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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
+3.65%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$495M
AUM Growth
-$83.3M
Cap. Flow
-$81.1M
Cap. Flow %
-16.37%
Top 10 Hldgs %
47.89%
Holding
146
New
9
Increased
4
Reduced
113
Closed
14

Top Buys

Rank Stock Value
1
ENPH icon
Enphase Energy
ENPH
+$1.67M
2
CSGP icon
CoStar Group
CSGP
+$1.34M
3
GFS icon
GlobalFoundries
GFS
+$1.32M
4
BKR icon
Baker Hughes
BKR
+$1.16M
5
WBD icon
Warner Bros
WBD
+$1.16M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$14.2M
2
PEP icon
PepsiCo
PEP
+$2.69M
3
COST icon
Costco
COST
+$2.35M
4
AVGO icon
Broadcom
AVGO
+$2.2M
5
CSCO icon
Cisco
CSCO
+$2.17M

Sector Composition

Rank Sector Weight
1 Technology 46.96%
2 Communication Services 14.49%
3 Consumer Discretionary 13.77%
4 Healthcare 8.32%
5 Consumer Staples 6.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADP icon
26
Automatic Data Processing
ADP
$113B
$4.19M 0.85%
17,521
-4,526
-21% -$1.11M
ISRG icon
27
Intuitive Surgical
ISRG
$130B
$3.96M 0.8%
14,917
-4,036
-21% -$984K
MDLZ icon
28
Mondelez International
MDLZ
$79.7B
$3.84M 0.78%
57,610
-15,074
-21% -$953K
AMAT icon
29
Applied Materials
AMAT
$383B
$3.54M 0.71%
36,312
-9,354
-20% -$898K
ADI icon
30
Analog Devices
ADI
$181B
$3.53M 0.71%
21,496
-5,791
-21% -$904K
PYPL icon
31
PayPal
PYPL
$52.6B
$3.43M 0.69%
48,141
-13,203
-22% -$1.06M
BKNG icon
32
Booking.com
BKNG
$152B
$3.31M 0.67%
41,050
-11,725
-22% -$890K
REGN icon
33
Regeneron Pharmaceuticals
REGN
$83.2B
$3.27M 0.66%
4,529
-1,160
-20% -$856K
VRTX icon
34
Vertex Pharmaceuticals
VRTX
$139B
$3.13M 0.63%
10,834
-2,767
-20% -$843K
UNH icon
35
UnitedHealth
UNH
$355B
$3.09M 0.62%
5,822
-2,051
-26% -$1.09M
MRNA icon
36
Moderna
MRNA
$57B
$2.9M 0.58%
16,124
-4,587
-22% -$750K
CSX icon
37
CSX Corp
CSX
$95.5B
$2.75M 0.55%
88,674
-25,053
-22% -$753K
FISV
38
Fiserv Inc
FISV
$28B
$2.71M 0.55%
26,808
-7,123
-21% -$709K
ATVI
39
DELISTED
Activision Blizzard
ATVI
$2.52M 0.51%
32,953
-8,480
-20% -$630K
LRCX icon
40
Lam Research
LRCX
$399B
$2.42M 0.49%
57,600
-15,150
-21% -$634K
MU icon
41
Micron Technology
MU
$1.06T
$2.29M 0.46%
45,899
-12,647
-22% -$692K
KLAC icon
42
KLA
KLAC
$240B
$2.26M 0.46%
59,910
-15,340
-20% -$535K
ORLY icon
43
O'Reilly Automotive
ORLY
$71.1B
$2.23M 0.45%
39,660
-10,830
-21% -$582K
CHTR icon
44
Charter Communications
CHTR
$17.7B
$2.23M 0.45%
6,562
-1,923
-23% -$676K
MNST icon
45
Monster Beverage
MNST
$91.5B
$2.22M 0.45%
87,584
-23,744
-21% -$575K
KDP icon
46
Keurig Dr Pepper
KDP
$43.4B
$2.12M 0.43%
59,327
-15,298
-20% -$573K
KHC icon
47
Kraft Heinz
KHC
$29.8B
$2.09M 0.42%
51,320
-13,319
-21% -$506K
SNPS icon
48
Synopsys
SNPS
$89.1B
$2.06M 0.42%
6,459
-1,658
-20% -$519K
AEP icon
49
American Electric Power
AEP
$66.8B
$2.06M 0.42%
21,694
-5,561
-20% -$506K
ASML icon
50
ASML
ASML
$666B
$2M 0.4%
3,661
-836
-19% -$438K
1
2
3 4 5

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Harvest Volatility Management's Q4 2022 Portfolio in Review

As of Q4 2022, Harvest Volatility Management held 146 positions worth $495M, down 14% from $579M the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Harvest Volatility Management withdrew a net $81.1M in Q4 2022, closing 14 positions and reducing 113 holdings. Its most notable exit was Baidu, an estimated $1.12M position sold in full.

By sector, the portfolio is most concentrated in Technology at 47% of assets, up from 47% a quarter earlier, followed by Communication Services and Consumer Discretionary.

Against the trend, Harvest Volatility Management opened a new position in Enphase Energy worth $1.52M.

  • Harvest Volatility Management's largest Q4 2022 buy was Enphase Energy: 5,741 shares worth $1.52M.
  • Harvest Volatility Management added most to Tesla in Q4 2022, an estimated $596K increase.
  • Harvest Volatility Management's biggest Q4 2022 reduction was Apple, cutting an estimated $14.2M.
  • Harvest Volatility Management fully exited Baidu in Q4 2022, selling an estimated $1.12M.
  • Harvest Volatility Management's ten largest holdings make up 48% of its $495M portfolio in Q4 2022.
  • Harvest Volatility Management opened 9 new positions and closed 14 in Q4 2022.
  • Harvest Volatility Management's portfolio value fell 14% quarter-over-quarter to $495M.

Based on Harvest Volatility Management's 13F filing for Q4 2022, filed 9 Feb 2023.