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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
+7.98%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.24B
AUM Growth
+$154M
Cap. Flow
+$72M
Cap. Flow %
5.81%
Top 10 Hldgs %
74.97%
Holding
124
New
–
Increased
110
Reduced
2
Closed
12

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$9.78M
2
MSFT icon
Microsoft
MSFT
+$8.79M
3
AMZN icon
Amazon
AMZN
+$7.76M
4
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$3.69M
5
TSLA icon
Tesla
TSLA
+$3.62M

Top Sells

Rank Stock Value
1
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$12.8M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.6M
3
VYM icon
Vanguard High Dividend Yield ETF
VYM
+$1.01M
4
PFF icon
iShares Preferred and Income Securities ETF
PFF
+$905K
5
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$902K

Sector Composition

Rank Sector Weight
1 Miscellaneous 68.33%
2 Technology 14.86%
3 Communication Services 6.02%
4 Consumer Discretionary 5.47%
5 Healthcare 2.23%
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
$406M 32.81%
949,167
-27,800
-3% -$11.6M
IEFA icon
2
iShares Core MSCI EAFE ETF
IEFA
$195B
$233M 18.79%
3,109,003
-169,100
-5% -$12.8M
IEMG icon
3
iShares Core MSCI Emerging Markets ETF
IEMG
$162B
$107M 8.65%
1,600,029
+56,017
+4% +$3.69M
AAPL icon
4
Apple
AAPL
$4.59T
$43.2M 3.49%
315,173
+75,478
+31% +$9.78M
MSFT icon
5
Microsoft
MSFT
$3.75T
$38.5M 3.11%
142,243
+34,570
+32% +$8.79M
AMZN icon
6
Amazon
AMZN
$2.76T
$32.7M 2.64%
190,360
+46,720
+33% +$7.76M
XHB icon
7
State Street SPDR S&P Homebuilders ETF
XHB
$1.39B
$21.4M 1.73%
292,260
+27,825
+11% +$2.06M
META icon
8
Meta Platforms (Facebook)
META
$1.45T
$15.7M 1.27%
45,249
+10,911
+32% +$3.5M
GOOG icon
9
Alphabet (Google) Class C
GOOG
$4.13T
$15.3M 1.24%
122,200
+28,800
+31% +$3.43M
TSLA icon
10
Tesla
TSLA
$1.4T
$15.3M 1.24%
67,536
+16,683
+33% +$3.62M
DBA icon
11
Invesco DB Agriculture Fund
DBA
$1.25B
$14.7M 1.19%
789,232
+34,086
+5% +$622K
NVDA icon
12
NVIDIA
NVDA
$5.51T
$14.3M 1.16%
715,760
+177,240
+33% +$2.84M
XLP icon
13
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$14.2M 1.15%
203,178
+20,422
+11% +$1.43M
TIP icon
14
iShares TIPS Bond ETF
TIP
$15.1B
$14.2M 1.15%
110,872
+11,129
+11% +$1.41M
XLV icon
15
State Street Health Care Select Sector SPDR ETF
XLV
$44.6B
$14.2M 1.14%
112,541
+5,346
+5% +$655K
XLU icon
16
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$14.1M 1.14%
447,398
+53,624
+14% +$1.76M
GOOGL icon
17
Alphabet (Google) Class A
GOOGL
$4.17T
$13.8M 1.12%
113,420
+27,680
+32% +$3.23M
PYPL icon
18
PayPal
PYPL
$52.6B
$9.84M 0.79%
33,747
+8,310
+33% +$2.19M
ADBE icon
19
Adobe
ADBE
$115B
$8.04M 0.65%
13,728
+3,330
+32% +$1.72M
CMCSA icon
20
Comcast
CMCSA
$93.7B
$7.51M 0.61%
131,762
+32,462
+33% +$1.81M
ITB icon
21
iShares US Home Construction ETF
ITB
$2.23B
$7.14M 0.58%
103,197
+11,457
+12% +$812K
NFLX icon
22
Netflix
NFLX
$332B
$6.73M 0.54%
127,440
+31,240
+32% +$1.6M
INTC icon
23
Intel
INTC
$487B
$6.51M 0.53%
116,041
+27,772
+31% +$1.63M
CSCO icon
24
Cisco
CSCO
$442B
$6.42M 0.52%
121,118
+29,408
+32% +$1.55M
PEP icon
25
PepsiCo
PEP
$191B
$5.88M 0.48%
39,704
+9,740
+33% +$1.42M
1
2 3 4 5

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Harvest Volatility Management's Q2 2021 Portfolio in Review

As of Q2 2021, Harvest Volatility Management held 124 positions worth $1.24B, up 14% from $1.08B the previous quarter. Its ten largest holdings account for 75% of the portfolio.

Harvest Volatility Management deployed $72M of net new capital in Q2 2021, adding to 110 existing holdings.

By sector, the portfolio is most concentrated in Miscellaneous at 68% of assets, down from 75% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was iShares Core MSCI EAFE ETF, an estimated $12.8M trimmed.

  • Harvest Volatility Management added most to Apple in Q2 2021, an estimated $9.78M increase.
  • Harvest Volatility Management's biggest Q2 2021 reduction was iShares Core MSCI EAFE ETF, cutting an estimated $12.8M.
  • Harvest Volatility Management fully exited Vanguard High Dividend Yield ETF in Q2 2021, selling an estimated $1.01M.
  • Harvest Volatility Management's ten largest holdings make up 75% of its $1.24B portfolio in Q2 2021.
  • Harvest Volatility Management opened 0 new positions and closed 12 in Q2 2021.
  • Harvest Volatility Management's portfolio value rose 14% quarter-over-quarter to $1.24B.

Based on Harvest Volatility Management's 13F filing for Q2 2021, filed 16 Aug 2021.