HV
Harvest Volatility Management LLC Historical SEC 13F Holdings & Archive (Q3 2024)
Harvest Volatility Management LLCCIK: 0001455530
Quality / disciplined sizingLong-term holderConcentrated strategy
Total reported value
$4.4M
Reporting period: 2024-09-30 · Number of holdings: 6
HARVEST VOLATILITY MANAGEMENT LLC disclosed 6 holdings in its latest 13F filing for the period ending 2024-09-30, with total reported value of $4.4M and a quarterly turnover rate of 0.0%.
Browse other institutions with under $100M AUMBrowse other institutions starting with "H"
Personality snowflake
- Concentration
- 70.64
- Portfolio Stability
- 0
- Momentum
- 50
- Sector conviction
- 0
- Diversification
- 12
- Sizing Uniformity
- 97.32
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNo holding changes this quarter
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | VYM | Vanguard High Dvd Yield ETF | ETF-Other | 25.51% | — | — | |
| 2 | VCSH | Vanguard S/t CORP Bond ETF | ETF-Corp Bonds | 16.61% | — | — | |
| 3 | JNK | Ss Spdr Bb High Yield Bond | ETF-High Yield | 15.39% | — | — | |
| 4 | PFF | Ishares Preferred & Income S | ETF-Other | 14.63% | — | — | |
| 5 | TOTL | Ss Doubleline Tr Tact ETF | ETF-Other | 14.36% | — | — | |
| 6 | VWOB | Vanguard Emerg Mkts Gov Bnd | ETF-Other | 13.49% | — | — |
Portfolio Performance
Performance for Q3 2026
+0.9%
Performance Last 4 Quarters
+8.3%
- Stdev
- +8.5%
- Beta
- +0.5
- Alpha
- +0.2%
- Max Drawdown
- -2.6%
- Annualized Perf
- +10.3%
- Batting Avg vs S&P
- +38.9%
- Sortino
- +2.6
- Stutzer
- +0.38
- Treynor
- +0.2
- Sterling
- +0.83
- Calmar
- +3.93
- Information Ratio
- -1.16
- Tracking Error
- +8.5%
- Stdev Down
- +3.9%
- Winning Months %
- +75%
- Losing Months %
- +25%
- Best 12 Months
- +23.5%
- Worst 12 Months
- +6.7%
- Efficiency Ratio
- +0.52
- Sharpe
- +1.21
- Stdev Sectors
- —
- Skewness
- +1.32
- Kurtosis
- +5.6
- Upside Potential
- +4.1
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2024 Q3 | 6 | $4.4M | 0 | ||
| 2024 Q2 | 6 | $4.2M | 0 | ||
| 2024 Q1 | 6 | $4.2M | 0 | ||
| 2023 Q4 | 7 | $4.7M | 0 | ||
| 2023 Q3 | 5 | $3.0M | 0 | ||
| 2023 Q2 | 133 | $498.6M | 0 | ||
| 2023 Q1 | 132 | $496.0M | 0 | ||
| 2022 Q4 | 132 | $495.3M | 0 | ||
| 2022 Q3 | 137 | $578.6M | 0 | ||
| 2022 Q2 | 141 | $621.2M | 0 | ||
| 2022 Q1 | 166 | $885.4M | 0 | ||
| 2021 Q4 | 148 | $1.1T | 0 | ||
| 2021 Q3 | 108 | $2.1B | 0 | ||
| 2021 Q2 | 112 | $1.2B | 93 | ||
| 2021 Q1 | 124 | $1.1B | 29 | ||
| 2020 Q4 | 123 | $855.1M | 0 |
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
Filing History
FAQ
What is Harvest Volatility Management LLC and what type of investor is it?
Harvest Volatility Management LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2024-09-30), the firm manages a tracked equity portfolio valued at approximately $4.4M, spread across 6 disclosed positions.
What are Harvest Volatility Management LLC's largest equity positions?
Based on the latest 13F filing, Harvest Volatility Management LLC's top holdings by market value are:
1. Vanguard High Dvd Yield ETF (VYM) — $1.1M (25.5%)
2. Vanguard S/t CORP Bond ETF (VCSH) — $729.3K (16.6%)
3. Ss Spdr Bb High Yield Bond (JNK) — $675.9K (15.4%)
4. Ishares Preferred & Income S (PFF) — $642.3K (14.6%)
5. Ss Doubleline Tr Tact ETF (TOTL) — $630.7K (14.4%)
What changes did Harvest Volatility Management LLC make in its most recent portfolio filing?
No notable portfolio changes were recorded for Harvest Volatility Management LLC in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does Harvest Volatility Management LLC focus on?
Sector breakdown data is not yet available for Harvest Volatility Management LLC. Check back after the next 13F processing cycle.
Investment Profile
Harvest Volatility Management LLC returned an annualized 10.3% over the trailing 36 months — outperforming the S&P 500 by 0.2 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.50 (less volatile than the market) and a 39% quarterly batting average against the index.
Its portfolio is concentrated and long-term-holding.
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Developer Access
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