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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 | |
|---|---|---|---|---|---|---|
126
Nike
NKE
$57B
| $529 | ﹤0.01% |
+3
| New | +$495 |
|
127
American Express
AXP
$226B
| $519 | ﹤0.01% |
+3
| New | +$512 |
|
128
Procter & Gamble
PG
$333B
| $519 | ﹤0.01% |
+3
| New | +$445 |
|
129
JPMorgan Chase
JPM
$942B
| $502 | ﹤0.01% |
+3
| New | +$493 |
|
130
Travelers Companies
TRV
$77B
| $496 | ﹤0.01% |
+3
| New | +$469 |
|
131
Walt Disney
DIS
$184B
| $491 | ﹤0.01% |
+3
| New | +$485 |
|
132
Walmart Inc
WMT
$817B
| $459 | ﹤0.01% |
+9
| New | +$430 |
|
133
IBM
IBM
$225B
| $424 | ﹤0.01% |
+3
| New | +$376 |
|
134
Chevron
CVX
$392B
| $372 | ﹤0.01% |
+3
| New | +$341 |
|
135
Merck
MRK
$369B
| $243 | ﹤0.01% |
+3
| New | +$239 |
|
136
Coca-Cola
KO
$383B
| $188 | ﹤0.01% |
+3
| New | +$167 |
|
137
CDW
CDW
$18.6B
| – | – |
-6,339
| Closed | -$1.15M |
|
138
Check Point Software Technologies
CHKP
$13.6B
| – | – |
-6,103
| Closed | -$690K |
|
139
Fox Class B
FOX
$25.4B
| – | – |
-11,598
| Closed | -$431K |
|
140
Fox Class A
FOXA
$28.3B
| – | – |
-14,926
| Closed | -$599K |
|
141
Incyte
INCY
$25.9B
| – | – |
-10,186
| Closed | -$701K |
|
142
Trip.com Group
TCOM
$28.1B
| – | – |
-24,350
| Closed | -$749K |
|
|
CERN
143
DELISTED
Cerner Corp
CERN
| – | – |
-13,630
| Closed | -$961K |
|
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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.