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Green Harvest Asset Management’s Core Index Plus Global Equity strategy (benchmark: GHAM Global Equity Index) offers investors access to a passively managed portfolio of passive Exchange Traded Funds (ETFs). This strategy employs Green Harvest’s advanced SmartCapture discipline, which is an active, proprietary process designed to capture tax benefits with a minimization of tracking error.This tax-efficient strategy seeks to minimize or reduce taxes by capturing capital losses that may be used to offset capital gains which may improve after-tax performance.

Fact Sheet

(click to download PDF)

Initial Anchor Holdings (New Portfolio as of 12/31/19)

U.S.%Non-U.S.%
Technology Select Sector SPDR®12.5SPDR® Euro STOXX 50® ETF13.0
Health Care Select Sector SPDR®7.7Franklin FTSE Asia ex Japan ETF10.8
Financial Select Sector SPDR®7.0Franklin FTSE Japan ETF7.4
Consumer Discretionary Select Sector SPDR®5.6Franklin FTSE United Kingdom ETF5.0
Communication Services Select Sector SPDR®5.3Franklin FTSE Canada ETF3.1
Industrial Select Sector SPDR®4.9iShares MSCI Switzerland ETF3.2
Consumer Staples Select Sectpr SPDR®3.9Franklin FTSE Australia ETF2.1
Energy Select Sector SPDR®2.3iShares Latin America 40 ETF1.6
Utilities Select Sector SPDR®1.8
Real Estate Select Sector SPDR®1.6
Materials Select Sector SPDR®1.4

Sector Weights (New Portfolio as of 12/31/19)

 Green HarvestBenchmark
%%
Information Technology17.017.1
Financials16.716.6
Health Care11.611.7
Consumer Discretionary11.310.7
Industrials10.310.2
Consumer Staples8.38.1
Communication Services8.28.7
Energy5.35.2
Materials5.34.7
Utilities3.23.3
Real Estate2.73.2
Not Classified0.30.4

Top Countries (New Portfolio as of 12/31/19)

4Q 2019 Global Piechart IMAGE

Composite Performance (through 12/31/19)

 GrossNetGHAM Global Equity Index
Quarterly Returns
Q4 20198.85%8.74%8.75%
Q3 20190.28%0.18%0.05%
Q2 20193.88%3.77%3.45%
Q1 201912.61%12.50%12.45%
Total Returns
Prior 12 Months27.68%27.18%26.58%
Since Inception (annualized) 11.08%10.63%11.17%

Characteristics (New Portfolio as of 12/31/19)

  
Inception4/1/2017
Price/Earnings19.77
Price/Book2.40
Price/Cash Flow12.76
Dividend Yield (%)2.37*
Beta (Since inception)1.00
Tracking Error (Since Inception)0.67
*Dividend yield of Portfolio ETFs

Performance quoted represents past performance, which is no guarantee of future results. Investment return and principal value will fluctuate, so you may have a gain or loss when the portfolio is liquidated. Current performance may be higher or lower than that quoted. Performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index.

GHAM does not provide tax advice. Although GHAM does not employ a Certified Public Accountant on its staff, we have, and continue to work with outside accounting firms and outside tax counsel that provide ongoing guidance and updates on all relevant tax law. Federal, state and local tax laws are subject to change. GHAM is not responsible for providing clients updates on any changes in tax laws, rules or statutes.
Composite performance calculations based on asset weighted average of all accounts in the strategy.
Although there are multiple accounts investing in a similar Global strategy, only 1 account qualified for inclusion based on the GIPS policies and procedures. Reasons to harvest capital losses, sources of capital gains and the suggestion that mutual funds distribute capital gains are for illustrative purposes only.
The availability of tax alpha is highly dependent upon the initial date and time of investment as well as market direction and security volatility during the investment period. Tax loss harvesting outcomes may vary greatly for clients who invest on different days, weeks, months and all other time periods.
All estimates of past returns of broad, narrow, sector, country, regional or other indices do not include the impact of advisor fees, unless specifically indicated.
Portfolio Characteristics analytics applies to assets invested in GHAM strategy and their underlying exposures, and excludes any directly held cash or money market balances, which are typically < 0.50% of account value.

All data and conclusions derived from data in this factsheet are unaudited and their reliability and accuracy is not guaranteed.
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