Harvest Volatility Management as of Sept. 30, 2021
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 108 positions in its portfolio as reported in the September 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) | 37.0 | $791M | 1.8M | 429.14 | |
| Ishares Tr Core Msci Eafe (IEFA) | 19.1 | $409M | 5.5M | 74.25 | |
| Ishares Core Msci Emkt (IEMG) | 8.8 | $188M | 3.0M | 61.76 | |
| Apple (AAPL) | 3.3 | $71M | 501k | 141.50 | |
| Microsoft Corporation (MSFT) | 3.0 | $64M | 228k | 281.92 | |
| Amazon (AMZN) | 2.4 | $51M | 15k | 3285.04 | |
| Ishares Tr Tips Bd Etf (TIP) | 2.2 | $46M | 364k | 127.69 | |
| Invesco Db Multi-sector Comm Agriculture Fd (DBA) | 1.4 | $31M | 1.6M | 19.12 | |
| Ishares Tr U.s. Real Es Etf (IYR) | 1.4 | $30M | 297k | 102.39 | |
| Tesla Motors (TSLA) | 1.4 | $29M | 38k | 775.48 | |
| Alphabet Cap Stk Cl C (GOOG) | 1.2 | $26M | 9.7k | 2665.29 | |
| Facebook Cl A (META) | 1.1 | $25M | 72k | 339.40 | |
| Alphabet Cap Stk Cl A (GOOGL) | 1.1 | $24M | 9.1k | 2673.49 | |
| NVIDIA Corporation (NVDA) | 1.1 | $24M | 115k | 207.16 | |
| Paypal Holdings (PYPL) | 0.7 | $14M | 54k | 260.22 | |
| Adobe Systems Incorporated (ADBE) | 0.6 | $13M | 22k | 575.74 | |
| Netflix (NFLX) | 0.6 | $13M | 20k | 610.33 | |
| Comcast Corp Cl A (CMCSA) | 0.6 | $12M | 211k | 55.93 | |
| Cisco Systems (CSCO) | 0.5 | $11M | 195k | 54.43 | |
| Intel Corporation (INTC) | 0.5 | $10M | 187k | 53.28 | |
| Pepsi (PEP) | 0.4 | $9.6M | 64k | 150.42 | |
| Broadcom (AVGO) | 0.4 | $9.2M | 19k | 484.91 | |
| Costco Wholesale Corporation (COST) | 0.4 | $9.2M | 20k | 449.36 | |
| Texas Instruments Incorporated (TXN) | 0.4 | $8.2M | 43k | 192.20 | |
| Metropcs Communications (TMUS) | 0.3 | $7.4M | 58k | 127.76 | |
| Moderna (MRNA) | 0.3 | $7.2M | 19k | 384.84 | |
| Intuit (INTU) | 0.3 | $6.8M | 13k | 539.55 | |
| Honeywell International (HON) | 0.3 | $6.8M | 32k | 212.29 | |
| Qualcomm (QCOM) | 0.3 | $6.7M | 52k | 128.98 | |
| Charter Communications Inc N Cl A (CHTR) | 0.3 | $6.2M | 8.5k | 727.61 | |
| Starbucks Corporation (SBUX) | 0.3 | $6.0M | 54k | 110.31 | |
| Advanced Micro Devices (AMD) | 0.3 | $5.8M | 56k | 102.89 | |
| Amgen (AMGN) | 0.3 | $5.6M | 26k | 212.66 | |
| Intuitive Surgical Com New (ISRG) | 0.3 | $5.4M | 5.5k | 994.16 | |
| Applied Materials (AMAT) | 0.3 | $5.4M | 42k | 128.73 | |
| Booking Holdings (BKNG) | 0.2 | $4.4M | 1.9k | 2373.79 | |
| Analog Devices (ADI) | 0.2 | $4.2M | 25k | 167.48 | |
| Gilead Sciences (GILD) | 0.2 | $4.0M | 58k | 69.84 | |
| Automatic Data Processing (ADP) | 0.2 | $3.9M | 20k | 199.93 | |
| MercadoLibre (MELI) | 0.2 | $3.8M | 2.3k | 1679.45 | |
| Mondelez Intl Cl A (MDLZ) | 0.2 | $3.8M | 65k | 58.18 | |
| Lam Research Corporation (LRCX) | 0.2 | $3.7M | 6.5k | 569.22 | |
| Micron Technology (MU) | 0.2 | $3.7M | 52k | 70.98 | |
| Fiserv (FI) | 0.2 | $3.3M | 31k | 108.50 | |
| CSX Corporation (CSX) | 0.1 | $3.1M | 104k | 29.74 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $2.9M | 4.8k | 605.20 | |
| Illumina (ILMN) | 0.1 | $2.9M | 7.2k | 405.65 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $2.9M | 11k | 261.52 | |
| Autodesk (ADSK) | 0.1 | $2.9M | 10k | 285.19 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.1 | $2.8M | 3.7k | 745.04 | |
| Activision Blizzard | 0.1 | $2.8M | 36k | 77.38 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $2.6M | 36k | 72.23 | |
