$2.14 Billion is the total value of HARVEST VOLATILITY MANAGEMENT LLC's 108 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 8.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $790,991,000 | +94.7% | 1,843,200 | +94.2% | 36.98% | +12.7% |
| IEFA | Buy | ISHARES TRcore msci eafe | $408,524,000 | +75.5% | 5,502,003 | +77.0% | 19.10% | +1.6% |
| IEMG | Buy | ISHARES INCcore msci emkt | $188,183,000 | +75.6% | 3,047,000 | +90.4% | 8.80% | +1.7% |
| AAPL | Buy | APPLE INC | $70,953,000 | +64.4% | 501,436 | +59.1% | 3.32% | -4.8% |
| MSFT | Buy | MICROSOFT CORP | $64,261,000 | +66.8% | 227,939 | +60.2% | 3.00% | -3.5% |
| AMZN | Buy | AMAZON COM INC | $50,468,000 | +54.1% | 15,363 | +61.4% | 2.36% | -10.8% |
| TIP | Buy | ISHARES TRtips bd etf | $46,429,000 | +227.1% | 363,608 | +228.0% | 2.17% | +89.4% |
| DBA | Buy | INVESCO DB MULTI-SECTOR COMMagriculture fd | $30,888,000 | +110.1% | 1,615,490 | +104.7% | 1.44% | +21.7% |
| IYR | New | ISHARES TRu.s. real es etf | $30,359,000 | – | 296,502 | +100.0% | 1.42% | – |
| TSLA | Buy | TESLA INC | $29,155,000 | +90.5% | 37,596 | +67.0% | 1.36% | +10.3% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $25,864,000 | +68.9% | 9,704 | +58.8% | 1.21% | -2.3% |
| FB | Buy | FACEBOOK INCcl a | $24,536,000 | +55.9% | 72,293 | +59.8% | 1.15% | -9.7% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $24,417,000 | +76.3% | 9,133 | +61.0% | 1.14% | +2.1% |
| NVDA | Buy | NVIDIA CORPORATION | $23,905,000 | +67.0% | 115,392 | +544.9% | 1.12% | -3.3% |
| PYPL | Buy | PAYPAL HLDGS INC | $14,115,000 | +43.5% | 54,243 | +60.7% | 0.66% | -16.9% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $12,645,000 | +57.3% | 21,963 | +60.0% | 0.59% | -8.9% |
| NFLX | Buy | NETFLIX INC | $12,458,000 | +85.1% | 20,412 | +60.2% | 0.58% | +7.0% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $11,825,000 | +57.4% | 211,423 | +60.5% | 0.55% | -8.9% |
| CSCO | Buy | CISCO SYS INC | $10,588,000 | +64.9% | 194,530 | +60.6% | 0.50% | -4.4% |
| INTC | Buy | INTEL CORP | $9,978,000 | +53.2% | 187,277 | +61.4% | 0.47% | -11.4% |
| PEP | Buy | PEPSICO INC | $9,592,000 | +63.0% | 63,770 | +60.6% | 0.45% | -5.7% |
| AVGO | Buy | BROADCOM INC | $9,176,000 | +64.1% | 18,923 | +61.3% | 0.43% | -5.1% |
| COST | Buy | COSTCO WHSL CORP NEW | $9,162,000 | +82.3% | 20,389 | +60.5% | 0.43% | +5.4% |
| TXN | Buy | TEXAS INSTRS INC | $8,186,000 | +60.4% | 42,591 | +60.5% | 0.38% | -7.0% |
| TMUS | Buy | T-MOBILE US INC | $7,360,000 | +41.8% | 57,609 | +60.8% | 0.34% | -17.9% |
| MRNA | Buy | MODERNA INC | $7,160,000 | +164.3% | 18,605 | +61.4% | 0.34% | +53.0% |
| INTU | Buy | INTUIT | $6,801,000 | +76.8% | 12,605 | +60.6% | 0.32% | +2.3% |
