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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
ANSS
101
DELISTED
Ansys
ANSS
$638K 0.06%
1,880
+733
+64% +$260K
FAST icon
102
Fastenal
FAST
$58.7B
$627K 0.06%
24,942
+9,536
+62% +$228K
VRSK icon
103
Verisk Analytics
VRSK
$24.9B
$625K 0.06%
3,535
+1,356
+62% +$248K
TEAM icon
104
Atlassian
TEAM
$47B
$608K 0.06%
2,884
+1,110
+63% +$258K
DLTR icon
105
Dollar Tree
DLTR
$23.8B
$585K 0.05%
5,107
+1,948
+62% +$209K
OKTA icon
106
Okta
OKTA
$30.2B
$579K 0.05%
2,628
+1,023
+64% +$257K
CPRT icon
107
Copart
CPRT
$30.3B
$557K 0.05%
20,524
+7,840
+62% +$221K
SIRI icon
108
SiriusXM
SIRI
$9.61B
$548K 0.05%
8,996
+3,290
+58% +$201K
SGEN
109
DELISTED
Seagen Inc. Common Stock
SGEN
$546K 0.05%
3,933
+1,517
+63% +$244K
MXIM
110
DELISTED
Maxim Integrated Products
MXIM
$532K 0.05%
5,818
+2,233
+62% +$205K
CDW icon
111
CDW
CDW
$18.6B
$507K 0.05%
3,058
+1,141
+60% +$170K
VRSN icon
112
VeriSign
VRSN
$26.6B
$488K 0.05%
2,453
+921
+60% +$181K
CERN
113
DELISTED
Cerner Corp
CERN
$478K 0.04%
6,647
+2,531
+61% +$190K
SPLK
114
DELISTED
Splunk Inc
SPLK
$475K 0.04%
3,506
+1,355
+63% +$211K
TCOM icon
115
Trip.com Group
TCOM
$28.1B
$453K 0.04%
11,441
+4,418
+63% +$164K
VNQ icon
116
Vanguard Real Estate ETF
VNQ
$38.8B
$406K 0.04%
4,425
-1,471
-25% -$129K
INCY icon
117
Incyte
INCY
$25.9B
$388K 0.04%
4,771
+1,831
+62% +$156K
CHKP icon
118
Check Point Software Technologies
CHKP
$13.6B
$341K 0.03%
3,042
+1,159
+62% +$140K
FOXA icon
119
Fox Class A
FOXA
$28.3B
$262K 0.02%
7,262
+2,734
+60% +$95.7K
AGG icon
120
iShares Core US Aggregate Bond ETF
AGG
$139B
$208K 0.02%
1,825
-602
-25% -$69.7K
FOX icon
121
Fox Class B
FOX
$25.4B
$194K 0.02%
5,563
+2,105
+61% +$70.5K
GLD icon
122
SPDR Gold Trust
GLD
$154B
$7K ﹤0.01%
46
+5
+12% +$840
BIL icon
123
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.7B
$3K ﹤0.01%
+35
New +$3.2K
SLV icon
124
iShares Silver Trust
SLV
$33.8B
$3K ﹤0.01%
141
+15
+12% +$365
HYG icon
125
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
– –
-131,928
Closed -$11.5M
2 3 4
5
6

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CU
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PWA
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SWS
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MC
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KIM
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JDR
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RVM
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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.