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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
-2.8%
1 Year Est. Return
+13.08%
3 Year Est. Return
+24.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.01M
AUM Growth
-$496M
(-99%)
Cap. Flow
-$496M
Cap. Flow
% of AUM
-16,438.12%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
133
New
–
Increased
–
Reduced
–
Closed
128
Avg Time Held
5.8
quarters
Top 10 Avg Time Held
0
quarters
Top 20 Avg Time Held
0
quarters
Top Buys
No buys this quarter
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$61.8M |
| 2 |
Apple
AAPL
|
+$59.7M |
| 3 |
NVIDIA
NVDA
|
+$32.1M |
| 4 |
Amazon
AMZN
|
+$31.8M |
| 5 |
Tesla
TSLA
|
+$19.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 100% |
| 2 | Communication Services | 0% |
| 3 | Consumer Discretionary | 0% |
| 4 | Consumer Staples | 0% |
| 5 | Energy | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Vanguard Short-Term Corporate Bond ETF
VCSH
$43.9B
| $690K | 22.89% |
9,183
| – | – |
2021 Q4
7 quarters
|
|
2
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.84B
| $625K | 20.73% |
6,912
| – | – |
2023 Q2
1 quarter
|
|
3
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.65B
| $589K | 19.53% |
15,234
| – | – |
2021 Q4
7 quarters
|
|
4
iShares Preferred and Income Securities ETF
PFF
$12.1B
| $583K | 19.33% |
19,330
| – | – |
2021 Q4
7 quarters
|
|
5
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.13B
| $528K | 17.51% |
8,923
| – | – |
2021 Q4
7 quarters
|
|
|
6
Apple
AAPL
$4.98T
| – | – |
-307,905
| Closed | -$59.7M | – |
|
7
Airbnb
ABNB
$97.6B
| – | – |
-12,515
| Closed | -$1.6M | – |
|
8
Adobe
ADBE
$92B
| – | – |
-14,114
| Closed | -$6.9M | – |
|
9
Analog Devices
ADI
$201B
| – | – |
-15,449
| Closed | -$3.01M | – |
|
10
Automatic Data Processing
ADP
$109B
| – | – |
-12,730
| Closed | -$2.8M | – |
|
11
Autodesk
ADSK
$48.2B
| – | – |
-6,600
| Closed | -$1.35M | – |
|
12
American Electric Power
AEP
$68.4B
| – | – |
-15,860
| Closed | -$1.34M | – |
|
13
Align Technology
ALGN
$10.2B
| – | – |
-2,357
| Closed | -$834K | – |
|
14
Applied Materials
AMAT
$368B
| – | – |
-25,856
| Closed | -$3.74M | – |
|
15
Advanced Micro Devices
AMD
$989B
| – | – |
-49,504
| Closed | -$5.64M | – |
|
16
Amgen
AMGN
$223B
| – | – |
-21,708
| Closed | -$4.82M | – |
|
|
17
Amazon
AMZN
$2.79T
| – | – |
-243,905
| Closed | -$31.8M | – |
|
18
DELISTED
Ansys
ANSS
| – | – |
-2,671
| Closed | -$882K | – |
|
19
ASML
ASML
$660B
| – | – |
-2,664
| Closed | -$1.93M | – |
|
20
Broadcom
AVGO
$1.71T
| – | – |
-128,430
| Closed | -$11.1M | – |
|
21
American Express
AXP
$209B
| – | – |
-5,519
| Closed | -$961K | – |
|
22
AstraZeneca
AZN
$242B
| – | – |
-8,981
| Closed | -$1.29M | – |
|
23
Boeing
BA
$147B
| – | – |
-5,506
| Closed | -$1.16M | – |
|
24
Biogen
BIIB
$33.8B
| – | – |
-4,461
| Closed | -$1.27M | – |
|
25
Booking.com
BKNG
$118B
| – | – |
-28,500
| Closed | -$3.08M | – |
|
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Harvest Volatility Management's Q3 2023 Portfolio in Review
As of Q3 2023, Harvest Volatility Management held 133 positions worth $3.01M, down 99% from $499M the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Harvest Volatility Management withdrew a net $496M in Q3 2023, closing 128 positions. Its most notable exit was Microsoft, an estimated $61.8M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 100% of assets, up from 0.92% a quarter earlier, followed by Communication Services and Consumer Discretionary.
- Harvest Volatility Management fully exited Microsoft in Q3 2023, selling an estimated $61.8M.
- Harvest Volatility Management's ten largest holdings make up 100% of its $3.01M portfolio in Q3 2023.
- Harvest Volatility Management opened 0 new positions and closed 128 in Q3 2023.
- Harvest Volatility Management's portfolio value fell 99% quarter-over-quarter to $3.01M.
Based on Harvest Volatility Management's 13F filing for Q3 2023, filed 7 Nov 2023.