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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
-7.23%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$885M
AUM Growth
-$179M
(-17%)
Cap. Flow
-$194M
Cap. Flow
% of AUM
-21.89%
Top 10 Holdings %
Top 10 Hldgs %
52%
Holding
147
New
11
Increased
120
Reduced
–
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$104M |
| 2 |
Microsoft
MSFT
|
+$86.3M |
| 3 |
Amazon
AMZN
|
+$58.7M |
| 4 |
Tesla
TSLA
|
+$36M |
| 5 |
NVIDIA
NVDA
|
+$32.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$594M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$281M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$121M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$29.4M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$15.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 48.02% |
| 2 | Consumer Discretionary | 16.54% |
| 3 | Communication Services | 15.99% |
| 4 | Healthcare | 6.67% |
| 5 | Consumer Staples | 5.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
AstraZeneca
AZN
$255B
| $2.3M | 0.26% |
+17,360
| New | +$2.08M |
|
77
Dollar Tree
DLTR
$23.8B
| $2.19M | 0.25% |
13,693
+13,679
| +97,707% | +$1.93M |
|
|
EA
78
DELISTED
Electronic Arts
EA
| $2.17M | 0.24% |
17,121
+17,104
| +100,612% | +$2.23M |
|
79
Verisk Analytics
VRSK
$24.9B
| $2.11M | 0.24% |
9,815
+9,805
| +98,050% | +$1.93M |
|
80
JD.com
JD
$38.5B
| $2.1M | 0.24% |
36,334
+36,289
| +80,642% | +$2.47M |
|
81
Align Technology
ALGN
$11.3B
| $2.09M | 0.24% |
4,802
+4,797
| +95,940% | +$2.33M |
|
82
Old Dominion Freight Line
ODFL
$41.5B
| $2.09M | 0.24% |
+14,008
| New | +$2.18M |
|
83
Fastenal
FAST
$58.7B
| $2.08M | 0.24% |
70,052
+69,982
| +99,974% | +$1.96M |
|
84
Zscaler
ZS
$30.3B
| $2.06M | 0.23% |
8,523
+8,515
| +106,438% | +$2.09M |
|
85
eBay
EBAY
$45.5B
| $2.05M | 0.23% |
35,748
+35,710
| +93,974% | +$2.08M |
|
86
Home Depot
HD
$328B
| $2.03M | 0.23% |
6,776
+6,773
| +225,767% | +$2.35M |
|
87
Baidu
BIDU
$32.9B
| $1.95M | 0.22% |
14,722
+14,707
| +98,047% | +$2.22M |
|
88
Ross Stores
ROST
$73.7B
| $1.95M | 0.22% |
21,496
+21,474
| +97,609% | +$2.05M |
|
89
Goldman Sachs
GS
$303B
| $1.94M | 0.22% |
5,885
+5,882
| +196,067% | +$2.08M |
|
90
Match Group
MTCH
$9.46B
| $1.89M | 0.21% |
17,361
+17,344
| +102,024% | +$1.92M |
|
91
Biogen
BIIB
$32.7B
| $1.89M | 0.21% |
8,955
+8,946
| +99,400% | +$1.95M |
|
92
PACCAR
PCAR
$66.6B
| $1.86M | 0.21% |
31,740
+31,708
| +99,088% | +$1.93M |
|
93
Copart
CPRT
$30.3B
| $1.81M | 0.2% |
57,724
+57,668
| +102,979% | +$1.83M |
|
94
Zoom
ZM
$29.3B
| $1.73M | 0.2% |
14,753
+14,738
| +98,253% | +$2M |
|
|
ANSS
95
DELISTED
Ansys
ANSS
| $1.69M | 0.19% |
5,316
+5,311
| +106,220% | +$1.73M |
|
96
Visa
V
$709B
| $1.62M | 0.18% |
7,289
+7,286
| +242,867% | +$1.58M |
|
|
SGEN
97
DELISTED
Seagen Inc. Common Stock
SGEN
| $1.61M | 0.18% |
11,176
+11,165
| +101,500% | +$1.51M |
|
98
SiriusXM
SIRI
$9.61B
| $1.59M | 0.18% |
24,013
+23,989
| +99,954% | +$1.51M |
|
99
VeriSign
VRSN
$26.6B
| $1.49M | 0.17% |
6,715
+6,708
| +95,829% | +$1.46M |
|
100
McDonald's
MCD
$184B
| $1.46M | 0.16% |
5,885
+5,882
| +196,067% | +$1.47M |
|
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Harvest Volatility Management's Q1 2022 Portfolio in Review
As of Q1 2022, Harvest Volatility Management held 147 positions worth $885M, down 17% from $1.06B the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Harvest Volatility Management withdrew a net $194M in Q1 2022, closing 8 positions. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $594M position sold in full.
By sector, the portfolio is most concentrated in Technology at 48% of assets, up from 0.04% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Old Dominion Freight Line worth $2.09M.
- Harvest Volatility Management's largest Q1 2022 buy was Old Dominion Freight Line: 14,008 shares worth $2.09M.
- Harvest Volatility Management added most to Apple in Q1 2022, an estimated $104M increase.
- Harvest Volatility Management fully exited State Street SPDR S&P 500 ETF Trust in Q1 2022, selling an estimated $594M.
- Harvest Volatility Management's ten largest holdings make up 52% of its $885M portfolio in Q1 2022.
- Harvest Volatility Management opened 11 new positions and closed 8 in Q1 2022.
- Harvest Volatility Management's portfolio value fell 17% quarter-over-quarter to $885M.
Based on Harvest Volatility Management's 13F filing for Q1 2022, filed 16 May 2022.