UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: March 31, 2013
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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.
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Address: 800 Bellevue Way NE, Suite 200
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Bellevue, WA 98004
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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
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Title: Compliance Officer
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Phone: 425-213-5747
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Signature, Place, and Date of Signing:
Sheila Powers Bellevue, Washington May 13, 2013
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Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 143
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Form 13F Information Table Value Total: $102,230
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(thousands)
List of Other Included Managers:
NONE
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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
-------------------------------- --------- ------------ ----------- --------- --- ---- ------- ----- ------ ------ ------
Alaska Communications Systems GroupCMN 01167P101 24.03 14,434 SH SOLE 14,434 -
Alliance One International Inc CMN 018772103 67.43 17,335 SH SOLE 17,335 -
American Superconductor Corp CMN 030111108 28.30 10,599 SH SOLE 10,599 -
Apricus Biosciences Inc CMN 03832V109 50.79 18,950 SH SOLE 18,950 -
ARC Document Solutions Inc CMN 00191G103 41.83 14,038 SH SOLE 14,038 -
Artio Global Investors Inc CMN 04315B107 32.65 12,002 SH SOLE 12,002 -
Aviat Networks Inc CMN 05366Y102 35.03 10,394 SH SOLE 10,394 -
Banro Corp CMN 066800103 21.04 12,300 SH SOLE 12,300 -
BPZ Resources Inc CMN 055639108 24.69 10,877 SH SOLE 10,877 -
Cal Dive International Inc CMN 12802T101 18.54 10,300 SH SOLE 10,300 -
Cardica Inc CMN 14141R101 13.50 10,383 SH SOLE 10,383 -
Cell Therapeutics Inc CMN 150934883 14.38 12,500 SH SOLE 12,500 -
Cenveo Inc CMN 15670S105 47.12 21,915 SH SOLE 21,915 -
Chelsea Therapeutics International CMN 163428105 34.27 16,800 SH SOLE 16,800 -
Coldwater Creek Inc CMN 193068202 55.81 17,660 SH SOLE 17,660 -
Cumulus Media Inc CMN 231082108 45.75 13,577 SH SOLE 13,577 -
Cytokinetics Inc CMN 23282W100 22.80 20,000 SH SOLE 20,000 -
Cytori Therapeutics Inc CMN 23283K105 34.82 13,900 SH SOLE 13,900 -
CytRx Corp CMN 232828509 55.53 20,415 SH SOLE 20,415 -
Destination XL Group Inc CMN 25065K104 98.03 19,259 SH SOLE 19,259 -
Discovery Laboratories Inc CMN 254668403 26.08 11,388 SH SOLE 11,388 -
Dolan Co/The CMN 25659P402 26.72 11,182 SH SOLE 11,182 -
Durect Corp CMN 266605104 17.97 13,515 SH SOLE 13,515 -
EI du Pont de Nemours & Co CMN 263534109 432.61 8,800 SH SOLE 752 8,048
