Harvest Volatility Management

Latest statistics and disclosures from Harvest Volatility Management's latest quarterly 13F-HR filing:

  • Top 5 stock holdings are SPY, IEFA, IEMG, AAPL, MSFT, and represent 71.72% of Harvest Volatility Management's stock portfolio.
  • Added to shares of these 10 stocks: SPY (+$26M), IEFA (+$16M), XLU (+$13M), TIP (+$13M), XLV (+$13M), XLP (+$13M), AAPL (+$11M), MSFT (+$9.7M), XHB (+$8.7M), AMZN (+$8.5M).
  • Started 5 new stock positions in TIP, BIL, XLV, XLU, XLP.
  • Reduced shares in these 10 stocks: IYR (-$12M), HYG (-$12M), VYM, NUSI, VCSH, PFF, JNK, VNQ, TOTL, VWOB.
  • Sold out of its positions in IWM, IYR, HYG, MDY.
  • Harvest Volatility Management was a net buyer of stock by $191M.
  • Harvest Volatility Management has $1.1B in assets under management (AUM), dropping by 26.78%.
  • Central Index Key (CIK): 0001455530

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Positions held by Harvest Volatility Management consolidated in one spreadsheet with up to 7 years of data

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Portfolio Holdings for Harvest Volatility Management

Companies in the Harvest Volatility Management portfolio as of the March 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit (SPY) 35.7 $387M +7% 977k 396.33
Ishares Tr Core Msci Eafe (IEFA) 21.8 $236M +7% 3.3M 72.05
Ishares Core Msci Emkt (IEMG) 9.2 $99M +3% 1.5M 64.36
Apple (AAPL) 2.7 $29M +59% 240k 122.15
Microsoft Corporation (MSFT) 2.3 $25M +61% 108k 235.77
Amazon (AMZN) 2.0 $22M +62% 7.2k 3094.12
Spdr Ser Tr S&p Homebuild (XHB) 1.7 $19M +88% 264k 70.37
Invesco Db Multi-sector Comm Agriculture Fd (DBA) 1.2 $13M +110% 755k 16.94
Select Sector Spdr Tr Sbi Int-utils (XLU) 1.2 $13M NEW 197k 64.04
Ishares Tr Tips Bd Etf (TIP) 1.2 $13M NEW 100k 125.50
Select Sector Spdr Tr Sbi Healthcare (XLV) 1.2 $13M NEW 107k 116.74
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 1.2 $13M NEW 183k 68.31
Tesla Motors (TSLA) 1.0 $11M +63% 17k 667.93
Facebook Cl A (FB) 0.9 $10M +61% 34k 294.54

