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

Harvest Volatility 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
2022 Q1	–	Sell	-1,249,800	Closed	-$594M	–	145
2021 Q4	$594M	Sell	1,249,800 -593,400	-32%	-$272M	55.77%	1
2021 Q3	$791M	Buy	1,843,200 +894,033	+94%	+$394M	36.98%	1
2021 Q2	$406M	Sell	949,167 -27,800	-3%	-$11.6M	32.81%	1
2021 Q1	$387M	Buy	976,967 +65,200	+7%	+$25.1M	35.72%	1
2020 Q4	$341M	Buy	+911,767	New	+$323M	39.87%	1

Other funds holding SPY

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $1.28T AUM 58.89% 1-Year Est. Return

TD Asset Management Toronto, Ontario, Canada $115B AUM 41.58% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

Citigroup New York $303B AUM 53.02% 1-Year Est. Return

HRT Financial New York $54.8B AUM 81.03% 1-Year Est. Return

Harvest Volatility Management's SPY Position: Q1 2022 in Review

Harvest Volatility Management sold out of State Street SPDR S&P 500 ETF Trust (SPY) in Q1 2022, closing a stake of 1,249,800 shares — an estimated $594M sold.

Harvest Volatility Management first reported a position in SPY in Q4 2020 and held it in 5 quarters. The position peaked at $791M in Q3 2021. 3,135 funds tracked by Wall St. Rank hold SPY as of Q1 2022.

Harvest Volatility Management reported no remaining State Street SPDR S&P 500 ETF Trust position as of Q1 2022 after selling out during the quarter.
Harvest Volatility Management sold 1,249,800 State Street SPDR S&P 500 ETF Trust shares in Q1 2022, an estimated $594M.
Harvest Volatility Management first reported a position in State Street SPDR S&P 500 ETF Trust in Q4 2020 and held it in 5 quarters.
Harvest Volatility Management's State Street SPDR S&P 500 ETF Trust position peaked at $791M in Q3 2021.
3,135 funds tracked by Wall St. Rank held State Street SPDR S&P 500 ETF Trust as of Q1 2022.

Based on Harvest Volatility Management's 13F filing for Q1 2022, filed 16 May 2022.