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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 | |
|---|---|---|---|---|---|---|
76
Exelon
EXC
$45.3B
| $553K | 0.06% |
+18,358
| New | +$542K |
|
|
DOCU
77
DocuSign
DOCU
$12.2B
| $552K | 0.06% |
+2,485
| New | +$558K |
|
78
Match Group
MTCH
$9.46B
| $539K | 0.06% |
+3,568
| New | +$472K |
|
79
KLA
KLAC
$240B
| $536K | 0.06% |
+20,690
| New | +$482K |
|
80
Synopsys
SNPS
$89.1B
| $528K | 0.06% |
+2,035
| New | +$469K |
|
81
Peloton Interactive
PTON
$2.33B
| $520K | 0.06% |
+3,429
| New | +$418K |
|
82
Cadence Design Systems
CDNS
$95.7B
| $511K | 0.06% |
+3,746
| New | +$439K |
|
83
Biogen
BIIB
$32.7B
| $505K | 0.06% |
+2,061
| New | +$532K |
|
84
Vanguard Real Estate ETF
VNQ
$38.8B
| $501K | 0.06% |
+5,896
| New | +$489K |
|
85
Cintas
CTAS
$81.7B
| $497K | 0.06% |
+5,620
| New | +$488K |
|
86
ASML
ASML
$666B
| $494K | 0.06% |
+1,012
| New | +$426K |
|
87
Microchip Technology
MCHP
$41B
| $482K | 0.06% |
+6,980
| New | +$435K |
|
88
DexCom
DXCM
$33.7B
| $477K | 0.06% |
+5,160
| New | +$461K |
|
89
Xcel Energy
XEL
$48.2B
| $470K | 0.06% |
+7,055
| New | +$492K |
|
|
XLNX
90
DELISTED
Xilinx Inc
XLNX
| $467K | 0.05% |
+3,291
| New | +$428K |
|
91
eBay
EBAY
$45.5B
| $465K | 0.05% |
+9,257
| New | +$473K |
|
|
WBA
92
DELISTED
Walgreens Boots Alliance
WBA
| $464K | 0.05% |
+11,626
| New | +$450K |
|
|
ALXN
93
DELISTED
Alexion Pharmaceuticals
ALXN
| $459K | 0.05% |
+2,938
| New | +$378K |
|
94
Verisk Analytics
VRSK
$24.9B
| $452K | 0.05% |
+2,179
| New | +$424K |
|
95
Paychex
PAYX
$45B
| $450K | 0.05% |
+4,826
| New | +$429K |
|
96
O'Reilly Automotive
ORLY
$71.1B
| $439K | 0.05% |
+14,565
| New | +$440K |
|
97
Marvell Technology
MRVL
$217B
| $428K | 0.05% |
+8,993
| New | +$389K |
|
|
SGEN
98
DELISTED
Seagen Inc. Common Stock
SGEN
| $423K | 0.05% |
+2,416
| New | +$450K |
|
99
NetEase
NTES
$78.6B
| $421K | 0.05% |
+4,392
| New | +$394K |
|
|
ANSS
100
DELISTED
Ansys
ANSS
| $417K | 0.05% |
+1,147
| New | +$384K |
|
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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.