Compliance Officer

0001529426-13-000003.txt : 20130814 0001529426-13-000003.hdr.sgml : 20130814 20130814142137 ACCESSION NUMBER: 0001529426-13-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 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: 131037003 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 primary_doc.xml 13F-HR LIVE false true false 0001529426 XXXXXXXX 06-30-2013 06-30-2013 Rotella Capital Management, Inc.

800 BELLEVUE WAY NE SUITE 200 BELLEVUE WA 98004

13F HOLDINGS REPORT 028-14669 N Sheila Powers Compliance Officer 425-213-5747 Sheila Powers Bellevue WA 08-14-2013 0 143 31455 false INFORMATION TABLE 2 SEC_13F_2013_Q2.xml 13F Abraxas Petroleum Corp CMN 003830106 66 31301 SH SOLE 31301 0 0 Advantage Oil & Gas Ltd CMN 00765F101 79 20000 SH SOLE 20000 0 0 AEterna Zentaris Inc CMN 007975303 30 16100 SH SOLE 16100 0 0 Alexza Pharmaceuticals Inc CMN 015384209 43 10000 SH SOLE 10000 0 0 American Apparel Inc CMN 023850100 47 24400 SH SOLE 24400 0 0 Apricus Biosciences Inc CMN 03832V109 49 20750 SH SOLE 20750 0 0 Atlantic Power Corp CMN 04878Q863 96 24500 SH SOLE 24500 0 0 Augusta Resource Corp CMN 050912203 24 11200 SH SOLE 11200 0 0 Ballard Power Systems Inc CMN 058586108 44 24200 SH SOLE 24200 0 0 Banro Corp CMN 066800103 33 43300 SH SOLE 43300 0 0 BPZ Resources Inc CMN 055639108 27 15277 SH SOLE 15277 0 0 Capstone Turbine Corp CMN 14067D102 19 16600 SH SOLE 16600 0 0 Cardica Inc CMN 14141R101 12 10847 SH SOLE 10847 0 0 Carnival Corp CMN 143658300 215 6261 SH SOLE 6200 0 61 CBIZ Inc CMN 124805102 70 10500 SH SOLE 10500 0 0 Cedar Realty Trust Inc REIT 150602209 63 12106 SH SOLE 12106 0 0 Cell Therapeutics Inc CMN 150934883 28 27000 SH SOLE 27000 0 0 Cenveo Inc CMN 15670S105 46 21545 SH SOLE 21545 0 0 Christopher & Banks Corp CMN 171046105 78 11580 SH SOLE 11580 0 0 CIBER Inc CMN 17163B102 49 14696 SH SOLE 14696 0 0 Coldwater Creek Inc CMN 193068202 25 10052 SH SOLE 10052 0 0 Comstock Mining Inc CMN 205750102 18 11027 SH SOLE 11027 0 0 ConAgra Foods Inc CMN 205887102 292 8360 SH SOLE 7506 0 854 Cornerstone Therapeutics Inc CMN 21924P103 83 10342 SH SOLE 10342 0 0 Cumulus Media Inc CMN 231082108 69 20363 SH SOLE 20363 0 0 Cytori Therapeutics Inc CMN 23283K105 48 20883 SH SOLE 20883 0 0 CytRx Corp CMN 232828509 37 18353 SH SOLE 18353 0 0 Digital Generation Inc CMN 25400B108 75 10200 SH SOLE 9700 0 500 Discovery Laboratories Inc CMN 254668403 15 10088 SH SOLE 10088 0 0 Dolan Co/The CMN 25659P402 32 19482 SH SOLE 19482 0 0 Dollar Tree Inc CMN 256746108 251 4942 SH SOLE 1149 0 3793 Dot Hill Systems Corp CMN 25848T109 23 10533 SH SOLE 10533 0 0 Echelon Corp CMN 27874N105 22 10496 SH SOLE 10496 0 0 Energy Select Sector SPDR Fund ETP 81369Y506 392 5000 SH SOLE 1098 0 3902 Enerplus Corp CMN 292766102 210 14200 SH SOLE 14200 0 0 Enzon Pharmaceuticals Inc CMN 293904108 51 25542 SH SOLE 25542 0 0 Extreme Networks CMN 30226D106 58 17000 SH SOLE 17000 0 0 FAB Universal Corp CMN 302771100 42 11405 SH SOLE 11405 0 0 Finish Line Inc/The CMN 317923100 230 10500 SH SOLE 9700 0 800 Five Star Quality Care Inc CMN 33832D106 73 13000 SH SOLE 13000 0 0 Fortress Investment Group LLC Ltd Part 34958B106 68 10300 PRN SOLE 10300 0 0 Frontier Communications Corp CMN 35906A108 54 13400 SH SOLE 12400 0 1000 FuelCell Energy Inc CMN 35952H106 42 32700 SH