HARVEST VOLATILITY MANAGEMENT LLC

CIK

1455530

Location

New York, NY

Portfolio Value

Small $415,744,131

Diversification

Diversified

Filing Date

Global Rank

#2,257 / 6,897 ▼ 135

Top Industry

Software - Infrastructure 16.5%

3Y Alpha vs SPY

-0.7%

Period ended 2 years ago

Filed Aug 8, 2023 · 2y

11 quarters · since Dec 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+73.3%

SPY

+76.5%

Annualised alpha

-0.7%

Max drawdown

−22.9%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

117 positions · as of Jun 30, 2023 · Δ vs Mar 31, 2023

Top Position

14.9%

+0.7 pts

Top 5

46.3%

+3.1 pts

Top 10

57.4%

+2.9 pts

HHI

586

Diversified+50

Portfolio Trend

11 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2023

Sector	% Portfolio	Value	Positions
Technology	49.1%	$203,980,317	38
Consumer Cyclical	17.4%	$72,508,172	16
Communication Services	12.5%	$52,016,672	10
Healthcare	7.1%	$29,569,281	15
Consumer Defensive	6.1%	$25,467,995	10
Industrials	3.5%	$14,710,513	11
Financial Services	2.1%	$8,617,471	7
Utilities	1.1%	$4,553,294	4
Energy	0.7%	$2,902,538	4
Real Estate	0.3%	$1,120,421	1
Basic Materials	0.1%	$297,457	1

Last Quarter's Activity

Export CSV

Jun 30, 2023 vs Mar 31, 2023

Added To

Positions the filer increased

19 positions

Ticker	Company	Δ Shares	Shares	Value
IBM	International Business Machines Corp	+701	5,670	$758,702
TRV	Travelers Companies, Inc.	+244	5,352	$929,428
GS	Goldman Sachs Group Inc	+234	5,404	$1,743,006
MMM	3M Co	+213	5,501	$460,363
CAT	Caterpillar Inc	+213	5,495	$1,352,044
BA	Boeing Co	+211	5,506	$1,162,646
AXP	American Express Co	+208	5,519	$961,409
MCD	Mcdonalds Corp	+195	5,577	$1,664,232
DOW	Dow Inc.	+194	5,585	$297,457
UNH	Unitedhealth Group Inc	+174	5,672	$2,726,190
CRM	Salesforce, Inc.	+173	5,684	$1,200,801
HD	Home Depot, Inc.	+166	5,716	$1,775,618
NKE	NIKE, Inc.	+145	5,809	$641,139
WMT	Walmart Inc.	+127	5,892	$308,701
V	Visa Inc.	+103	5,991	$1,422,742
DIS	Walt Disney Co	+82	6,089	$543,625
CVX	Chevron Corp	+78	6,106	$960,779
PG	PROCTER & GAMBLE Co	+31	6,313	$957,934
MRK	Merck & Co., Inc.	+3	6,447	$743,919
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
AAPL	Apple Inc.	−52,145	307,905	$59,724,332
AMZN	Amazon Com Inc	−40,137	243,905	$31,795,455
MSFT	Microsoft Corp	−29,264	181,610	$61,845,469
GOOGL	Alphabet Inc.	−24,365	144,143	$17,253,917
CMCSA	Comcast Corp	−22,949	128,153	$4,990,405
CSCO	Cisco Systems, Inc.	−21,297	130,756	$6,765,315
INTC	Intel Corp	−19,817	133,574	$4,466,714
NVDA	Nvidia Corp	−12,604	75,970	$3,213,682
TSLA	Tesla, Inc.	−12,364	75,358	$19,726,463
WBD	Warner Bros. Discovery, Inc.	−12,215	74,932	$939,647
META	Meta Platforms, Inc.	−11,779	68,080	$19,537,598
CSX	Csx Corp	−11,455	62,680	$2,137,388
AMD	Advanced Micro Devices Inc	−8,249	49,504	$5,639,000
KDP	Keurig Dr Pepper Inc.	−7,216	42,985	$1,344,140
PEP	Pepsico Inc	−7,035	42,445	$7,861,662
MDLZ	Mondelez International, Inc.	−7,018	41,958	$3,060,416
TMUS	T-Mobile US, Inc.	−6,766	36,680	$5,094,852
GILD	Gilead Sciences, Inc.	−6,376	38,453	$2,963,572
PYPL	PayPal Holdings, Inc.	−6,266	34,383	$2,294,377
KHC	Kraft Heinz Co	−6,152	37,620	$1,335,510
SBUX	Starbucks Corp	−5,965	35,331	$3,499,888
QCOM	Qualcomm Inc/De	−5,729	34,302	$4,083,310
MU	Micron Technology Inc	−5,479	33,697	$2,126,617
MNST	Monster Beverage Corp	−5,213	32,110	$1,844,398
BKR	Baker Hughes Co	−5,139	31,216	$986,737
No positions match the current search.

