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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
VRSN icon
101
VeriSign
VRSN
$26.6B
$1.05M 0.05%
5,138
+1,913
+59% +$419K
DLTR icon
102
Dollar Tree
DLTR
$23.8B
$992K 0.05%
10,361
+3,696
+55% +$355K
CERN
103
DELISTED
Cerner Corp
CERN
$961K 0.04%
13,630
+4,974
+57% +$384K
TCOM icon
104
Trip.com Group
TCOM
$28.1B
$749K 0.04%
24,350
+9,220
+61% +$265K
INCY icon
105
Incyte
INCY
$25.9B
$701K 0.03%
10,186
+3,880
+62% +$295K
CHKP icon
106
Check Point Software Technologies
CHKP
$13.6B
$690K 0.03%
6,103
+2,215
+57% +$270K
FOXA icon
107
Fox Class A
FOXA
$28.3B
$599K 0.03%
14,926
+5,546
+59% +$204K
FOX icon
108
Fox Class B
FOX
$25.4B
$431K 0.02%
11,598
+4,324
+59% +$148K
ITB icon
109
iShares US Home Construction ETF
ITB
$2.23B
– –
-103,197
Closed -$7.14M
XHB icon
110
State Street SPDR S&P Homebuilders ETF
XHB
$1.39B
– –
-292,260
Closed -$21.4M
XLP icon
111
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
– –
-203,178
Closed -$14.2M
XLU icon
112
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
– –
-447,398
Closed -$14.1M
XLV icon
113
State Street Health Care Select Sector SPDR ETF
XLV
$44.6B
– –
-112,541
Closed -$14.2M
MXIM
114
DELISTED
Maxim Integrated Products
MXIM
– –
-7,698
Closed -$811K
ALXN
115
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-6,336
Closed -$1.16M
1 2 3 4
5

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SWS
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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.