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Livermore
Livermore
ZHEN

Harvest Volatility Management LLC

SEC CIK
0001455530
Latest filing
Oct 31, 2024

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Aug 16, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
112
−12 vs. Q1 2021
Portfolio value
$1.24B
+$154.4M (+14.2%) vs. Q1 2021
Filed
Aug 16, 2021
SEC
Holdings of Harvest Volatility Management LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
SPYSPDR S&P 500 ETF TrustETF949,167$406.3M32.8%−27,800−2.8%ReducedHistory
iShares Core MSCI Eafe ETF46432F842ETF3,109,003$232.7M18.8%−169,100−5.2%Reduced–
iShares Core MSCI Emerging Markets ETF46434G103ETF1,600,029$107.2M8.7%+56,017+3.6%Added–
AAPLApple Inc.Stock315,173$43.2M3.5%+75,478+31.5%AddedHistory
MSFTMicrosoft CorpStock142,243$38.5M3.1%+34,570+32.1%AddedHistory
AMZNAmazon Com IncStock9,518$32.7M2.6%+2,336+32.5%AddedHistory
State Street SPDR S&P Homebuilders ETF78464A888ETF292,260$21.4M1.7%+27,825+10.5%Added–
METAMeta Platforms, Inc.Stock45,249$15.7M1.3%+10,911+31.8%AddedHistory
GOOGAlphabet Inc.Stock6,110$15.3M1.2%+1,440+30.8%AddedHistory
TSLATesla, Inc.Stock22,512$15.3M1.2%+5,561+32.8%AddedHistory
DBAInvesco DB Agriculture FundAGRICULTURE FD789,232$14.7M1.2%+34,086+4.5%AddedHistory
NVDANVIDIA CorpStock17,894$14.3M1.2%+4,431+32.9%AddedHistory
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF203,178$14.2M1.1%+20,422+11.2%Added–
iShares Tips Bond ETF464287176ETF110,872$14.2M1.1%+11,129+11.2%Added–
State Street Health Care Select Sector SPDR ETF81369Y209ETF112,541$14.2M1.1%+5,346+5.0%Added–
State Street Utilities Select Sector SPDR ETF81369Y886ETF223,699$14.1M1.1%+26,812+13.6%Added–
GOOGLAlphabet Inc.Stock5,671$13.8M1.1%+1,384+32.3%AddedHistory
PYPLPayPal Holdings, Inc.Stock33,747$9.84M0.8%+8,310+32.7%AddedHistory
ADBEAdobe Inc.Stock13,728$8.04M0.6%+3,330+32.0%AddedHistory
CMCSAComcast CorpStock131,762$7.51M0.6%+32,462+32.7%AddedHistory
iShares Tr464288752US HOME CONS ETF103,197$7.14M0.6%+11,457+12.5%Added–
NFLXNetflix IncStock12,744$6.73M0.5%+3,124+32.5%AddedHistory
INTCIntel CorpStock116,041$6.51M0.5%+27,772+31.5%AddedHistory
CSCOCisco Systems, Inc.Stock121,118$6.42M0.5%+29,408+32.1%AddedHistory
PEPPepsiCo IncStock39,704$5.88M0.5%+9,740+32.5%AddedHistory
AVGOBroadcom Inc.Stock11,729$5.59M0.5%+2,864+32.3%AddedHistory
TMUST-Mobile US, Inc.Stock35,830$5.19M0.4%+8,837+32.7%AddedHistory
TXNTexas Instruments IncStock26,529$5.10M0.4%+6,546+32.8%AddedHistory
COSTCostco Wholesale CorpStock12,703$5.03M0.4%+3,082+32.0%AddedHistory
QCOMQualcomm IncStock32,420$4.63M0.4%+7,748+31.4%AddedHistory
AMGNAmgen IncStock16,502$4.02M0.3%+3,956+31.5%AddedHistory
CHTRCharter Communications, Inc.CL A5,412$3.90M0.3%+1,207+28.7%AddedHistory