| Atlassian Corp Cl A | 0.1 | $2.5M | 6.3k | 391.41 | |
| IDEXX Laboratories (IDXX) | 0.1 | $2.4M | 3.9k | 621.78 | |
| Dex (DXCM) | 0.1 | $2.4M | 4.5k | 546.90 | |
| Align Technology (ALGN) | 0.1 | $2.4M | 3.6k | 665.47 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $2.4M | 12k | 195.88 | |
| Kla Corp Com New (KLAC) | 0.1 | $2.4M | 7.0k | 334.57 | |
| Lululemon Athletica (LULU) | 0.1 | $2.3M | 5.8k | 404.65 | |
| Docusign (DOCU) | 0.1 | $2.3M | 9.0k | 257.47 | |
| Marvell Technology (MRVL) | 0.1 | $2.3M | 38k | 60.32 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.1 | $2.3M | 9.2k | 245.76 | |
| Keurig Dr Pepper (KDP) | 0.1 | $2.2M | 65k | 34.16 | |
| Marriott Intl Cl A (MAR) | 0.1 | $2.2M | 15k | 148.12 | |
| Workday Cl A (WDAY) | 0.1 | $2.2M | 8.8k | 249.89 | |
| Exelon Corporation (EXC) | 0.1 | $2.2M | 45k | 48.34 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $2.2M | 12k | 181.36 | |
| Monster Beverage Corp (MNST) | 0.1 | $2.2M | 24k | 88.83 | |
| Synopsys (SNPS) | 0.1 | $2.1M | 7.0k | 299.42 | |
| eBay (EBAY) | 0.1 | $2.1M | 30k | 69.66 | |
| Kraft Heinz (KHC) | 0.1 | $2.1M | 57k | 36.83 | |
| Match Group (MTCH) | 0.1 | $2.0M | 13k | 157.01 | |
| Biogen Idec (BIIB) | 0.1 | $1.9M | 6.9k | 283.05 | |
| Microchip Technology (MCHP) | 0.1 | $1.9M | 13k | 153.51 | |
| O'reilly Automotive (ORLY) | 0.1 | $1.9M | 3.2k | 611.20 | |
| Cadence Design Systems (CDNS) | 0.1 | $1.9M | 13k | 151.47 | |
| Walgreen Boots Alliance (WBA) | 0.1 | $1.9M | 40k | 47.04 | |
| American Electric Power Company (AEP) | 0.1 | $1.9M | 23k | 81.16 | |
| Electronic Arts (EA) | 0.1 | $1.9M | 13k | 142.26 | |
| Paychex (PAYX) | 0.1 | $1.9M | 17k | 112.48 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.1 | $1.8M | 24k | 74.20 | |
| Cintas Corporation (CTAS) | 0.1 | $1.8M | 4.7k | 380.56 | |
| Ross Stores (ROST) | 0.1 | $1.8M | 17k | 108.84 | |
| Baidu Spon Adr Rep A (BIDU) | 0.1 | $1.8M | 12k | 153.77 | |
| Xilinx | 0.1 | $1.7M | 11k | 151.02 | |
| Pinduoduo Sponsored Ads (PDD) | 0.1 | $1.6M | 18k | 90.69 | |
| Okta Cl A (OKTA) | 0.1 | $1.6M | 6.6k | 237.34 | |
| Xcel Energy (XEL) | 0.1 | $1.6M | 25k | 62.51 | |
| Copart (CPRT) | 0.1 | $1.5M | 11k | 138.69 | |
| Verisk Analytics (VRSK) | 0.1 | $1.5M | 7.4k | 200.27 | |
| Seagen | 0.1 | $1.4M | 8.4k | 169.79 | |
| Fastenal Company (FAST) | 0.1 | $1.4M | 27k | 51.62 | |
| Ansys (ANSS) | 0.1 | $1.4M | 4.0k | 340.56 | |
| Paccar (PCAR) | 0.1 | $1.3M | 16k | 78.94 | |
| Skyworks Solutions (SWKS) | 0.1 | $1.3M | 7.6k | 164.76 | |
| Netease Sponsored Ads (NTES) | 0.1 | $1.2M | 14k | 85.39 | |
| Cdw (CDW) | 0.1 | $1.2M | 6.3k | 182.05 | |
| Sirius Xm Holdings (SIRI) | 0.1 | $1.1M | 187k | 6.10 | |
| stock | 0.1 | $1.1M | 7.5k | 144.69 | |
| Peloton Interactive Cl A Com (PTON) | 0.1 | $1.1M | 13k | 87.07 | |
| Verisign (VRSN) | 0.0 | $1.1M | 5.1k | 204.94 | |
| Dollar Tree (DLTR) | 0.0 | $992k | 10k | 95.74 | |
| Cerner Corporation | 0.0 | $961k | 14k | 70.51 | |
| Trip Com Group Ads (TCOM) | 0.0 | $749k | 24k | 30.76 | |
| Incyte Corporation (INCY) | 0.0 | $701k | 10k | 68.82 | |
| Check Point Software Tech Lt Ord (CHKP) | 0.0 | $690k | 6.1k | 113.06 | |
| Fox Corp Cl A Com (FOXA) | 0.0 | $599k | 15k | 40.13 | |
| Fox Corp Cl B Com (FOX) | 0.0 | $431k | 12k | 37.16 |
