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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
+4.73%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.08B
AUM Growth
+$229M
(+27%)
Cap. Flow
+$188M
Cap. Flow
% of AUM
17.36%
Top 10 Holdings %
Top 10 Hldgs %
78.98%
Holding
128
New
5
Increased
110
Reduced
9
Closed
4
Avg Time Held
1
quarter
Top 10 Avg Time Held
0.7
quarters
Top 20 Avg Time Held
0.8
quarters
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 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $387M | 35.72% |
976,967
+65,200
| +7% | +$25.1M |
2020 Q4
1 quarter
|
|
|
2
iShares Core MSCI EAFE ETF
IEFA
$189B
| $236M | 21.79% |
3,278,103
+225,600
| +7% | +$16.1M |
2020 Q4
1 quarter
|
|
3
iShares Core MSCI Emerging Markets ETF
IEMG
$159B
| $99.4M | 9.17% |
1,544,012
+55,612
| +4% | +$3.66M |
2020 Q4
1 quarter
|
|
4
Apple
AAPL
$4.98T
| $29.3M | 2.7% |
239,695
+89,656
| +60% | +$11.5M |
2020 Q4
1 quarter
|
|
5
Microsoft
MSFT
$4.02T
| $25.4M | 2.34% |
107,673
+40,954
| +61% | +$9.5M |
2020 Q4
1 quarter
|
|
6
Amazon
AMZN
$2.8T
| $22.2M | 2.05% |
143,640
+55,220
| +62% | +$8.75M |
2020 Q4
1 quarter
|
|
7
State Street SPDR S&P Homebuilders ETF
XHB
$1.46B
| $18.6M | 1.72% |
264,435
+124,337
| +89% | +$7.92M |
2020 Q4
1 quarter
|
|
8
Invesco DB Agriculture Fund
DBA
$1.23B
| $12.8M | 1.18% |
755,146
+396,377
| +110% | +$6.65M |
2020 Q4
1 quarter
|
|
|
9
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $12.6M | 1.16% |
+393,774
| New | +$12.2M |
2021 Q1
0 quarters
|
|
|
10
iShares TIPS Bond ETF
TIP
$14.3B
| $12.5M | 1.15% |
+99,743
| New | +$12.6M |
2021 Q1
0 quarters
|
|
|
11
State Street Health Care Select Sector SPDR ETF
XLV
$44.5B
| $12.5M | 1.15% |
+107,195
| New | +$12.4M |
2021 Q1
0 quarters
|
|
12
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
| $12.5M | 1.15% |
+182,756
| New | +$12M |
2021 Q1
0 quarters
|
|
13
Tesla
TSLA
$1.49T
| $11.3M | 1.04% |
50,853
+19,809
| +64% | +$4.97M |
2020 Q4
1 quarter
|
|
14
Meta Platforms (Facebook)
META
$1.89T
| $10.1M | 0.93% |
34,338
+13,126
| +62% | +$3.53M |
2020 Q4
1 quarter
|
|
15
Alphabet (Google) Class C
GOOG
$4.27T
| $9.66M | 0.89% |
93,400
+35,320
| +61% | +$3.5M |
2020 Q4
1 quarter
|
|
16
Alphabet (Google) Class A
GOOGL
$4.31T
| $8.84M | 0.82% |
85,740
+32,800
| +62% | +$3.24M |
2020 Q4
1 quarter
|
|
17
NVIDIA
NVDA
$5.46T
| $7.19M | 0.66% |
538,520
+206,000
| +62% | +$2.77M |
2020 Q4
1 quarter
|
|
18
iShares US Home Construction ETF
ITB
$2.34B
| $6.23M | 0.57% |
91,740
+30,011
| +49% | +$1.85M |
2020 Q4
1 quarter
|
|
19
PayPal
PYPL
$47.9B
| $6.18M | 0.57% |
25,437
+9,705
| +62% | +$2.45M |
2020 Q4
1 quarter
|
|
20
Intel
INTC
$536B
| $5.65M | 0.52% |
88,269
+33,238
| +60% | +$1.98M |
2020 Q4
1 quarter
|
|
21
Comcast
CMCSA
$73.4B
| $5.37M | 0.5% |
99,300
+37,984
| +62% | +$2.01M |
2020 Q4
1 quarter
|
|
22
Netflix
NFLX
$294B
| $5.02M | 0.46% |
96,200
+36,920
| +62% | +$1.96M |
2020 Q4
1 quarter
|
|
23
Adobe
ADBE
$92.7B
| $4.94M | 0.46% |
10,398
+3,956
| +61% | +$1.85M |
2020 Q4
1 quarter
|
|
24
Cisco
CSCO
$455B
| $4.74M | 0.44% |
91,710
+34,964
| +62% | +$1.64M |
2020 Q4
1 quarter
|
|
25
PepsiCo
PEP
$173B
| $4.24M | 0.39% |
29,964
+11,410
| +61% | +$1.57M |
2020 Q4
1 quarter
|
|
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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.