HARVEST VOLATILITY MANAGEMENT LLC - Q4 2020 holdings

$855 Million is the total value of HARVEST VOLATILITY MANAGEMENT LLC's 123 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was - .

 Value Shares↓ Weighting
SPY NewSPDR S&P 500 ETF TRtr unit$340,891,000911,767
+100.0%
39.87%
IEFA NewISHARES TRcore msci eafe$210,897,0003,052,503
+100.0%
24.66%
IEMG NewISHARES INCcore msci emkt$92,340,0001,488,400
+100.0%
10.80%
AAPL NewAPPLE INC$19,909,000150,039
+100.0%
2.33%
MSFT NewMICROSOFT CORP$14,840,00066,719
+100.0%
1.74%
AMZN NewAMAZON COM INC$14,399,0004,421
+100.0%
1.68%
IYR NewISHARES TRu.s. real es etf$11,702,000136,626
+100.0%
1.37%
HYG NewISHARES TRiboxx hi yd etf$11,517,000131,928
+100.0%
1.35%
XHB NewSPDR SER TRs&p homebuild$8,075,000140,098
+100.0%
0.94%
TSLA NewTESLA INC$7,302,00010,348
+100.0%
0.85%
FB NewFACEBOOK INCcl a$5,794,00021,212
+100.0%
0.68%
DBA NewINVESCO DB MULTI-SECTOR COMMagriculture fd$5,791,000358,769
+100.0%
0.68%
GOOG NewALPHABET INCcap stk cl c$5,087,0002,904
+100.0%
0.60%
GOOGL NewALPHABET INCcap stk cl a$4,639,0002,647
+100.0%
0.54%
NVDA NewNVIDIA CORPORATION$4,341,0008,313
+100.0%
0.51%
PYPL NewPAYPAL HLDGS INC$3,684,00015,732
+100.0%
0.43%
ITB NewISHARES TRus home cons etf$3,444,00061,729
+100.0%
0.40%
ADBE NewADOBE SYSTEMS INCORPORATED$3,222,0006,442
+100.0%
0.38%
CMCSA NewCOMCAST CORP NEWcl a$3,213,00061,316
+100.0%
0.38%
NFLX NewNETFLIX INC$3,205,0005,928
+100.0%
0.38%
PEP NewPEPSICO INC$2,752,00018,554
+100.0%
0.32%
INTC NewINTEL CORP$2,742,00055,031
+100.0%
0.32%
CSCO NewCISCO SYS INC$2,539,00056,746
+100.0%
0.30%
AVGO NewBROADCOM INC$2,377,0005,429
+100.0%
0.28%
QCOM NewQUALCOMM INC$2,313,00015,183
+100.0%
0.27%
TMUS NewT-MOBILE US INC$2,247,00016,665
+100.0%
0.26%
COST NewCOSTCO WHSL CORP NEW$2,231,0005,921
+100.0%
0.26%
TXN NewTEXAS INSTRS INC$2,023,00012,325
+100.0%
0.24%
AMGN NewAMGEN INC$1,796,0007,812
+100.0%
0.21%
CHTR NewCHARTER COMMUNICATIONS INC Ncl a$1,771,0002,677
+100.0%
0.21%
SBUX NewSTARBUCKS CORP$1,686,00015,757
+100.0%
0.20%
AMD NewADVANCED MICRO DEVICES INC$1,481,00016,152
+100.0%
0.17%
INTU NewINTUIT$1,340,0003,528
+100.0%
0.16%
ISRG NewINTUITIVE SURGICAL INC$1,289,0001,575
+100.0%
0.15%
BKNG NewBOOKING HOLDINGS INC$1,214,000545
+100.0%
0.14%
MU NewMICRON TECHNOLOGY INC$1,123,00014,944
+100.0%
0.13%
MDLZ NewMONDELEZ INTL INCcl a$1,123,00019,205
+100.0%
0.13%
MELI NewMERCADOLIBRE INC$1,111,000663
+100.0%
0.13%
AMAT NewAPPLIED MATLS INC$1,058,00012,259
+100.0%
0.12%
VYM NewVANGUARD WHITEHALL FDShigh div yld$1,050,00011,469
+100.0%
0.12%
NUSI NewETF SER SOLUTIONSnationwide rsk$1,053,00038,299
+100.0%
0.12%
PFF NewISHARES TRpfd and incm sec$1,047,00027,188
+100.0%
0.12%
