$1.08 Billion is the total value of HARVEST VOLATILITY MANAGEMENT LLC's 124 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 7.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $387,201,000 | +13.6% | 976,967 | +7.2% | 35.72% | -10.4% |
| IEFA | Buy | ISHARES TRcore msci eafe | $236,187,000 | +12.0% | 3,278,103 | +7.4% | 21.79% | -11.7% |
| IEMG | Buy | ISHARES INCcore msci emkt | $99,373,000 | +7.6% | 1,544,012 | +3.7% | 9.17% | -15.1% |
| AAPL | Buy | APPLE INC | $29,279,000 | +47.1% | 239,695 | +59.8% | 2.70% | +16.0% |
| MSFT | Buy | MICROSOFT CORP | $25,386,000 | +71.1% | 107,673 | +61.4% | 2.34% | +34.9% |
| AMZN | Buy | AMAZON COM INC | $22,222,000 | +54.3% | 7,182 | +62.5% | 2.05% | +21.7% |
| XHB | Buy | SPDR SER TRs&p homebuild | $18,608,000 | +130.4% | 264,435 | +88.8% | 1.72% | +81.9% |
| DBA | Buy | INVESCO DB MULTI-SECTOR COMMagriculture fd | $12,792,000 | +120.9% | 755,146 | +110.5% | 1.18% | +74.3% |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $12,609,000 | – | 196,887 | +100.0% | 1.16% | – |
| TIP | New | ISHARES TRtips bd etf | $12,518,000 | – | 99,743 | +100.0% | 1.16% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $12,514,000 | – | 107,195 | +100.0% | 1.15% | – |
| XLP | New | SELECT SECTOR SPDR TRsbi cons stpls | $12,484,000 | – | 182,756 | +100.0% | 1.15% | – |
| TSLA | Buy | TESLA INC | $11,322,000 | +55.1% | 16,951 | +63.8% | 1.04% | +22.2% |
| FB | Buy | FACEBOOK INCcl a | $10,114,000 | +74.6% | 34,338 | +61.9% | 0.93% | +37.6% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $9,661,000 | +89.9% | 4,670 | +60.8% | 0.89% | +49.7% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $8,842,000 | +90.6% | 4,287 | +62.0% | 0.82% | +50.3% |
| NVDA | Buy | NVIDIA CORPORATION | $7,188,000 | +65.6% | 13,463 | +62.0% | 0.66% | +30.5% |
| ITB | Buy | ISHARES TRus home cons etf | $6,226,000 | +80.8% | 91,740 | +48.6% | 0.57% | +42.4% |
| PYPL | Buy | PAYPAL HLDGS INC | $6,177,000 | +67.7% | 25,437 | +61.7% | 0.57% | +32.3% |
| INTC | Buy | INTEL CORP | $5,649,000 | +106.0% | 88,269 | +60.4% | 0.52% | +62.3% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $5,373,000 | +67.2% | 99,300 | +61.9% | 0.50% | +31.9% |
| NFLX | Buy | NETFLIX INC | $5,018,000 | +56.6% | 9,620 | +62.3% | 0.46% | +23.5% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $4,943,000 | +53.4% | 10,398 | +61.4% | 0.46% | +21.0% |
| CSCO | Buy | CISCO SYS INC | $4,742,000 | +86.8% | 91,710 | +61.6% | 0.44% | +47.1% |
| PEP | Buy | PEPSICO INC | $4,238,000 | +54.0% | 29,964 | +61.5% | 0.39% | +21.4% |
| AVGO | Buy | BROADCOM INC | $4,110,000 | +72.9% | 8,865 | +63.3% | 0.38% | +36.3% |
| TXN | Buy | TEXAS INSTRS INC | $3,777,000 | +86.7% | 19,983 | +62.1% | 0.35% | +46.8% |
| COST | Buy | COSTCO WHSL CORP NEW | $3,391,000 | +52.0% | 9,621 | +62.5% | 0.31% | +19.9% |
| TMUS | Buy | T-MOBILE US INC | $3,382,000 | +50.5% | 26,993 | +62.0% | 0.31% | +18.6% |
| QCOM | Buy | QUALCOMM INC | $3,271,000 | +41.4% | 24,672 | +62.5% | 0.30% | +11.4% |
| AMGN | Buy | AMGEN INC | $3,122,000 | +73.8% | 12,546 | +60.6% | 0.29% | +37.1% |
| SBUX | Buy | STARBUCKS CORP | $2,794,000 | +65.7% | 25,570 | +62.3% | 0.26% | +31.0% |