Endeavour International Corp CMN 29259G200 41.30 14,000 SH SOLE 14,000 -
Exeter Resource Corp CMN 301835104 24.33 20,272 SH SOLE 20,272 -
Exide Technologies CMN 302051206 39.15 14,500 SH SOLE 14,500 -
Fastenal Co CMN 311900104 200.19 3,900 SH SOLE 439 3,461
FormFactor Inc CMN 346375108 49.46 10,524 SH SOLE 10,524 -
Frontier Communications Corp CMN 35906A108 42.69 10,700 SH SOLE 10,700 -
FuelCell Energy Inc CMN 35952H106 20.47 21,693 SH SOLE 21,693 -
Gastar Exploration Ltd CMN 367299203 22.22 12,626 SH SOLE 12,626 -
Google Inc CMN 38259P508 317.68 400 SH SOLE 29 371
Hutchinson Technology Inc CMN 448407106 31.28 11,375 SH SOLE 11,375 -
Imation Corp CMN 45245A107 53.80 14,083 SH SOLE 14,083 -
Immunomedics Inc CMN 452907108 28.79 11,944 SH SOLE 11,944 -
Information Services Group Inc CMN 45675Y104 41.30 20,445 SH SOLE 20,445 -
Intel Corp CMN 458140100 351.54 16,100 SH SOLE 293 15,807
International Business Machines CorCMN 459200101 255.96 1,200 SH SOLE 100 1,100
International Tower Hill Mines Ltd CMN 46050R102 22.16 14,581 SH SOLE 14,581 -
Ipass Inc CMN 46261V108 40.31 20,360 SH SOLE 20,360 -
iShares 10+ Year Credit Bond Fund ETP 464289511 659.01 10,900 SH SOLE - 10,900
iShares Barclays 10-20 Year TreasurETP 464288653 1,324.13 9,900 SH SOLE - 9,900
iShares Barclays 1-3 Year Credit BoETP 464288646 6,374.62 60,400 SH SOLE 10,650 49,750
iShares Barclays 1-3 Year Treasury ETP 464287457 3,666.00 43,400 SH SOLE 8,540 34,860
iShares Barclays 20+ Year Treasury ETP 464287432 647.68 5,500 SH SOLE - 5,500
iShares Barclays 3-7 Year Treasury ETP 464288661 753.29 6,100 SH SOLE 3,286 2,814
iShares Barclays 7-10 Year TreasuryETP 464287440 665.51 6,200 SH SOLE - 6,200
iShares Barclays Credit Bond Fund ETP 464288620 1,317.07 11,700 SH SOLE - 11,700
iShares Barclays Intermediate CrediETP 464288638 655.73 5,900 SH SOLE - 5,900
iShares Barclays Intermediate GoverETP 464288612 3,662.99 32,600 SH SOLE 6,438 26,162
iShares Barclays MBS Bond Fund ETP 464288588 669.23 6,200 SH SOLE - 6,200
iShares Barclays TIPS Bond Fund ETP 464287176 2,097.94 17,300 SH SOLE 3,417 13,883
iShares Core S&P 500 ETF ETP 464287200 629.44 4,000 SH SOLE 549 3,451
iShares Core S&P Mid-Cap ETF ETP 464287507 414.25 3,600 SH SOLE 778 2,822
iShares Core S&P Small-Cap ETF ETP 464287804 1,628.02 18,700 SH SOLE 6,000 12,700
iShares Core Total US Bond Market EETP 464287226 2,081.72 18,800 SH SOLE 3,680 15,120
iShares Floating Rate Note Fund ETP 46429B655 653.77 12,900 SH SOLE - 12,900
iShares iBoxx $ High Yield CorporatETP 464288513 5,113.77 54,200 SH SOLE 12,010 42,190
iShares iBoxx Investment Grade CorpETP 464287242 2,757.70 23,000 SH SOLE 3,483 19,517
iShares JPMorgan USD Emerging MarkeETP 464288281 635.20 5,400 SH SOLE - 5,400
iShares Russell 1000 Growth Index FETP 464287614 599.51 8,400 SH SOLE 1,189 7,211
iShares Russell 1000 Index Fund ETP 464287622 627.91 7,200 SH SOLE 1,006 6,194
iShares Russell 1000 Value Index FuETP 464287598 625.01 7,700 SH SOLE 1,098 6,602
