0001493152-21-010640.txt : 20210506
0001493152-21-010640.hdr.sgml : 20210506
20210506163921
ACCESSION NUMBER: 0001493152-21-010640
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210506
DATE AS OF CHANGE: 20210506
EFFECTIVENESS DATE: 20210506
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARVEST VOLATILITY MANAGEMENT LLC
CENTRAL INDEX KEY: 0001455530
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-21093
FILM NUMBER: 21898515
BUSINESS ADDRESS:
STREET 1: 420 LEXINGTON AVENUE
STREET 2: SUITE 2620
CITY: NEW YORK
STATE: NY
ZIP: 10170
BUSINESS PHONE: 212-682-7822
MAIL ADDRESS:
STREET 1: 420 LEXINGTON AVENUE
STREET 2: SUITE 2620
CITY: NEW YORK
STATE: NY
ZIP: 10170
FORMER COMPANY:
FORMER CONFORMED NAME: HARVEST VOLATALITY MANAGEMENT LLC
DATE OF NAME CHANGE: 20090205
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001455530
XXXXXXXX
03-31-2021
03-31-2021
false
HARVEST VOLATILITY MANAGEMENT LLC
420 Lexington Avenue
Suite 2620
New York
NY
10170
13F HOLDINGS REPORT
028-21093
N
Laurel Mason
Chief Compliance Officer
646-843-4802
/s/ Laurel Mason
New York
NY
05-06-2021
1
124
1084009
1
0001097218
028-05161
Nationwide Fund Advisors
INFORMATION TABLE
2
infotable.xml
ACTIVISION BLIZZARD INC
COM
00507V109
1565
16824
SH
SOLE
1
16824
0
0
ADOBE SYSTEMS INCORPORATED
COM
00724F101
4943
10398
SH
SOLE
1
10398
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
2065
26309
SH
SOLE
1
26309
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
730
4772
SH
SOLE
1
4772
0
0
ALIGN TECHNOLOGY INC
COM
016255101
928
1713
SH
SOLE
1
1713
0
0
ALPHABET INC
CAP STK CL A
02079K305
8842
4287
SH
SOLE
1
4287
0
0
ALPHABET INC
CAP STK CL C
02079K107
9661
4670
SH
SOLE
1
4670
0
0
AMAZON COM INC
COM
023135106
22222
7182
SH
SOLE
1
7182
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
914
10787
SH
SOLE
1
10787
0
0
AMGEN INC
COM
031162100
3122
12546
SH
SOLE
1
12546
0
0
ANALOG DEVICES INC
COM
032654105
1242
8008
SH
SOLE
1
8008
0
0
ANSYS INC
COM
03662Q105
638
1880
SH
SOLE
1
1880
0
0
APPLE INC
COM
037833100
29279
239695
SH
SOLE
1
239695
0
0
APPLIED MATLS INC
COM
038222105
2663
19930
SH
SOLE
1
19930
0
0
ASML HOLDING N V
N Y REGISTRY SHS
N07059210
1040
1684
SH
SOLE
1
1684
0
0
ATLASSIAN CORP PLC
CL A
G06242104
608
2884
SH
SOLE
1
2884
0
0
AUTODESK INC
COM
052769106
1323
4772
SH
SOLE
1
4772
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
1751
9292
SH
SOLE
1
9292
0
0
BAIDU INC
SPON ADR REP A
056752108
1282
5895
SH
SOLE
1
5895
0
0
BIOGEN INC
COM
09062X103
924
3303
SH
SOLE
1
3303
0
0
BOOKING HOLDINGS INC
COM
09857L108
2064
886
SH
SOLE
1
886
0
0
BROADCOM INC
COM
11135F101
4110
8865
SH
SOLE
1
8865
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
829
6054
SH
SOLE
1
6054
0
0
CDW CORP
COM
12514G108
507
3058
SH
SOLE
1
3058
0
0
CERNER CORP
COM
156782104
478
6647
SH
SOLE
1
6647
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
2595
4205
SH
SOLE
1
4205
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
341
3042
SH
SOLE
1
3042
0
0
CINTAS CORP
COM
172908105
777
2277
SH
SOLE
1
2277
0
0
CISCO SYS INC
COM
17275R102
4742
91710
SH
SOLE
1
91710
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
900
11522
SH
SOLE
1
11522
0
0
COMCAST CORP NEW
CL A
20030N101
5373
99300
SH
SOLE
1
99300
0
0
COPART INC
COM
217204106
557
5131
SH
SOLE
1
5131
0
0
COSTCO WHSL CORP NEW
COM
22160K105
3391
9621
SH
SOLE
1
9621
0
0
CSX CORP
COM
126408103
1597
16560
SH
SOLE
1
16560
0
0
DEXCOM INC
COM
252131107
749
2084
SH
SOLE
1
2084
0
0
DOCUSIGN INC
COM
256163106
820
4048
SH
SOLE
1
4048
0
0
DOLLAR TREE INC
COM
256746108
585
5107
SH
SOLE
1
5107
0
0
EBAY INC.
