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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
+6.05%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.06B
AUM Growth
-$1.07B
(-50%)
Cap. Flow
-$1.2B
Cap. Flow
% of AUM
-113.12%
Top 10 Holdings %
Top 10 Hldgs %
99.62%
Holding
143
New
35
Increased
–
Reduced
101
Closed
7
Avg Time Held
2.9
quarters
Top 10 Avg Time Held
1.5
quarters
Top 20 Avg Time Held
2.2
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard High Dividend Yield ETF
VYM
|
+$1.08M |
| 2 |
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
|
+$920K |
| 3 |
iShares Preferred and Income Securities ETF
PFF
|
+$916K |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$898K |
| 5 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$884K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$272M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$130M |
| 3 |
Apple
AAPL
|
+$79.1M |
| 4 |
Microsoft
MSFT
|
+$73.8M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$62.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 99.91% |
| 2 | Technology | 0.04% |
| 3 | Communication Services | 0.02% |
| 4 | Consumer Discretionary | 0.01% |
| 5 | Healthcare | 0.01% |
| 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
| $594M | 55.77% |
1,249,800
-593,400
| -32% | -$272M |
2020 Q4
4 quarters
|
|
|
2
iShares Core MSCI EAFE ETF
IEFA
$189B
| $281M | 26.42% |
3,767,721
-1,734,282
| -32% | -$130M |
2020 Q4
4 quarters
|
|
|
3
iShares Core MSCI Emerging Markets ETF
IEMG
$159B
| $121M | 11.4% |
2,027,467
-1,019,533
| -33% | -$62.9M |
2020 Q4
4 quarters
|
|
4
iShares TIPS Bond ETF
TIP
$14.3B
| $29.4M | 2.76% |
227,594
-136,014
| -37% | -$17.5M |
2021 Q1
3 quarters
|
|
5
iShares US Real Estate ETF
IYR
$4.16B
| $15.9M | 1.49% |
136,652
-159,850
| -54% | -$17.5M |
2021 Q3
1 quarter
|
|
6
Invesco DB Agriculture Fund
DBA
$1.23B
| $15M | 1.41% |
757,241
-858,249
| -53% | -$16.8M |
2020 Q4
4 quarters
|
|
|
7
Vanguard High Dividend Yield ETF
VYM
$81B
| $1.12M | 0.1% |
+9,956
| New | +$1.08M |
2021 Q4
0 quarters
|
|
|
8
iShares Preferred and Income Securities ETF
PFF
$12.1B
| $929K | 0.09% |
+23,573
| New | +$916K |
2021 Q4
0 quarters
|
|
|
9
NEOS Nasdaq-100 Hedged Equity Income ETF
QQQH
$407M
| $914K | 0.09% |
+16,370
| New | +$920K |
2021 Q4
0 quarters
|
|
|
10
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.86B
| $900K | 0.08% |
+8,286
| New | +$898K |
2021 Q4
0 quarters
|
|
|
11
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $879K | 0.08% |
+10,818
| New | +$884K |
2021 Q4
0 quarters
|
|
12
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.65B
| $865K | 0.08% |
+18,274
| New | +$872K |
2021 Q4
0 quarters
|
|
13
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.12B
| $851K | 0.08% |
+10,952
| New | +$850K |
2021 Q4
0 quarters
|
|
14
Vanguard Real Estate ETF
VNQ
$36.6B
| $513K | 0.05% |
+4,425
| New | +$483K |
2021 Q4
0 quarters
|
|
|
15
Apple
AAPL
$4.98T
| $108K | 0.01% |
607
-500,829
| -100% | -$79.1M |
2020 Q4
4 quarters
|
|
|
16
Microsoft
MSFT
$4.02T
| $94K | 0.01% |
279
-227,660
| -100% | -$73.8M |
2020 Q4
4 quarters
|
|
17
Amazon
AMZN
$2.8T
| $62.2K | 0.01% |
380
-306,880
| -100% | -$52.5M |
2020 Q4
4 quarters
|
|
18
Meta Platforms (Facebook)
META
$1.89T
| $43.8K | ﹤0.01% |
130
-72,163
| -100% | -$24M |
2020 Q4
4 quarters
|
|
19
Tesla
TSLA
$1.49T
| $39.1K | ﹤0.01% |
111
-112,677
| -100% | -$37.8M |
2020 Q4
4 quarters
|
|
20
NVIDIA
NVDA
$5.46T
| $38.1K | ﹤0.01% |
1,300
-1,152,620
| -100% | -$31.7M |
2020 Q4
4 quarters
|
|
21
Alphabet (Google) Class C
GOOG
$4.27T
| $33.8K | ﹤0.01% |
240
-193,840
| -100% | -$28M |
2020 Q4
4 quarters
|
|
22
Alphabet (Google) Class A
GOOGL
$4.31T
| $32.1K | ﹤0.01% |
220
-182,440
| -100% | -$26.3M |
2020 Q4
4 quarters
|
|
23
Broadcom
AVGO
$1.69T
| $16.7K | ﹤0.01% |
250
-188,980
| -100% | -$10.6M |
2020 Q4
4 quarters
|
|
24
Cisco
CSCO
$455B
| $16.5K | ﹤0.01% |
260
-194,270
| -100% | -$11.1M |
2020 Q4
4 quarters
|
|
25
Adobe
ADBE
$92.7B
| $16.5K | ﹤0.01% |
29
-21,934
| -100% | -$13.7M |
2020 Q4
4 quarters
|
|
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Harvest Volatility Management's Q4 2021 Portfolio in Review
As of Q4 2021, Harvest Volatility Management held 143 positions worth $1.06B, down 50% from $2.14B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Harvest Volatility Management withdrew a net $1.2B in Q4 2021, closing 7 positions and reducing 101 holdings. Its most notable exit was CDW, an estimated $1.15M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 100% of assets, up from 70% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Vanguard High Dividend Yield ETF worth $1.12M.
- Harvest Volatility Management's largest Q4 2021 buy was Vanguard High Dividend Yield ETF: 9,956 shares worth $1.12M.
- Harvest Volatility Management's biggest Q4 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $272M.
- Harvest Volatility Management fully exited CDW in Q4 2021, selling an estimated $1.15M.
- Harvest Volatility Management's ten largest holdings make up 100% of its $1.06B portfolio in Q4 2021.
- Harvest Volatility Management opened 35 new positions and closed 7 in Q4 2021.
- Harvest Volatility Management's portfolio value fell 50% quarter-over-quarter to $1.06B.
Based on Harvest Volatility Management's 13F filing for Q4 2021, filed 14 Feb 2022.