iShares Russell 2000 Growth Index FETP 464287648 624.31 5,800 SH SOLE 823 4,977
iShares Russell 2000 Index Fund ETP 464287655 1,633.64 17,300 SH SOLE 5,561 11,739
iShares Russell 2000 Value Index FuETP 464287630 620.19 7,400 SH SOLE 1,052 6,348
iShares Russell 3000 Index Fund ETP 464287689 635.53 6,800 SH SOLE 961 5,839
iShares Russell Midcap Growth IndexETP 464287481 607.87 8,700 SH SOLE 1,281 7,419
iShares Russell Midcap Index Fund ETP 464287499 636.45 5,000 SH SOLE 686 4,314
iShares Russell Midcap Value Index ETP 464287473 530.10 9,300 SH SOLE 1,509 7,791
iShares S&P 500 Growth Index Fund ETP 464287309 617.85 7,500 SH SOLE 1,052 6,448
iShares S&P National Municipal BondETP 464288414 1,333.06 12,100 SH SOLE - 12,100
JPMorgan Chase & Co CMN 46625H100 246.79 5,200 SH SOLE 446 4,754
Kratos Defense & Security SolutionsCMN 50077B207 52.13 10,364 SH SOLE 10,364 -
Ladenburg Thalmann Financial ServicCMN 50575Q102 28.35 17,076 SH SOLE 17,076 -
LCA-Vision Inc CMN 501803308 40.36 12,013 SH SOLE 12,013 -
Martha Stewart Living Omnimedia CMN 573083102 28.94 10,964 SH SOLE 10,964 -
McDonald's Corp CMN 580135101 408.73 4,100 SH SOLE 276 3,824
Microsoft Corp CMN 594918104 225.98 7,900 SH SOLE 1,793 6,107
Microvision Inc CMN 594960304 43.24 27,193 SH SOLE 27,193 -
Nevsun Resources Ltd CMN 64156L101 221.96 57,600 SH SOLE 57,600 -
Northern Dynasty Minerals Ltd CMN 66510M204 83.93 26,458 SH SOLE 26,458 -
Odyssey Marine Exploration Inc CMN 676118102 44.01 13,499 SH SOLE 13,499 -
Paramount Gold and Silver Corp CMN 69924P102 33.37 14,965 SH SOLE 14,965 -
PharmAthene Inc CMN 71714G102 50.83 29,900 SH SOLE 29,900 -
PowerShares 1-30 Laddered Treasury ETP 73936T524 1,287.52 40,000 SH SOLE - 40,000
PowerShares Emerging Markets SovereETP 73936T573 595.60 20,000 SH SOLE - 20,000
PowerShares Fundamental High Yield ETP 73936T557 3,000.80 155,000 SH SOLE 23,352 131,648
PowerShares Insured National MuniciETP 73936T474 1,015.24 40,000 SH SOLE - 40,000
Powershares QQQ Trust Series 1 ETP 73935A104 1,317.33 19,100 SH SOLE 91 19,009
PRGX Global Inc CMN 69357C503 71.61 10,304 SH SOLE 10,304 -
Progenics Pharmaceuticals Inc CMN 743187106 63.67 11,835 SH SOLE 11,835 -
Quantum Corp CMN 747906204 14.72 11,500 SH SOLE 11,500 -
Real Goods Solar Inc CMN 75601N104 18.41 10,258 SH SOLE 10,258 -
Regeneron Pharmaceuticals Inc CMN 75886F107 211.68 1,200 SH SOLE - 1,200
Rentech Inc CMN 760112102 40.19 17,100 SH SOLE 17,100 -
Richmont Mines Inc CMN 76547T106 42.08 15,400 SH SOLE 15,400 -
Rockwell Medical Technologies Inc CMN 774374102 43.99 11,108 SH SOLE 11,108 -
Senomyx Inc CMN 81724Q107 33.10 15,688 SH SOLE 15,688 -
Sigma-Aldrich Corp CMN 826552101 201.89 2,600 SH SOLE 234 2,366
Silicon Image Inc CMN 82705T102 57.83 11,900 SH SOLE 11,900 -
Silvercorp Metals Inc CMN 82835P103 41.30 10,400 SH SOLE 10,400 -
Smith Micro Software Inc CMN 832154108 18.87 14,299 SH SOLE 14,299 -