New Positions

Positions the filer opened this quarter

2 positions

Ticker	Company	Shares	Value
ON	On Semiconductor Corp	13,338	$1,261,508
GEHC	GE HealthCare Technologies Inc.	13,969	$1,134,841
No positions match the current search.

Sold Out

Positions the filer fully exited

2 positions

Ticker	Company	Shares	Value
FISV	Fiserv Inc	22,557	$2,549,617
RIVN	Rivian Automotive, Inc. / DE	32,500	$503,100
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

117 positions · $415,744,131 total · as of Jun 30, 2023

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 117 positions by value · page 1 of 3

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
MSFT	Microsoft Corp Technology	Reduced	181,610	-29,264	$61,845,469	+1.7%	14.88%
AAPL	Apple Inc. Technology	Reduced	307,905	-52,145	$59,724,332	+0.6%	14.37%
AMZN	Amazon Com Inc Consumer Cyclical	Reduced	243,905	-40,137	$31,795,455	+8.4%	7.65%
TSLA	Tesla, Inc. Consumer Cyclical	Reduced	75,358	-12,364	$19,726,463	+8.4%	4.74%
META	Meta Platforms, Inc. Communication Services	Reduced	68,080	-11,779	$19,537,598	+15.4%	4.70%
GOOGL	Alphabet Inc. Communication Services	Reduced	144,143	-24,365	$17,253,917	−1.3%	4.15%
PEP	Pepsico Inc Consumer Defensive	Reduced	42,445	-7,035	$7,861,662	−12.8%	1.89%
COST	Costco Wholesale Corp /New Consumer Defensive	Reduced	13,662	-2,279	$7,355,347	−7.1%	1.77%
ADBE	Adobe Inc. Technology	Reduced	14,114	-2,314	$6,901,604	+9.0%	1.66%
CSCO	Cisco Systems, Inc. Technology	Reduced	130,756	-21,297	$6,765,315	−14.9%	1.63%
AMD	Advanced Micro Devices Inc Technology	Reduced	49,504	-8,249	$5,639,000	−0.4%	1.36%
TMUS	T-Mobile US, Inc. Communication Services	Reduced	36,680	-6,766	$5,094,852	−19.0%	1.23%
HON	Honeywell International Inc Industrials	Reduced	25,765	-3,227	$5,038,866	−3.5%	1.21%
TXN	Texas Instruments Inc Technology	Reduced	27,963	-4,589	$5,033,899	−16.9%	1.21%
CMCSA	Comcast Corp Communication Services	Reduced	128,153	-22,949	$4,990,405	−7.0%	1.20%
AMGN	Amgen Inc Healthcare	Reduced	21,708	-2,455	$4,819,610	−17.5%	1.16%
INTC	Intel Corp Technology	Reduced	133,574	-19,817	$4,466,714	−10.9%	1.07%
QCOM	Qualcomm Inc/De Technology	Reduced	34,302	-5,729	$4,083,310	−20.0%	0.98%
INTU	Intuit Inc. Technology	Reduced	8,624	-1,453	$3,951,430	−12.0%	0.95%
AMAT	Applied Materials Inc /De Technology	Reduced	25,856	-4,481	$3,737,226	+0.3%	0.90%
ISRG	Intuitive Surgical Inc Healthcare	Reduced	10,792	-1,791	$3,690,216	+14.8%	0.89%
