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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
+6.05%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.06B
AUM Growth
-$1.07B
(-50%)
Cap. Flow
-$1.2B
Cap. Flow
% of AUM
-113.12%
Top 10 Holdings %
Top 10 Hldgs %
99.62%
Holding
143
New
35
Increased
–
Reduced
101
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard High Dividend Yield ETF
VYM
|
+$1.08M |
| 2 |
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
|
+$920K |
| 3 |
iShares Preferred and Income Securities ETF
PFF
|
+$916K |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$898K |
| 5 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$884K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$272M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$130M |
| 3 |
Apple
AAPL
|
+$79.1M |
| 4 |
Microsoft
MSFT
|
+$73.8M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$62.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 99.91% |
| 2 | Technology | 0.04% |
| 3 | Communication Services | 0.02% |
| 4 | Consumer Discretionary | 0.01% |
| 5 | Healthcare | 0.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
CSX Corp
CSX
$95.5B
| $5.09K | ﹤0.01% |
135
-103,911
| -100% | -$3.66M |
|
52
Marvell Technology
MRVL
$217B
| $4.4K | ﹤0.01% |
50
-37,963
| -100% | -$2.84M |
|
|
FISV
53
Fiserv Inc
FISV
$28B
| $4.18K | ﹤0.01% |
40
-30,505
| -100% | -$3.15M |
|
54
Mercado Libre
MELI
$97.9B
| $4.13K | ﹤0.01% |
3
-2,265
| -100% | -$3.18M |
|
55
Regeneron Pharmaceuticals
REGN
$83.2B
| $4.06K | ﹤0.01% |
6
-4,842
| -100% | -$2.98M |
|
56
KLA
KLAC
$240B
| $3.98K | ﹤0.01% |
90
-70,180
| -100% | -$2.71M |
|
57
ASML
ASML
$666B
| $3.93K | ﹤0.01% |
5
-3,725
| -100% | -$2.96M |
|
58
Lucid Motors
LCID
$2.01B
| $3.79K | ﹤0.01% |
+10
| New | +$3.77K |
|
59
Autodesk
ADSK
$57.1B
| $3.77K | ﹤0.01% |
13
-10,138
| -100% | -$2.95M |
|
60
NXP Semiconductors
NXPI
$57B
| $3.7K | ﹤0.01% |
16
-12,206
| -100% | -$2.6M |
|
61
Illumina
ILMN
$34.4B
| $3.62K | ﹤0.01% |
10
-7,415
| -100% | -$2.81M |
|
62
Fortinet
FTNT
$127B
| $3.56K | ﹤0.01% |
+50
| New | +$3.29K |
|
63
Airbnb
ABNB
$109B
| $3.5K | ﹤0.01% |
+21
| New | +$3.7K |
|
64
Exelon
EXC
$45.3B
| $3.45K | ﹤0.01% |
84
-63,199
| -100% | -$2.38M |
|
65
Synopsys
SNPS
$89.1B
| $3.42K | ﹤0.01% |
9
-7,008
| -100% | -$2.36M |
|
66
Vertex Pharmaceuticals
VRTX
$139B
| $3.41K | ﹤0.01% |
16
-11,927
| -100% | -$2.32M |
|
67
Idexx Laboratories
IDXX
$42.9B
| $3.4K | ﹤0.01% |
5
-3,916
| -100% | -$2.46M |
|
68
Palo Alto Networks
PANW
$312B
| $3.32K | ﹤0.01% |
+36
| New | +$3.11K |
|
69
Marriott International
MAR
$92.3B
| $3.28K | ﹤0.01% |
20
-15,002
| -100% | -$2.36M |
|
70
Atlassian
TEAM
$47B
| $3.26K | ﹤0.01% |
9
-6,322
| -100% | -$2.54M |
|
71
Workday
WDAY
$47.8B
| $3.22K | ﹤0.01% |
12
-8,792
| -100% | -$2.44M |
|
|
XLNX
72
DELISTED
Xilinx Inc
XLNX
| $3.21K | ﹤0.01% |
15
-11,381
| -100% | -$2.24M |
|
73
Keurig Dr Pepper
KDP
$43.4B
| $3.19K | ﹤0.01% |
87
-65,337
| -100% | -$2.3M |
|
74
JD.com
JD
$38.5B
| $3.17K | ﹤0.01% |
45
-36,364
| -100% | -$2.88M |
|
75
DexCom
DXCM
$33.7B
| $3.17K | ﹤0.01% |
24
-17,800
| -100% | -$2.56M |
|
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Harvest Volatility Management's Q4 2021 Portfolio in Review
As of Q4 2021, Harvest Volatility Management held 143 positions worth $1.06B, down 50% from $2.14B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Harvest Volatility Management withdrew a net $1.2B in Q4 2021, closing 7 positions and reducing 101 holdings. Its most notable exit was CDW, an estimated $1.15M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 100% of assets, up from 70% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Vanguard High Dividend Yield ETF worth $1.12M.
- Harvest Volatility Management's largest Q4 2021 buy was Vanguard High Dividend Yield ETF: 9,956 shares worth $1.12M.
- Harvest Volatility Management's biggest Q4 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $272M.
- Harvest Volatility Management fully exited CDW in Q4 2021, selling an estimated $1.15M.
- Harvest Volatility Management's ten largest holdings make up 100% of its $1.06B portfolio in Q4 2021.
- Harvest Volatility Management opened 35 new positions and closed 7 in Q4 2021.
- Harvest Volatility Management's portfolio value fell 50% quarter-over-quarter to $1.06B.
Based on Harvest Volatility Management's 13F filing for Q4 2021, filed 14 Feb 2022.