$1.06 Trillion is the total value of HARVEST VOLATILITY MANAGEMENT LLC's 148 reported holdings in Q4 2021. The portfolio turnover from Q3 2021 to Q4 2021 was 38.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $593,605,008,000 | +74945.7% | 1,249,800 | -32.2% | 55.77% | +50.8% |
| IEFA | Sell | ISHARES TRcore msci eafe | $281,222,696,000 | +68738.7% | 3,767,721 | -31.5% | 26.42% | +38.3% |
| IEMG | Sell | ISHARES INCcore msci emkt | $121,364,175,000 | +64392.6% | 2,027,467 | -33.5% | 11.40% | +29.6% |
| TIP | Sell | ISHARES TRtips bd etf | $29,405,145,000 | +63233.6% | 227,594 | -37.4% | 2.76% | +27.3% |
| IYR | Sell | ISHARES TRu.s. real es etf | $15,870,763,000 | +52177.0% | 136,652 | -53.9% | 1.49% | +5.1% |
| DBA | Sell | INVESCO DB MULTI-SECTOR COMMagriculture fd | $14,955,510,000 | +48318.5% | 757,241 | -53.1% | 1.40% | -2.7% |
| VYM | New | VANGUARD WHITEHALL FDShigh div yld | $1,116,167,000 | – | 9,956 | +100.0% | 0.10% | – |
| PFF | New | ISHARES TRpfd and incm sec | $929,483,000 | – | 23,573 | +100.0% | 0.09% | – |
| NUSI | New | ETF SER SOLUTIONSnationwide rsk | $914,073,000 | – | 32,739 | +100.0% | 0.09% | – |
| JNK | New | SPDR SER TRbloomberg brclys | $899,611,000 | – | 8,286 | +100.0% | 0.08% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $879,071,000 | – | 10,818 | +100.0% | 0.08% | – |
| TOTL | New | SSGA ACTIVE ETF TRspdr tr tactic | $865,091,000 | – | 18,274 | +100.0% | 0.08% | – |
| VWOB | New | VANGUARD WHITEHALL FDSemerg mkt bd etf | $850,532,000 | – | 10,952 | +100.0% | 0.08% | – |
| VNQ | New | VANGUARD INDEX FDSreal estate etf | $513,344,000 | – | 4,425 | +100.0% | 0.05% | – |
| AAPL | Buy | APPLE INC | $107,825,000 | +52.0% | 607,225 | +21.1% | 0.01% | -99.7% |
| MSFT | Buy | MICROSOFT CORP | $94,025,000 | +46.3% | 279,570 | +22.7% | 0.01% | -99.7% |
| AMZN | Buy | AMAZON COM INC | $62,185,000 | +23.2% | 18,650 | +21.4% | 0.01% | -99.7% |
| NVDA | Buy | NVIDIA CORPORATION | $38,118,000 | +59.5% | 129,604 | +12.3% | 0.00% | -99.6% |
| TSLA | Sell | TESLA INC | $39,142,000 | +34.3% | 37,039 | -1.5% | 0.00% | -99.7% |
| FB | Buy | FACEBOOK INCcl a | $43,751,000 | +78.3% | 130,077 | +79.9% | 0.00% | -99.7% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $33,841,000 | +30.8% | 11,695 | +20.5% | 0.00% | -99.8% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $32,073,000 | +31.4% | 11,071 | +21.2% | 0.00% | -99.7% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $16,456,000 | +30.1% | 29,019 | +32.1% | 0.00% | -99.7% |
| NFLX | Buy | NETFLIX INC | $16,276,000 | +30.6% | 27,016 | +32.4% | 0.00% | -99.7% |
| CSCO | Buy | CISCO SYS INC | $16,514,000 | +56.0% | 260,591 | +34.0% | 0.00% | -99.6% |
