Rotella Capital Management’s State Street SPDR S&P 500 ETF Trust SPY Stock Holding History

Rotella Capital Management’s Portfolio SPY Stock Details SPY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q1	–	Sell	-9,614	Closed	-$1.96M	–	209
2015 Q4	$1.96M	Buy	9,614 +3,414	+55%	+$701K	1.75%	1
2015 Q3	$1.19M	Buy	6,200 +3,700	+148%	+$751K	0.38%	140
2015 Q2	$515K	Sell	2,500 -25,614	-91%	-$5.39M	0.42%	48
2015 Q1	$5.8M	Buy	28,114 +9,400	+50%	+$1.94M	4.86%	1
2014 Q4	$3.85M	Sell	18,714 -4,500	-19%	-$905K	3.33%	2
2014 Q3	$4.57M	Buy	23,214 +16,900	+268%	+$3.34M	4.8%	2
2014 Q2	$1.24M	Sell	6,314 -5,286	-46%	-$1.01M	1.05%	20
2014 Q1	$2.17M	Buy	11,600 +2,786	+32%	+$511K	2.65%	12
2013 Q4	$1.63M	Sell	8,814 -7,386	-46%	-$1.31M	3.22%	9
2013 Q3	$2.72M	Buy	16,200 +4,786	+42%	+$802K	5.07%	2
2013 Q2	$1.83M	Buy	+11,414	New	+$1.84M	5.82%	2

Other funds holding SPY

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

Rotella Capital Management's SPY Position: Q1 2016 in Review

Rotella Capital Management sold out of State Street SPDR S&P 500 ETF Trust (SPY) in Q1 2016, closing a stake of 9,614 shares — an estimated $1.96M sold.

Rotella Capital Management first reported a position in SPY in Q2 2013 and held it in 11 quarters. The position peaked at $5.8M in Q1 2015. 1,490 funds tracked by Wall St. Rank hold SPY as of Q1 2016.

Rotella Capital Management reported no remaining State Street SPDR S&P 500 ETF Trust position as of Q1 2016 after selling out during the quarter.
Rotella Capital Management sold 9,614 State Street SPDR S&P 500 ETF Trust shares in Q1 2016, an estimated $1.96M.
Rotella Capital Management first reported a position in State Street SPDR S&P 500 ETF Trust in Q2 2013 and held it in 11 quarters.
Rotella Capital Management's State Street SPDR S&P 500 ETF Trust position peaked at $5.8M in Q1 2015.
1,490 funds tracked by Wall St. Rank held State Street SPDR S&P 500 ETF Trust as of Q1 2016.

Based on Rotella Capital Management's 13F filing for Q1 2016, filed 13 May 2016.