Compliance Officer

0001529426-14-000001.txt : 20140306 0001529426-14-000001.hdr.sgml : 20140306 20140306140408 ACCESSION NUMBER: 0001529426-14-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140306 DATE AS OF CHANGE: 20140306 EFFECTIVENESS DATE: 20140306 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: 14672434 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 12-31-2013 12-31-2013 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 03-06-2014 0 97 50552 false INFORMATION TABLE 2 SEC_13F_2013_Q4v2.xml Accenture PLC CMN G1151C101 388 4724 SH DFND 4400 0 324 Advantage Oil & Gas Ltd CMN 00765F101 66 15159 SH DFND 15159 0 0 American Apparel Inc CMN 023850100 16 12593 SH DFND 12593 0 0 American Express Co CMN 025816109 410 4522 SH SOLE 104 0 4418 Apple Inc CMN 037833100 233 415 SH SOLE 50 0 365 Atlantic Power Corp CMN 04878Q863 38 11000 SH DFND 11000 0 0 AuRico Gold Inc CMN 05155C105 40 10800 SH DFND 10800 0 0 AutoZone Inc CMN 053332102 241 504 SH DFND 400 0 104 Ballard Power Systems Inc CMN 058586108 20 13000 SH DFND 13000 0 0 Carnival Corp CMN 143658300 347 8650 SH DFND 8600 0 50 China BAK Battery Inc CMN 16936Y209 32 14479 SH DFND 14479 0 0 ConAgra Foods Inc CMN 205887102 375 11131 SH DFND 10731 0 400 Conn's Inc CMN 208242107 221 2800 SH DFND 2800 0 0 Dollar General Corp CMN 256677105 205 3406 SH DFND 3373 0 33 Emmis Communications Corp CMN 291525103 48 17935 SH DFND 17935 0 0 Energy Select Sector SPDR Fund ETP 81369Y506 319 3600 SH SOLE 993 0 2607 Ennis Inc CMN 293389102 320 18092 SH DFND 18092 0 0 Enzon Pharmaceuticals Inc CMN 293904108 16 13701 SH DFND 13701 0 0 Equal Energy Ltd CMN 29390Q109 200 37571 SH DFND 37571 0 0 FAB Universal Corp CMN 302771100 40 13005 SH DFND 13005 0 0 Financial Select Sector SPDR Fund ETP 81369Y605 251 11500 SH SOLE 3474 0 8026 Fortuna Silver Mines Inc CMN 349915108 33 11600 SH DFND 11600 0 0 Frontline Ltd/Bermuda CMN G3682E127 67 17900 SH DFND 17900 0 0 Global Geophysical Services Inc CMN 37946S107 22 13401 SH DFND 13401 0 0 Goldman Sachs Group Inc/The CMN 38141G104 213 1200 SH SOLE 200 0 1000 Google Inc CMN 38259P508 903 806 SH SOLE 39 0 767 Gulf Resources Inc CMN 40251W309 50 21218 SH DFND 21218 0 0 Harris Interactive Inc CMN 414549105 31 15576 SH DFND 15576 0 0 Health Care Select Sector SPDR Fund ETP 81369Y209 299 5400 SH SOLE 1444 0 3956 Hovnanian Enterprises Inc CMN 442487203 115 17300 SH DFND 17300 0 0 IAMGOLD Corp CMN 450913108 43 12800 SH DFND 12800 0 0 Industrial Select Sector SPDR Fund ETP 81369Y704 570 10900 SH SOLE 0 0 10900 Information Services Group Inc CMN 45675Y104 44 10342 SH DFND 10342 0 0 iShares 1-3 Year Credit Bond ETF ETP 464288646 2499 23700 SH SOLE 8355 0 15345 iShares 1-3 Year Treasury Bond ETF ETP 464287457 1654 19600 SH SOLE 5953 0 13647 iShares Core S&P 500 ETF ETP 464287200 334 1800 SH SOLE 0 0 1800 iShares Core S&P Mid-Cap ETF ETP 464287507 1405 10500 SH SOLE 0 0 10500 iShares Core S&P Small-Cap ETF ETP 464287804 1431 13100 SH SOLE 4593 0 8507 iShares Credit Bond ETF ETP 464288620 438 4100 SH SOLE 0 0 4100 iShares Floating Rate Bond ETF ETP 46429B655 695 13700 SH SOLE 0 0 13700 iShares iBoxx $ High Yield Corporate Bond ETF ETP 464288513 2146 23100 SH SOLE 9413 0 13687 iShares iBoxx $ Investment Grade Corporate Bond ETF ETP 464287242 3175 27800 SH SOLE 7600 0 20200 iShares Intermediate Government/Credit Bond ETF ETP 464288612 1280 11700 SH SOLE 4596 0 7104 iShares JP Morgan USD Emerging Markets Bond ETF ETP 464288281 443 4100 SH SOLE 0 0 4100 iShares National AMT-Free Muni Bond ETF ETP 464288414 456 4400 SH SOLE 0 0 4400 iShares Russell 2000 ETF ETP 464287655 2606 22600 SH SOLE 4872 0 17728 Just Energy Group Inc CMN 