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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
-0.1%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.14B
AUM Growth
+$901M
Cap. Flow
+$932M
Cap. Flow %
43.55%
Top 10 Hldgs %
79.95%
Holding
115
New
3
Increased
105
Reduced
–
Closed
7

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$394M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$182M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.1M
4
TIP icon
iShares TIPS Bond ETF
TIP
+$32.6M
5
IYR icon
iShares US Real Estate ETF
IYR
+$31.6M

Top Sells

Rank Stock Value
1
XHB icon
State Street SPDR S&P Homebuilders ETF
XHB
+$21.4M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$14.2M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$14.2M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$14.1M
5
ITB icon
iShares US Home Construction ETF
ITB
+$7.14M

Sector Composition

Rank Sector Weight
1 Miscellaneous 69.91%
2 Technology 14.04%
3 Communication Services 5.69%
4 Consumer Discretionary 5.16%
5 Healthcare 2.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATVI
51
DELISTED
Activision Blizzard
ATVI
$2.78M 0.13%
35,874
+13,553
+61% +$1.13M
JD icon
52
JD.com
JD
$38.5B
$2.63M 0.12%
36,409
+13,259
+57% +$978K
TEAM icon
53
Atlassian
TEAM
$47B
$2.48M 0.12%
6,331
+2,451
+63% +$819K
IDXX icon
54
Idexx Laboratories
IDXX
$42.9B
$2.44M 0.11%
3,921
+1,485
+61% +$998K
DXCM icon
55
DexCom
DXCM
$33.7B
$2.44M 0.11%
17,824
+6,708
+60% +$846K
ALGN icon
56
Align Technology
ALGN
$11.3B
$2.41M 0.11%
3,626
+1,355
+60% +$920K
NXPI icon
57
NXP Semiconductors
NXPI
$57B
$2.39M 0.11%
12,222
+4,308
+54% +$895K
KLAC icon
58
KLA
KLAC
$240B
$2.35M 0.11%
70,270
+26,380
+60% +$881K
LULU icon
59
lululemon athletica
LULU
$13.1B
$2.33M 0.11%
5,768
+2,189
+61% +$877K
DOCU
60
DocuSign
DOCU
$12.2B
$2.31M 0.11%
8,968
+3,380
+60% +$974K
MRVL icon
61
Marvell Technology
MRVL
$217B
$2.29M 0.11%
38,013
+14,466
+61% +$867K
CRWD icon
62
CrowdStrike
CRWD
$233B
$2.26M 0.11%
+36,768
New +$2.37M
KDP icon
63
Keurig Dr Pepper
KDP
$43.4B
$2.23M 0.1%
65,424
+24,695
+61% +$864K
MAR icon
64
Marriott International
MAR
$92.3B
$2.23M 0.1%
15,022
+5,677
+61% +$793K
WDAY icon
65
Workday
WDAY
$47.8B
$2.2M 0.1%
8,804
+3,383
+62% +$838K
EXC icon
66
Exelon
EXC
$45.3B
$2.18M 0.1%
63,283
+23,918
+61% +$817K
MNST icon
67
Monster Beverage
MNST
$91.5B
$2.17M 0.1%
97,540
+36,832
+61% +$870K
VRTX icon
68
Vertex Pharmaceuticals
VRTX
$139B
$2.17M 0.1%
11,943
+4,518
+61% +$882K
SNPS icon
69
Synopsys
SNPS
$89.1B
$2.1M 0.1%
7,017
+2,647
+61% +$804K
EBAY icon
70
eBay
EBAY
$45.5B
$2.09M 0.1%
29,990
+10,422
+53% +$747K
KHC icon
71
Kraft Heinz
KHC
$29.8B
$2.08M 0.1%
56,452
+21,313
+61% +$802K
MTCH icon
72
Match Group
MTCH
$9.46B
$2M 0.09%
12,757
+4,990
+64% +$760K
BIIB icon
73
Biogen
BIIB
$32.7B
$1.94M 0.09%
6,868
+2,552
+59% +$836K
MCHP icon
74
Microchip Technology
MCHP
$41B
$1.94M 0.09%
25,276
+9,566
+61% +$717K
CDNS icon
75
Cadence Design Systems
CDNS
$95.7B
$1.93M 0.09%
12,755
+4,773
+60% +$727K
1 2
3
4 5

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Harvest Volatility Management's Q3 2021 Portfolio in Review

As of Q3 2021, Harvest Volatility Management held 115 positions worth $2.14B, up 73% from $1.24B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Harvest Volatility Management deployed $932M of net new capital in Q3 2021, opening 3 new positions and adding to 105 existing holdings. Its largest new stake was iShares US Real Estate ETF: 296,502 shares worth $30.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 70% of assets, up from 68% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the most notable exit was State Street SPDR S&P Homebuilders ETF, an estimated $21.4M sold.

  • Harvest Volatility Management's largest Q3 2021 buy was iShares US Real Estate ETF: 296,502 shares worth $30.4M.
  • Harvest Volatility Management added most to State Street SPDR S&P 500 ETF Trust in Q3 2021, an estimated $394M increase.
  • Harvest Volatility Management fully exited State Street SPDR S&P Homebuilders ETF in Q3 2021, selling an estimated $21.4M.
  • Harvest Volatility Management's ten largest holdings make up 80% of its $2.14B portfolio in Q3 2021.
  • Harvest Volatility Management opened 3 new positions and closed 7 in Q3 2021.
  • Harvest Volatility Management's portfolio value rose 73% quarter-over-quarter to $2.14B.

Based on Harvest Volatility Management's 13F filing for Q3 2021, filed 15 Nov 2021.