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Green Harvest Asset Management’s Core Index Plus Global Equity – Institutional (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 focus on 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 03/31/19)

U.S.%Non-U.S.%
Technology Select Sector SPDR®11.3SPDR® Euro STOXX 50® ETF13.3
Health Care Select Sector SPDR®7.8Health Care Select Sector SPDR®10.7
Financial Select Sector SPDR®6.85Franklin FTSE Japan ETF7.4
Communication Services Select Sector SPDR®5.4Franklin FTSE United Kingdom ETF5.2
Consumer Discretionary Select Sector SPDR®5.4Franklin FTSE Canada ETF3.2
Industrial Select Sector SPDR®5.0iShares MSCI Switzerland ETF3.2
Vanguard Consumer Staples ETF3.9Franklin FTSE Australia ETF2.2
Energy Select Sector SPDR®2.8iShares Latin America 40 ETF1.6
Vanguard Utilities ETF1.8
Vanguard Real Estate ETF1.6
Vanguard Materials ETF1.4

Sector Weights (New Portfolio as of 03/31/19)

 Green HarvestBenchmark
%%
Financials16.316.3
Information Technology15.415.4
Consumer Discretionary10.610.6
Health Care11.311.3
Insustrials10.210.2
Communication Services8.98.9
Consumer Staples8.28.2
Energy6.16.1
Materials4.84.8
Real Estate3.43.4
Utilities3.33.3
Not Classified1.41.4

Top Countries (as of 03/31/19)

Global.1Q19SectorWeights.r1

Composite Performance (through 03/31/19)

 GrossNetGHAM Global Equity Index
Quarterly Returns
Q1 201912.61%12.50%12.45%
Q4 2018-13.45%-13.54%-12.74%
Q3 20184.39%4.29%4.42%
Q2 20180.30%0.20%0.30%
Average Annual Total Return
Prior 12 Months2.05%1.65%2.76%
Since Inception17.73%16.80%18.87%

Portfolio Characteristics (as of 3/31/19)

  
Inception10/01/2018
Price/Earnings17.37
Price/Book2.27
Price/Cash Flow10.80
Dividend Yield2.49%

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. Portfolio, performance and loss capture statistics are inclusive of US Equity and US Equity Enhanced Strategies. Loss Capture statistics reflect simple averages of all accounts in each composite.

“% of Loss Capture” equals simple average of cumulative Realized Losses for each account since initial allocation, divided by initial account values. Realized Losses obtained from custodian.

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 example purposes only and not meant to be tax, estate planning or investment advice in any form or for any specific client.

All performance and estimates of strategy performance, after tax alpha, after tax alpha opportunities and other performance figures are derived from data provided from multiple third-party sources. All estimates were created with the benefit of hindsight and may not be achieved in a live account. The data received by GHAM is unaudited and its reliability and accuracy is not guaranteed.

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. Past performance and volatility figures should not be relied upon as an indicator of future performance or volatility.

Portfolio Characteristics analytics applies to assets invested in GH strategy and their underlying exposures, and excludes any directly held cash or money market balances.