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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
-7.23%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$885M
AUM Growth
-$179M
(-17%)
Cap. Flow
-$194M
Cap. Flow
% of AUM
-21.89%
Top 10 Holdings %
Top 10 Hldgs %
52%
Holding
147
New
11
Increased
120
Reduced
–
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$104M |
| 2 |
Microsoft
MSFT
|
+$86.3M |
| 3 |
Amazon
AMZN
|
+$58.7M |
| 4 |
Tesla
TSLA
|
+$36M |
| 5 |
NVIDIA
NVDA
|
+$32.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$594M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$281M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$121M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$29.4M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$15.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 48.02% |
| 2 | Consumer Discretionary | 16.54% |
| 3 | Communication Services | 15.99% |
| 4 | Healthcare | 6.67% |
| 5 | Consumer Staples | 5.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Nike
NKE
$57B
| $792K | 0.09% |
5,885
+5,882
| +196,067% | +$827K |
|
127
IBM
IBM
$225B
| $765K | 0.09% |
5,885
+5,882
| +196,067% | +$767K |
|
128
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.25B
| $765K | 0.09% |
10,952
| – | – |
|
129
Coca-Cola
KO
$383B
| $569K | 0.06% |
9,179
+9,176
| +305,867% | +$558K |
|
130
Berkshire Hathaway Class B
BRK.B
$1.08T
| $543K | 0.06% |
+1,539
| New | +$498K |
|
131
Merck
MRK
$369B
| $483K | 0.05% |
5,885
+5,882
| +196,067% | +$464K |
|
132
Vanguard Real Estate ETF
VNQ
$38.8B
| $480K | 0.05% |
4,425
| – | – |
|
133
Dow Inc
DOW
$21.9B
| $375K | 0.04% |
+5,885
| New | +$355K |
|
134
Verizon
VZ
$205B
| $300K | 0.03% |
+5,885
| New | +$312K |
|
135
ExxonMobil
XOM
$643B
| $294K | 0.03% |
+3,564
| New | +$277K |
|
136
Mastercard
MA
$518B
| $261K | 0.03% |
+729
| New | +$262K |
|
137
Bank of America
BAC
$428B
| $249K | 0.03% |
+6,048
| New | +$273K |
|
138
Pfizer
PFE
$160B
| $242K | 0.03% |
+4,671
| New | +$242K |
|
139
AbbVie
ABBV
$456B
| $236K | 0.03% |
+1,458
| New | +$212K |
|
140
Invesco DB Agriculture Fund
DBA
$1.25B
| – | – |
-757,241
| Closed | -$15M |
|
|
141
iShares Core MSCI EAFE ETF
IEFA
$195B
| – | – |
-3,767,721
| Closed | -$281M |
|
|
142
iShares Core MSCI Emerging Markets ETF
IEMG
$162B
| – | – |
-2,027,467
| Closed | -$121M |
|
|
143
iShares US Real Estate ETF
IYR
$4.6B
| – | – |
-136,652
| Closed | -$15.9M |
|
144
Peloton Interactive
PTON
$2.33B
| – | – |
-18
| Closed | -$657 |
|
|
145
State Street SPDR S&P 500 ETF Trust
SPY
$827B
| – | – |
-1,249,800
| Closed | -$594M |
|
|
146
iShares TIPS Bond ETF
TIP
$15.1B
| – | – |
-227,594
| Closed | -$29.4M |
|
|
XLNX
147
DELISTED
Xilinx Inc
XLNX
| – | – |
-15
| Closed | -$3.21K |
|
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Harvest Volatility Management's Q1 2022 Portfolio in Review
As of Q1 2022, Harvest Volatility Management held 147 positions worth $885M, down 17% from $1.06B the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Harvest Volatility Management withdrew a net $194M in Q1 2022, closing 8 positions. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $594M position sold in full.
By sector, the portfolio is most concentrated in Technology at 48% of assets, up from 0.04% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Old Dominion Freight Line worth $2.09M.
- Harvest Volatility Management's largest Q1 2022 buy was Old Dominion Freight Line: 14,008 shares worth $2.09M.
- Harvest Volatility Management added most to Apple in Q1 2022, an estimated $104M increase.
- Harvest Volatility Management fully exited State Street SPDR S&P 500 ETF Trust in Q1 2022, selling an estimated $594M.
- Harvest Volatility Management's ten largest holdings make up 52% of its $885M portfolio in Q1 2022.
- Harvest Volatility Management opened 11 new positions and closed 8 in Q1 2022.
- Harvest Volatility Management's portfolio value fell 17% quarter-over-quarter to $885M.
Based on Harvest Volatility Management's 13F filing for Q1 2022, filed 16 May 2022.