COM
278642103
905
14780
SH
SOLE
1
14780
0
0
ELECTRONIC ARTS INC
COM
285512109
845
6242
SH
SOLE
1
6242
0
0
EXELON CORP
COM
30161N101
928
21206
SH
SOLE
1
21206
0
0
FACEBOOK INC
CL A
30303M102
10114
34338
SH
SOLE
1
34338
0
0
FASTENAL CO
COM
311900104
627
12471
SH
SOLE
1
12471
0
0
FISERV INC
COM
337738108
1731
14541
SH
SOLE
1
14541
0
0
FOX CORP
CL B COM
35137L204
194
5563
SH
SOLE
1
5563
0
0
FOX CORP
CL A COM
35137L105
262
7262
SH
SOLE
1
7262
0
0
GILEAD SCIENCES INC
COM
375558103
1764
27295
SH
SOLE
1
27295
0
0
IDEXX LABS INC
COM
45168D104
906
1852
SH
SOLE
1
1852
0
0
ILLUMINA INC
COM
452327109
1216
3166
SH
SOLE
1
3166
0
0
INCYTE CORP
COM
45337C102
388
4771
SH
SOLE
1
4771
0
0
INTEL CORP
COM
458140100
5649
88269
SH
SOLE
1
88269
0
0
INTUIT
COM
461202103
2277
5943
SH
SOLE
1
5943
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
1888
2555
SH
SOLE
1
2555
0
0
JD.COM INC
SPON ADR CL A
47215P106
1522
18053
SH
SOLE
1
18053
0
0
KEURIG DR PEPPER INC
COM
49271V100
1051
30565
SH
SOLE
1
30565
0
0
KLA CORP
COM NEW
482480100
1105
3345
SH
SOLE
1
3345
0
0
KRAFT HEINZ CO
COM
500754106
1063
26568
SH
SOLE
1
26568
0
0
LAM RESEARCH CORP
COM
512807108
1844
3098
SH
SOLE
1
3098
0
0
LULULEMON ATHLETICA INC
COM
550021109
831
2711
SH
SOLE
1
2711
0
0
MARRIOTT INTL INC NEW
CL A
571903202
1043
7041
SH
SOLE
1
7041
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
715
14590
SH
SOLE
1
14590
0
0
MATCH GROUP INC NEW
COM
57667L107
802
5835
SH
SOLE
1
5835
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
532
5818
SH
SOLE
1
5818
0
0
MERCADOLIBRE INC
COM
58733R102
1588
1079
SH
SOLE
1
1079
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
907
5841
SH
SOLE
1
5841
0
0
MICRON TECHNOLOGY INC
COM
595112103
2143
24295
SH
SOLE
1
24295
0
0
MICROSOFT CORP
COM
594918104
25386
107673
SH
SOLE
1
107673
0
0
MODERNA INC
COM
60770K107
1137
8681
SH
SOLE
1
8681
0
0
MONDELEZ INTL INC
CL A
609207105
1795
30676
SH
SOLE
1
30676
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
1044
11464
SH
SOLE
1
11464
0
0
NETEASE INC
SPONSORED ADS
64110W102
672
6512
SH
SOLE
1
6512
0
0
NETFLIX INC
COM
64110L106
5018
9620
SH
SOLE
1
9620
0
0
NVIDIA CORPORATION
COM
67066G104
7188
13463
SH
SOLE
1
13463
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
1211
6013
SH
SOLE
1
6013
0
0
OKTA INC
CL A
679295105
579
2628
SH
SOLE
1
2628
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
771
1519
SH
SOLE
1
1519
0
0
PACCAR INC
COM
693718108
700
7532
SH
SOLE
1
7532
0
0
PAYCHEX INC
COM
704326107
767
7827
SH
SOLE
1
7827
0
0
PAYPAL HLDGS INC
COM
70450Y103
6177
25437
SH
SOLE
1
25437
0
0
PELOTON INTERACTIVE INC
CL A COM
70614W100
643
5722
SH
SOLE
1
5722
0
0
PEPSICO INC
COM
713448108
4238
29964
SH
SOLE
1
29964
0
0
PINDUODUO INC
SPONSORED ADS
722304102
1003
7491
SH
SOLE
1
7491
0
0
QUALCOMM INC
COM
747525103
3271
24672
SH
SOLE
1
24672
