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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
-19.78%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$621M
AUM Growth
-$264M
(-30%)
Cap. Flow
-$71.5M
Cap. Flow
% of AUM
-11.51%
Top 10 Holdings %
Top 10 Hldgs %
49.53%
Holding
141
New
2
Increased
29
Reduced
102
Closed
–
Avg Time Held
4.5
quarters
Top 10 Avg Time Held
0.9
quarters
Top 20 Avg Time Held
2.5
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Advanced Micro Devices
AMD
|
+$497K |
| 2 |
UnitedHealth
UNH
|
+$320K |
| 3 |
Merck
MRK
|
+$263K |
| 4 |
Verizon
VZ
|
+$234K |
| 5 |
Eli Lilly
LLY
|
+$226K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$9.59M |
| 2 |
Microsoft
MSFT
|
+$7.81M |
| 3 |
Amazon
AMZN
|
+$4.96M |
| 4 |
Tesla
TSLA
|
+$3.25M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$2.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 47.59% |
| 2 | Communication Services | 16.03% |
| 3 | Consumer Discretionary | 14.56% |
| 4 | Healthcare | 7.7% |
| 5 | Consumer Staples | 6.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.98T
| $75.7M | 12.19% |
553,982
-63,358
| -10% | -$9.59M |
2020 Q4
6 quarters
|
|
|
2
Microsoft
MSFT
$4.02T
| $66.3M | 10.68% |
258,332
-28,778
| -10% | -$7.81M |
2020 Q4
6 quarters
|
|
|
3
Amazon
AMZN
$2.8T
| $36.2M | 5.83% |
340,795
-39,665
| -10% | -$4.96M |
2020 Q4
6 quarters
|
|
|
4
Tesla
TSLA
$1.49T
| $23.3M | 3.75% |
103,875
-11,901
| -10% | -$3.25M |
2020 Q4
6 quarters
|
|
|
5
Alphabet (Google) Class C
GOOG
$4.27T
| $23.2M | 3.73% |
211,680
-24,580
| -10% | -$2.9M |
2020 Q4
6 quarters
|
|
6
Alphabet (Google) Class A
GOOGL
$4.31T
| $22.1M | 3.56% |
203,180
-22,620
| -10% | -$2.66M |
2020 Q4
6 quarters
|
|
7
Meta Platforms (Facebook)
META
$1.89T
| $18.6M | 2.99% |
115,080
-13,703
| -11% | -$2.64M |
2020 Q4
6 quarters
|
|
8
NVIDIA
NVDA
$5.46T
| $17.8M | 2.86% |
1,173,140
-138,690
| -11% | -$2.62M |
2020 Q4
6 quarters
|
|
9
PepsiCo
PEP
$173B
| $12.7M | 2.05% |
76,302
-9,022
| -11% | -$1.52M |
2020 Q4
6 quarters
|
|
10
Costco
COST
$425B
| $11.7M | 1.89% |
24,510
-2,826
| -10% | -$1.43M |
2020 Q4
6 quarters
|
|
11
Broadcom
AVGO
$1.69T
| $10.8M | 1.74% |
222,060
-30,420
| -12% | -$1.71M |
2020 Q4
6 quarters
|
|
12
Cisco
CSCO
$455B
| $9.86M | 1.59% |
231,284
-27,291
| -11% | -$1.31M |
2020 Q4
6 quarters
|
|
13
Comcast
CMCSA
$73.4B
| $9.61M | 1.55% |
244,860
-30,289
| -11% | -$1.3M |
2020 Q4
6 quarters
|
|
14
Adobe
ADBE
$92.7B
| $9.37M | 1.51% |
25,603
-3,140
| -11% | -$1.28M |
2020 Q4
6 quarters
|
|
15
T-Mobile US
TMUS
$163B
| $9.1M | 1.47% |
67,650
-8,338
| -11% | -$1.09M |
2020 Q4
6 quarters
|
|
16
Amgen
AMGN
$226B
| $8.9M | 1.43% |
36,582
-3,190
| -8% | -$782K |
2020 Q4
6 quarters
|
|
17
Intel
INTC
$536B
| $8.48M | 1.37% |
226,818
-26,739
| -11% | -$1.16M |
2020 Q4
6 quarters
|
|
18
Qualcomm
QCOM
$186B
| $7.81M | 1.26% |
61,112
-7,451
| -11% | -$1.01M |
2020 Q4
6 quarters
|
|
19
Texas Instruments
TXN
$257B
| $7.69M | 1.24% |
50,022
-6,169
| -11% | -$1.04M |
2020 Q4
6 quarters
|
|
20
Honeywell
HON
$66.4B
| $7.57M | 1.22% |
46,215
-4,300
| -9% | -$772K |
2021 Q3
3 quarters
|
|
|
21
Advanced Micro Devices
AMD
$970B
| $7.02M | 1.13% |
91,772
+5,307
| +6% | +$497K |
2020 Q4
6 quarters
|
|
22
Intuit
INTU
$81.8B
| $5.93M | 0.95% |
15,374
-1,861
| -11% | -$771K |
2020 Q4
6 quarters
|
|
23
Automatic Data Processing
ADP
$108B
| $4.78M | 0.77% |
22,775
-2,783
| -11% | -$610K |
2020 Q4
6 quarters
|
|
24
Starbucks
SBUX
$105B
| $4.76M | 0.77% |
62,317
-7,670
| -11% | -$589K |
2020 Q4
6 quarters
|
|
25
Mondelez International
MDLZ
$78.9B
| $4.67M | 0.75% |
75,166
-9,277
| -11% | -$586K |
2020 Q4
6 quarters
|
|
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Harvest Volatility Management's Q2 2022 Portfolio in Review
As of Q2 2022, Harvest Volatility Management held 141 positions worth $621M, down 30% from $885M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Harvest Volatility Management withdrew a net $71.5M in Q2 2022, reducing 102 holdings. Its largest reduction was Apple, cutting an estimated $9.59M.
By sector, the portfolio is most concentrated in Technology at 48% of assets, down from 48% a quarter earlier, followed by Communication Services and Consumer Discretionary.
Against the trend, Harvest Volatility Management opened a new position in Eli Lilly worth $244K.
- Harvest Volatility Management's largest Q2 2022 buy was Eli Lilly: 753 shares worth $244K.
- Harvest Volatility Management added most to Advanced Micro Devices in Q2 2022, an estimated $497K increase.
- Harvest Volatility Management's biggest Q2 2022 reduction was Apple, cutting an estimated $9.59M.
- Harvest Volatility Management's ten largest holdings make up 50% of its $621M portfolio in Q2 2022.
- Harvest Volatility Management opened 2 new positions and closed 0 in Q2 2022.
- Harvest Volatility Management's portfolio value fell 30% quarter-over-quarter to $621M.
Based on Harvest Volatility Management's 13F filing for Q2 2022, filed 3 Aug 2022.