| AVGO | Buy | BROADCOM INC | $16,703,000 | +82.0% | 25,102 | +32.7% | 0.00% | -99.5% |
| TMUS | Buy | T-MOBILE US INC | $8,842,000 | +20.1% | 76,233 | +32.3% | 0.00% | -99.7% |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $10,606,000 | +84.2% | 73,706 | +31.7% | 0.00% | -99.6% |
| TXN | Buy | TEXAS INSTRS INC | $10,622,000 | +29.8% | 56,359 | +32.3% | 0.00% | -99.7% |
| QCOM | Buy | QUALCOMM INC | $12,498,000 | +86.1% | 68,345 | +31.3% | 0.00% | -99.7% |
| LRCX | Buy | LAM RESEARCH CORP | $6,172,000 | +66.0% | 8,583 | +31.4% | 0.00% | -99.4% |
| HON | Buy | HONEYWELL INTL INC | $9,423,000 | +39.3% | 45,189 | +41.8% | 0.00% | -99.7% |
| PEP | Buy | PEPSICO INC | $14,657,000 | +52.8% | 84,379 | +32.3% | 0.00% | -99.8% |
| PYPL | Buy | PAYPAL HLDGS INC | $13,524,000 | -4.2% | 71,713 | +32.2% | 0.00% | -99.8% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $7,828,000 | +43.8% | 21,786 | +297.8% | 0.00% | -99.6% |
| INTU | Buy | INTUIT | $11,105,000 | +63.3% | 17,264 | +37.0% | 0.00% | -99.7% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC Ncl a | $7,121,000 | +15.7% | 10,923 | +29.1% | 0.00% | -99.7% |
| INTC | Buy | INTEL CORP | $12,784,000 | +28.1% | 248,224 | +32.5% | 0.00% | -99.8% |
| AMAT | Buy | APPLIED MATLS INC | $8,671,000 | +61.7% | 55,105 | +32.3% | 0.00% | -99.6% |
| GILD | Buy | GILEAD SCIENCES INC | $5,558,000 | +37.5% | 76,551 | +32.3% | 0.00% | -99.5% |
| COST | Buy | COSTCO WHSL CORP NEW | $15,300,000 | +67.0% | 26,950 | +32.2% | 0.00% | -99.8% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $6,337,000 | +62.5% | 25,700 | +31.7% | 0.00% | -99.5% |
| MU | Buy | MICRON TECHNOLOGY INC | $6,359,000 | +72.4% | 68,264 | +31.4% | 0.00% | -99.4% |
| MRNA | Buy | MODERNA INC | $6,283,000 | -12.2% | 24,740 | +33.0% | 0.00% | -99.7% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $5,645,000 | +50.4% | 85,127 | +32.0% | 0.00% | -99.4% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $14,006,000 | +18.4% | 278,292 | +31.6% | 0.00% | -99.8% |
| BKNG | Buy | BOOKING HOLDINGS INC | $5,964,000 | +34.9% | 2,486 | +33.5% | 0.00% | -99.5% |
| AMGN | Buy | AMGEN INC | $8,448,000 | +51.7% | 37,549 | +43.4% | 0.00% | -99.6% |
| SBUX | Buy | STARBUCKS CORP | $8,374,000 | +39.5% | 71,592 | +31.6% | 0.00% | -99.6% |
| ADI | Buy | ANALOG DEVICES INC | $5,763,000 | +38.8% | 32,785 | +32.3% | 0.00% | -99.5% |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $3,100,000 | +43.1% | 32,274 | +32.4% | 0.00% | -100.0% |
| NTES | Buy | NETEASE INCsponsored ads | $1,759,000 | +48.7% | 17,284 | +24.8% | 0.00% | -100.0% |
| NKE | New | NIKE INCcl b | $529,000 | – | 3,173 | +100.0% | 0.00% | – |
