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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 | |
|---|---|---|---|---|---|---|
|
ATVI
76
DELISTED
Activision Blizzard
ATVI
| $3.16K | ﹤0.01% |
48
-35,826
| -100% | -$2.45M |
|
77
Align Technology
ALGN
$11.3B
| $3.16K | ﹤0.01% |
5
-3,621
| -100% | -$2.33M |
|
78
Cadence Design Systems
CDNS
$95.7B
| $3.15K | ﹤0.01% |
17
-12,738
| -100% | -$2.22M |
|
79
Monster Beverage
MNST
$91.5B
| $3.1K | ﹤0.01% |
128
-97,412
| -100% | -$2.17M |
|
80
Paychex
PAYX
$45B
| $3K | ﹤0.01% |
22
-16,568
| -100% | -$2.05M |
|
81
lululemon athletica
LULU
$13.1B
| $2.97K | ﹤0.01% |
8
-5,760
| -100% | -$2.46M |
|
82
Microchip Technology
MCHP
$41B
| $2.95K | ﹤0.01% |
34
-25,242
| -100% | -$2.04M |
|
83
O'Reilly Automotive
ORLY
$71.1B
| $2.9K | ﹤0.01% |
60
-47,355
| -100% | -$2.05M |
|
84
Cognizant
CTSH
$28.7B
| $2.84K | ﹤0.01% |
32
-24,212
| -100% | -$1.95M |
|
85
Cintas
CTAS
$81.7B
| $2.79K | ﹤0.01% |
24
-18,864
| -100% | -$2.03M |
|
86
Datadog
DDOG
$87.2B
| $2.77K | ﹤0.01% |
+16
| New | +$2.72K |
|
|
WBA
87
DELISTED
Walgreens Boots Alliance
WBA
| $2.75K | ﹤0.01% |
53
-39,871
| -100% | -$1.93M |
|
88
American Electric Power
AEP
$66.8B
| $2.73K | ﹤0.01% |
31
-23,058
| -100% | -$1.95M |
|
89
Zscaler
ZS
$30.3B
| $2.73K | ﹤0.01% |
+8
| New | +$2.52K |
|
90
Zoom
ZM
$29.3B
| $2.72K | ﹤0.01% |
15
-11,093
| -100% | -$2.61M |
|
91
Kraft Heinz
KHC
$29.8B
| $2.68K | ﹤0.01% |
75
-56,377
| -100% | -$2.03M |
|
92
CrowdStrike
CRWD
$233B
| $2.57K | ﹤0.01% |
52
-36,716
| -100% | -$2.24M |
|
93
eBay
EBAY
$45.5B
| $2.54K | ﹤0.01% |
38
-29,952
| -100% | -$2.14M |
|
94
Ross Stores
ROST
$73.7B
| $2.48K | ﹤0.01% |
22
-16,452
| -100% | -$1.84M |
|
95
Match Group
MTCH
$9.46B
| $2.28K | ﹤0.01% |
17
-12,740
| -100% | -$1.85M |
|
|
EA
96
DELISTED
Electronic Arts
EA
| $2.27K | ﹤0.01% |
17
-13,107
| -100% | -$1.76M |
|
97
Fastenal
FAST
$58.7B
| $2.25K | ﹤0.01% |
70
-52,974
| -100% | -$1.56M |
|
98
Verisk Analytics
VRSK
$24.9B
| $2.25K | ﹤0.01% |
10
-7,420
| -100% | -$1.62M |
|
99
Xcel Energy
XEL
$48.2B
| $2.23K | ﹤0.01% |
33
-24,795
| -100% | -$1.62M |
|
100
Baidu
BIDU
$32.9B
| $2.2K | ﹤0.01% |
15
-11,639
| -100% | -$1.82M |
|
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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.