Harvest Volatility Management LLC — Q2 2021 13F Holdings

Name: Harvest Volatility Management LLC — 13F Holdings, Q2 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	32.81%	—	-2.85%
2	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	18.79%	—	-5.16%
3	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	8.65%	—	+3.63%
4	AAPL	Apple INC	Stock-Tech	3.49%	—	+31.49%
5	MSFT	Microsoft CORP	Stock-Tech	3.11%	—	+32.11%
6	AMZN	Amazon.com INC	Stock-Consumer Disc	2.64%	—	+32.53%
7	XHB	Ss Spdr S&p Homebldrs ETF	ETF-Other	1.73%	—	+10.52%
8	META	Meta Platforms Inc-class A	Stock-Comm Services	1.27%	—	+31.78%
9	GOOG	Alphabet Inc-cl C	Stock-Comm Services	1.24%	—	+30.84%
10	TSLA	Tesla INC	Stock-Consumer Disc	1.24%	—	+32.81%
11	DBA	Invesco Db Agriculture Fund	ETF-Other	1.19%	—	+4.51%
12	NVDA	Nvidia CORP	Stock-Tech	1.16%	—	+32.91%
13	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.15%	—	+11.17%
14	TIP	Ishares Tips Bond ETF	ETF-Other	1.15%	—	+11.16%
15	XLV	Ss Health Care Select Sector	ETF-Other	1.14%	—	+4.99%
16	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.14%	—	+13.62%
17	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	1.12%	—	+32.28%
18	PYPL	Paypal Holdings INC	Stock-Financials	0.79%	—	+32.67%
19	ADBE	Adobe INC	Stock-Tech	0.65%	—	+32.03%
20	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.61%	—	+32.69%
21	ITB	Ishares U.s. Home Constructi	ETF-Other	0.58%	—	+12.49%
22	NFLX	Netflix INC	Stock-Comm Services	0.54%	—	+32.47%
23	INTC	Intel CORP	Stock-Tech	0.53%	—	+31.46%
24	CSCO	Cisco Systems INC	Stock-Tech	0.52%	—	+32.07%
25	PEP	Pepsico INC	Stock-Consumer Staples	0.48%	—	+32.51%
26	AVGO	Broadcom INC	Stock-Tech	0.45%	—	+32.31%
27	TMUS	T-mobile US INC	Stock-Comm Services	0.42%	—	+32.74%
28	TXN	Texas Instruments INC	Stock-Tech	0.41%	—	+32.76%
29	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.41%	—	+32.03%
30	QCOM	Qualcomm INC	Stock-Tech	0.37%	—	+31.40%
31	AMGN	Amgen INC	Stock-Healthcare	0.32%	—	+31.53%
32	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.32%	—	+28.70%
33	INTU	Intuit INC	Stock-Tech	0.31%	—	+32.05%
34	SBUX	Starbucks CORP	Stock-Consumer Disc	0.31%	—	+32.42%
35	AMAT	Applied Materials INC	Stock-Tech	0.30%	—	+31.73%
36	AMD	Advanced Micro Devices	Stock-Tech	0.26%	—	+32.73%
37	ISRG	Intuitive Surgical INC	Stock-Healthcare	0.25%	—	+32.99%
38	MU	Micron Technology INC	Stock-Tech	0.22%	—	+32.64%
39	MRNA	Moderna INC	Stock-Healthcare	0.22%	—	+32.81%
40	LRCXEUR	Lam Research CORP	Stock-Tech	0.21%	—	+31.86%
41	ZM	Zoom Communications INC	Stock-Tech	0.21%	—	+53.37%
42	BKNG	Booking Holdings INC	Stock-Consumer Disc	0.21%	—	+32.62%
43	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.20%	—	+31.57%
44	GILD	Gilead Sciences INC	Stock-Healthcare	0.20%	—	+32.06%
45	ADP	Automatic Data Processing	Stock-Tech	0.20%	—	+31.59%
46	MELI	Mercadolibre INC	Stock-Consumer Disc	0.18%	—	+32.53%
47	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.17%	—	+32.67%
48	CSX	Csx CORP	Stock-Industrials	0.17%	—	+294.17%
49	FISV	Fiserv INC	Stock-Other	0.17%	—	+31.77%
50	ILMN	Illumina INC	Stock-Healthcare	0.16%	—	+32.47%

1–50 of 112

Holding changes this quarter

Position changes disclosed by Harvest Volatility Management LLC for the quarter ending Q2 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
2	IEFA	Ishares Core Msci Eafe ETF	—	EXIT	Sold out
3	IEMG	Ishares Core Msci Emerging	—	EXIT	Sold out
4	AAPL	Apple INC	—	EXIT	Sold out
5	MSFT	Microsoft CORP	—	EXIT	Sold out
6	AMZN	Amazon.com INC	—	EXIT	Sold out
7	XHB	Ss Spdr S&p Homebldrs ETF	—	EXIT	Sold out
8	DBA	Invesco Db Agriculture Fund	—	EXIT	Sold out
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
10	TIP	Ishares Tips Bond ETF	—	EXIT	Sold out
11	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
12	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
13	TSLA	Tesla INC	—	EXIT	Sold out
14	META	Meta Platforms Inc-class A	—	EXIT	Sold out
15	GOOG	Alphabet Inc-cl C	—	EXIT	Sold out
16	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
17	NVDA	Nvidia CORP	—	EXIT	Sold out
18	ITB	Ishares U.s. Home Constructi	—	EXIT	Sold out
19	PYPL	Paypal Holdings INC	—	EXIT	Sold out
20	INTC	Intel CORP	—	EXIT	Sold out
21	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
22	NFLX	Netflix INC	—	EXIT	Sold out
23	ADBE	Adobe INC	—	EXIT	Sold out
24	CSCO	Cisco Systems INC	—	EXIT	Sold out
25	PEP	Pepsico INC	—	EXIT	Sold out
26	AVGO	Broadcom INC	—	EXIT	Sold out
27	TXN	Texas Instruments INC	—	EXIT	Sold out
28	COST	Costco Wholesale CORP	—	EXIT	Sold out
29	TMUS	T-mobile US INC	—	EXIT	Sold out
30	QCOM	Qualcomm INC	—	EXIT	Sold out
31	AMGN	Amgen INC	—	EXIT	Sold out
32	SBUX	Starbucks CORP	—	EXIT	Sold out
33	AMAT	Applied Materials INC	—	EXIT	Sold out
34	CHTR	Charter Communications Inc-a	—	EXIT	Sold out
35	INTU	Intuit INC	—	EXIT	Sold out
36	MU	Micron Technology INC	—	EXIT	Sold out
37	AMD	Advanced Micro Devices	—	EXIT	Sold out
38	BKNG	Booking Holdings INC	—	EXIT	Sold out
39	ISRG	Intuitive Surgical INC	—	EXIT	Sold out
40	LRCXEUR	Lam Research CORP	—	EXIT	Sold out
41	MDLZ	Mondelez International Inc-a	—	EXIT	Sold out
42	GILD	Gilead Sciences INC	—	EXIT	Sold out
43	ADP	Automatic Data Processing	—	EXIT	Sold out
44	FISV	Fiserv INC	—	EXIT	Sold out
45	CSX	Csx CORP	—	EXIT	Sold out
46	MELI	Mercadolibre INC	—	EXIT	Sold out
47	ATVIEUR	Activision Blizzard INC	—	EXIT	Sold out
48	JD	Jd.com Inc-adr	—	EXIT	Sold out
49	ZM	Zoom Communications INC	—	EXIT	Sold out
50	ADSK	Autodesk INC	—	EXIT	Sold out