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HVM
Harvest Volatility Management Portfolio holdings
AUM
$4.39M
1-Year Est. Return
13.08%
This Fund
S&P 500
This Quarter
Est. Return
-7.23%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$885M
AUM Growth
-$179M
(-17%)
Cap. Flow
-$194M
Cap. Flow
% of AUM
-21.89%
Top 10 Holdings %
Top 10 Hldgs %
52%
Holding
147
New
11
Increased
120
Reduced
–
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$104M |
| 2 |
Microsoft
MSFT
|
+$86.3M |
| 3 |
Amazon
AMZN
|
+$58.7M |
| 4 |
Tesla
TSLA
|
+$36M |
| 5 |
NVIDIA
NVDA
|
+$32.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$594M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$281M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$121M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$29.4M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$15.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 48.02% |
| 2 | Consumer Discretionary | 16.54% |
| 3 | Communication Services | 15.99% |
| 4 | Healthcare | 6.67% |
| 5 | Consumer Staples | 5.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Intuitive Surgical
ISRG
$130B
| $6.57M | 0.74% |
21,777
+21,755
| +98,886% | +$6.36M |
|
27
Starbucks
SBUX
$122B
| $6.37M | 0.72% |
69,987
+69,915
| +97,104% | +$6.6M |
|
28
Booking.com
BKNG
$152B
| $5.9M | 0.67% |
62,775
+62,725
| +125,450% | +$5.86M |
|
29
Automatic Data Processing
ADP
$113B
| $5.82M | 0.66% |
25,558
+25,532
| +98,200% | +$5.47M |
|
30
Charter Communications
CHTR
$17.7B
| $5.74M | 0.65% |
10,513
+10,502
| +95,473% | +$6.17M |
|
31
Micron Technology
MU
$1.06T
| $5.3M | 0.6% |
68,104
+68,036
| +100,053% | +$5.8M |
|
32
Mondelez International
MDLZ
$79.7B
| $5.3M | 0.6% |
84,443
+84,358
| +99,245% | +$5.49M |
|
33
Analog Devices
ADI
$181B
| $5.26M | 0.59% |
31,837
+31,804
| +96,376% | +$5.15M |
|
34
CSX Corp
CSX
$95.5B
| $5M | 0.56% |
133,429
+133,294
| +98,736% | +$4.72M |
|
35
Lam Research
LRCX
$399B
| $4.56M | 0.52% |
84,900
+84,810
| +94,233% | +$4.94M |
|
36
Gilead Sciences
GILD
$185B
| $4.54M | 0.51% |
76,275
+76,198
| +98,958% | +$4.87M |
|
37
Regeneron Pharmaceuticals
REGN
$83.2B
| $4.53M | 0.51% |
6,491
+6,485
| +108,083% | +$4.1M |
|
38
Moderna
MRNA
$57B
| $4.22M | 0.48% |
24,526
+24,501
| +98,004% | +$4.12M |
|
39
Vertex Pharmaceuticals
VRTX
$139B
| $4.05M | 0.46% |
15,507
+15,491
| +96,819% | +$3.68M |
|
|
FISV
40
Fiserv Inc
FISV
$28B
| $4.02M | 0.45% |
39,678
+39,638
| +99,095% | +$4.01M |
|
41
Airbnb
ABNB
$109B
| $3.88M | 0.44% |
22,592
+22,571
| +107,481% | +$3.59M |
|
|
ATVI
42
DELISTED
Activision Blizzard
ATVI
| $3.8M | 0.43% |
47,391
+47,343
| +98,631% | +$3.69M |
|
43
Palo Alto Networks
PANW
$312B
| $3.74M | 0.42% |
36,012
+35,976
| +99,933% | +$3.22M |
|
44
Marvell Technology
MRVL
$217B
| $3.68M | 0.42% |
51,323
+51,273
| +102,546% | +$3.69M |
|
45
Mercado Libre
MELI
$97.9B
| $3.67M | 0.41% |
3,086
+3,083
| +102,767% | +$3.36M |
|
46
Marriott International
MAR
$92.3B
| $3.49M | 0.39% |
19,868
+19,848
| +99,240% | +$3.3M |
|
47
UnitedHealth
UNH
$355B
| $3.4M | 0.38% |
6,668
+6,665
| +222,167% | +$3.21M |
|
48
ASML
ASML
$666B
| $3.38M | 0.38% |
5,063
+5,058
| +101,160% | +$3.39M |
|
49
KLA
KLAC
$240B
| $3.36M | 0.38% |
91,730
+91,640
| +101,822% | +$3.43M |
|
50
Illumina
ILMN
$34.4B
| $3.35M | 0.38% |
9,841
+9,831
| +98,310% | +$3.32M |
|
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Harvest Volatility Management's Q1 2022 Portfolio in Review
As of Q1 2022, Harvest Volatility Management held 147 positions worth $885M, down 17% from $1.06B the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Harvest Volatility Management withdrew a net $194M in Q1 2022, closing 8 positions. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $594M position sold in full.
By sector, the portfolio is most concentrated in Technology at 48% of assets, up from 0.04% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Old Dominion Freight Line worth $2.09M.
- Harvest Volatility Management's largest Q1 2022 buy was Old Dominion Freight Line: 14,008 shares worth $2.09M.
- Harvest Volatility Management added most to Apple in Q1 2022, an estimated $104M increase.
- Harvest Volatility Management fully exited State Street SPDR S&P 500 ETF Trust in Q1 2022, selling an estimated $594M.
- Harvest Volatility Management's ten largest holdings make up 52% of its $885M portfolio in Q1 2022.
- Harvest Volatility Management opened 11 new positions and closed 8 in Q1 2022.
- Harvest Volatility Management's portfolio value fell 17% quarter-over-quarter to $885M.
Based on Harvest Volatility Management's 13F filing for Q1 2022, filed 16 May 2022.