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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
-0.1%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.14B
AUM Growth
+$901M
Cap. Flow
+$932M
Cap. Flow %
43.55%
Top 10 Hldgs %
79.95%
Holding
115
New
3
Increased
105
Reduced
–
Closed
7

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$394M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$182M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.1M
4
TIP icon
iShares TIPS Bond ETF
TIP
+$32.6M
5
IYR icon
iShares US Real Estate ETF
IYR
+$31.6M

Top Sells

Rank Stock Value
1
XHB icon
State Street SPDR S&P Homebuilders ETF
XHB
+$21.4M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$14.2M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$14.2M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$14.1M
5
ITB icon
iShares US Home Construction ETF
ITB
+$7.14M

Sector Composition

Rank Sector Weight
1 Miscellaneous 69.91%
2 Technology 14.04%
3 Communication Services 5.69%
4 Consumer Discretionary 5.16%
5 Healthcare 2.08%
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
$791M 36.98%
1,843,200
+894,033
+94% +$394M
IEFA icon
2
iShares Core MSCI EAFE ETF
IEFA
$195B
$409M 19.1%
5,502,003
+2,393,000
+77% +$182M
IEMG icon
3
iShares Core MSCI Emerging Markets ETF
IEMG
$162B
$188M 8.8%
3,047,000
+1,446,971
+90% +$92.1M
AAPL icon
4
Apple
AAPL
$4.59T
$71M 3.32%
501,436
+186,263
+59% +$27.4M
MSFT icon
5
Microsoft
MSFT
$3.75T
$64.3M 3%
227,939
+85,696
+60% +$24.9M
AMZN icon
6
Amazon
AMZN
$2.76T
$50.5M 2.36%
307,260
+116,900
+61% +$20.2M
TIP icon
7
iShares TIPS Bond ETF
TIP
$15.1B
$46.4M 2.17%
363,608
+252,736
+228% +$32.6M
DBA icon
8
Invesco DB Agriculture Fund
DBA
$1.25B
$30.9M 1.44%
1,615,490
+826,258
+105% +$15.5M
IYR icon
9
iShares US Real Estate ETF
IYR
$4.6B
$30.4M 1.42%
+296,502
New +$31.6M
TSLA icon
10
Tesla
TSLA
$1.4T
$29.2M 1.36%
112,788
+45,252
+67% +$10.7M
GOOG icon
11
Alphabet (Google) Class C
GOOG
$4.13T
$25.9M 1.21%
194,080
+71,880
+59% +$9.91M
META icon
12
Meta Platforms (Facebook)
META
$1.45T
$24.5M 1.15%
72,293
+27,044
+60% +$9.74M
GOOGL icon
13
Alphabet (Google) Class A
GOOGL
$4.17T
$24.4M 1.14%
182,660
+69,240
+61% +$9.42M
NVDA icon
14
NVIDIA
NVDA
$5.51T
$23.9M 1.12%
1,153,920
+438,160
+61% +$9.1M
PYPL icon
15
PayPal
PYPL
$52.6B
$14.1M 0.66%
54,243
+20,496
+61% +$5.82M
ADBE icon
16
Adobe
ADBE
$115B
$12.6M 0.59%
21,963
+8,235
+60% +$5.18M
NFLX icon
17
Netflix
NFLX
$332B
$12.5M 0.58%
204,120
+76,680
+60% +$4.22M
CMCSA icon
18
Comcast
CMCSA
$93.7B
$11.8M 0.55%
211,423
+79,661
+60% +$4.64M
CSCO icon
19
Cisco
CSCO
$442B
$10.6M 0.5%
194,530
+73,412
+61% +$4.12M
INTC icon
20
Intel
INTC
$487B
$9.98M 0.47%
187,277
+71,236
+61% +$3.86M
PEP icon
21
PepsiCo
PEP
$191B
$9.59M 0.45%
63,770
+24,066
+61% +$3.73M
AVGO icon
22
Broadcom
AVGO
$1.77T
$9.18M 0.43%
189,230
+71,940
+61% +$3.5M
COST icon
23
Costco
COST
$415B
$9.16M 0.43%
20,389
+7,686
+61% +$3.38M
TXN icon
24
Texas Instruments
TXN
$243B
$8.19M 0.38%
42,591
+16,062
+61% +$3.06M
TMUS icon
25
T-Mobile US
TMUS
$191B
$7.36M 0.34%
57,609
+21,779
+61% +$3.03M
1
2 3 4 5

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Harvest Volatility Management's Q3 2021 Portfolio in Review

As of Q3 2021, Harvest Volatility Management held 115 positions worth $2.14B, up 73% from $1.24B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Harvest Volatility Management deployed $932M of net new capital in Q3 2021, opening 3 new positions and adding to 105 existing holdings. Its largest new stake was iShares US Real Estate ETF: 296,502 shares worth $30.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 70% of assets, up from 68% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the most notable exit was State Street SPDR S&P Homebuilders ETF, an estimated $21.4M sold.

  • Harvest Volatility Management's largest Q3 2021 buy was iShares US Real Estate ETF: 296,502 shares worth $30.4M.
  • Harvest Volatility Management added most to State Street SPDR S&P 500 ETF Trust in Q3 2021, an estimated $394M increase.
  • Harvest Volatility Management fully exited State Street SPDR S&P Homebuilders ETF in Q3 2021, selling an estimated $21.4M.
  • Harvest Volatility Management's ten largest holdings make up 80% of its $2.14B portfolio in Q3 2021.
  • Harvest Volatility Management opened 3 new positions and closed 7 in Q3 2021.
  • Harvest Volatility Management's portfolio value rose 73% quarter-over-quarter to $2.14B.

Based on Harvest Volatility Management's 13F filing for Q3 2021, filed 15 Nov 2021.