| ORLY | Buy | OREILLY AUTOMOTIVE INC | $2,899,000 | +50.1% | 4,105 | +29.9% | 0.00% | -100.0% |
| OKTA | Buy | OKTA INCcl a | $2,015,000 | +28.8% | 8,989 | +36.3% | 0.00% | -100.0% |
| PCAR | Buy | PACCAR INC | $1,868,000 | +47.8% | 21,170 | +32.2% | 0.00% | -100.0% |
| PANW | New | PALO ALTO NETWORKS INC | $3,324,000 | – | 5,971 | +100.0% | 0.00% | – |
| PAYX | Buy | PAYCHEX INC | $3,004,000 | +61.0% | 22,007 | +32.7% | 0.00% | -100.0% |
| PTON | Buy | PELOTON INTERACTIVE INC | $657,000 | -39.8% | 18,359 | +46.5% | 0.00% | -100.0% |
| PDD | Buy | PINDUODUO INCsponsored ads | $1,478,000 | -7.5% | 25,354 | +44.0% | 0.00% | -100.0% |
| PG | New | PROCTER AND GAMBLE CO | $519,000 | – | 3,173 | +100.0% | 0.00% | – |
| REGN | Buy | REGENERON PHARMACEUTICALS | $4,061,000 | +38.4% | 6,430 | +32.6% | 0.00% | -100.0% |
| ROST | Buy | ROSS STORES INC | $2,477,000 | +38.1% | 21,676 | +31.6% | 0.00% | -100.0% |
| CRM | New | SALESFORCE COM INC | $806,000 | – | 3,173 | +100.0% | 0.00% | – |
| SGEN | Buy | SEAGEN INC | $1,724,000 | +21.2% | 11,151 | +33.1% | 0.00% | -100.0% |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $1,550,000 | +36.0% | 244,123 | +30.6% | 0.00% | -100.0% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $3,162,000 | +13.9% | 47,526 | +32.5% | 0.00% | -100.0% |
| SPLK | Buy | SPLUNK INC | $1,140,000 | +4.5% | 9,851 | +30.6% | 0.00% | -100.0% |
| SNPS | Buy | SYNOPSYS INC | $3,425,000 | +63.0% | 9,295 | +32.5% | 0.00% | -100.0% |
| MMM | New | 3M CO | $564,000 | – | 3,173 | +100.0% | 0.00% | – |
| TRV | New | TRAVELERS COMPANIES INC | $496,000 | – | 3,173 | +100.0% | 0.00% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $1,593,000 | – | 3,173 | +100.0% | 0.00% | – |
| VRSN | Buy | VERISIGN INC | $1,718,000 | +63.2% | 6,769 | +31.7% | 0.00% | -100.0% |
| VRSK | Buy | VERISK ANALYTICS INC | $2,248,000 | +51.1% | 9,828 | +32.3% | 0.00% | -100.0% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $3,407,000 | +57.3% | 15,516 | +29.9% | 0.00% | -100.0% |
| V | New | VISA INC | $688,000 | – | 3,173 | +100.0% | 0.00% | – |
| WMT | New | WALMART INC | $459,000 | – | 3,173 | +100.0% | 0.00% | – |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $2,755,000 | +46.7% | 52,816 | +32.3% | 0.00% | -100.0% |
| WDAY | Buy | WORKDAY INCcl a | $3,216,000 | +46.2% | 11,772 | +33.7% | 0.00% | -100.0% |
| XEL | Buy | XCEL ENERGY INC | $2,225,000 | +43.4% | 32,859 | +32.3% | 0.00% | -100.0% |
| XLNX | Buy | XILINX INC | $3,205,000 | +86.2% | 15,118 | +32.7% | 0.00% | -100.0% |
| ZS | New | ZSCALER INC | $2,725,000 | – | 8,479 | +100.0% | 0.00% | – |
| ZM | Buy | ZOOM VIDEO COMMUNICATIONS INcl a | $2,716,000 | -6.5% | 14,767 | +32.9% | 0.00% | -100.0% |
