Harvest Volatility Management as of June 30, 2021
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 112 positions in its portfolio as reported in the June 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) | 32.8 | $406M | 949k | 428.06 | |
| Ishares Tr Core Msci Eafe (IEFA) | 18.8 | $233M | 3.1M | 74.86 | |
| Ishares Core Msci Emkt (IEMG) | 8.7 | $107M | 1.6M | 66.99 | |
| Apple (AAPL) | 3.5 | $43M | 315k | 136.96 | |
| Microsoft Corporation (MSFT) | 3.1 | $39M | 142k | 270.90 | |
| Amazon (AMZN) | 2.6 | $33M | 9.5k | 3440.11 | |
| Spdr Ser Tr S&p Homebuild (XHB) | 1.7 | $21M | 292k | 73.24 | |
| Facebook Cl A (META) | 1.3 | $16M | 45k | 347.72 | |
| Alphabet Cap Stk Cl C (GOOG) | 1.2 | $15M | 6.1k | 2506.38 | |
| Tesla Motors (TSLA) | 1.2 | $15M | 23k | 679.68 | |
| Invesco Db Multi-sector Comm Agriculture Fd (DBA) | 1.2 | $15M | 789k | 18.63 | |
| NVIDIA Corporation (NVDA) | 1.2 | $14M | 18k | 800.10 | |
| Select Sector Spdr Tr Sbi Cons Stpls (XLP) | 1.1 | $14M | 203k | 69.97 | |
| Ishares Tr Tips Bd Etf (TIP) | 1.1 | $14M | 111k | 128.01 | |
| Select Sector Spdr Tr Sbi Healthcare (XLV) | 1.1 | $14M | 113k | 125.95 | |
| Select Sector Spdr Tr Sbi Int-utils (XLU) | 1.1 | $14M | 224k | 63.23 | |
| Alphabet Cap Stk Cl A (GOOGL) | 1.1 | $14M | 5.7k | 2441.72 | |
| Paypal Holdings (PYPL) | 0.8 | $9.8M | 34k | 291.49 | |
| Adobe Systems Incorporated (ADBE) | 0.6 | $8.0M | 14k | 585.66 | |
| Comcast Corp Cl A (CMCSA) | 0.6 | $7.5M | 132k | 57.02 | |
| Ishares Tr Us Home Cons Etf (ITB) | 0.6 | $7.1M | 103k | 69.22 | |
| Netflix (NFLX) | 0.5 | $6.7M | 13k | 528.25 | |
| Intel Corporation (INTC) | 0.5 | $6.5M | 116k | 56.14 | |
| Cisco Systems (CSCO) | 0.5 | $6.4M | 121k | 53.00 | |
| Pepsi (PEP) | 0.5 | $5.9M | 40k | 148.17 | |
| Broadcom (AVGO) | 0.5 | $5.6M | 12k | 476.85 | |
| Metropcs Communications (TMUS) | 0.4 | $5.2M | 36k | 144.82 | |
| Texas Instruments Incorporated (TXN) | 0.4 | $5.1M | 27k | 192.32 | |
| Costco Wholesale Corporation (COST) | 0.4 | $5.0M | 13k | 395.65 | |
| Qualcomm (QCOM) | 0.4 | $4.6M | 32k | 142.94 | |
| Amgen (AMGN) | 0.3 | $4.0M | 17k | 243.73 | |
| Charter Communications Inc N Cl A (CHTR) | 0.3 | $3.9M | 5.4k | 721.36 | |
| Intuit (INTU) | 0.3 | $3.8M | 7.8k | 490.19 | |
| Starbucks Corporation (SBUX) | 0.3 | $3.8M | 34k | 111.81 | |
| Applied Materials (AMAT) | 0.3 | $3.7M | 26k | 142.42 | |
| Advanced Micro Devices (AMD) | 0.3 | $3.3M | 35k | 93.93 | |
| Intuitive Surgical Com New (ISRG) | 0.3 | $3.1M | 3.4k | 919.66 | |
| Micron Technology (MU) | 0.2 | $2.7M | 32k | 84.97 | |
| Moderna (MRNA) | 0.2 | $2.7M | 12k | 234.97 | |
| Lam Research Corporation (LRCX) | 0.2 | $2.7M | 4.1k | 650.67 | |
| Zoom Video Communications In Cl A (ZM) | 0.2 | $2.6M | 6.8k | 387.05 | |
| Booking Holdings (BKNG) | 0.2 | $2.6M | 1.2k | 2188.09 | |
| Mondelez Intl Cl A (MDLZ) | 0.2 | $2.5M | 40k | 62.44 | |
| Gilead Sciences (GILD) | 0.2 | $2.5M | 36k | 68.86 | |
| Automatic Data Processing (ADP) | 0.2 | $2.4M | 12k | 198.66 | |
| MercadoLibre (MELI) | 0.2 | $2.2M | 1.4k | 1558.04 | |
| Activision Blizzard | 0.2 | $2.1M | 22k | 95.43 | |
| CSX Corporation (CSX) | 0.2 | $2.1M | 65k | 32.08 | |
| Fiserv (FI) | 0.2 | $2.0M | 19k | 106.88 | |
| Illumina (ILMN) | 0.2 | $2.0M | 4.2k | 473.30 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $1.8M | 23k | 79.83 | |
| Autodesk (ADSK) | 0.1 | $1.8M | 6.3k | 291.92 | |