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
1080
2282
SH
SOLE
1
2282
0
0
ROSS STORES INC
COM
778296103
928
7739
SH
SOLE
1
7739
0
0
SEAGEN INC
COM
81181C104
546
3933
SH
SOLE
1
3933
0
0
SIRIUS XM HOLDINGS INC
COM
82968B103
548
89955
SH
SOLE
1
89955
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
657
3580
SH
SOLE
1
3580
0
0
SPLUNK INC
COM
848637104
475
3506
SH
SOLE
1
3506
0
0
STARBUCKS CORP
COM
855244109
2794
25570
SH
SOLE
1
25570
0
0
SYNOPSYS INC
COM
871607107
818
3303
SH
SOLE
1
3303
0
0
TESLA INC
COM
88160R101
11322
16951
SH
SOLE
1
16951
0
0
TEXAS INSTRS INC
COM
882508104
3777
19983
SH
SOLE
1
19983
0
0
T-MOBILE US INC
COM
872590104
3382
26993
SH
SOLE
1
26993
0
0
TRIP COM GROUP LTD
ADS
89677Q107
453
11441
SH
SOLE
1
11441
0
0
VERISIGN INC
COM
92343E102
488
2453
SH
SOLE
1
2453
0
0
VERISK ANALYTICS INC
COM
92345Y106
625
3535
SH
SOLE
1
3535
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1212
5641
SH
SOLE
1
5641
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1030
18764
SH
SOLE
1
18764
0
0
WORKDAY INC
CL A
98138H101
970
3903
SH
SOLE
1
3903
0
0
XCEL ENERGY INC
COM
98389B100
776
11672
SH
SOLE
1
11672
0
0
XILINX INC
COM
983919101
660
5325
SH
SOLE
1
5325
0
0
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
1421
4422
SH
SOLE
1
4422
0
0
ISHARES TR
CORE US AGGBD ET
464287226
208
1825
SH
SOLE
1825
0
0
SPDR SER TR
SPDR BLOOMBERG
78468R663
3
35
SH
SOLE
35
0
0
INVESCO DB MULTI-SECTOR COMM
AGRICULTURE FD
46140H106
12792
755146
SH
SOLE
755146
0
0
SPDR GOLD TR
GOLD SHS
78463V107
7
46
SH
SOLE
46
0
0
ISHARES TR
CORE MSCI EAFE
46432F842
236187
3278103
SH
SOLE
3278103
0
0
ISHARES INC
CORE MSCI EMKT
46434G103
99373
1544012
SH
SOLE
1544012
0
0
ISHARES TR
US HOME CONS ETF
464288752
6226
91740
SH
SOLE
91740
0
0
SPDR SER TR
BLOOMBERG BRCLYS
78468R622
902
8286
SH
SOLE
8286
0
0
ETF SER SOLUTIONS
NATIONWIDE RSK
26922A172
878
32739
SH
SOLE
32739
0
0
ISHARES TR
PFD AND INCM SEC
464288687
905
23573
SH
SOLE
23573
0
0
ISHARES SILVER TR
ISHARES
46428Q109
3
141
SH
SOLE
141
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
387201
976967
SH
SOLE
976967
0
0
ISHARES TR
TIPS BD ETF
464287176
12518
99743
SH
SOLE
99743
0
0
SSGA ACTIVE ETF TR
SPDR TR TACTIC
78467V848
881
18274
SH
SOLE
18274
0
0
VANGUARD SCOTTSDALE FDS
SHRT TRM CORP BD
92206C409
892
10818
SH
SOLE
10818
0
0
VANGUARD INDEX FDS
REAL ESTATE ETF
922908553
406
4425
SH
SOLE
4425
0
0
VANGUARD WHITEHALL FDS
EMERG MKT BD ETF
921946885
849
10952
SH
SOLE
10952
0
0
VANGUARD WHITEHALL FDS
HIGH DIV YLD
921946406
1006
9956
SH
SOLE
9956
0
0
SPDR SER TR
S&P HOMEBUILD
78464A888
18608
264435
SH
SOLE
264435
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
12484
182756
SH
SOLE
182756
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
12609
196887
SH
SOLE
196887
0
0
SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
12514
107195
SH
SOLE
107195
0
0