INTUIntuit Inc.Stock7,848$3.85M0.3%+1,905+32.1%AddedHistory
SBUXStarbucks CorpStock33,861$3.79M0.3%+8,291+32.4%AddedHistory
AMATApplied Materials IncStock26,254$3.74M0.3%+6,324+31.7%AddedHistory
AMDAdvanced Micro Devices IncStock34,920$3.28M0.3%+8,611+32.7%AddedHistory
ISRGIntuitive Surgical IncCOM NEW3,398$3.13M0.3%+843+33.0%AddedHistory
MUMicron Technology IncStock32,225$2.74M0.2%+7,930+32.6%AddedHistory
MRNAModerna, Inc.Stock11,529$2.71M0.2%+2,848+32.8%AddedHistory
LRCXLam Research CorpCOM4,085$2.66M0.2%+987+31.9%AddedHistory
ZMZoom Communications, Inc.Stock6,782$2.63M0.2%+2,360+53.4%AddedHistory
BKNGBooking Holdings Inc.Stock1,175$2.57M0.2%+289+32.6%AddedHistory
MDLZMondelez International, Inc.Stock40,360$2.52M0.2%+9,684+31.6%AddedHistory
GILDGilead Sciences, Inc.Stock36,045$2.48M0.2%+8,750+32.1%AddedHistory
ADPAutomatic Data Processing IncStock12,227$2.43M0.2%+2,935+31.6%AddedHistory
MELIMercadolibre IncCOM1,430$2.23M0.2%+351+32.5%AddedHistory
ATVIActivision Blizzard, Inc.COM22,321$2.13M0.2%+5,497+32.7%AddedHistory
CSXCSX CorpStock65,274$2.09M0.2%+15,594+31.4%AddedConverted for a 3-for-1 splitHistory
FISVFiserv IncStock19,161$2.05M0.2%+4,620+31.8%AddedHistory
ILMNIllumina, Inc.COM4,194$1.99M0.2%+1,028+32.5%AddedHistory
JDJD.com, Inc.SPON ADS CL A23,150$1.85M0.1%+5,097+28.2%AddedHistory
ADSKAutodesk, Inc.COM6,310$1.84M0.1%+1,538+32.2%AddedHistory
ADIAnalog Devices IncStock10,596$1.82M0.1%+2,588+32.3%AddedHistory
REGNRegeneron Pharmaceuticals, Inc.COM2,994$1.67M0.1%+712+31.2%AddedHistory
NXPINXP Semiconductors N.V.COM7,914$1.63M0.1%+1,901+31.6%AddedHistory
ASMLASML Holding NVADR2,279$1.57M0.1%+595+35.3%AddedHistory
DOCUDocuSign, Inc.Stock5,588$1.56M0.1%+1,540+38.0%AddedHistory
IDXXIDEXX Laboratories IncCOM2,436$1.54M0.1%+584+31.5%AddedHistory
BIDUBaidu, Inc.ADR7,431$1.51M0.1%+1,536+26.1%AddedHistory
VRTXVertex Pharmaceuticals IncStock7,425$1.50M0.1%+1,784+31.6%AddedHistory
BIIBBiogen Inc.COM4,316$1.50M0.1%+1,013+30.7%AddedHistory
KDPKeurig Dr Pepper Inc.COM40,729$1.44M0.1%+10,164+33.3%AddedHistory
KHCKraft Heinz CoStock35,139$1.43M0.1%+8,571+32.3%AddedHistory
KLACKLA CorpCOM NEW4,389$1.42M0.1%+1,044+31.2%AddedHistory
ALGNAlign Technology IncCOM2,271$1.39M0.1%+558+32.6%AddedHistory
MNSTMonster Beverage CorpCOM15,177$1.39M0.1%+3,713+32.4%AddedHistory
PDDPDD Holdings Inc.SPONSORED ADS10,870$1.38M0.1%+3,379+45.1%AddedHistory
EBAYeBay IncCOM19,568$1.37M0.1%+4,788+32.4%AddedHistory
MRVLMarvell Technology, Inc.COM23,547$1.37M0.1%+8,957+61.4%AddedHistory
LULUlululemon athletica inc.Stock3,579$1.31M0.1%+868+32.0%AddedHistory
WBAWalgreens Boots Alliance, Inc.COM24,832$1.31M0.1%+6,068+32.3%AddedHistory
WDAYWorkday, Inc.CL A5,421$1.29M0.1%+1,518+38.9%AddedHistory
MARMarriott International IncStock9,345$1.28M0.1%+2,304+32.7%AddedHistory
