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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
+13.41%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$855M
AUM Growth
–
Cap. Flow
+$806M
Cap. Flow
% of AUM
94.23%
Top 10 Holdings %
Top 10 Hldgs %
85.59%
Holding
123
New
123
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$323M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$197M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$85.8M |
| 4 |
Apple
AAPL
|
+$18M |
| 5 |
Microsoft
MSFT
|
+$14.3M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 81.02% |
| 2 | Technology | 8.78% |
| 3 | Consumer Discretionary | 3.61% |
| 4 | Communication Services | 3.38% |
| 5 | Healthcare | 1.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ATVI
51
DELISTED
Activision Blizzard
ATVI
| $963K | 0.11% |
+10,374
| New | +$843K |
|
52
CSX Corp
CSX
$95.5B
| $932K | 0.11% |
+30,795
| New | +$885K |
|
53
Lam Research
LRCX
$399B
| $911K | 0.11% |
+19,300
| New | +$812K |
|
54
Autodesk
ADSK
$57.1B
| $899K | 0.11% |
+2,944
| New | +$776K |
|
55
Zoom
ZM
$29.3B
| $881K | 0.1% |
+2,613
| New | +$1.16M |
|
56
Vertex Pharmaceuticals
VRTX
$139B
| $824K | 0.1% |
+3,486
| New | +$800K |
|
57
Baidu
BIDU
$32.9B
| $801K | 0.09% |
+3,704
| New | +$550K |
|
58
Analog Devices
ADI
$181B
| $733K | 0.09% |
+4,959
| New | +$658K |
|
59
Illumina
ILMN
$34.4B
| $723K | 0.08% |
+2,010
| New | +$641K |
|
60
Pinduoduo
PDD
$121B
| $712K | 0.08% |
+4,006
| New | +$479K |
|
61
Regeneron Pharmaceuticals
REGN
$83.2B
| $680K | 0.08% |
+1,408
| New | +$760K |
|
62
Monster Beverage
MNST
$91.5B
| $655K | 0.08% |
+28,340
| New | +$595K |
|
63
Keurig Dr Pepper
KDP
$43.4B
| $605K | 0.07% |
+18,895
| New | +$559K |
|
64
NXP Semiconductors
NXPI
$57B
| $597K | 0.07% |
+3,756
| New | +$554K |
|
65
Cognizant
CTSH
$28.7B
| $588K | 0.07% |
+7,177
| New | +$546K |
|
66
Ross Stores
ROST
$73.7B
| $586K | 0.07% |
+4,775
| New | +$501K |
|
67
lululemon athletica
LULU
$13.1B
| $583K | 0.07% |
+1,675
| New | +$582K |
|
68
Workday
WDAY
$47.8B
| $578K | 0.07% |
+2,412
| New | +$542K |
|
69
Marriott International
MAR
$92.3B
| $574K | 0.07% |
+4,354
| New | +$497K |
|
70
Idexx Laboratories
IDXX
$42.9B
| $570K | 0.07% |
+1,140
| New | +$510K |
|
71
Kraft Heinz
KHC
$29.8B
| $569K | 0.07% |
+16,417
| New | +$533K |
|
72
Align Technology
ALGN
$11.3B
| $566K | 0.07% |
+1,059
| New | +$476K |
|
|
EA
73
DELISTED
Electronic Arts
EA
| $559K | 0.07% |
+3,891
| New | +$502K |
|
74
Moderna
MRNA
$57B
| $555K | 0.06% |
+5,311
| New | +$537K |
|
75
American Electric Power
AEP
$66.8B
| $554K | 0.06% |
+6,659
| New | +$578K |
|
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Harvest Volatility Management's Q4 2020 Portfolio in Review
Q4 2020 is the first quarter with a 13F filing on record for Harvest Volatility Management, which disclosed 123 positions worth $855M. Its ten largest holdings account for 86% of the portfolio.
Its largest position is State Street SPDR S&P 500 ETF Trust: 911,767 shares worth $341M.
By sector, the portfolio is most concentrated in Miscellaneous at 81% of assets, followed by Technology and Consumer Discretionary.
- Harvest Volatility Management's largest Q4 2020 buy was State Street SPDR S&P 500 ETF Trust: 911,767 shares worth $341M.
- Harvest Volatility Management's ten largest holdings make up 86% of its $855M portfolio in Q4 2020.
- Harvest Volatility Management disclosed 123 positions in Q4 2020, its first 13F filing on record.
Based on Harvest Volatility Management's 13F filing for Q4 2020, filed 8 Mar 2021.