| AMAT | Buy | APPLIED MATLS INC | $2,663,000 | +151.7% | 19,930 | +62.6% | 0.25% | +98.4% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC Ncl a | $2,595,000 | +46.5% | 4,205 | +57.1% | 0.24% | +15.5% |
| INTU | Buy | INTUIT | $2,277,000 | +69.9% | 5,943 | +68.5% | 0.21% | +33.8% |
| MU | Buy | MICRON TECHNOLOGY INC | $2,143,000 | +90.8% | 24,295 | +62.6% | 0.20% | +51.1% |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $2,065,000 | +39.4% | 26,309 | +62.9% | 0.19% | +9.8% |
| BKNG | Buy | BOOKING HOLDINGS INC | $2,064,000 | +70.0% | 886 | +62.6% | 0.19% | +33.8% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $1,888,000 | +46.5% | 2,555 | +62.2% | 0.17% | +15.2% |
| LRCX | Buy | LAM RESEARCH CORP | $1,844,000 | +102.4% | 3,098 | +60.5% | 0.17% | +58.9% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $1,795,000 | +59.8% | 30,676 | +59.7% | 0.17% | +26.7% |
| GILD | Buy | GILEAD SCIENCES INC | $1,764,000 | +80.0% | 27,295 | +62.2% | 0.16% | +41.7% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $1,751,000 | +72.7% | 9,292 | +61.4% | 0.16% | +36.1% |
| FISV | Buy | FISERV INC | $1,731,000 | +69.0% | 14,541 | +61.6% | 0.16% | +33.3% |
| CSX | Buy | CSX CORP | $1,597,000 | +71.4% | 16,560 | +61.3% | 0.15% | +34.9% |
| MELI | Buy | MERCADOLIBRE INC | $1,588,000 | +42.9% | 1,079 | +62.7% | 0.15% | +12.3% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $1,565,000 | +62.5% | 16,824 | +62.2% | 0.14% | +27.4% |
| JD | Buy | JD.COM INCspon adr cl a | $1,522,000 | +47.9% | 18,053 | +54.3% | 0.14% | +16.7% |
| ZM | Buy | ZOOM VIDEO COMMUNICATIONS INcl a | $1,421,000 | +61.3% | 4,422 | +69.2% | 0.13% | +27.2% |
| ADSK | Buy | AUTODESK INC | $1,323,000 | +47.2% | 4,772 | +62.1% | 0.12% | +16.2% |
| BIDU | Buy | BAIDU INCspon adr rep a | $1,282,000 | +60.0% | 5,895 | +59.2% | 0.12% | +25.5% |
| ADI | Buy | ANALOG DEVICES INC | $1,242,000 | +69.4% | 8,008 | +61.5% | 0.12% | +33.7% |
| ILMN | Buy | ILLUMINA INC | $1,216,000 | +68.2% | 3,166 | +61.9% | 0.11% | +31.8% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $1,211,000 | +102.8% | 6,013 | +60.1% | 0.11% | +60.0% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $1,212,000 | +47.1% | 5,641 | +61.8% | 0.11% | +16.7% |
| MRNA | Buy | MODERNA INC | $1,137,000 | +104.9% | 8,681 | +63.5% | 0.10% | +61.5% |
| KLAC | Buy | KLA CORP | $1,105,000 | +106.2% | 3,345 | +61.7% | 0.10% | +61.9% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $1,080,000 | +58.8% | 2,282 | +62.1% | 0.10% | +25.0% |
| KHC | Buy | KRAFT HEINZ CO | $1,063,000 | +86.8% | 26,568 | +61.8% | 0.10% | +46.3% |
| KDP | Buy | KEURIG DR PEPPER INC | $1,051,000 | +73.7% | 30,565 | +61.8% | 0.10% | +36.6% |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $1,043,000 | +81.7% | 7,041 | +61.7% | 0.10% | +43.3% |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $1,044,000 | +59.4% | 11,464 | +61.8% | 0.10% | +24.7% |
| ASML | Buy | ASML HOLDING N V | $1,040,000 | +110.5% | 1,684 | +66.4% | 0.10% | +65.5% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $1,030,000 | +122.0% | 18,764 | +61.4% | 0.10% | +75.9% |
| PDD | Buy | PINDUODUO INCsponsored ads | $1,003,000 | +40.9% | 7,491 | +87.0% | 0.09% | +12.0% |
| VYM | Sell | VANGUARD WHITEHALL FDShigh div yld | $1,006,000 | -4.2% | 9,956 | -13.2% | 0.09% | -24.4% |
