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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
Cap. Flow
+$188M
Cap. Flow %
17.36%
Top 10 Hldgs %
78.98%
Holding
128
New
5
Increased
110
Reduced
9
Closed
4

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$25.1M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$16.1M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$12.6M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$12.4M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$12.2M

Top Sells

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$11.7M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$11.5M
3
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
+$153K
4
VYM icon
Vanguard High Dividend Yield ETF
VYM
+$146K
5
VCSH icon
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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$387M 35.72%
976,967
+65,200
+7% +$25.1M
IEFA icon
2
iShares Core MSCI EAFE ETF
IEFA
$195B
$236M 21.79%
3,278,103
+225,600
+7% +$16.1M
IEMG icon
3
iShares Core MSCI Emerging Markets ETF
IEMG
$162B
$99.4M 9.17%
1,544,012
+55,612
+4% +$3.66M
AAPL icon
4
Apple
AAPL
$4.59T
$29.3M 2.7%
239,695
+89,656
+60% +$11.5M
MSFT icon
5
Microsoft
MSFT
$3.75T
$25.4M 2.34%
107,673
+40,954
+61% +$9.5M
AMZN icon
6
Amazon
AMZN
$2.76T
$22.2M 2.05%
143,640
+55,220
+62% +$8.75M
XHB icon
7
State Street SPDR S&P Homebuilders ETF
XHB
$1.39B
$18.6M 1.72%
264,435
+124,337
+89% +$7.92M
DBA icon
8
Invesco DB Agriculture Fund
DBA
$1.25B
$12.8M 1.18%
755,146
+396,377
+110% +$6.65M
XLU icon
9
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$12.6M 1.16%
+393,774
New +$12.2M
TIP icon
10
iShares TIPS Bond ETF
TIP
$15.1B
$12.5M 1.15%
+99,743
New +$12.6M
XLV icon
11
State Street Health Care Select Sector SPDR ETF
XLV
$44.6B
$12.5M 1.15%
+107,195
New +$12.4M
XLP icon
12
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$12.5M 1.15%
+182,756
New +$12M
TSLA icon
13
Tesla
TSLA
$1.4T
$11.3M 1.04%
50,853
+19,809
+64% +$4.97M
META icon
14
Meta Platforms (Facebook)
META
$1.45T
$10.1M 0.93%
34,338
+13,126
+62% +$3.53M
GOOG icon
15
Alphabet (Google) Class C
GOOG
$4.13T
$9.66M 0.89%
93,400
+35,320
+61% +$3.5M
GOOGL icon
16
Alphabet (Google) Class A
GOOGL
$4.17T
$8.84M 0.82%
85,740
+32,800
+62% +$3.24M
NVDA icon
17
NVIDIA
NVDA
$5.51T
$7.19M 0.66%
538,520
+206,000
+62% +$2.77M
ITB icon
18
iShares US Home Construction ETF
ITB
$2.23B
$6.23M 0.57%
91,740
+30,011
+49% +$1.85M
PYPL icon
19
PayPal
PYPL
$52.6B
$6.18M 0.57%
25,437
+9,705
+62% +$2.45M
INTC icon
20
Intel
INTC
$487B
$5.65M 0.52%
88,269
+33,238
+60% +$1.98M
CMCSA icon
21
Comcast
CMCSA
$93.7B
$5.37M 0.5%
99,300
+37,984
+62% +$2.01M
NFLX icon
22
Netflix
NFLX
$332B
$5.02M 0.46%
96,200
+36,920
+62% +$1.96M
ADBE icon
23
Adobe
ADBE
$115B
$4.94M 0.46%
10,398
+3,956
+61% +$1.85M
CSCO icon
24
Cisco
CSCO
$442B
$4.74M 0.44%
91,710
+34,964
+62% +$1.64M
PEP icon
25
PepsiCo
PEP
$191B
$4.24M 0.39%
29,964
+11,410
+61% +$1.57M
1
2 3 4 5

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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.