We are live on
!
Find out more
HVM
Harvest Volatility Management Portfolio holdings
AUM
$4.39M
1-Year Est. Return
13.08%
This Fund
S&P 500
This Quarter
Est. Return
+6.05%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.06B
AUM Growth
-$1.07B
(-50%)
Cap. Flow
-$1.2B
Cap. Flow
% of AUM
-113.12%
Top 10 Holdings %
Top 10 Hldgs %
99.62%
Holding
143
New
35
Increased
–
Reduced
101
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard High Dividend Yield ETF
VYM
|
+$1.08M |
| 2 |
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
|
+$920K |
| 3 |
iShares Preferred and Income Securities ETF
PFF
|
+$916K |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$898K |
| 5 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$884K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$272M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$130M |
| 3 |
Apple
AAPL
|
+$79.1M |
| 4 |
Microsoft
MSFT
|
+$73.8M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$62.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 99.91% |
| 2 | Technology | 0.04% |
| 3 | Communication Services | 0.02% |
| 4 | Consumer Discretionary | 0.01% |
| 5 | Healthcare | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Netflix
NFLX
$332B
| $16.3K | ﹤0.01% |
270
-203,850
| -100% | -$13M |
|
27
Costco
COST
$415B
| $15.3K | ﹤0.01% |
27
-20,362
| -100% | -$10.4M |
|
28
PepsiCo
PEP
$191B
| $14.7K | ﹤0.01% |
84
-63,686
| -100% | -$10.4M |
|
29
Comcast
CMCSA
$93.7B
| $14K | ﹤0.01% |
278
-211,145
| -100% | -$11M |
|
30
PayPal
PYPL
$52.6B
| $13.5K | ﹤0.01% |
72
-54,171
| -100% | -$11.7M |
|
31
Intel
INTC
$487B
| $12.8K | ﹤0.01% |
248
-187,029
| -100% | -$9.56M |
|
32
Qualcomm
QCOM
$176B
| $12.5K | ﹤0.01% |
68
-51,987
| -100% | -$8.32M |
|
33
Intuit
INTU
$95.2B
| $11.1K | ﹤0.01% |
17
-12,588
| -100% | -$7.77M |
|
34
Texas Instruments
TXN
$243B
| $10.6K | ﹤0.01% |
56
-42,535
| -100% | -$8.17M |
|
35
Advanced Micro Devices
AMD
$778B
| $10.6K | ﹤0.01% |
74
-55,897
| -100% | -$7.51M |
|
36
Honeywell
HON
$69.9B
| $9.42K | ﹤0.01% |
48
-33,752
| -100% | -$6.81M |
|
37
T-Mobile US
TMUS
$191B
| $8.84K | ﹤0.01% |
76
-57,533
| -100% | -$6.77M |
|
38
Applied Materials
AMAT
$383B
| $8.67K | ﹤0.01% |
55
-41,598
| -100% | -$6.03M |
|
39
Amgen
AMGN
$236B
| $8.45K | ﹤0.01% |
37
-26,155
| -100% | -$5.52M |
|
40
Starbucks
SBUX
$122B
| $8.37K | ﹤0.01% |
72
-54,345
| -100% | -$6.13M |
|
41
Intuitive Surgical
ISRG
$130B
| $7.83K | ﹤0.01% |
22
-16,409
| -100% | -$5.65M |
|
42
Charter Communications
CHTR
$17.7B
| $7.12K | ﹤0.01% |
11
-8,451
| -100% | -$5.75M |
|
43
Micron Technology
MU
$1.06T
| $6.36K | ﹤0.01% |
68
-51,891
| -100% | -$4.05M |
|
44
Automatic Data Processing
ADP
$113B
| $6.34K | ﹤0.01% |
26
-19,481
| -100% | -$4.41M |
|
45
Moderna
MRNA
$57B
| $6.28K | ﹤0.01% |
25
-18,580
| -100% | -$5.43M |
|
46
Lam Research
LRCX
$399B
| $6.17K | ﹤0.01% |
90
-65,210
| -100% | -$4.09M |
|
47
Booking.com
BKNG
$152B
| $5.96K | ﹤0.01% |
50
-46,500
| -100% | -$4.41M |
|
48
Analog Devices
ADI
$181B
| $5.76K | ﹤0.01% |
33
-24,752
| -100% | -$4.39M |
|
49
Mondelez International
MDLZ
$79.7B
| $5.64K | ﹤0.01% |
85
-64,427
| -100% | -$3.98M |
|
50
Gilead Sciences
GILD
$185B
| $5.56K | ﹤0.01% |
77
-57,782
| -100% | -$3.98M |
|
Similar funds
QC
CU
PWA
SWS
MC
KIM
JDR
RVM
Harvest Volatility Management's Q4 2021 Portfolio in Review
As of Q4 2021, Harvest Volatility Management held 143 positions worth $1.06B, down 50% from $2.14B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Harvest Volatility Management withdrew a net $1.2B in Q4 2021, closing 7 positions and reducing 101 holdings. Its most notable exit was CDW, an estimated $1.15M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 100% of assets, up from 70% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Vanguard High Dividend Yield ETF worth $1.12M.
- Harvest Volatility Management's largest Q4 2021 buy was Vanguard High Dividend Yield ETF: 9,956 shares worth $1.12M.
- Harvest Volatility Management's biggest Q4 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $272M.
- Harvest Volatility Management fully exited CDW in Q4 2021, selling an estimated $1.15M.
- Harvest Volatility Management's ten largest holdings make up 100% of its $1.06B portfolio in Q4 2021.
- Harvest Volatility Management opened 35 new positions and closed 7 in Q4 2021.
- Harvest Volatility Management's portfolio value fell 50% quarter-over-quarter to $1.06B.
Based on Harvest Volatility Management's 13F filing for Q4 2021, filed 14 Feb 2022.