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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
PFF icon
76
iShares Preferred and Income Securities ETF
PFF
$13.1B
$905K 0.08%
23,573
-3,615
-13% -$137K
JNK icon
77
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.68B
$902K 0.08%
8,286
-1,266
-13% -$138K
CTSH icon
78
Cognizant
CTSH
$28.7B
$900K 0.08%
11,522
+4,345
+61% +$336K
VCSH icon
79
Vanguard Short-Term Corporate Bond ETF
VCSH
$45.1B
$892K 0.08%
10,818
-1,687
-13% -$140K
TOTL icon
80
State Street DoubleLine Total Return Tactical ETF
TOTL
$4B
$881K 0.08%
18,274
-2,778
-13% -$136K
QQQH
81
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
$382M
$878K 0.08%
16,370
-2,780
-15% -$153K
VWOB icon
82
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.25B
$849K 0.08%
10,952
-1,672
-13% -$133K
EA
83
DELISTED
Electronic Arts
EA
$845K 0.08%
6,242
+2,351
+60% +$326K
LULU icon
84
lululemon athletica
LULU
$13.1B
$831K 0.08%
2,711
+1,036
+62% +$340K
CDNS icon
85
Cadence Design Systems
CDNS
$95.7B
$829K 0.08%
6,054
+2,308
+62% +$310K
DOCU
86
DocuSign
DOCU
$12.2B
$820K 0.08%
4,048
+1,563
+63% +$362K
SNPS icon
87
Synopsys
SNPS
$89.1B
$818K 0.08%
3,303
+1,268
+62% +$322K
MTCH icon
88
Match Group
MTCH
$9.46B
$802K 0.07%
5,835
+2,267
+64% +$341K
CTAS icon
89
Cintas
CTAS
$81.7B
$777K 0.07%
9,108
+3,488
+62% +$295K
XEL icon
90
Xcel Energy
XEL
$48.2B
$776K 0.07%
11,672
+4,617
+65% +$292K
ORLY icon
91
O'Reilly Automotive
ORLY
$71.1B
$771K 0.07%
22,785
+8,220
+56% +$255K
PAYX icon
92
Paychex
PAYX
$45B
$767K 0.07%
7,827
+3,001
+62% +$276K
DXCM icon
93
DexCom
DXCM
$33.7B
$749K 0.07%
8,336
+3,176
+62% +$298K
ALXN
94
DELISTED
Alexion Pharmaceuticals
ALXN
$730K 0.07%
4,772
+1,834
+62% +$284K
MRVL icon
95
Marvell Technology
MRVL
$217B
$715K 0.07%
14,590
+5,597
+62% +$274K
PCAR icon
96
PACCAR
PCAR
$66.6B
$700K 0.06%
11,298
+4,327
+62% +$270K
NTES icon
97
NetEase
NTES
$78.6B
$672K 0.06%
6,512
+2,120
+48% +$240K
XLNX
98
DELISTED
Xilinx Inc
XLNX
$660K 0.06%
5,325
+2,034
+62% +$271K
SWKS icon
99
Skyworks Solutions
SWKS
$10.1B
$657K 0.06%
3,580
+1,350
+61% +$235K
PTON icon
100
Peloton Interactive
PTON
$2.33B
$643K 0.06%
5,722
+2,293
+67% +$304K
2 3
4
5 6

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SWS
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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.