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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 | |
|---|---|---|---|---|---|---|
101
Copart
CPRT
$30.3B
| $2.19K | ﹤0.01% |
56
-43,524
| -100% | -$1.62M |
|
102
Biogen
BIIB
$32.7B
| $2.15K | ﹤0.01% |
9
-6,859
| -100% | -$1.76M |
|
|
ANSS
103
DELISTED
Ansys
ANSS
| $2.13K | ﹤0.01% |
5
-4,009
| -100% | -$1.54M |
|
104
Okta
OKTA
$30.2B
| $2.02K | ﹤0.01% |
9
-6,585
| -100% | -$1.57M |
|
105
Dollar Tree
DLTR
$23.8B
| $1.93K | ﹤0.01% |
14
-10,347
| -100% | -$1.26M |
|
106
PACCAR
PCAR
$66.6B
| $1.87K | ﹤0.01% |
32
-23,988
| -100% | -$1.39M |
|
|
DOCU
107
DocuSign
DOCU
$12.2B
| $1.83K | ﹤0.01% |
12
-8,956
| -100% | -$2.04M |
|
108
NetEase
NTES
$78.6B
| $1.76K | ﹤0.01% |
17
-13,837
| -100% | -$1.41M |
|
|
SGEN
109
DELISTED
Seagen Inc. Common Stock
SGEN
| $1.72K | ﹤0.01% |
11
-8,370
| -100% | -$1.4M |
|
110
VeriSign
VRSN
$26.6B
| $1.72K | ﹤0.01% |
7
-5,131
| -100% | -$1.19M |
|
111
UnitedHealth
UNH
$355B
| $1.59K | ﹤0.01% |
+3
| New | +$1.36K |
|
112
Skyworks Solutions
SWKS
$10.1B
| $1.56K | ﹤0.01% |
10
-7,583
| -100% | -$1.21M |
|
113
SiriusXM
SIRI
$9.61B
| $1.55K | ﹤0.01% |
24
-18,672
| -100% | -$1.17M |
|
114
Pinduoduo
PDD
$121B
| $1.48K | ﹤0.01% |
25
-17,584
| -100% | -$1.39M |
|
115
Home Depot
HD
$328B
| $1.32K | ﹤0.01% |
+3
| New | +$1.14K |
|
116
Goldman Sachs
GS
$303B
| $1.21K | ﹤0.01% |
+3
| New | +$1.19K |
|
|
SPLK
117
DELISTED
Splunk Inc
SPLK
| $1.14K | ﹤0.01% |
10
-7,530
| -100% | -$1.05M |
|
118
McDonald's
MCD
$184B
| $851 | ﹤0.01% |
+3
| New | +$757 |
|
119
Salesforce
CRM
$207B
| $806 | ﹤0.01% |
+3
| New | +$843 |
|
120
Visa
V
$709B
| $688 | ﹤0.01% |
+3
| New | +$644 |
|
121
Peloton Interactive
PTON
$2.33B
| $657 | ﹤0.01% |
18
-12,512
| -100% | -$764K |
|
122
Caterpillar
CAT
$376B
| $656 | ﹤0.01% |
+3
| New | +$604 |
|
123
Boeing
BA
$166B
| $639 | ﹤0.01% |
+3
| New | +$634 |
|
124
3M
MMM
$92.2B
| $564 | ﹤0.01% |
+4
| New | +$596 |
|
125
Johnson & Johnson
JNJ
$640B
| $543 | ﹤0.01% |
+3
| New | +$491 |
|
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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.