Harvest Volatility Management as of March 31, 2021
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 124 positions in its portfolio as reported in 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 | 977k | 396.33 | |
| Ishares Tr Core Msci Eafe (IEFA) | 21.8 | $236M | 3.3M | 72.05 | |
| Ishares Core Msci Emkt (IEMG) | 9.2 | $99M | 1.5M | 64.36 | |
| Apple (AAPL) | 2.7 | $29M | 240k | 122.15 | |
| Microsoft Corporation (MSFT) | 2.3 | $25M | 108k | 235.77 | |
| Amazon (AMZN) | 2.0 | $22M | 7.2k | 3094.12 | |
| Spdr Ser Tr S&p Homebuild (XHB) | 1.7 | $19M | 264k | 70.37 | |
| Invesco Db Multi-sector Comm Agriculture Fd (DBA) | 1.2 | $13M | 755k | 16.94 | |
| Select Sector Spdr Tr Sbi Int-utils (XLU) | 1.2 | $13M | 197k | 64.04 | |
| Ishares Tr Tips Bd Etf (TIP) | 1.2 | $13M | 100k | 125.50 | |
| Select Sector Spdr Tr Sbi Healthcare (XLV) | 1.2 | $13M | 107k | 116.74 | |
| Select Sector Spdr Tr Sbi Cons Stpls (XLP) | 1.2 | $13M | 183k | 68.31 | |
| Tesla Motors (TSLA) | 1.0 | $11M | 17k | 667.93 | |
| Facebook Cl A (META) | 0.9 | $10M | 34k | 294.54 | |
| Alphabet Cap Stk Cl C (GOOG) | 0.9 | $9.7M | 4.7k | 2068.74 | |
| Alphabet Cap Stk Cl A (GOOGL) | 0.8 | $8.8M | 4.3k | 2062.51 | |
| NVIDIA Corporation (NVDA) | 0.7 | $7.2M | 14k | 533.91 | |
| Ishares Tr Us Home Cons Etf (ITB) | 0.6 | $6.2M | 92k | 67.87 | |
| Paypal Holdings (PYPL) | 0.6 | $6.2M | 25k | 242.84 | |
| Intel Corporation (INTC) | 0.5 | $5.6M | 88k | 64.00 | |
| Comcast Corp Cl A (CMCSA) | 0.5 | $5.4M | 99k | 54.11 | |
| Netflix (NFLX) | 0.5 | $5.0M | 9.6k | 521.62 | |
| Adobe Systems Incorporated (ADBE) | 0.5 | $4.9M | 10k | 475.38 | |
| Cisco Systems (CSCO) | 0.4 | $4.7M | 92k | 51.71 | |
| Pepsi (PEP) | 0.4 | $4.2M | 30k | 141.44 | |
| Broadcom (AVGO) | 0.4 | $4.1M | 8.9k | 463.62 | |
| Texas Instruments Incorporated (TXN) | 0.3 | $3.8M | 20k | 189.01 | |
| Costco Wholesale Corporation (COST) | 0.3 | $3.4M | 9.6k | 352.46 | |
| Metropcs Communications (TMUS) | 0.3 | $3.4M | 27k | 125.29 | |
| Qualcomm (QCOM) | 0.3 | $3.3M | 25k | 132.58 | |
| Amgen (AMGN) | 0.3 | $3.1M | 13k | 248.84 | |
| Starbucks Corporation (SBUX) | 0.3 | $2.8M | 26k | 109.27 | |
| Applied Materials (AMAT) | 0.2 | $2.7M | 20k | 133.62 | |
| Charter Communications Inc N Cl A (CHTR) | 0.2 | $2.6M | 4.2k | 617.12 | |
| Intuit (INTU) | 0.2 | $2.3M | 5.9k | 383.14 | |
| Micron Technology (MU) | 0.2 | $2.1M | 24k | 88.21 | |
| Advanced Micro Devices (AMD) | 0.2 | $2.1M | 26k | 78.49 | |
| Booking Holdings (BKNG) | 0.2 | $2.1M | 886.00 | 2329.57 | |
| Intuitive Surgical Com New (ISRG) | 0.2 | $1.9M | 2.6k | 738.94 | |