ROSTRoss Stores, Inc.COM10,250$1.27M0.1%+2,511+32.4%AddedHistory
MTCHMatch Group, Inc.COM7,767$1.25M0.1%+1,932+33.1%AddedHistory
EXCExelon CorpStock28,078$1.24M0.1%+6,872+32.4%AddedHistory
AEPAmerican Electric Power Co IncStock14,348$1.21M0.1%+3,561+33.0%AddedHistory
SNPSSynopsys IncCOM4,370$1.21M0.1%+1,067+32.3%AddedHistory
DXCMDexcom IncCOM2,779$1.19M0.1%+695+33.3%AddedHistory
EAElectronic Arts Inc.COM8,213$1.18M0.1%+1,971+31.6%AddedHistory
MCHPMicrochip Technology IncStock7,855$1.18M0.1%+2,014+34.5%AddedHistory
ALXNAlexion Pharmaceuticals, Inc.COM6,336$1.16M0.1%+1,564+32.8%AddedHistory
CTASCintas CorpStock3,003$1.15M0.1%+726+31.9%AddedHistory
ORLYO Reilly Automotive IncStock2,001$1.13M0.1%+482+31.7%AddedHistory
PAYXPaychex IncStock10,350$1.11M0.1%+2,523+32.2%AddedHistory
CDNSCadence Design Systems IncStock7,982$1.09M0.1%+1,928+31.8%AddedHistory
CTSHCognizant Technology Solutions CorpCL A15,146$1.05M0.1%+3,624+31.5%AddedHistory
XLNXXilinx IncCOM7,057$1.02M0.1%+1,732+32.5%AddedHistory
XELXcel Energy IncStock15,454$1.02M0.1%+3,782+32.4%AddedHistory
NTESNetEase, Inc.SPONSORED ADS8,655$997.0K0.1%+2,143+32.9%AddedHistory
TEAMAtlassian CorpCL A3,880$997.0K0.1%+996+34.5%AddedHistory
PTONPeloton Interactive, Inc.CL A COM7,708$956.0K0.1%+1,986+34.7%AddedHistory
SWKSSkyworks Solutions, Inc.Stock4,743$909.0K0.1%+1,163+32.5%AddedHistory
CPRTCopart IncCOM6,790$895.0K0.1%+1,659+32.3%AddedHistory
PCARPaccar IncCOM9,977$890.0K0.1%+2,445+32.5%AddedHistory
OKTAOkta, Inc.CL A3,577$875.0K0.1%+949+36.1%AddedHistory
ANSSAnsys IncCOM2,504$869.0K0.1%+624+33.2%AddedHistory
FASTFastenal CoStock16,500$858.0K0.1%+4,029+32.3%AddedHistory
SGENSeagen Inc.COM5,201$821.0K0.1%+1,268+32.2%AddedHistory
VRSKVerisk Analytics, Inc.COM4,644$811.0K0.1%+1,109+31.4%AddedHistory

Sold out since Q1 2021 (12)

Positions held at the end of Q1 2021 that are gone from this filing.

Positions of Harvest Volatility Management LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
Vanguard High Dividend Yield Index ETF921946406ETF9,956$1.01M0.1%–
iShares Tr464288687PFD AND INCM SEC23,573$905.0K0.1%–
SPDR Series Trust78468R622ST BLOO HIGH ETF8,286$902.0K0.1%–
Vanguard Scottsdale FDS92206C409SHRT TRM CORP BD10,818$892.0K0.1%–
Ssga Active ETF Tr78467V848ST STR TOTAL ETF18,274$881.0K0.1%–
ETF Ser Solutions26922A172NATIONWIDE RSK32,739$878.0K0.1%–
Vanguard Emerging Markets Government Bond ETF921946885ETF10,952$849.0K0.1%–
Vanguard Real Estate ETF922908553ETF4,425$406.0K<0.1%–
iShares Core U.S. Aggregate Bond ETF464287226ETF1,825$208.0K<0.1%–
GLDSPDR Gold TrustETF46$7.00K<0.1%History
SLViShares Silver TrustETF141$3.00K<0.1%History
State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R663ETF35$3.00K<0.1%–