JNK NewSPDR SER TRbloomberg brclys$1,041,0009,552
+100.0%
0.12%
VWOB NewVANGUARD WHITEHALL FDSemerg mkt bd etf$1,039,00012,624
+100.0%
0.12%
VCSH NewVANGUARD SCOTTSDALE FDSshrt trm corp bd$1,041,00012,505
+100.0%
0.12%
TOTL NewSSGA ACTIVE ETF TRspdr tr tactic$1,037,00021,052
+100.0%
0.12%
FISV NewFISERV INC$1,024,0008,996
+100.0%
0.12%
JD NewJD.COM INCspon adr cl a$1,029,00011,703
+100.0%
0.12%
ADP NewAUTOMATIC DATA PROCESSING IN$1,014,0005,757
+100.0%
0.12%
GILD NewGILEAD SCIENCES INC$980,00016,827
+100.0%
0.12%
ATVI NewACTIVISION BLIZZARD INC$963,00010,374
+100.0%
0.11%
CSX NewCSX CORP$932,00010,265
+100.0%
0.11%
LRCX NewLAM RESEARCH CORP$911,0001,930
+100.0%
0.11%
ADSK NewAUTODESK INC$899,0002,944
+100.0%
0.10%
ZM NewZOOM VIDEO COMMUNICATIONS INcl a$881,0002,613
+100.0%
0.10%
VRTX NewVERTEX PHARMACEUTICALS INC$824,0003,486
+100.0%
0.10%
BIDU NewBAIDU INCspon adr rep a$801,0003,704
+100.0%
0.09%
ADI NewANALOG DEVICES INC$733,0004,959
+100.0%
0.09%
ILMN NewILLUMINA INC$723,0001,955
+100.0%
0.08%
PDD NewPINDUODUO INCsponsored ads$712,0004,006
+100.0%
0.08%
REGN NewREGENERON PHARMACEUTICALS$680,0001,408
+100.0%
0.08%
MNST NewMONSTER BEVERAGE CORP NEW$655,0007,085
+100.0%
0.08%
KDP NewKEURIG DR PEPPER INC$605,00018,895
+100.0%
0.07%
NXPI NewNXP SEMICONDUCTORS N V$597,0003,756
+100.0%
0.07%
ROST NewROSS STORES INC$586,0004,775
+100.0%
0.07%
CTSH NewCOGNIZANT TECHNOLOGY SOLUTIOcl a$588,0007,177
+100.0%
0.07%
WDAY NewWORKDAY INCcl a$578,0002,412
+100.0%
0.07%
LULU NewLULULEMON ATHLETICA INC$583,0001,675
+100.0%
0.07%
IDXX NewIDEXX LABS INC$570,0001,140
+100.0%
0.07%
KHC NewKRAFT HEINZ CO$569,00016,417
+100.0%
0.07%
MAR NewMARRIOTT INTL INC NEWcl a$574,0004,354
+100.0%
0.07%
ALGN NewALIGN TECHNOLOGY INC$566,0001,059
+100.0%
0.07%
EA NewELECTRONIC ARTS INC$559,0003,891
+100.0%
0.06%
AEP NewAMERICAN ELEC PWR CO INC$554,0006,659
+100.0%
0.06%
DOCU NewDOCUSIGN INC$552,0002,485
+100.0%
0.06%
MRNA NewMODERNA INC$555,0005,311
+100.0%
0.06%
EXC NewEXELON CORP$553,00013,094
+100.0%
0.06%
MTCH NewMATCH GROUP INC NEW$539,0003,568
+100.0%
0.06%
KLAC NewKLA CORP$536,0002,069
+100.0%
0.06%
SNPS NewSYNOPSYS INC$528,0002,035
+100.0%
0.06%
PTON NewPELOTON INTERACTIVE INC$520,0003,429
+100.0%
0.06%
CDNS NewCADENCE DESIGN SYSTEM INC$511,0003,746
+100.0%
0.06%
BIIB NewBIOGEN INC$505,0002,061
+100.0%
0.06%
VNQ NewVANGUARD INDEX FDSreal estate etf$501,0005,896
+100.0%
0.06%
ASML NewASML HOLDING N V$494,0001,012
+100.0%
0.06%
CTAS NewCINTAS CORP$497,0001,405
+100.0%
0.06%
DXCM NewDEXCOM INC$477,0001,290
+100.0%
0.06%
MCHP NewMICROCHIP TECHNOLOGY INC.$482,0003,490
+100.0%
0.06%
XEL NewXCEL ENERGY INC$470,0007,055
+100.0%
0.06%
XLNX NewXILINX INC$467,0003,291
+100.0%
0.06%
WBA NewWALGREENS BOOTS ALLIANCE INC$464,00011,626
