Harvest Volatility Management LLC — Q1 2021 13F Holdings

Name: Harvest Volatility Management LLC — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001455530

Total reported value

$4.4M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	35.72%	—	+7.15%
2	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	21.79%	—	+7.39%
3	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	9.17%	—	+3.74%
4	AAPL	Apple INC	Stock-Tech	2.70%	—	+59.76%
5	MSFT	Microsoft CORP	Stock-Tech	2.34%	—	+61.38%
6	AMZN	Amazon.com INC	Stock-Consumer Disc	2.05%	—	+62.45%
7	XHB	Ss Spdr S&p Homebldrs ETF	ETF-Other	1.72%	—	+88.75%
8	DBA	Invesco Db Agriculture Fund	ETF-Other	1.18%	—	+110.48%
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.16%	—	—
10	TIP	Ishares Tips Bond ETF	ETF-Other	1.15%	—	—
11	XLV	Ss Health Care Select Sector	ETF-Other	1.15%	—	—
12	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.15%	—	—
13	TSLA	Tesla INC	Stock-Consumer Disc	1.04%	—	+63.81%
14	META	Meta Platforms Inc-class A	Stock-Comm Services	0.93%	—	+61.88%
15	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.89%	—	+60.81%
16	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.82%	—	+61.96%
17	NVDA	Nvidia CORP	Stock-Tech	0.66%	—	+61.95%
18	ITB	Ishares U.s. Home Constructi	ETF-Other	0.57%	—	+48.62%
19	PYPL	Paypal Holdings INC	Stock-Financials	0.57%	—	+61.69%
20	INTC	Intel CORP	Stock-Tech	0.52%	—	+60.40%
21	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.50%	—	+61.95%
22	NFLX	Netflix INC	Stock-Comm Services	0.46%	—	+62.28%
23	ADBE	Adobe INC	Stock-Tech	0.46%	—	+61.41%
24	CSCO	Cisco Systems INC	Stock-Tech	0.44%	—	+61.61%
25	PEP	Pepsico INC	Stock-Consumer Staples	0.39%	—	+61.50%
26	AVGO	Broadcom INC	Stock-Tech	0.38%	—	+63.29%
27	TXN	Texas Instruments INC	Stock-Tech	0.35%	—	+62.13%
28	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.31%	—	+62.49%
29	TMUS	T-mobile US INC	Stock-Comm Services	0.31%	—	+61.97%
30	QCOM	Qualcomm INC	Stock-Tech	0.30%	—	+62.50%
31	AMGN	Amgen INC	Stock-Healthcare	0.29%	—	+60.60%
32	SBUX	Starbucks CORP	Stock-Consumer Disc	0.26%	—	+62.28%
33	AMAT	Applied Materials INC	Stock-Tech	0.25%	—	+62.57%
34	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.24%	—	+57.08%
35	INTU	Intuit INC	Stock-Tech	0.21%	—	+68.45%
36	MU	Micron Technology INC	Stock-Tech	0.20%	—	+62.57%
37	AMD	Advanced Micro Devices	Stock-Tech	0.19%	—	+62.88%
38	BKNG	Booking Holdings INC	Stock-Consumer Disc	0.19%	—	+62.57%
39	ISRG	Intuitive Surgical INC	Stock-Healthcare	0.17%	—	+62.22%
40	LRCXEUR	Lam Research CORP	Stock-Tech	0.17%	—	+60.52%
41	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.17%	—	+59.73%
42	GILD	Gilead Sciences INC	Stock-Healthcare	0.16%	—	+62.21%
43	ADP	Automatic Data Processing	Stock-Tech	0.16%	—	+61.40%
44	FISV	Fiserv INC	Stock-Other	0.16%	—	+61.64%
45	CSX	Csx CORP	Stock-Industrials	0.15%	—	+61.32%
46	MELI	Mercadolibre INC	Stock-Consumer Disc	0.15%	—	+62.75%
47	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.14%	—	+62.17%
48	JD	Jd.com Inc-adr	Stock-Consumer Disc	0.14%	—	+54.26%
49	ZM	Zoom Communications INC	Stock-Tech	0.13%	—	+69.23%
50	ADSK	Autodesk INC	Stock-Tech	0.12%	—	+62.09%

