE 6,988 3,140 Paramount Gold and Silver Corp CMN 69924P102 55.20 23,000 SH SOLE 11,000 12,000 Parker Drilling Co CMN 701081101 60.43 13,400 SH SOLE 7,300 6,100 Perma-Fix Environmental Services CMN 714157104 13.75 11,749 SH SOLE 1,000 10,749 PharmAthene Inc CMN 71714G102 46.05 33,130 SH SOLE 17,700 15,430 Plug Power Inc CMN 72919P202 27.93 24,504 SH SOLE 9,904 14,600 PowerShares 1-30 Laddered TreasurETP 73936T524 712.94 21,500 SH SOLE 21,500 PowerShares Emerging Markets SoveETP 73936T573 723.63 25,100 SH SOLE 25,100 PowerShares Fundamental High YielETP 73936T557 565.65 30,200 SH SOLE 30,200 PowerShares India Portfolio ETP 73935L100 347.93 20,100 SH SOLE 20,100 PowerShares Insured National MuniETP 73936T474 562.18 22,300 SH SOLE 22,300 Powershares WilderHill Clean EnerETP 73935X500 66.30 15,000 SH SOLE 15,000 Pulse Electronics Corp CMN 74586W106 52.12 26,456 SH SOLE 15,948 10,508 RadNet Inc CMN 750491102 68.17 25,627 SH SOLE 13,582 12,045 Rentech Inc CMN 760112102 48.99 23,783 SH SOLE 13,700 10,083 Rite Aid Corp CMN 767754104 15.40 11,000 SH SOLE 11,000 Rubicon Minerals Corp CMN 780911103 30.95 10,180 SH SOLE 3,300 6,880 Samson Oil & Gas Ltd ADR 796043107 11.44 10,400 SH SOLE 10,400 School Specialty Inc CMN 807863105 57.45 17,622 SH SOLE 8,300 9,322 Senomyx Inc CMN 81724Q107 63.90 27,191 SH SOLE 12,199 14,992 SIGA Technologies Inc CMN 826917106 52.63 18,401 SH SOLE 10,901 7,500 Silicon Image Inc CMN 82705T102 44.14 10,700 SH SOLE 4,600 6,100 SkyWest Inc CMN 830879102 78.36 12,000 SH SOLE 5,200 6,800 Smith Micro Software Inc CMN 832154108 19.97 10,851 SH SOLE 10,051 800 Sonus Networks Inc CMN 835916107 21.66 10,100 SH SOLE 3,800 6,300 SPDR Barclays Capital Aggregate BETP 78464A649 562.94 9,600 SH SOLE 9,600 SPDR Barclays Capital High Yield ETP 78464A417 674.77 17,100 SH SOLE 17,100 SPDR Barclays Capital InternationETP 78464A516 514.43 8,700 SH SOLE 8,700 SPDR Barclays Capital TIPS ETF ETP 78464A656 554.28 9,300 SH SOLE 9,300 SPDR DB International Government ETP 78464A490 559.36 9,500 SH SOLE 9,500 SPDR EURO STOXX 50 ETF ETP 78463X202 279.38 9,900 SH SOLE 9,900 SPDR Nuveen Barclays Capital MuniETP 78464A458 562.23 23,300 SH SOLE 23,300 SPDR Nuveen Barclays Capital ShorETP 78464A425 517.92 21,200 SH SOLE 21,200 SPDR S&P 500 ETF Trust ETP 78462F103 5,049.50 37,100 SH SOLE 5,100 32,000 SPDR S&P Metals & Mining ETF ETP 78464A755 203.01 4,900 SH SOLE 4,900 SPDR S&P MidCap 400 ETF Trust ETP 78467Y107 1,816.64 10,605 SH SOLE 10,605 SPDR S&P Oil & Gas Exploration & ETP 78464A730 206.64 4,100 SH SOLE 4,100 StarTek Inc CMN 85569C107 33.51 11,555 SH SOLE 6,817 4,738 Sunesis Pharmaceuticals Inc CMN 867328601 46.44 16,181 SH SOLE 12,681 3,500 support.com Inc CMN 86858W101 39.59 12,410 SH SOLE 7,600 4,810 Targacept Inc CMN 87611R306 57.80 13,442 SH SOLE 8,100 5,342 Timmins Gold Corp CMN 88741P103 18.36 10,000 SH SOLE 10,000 Transwitch Corp CMN 894065309 22.19 20,169 SH SOLE 6,075 14,094 Tsakos Energy Navigation Ltd CMN G9108L108 121.77 25,005 SH SOLE 18,600 6,405 Ultrapetrol Bahamas Ltd CMN P94398AC1 19.56 16,578 SH SOLE 4,900 11,678 UniFirst Corp/MA CMN 904708104 223.13 3,500 SH SOLE 3,500 Unilife Corp CMN 90478E103 49.69 14,700 SH SOLE 7,800 6,900 Universal Insurance Holdings Inc CMN 91359V107 82.82 24,286 SH SOLE 14,469 9,817 Universal Travel Group CMN 91388Q202 11.49 16,417 SH SOLE 16,417 Vanguard Dividend Appreciation ETETP 921908844 561.23 9,900 SH SOLE 9,900 Vanguard Intermediate-Term Bond EETP 921937819 666.15 7,500 SH SOLE 7,500 Vanguard Long-Term Bond ETF ETP 921937793 664.66 7,000 SH SOLE 7,000 Vanguard Short-Term Bond ETF ETP 921937827 713.94 8,800 SH SOLE 8,800 Vanguard Total Bond Market ETF ETP 921937835 666.60 7,900 SH SOLE 7,900 Vision Sciences Inc/DE CMN 927912105 34.35 22,900 SH SOLE 1,000 21,900 Vista Gold Corp CMN 927926303 32.78 11,266 SH SOLE 4,700 6,566 Vitesse Semiconductor Corp CMN 928497304 34.51 13,022 SH SOLE 8,900 4,122 Voyager Oil & Gas Inc CMN 92911K100 44.01 25,003 SH SOLE 13,023 11,980 WisdomTree India Earnings Fund ETP 97717W422 275.68 16,000 SH SOLE 16,000 Worthington Industries Inc CMN 981811102 223.12 10,900 SH SOLE 10,900 Xerium Technologies Inc CMN 98416J118 58.30 20,105 SH SOLE 7,080 13,025 YM Biosciences Inc CMN 984238105 21.00 10,553 SH SOLE 4,300 6,253 Zale Corp CMN 988858106 85.86 31,917 SH SOLE 25,600 6,317 Zix Corp CMN 98974P100 26.52 10,200 SH SOLE 4,751 5,449