| HON | New | HONEYWELL INTL INC | $6,763,000 | – | 31,857 | +100.0% | 0.32% | – |
| QCOM | Buy | QUALCOMM INC | $6,714,000 | +44.9% | 52,055 | +60.6% | 0.31% | -16.0% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC Ncl a | $6,157,000 | +57.7% | 8,462 | +56.4% | 0.29% | -8.6% |
| SBUX | Buy | STARBUCKS CORP | $6,003,000 | +58.6% | 54,417 | +60.7% | 0.28% | -8.2% |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $5,759,000 | +75.6% | 55,971 | +60.3% | 0.27% | +1.5% |
| AMGN | Buy | AMGEN INC | $5,570,000 | +38.5% | 26,192 | +58.7% | 0.26% | -20.0% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $5,445,000 | +74.2% | 5,477 | +61.2% | 0.26% | +1.2% |
| AMAT | Buy | APPLIED MATLS INC | $5,362,000 | +43.4% | 41,653 | +58.7% | 0.25% | -16.9% |
| BKNG | Buy | BOOKING HOLDINGS INC | $4,420,000 | +71.9% | 1,862 | +58.5% | 0.21% | -0.5% |
| ADI | Buy | ANALOG DEVICES INC | $4,151,000 | +127.6% | 24,785 | +133.9% | 0.19% | +32.0% |
| GILD | Buy | GILEAD SCIENCES INC | $4,041,000 | +62.8% | 57,859 | +60.5% | 0.19% | -5.5% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $3,900,000 | +60.6% | 19,507 | +59.5% | 0.18% | -7.1% |
| MELI | Buy | MERCADOLIBRE INC | $3,809,000 | +71.0% | 2,268 | +58.6% | 0.18% | -1.1% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $3,753,000 | +48.9% | 64,512 | +59.8% | 0.18% | -13.8% |
| LRCX | Buy | LAM RESEARCH CORP | $3,717,000 | +39.8% | 6,530 | +59.9% | 0.17% | -19.1% |
| MU | Buy | MICRON TECHNOLOGY INC | $3,688,000 | +34.7% | 51,959 | +61.2% | 0.17% | -22.2% |
| FISV | Buy | FISERV INC | $3,314,000 | +61.8% | 30,545 | +59.4% | 0.16% | -6.1% |
| CSX | Buy | CSX CORP | $3,094,000 | +47.8% | 104,046 | +59.4% | 0.14% | -14.2% |
| ILMN | Buy | ILLUMINA INC | $2,930,000 | +47.6% | 7,223 | +72.2% | 0.14% | -14.4% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $2,934,000 | +75.5% | 4,848 | +61.9% | 0.14% | +1.5% |
| ZM | Buy | ZOOM VIDEO COMMUNICATIONS INcl a | $2,905,000 | +10.7% | 11,108 | +63.8% | 0.14% | -35.8% |
| ADSK | Buy | AUTODESK INC | $2,895,000 | +57.2% | 10,151 | +60.9% | 0.14% | -9.4% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $2,776,000 | +30.3% | 35,874 | +60.7% | 0.13% | -24.4% |
| ASML | Buy | ASML HOLDING N V | $2,779,000 | +76.6% | 3,730 | +63.7% | 0.13% | +2.4% |
| JD | Buy | JD.COM INCspon adr cl a | $2,630,000 | +42.3% | 36,409 | +57.3% | 0.12% | -17.4% |
| TEAM | Buy | ATLASSIAN CORP PLCcl a | $2,478,000 | +148.5% | 6,331 | +63.2% | 0.12% | +43.2% |
| DXCM | Buy | DEXCOM INC | $2,437,000 | +105.3% | 4,456 | +60.3% | 0.11% | +18.8% |
| IDXX | Buy | IDEXX LABS INC | $2,438,000 | +58.5% | 3,921 | +61.0% | 0.11% | -8.1% |
| ALGN | Buy | ALIGN TECHNOLOGY INC | $2,413,000 | +73.8% | 3,626 | +59.7% | 0.11% | +0.9% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $2,394,000 | +47.1% | 12,222 | +54.4% | 0.11% | -14.5% |