Solta Medical Inc CMN 83438K103 58.92 26,780 SH SOLE 26,780 -
SPDR Barclays Aggregate Bond ETF ETP 78464A649 1,318.03 22,600 SH SOLE - 22,600
SPDR Barclays High Yield Bond ETF ETP 78464A417 5,553.96 135,100 SH SOLE 24,118 110,982
SPDR Barclays Intermediate Term CorETP 78464A375 590.24 17,000 SH SOLE - 17,000
SPDR Barclays International TreasurETP 78464A516 1,298.70 22,200 SH SOLE - 22,200
SPDR Barclays Long Term Corporate BETP 78464A367 658.36 16,300 SH SOLE - 16,300
SPDR Barclays Short Term Corporate ETP 78464A474 522.75 17,000 SH SOLE - 17,000
SPDR Barclays TIPS ETF ETP 78464A656 1,328.80 22,000 SH SOLE - 22,000
SPDR DB International Government InETP 78464A490 1,303.89 21,000 SH SOLE - 21,000
SPDR Dow Jones Industrial Average EETP 78467X109 1,889.16 13,000 SH SOLE 3,618 9,382
SPDR Nuveen Barclays Municipal BondETP 78464A458 962.00 40,000 SH SOLE - 40,000
SPDR Nuveen Barclays Short Term MunETP 78464A425 974.00 40,000 SH SOLE - 40,000
SPDR S&P 500 ETF Trust ETP 78462F103 2,273.91 14,514 SH SOLE 5,123 9,391
SPDR S&P Dividend ETF ETP 78464A763 805.08 12,200 SH SOLE 6,571 5,629
SPDR S&P MidCap 400 ETF Trust ETP 78467Y107 1,909.50 9,105 SH SOLE 2,515 6,590
Sprott Resource Lending Corp CMN 85207J100 22.28 16,200 SH SOLE 16,200 -
Stereotaxis Inc CMN 85916J409 24.23 12,113 SH SOLE 12,113 -
Sutor Technology Group Ltd CMN 869362103 26.19 16,472 SH SOLE 16,472 -
TeleCommunication Systems Inc CMN 87929J103 33.88 15,194 SH SOLE 15,194 -
Timmins Gold Corp CMN 88741P103 61.27 21,200 SH SOLE 21,200 -
TransAtlantic Petroleum Ltd CMN G89982105 21.87 21,979 SH SOLE 21,979 -
Unilife Corp CMN 90478E103 36.91 16,930 SH SOLE 16,930 -
United Technologies Corp CMN 913017109 420.44 4,500 SH SOLE 376 4,124
Universal Insurance Holdings Inc CMN 91359V107 51.06 10,527 SH SOLE 10,527 -
Uranerz Energy Corp CMN 91688T104 18.31 14,417 SH SOLE 14,417 -
Vanguard Dividend Appreciation ETF ETP 921908844 3,889.44 59,200 SH SOLE 11,743 47,457
Vanguard Intermediate-Term Bond ETFETP 921937819 3,706.06 42,100 SH SOLE 12,640 29,460
Vanguard Intermediate-Term CorporatETP 92206C870 664.01 7,600 SH SOLE - 7,600
Vanguard Long-Term Bond ETF ETP 921937793 3,730.16 40,700 SH SOLE 12,276 28,424
Vanguard Long-Term Corporate Bond EETP 92206C813 651.01 7,300 SH SOLE - 7,300
Vanguard Short-Term Bond ETF ETP 921937827 5,734.09 70,800 SH SOLE 13,901 56,899
Vanguard Short-Term Corporate Bond ETP 92206C409 650.71 8,100 SH SOLE - 8,100
Vanguard Total Bond Market ETF ETP 921937835 2,065.91 24,700 SH SOLE 4,797 19,903
Vanguard Total Stock Market ETF ETP 922908769 631.49 7,800 SH SOLE 1,098 6,702
Venaxis Inc CMN 92262A107 29.81 13,801 SH SOLE 13,801 -
Walt Disney Co/The CMN 254687106 272.64 4,800 SH SOLE 646 4,154
Warren Resources Inc CMN 93564A100 38.28 11,908 SH SOLE 11,908 -
Westell Technologies Inc CMN 957541105 24.61 12,242 SH SOLE 12,242 -
Zale Corp CMN 988858106 42.44 10,800 SH SOLE 10,800 -