| TEAM | Buy | ATLASSIAN CORP PLCcl a | $3,264,000 | +31.7% | 8,561 | +35.2% | 0.00% | -100.0% |
| ASML | Buy | ASML HOLDING N V | $3,927,000 | +41.3% | 4,933 | +32.3% | 0.00% | -100.0% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $3,696,000 | +54.4% | 16,227 | +32.8% | 0.00% | -100.0% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $1,564,000 | +25.0% | 10,082 | +32.8% | 0.00% | -100.0% |
| ABNB | New | AIRBNB INC | $3,495,000 | – | 20,995 | +100.0% | 0.00% | – |
| ALGN | Buy | ALIGN TECHNOLOGY INC | $3,156,000 | +30.8% | 4,803 | +32.5% | 0.00% | -100.0% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $2,734,000 | +45.9% | 30,728 | +33.1% | 0.00% | -100.0% |
| AXP | New | AMERICAN EXPRESS CO | $519,000 | – | 3,173 | +100.0% | 0.00% | – |
| ANSS | Buy | ANSYS INC | $2,132,000 | +56.0% | 5,316 | +32.4% | 0.00% | -100.0% |
| ADSK | Buy | AUTODESK INC | $3,769,000 | +30.2% | 13,403 | +32.0% | 0.00% | -100.0% |
| BIDU | Buy | BAIDU INCspon adr rep a | $2,202,000 | +22.9% | 14,801 | +27.0% | 0.00% | -100.0% |
| BIIB | Buy | BIOGEN INC | $2,147,000 | +10.4% | 8,947 | +30.3% | 0.00% | -100.0% |
| BA | New | BOEING CO | $639,000 | – | 3,173 | +100.0% | 0.00% | – |
| CSX | Buy | CSX CORP | $5,090,000 | +64.5% | 135,382 | +30.1% | 0.00% | -100.0% |
| CDNS | Buy | CADENCE DESIGN SYSTEM INC | $3,151,000 | +63.1% | 16,910 | +32.6% | 0.00% | -100.0% |
| CAT | New | CATERPILLAR INC | $656,000 | – | 3,173 | +100.0% | 0.00% | – |
| CVX | New | CHEVRON CORP NEW | $372,000 | – | 3,173 | +100.0% | 0.00% | – |
| CTAS | Buy | CINTAS CORP | $2,789,000 | +55.2% | 6,294 | +33.3% | 0.00% | -100.0% |
| KO | New | COCA COLA CO | $188,000 | – | 3,173 | +100.0% | 0.00% | – |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,843,000 | +58.0% | 32,046 | +32.2% | 0.00% | -100.0% |
| CPRT | Buy | COPART INC | $2,193,000 | +45.1% | 14,465 | +32.8% | 0.00% | -100.0% |
| CRWD | Buy | CROWDSTRIKE HLDGS INCcl a | $2,570,000 | +13.8% | 12,550 | +36.5% | 0.00% | -100.0% |
| DDOG | New | DATADOG INC | $2,774,000 | – | 15,574 | +100.0% | 0.00% | – |
| DXCM | Buy | DEXCOM INC | $3,172,000 | +30.2% | 5,908 | +32.6% | 0.00% | -100.0% |
| DIS | New | DISNEY WALT CO | $491,000 | – | 3,173 | +100.0% | 0.00% | – |
| DOCU | Buy | DOCUSIGN INC | $1,826,000 | -20.9% | 11,990 | +33.7% | 0.00% | -100.0% |
| DLTR | Buy | DOLLAR TREE INC | $1,928,000 | +94.4% | 13,722 | +32.4% | 0.00% | -100.0% |
| EBAY | Buy | EBAY INC. | $2,541,000 | +21.6% | 38,213 | +27.4% | 0.00% | -100.0% |
| EA | Buy | ELECTRONIC ARTS INC | $2,275,000 | +21.9% | 17,248 | +31.4% | 0.00% | -100.0% |
| EXC | Buy | EXELON CORP | $3,449,000 | +58.1% | 59,705 | +32.3% | 0.00% | -100.0% |
