RCM

Rotella Capital Management Portfolio holdings

AUM $1.47M

1-Year Return 12.33%

2016 Q2 2016 Q1 2015 Q4 2015 Q3 2015 Q2 2015 Q1 2014 Q4 2014 Q3 2014 Q2 2014 Q1 2013 Q4 2013 Q3 2013 Q2

This Quarter Return

-1.81%

1 Year Return

-12.33%

3 Year Return

+26.57%

5 Year Return

–

10 Year Return

–

AUM

$95.3M

AUM Growth

-$22.8M (-19%)

Cap. Flow

-$21.2M

Cap. Flow % of AUM

-22.24%

Top 10 Holdings % Top 10 Hldgs %

32.49%

Holding

506

New

136

Increased

Reduced

Closed

196

Top Buys

1	SPDR S&P 500 ETF Trust SPY	$3.33M
2	FMC FMC	$1.93M
3	Mattel MAT	$1.8M
4	Vanguard Total Bond Market BND	$975K
5	Intel INTC	$949K

Top Sells

1	iShares 1-5 Year Investment Grade Corporate Bond ETF IGSB	$2.7M
2	iShares JPMorgan USD Emerging Markets Bond ETF EMB	$2.51M
3	iShares iBoxx $ High Yield Corporate Bond ETF HYG	$1.78M
4	iShares TIPS Bond ETF TIP	$1.63M
5	iShares iBoxx $ Investment Grade Corporate Bond ETF LQD	$1.51M

Sector Composition

1	Consumer Discretionary	7.95%
2	Technology	7.7%
3	Materials	6.49%
4	Industrials	4.45%
5	Healthcare	4.04%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
201	MGIC 201 Magic Software Enterprises MGIC $964M	$74K	0.08%	+10,742	New	+$74K
202	202 Riot Platforms RIOT $4.91B	$74K	0.08%	5,587 +445	+9%	+$5.89K
203	NOR 203 DELISTED NORANDA ALUM HLDG CORP COM NEW NOR	$74K	0.08%	2,334 -1,486	-39%	-$47.1K
204	CVO 204 DELISTED Cenevo, Inc. CVO	$73K	0.08%	3,709 -2,987	-45%	-$58.8K
205	IO 205 DELISTED ION Geophysical Corporation IO	$72K	0.08%	+1,727	New	+$72K
206	ONE 206 DELISTED HIGHER ONE HOLDINGS, INC COM STK ONE	$71K	0.07%	28,724 +1,140	+4%	+$2.82K
207	207 Quantum Corp QMCO $98.8M	$70K	0.07%	378 -19	-5%	-$3.52K
208	208 Gold Resource Corp GORO $103M	$68K	0.07%	13,293 -1,400	-10%	-$7.16K
209	209 SiriusXM SIRI $8.1B	$68K	0.07%	+1,950	New	+$68K
210	ACW 210 DELISTED Accuride Corp ACW	$68K	0.07%	18,019 +7,500	+71%	+$28.3K
211	SURG 211 DELISTED SYNERGETICS USA, INC. SURG	$68K	0.07%	+19,811	New	+$68K
212	212 Cyclacel Pharmaceuticals CYCC $15.9M	–	–	0	–	-$115K
213	213 First Bancorp FBP $3.54B	$67K	0.07%	+14,077	New	+$67K
214	214 Great Elm Group GEG $79.7M	$67K	0.07%	+3,012	New	+$67K
215	215 Radiant Logistics RLGT $305M	$67K	0.07%	18,204 +7,198	+65%	+$26.5K
216	HIL 216 DELISTED Hill International, Inc. Common Stock HIL	$67K	0.07%	+16,862	New	+$67K
217	CRDC 217 DELISTED CARDICA INC COM NEW (DE) CRDC	$67K	0.07%	6,249 +1,679	+37%	+$18K
218	218 Danaos Corp DAC $1.75B	$65K	0.07%	906 +38	+4%	+$2.73K
219	219 Inuvo INUV $49M	$65K	0.07%	+4,460	New	+$65K
220	220 Kinross Gold KGC $26.9B	$65K	0.07%	19,700 +8,500	+76%	+$28K
221	IMN 221 DELISTED Imation IMN	$65K	0.07%	22,128 -32,200	-59%	-$94.6K
222	BPZ 222 DELISTED BPZ RESOURCES INC COM STK BPZ	$65K	0.07%	34,158 +4,674	+16%	+$8.89K
223	223 BlueLinx BXC $680M	$64K	0.07%	4,880 +3,335	+216%	+$43.7K
224	224 InfuSystem Holdings INFU $208M	$63K	0.07%	20,287 +5,013	+33%	+$15.6K
225	TELL 225 DELISTED Tellurian Inc. TELL	$63K	0.07%	3,714 +1,249	+51%	+$21.2K