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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
-7.23%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$885M
AUM Growth
-$179M
(-17%)
Cap. Flow
-$194M
Cap. Flow
% of AUM
-21.89%
Top 10 Holdings %
Top 10 Hldgs %
52%
Holding
147
New
11
Increased
120
Reduced
–
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$104M |
| 2 |
Microsoft
MSFT
|
+$86.3M |
| 3 |
Amazon
AMZN
|
+$58.7M |
| 4 |
Tesla
TSLA
|
+$36M |
| 5 |
NVIDIA
NVDA
|
+$32.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$594M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$281M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$121M |
| 4 |
iShares TIPS Bond ETF
TIP
|
+$29.4M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$15.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 48.02% |
| 2 | Consumer Discretionary | 16.54% |
| 3 | Communication Services | 15.99% |
| 4 | Healthcare | 6.67% |
| 5 | Consumer Staples | 5.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.59T
| $108M | 12.18% |
617,340
+616,733
| +101,603% | +$104M |
|
|
2
Microsoft
MSFT
$3.75T
| $88.5M | 10% |
287,110
+286,831
| +102,807% | +$86.3M |
|
|
3
Amazon
AMZN
$2.76T
| $62M | 7% |
380,460
+380,080
| +100,021% | +$58.7M |
|
|
4
Tesla
TSLA
$1.4T
| $41.6M | 4.7% |
115,776
+115,665
| +104,203% | +$36M |
|
|
5
NVIDIA
NVDA
$5.51T
| $35.8M | 4.04% |
1,311,830
+1,310,530
| +100,810% | +$32.9M |
|
6
Alphabet (Google) Class C
GOOG
$4.13T
| $33M | 3.73% |
236,260
+236,020
| +98,342% | +$32.1M |
|
|
7
Alphabet (Google) Class A
GOOGL
$4.17T
| $31.4M | 3.55% |
225,800
+225,580
| +102,536% | +$30.6M |
|
8
Meta Platforms (Facebook)
META
$1.45T
| $28.6M | 3.23% |
128,783
+128,653
| +98,964% | +$32.2M |
|
9
Broadcom
AVGO
$1.77T
| $15.9M | 1.8% |
252,480
+252,230
| +100,892% | +$15M |
|
10
Costco
COST
$415B
| $15.7M | 1.78% |
27,336
+27,309
| +101,144% | +$14.3M |
|
11
Cisco
CSCO
$442B
| $14.4M | 1.63% |
258,575
+258,315
| +99,352% | +$14.6M |
|
12
PepsiCo
PEP
$191B
| $14.3M | 1.61% |
85,324
+85,240
| +101,476% | +$14.3M |
|
13
Adobe
ADBE
$115B
| $13.1M | 1.48% |
28,743
+28,714
| +99,014% | +$13.8M |
|
14
Comcast
CMCSA
$93.7B
| $12.9M | 1.46% |
275,149
+274,871
| +98,874% | +$13.2M |
|
15
Intel
INTC
$487B
| $12.6M | 1.42% |
253,557
+253,309
| +102,141% | +$12.6M |
|
16
Qualcomm
QCOM
$176B
| $10.5M | 1.18% |
68,563
+68,495
| +100,728% | +$11.5M |
|
17
Texas Instruments
TXN
$243B
| $10.3M | 1.16% |
56,191
+56,135
| +100,241% | +$9.9M |
|
18
Netflix
NFLX
$332B
| $10.1M | 1.14% |
270,190
+269,920
| +99,970% | +$11.2M |
|
19
T-Mobile US
TMUS
$191B
| $9.75M | 1.1% |
75,988
+75,912
| +99,884% | +$9.04M |
|
20
Amgen
AMGN
$236B
| $9.62M | 1.09% |
39,772
+39,735
| +107,392% | +$9.13M |
|
21
Advanced Micro Devices
AMD
$778B
| $9.45M | 1.07% |
86,465
+86,391
| +116,745% | +$10.3M |
|
22
Honeywell
HON
$69.9B
| $9.26M | 1.05% |
50,515
+50,467
| +105,140% | +$9.34M |
|
23
Intuit
INTU
$95.2B
| $8.29M | 0.94% |
17,235
+17,218
| +101,282% | +$8.82M |
|
24
PayPal
PYPL
$52.6B
| $8.2M | 0.93% |
70,867
+70,795
| +98,326% | +$9.42M |
|
25
Applied Materials
AMAT
$383B
| $7.08M | 0.8% |
53,757
+53,702
| +97,640% | +$7.39M |
|
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Harvest Volatility Management's Q1 2022 Portfolio in Review
As of Q1 2022, Harvest Volatility Management held 147 positions worth $885M, down 17% from $1.06B the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Harvest Volatility Management withdrew a net $194M in Q1 2022, closing 8 positions. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $594M position sold in full.
By sector, the portfolio is most concentrated in Technology at 48% of assets, up from 0.04% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Harvest Volatility Management opened a new position in Old Dominion Freight Line worth $2.09M.
- Harvest Volatility Management's largest Q1 2022 buy was Old Dominion Freight Line: 14,008 shares worth $2.09M.
- Harvest Volatility Management added most to Apple in Q1 2022, an estimated $104M increase.
- Harvest Volatility Management fully exited State Street SPDR S&P 500 ETF Trust in Q1 2022, selling an estimated $594M.
- Harvest Volatility Management's ten largest holdings make up 52% of its $885M portfolio in Q1 2022.
- Harvest Volatility Management opened 11 new positions and closed 8 in Q1 2022.
- Harvest Volatility Management's portfolio value fell 17% quarter-over-quarter to $885M.
Based on Harvest Volatility Management's 13F filing for Q1 2022, filed 16 May 2022.