SOLE 32700 0 0 GFI Group Inc CMN 361652209 91 23287 SH SOLE 23287 0 0 Harvest Natural Resources Inc CMN 41754V103 98 31500 SH SOLE 31500 0 0 Health Care Select Sector SPDR Fund ETP 81369Y209 324 6800 SH SOLE 0 0 6800 Hewlett-Packard Co CMN 428236103 235 9482 SH SOLE 2258 0 7224 IAMGOLD Corp CMN 450913108 45 10600 SH SOLE 10600 0 0 Imation Corp CMN 45245A107 49 11651 SH SOLE 11651 0 0 Industrial Select Sector SPDR Fund ETP 81369Y704 316 7400 SH SOLE 2149 0 5251 Information Services Group Inc CMN 45675Y104 68 35145 SH SOLE 35145 0 0 Innodata Inc CMN 457642205 60 18671 SH SOLE 18671 0 0 Institutional Financial Markets Inc CMN 45779L107 35 13870 SH SOLE 13870 0 0 Ipass Inc CMN 46261V108 26 13816 SH SOLE 13816 0 0 iPATH S&P 500 VIX Mid-Term Futures ETN ETP 06740C519 1022 44300 SH SOLE 0 0 44300 iPATH S&P 500 VIX Short-Term Futures ETN ETP 06740C188 634 30600 SH SOLE 0 0 30600 iShares Barclays 1-3 Year Credit Bond Fund ETP 464288646 830 7900 SH SOLE 0 0 7900 iShares Core S&P 500 ETF ETP 464287200 547 3400 SH SOLE 573 0 2827 iShares Core S&P Mid-Cap ETF ETP 464287507 312 2700 SH SOLE 812 0 1888 iShares Core S&P Small-Cap ETF ETP 464287804 1048 11600 SH SOLE 4648 0 6952 iShares Floating Rate Note Fund ETP 46429B655 658 13000 SH SOLE 0 0 13000 iShares MSCI Emerging Markets Index Fund ETP 464287234 1521 39500 SH SOLE 0 0 39500 iShares MSCI Japan Index Fund ETP 464286848 217 19300 SH SOLE 4297 0 15003 iShares Russell 2000 Index Fund ETP 464287655 1183 12200 SH SOLE 5245 0 6955 Johnson & Johnson CMN 478160104 255 2975 SH SOLE 1566 0 1409 Ladenburg Thalmann Financial Services Inc CMN 50575Q102 72 43717 SH SOLE 43717 0 0 LCA-Vision Inc CMN 501803308 32 10448 SH SOLE 10448 0 0 Lihua International Inc CMN 532352101 55 11500 SH SOLE 11500 0 0 Limelight Networks Inc CMN 53261M104 50 22311 SH SOLE 22311 0 0 Local Corp CMN 53954W104 39 23306 SH SOLE 23306 0 0 Market Vectors Oil Service ETF ETP 57060U191 278 6500 SH SOLE 1814 0 4686 Market Vectors Semiconductor ETF ETP 57060U233 418 11100 SH SOLE 2483 0 8617 Martha Stewart Living Omnimedia CMN 573083102 40 16455 SH SOLE 16455 0 0 Materials Select Sector SPDR Fund ETP 81369Y100 575 15000 SH SOLE 5300 0 9700 Mattson Technology Inc CMN 577223100 23 10671 SH SOLE 10671 0 0 McClatchy Co/The CMN 579489105 45 19821 SH SOLE 19821 0 0 MCG Capital Corp CMN 58047P107 71 13700 SH SOLE 13700 0 0 MELA Sciences Inc CMN 55277R100 22 24032 SH SOLE 24032 0 0 Merge Healthcare Inc CMN 589499102 40 11136 SH SOLE 11136 0 0 Metalico Inc CMN 591176102 32 26494 SH SOLE 26494 0 0 Methode Electronics Inc CMN 591520200 208 12200 SH SOLE 12200 0 0 National American University Holdings Inc CMN 63245Q105 98 26187 SH SOLE 26187 0 0 Navios Maritime Holdings Inc CMN Y62196103 94 16800 SH SOLE 16800 0 0 Nevsun Resources Ltd CMN 64156L101 61 20500 SH SOLE 20500 0 0 Northern Dynasty Minerals Ltd CMN 66510M204 32 15115 SH SOLE 15115 0 0 Novavax Inc CMN 670002104 21 10000 SH SOLE 10000 0 0 Nuverra Environmental Solutions Inc CMN 67091K104 60 20800 SH SOLE 20800 0 0 Oculus Innovative Sciences Inc CMN 67575P207 28 10900 SH SOLE 10900 0 0 Odyssey Marine Exploration Inc CMN 676118102 48 16099 SH SOLE 16099 0 0 Omega Protein Corp CMN 68210P107 91 10157 SH SOLE 10157 0 0 OMNOVA Solutions Inc CMN 682129101 123 15400 SH SOLE 15400 0 0 Orbitz Worldwide Inc CMN 