| WDAY | Buy | WORKDAY INCcl a | $970,000 | +67.8% | 3,903 | +61.8% | 0.09% | +30.9% |
| EXC | Buy | EXELON CORP | $928,000 | +67.8% | 21,206 | +62.0% | 0.09% | +32.3% |
| ALGN | Buy | ALIGN TECHNOLOGY INC | $928,000 | +64.0% | 1,713 | +61.8% | 0.09% | +30.3% |
| ROST | Buy | ROSS STORES INC | $928,000 | +58.4% | 7,739 | +62.1% | 0.09% | +24.6% |
| BIIB | Buy | BIOGEN INC | $924,000 | +83.0% | 3,303 | +60.3% | 0.08% | +44.1% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $914,000 | +65.0% | 10,787 | +62.0% | 0.08% | +29.2% |
| IDXX | Buy | IDEXX LABS INC | $906,000 | +58.9% | 1,852 | +62.5% | 0.08% | +25.4% |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC. | $907,000 | +88.2% | 5,841 | +67.4% | 0.08% | +50.0% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $900,000 | +53.1% | 11,522 | +60.5% | 0.08% | +20.3% |
| JNK | Sell | SPDR SER TRbloomberg brclys | $902,000 | -13.4% | 8,286 | -13.3% | 0.08% | -32.0% |
| PFF | Sell | ISHARES TRpfd and incm sec | $905,000 | -13.6% | 23,573 | -13.3% | 0.08% | -32.0% |
| EBAY | Buy | EBAY INC. | $905,000 | +94.6% | 14,780 | +59.7% | 0.08% | +53.7% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $892,000 | -14.3% | 10,818 | -13.5% | 0.08% | -32.8% |
| NUSI | Sell | ETF SER SOLUTIONSnationwide rsk | $878,000 | -16.6% | 32,739 | -14.5% | 0.08% | -34.1% |
| TOTL | Sell | SSGA ACTIVE ETF TRspdr tr tactic | $881,000 | -15.0% | 18,274 | -13.2% | 0.08% | -33.1% |
| EA | Buy | ELECTRONIC ARTS INC | $845,000 | +51.2% | 6,242 | +60.4% | 0.08% | +20.0% |
| VWOB | Sell | VANGUARD WHITEHALL FDSemerg mkt bd etf | $849,000 | -18.3% | 10,952 | -13.2% | 0.08% | -36.1% |
| LULU | Buy | LULULEMON ATHLETICA INC | $831,000 | +42.5% | 2,711 | +61.9% | 0.08% | +13.2% |
| DOCU | Buy | DOCUSIGN INC | $820,000 | +48.6% | 4,048 | +62.9% | 0.08% | +16.9% |
| CDNS | Buy | CADENCE DESIGN SYSTEM INC | $829,000 | +62.2% | 6,054 | +61.6% | 0.08% | +26.7% |
| SNPS | Buy | SYNOPSYS INC | $818,000 | +54.9% | 3,303 | +62.3% | 0.08% | +21.0% |
| MTCH | Buy | MATCH GROUP INC NEW | $802,000 | +48.8% | 5,835 | +63.5% | 0.07% | +17.5% |
| XEL | Buy | XCEL ENERGY INC | $776,000 | +65.1% | 11,672 | +65.4% | 0.07% | +30.9% |
| CTAS | Buy | CINTAS CORP | $777,000 | +56.3% | 2,277 | +62.1% | 0.07% | +24.1% |
| PAYX | Buy | PAYCHEX INC | $767,000 | +70.4% | 7,827 | +62.2% | 0.07% | +34.0% |
| ORLY | Buy | OREILLY AUTOMOTIVE INC | $771,000 | +75.6% | 1,519 | +56.4% | 0.07% | +39.2% |
| DXCM | Buy | DEXCOM INC | $749,000 | +57.0% | 2,084 | +61.6% | 0.07% | +23.2% |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $730,000 | +59.0% | 4,772 | +62.4% | 0.07% | +24.1% |
| MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $715,000 | +67.1% | 14,590 | +62.2% | 0.07% | +32.0% |
| PCAR | Buy | PACCAR INC | $700,000 | +74.6% | 7,532 | +62.1% | 0.06% | +38.3% |
| NTES | Buy | NETEASE INCsponsored ads | $672,000 | +59.6% | 6,512 | +48.3% | 0.06% | +26.5% |
| XLNX | Buy | XILINX INC | $660,000 | +41.3% | 5,325 | +61.8% | 0.06% | +10.9% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $657,000 | +92.7% | 3,580 | +60.5% | 0.06% | +52.5% |
| ANSS | Buy | ANSYS INC | $638,000 | +53.0% | 1,880 | +63.9% | 0.06% | +20.4% |
| PTON | Buy | PELOTON INTERACTIVE INC | $643,000 | +23.7% | 5,722 | +66.9% | 0.06% | -3.3% |