SBUX	Starbucks Corp Consumer Cyclical	Reduced	35,331	-5,965	$3,499,888	−18.6%	0.84%
NVDA	Nvidia Corp Technology	Reduced	75,970	-12,604	$3,213,682	+30.6%	0.77%
BKNG	Booking Holdings Inc. Consumer Cyclical	Reduced	1,140	-220	$3,078,376	−14.7%	0.74%
MDLZ	Mondelez International, Inc. Consumer Defensive	Reduced	41,958	-7,018	$3,060,416	−10.4%	0.74%
ADI	Analog Devices Inc Technology	Reduced	15,449	-2,725	$3,009,619	−16.0%	0.72%
GILD	Gilead Sciences, Inc. Healthcare	Reduced	38,453	-6,376	$2,963,572	−20.3%	0.71%
ADP	Automatic Data Processing Inc Technology	Reduced	12,730	-2,157	$2,797,926	−15.6%	0.67%
VRTX	Vertex Pharmaceuticals Inc / Ma Healthcare	Reduced	7,937	-1,299	$2,793,109	−4.0%	0.67%
UNH	Unitedhealth Group Inc Healthcare	Added	5,672	+174	$2,726,190	+4.9%	0.66%
REGN	Regeneron Pharmaceuticals, Inc. Healthcare	Reduced	3,326	-540	$2,389,864	−24.8%	0.57%
PYPL	PayPal Holdings, Inc. Financial Services	Reduced	34,383	-6,266	$2,294,377	−25.7%	0.55%
CSX	Csx Corp Industrials	Reduced	62,680	-11,455	$2,137,388	−3.7%	0.51%
MU	Micron Technology Inc Technology	Reduced	33,697	-5,479	$2,126,617	−10.0%	0.51%
KLAC	Kla Corp Technology	Reduced	4,229	-748	$2,051,149	+3.2%	0.49%
SNPS	Synopsys Inc Technology	Reduced	4,689	-786	$2,041,637	−3.5%	0.49%
CDNS	Cadence Design Systems Inc Technology	Reduced	8,399	-1,402	$1,969,733	−4.3%	0.47%
ASML	Asml Holding NV Technology	Reduced	2,664	-448	$1,930,734	−8.9%	0.46%
MNST	Monster Beverage Corp Consumer Defensive	Reduced	32,110	-5,213	$1,844,398	−8.5%	0.44%
FTNT	Fortinet, Inc. Technology	Reduced	24,123	-3,960	$1,823,457	−2.3%	0.44%
MELI	Mercadolibre Inc Consumer Cyclical	Reduced	1,525	-258	$1,806,515	−23.1%	0.43%
HD	Home Depot, Inc. Consumer Cyclical	Added	5,716	+166	$1,775,618	+8.4%	0.43%
GS	Goldman Sachs Group Inc Financial Services	Added	5,404	+234	$1,743,006	+3.1%	0.42%
MAR	Marriott International Inc /Md/ Consumer Cyclical	Reduced	9,377	-1,673	$1,722,461	−6.1%	0.41%
CHTR	Charter Communications, Inc. /Mo/ Communication Services	Reduced	4,618	-844	$1,696,514	−13.1%	0.41%
MCD	Mcdonalds Corp Consumer Cyclical	Added	5,577	+195	$1,664,232	+10.6%	0.40%
NXPI	NXP Semiconductors N.V. Technology	Reduced	8,005	-1,306	$1,638,463	−5.6%	0.39%
ABNB	Airbnb, Inc. Consumer Cyclical	Reduced	12,515	-1,943	$1,603,922	−10.8%	0.39%
MRVL	Marvell Technology, Inc. Technology	Reduced	26,097	-4,073	$1,560,078	+19.4%	0.38%
DXCM	Dexcom Inc Healthcare	Reduced	11,940	-1,938	$1,534,409	−4.8%	0.37%