| Lam Research Corporation (LRCX) | 0.2 | $1.8M | 3.1k | 595.22 | |
| Mondelez Intl Cl A (MDLZ) | 0.2 | $1.8M | 31k | 58.51 | |
| Gilead Sciences (GILD) | 0.2 | $1.8M | 27k | 64.63 | |
| Automatic Data Processing (ADP) | 0.2 | $1.8M | 9.3k | 188.44 | |
| Fiserv (FI) | 0.2 | $1.7M | 15k | 119.04 | |
| CSX Corporation (CSX) | 0.1 | $1.6M | 17k | 96.44 | |
| MercadoLibre (MELI) | 0.1 | $1.6M | 1.1k | 1471.73 | |
| Activision Blizzard | 0.1 | $1.6M | 17k | 93.02 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $1.5M | 18k | 84.31 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $1.4M | 4.4k | 321.35 | |
| Autodesk (ADSK) | 0.1 | $1.3M | 4.8k | 277.24 | |
| Baidu Spon Adr Rep A (BIDU) | 0.1 | $1.3M | 5.9k | 217.47 | |
| Analog Devices (ADI) | 0.1 | $1.2M | 8.0k | 155.09 | |
| Illumina (ILMN) | 0.1 | $1.2M | 3.2k | 384.08 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $1.2M | 5.6k | 214.86 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $1.2M | 6.0k | 201.40 | |
| Moderna (MRNA) | 0.1 | $1.1M | 8.7k | 130.98 | |
| Kla Corp Com New (KLAC) | 0.1 | $1.1M | 3.3k | 330.34 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $1.1M | 2.3k | 473.27 | |
| Kraft Heinz (KHC) | 0.1 | $1.1M | 27k | 40.01 | |
| Keurig Dr Pepper (KDP) | 0.1 | $1.1M | 31k | 34.39 | |
| Monster Beverage Corp (MNST) | 0.1 | $1.0M | 12k | 91.07 | |
| Marriott Intl Cl A (MAR) | 0.1 | $1.0M | 7.0k | 148.13 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.1 | $1.0M | 1.7k | 617.58 | |
| Walgreen Boots Alliance (WBA) | 0.1 | $1.0M | 19k | 54.89 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $1.0M | 10k | 101.04 | |
| Pinduoduo Sponsored Ads (PDD) | 0.1 | $1.0M | 7.5k | 133.89 | |
| Workday Cl A (WDAY) | 0.1 | $970k | 3.9k | 248.53 | |
| Exelon Corporation (EXC) | 0.1 | $928k | 21k | 43.76 | |
| Align Technology (ALGN) | 0.1 | $928k | 1.7k | 541.74 | |
| Ross Stores (ROST) | 0.1 | $928k | 7.7k | 119.91 | |
| Biogen Idec (BIIB) | 0.1 | $924k | 3.3k | 279.75 | |
| American Electric Power Company (AEP) | 0.1 | $914k | 11k | 84.73 | |
| Microchip Technology (MCHP) | 0.1 | $907k | 5.8k | 155.28 | |
| IDEXX Laboratories (IDXX) | 0.1 | $906k | 1.9k | 489.20 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $905k | 24k | 38.39 | |
| eBay (EBAY) | 0.1 | $905k | 15k | 61.23 | |
| Spdr Ser Tr Bloomberg Brclys (JNK) | 0.1 | $902k | 8.3k | 108.86 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.1 | $900k | 12k | 78.11 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.1 | $892k | 11k | 82.46 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $881k | 18k | 48.21 | |