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Alphabet Cap Stk Cl C (GOOG) 0.9 $9.7M +60% 4.7k 2068.74
Alphabet Cap Stk Cl A (GOOGL) 0.8 $8.8M +61% 4.3k 2062.51
NVIDIA Corporation (NVDA) 0.7 $7.2M +61% 14k 533.91
Ishares Tr Us Home Cons Etf (ITB) 0.6 $6.2M +48% 92k 67.87
Paypal Holdings (PYPL) 0.6 $6.2M +61% 25k 242.84
Intel Corporation (INTC) 0.5 $5.6M +60% 88k 64.00
Comcast Corp Cl A (CMCSA) 0.5 $5.4M +61% 99k 54.11
Netflix (NFLX) 0.5 $5.0M +62% 9.6k 521.62
Adobe Systems Incorporated (ADBE) 0.5 $4.9M +61% 10k 475.38
Cisco Systems (CSCO) 0.4 $4.7M +61% 92k 51.71
Pepsi (PEP) 0.4 $4.2M +61% 30k 141.44
Broadcom (AVGO) 0.4 $4.1M +63% 8.9k 463.62
Texas Instruments Incorporated (TXN) 0.3 $3.8M +62% 20k 189.01
Costco Wholesale Corporation (COST) 0.3 $3.4M +62% 9.6k 352.46
Metropcs Communications (TMUS) 0.3 $3.4M +61% 27k 125.29
Qualcomm (QCOM) 0.3 $3.3M +62% 25k 132.58
Amgen (AMGN) 0.3 $3.1M +60% 13k 248.84
Starbucks Corporation (SBUX) 0.3 $2.8M +62% 26k 109.27
Applied Materials (AMAT) 0.2 $2.7M +62% 20k 133.62
Charter Communications Inc N Cl A (CHTR) 0.2 $2.6M +57% 4.2k 617.12
Intuit (INTU) 0.2 $2.3M +68% 5.9k 383.14
Micron Technology (MU) 0.2 $2.1M +62% 24k 88.21
Advanced Micro Devices (AMD) 0.2 $2.1M +62% 26k 78.49
Booking Holdings (BKNG) 0.2 $2.1M +62% 886.00 2329.57
Intuitive Surgical Com New (ISRG) 0.2 $1.9M +62% 2.6k 738.94
Lam Research Corporation (LRCX) 0.2 $1.8M +60% 3.1k 595.22
Mondelez Intl Cl A (MDLZ) 0.2 $1.8M +59% 31k 58.51
Gilead Sciences (GILD) 0.2 $1.8M +62% 27k 64.63
Automatic Data Processing (ADP) 0.2 $1.8M +61% 9.3k 188.44
Fiserv (FISV) 0.2 $1.7M +61% 15k 119.04
CSX Corporation (CSX) 0.1 $1.6M +61% 17k 96.44
MercadoLibre (MELI) 0.1 $1.6M +62% 1.1k 1471.73
Activision Blizzard (ATVI) 0.1 $1.6M +62% 17k 93.02
Jd.com Spon Adr Cl A (JD) 0.1 $1.5M +54% 18k 84.31
Zoom Video Communications In Cl A (ZM) 0.1 $1.4M +69% 4.4k 321.35
Autodesk (ADSK) 0.1 $1.3M +62% 4.8k 277.24
Baidu Spon Adr Rep A (BIDU) 0.1 $1.3M +59% 5.9k 217.47
Analog Devices (ADI) 0.1 $1.2M +61% 8.0k 155.09
Illumina (ILMN) 0.1 $1.2M +61% 3.2k 384.08
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $1.2M +61% 5.6k 214.86
Nxp Semiconductors N V (NXPI) 0.1 $1.2M +60% 6.0k 201.40
Moderna (MRNA) 0.1 $1.1M +63% 8.7k 130.98
Kla Corp Com New (KLAC) 0.1 $1.1M +61% 3.3k 330.34
Regeneron Pharmaceuticals (REGN) 0.1 $1.1M +62% 2.3k 473.27
Kraft Heinz (KHC) 0.1 $1.1M +61% 27k 40.01
Keurig Dr Pepper (KDP) 0.1 $1.1M +61% 31k 34.39
Monster Beverage Corp (MNST) 0.1 $1.0M +61% 12k 91.07
Marriott Intl Cl A (MAR) 0.1 $1.0M +61% 7.0k 148.13
Asml Holding N V N Y Registry Shs (ASML) 0.1 $1.0M +66% 1.7k 617.58
Walgreen Boots Alliance (WBA) 0.1 $1.0M +61% 19k 54.89
Vanguard Whitehall Fds High Div Yld (VYM) 0.1 $1.0M -13% 10k 101.04
Pinduoduo Sponsored Ads (PDD) 0.1 $1.0M +86% 7.5k 133.89
Workday Cl A (WDAY) 0.1 $970k +61% 3.9k 248.53
Exelon Corporation (EXC) 0.1 $928k +61% 21k 43.76
Align Technology (ALGN) 0.1 $928k +61% 1.7k 541.74
Ross Stores (ROST) 0.1 $928k +62% 7.7k 119.91
