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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
MAR icon
51
Marriott International
MAR
$92.3B
$1.98M 0.4%
13,327
-3,852
-22% -$593K
CTAS icon
52
Cintas
CTAS
$81.7B
$1.93M 0.39%
17,116
-4,500
-21% -$487K
CDNS icon
53
Cadence Design Systems
CDNS
$95.7B
$1.86M 0.38%
11,581
-2,953
-20% -$472K
HD icon
54
Home Depot
HD
$328B
$1.85M 0.37%
5,872
-1,333
-19% -$406K
DXCM icon
55
DexCom
DXCM
$33.7B
$1.85M 0.37%
16,293
-4,529
-22% -$497K
GS icon
56
Goldman Sachs
GS
$303B
$1.83M 0.37%
5,339
-1,208
-18% -$421K
EXC icon
57
Exelon
EXC
$45.3B
$1.81M 0.37%
41,929
-10,785
-20% -$426K
MELI icon
58
Mercado Libre
MELI
$97.9B
$1.76M 0.36%
2,084
-546
-21% -$486K
PAYX icon
59
Paychex
PAYX
$45B
$1.75M 0.35%
15,180
-3,881
-20% -$454K
PANW icon
60
Palo Alto Networks
PANW
$312B
$1.75M 0.35%
25,030
-6,158
-20% -$494K
NXPI icon
61
NXP Semiconductors
NXPI
$57B
$1.73M 0.35%
10,946
-2,985
-21% -$473K
AZN icon
62
AstraZeneca
AZN
$255B
$1.72M 0.35%
12,648
-2,789
-18% -$350K
ADSK icon
63
Autodesk
ADSK
$57.1B
$1.7M 0.34%
9,122
-2,345
-20% -$471K
ROST icon
64
Ross Stores
ROST
$73.7B
$1.7M 0.34%
14,652
-3,910
-21% -$399K
BIIB icon
65
Biogen
BIIB
$32.7B
$1.68M 0.34%
6,079
-1,618
-21% -$457K
MCHP icon
66
Microchip Technology
MCHP
$41B
$1.63M 0.33%
23,229
-6,072
-21% -$418K
LULU icon
67
lululemon athletica
LULU
$13.1B
$1.62M 0.33%
5,064
-1,318
-21% -$433K
FTNT icon
68
Fortinet
FTNT
$127B
$1.61M 0.32%
32,852
-8,859
-21% -$462K
XEL icon
69
Xcel Energy
XEL
$48.2B
$1.59M 0.32%
22,656
-6,366
-22% -$424K
PDD icon
70
Pinduoduo
PDD
$121B
$1.58M 0.32%
19,385
-5,030
-21% -$350K
WBA
71
DELISTED
Walgreens Boots Alliance
WBA
$1.55M 0.31%
41,442
-10,533
-20% -$396K
ENPH icon
72
Enphase Energy
ENPH
$5.19B
$1.52M 0.31%
+5,741
New +$1.67M
PCAR icon
73
PACCAR
PCAR
$66.6B
$1.45M 0.29%
22,035
-5,639
-20% -$368K
IDXX icon
74
Idexx Laboratories
IDXX
$42.9B
$1.43M 0.29%
3,507
-916
-21% -$356K
EA
75
DELISTED
Electronic Arts
EA
$1.42M 0.29%
11,644
-3,101
-21% -$389K
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.