| Analog Devices (ADI) | 0.1 | $1.8M | 11k | 172.14 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $1.7M | 3.0k | 558.45 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $1.6M | 7.9k | 205.71 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.1 | $1.6M | 2.3k | 690.65 | |
| Docusign (DOCU) | 0.1 | $1.6M | 5.6k | 279.53 | |
| IDEXX Laboratories (IDXX) | 0.1 | $1.5M | 2.4k | 631.36 | |
| Baidu Spon Adr Rep A (BIDU) | 0.1 | $1.5M | 7.4k | 203.88 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $1.5M | 7.4k | 201.62 | |
| Biogen Idec (BIIB) | 0.1 | $1.5M | 4.3k | 346.39 | |
| Keurig Dr Pepper (KDP) | 0.1 | $1.4M | 41k | 35.23 | |
| Kraft Heinz (KHC) | 0.1 | $1.4M | 35k | 40.78 | |
| Kla Corp Com New (KLAC) | 0.1 | $1.4M | 4.4k | 324.22 | |
| Align Technology (ALGN) | 0.1 | $1.4M | 2.3k | 611.18 | |
| Monster Beverage Corp (MNST) | 0.1 | $1.4M | 15k | 91.32 | |
| Pinduoduo Sponsored Ads (PDD) | 0.1 | $1.4M | 11k | 127.05 | |
| eBay (EBAY) | 0.1 | $1.4M | 20k | 70.22 | |
| Marvell Technology (MRVL) | 0.1 | $1.4M | 24k | 58.31 | |
| Lululemon Athletica (LULU) | 0.1 | $1.3M | 3.6k | 364.91 | |
| Walgreen Boots Alliance (WBA) | 0.1 | $1.3M | 25k | 52.59 | |
| Workday Cl A (WDAY) | 0.1 | $1.3M | 5.4k | 238.70 | |
| Marriott Intl Cl A (MAR) | 0.1 | $1.3M | 9.3k | 136.54 | |
| Ross Stores (ROST) | 0.1 | $1.3M | 10k | 124.00 | |
| Match Group (MTCH) | 0.1 | $1.3M | 7.8k | 161.19 | |
| Exelon Corporation (EXC) | 0.1 | $1.2M | 28k | 44.31 | |
| American Electric Power Company (AEP) | 0.1 | $1.2M | 14k | 84.61 | |
| Synopsys (SNPS) | 0.1 | $1.2M | 4.4k | 275.74 | |
| Dex (DXCM) | 0.1 | $1.2M | 2.8k | 427.13 | |
| Electronic Arts (EA) | 0.1 | $1.2M | 8.2k | 143.80 | |
| Microchip Technology (MCHP) | 0.1 | $1.2M | 7.9k | 149.71 | |
| Alexion Pharmaceuticals | 0.1 | $1.2M | 6.3k | 183.71 | |
| Cintas Corporation (CTAS) | 0.1 | $1.1M | 3.0k | 381.95 | |
| O'reilly Automotive (ORLY) | 0.1 | $1.1M | 2.0k | 566.22 | |
| Paychex (PAYX) | 0.1 | $1.1M | 10k | 107.34 | |
| Cadence Design Systems (CDNS) | 0.1 | $1.1M | 8.0k | 136.81 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.1 | $1.0M | 15k | 69.26 | |
| Xilinx | 0.1 | $1.0M | 7.1k | 144.68 | |
| Xcel Energy (XEL) | 0.1 | $1.0M | 16k | 65.87 | |
| Atlassian Corp Cl A | 0.1 | $997k | 3.9k | 256.96 | |
| Netease Sponsored Ads (NTES) | 0.1 | $997k | 8.7k | 115.19 | |
| Peloton Interactive Cl A Com (PTON) | 0.1 | $956k | 7.7k | 124.03 | |
| Skyworks Solutions (SWKS) | 0.1 | $909k | 4.7k | 191.65 | |
| Copart (CPRT) | 0.1 | $895k | 6.8k | 131.81 | |
| Paccar (PCAR) | 0.1 | $890k | 10k | 89.21 | |
| Okta Cl A (OKTA) | 0.1 | $875k | 3.6k | 244.62 | |
| Ansys (ANSS) | 0.1 | $869k | 2.5k | 347.04 | |
| Fastenal Company (FAST) | 0.1 | $858k | 17k | 52.00 | |
| Seagen | 0.1 | $821k | 5.2k | 157.85 | |
| Verisk Analytics (VRSK) | 0.1 | $811k | 4.6k | 174.63 | |
| Maxim Integrated Products | 0.1 | $811k | 7.7k | 105.35 | |
| Sirius Xm Holdings (SIRI) | 0.1 | $769k | 118k | 6.54 | |
| Verisign (VRSN) | 0.1 | $734k | 3.2k | 227.60 | |
| Cdw (CDW) | 0.1 | $702k | 4.0k | 174.63 | |
| stock | 0.1 | $681k | 4.7k | 144.56 | |
| Cerner Corporation | 0.1 | $677k | 8.7k | 78.21 | |
| Dollar Tree (DLTR) | 0.1 | $663k | 6.7k | 99.47 | |
| Trip Com Group Ads (TCOM) | 0.0 | $537k | 15k | 35.49 | |
| Incyte Corporation (INCY) | 0.0 | $531k | 6.3k | 84.21 | |
| Check Point Software Tech Lt Ord (CHKP) | 0.0 | $452k | 3.9k | 116.26 | |
| Fox Corp Cl A Com (FOXA) | 0.0 | $348k | 9.4k | 37.10 | |
| Fox Corp Cl B Com (FOX) | 0.0 | $256k | 7.3k | 35.19 |