| KLAC | Buy | KLA CORP | $2,351,000 | +65.2% | 7,027 | +60.1% | 0.11% | -4.3% |
| LULU | Buy | LULULEMON ATHLETICA INC | $2,334,000 | +78.7% | 5,768 | +61.2% | 0.11% | +3.8% |
| DOCU | Buy | DOCUSIGN INC | $2,309,000 | +47.8% | 8,968 | +60.5% | 0.11% | -14.3% |
| MRVL | Buy | MARVELL TECHNOLOGY INC | $2,293,000 | +67.0% | 38,013 | +61.4% | 0.11% | -3.6% |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $2,259,000 | – | 9,192 | +100.0% | 0.11% | – |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $2,225,000 | +74.4% | 15,022 | +60.7% | 0.10% | +1.0% |
| KDP | Buy | KEURIG DR PEPPER INC | $2,235,000 | +55.7% | 65,424 | +60.6% | 0.10% | -10.3% |
| WDAY | Buy | WORKDAY INCcl a | $2,200,000 | +70.0% | 8,804 | +62.4% | 0.10% | -1.0% |
| EXC | Buy | EXELON CORP | $2,182,000 | +75.4% | 45,138 | +60.8% | 0.10% | +2.0% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $2,166,000 | +44.7% | 11,943 | +60.8% | 0.10% | -16.5% |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $2,166,000 | +56.3% | 24,385 | +60.7% | 0.10% | -9.8% |
| EBAY | Buy | EBAY INC. | $2,089,000 | +52.0% | 29,990 | +53.3% | 0.10% | -11.7% |
| SNPS | Buy | SYNOPSYS INC | $2,101,000 | +74.4% | 7,017 | +60.6% | 0.10% | +1.0% |
| KHC | Buy | KRAFT HEINZ CO | $2,079,000 | +45.1% | 56,452 | +60.7% | 0.10% | -16.4% |
| MTCH | Buy | MATCH GROUP INC NEW | $2,003,000 | +60.0% | 12,757 | +64.2% | 0.09% | -6.9% |
| BIIB | Buy | BIOGEN INC | $1,944,000 | +30.0% | 6,868 | +59.1% | 0.09% | -24.8% |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC. | $1,940,000 | +65.0% | 12,638 | +60.9% | 0.09% | -4.2% |
| CDNS | Buy | CADENCE DESIGN SYSTEM INC | $1,932,000 | +76.9% | 12,755 | +59.8% | 0.09% | +2.3% |
| ORLY | Buy | OREILLY AUTOMOTIVE INC | $1,932,000 | +70.5% | 3,161 | +58.0% | 0.09% | -1.1% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $1,874,000 | +54.4% | 23,089 | +60.9% | 0.09% | -10.2% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $1,878,000 | +43.8% | 39,924 | +60.8% | 0.09% | -16.2% |
| EA | Buy | ELECTRONIC ARTS INC | $1,867,000 | +58.1% | 13,124 | +59.8% | 0.09% | -8.4% |
| PAYX | Buy | PAYCHEX INC | $1,866,000 | +68.0% | 16,590 | +60.3% | 0.09% | -3.3% |
| CTAS | Buy | CINTAS CORP | $1,797,000 | +56.7% | 4,722 | +57.2% | 0.08% | -9.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,799,000 | +71.5% | 24,244 | +60.1% | 0.08% | -1.2% |
| BIDU | Buy | BAIDU INCspon adr rep a | $1,792,000 | +18.3% | 11,654 | +56.8% | 0.08% | -31.1% |
| ROST | Buy | ROSS STORES INC | $1,793,000 | +41.1% | 16,474 | +60.7% | 0.08% | -18.4% |
| XLNX | Buy | XILINX INC | $1,721,000 | +68.6% | 11,396 | +61.5% | 0.08% | -2.4% |