48213W101 147 20481 SH DFND 20481 0 0 Ladenburg Thalmann Financial Services Inc CMN 50575Q102 36 11579 SH DFND 11579 0 0 Market Vectors Semiconductor ETF ETP 57060U233 518 12200 SH SOLE 1759 0 10441 Materials Select Sector SPDR Fund ETP 81369Y100 337 7300 SH SOLE 0 0 7300 Merus Labs International Inc CMN 59047R101 21 14600 SH DFND 14600 0 0 Metalico Inc CMN 591176102 27 13059 SH DFND 13059 0 0 Nevsun Resources Ltd CMN 64156L101 69 20700 SH DFND 20700 0 0 Ocean Power Technologies Inc CMN 674870308 20 10200 SH DFND 10200 0 0 Pengrowth Energy Corp CMN 70706P104 74 11900 SH DFND 11900 0 0 PharmAthene Inc CMN 71714G102 19 10262 SH DFND 10262 0 0 Pier 1 Imports Inc CMN 720279108 362 15700 SH DFND 15700 0 0 PowerShares 1-30 Laddered Treasury Portfolio ETP 73936T524 443 15100 SH SOLE 0 0 15100 PowerShares Emerging Markets Sovereign Debt Portfolio ETP 73936T573 805 29800 SH SOLE 0 0 29800 PowerShares Fundamental High Yield Corporate Bond Portfolio ETP 73936T557 1143 59500 SH SOLE 26222 0 33278 PowerShares Insured National Municipal Bond Portfolio ETP 73936T474 778 33900 SH SOLE 0 0 33900 PowerShares International Corporate Bond Portfolio ETP 73936Q835 502 17000 SH SOLE 0 0 17000 Powershares QQQ Trust Series 1 ETP 73935A104 2762 31400 SH SOLE 6484 0 24916 priceline.com Inc CMN 741503403 235 202 SH SOLE 35 0 167 Primero Mining Corp CMN 74164W106 98 22062 SH DFND 22062 0 0 Primo Water Corp CMN 74165N105 27 10214 SH DFND 10214 0 0 Radio One Inc CMN 75040P405 53 13908 SH DFND 13908 0 0 REX American Resources Corp CMN 761624105 215 4808 SH DFND 4808 0 0 Rio Alto Mining Ltd CMN 76689T104 51 30233 SH DFND 30233 0 0 Sciclone Pharmaceuticals Inc CMN 80862K104 57 11272 SH DFND 11272 0 0 SIGA Technologies Inc CMN 826917106 61 18801 SH DFND 18801 0 0 Silvercorp Metals Inc CMN 82835P103 49 21200 SH DFND 21200 0 0 Smart Technologies Inc CMN 83172R108 22 10000 SH DFND 10000 0 0 SPDR Barclays Aggregate Bond ETF ETP 78464A649 810 14400 SH SOLE 0 0 14400 SPDR Barclays High Yield Bond ETF ETP 78464A417 1854 45700 SH SOLE 17985 0 27715 SPDR Barclays Short Term Corporate Bond ETF ETP 78464A474 522 17000 SH SOLE 0 0 17000 SPDR DB International Government Inflation-Protected Bond ETF ETP 78464A490 444 7600 SH SOLE 0 0 7600 SPDR Dow Jones Industrial Average ETF Trust ETP 78467X109 1340 8100 SH SOLE 2726 0 5374 SPDR Nuveen Barclays Municipal Bond ETF ETP 78464A458 764 33900 SH SOLE 0 0 33900 SPDR Nuveen Barclays Short Term Municipal Bond ETF ETP 78464A425 809 33300 SH SOLE 0 0 33300 SPDR S&P 500 ETF Trust ETP 78462F103 1628 8814 SH DFND 6114 0 2700 SPDR S&P Dividend ETF ETP 78464A763 871 12000 SH SOLE 5148 0 6852 SPDR S&P MidCap 400 ETF Trust ETP 78467Y107 1540 6305 SH SOLE 1918 0 4387 Summer Infant Inc CMN 865646103 46 25277 SH DFND 25277 0 0 Taseko Mines Ltd CMN 876511106 74 34784 SH DFND 34784 0 0 Technology Select Sector SPDR Fund ETP 81369Y803 779 21800 SH SOLE 2436 0 19364 TeleCommunication Systems Inc CMN 87929J103 46 19919 SH DFND 19919 0 0 Thompson Creek Metals Co Inc CMN 884768102 53 24400 SH DFND 24400 0 0 Timmins Gold Corp CMN 88741P103 39 36500 SH DFND 36500 0 0 UnitedHealth Group Inc CMN 91324P102 202 2678 SH DFND 490 0 2188 USA Technologies Inc CMN 90328S500 21 11600 SH DFND 11600 0 0 Vanguard Dividend Appreciation ETF ETP 921908844 1294 17200 SH SOLE 6706 0 10494 Vanguard Long-Term Bond ETF ETP 921937793 450 5500 SH SOLE 0 0 5500 Vanguard Short-Term Bond ETF ETP 921937827 2134 26700 SH SOLE 10847 0 15853 Vanguard Short-Term Corporate Bond ETF ETP 92206C409 686 8600 SH SOLE 0 0 8600 Warren Resources Inc CMN 93564A100 62 19653 SH DFND 19653 0 0 Worthington Industries Inc CMN 981811102 375 8900 SH DFND 8800 0 100