| FAST | Buy | FASTENAL CO | $2,248,000 | +64.2% | 35,095 | +32.3% | 0.00% | -100.0% |
| FISV | Buy | FISERV INC | $4,181,000 | +26.2% | 40,287 | +31.9% | 0.00% | -100.0% |
| FTNT | New | FORTINET INC | $3,557,000 | – | 9,896 | +100.0% | 0.00% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,214,000 | – | 3,173 | +100.0% | 0.00% | – |
| HD | New | HOME DEPOT INC | $1,317,000 | – | 3,173 | +100.0% | 0.00% | – |
| IDXX | Buy | IDEXX LABS INC | $3,405,000 | +39.7% | 5,171 | +31.9% | 0.00% | -100.0% |
| ILMN | Buy | ILLUMINA INC | $3,623,000 | +23.7% | 9,523 | +31.8% | 0.00% | -100.0% |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $424,000 | – | 3,173 | +100.0% | 0.00% | – |
| JPM | New | JPMORGAN CHASE & CO | $502,000 | – | 3,173 | +100.0% | 0.00% | – |
| JD | Buy | JD.COM INCspon adr cl a | $3,173,000 | +20.6% | 45,281 | +24.4% | 0.00% | -100.0% |
| JNJ | New | JOHNSON & JOHNSON | $543,000 | – | 3,173 | +100.0% | 0.00% | – |
| KLAC | Buy | KLA CORP | $3,976,000 | +69.1% | 9,244 | +31.5% | 0.00% | -100.0% |
| KDP | Buy | KEURIG DR PEPPER INC | $3,189,000 | +42.7% | 86,526 | +32.3% | 0.00% | -100.0% |
| KHC | Buy | KRAFT HEINZ CO | $2,682,000 | +29.0% | 74,696 | +32.3% | 0.00% | -100.0% |
| New | LUCID GROUP INC | $3,794,000 | – | 99,701 | +100.0% | 0.00% | – | |
| LULU | Buy | LULULEMON ATHLETICA INC | $2,971,000 | +27.3% | 7,589 | +31.6% | 0.00% | -100.0% |
| MAR | Buy | MARRIOTT INTL INC NEWcl a | $3,282,000 | +47.5% | 19,859 | +32.2% | 0.00% | -100.0% |
| MRVL | Buy | MARVELL TECHNOLOGY INC | $4,397,000 | +91.8% | 50,252 | +32.2% | 0.00% | -100.0% |
| MTCH | Buy | MATCH GROUP INC NEW | $2,283,000 | +14.0% | 17,259 | +35.3% | 0.00% | -100.0% |
| MCD | New | MCDONALDS CORP | $851,000 | – | 3,173 | +100.0% | 0.00% | – |
| MELI | Buy | MERCADOLIBRE INC | $4,129,000 | +8.4% | 3,062 | +35.0% | 0.00% | -100.0% |
| MRK | New | MERCK & CO INC | $243,000 | – | 3,173 | +100.0% | 0.00% | – |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC. | $2,947,000 | +51.9% | 33,854 | +167.9% | 0.00% | -100.0% |
| FOX | Exit | FOX CORP | $0 | – | -11,598 | -100.0% | -0.02% | – |
| FOXA | Exit | FOX CORP | $0 | – | -14,926 | -100.0% | -0.03% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -6,103 | -100.0% | -0.03% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -10,186 | -100.0% | -0.03% | – |
| TCOM | Exit | TRIP COM GROUP LTDads | $0 | – | -24,350 | -100.0% | -0.04% | – |
| CERN | Exit | CERNER CORP | $0 | – | -13,630 | -100.0% | -0.04% | – |
| CDW | Exit | CDW CORP | $0 | – | -6,339 | -100.0% | -0.05% | – |
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 2022-02-14
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.