Rotella Capital Management,

Inc. (Orion Fund LLC)

Fund Investment Objectives

The ROTELLA ORION FUND LLC (SHORT-TERM) was launched in March 2006 to leverage Rotella's systematic trading infrastructure in a high frequency, short-term investment strategy. The benefit of a short-term strategy is the ability to produce attractive risk adjusted returns in an array of market conditions. Many of the core models in Orion are based upon Robert Rotella's early experience and since inception the program has produced consistent returns with very low correlation to traditional investments, hedge funds, and diversified CTAs. Orion is designed to produce optimal risk-adjusted returns from short-term price movements in global commodity, interest rate, currency, and equity index markets. Orion utilizes multiple models to maintain diversification within an average holding period of 1-10 days.