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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
+4.73%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.08B
AUM Growth
+$229M
Cap. Flow
+$188M
Cap. Flow %
17.36%
Top 10 Hldgs %
78.98%
Holding
128
New
5
Increased
110
Reduced
9
Closed
4

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$25.1M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$16.1M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$12.6M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$12.4M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$12.2M

Top Sells

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$11.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$11.5M
3
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
+$153K
4
VYM icon
Vanguard High Dividend Yield ETF
VYM
+$146K
5
VCSH icon
Vanguard Short-Term Corporate Bond ETF
VCSH
+$140K

Sector Composition

Rank Sector Weight
1 Miscellaneous 75.41%
2 Technology 11.43%
3 Communication Services 4.57%
4 Consumer Discretionary 4.44%
5 Healthcare 1.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BIDU icon
51
Baidu
BIDU
$32.9B
$1.28M 0.12%
5,895
+2,191
+59% +$572K
ADI icon
52
Analog Devices
ADI
$181B
$1.24M 0.11%
8,008
+3,049
+61% +$469K
ILMN icon
53
Illumina
ILMN
$34.4B
$1.22M 0.11%
3,255
+1,245
+62% +$508K
VRTX icon
54
Vertex Pharmaceuticals
VRTX
$139B
$1.21M 0.11%
5,641
+2,155
+62% +$473K
NXPI icon
55
NXP Semiconductors
NXPI
$57B
$1.21M 0.11%
6,013
+2,257
+60% +$412K
MRNA icon
56
Moderna
MRNA
$57B
$1.14M 0.1%
8,681
+3,370
+63% +$488K
KLAC icon
57
KLA
KLAC
$240B
$1.1M 0.1%
33,450
+12,760
+62% +$384K
REGN icon
58
Regeneron Pharmaceuticals
REGN
$83.2B
$1.08M 0.1%
2,282
+874
+62% +$426K
KHC icon
59
Kraft Heinz
KHC
$29.8B
$1.06M 0.1%
26,568
+10,151
+62% +$366K
KDP icon
60
Keurig Dr Pepper
KDP
$43.4B
$1.05M 0.1%
30,565
+11,670
+62% +$378K
MNST icon
61
Monster Beverage
MNST
$91.5B
$1.04M 0.1%
45,856
+17,516
+62% +$392K
MAR icon
62
Marriott International
MAR
$92.3B
$1.04M 0.1%
7,041
+2,687
+62% +$367K
ASML icon
63
ASML
ASML
$666B
$1.04M 0.1%
1,684
+672
+66% +$373K
WBA
64
DELISTED
Walgreens Boots Alliance
WBA
$1.03M 0.1%
18,764
+7,138
+61% +$353K
VYM icon
65
Vanguard High Dividend Yield ETF
VYM
$82.9B
$1.01M 0.09%
9,956
-1,513
-13% -$146K
PDD icon
66
Pinduoduo
PDD
$121B
$1M 0.09%
7,491
+3,485
+87% +$588K
WDAY icon
67
Workday
WDAY
$47.8B
$970K 0.09%
3,903
+1,491
+62% +$368K
ALGN icon
68
Align Technology
ALGN
$11.3B
$928K 0.09%
1,713
+654
+62% +$362K
EXC icon
69
Exelon
EXC
$45.3B
$928K 0.09%
29,731
+11,373
+62% +$342K
ROST icon
70
Ross Stores
ROST
$73.7B
$928K 0.09%
7,739
+2,964
+62% +$351K
BIIB icon
71
Biogen
BIIB
$32.7B
$924K 0.09%
3,303
+1,242
+60% +$335K
AEP icon
72
American Electric Power
AEP
$66.8B
$914K 0.08%
10,787
+4,128
+62% +$333K
MCHP icon
73
Microchip Technology
MCHP
$41B
$907K 0.08%
11,682
+4,702
+67% +$351K
IDXX icon
74
Idexx Laboratories
IDXX
$42.9B
$906K 0.08%
1,852
+712
+62% +$357K
EBAY icon
75
eBay
EBAY
$45.5B
$905K 0.08%
14,780
+5,523
+60% +$320K
1 2
3
4 5

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Harvest Volatility Management's Q1 2021 Portfolio in Review

As of Q1 2021, Harvest Volatility Management held 128 positions worth $1.08B, up 27% from $855M the previous quarter. Its ten largest holdings account for 79% of the portfolio.

Harvest Volatility Management deployed $188M of net new capital in Q1 2021, opening 5 new positions and adding to 110 existing holdings. Its largest new stake was iShares TIPS Bond ETF: 99,743 shares worth $12.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 75% of assets, down from 81% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was NEOS Nasdaq-100 Hedged Equity Income ETF, an estimated $153K trimmed.

  • Harvest Volatility Management's largest Q1 2021 buy was iShares TIPS Bond ETF: 99,743 shares worth $12.5M.
  • Harvest Volatility Management added most to State Street SPDR S&P 500 ETF Trust in Q1 2021, an estimated $25.1M increase.
  • Harvest Volatility Management's biggest Q1 2021 reduction was NEOS Nasdaq-100 Hedged Equity Income ETF, cutting an estimated $153K.
  • Harvest Volatility Management fully exited iShares US Real Estate ETF in Q1 2021, selling an estimated $11.7M.
  • Harvest Volatility Management's ten largest holdings make up 79% of its $1.08B portfolio in Q1 2021.
  • Harvest Volatility Management opened 5 new positions and closed 4 in Q1 2021.
  • Harvest Volatility Management's portfolio value rose 27% quarter-over-quarter to $1.08B.

Based on Harvest Volatility Management's 13F filing for Q1 2021, filed 6 May 2021.