| VRSK | Buy | VERISK ANALYTICS INC | $625,000 | +38.3% | 3,535 | +62.2% | 0.06% | +9.4% |
| FAST | Buy | FASTENAL CO | $627,000 | +66.8% | 12,471 | +61.9% | 0.06% | +31.8% |
| TEAM | Buy | ATLASSIAN CORP PLCcl a | $608,000 | +46.5% | 2,884 | +62.6% | 0.06% | +14.3% |
| DLTR | Buy | DOLLAR TREE INC | $585,000 | +71.6% | 5,107 | +61.7% | 0.05% | +35.0% |
| OKTA | Buy | OKTA INCcl a | $579,000 | +41.9% | 2,628 | +63.7% | 0.05% | +10.4% |
| CPRT | Buy | COPART INC | $557,000 | +37.9% | 5,131 | +61.8% | 0.05% | +8.5% |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $548,000 | +51.0% | 89,955 | +57.6% | 0.05% | +21.4% |
| SGEN | Buy | SEAGEN INC | $546,000 | +29.1% | 3,933 | +62.8% | 0.05% | +2.0% |
| MXIM | Buy | MAXIM INTEGRATED PRODS INC | $532,000 | +67.3% | 5,818 | +62.3% | 0.05% | +32.4% |
| CDW | Buy | CDW CORP | $507,000 | +100.4% | 3,058 | +59.5% | 0.05% | +56.7% |
| VRSN | Buy | VERISIGN INC | $488,000 | +47.0% | 2,453 | +60.1% | 0.04% | +15.4% |
| CERN | Buy | CERNER CORP | $478,000 | +48.0% | 6,647 | +61.5% | 0.04% | +15.8% |
| SPLK | Buy | SPLUNK INC | $475,000 | +30.1% | 3,506 | +63.0% | 0.04% | +2.3% |
| TCOM | Buy | TRIP COM GROUP LTDads | $453,000 | +91.1% | 11,441 | +62.9% | 0.04% | +50.0% |
| VNQ | Sell | VANGUARD INDEX FDSreal estate etf | $406,000 | -19.0% | 4,425 | -24.9% | 0.04% | -37.3% |
| INCY | Buy | INCYTE CORP | $388,000 | +51.6% | 4,771 | +62.3% | 0.04% | +20.0% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $341,000 | +36.4% | 3,042 | +61.6% | 0.03% | +6.9% |
| FOXA | Buy | FOX CORP | $262,000 | +98.5% | 7,262 | +60.4% | 0.02% | +60.0% |
| AGG | Sell | ISHARES TRcore us aggbd et | $208,000 | -27.5% | 1,825 | -24.8% | 0.02% | -44.1% |
| FOX | Buy | FOX CORP | $194,000 | +94.0% | 5,563 | +60.9% | 0.02% | +50.0% |
| GLD | Buy | SPDR GOLD TR | $7,000 | 0.0% | 46 | +12.2% | 0.00% | 0.0% |
| SLV | Buy | ISHARES SILVER TRishares | $3,000 | 0.0% | 141 | +11.9% | 0.00% | – |
| BIL | New | SPDR SER TRspdr bloomberg | $3,000 | – | 35 | +100.0% | 0.00% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -53 | -100.0% | -0.00% | – |
| MDY | Exit | SPDR S&P MIDCAP 400 ETF TRutser1 s&pdcrp | $0 | – | -62 | -100.0% | -0.00% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -131,928 | -100.0% | -1.35% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -136,626 | -100.0% | -1.37% | – |
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 2021-05-06
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| APPLE INC | 11 | Q2 2023 | 12.9% |
| MICROSOFT CORP | 11 | Q2 2023 | 12.4% |
| AMAZON COM INC | 11 | Q2 2023 | 7.0% |
| TESLA INC | 11 | Q2 2023 | 4.7% |
| NVIDIA CORPORATION | 11 | Q2 2023 | 6.4% |
| ALPHABET INC | 11 | Q2 2023 | 3.7% |
| ALPHABET INC | 11 | Q2 2023 | 3.6% |
| META PLATFORMS INC | 11 | Q2 2023 | 3.9% |
| PEPSICO INC | 11 | Q2 2023 | 2.1% |
| BROADCOM INC | 11 | Q2 2023 | 2.2% |
View HARVEST VOLATILITY MANAGEMENT LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-12 |
| 13F-HR | 2023-11-07 |
| 13F-HR | 2023-08-08 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-09 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-03 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
| 13F-HR | 2021-11-15 |
View HARVEST VOLATILITY MANAGEMENT LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.