1–50 of 124

Holding changes this quarter

Position changes disclosed by Harvest Volatility Management LLC for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XHB	Ss Spdr S&p Homebldrs ETF	+0.8%	+88.75%	Add
2	MSFT	Microsoft CORP	+0.6%	+61.38%	Add
3	DBA	Invesco Db Agriculture Fund	+0.5%	+110.48%	Add
4	AAPL	Apple INC	+0.4%	+59.76%	Add
5	AMZN	Amazon.com INC	+0.4%	+62.45%	Add
6	GOOG	Alphabet Inc-cl C	+0.3%	+60.81%	Add
7	GOOGL	Alphabet Inc-cl A	+0.3%	+61.96%	Add
8	META	Meta Platforms Inc-class A	+0.3%	+61.88%	Add
9	INTC	Intel CORP	+0.2%	+60.40%	Add
10	TSLA	Tesla INC	+0.2%	+63.81%	Add
11	ITB	Ishares U.s. Home Constructi	+0.2%	+48.62%	Add
12	NVDA	Nvidia CORP	+0.2%	+61.95%	Add
13	PYPL	Paypal Holdings INC	+0.1%	+61.69%	Add
14	CSCO	Cisco Systems INC	+0.1%	+61.61%	Add
15	AMAT	Applied Materials INC	+0.1%	+62.57%	Add
16	CMCSA	Comcast Corp-class A	+0.1%	+61.95%	Add
17	TXN	Texas Instruments INC	+0.1%	+62.13%	Add
18	AVGO	Broadcom INC	+0.1%	+63.29%	Add
19	NFLX	Netflix INC	+0.1%	+62.28%	Add
20	ADBE	Adobe INC	+0.1%	+61.41%	Add
21	AMGN	Amgen INC	+0.1%	+60.60%	Add
22	PEP	Pepsico INC	+0.1%	+61.50%	Add
23	MU	Micron Technology INC	+0.1%	+62.57%	Add
24	SBUX	Starbucks CORP	+0.1%	+62.28%	Add
25	LRCXEUR	Lam Research CORP	+0.1%	+60.52%	Add
26	COST	Costco Wholesale CORP	+0.1%	+62.49%	Add
27	TMUS	T-mobile US INC	+0.1%	+61.97%	Add
28	INTU	Intuit INC	+0.1%	+68.45%	Add
29	BKNG	Booking Holdings INC	+0.1%	+62.57%	Add
30	GILD	Gilead Sciences INC	+0.1%	+62.21%	Add
31	ADP	Automatic Data Processing	0%	+61.40%	Add
32	FISV	Fiserv INC	0%	+61.64%	Add
33	MDLZ	Mondelez International Inc-a	0%	+59.73%	Add
34	CSX	Csx CORP	0%	+61.32%	Add
35	NXPI	NXP Semiconductors N.V.	0%	+60.09%	Add
36	MRNA	Moderna INC	0%	+63.45%	Add
37	QCOM	Qualcomm INC	0%	+62.50%	Add
38	CHTR	Charter Communications Inc-a	0%	+57.08%	Add
39	ATVIEUR	Activision Blizzard INC	0%	+62.17%	Add
40	ISRG	Intuitive Surgical INC	0%	+62.22%	Add
41	AMD	Advanced Micro Devices	0%	+62.88%	Add
42	IEMG	Ishares Core Msci Emerging	-1.6%	+3.74%	Add
43	IEFA	Ishares Core Msci Eafe ETF	-2.9%	+7.39%	Add
44	SPY	Ss Spdr S&p 500 ETF Trust-us	-4.2%	+7.15%	Add
45	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
46	TIP	Ishares Tips Bond ETF	—	NEW	New buy
47	XLV	Ss Health Care Select Sector	—	NEW	New buy
48	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
49	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
50	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out