Biogen Idec (BIIB) 0.1 $924k +60% 3.3k 279.75
American Electric Power Company (AEP) 0.1 $914k +61% 11k 84.73
Microchip Technology (MCHP) 0.1 $907k +67% 5.8k 155.28
IDEXX Laboratories (IDXX) 0.1 $906k +62% 1.9k 489.20
Ishares Tr Pfd And Incm Sec (PFF) 0.1 $905k -13% 24k 38.39
eBay (EBAY) 0.1 $905k +59% 15k 61.23
Spdr Ser Tr Bloomberg Brclys (JNK) 0.1 $902k -13% 8.3k 108.86
Cognizant Technology Solutio Cl A (CTSH) 0.1 $900k +60% 12k 78.11
Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) 0.1 $892k -13% 11k 82.46
Ssga Active Etf Tr Spdr Tr Tactic (TOTL) 0.1 $881k -13% 18k 48.21
Etf Ser Solutions Nationwide Rsk (NUSI) 0.1 $878k -14% 33k 26.82
Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) 0.1 $849k -13% 11k 77.52
Electronic Arts (EA) 0.1 $845k +60% 6.2k 135.37
Lululemon Athletica (LULU) 0.1 $831k +61% 2.7k 306.53
Cadence Design Systems (CDNS) 0.1 $829k +61% 6.1k 136.93
Docusign (DOCU) 0.1 $820k +62% 4.0k 202.57
Synopsys (SNPS) 0.1 $818k +62% 3.3k 247.65
Match Group (MTCH) 0.1 $802k +63% 5.8k 137.45
Cintas Corporation (CTAS) 0.1 $777k +62% 2.3k 341.24
Xcel Energy (XEL) 0.1 $776k +65% 12k 66.48
O'reilly Automotive (ORLY) 0.1 $771k +56% 1.5k 507.57
Paychex (PAYX) 0.1 $767k +62% 7.8k 97.99
Dex (DXCM) 0.1 $749k +61% 2.1k 359.40
Alexion Pharmaceuticals (ALXN) 0.1 $730k +62% 4.8k 152.98
Marvell Technology Group Ord (MRVL) 0.1 $715k +62% 15k 49.01
Paccar (PCAR) 0.1 $700k +62% 7.5k 92.94
Netease Sponsored Ads (NTES) 0.1 $672k +48% 6.5k 103.19
Xilinx (XLNX) 0.1 $660k +61% 5.3k 123.94
Skyworks Solutions (SWKS) 0.1 $657k +60% 3.6k 183.52
Peloton Interactive Cl A Com (PTON) 0.1 $643k +66% 5.7k 112.37
Ansys (ANSS) 0.1 $638k +63% 1.9k 339.36
Fastenal Company (FAST) 0.1 $627k +61% 13k 50.28
Verisk Analytics (VRSK) 0.1 $625k +62% 3.5k 176.80
Atlassian Corp Cl A (TEAM) 0.1 $608k +62% 2.9k 210.82
Dollar Tree (DLTR) 0.1 $585k +61% 5.1k 114.55
Okta Cl A (OKTA) 0.1 $579k +63% 2.6k 220.32
Copart (CPRT) 0.1 $557k +61% 5.1k 108.56
Sirius Xm Holdings (SIRI) 0.1 $548k +57% 90k 6.09
Seagen (SGEN) 0.1 $546k +62% 3.9k 138.83
Maxim Integrated Products (MXIM) 0.0 $532k +62% 5.8k 91.44
Cdw (CDW) 0.0 $507k +59% 3.1k 165.79
Verisign (VRSN) 0.0 $488k +60% 2.5k 198.94
Cerner Corporation (CERN) 0.0 $478k +61% 6.6k 71.91
stock (SPLK) 0.0 $475k +62% 3.5k 135.48
Trip Com Group Ads (TCOM) 0.0 $453k +62% 11k 39.59
Vanguard Index Fds Real Estate Etf (VNQ) 0.0 $406k -24% 4.4k 91.75
Incyte Corporation (INCY) 0.0 $388k +62% 4.8k 81.32
Check Point Software Tech Lt Ord (CHKP) 0.0 $341k +61% 3.0k 112.10
Fox Corp Cl A Com (FOXA) 0.0 $262k +60% 7.3k 36.08
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $208k -24% 1.8k 113.97
Fox Corp Cl B Com (FOX) 0.0 $194k +60% 5.6k 34.87
Spdr Gold Tr Gold Shs (GLD) 0.0 $7.0k +12% 46.00 152.17
Ishares Silver Tr Ishares (SLV) 0.0 $3.0k +11% 141.00 21.28
Spdr Ser Tr Spdr Bloomberg (BIL) 0.0 $3.0k NEW 35.00 85.71

Past Filings by Harvest Volatility Management

SEC 13F filings are viewable for Harvest Volatility Management going back to 2020