68557K109 104 12988 SH SOLE 12988 0 0 Orion Energy Systems Inc CMN 686275108 52 20818 SH SOLE 20818 0 0 Overhill Farms Inc CMN 690212105 102 20683 SH SOLE 20683 0 0 Penn West Petroleum Ltd CMN 707887105 293 27700 SH SOLE 27700 0 0 PetroQuest Energy Inc CMN 716748108 48 12200 SH SOLE 12200 0 0 Pfizer Inc CMN 717081103 221 7874 SH SOLE 1000 0 6874 PharmAthene Inc CMN 71714G102 59 37095 SH SOLE 37095 0 0 Powershares QQQ Trust Series 1 ETP 73935A104 3250 45600 SH SOLE 6659 0 38941 priceline.com Inc CMN 741503403 331 400 SH SOLE 38 0 362 Primero Mining Corp CMN 74164W106 45 10162 SH SOLE 10162 0 0 Primo Water Corp CMN 74165N105 20 11100 SH SOLE 11100 0 0 ProShares Short S&P500 ETP 74347R503 861 29000 SH SOLE 0 0 29000 ProShares UltraShort S&P500 ETP 74347B300 654 16000 SH SOLE 0 0 16000 Radio One Inc CMN 75040P405 61 26462 SH SOLE 26462 0 0 RadNet Inc CMN 750491102 53 19909 SH SOLE 19909 0 0 Rentech Inc CMN 760112102 53 25400 SH SOLE 25400 0 0 Rio Alto Mining Ltd CMN 76689T104 36 19433 SH SOLE 19433 0 0 Rite Aid Corp CMN 767754104 39 13500 SH SOLE 13500 0 0 Rockwell Medical Inc CMN 774374102 39 10708 SH SOLE 10708 0 0 Rubicon Minerals Corp CMN 780911103 18 14300 SH SOLE 14300 0 0 Sciclone Pharmaceuticals Inc CMN 80862K104 61 12255 SH SOLE 12255 0 0 Senomyx Inc CMN 81724Q107 34 15488 SH SOLE 15488 0 0 Shaw Communications Inc CMN 82028K200 214 8900 SH SOLE 8900 0 0 Silicon Image Inc CMN 82705T102 61 10400 SH SOLE 10400 0 0 Silvercorp Metals Inc CMN 82835P103 46 16500 SH SOLE 16500 0 0 Sinovac Biotech Ltd CMN P8696W104 104 26429 SH SOLE 26429 0 0 Smith Micro Software Inc CMN 832154108 21 19999 SH SOLE 19999 0 0 SPDR Barclays Short Term Corporate Bond ETF ETP 78464A474 520 17000 SH SOLE 0 0 17000 SPDR Dow Jones Industrial Average ETF Trust ETP 78467X109 1174 7900 SH SOLE 2758 0 5142 SPDR S&P 500 ETF Trust ETP 78462F103 1831 11414 SH SOLE 6068 0 5346 SPDR S&P Dividend ETF ETP 78464A763 875 13200 SH SOLE 5618 0 7582 SPDR S&P MidCap 400 ETF Trust ETP 78467Y107 1199 5705 SH SOLE 1941 0 3764 Summer Infant Inc CMN 865646103 57 18527 SH SOLE 18527 0 0 Sutor Technology Group Ltd CMN 869362103 21 13772 SH SOLE 13772 0 0 Taseko Mines Ltd CMN 876511106 50 26784 SH SOLE 26784 0 0 Technology Select Sector SPDR Fund ETP 81369Y803 563 18400 SH SOLE 2722 0 15678 TeleCommunication Systems Inc CMN 87929J103 60 25719 SH SOLE 25719 0 0 Timmins Gold Corp CMN 88741P103 45 20400 SH SOLE 20400 0 0 Tower Semiconductor Ltd CMN M87915274 56 11700 SH SOLE 11700 0 0 Tsakos Energy Navigation Ltd CMN G9108L108 177 37035 SH SOLE 37035 0 0 Unilife Corp CMN 90478E103 37 11800 SH SOLE 11800 0 0 UniTek Global Services Inc CMN 91324T302 16 11400 SH SOLE 11400 0 0 Unwired Planet Inc CMN 91531F103 29 15148 SH SOLE 15148 0 0 Uranium Energy Corp CMN 916896103 57 31595 SH SOLE 31595 0 0 US Auto Parts Network Inc CMN 90343C100 21 18040 SH SOLE 18040 0 0 USA Technologies Inc CMN 90328S500 41 23400 SH SOLE 23400 0 0 Utilities Select Sector SPDR Fund ETP 81369Y886 331 8800 SH SOLE 0 0 8800 Vanguard Dividend Appreciation ETF ETP 921908844 1648 24900 SH SOLE 8609 0 16291 Venaxis Inc CMN 92262A107 19 15800 SH SOLE 15800 0 0 Vista Gold Corp CMN 927926303 19 19900 SH SOLE 19900 0 0 Warren Resources Inc CMN 93564A100 114 44708 SH SOLE 44708 0 0 Wet Seal Inc/The CMN 961840105 61 12900 SH SOLE 12900 0 0