| Etf Ser Solutions Nationwide Rsk (NUSI) | 0.1 | $878k | 33k | 26.82 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.1 | $849k | 11k | 77.52 | |
| Electronic Arts (EA) | 0.1 | $845k | 6.2k | 135.37 | |
| Lululemon Athletica (LULU) | 0.1 | $831k | 2.7k | 306.53 | |
| Cadence Design Systems (CDNS) | 0.1 | $829k | 6.1k | 136.93 | |
| Docusign (DOCU) | 0.1 | $820k | 4.0k | 202.57 | |
| Synopsys (SNPS) | 0.1 | $818k | 3.3k | 247.65 | |
| Match Group (MTCH) | 0.1 | $802k | 5.8k | 137.45 | |
| Cintas Corporation (CTAS) | 0.1 | $777k | 2.3k | 341.24 | |
| Xcel Energy (XEL) | 0.1 | $776k | 12k | 66.48 | |
| O'reilly Automotive (ORLY) | 0.1 | $771k | 1.5k | 507.57 | |
| Paychex (PAYX) | 0.1 | $767k | 7.8k | 97.99 | |
| Dex (DXCM) | 0.1 | $749k | 2.1k | 359.40 | |
| Alexion Pharmaceuticals | 0.1 | $730k | 4.8k | 152.98 | |
| Marvell Technology Group Ord | 0.1 | $715k | 15k | 49.01 | |
| Paccar (PCAR) | 0.1 | $700k | 7.5k | 92.94 | |
| Netease Sponsored Ads (NTES) | 0.1 | $672k | 6.5k | 103.19 | |
| Xilinx | 0.1 | $660k | 5.3k | 123.94 | |
| Skyworks Solutions (SWKS) | 0.1 | $657k | 3.6k | 183.52 | |
| Peloton Interactive Cl A Com (PTON) | 0.1 | $643k | 5.7k | 112.37 | |
| Ansys (ANSS) | 0.1 | $638k | 1.9k | 339.36 | |
| Fastenal Company (FAST) | 0.1 | $627k | 13k | 50.28 | |
| Verisk Analytics (VRSK) | 0.1 | $625k | 3.5k | 176.80 | |
| Atlassian Corp Cl A | 0.1 | $608k | 2.9k | 210.82 | |
| Dollar Tree (DLTR) | 0.1 | $585k | 5.1k | 114.55 | |
| Okta Cl A (OKTA) | 0.1 | $579k | 2.6k | 220.32 | |
| Copart (CPRT) | 0.1 | $557k | 5.1k | 108.56 | |
| Sirius Xm Holdings (SIRI) | 0.1 | $548k | 90k | 6.09 | |
| Seagen | 0.1 | $546k | 3.9k | 138.83 | |
| Maxim Integrated Products | 0.0 | $532k | 5.8k | 91.44 | |
| Cdw (CDW) | 0.0 | $507k | 3.1k | 165.79 | |
| Verisign (VRSN) | 0.0 | $488k | 2.5k | 198.94 | |
| Cerner Corporation | 0.0 | $478k | 6.6k | 71.91 | |
| stock | 0.0 | $475k | 3.5k | 135.48 | |
| Trip Com Group Ads (TCOM) | 0.0 | $453k | 11k | 39.59 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.0 | $406k | 4.4k | 91.75 | |
| Incyte Corporation (INCY) | 0.0 | $388k | 4.8k | 81.32 | |
| Check Point Software Tech Lt Ord (CHKP) | 0.0 | $341k | 3.0k | 112.10 | |
| Fox Corp Cl A Com (FOXA) | 0.0 | $262k | 7.3k | 36.08 | |
| Ishares Tr Core Us Aggbd Et (AGG) | 0.0 | $208k | 1.8k | 113.97 | |
| Fox Corp Cl B Com (FOX) | 0.0 | $194k | 5.6k | 34.87 | |
| Spdr Gold Tr Gold Shs (GLD) | 0.0 | $7.0k | 46.00 | 152.17 | |
| Ishares Silver Tr Ishares (SLV) | 0.0 | $3.0k | 141.00 | 21.28 | |
| Spdr Ser Tr Spdr Bloomberg (BIL) | 0.0 | $3.0k | 35.00 | 85.71 |
