Harvest Volatility Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$25.1M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$16.1M |
| 3 |
iShares TIPS Bond ETF
TIP
|
+$12.6M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$12.4M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$12.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares US Real Estate ETF
IYR
|
+$11.7M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$11.5M |
| 3 |
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
|
+$153K |
| 4 |
Vanguard High Dividend Yield ETF
VYM
|
+$146K |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
iShares Russell 2000 ETF
IWM
$81.9B
| – | – |
-53
| Closed | -$10K |
|
|
127
iShares US Real Estate ETF
IYR
$4.6B
| – | – |
-136,626
| Closed | -$11.7M |
|
128
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
| – | – |
-62
| Closed | -$26K |
|
Similar funds
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.