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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
ORLY icon
76
O'Reilly Automotive
ORLY
$71.1B
$1.93M 0.09%
47,415
+17,400
+58% +$696K
WBA
77
DELISTED
Walgreens Boots Alliance
WBA
$1.88M 0.09%
39,924
+15,092
+61% +$728K
AEP icon
78
American Electric Power
AEP
$66.8B
$1.87M 0.09%
23,089
+8,741
+61% +$763K
EA
79
DELISTED
Electronic Arts
EA
$1.87M 0.09%
13,124
+4,911
+60% +$689K
PAYX icon
80
Paychex
PAYX
$45B
$1.87M 0.09%
16,590
+6,240
+60% +$701K
CTSH icon
81
Cognizant
CTSH
$28.7B
$1.8M 0.08%
24,244
+9,098
+60% +$671K
CTAS icon
82
Cintas
CTAS
$81.7B
$1.8M 0.08%
18,888
+6,876
+57% +$673K
ROST icon
83
Ross Stores
ROST
$73.7B
$1.79M 0.08%
16,474
+6,224
+61% +$746K
BIDU icon
84
Baidu
BIDU
$32.9B
$1.79M 0.08%
11,654
+4,223
+57% +$694K
XLNX
85
DELISTED
Xilinx Inc
XLNX
$1.72M 0.08%
11,396
+4,339
+61% +$636K
PDD icon
86
Pinduoduo
PDD
$121B
$1.6M 0.07%
17,609
+6,739
+62% +$655K
OKTA icon
87
Okta
OKTA
$30.2B
$1.56M 0.07%
6,594
+3,017
+84% +$749K
XEL icon
88
Xcel Energy
XEL
$48.2B
$1.55M 0.07%
24,828
+9,374
+61% +$633K
CPRT icon
89
Copart
CPRT
$30.3B
$1.51M 0.07%
43,580
+16,420
+60% +$587K
VRSK icon
90
Verisk Analytics
VRSK
$24.9B
$1.49M 0.07%
7,430
+2,786
+60% +$540K
SGEN
91
DELISTED
Seagen Inc. Common Stock
SGEN
$1.42M 0.07%
8,381
+3,180
+61% +$495K
FAST icon
92
Fastenal
FAST
$58.7B
$1.37M 0.06%
53,044
+20,044
+61% +$544K
ANSS
93
DELISTED
Ansys
ANSS
$1.37M 0.06%
4,014
+1,510
+60% +$545K
PCAR icon
94
PACCAR
PCAR
$66.6B
$1.26M 0.06%
24,020
+9,054
+60% +$502K
SWKS icon
95
Skyworks Solutions
SWKS
$10.1B
$1.25M 0.06%
7,593
+2,850
+60% +$521K
NTES icon
96
NetEase
NTES
$78.6B
$1.18M 0.06%
13,854
+5,199
+60% +$491K
CDW icon
97
CDW
CDW
$18.6B
$1.15M 0.05%
6,339
+2,319
+58% +$438K
SIRI icon
98
SiriusXM
SIRI
$9.61B
$1.14M 0.05%
18,696
+6,939
+59% +$436K
PTON icon
99
Peloton Interactive
PTON
$2.33B
$1.09M 0.05%
12,530
+4,822
+63% +$533K
SPLK
100
DELISTED
Splunk Inc
SPLK
$1.09M 0.05%
7,540
+2,829
+60% +$412K
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.