+100.0%
0.05%
ALXN NewALEXION PHARMACEUTICALS INC$459,0002,938
+100.0%
0.05%
EBAY NewEBAY INC.$465,0009,257
+100.0%
0.05%
PAYX NewPAYCHEX INC$450,0004,826
+100.0%
0.05%
VRSK NewVERISK ANALYTICS INC$452,0002,179
+100.0%
0.05%
ORLY NewOREILLY AUTOMOTIVE INC$439,000971
+100.0%
0.05%
MRVL NewMARVELL TECHNOLOGY GROUP LTDord$428,0008,993
+100.0%
0.05%
TEAM NewATLASSIAN CORP PLCcl a$415,0001,774
+100.0%
0.05%
SGEN NewSEAGEN INC$423,0002,416
+100.0%
0.05%
ANSS NewANSYS INC$417,0001,147
+100.0%
0.05%
NTES NewNETEASE INCsponsored ads$421,0004,392
+100.0%
0.05%
OKTA NewOKTA INCcl a$408,0001,605
+100.0%
0.05%
PCAR NewPACCAR INC$401,0004,647
+100.0%
0.05%
CPRT NewCOPART INC$404,0003,171
+100.0%
0.05%
FAST NewFASTENAL CO$376,0007,703
+100.0%
0.04%
SPLK NewSPLUNK INC$365,0002,151
+100.0%
0.04%
SIRI NewSIRIUS XM HOLDINGS INC$363,00057,062
+100.0%
0.04%
DLTR NewDOLLAR TREE INC$341,0003,159
+100.0%
0.04%
SWKS NewSKYWORKS SOLUTIONS INC$341,0002,230
+100.0%
0.04%
VRSN NewVERISIGN INC$332,0001,532
+100.0%
0.04%
CERN NewCERNER CORP$323,0004,116
+100.0%
0.04%
MXIM NewMAXIM INTEGRATED PRODS INC$318,0003,585
+100.0%
0.04%
AGG NewISHARES TRcore us aggbd et$287,0002,427
+100.0%
0.03%
INCY NewINCYTE CORP$256,0002,940
+100.0%
0.03%
CDW NewCDW CORP$253,0001,917
+100.0%
0.03%
CHKP NewCHECK POINT SOFTWARE TECH LTord$250,0001,883
+100.0%
0.03%
TCOM NewTRIP COM GROUP LTDads$237,0007,023
+100.0%
0.03%
FOXA NewFOX CORP$132,0004,528
+100.0%
0.02%
FOX NewFOX CORP$100,0003,458
+100.0%
0.01%
MDY NewSPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp$26,00062
+100.0%
0.00%
IWM NewISHARES TRrussell 2000 etf$10,00053
+100.0%
0.00%
GLD NewSPDR GOLD TR$7,00041
+100.0%
0.00%
SLV NewISHARES SILVER TRishares$3,000126
+100.0%
0.00%
Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Original filings

The following EDGAR filing(s) were analyzed to create this report:

  • View 13F-HR filed 2021-03-08
Signatures

The EDGAR filing(s) were signed by:

Top long-term holdings
NameQuarters ownedLatest quarter ownedMax weighting
APPLE INC11Q2 202312.9%
MICROSOFT CORP11Q2 202312.4%
AMAZON COM INC11Q2 20237.0%
TESLA INC11Q2 20234.7%
NVIDIA CORPORATION11Q2 20236.4%
ALPHABET INC11Q2 20233.7%
ALPHABET INC11Q2 20233.6%
META PLATFORMS INC11Q2 20233.9%
PEPSICO INC11Q2 20232.1%
BROADCOM INC11Q2 20232.2%

View HARVEST VOLATILITY MANAGEMENT LLC's complete holdings history.

Latest filings
TypeFiled
13F-HR2024-02-12
13F-HR2023-11-07
13F-HR2023-08-08
13F-HR2023-05-15
13F-HR2023-02-09
13F-HR2022-11-10
13F-HR2022-08-03
13F-HR2022-05-16
13F-HR2022-02-14
13F-HR2021-11-15

View HARVEST VOLATILITY MANAGEMENT LLC's complete filings history.

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