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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
+3.65%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$495M
AUM Growth
-$83.3M
(-14%)
Cap. Flow
-$81.1M
Cap. Flow
% of AUM
-16.37%
Top 10 Holdings %
Top 10 Hldgs %
47.89%
Holding
146
New
9
Increased
4
Reduced
113
Closed
14
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Enphase Energy
ENPH
|
+$1.67M |
| 2 |
CoStar Group
CSGP
|
+$1.34M |
| 3 |
GlobalFoundries
GFS
|
+$1.32M |
| 4 |
Baker Hughes
BKR
|
+$1.16M |
| 5 |
Warner Bros
WBD
|
+$1.16M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$14.2M |
| 2 |
PepsiCo
PEP
|
+$2.69M |
| 3 |
Costco
COST
|
+$2.35M |
| 4 |
Broadcom
AVGO
|
+$2.2M |
| 5 |
Cisco
CSCO
|
+$2.17M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 46.96% |
| 2 | Communication Services | 14.49% |
| 3 | Consumer Discretionary | 13.77% |
| 4 | Healthcare | 8.32% |
| 5 | Consumer Staples | 6.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Walt Disney
DIS
$184B
| $570K | 0.12% |
6,564
-1,312
| -17% | -$125K |
|
127
Merck
MRK
$369B
| $562K | 0.11% |
5,063
-3,359
| -40% | -$343K |
|
128
Coca-Cola
KO
$383B
| $518K | 0.1% |
8,143
-1,603
| -16% | -$96.8K |
|
129
Lucid Motors
LCID
$2.01B
| $475K | 0.1% |
6,956
-1,796
| -21% | -$198K |
|
130
Berkshire Hathaway Class B
BRK.B
$1.08T
| $448K | 0.09% |
1,449
-152
| -9% | -$45.1K |
|
131
Vanguard Real Estate ETF
VNQ
$38.8B
| $365K | 0.07% |
4,425
| – | – |
|
132
ExxonMobil
XOM
$643B
| $356K | 0.07% |
3,231
-429
| -12% | -$46K |
|
133
AbbVie
ABBV
$456B
| – | – |
-1,485
| Closed | -$212K |
|
134
Baidu
BIDU
$32.9B
| – | – |
-9,499
| Closed | -$1.12M |
|
|
DOCU
135
DocuSign
DOCU
$12.2B
| – | – |
-10,432
| Closed | -$576K |
|
136
Dow Inc
DOW
$21.9B
| – | – |
-6,903
| Closed | -$305K |
|
137
Eli Lilly
LLY
$1.05T
| – | – |
-689
| Closed | -$227K |
|
138
Mastercard
MA
$518B
| – | – |
-772
| Closed | -$221K |
|
139
Match Group
MTCH
$9.46B
| – | – |
-15,020
| Closed | -$725K |
|
140
NetEase
NTES
$78.6B
| – | – |
-8,477
| Closed | -$637K |
|
141
Okta
OKTA
$30.2B
| – | – |
-7,872
| Closed | -$447K |
|
142
Pfizer
PFE
$160B
| – | – |
-4,927
| Closed | -$218K |
|
143
Skyworks Solutions
SWKS
$10.1B
| – | – |
-8,512
| Closed | -$760K |
|
144
VeriSign
VRSN
$26.6B
| – | – |
-5,688
| Closed | -$1M |
|
145
Verizon
VZ
$205B
| – | – |
-9,847
| Closed | -$380K |
|
|
SPLK
146
DELISTED
Splunk Inc
SPLK
| – | – |
-8,493
| Closed | -$661K |
|
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Harvest Volatility Management's Q4 2022 Portfolio in Review
As of Q4 2022, Harvest Volatility Management held 146 positions worth $495M, down 14% from $579M the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Harvest Volatility Management withdrew a net $81.1M in Q4 2022, closing 14 positions and reducing 113 holdings. Its most notable exit was Baidu, an estimated $1.12M position sold in full.
By sector, the portfolio is most concentrated in Technology at 47% of assets, up from 47% a quarter earlier, followed by Communication Services and Consumer Discretionary.
Against the trend, Harvest Volatility Management opened a new position in Enphase Energy worth $1.52M.
- Harvest Volatility Management's largest Q4 2022 buy was Enphase Energy: 5,741 shares worth $1.52M.
- Harvest Volatility Management added most to Tesla in Q4 2022, an estimated $596K increase.
- Harvest Volatility Management's biggest Q4 2022 reduction was Apple, cutting an estimated $14.2M.
- Harvest Volatility Management fully exited Baidu in Q4 2022, selling an estimated $1.12M.
- Harvest Volatility Management's ten largest holdings make up 48% of its $495M portfolio in Q4 2022.
- Harvest Volatility Management opened 9 new positions and closed 14 in Q4 2022.
- Harvest Volatility Management's portfolio value fell 14% quarter-over-quarter to $495M.
Based on Harvest Volatility Management's 13F filing for Q4 2022, filed 9 Feb 2023.