| PDD | Buy | PINDUODUO INCsponsored ads | $1,597,000 | +15.6% | 17,609 | +62.0% | 0.08% | -33.0% |
| OKTA | Buy | OKTA INCcl a | $1,565,000 | +78.9% | 6,594 | +84.3% | 0.07% | +2.8% |
| XEL | Buy | XCEL ENERGY INC | $1,552,000 | +52.5% | 24,828 | +60.7% | 0.07% | -11.0% |
| CPRT | Buy | COPART INC | $1,511,000 | +68.8% | 10,895 | +60.5% | 0.07% | -1.4% |
| VRSK | Buy | VERISK ANALYTICS INC | $1,488,000 | +83.5% | 7,430 | +60.0% | 0.07% | +7.7% |
| SGEN | Buy | SEAGEN INC | $1,423,000 | +73.3% | 8,381 | +61.1% | 0.07% | +1.5% |
| FAST | Buy | FASTENAL CO | $1,369,000 | +59.6% | 26,522 | +60.7% | 0.06% | -7.2% |
| ANSS | Buy | ANSYS INC | $1,367,000 | +57.3% | 4,014 | +60.3% | 0.06% | -8.6% |
| PCAR | Buy | PACCAR INC | $1,264,000 | +42.0% | 16,013 | +60.5% | 0.06% | -18.1% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $1,251,000 | +37.6% | 7,593 | +60.1% | 0.06% | -20.5% |
| NTES | Buy | NETEASE INCsponsored ads | $1,183,000 | +18.7% | 13,854 | +60.1% | 0.06% | -32.1% |
| CDW | Buy | CDW CORP | $1,154,000 | +64.4% | 6,339 | +57.7% | 0.05% | -5.3% |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $1,140,000 | +48.2% | 186,961 | +59.0% | 0.05% | -14.5% |
| PTON | Buy | PELOTON INTERACTIVE INC | $1,091,000 | +14.1% | 12,530 | +62.6% | 0.05% | -33.8% |
| SPLK | Buy | SPLUNK INC | $1,091,000 | +60.2% | 7,540 | +60.1% | 0.05% | -7.3% |
| VRSN | Buy | VERISIGN INC | $1,053,000 | +43.5% | 5,138 | +59.3% | 0.05% | -16.9% |
| DLTR | Buy | DOLLAR TREE INC | $992,000 | +49.6% | 10,361 | +55.5% | 0.05% | -14.8% |
| CERN | Buy | CERNER CORP | $961,000 | +41.9% | 13,630 | +57.5% | 0.04% | -18.2% |
| TCOM | Buy | TRIP COM GROUP LTDads | $749,000 | +39.5% | 24,350 | +60.9% | 0.04% | -18.6% |
| INCY | Buy | INCYTE CORP | $701,000 | +32.0% | 10,186 | +61.5% | 0.03% | -23.3% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $690,000 | +52.7% | 6,103 | +57.0% | 0.03% | -11.1% |
| FOXA | Buy | FOX CORP | $599,000 | +72.1% | 14,926 | +59.1% | 0.03% | 0.0% |
| FOX | Buy | FOX CORP | $431,000 | +68.4% | 11,598 | +59.4% | 0.02% | -4.8% |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -7,698 | -100.0% | -0.06% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -6,336 | -100.0% | -0.09% | – |
| ITB | Exit | ISHARES TRus home cons etf | $0 | – | -103,197 | -100.0% | -0.58% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -223,699 | -100.0% | -1.14% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -112,541 | -100.0% | -1.14% | – |
| XLP | Exit | SELECT SECTOR SPDR TRsbi cons stpls | $0 | – | -203,178 | -100.0% | -1.15% | – |
| XHB | Exit | SPDR SER TRs&p homebuild | $0 | – | -292,260 | -100.0% | -1.73% | – |
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 2021-11-15
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.