HARVEST VOLATILITY MANAGEMENT LLC
Filing Date
Global Rank
#2,257
/ 6,897
▼ 135
Top Industry
Software - Infrastructure
16.5%
3Y Alpha vs SPY
-0.8%
Period ended 2 years ago
Filed Aug 8, 2023 · 2y
11 quarters · since Dec 2020
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+73.1%
SPY
+76.3%
Annualised alpha
-0.8%
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, 2023Top 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 |
|---|---|---|
| Technology | 49.1% | $203,980,317 |
| Consumer Cyclical | 17.4% | $72,508,172 |
| Communication Services | 12.5% | $52,016,672 |
| Healthcare | 7.1% | $29,569,281 |
| Consumer Defensive | 6.1% | $25,467,995 |
| Industrials | 3.5% | $14,710,513 |
| Financial Services | 2.1% | $8,617,471 |
| Utilities | 1.1% | $4,553,294 |
| Energy | 0.7% | $2,902,538 |
| Real Estate | 0.3% | $1,120,421 |
| Basic Materials | 0.1% | $297,457 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
19 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| 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 | Open |
|---|---|---|---|---|---|
| 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. | |||||
10 positions ·
$25,467,995 total
· Consumer Defensive only
· as of Jun 30, 2023
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| PEP |
Pepsico Inc
Consumer Defensive
|
Reduced | 42,445 | $7,861,662 | 30.87% | |
| COST |
Costco Wholesale Corp /New
Consumer Defensive
|
Reduced | 13,662 | $7,355,347 | 28.88% | |
| MDLZ |
Mondelez International, Inc.
Consumer Defensive
|
Reduced | 41,958 | $3,060,416 | 12.02% | |
| MNST |
Monster Beverage Corp
Consumer Defensive
|
Reduced | 32,110 | $1,844,398 | 7.24% | |
| KDP |
Keurig Dr Pepper Inc.
Consumer Defensive
|
Reduced | 42,985 | $1,344,140 | 5.28% | |
| KHC |
Kraft Heinz Co
Consumer Defensive
|
Reduced | 37,620 | $1,335,510 | 5.24% | |
| DLTR |
Dollar Tree, Inc.
Consumer Defensive
|
Reduced | 6,793 | $974,795 | 3.83% | |
| PG |
PROCTER & GAMBLE Co
Consumer Defensive
|
Added | 6,313 | $957,934 | 3.76% | |
| KO |
Coca Cola Co
Consumer Defensive
|
Reduced | 7,059 | $425,092 | 1.67% | |
| WMT |
Walmart Inc.
Consumer Defensive
|
Added | 5,892 | $308,701 | 1.21% |