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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
+13.41%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$855M
AUM Growth
–
Cap. Flow
+$806M
Cap. Flow
% of AUM
94.23%
Top 10 Holdings %
Top 10 Hldgs %
85.59%
Holding
123
New
123
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$323M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$197M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$85.8M |
| 4 |
Apple
AAPL
|
+$18M |
| 5 |
Microsoft
MSFT
|
+$14.3M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 81.02% |
| 2 | Technology | 8.78% |
| 3 | Consumer Discretionary | 3.61% |
| 4 | Communication Services | 3.38% |
| 5 | Healthcare | 1.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$825B
| $341M | 39.87% |
+911,767
| New | +$323M |
|
|
2
iShares Core MSCI EAFE ETF
IEFA
$195B
| $211M | 24.66% |
+3,052,503
| New | +$197M |
|
|
3
iShares Core MSCI Emerging Markets ETF
IEMG
$160B
| $92.3M | 10.8% |
+1,488,400
| New | +$85.8M |
|
|
4
Apple
AAPL
$4.67T
| $19.9M | 2.33% |
+150,039
| New | +$18M |
|
|
5
Microsoft
MSFT
$3.84T
| $14.8M | 1.74% |
+66,719
| New | +$14.3M |
|
6
Amazon
AMZN
$2.86T
| $14.4M | 1.68% |
+88,420
| New | +$14.1M |
|
7
iShares US Real Estate ETF
IYR
$4.58B
| $11.7M | 1.37% |
+136,626
| New | +$11.4M |
|
8
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
| $11.5M | 1.35% |
+131,928
| New | +$11.3M |
|
9
State Street SPDR S&P Homebuilders ETF
XHB
$1.38B
| $8.07M | 0.94% |
+140,098
| New | +$7.92M |
|
10
Tesla
TSLA
$1.37T
| $7.3M | 0.85% |
+31,044
| New | +$5.3M |
|
11
Meta Platforms (Facebook)
META
$1.47T
| $5.79M | 0.68% |
+21,212
| New | +$5.82M |
|
12
Invesco DB Agriculture Fund
DBA
$1.26B
| $5.79M | 0.68% |
+358,769
| New | +$5.45M |
|
13
Alphabet (Google) Class C
GOOG
$4.19T
| $5.09M | 0.59% |
+58,080
| New | +$4.9M |
|
|
14
Alphabet (Google) Class A
GOOGL
$4.23T
| $4.64M | 0.54% |
+52,940
| New | +$4.45M |
|
15
NVIDIA
NVDA
$5.28T
| $4.34M | 0.51% |
+332,520
| New | +$4.45M |
|
16
PayPal
PYPL
$46.2B
| $3.68M | 0.43% |
+15,732
| New | +$3.26M |
|
17
iShares US Home Construction ETF
ITB
$2.23B
| $3.44M | 0.4% |
+61,729
| New | +$3.48M |
|
18
Adobe
ADBE
$116B
| $3.22M | 0.38% |
+6,442
| New | +$3.11M |
|
19
Comcast
CMCSA
$95.2B
| $3.21M | 0.38% |
+61,316
| New | +$2.94M |
|
20
Netflix
NFLX
$339B
| $3.21M | 0.37% |
+59,280
| New | +$3.01M |
|
21
PepsiCo
PEP
$192B
| $2.75M | 0.32% |
+18,554
| New | +$2.64M |
|
22
Intel
INTC
$471B
| $2.74M | 0.32% |
+55,031
| New | +$2.69M |
|
23
Cisco
CSCO
$433B
| $2.54M | 0.3% |
+56,746
| New | +$2.33M |
|
24
Broadcom
AVGO
$1.74T
| $2.38M | 0.28% |
+54,290
| New | +$2.12M |
|
25
Qualcomm
QCOM
$174B
| $2.31M | 0.27% |
+15,183
| New | +$2.11M |
|
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Harvest Volatility Management's Q4 2020 Portfolio in Review
Q4 2020 is the first quarter with a 13F filing on record for Harvest Volatility Management, which disclosed 123 positions worth $855M. Its ten largest holdings account for 86% of the portfolio.
Its largest position is State Street SPDR S&P 500 ETF Trust: 911,767 shares worth $341M.
By sector, the portfolio is most concentrated in Miscellaneous at 81% of assets, followed by Technology and Consumer Discretionary.
- Harvest Volatility Management's largest Q4 2020 buy was State Street SPDR S&P 500 ETF Trust: 911,767 shares worth $341M.
- Harvest Volatility Management's ten largest holdings make up 86% of its $855M portfolio in Q4 2020.
- Harvest Volatility Management disclosed 123 positions in Q4 2020, its first 13F filing on record.
Based on Harvest Volatility Management's 13F filing for Q4 2020, filed 8 Mar 2021.