Harvest Volatility Management as of March 31, 2022
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 139 positions in its portfolio as reported in the March 2022 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 12.2 | $108M | 617k | 174.61 | |
| Microsoft Corporation (MSFT) | 10.0 | $89M | 287k | 308.31 | |
| Amazon (AMZN) | 7.0 | $62M | 19k | 3259.96 | |
| Tesla Motors (TSLA) | 4.7 | $42M | 39k | 1077.59 | |
| NVIDIA Corporation (NVDA) | 4.0 | $36M | 131k | 272.86 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.7 | $33M | 12k | 2792.96 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.5 | $31M | 11k | 2781.39 | |
| Facebook Cl A (META) | 3.2 | $29M | 129k | 222.36 | |
| Broadcom (AVGO) | 1.8 | $16M | 25k | 629.67 | |
| Costco Wholesale Corporation (COST) | 1.8 | $16M | 27k | 575.84 | |
| Cisco Systems (CSCO) | 1.6 | $14M | 259k | 55.76 | |
| Pepsi (PEP) | 1.6 | $14M | 85k | 167.38 | |
| Adobe Systems Incorporated (ADBE) | 1.5 | $13M | 29k | 455.62 | |
| Comcast Corp Cl A (CMCSA) | 1.5 | $13M | 275k | 46.82 | |
| Intel Corporation (INTC) | 1.4 | $13M | 254k | 49.56 | |
| Qualcomm (QCOM) | 1.2 | $11M | 69k | 152.82 | |
| Texas Instruments Incorporated (TXN) | 1.2 | $10M | 56k | 183.48 | |
| Netflix (NFLX) | 1.1 | $10M | 27k | 374.59 | |
| Metropcs Communications (TMUS) | 1.1 | $9.8M | 76k | 128.35 | |
| Amgen (AMGN) | 1.1 | $9.6M | 40k | 241.83 | |
| Advanced Micro Devices (AMD) | 1.1 | $9.5M | 87k | 109.34 | |
| Honeywell International (HON) | 1.0 | $9.3M | 48k | 194.58 | |
| Intuit (INTU) | 0.9 | $8.3M | 17k | 480.82 | |
| Paypal Holdings (PYPL) | 0.9 | $8.2M | 71k | 115.65 | |
| Applied Materials (AMAT) | 0.8 | $7.1M | 54k | 131.80 | |
| Intuitive Surgical Com New (ISRG) | 0.7 | $6.6M | 22k | 301.69 | |
| Starbucks Corporation (SBUX) | 0.7 | $6.4M | 70k | 90.97 | |
| Booking Holdings (BKNG) | 0.7 | $5.9M | 2.5k | 2348.47 | |
| Automatic Data Processing (ADP) | 0.7 | $5.8M | 26k | 227.52 | |
| Charter Communications Inc N Cl A (CHTR) | 0.6 | $5.7M | 11k | 545.52 | |
| Micron Technology (MU) | 0.6 | $5.3M | 68k | 77.90 | |
| Mondelez Intl Cl A (MDLZ) | 0.6 | $5.3M | 84k | 62.78 | |
| Analog Devices (ADI) | 0.6 | $5.3M | 32k | 165.19 | |
| CSX Corporation (CSX) | 0.6 | $5.0M | 133k | 37.45 | |
| Lam Research Corporation | 0.5 | $4.6M | 8.5k | 537.57 | |
| Gilead Sciences (GILD) | 0.5 | $4.5M | 76k | 59.46 | |
| Regeneron Pharmaceuticals (REGN) | 0.5 | $4.5M | 6.5k | 698.35 | |
| Moderna (MRNA) | 0.5 | $4.2M | 25k | 172.27 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.5 | $4.0M | 16k | 260.98 | |
| Fiserv (FI) | 0.5 | $4.0M | 40k | 101.39 | |
| Airbnb Com Cl A (ABNB) | 0.4 | $3.9M | 23k | 171.74 | |
| Activision Blizzard | 0.4 | $3.8M | 47k | 80.10 | |
| Palo Alto Networks (PANW) | 0.4 | $3.7M | 6.0k | 622.46 | |
| Marvell Technology (MRVL) | 0.4 | $3.7M | 51k | 71.70 | |
| MercadoLibre (MELI) | 0.4 | $3.7M | 3.1k | 1189.57 | |
| Marriott Intl Cl A (MAR) | 0.4 | $3.5M | 20k | 175.76 | |
| UnitedHealth (UNH) | 0.4 | $3.4M | 6.7k | 509.94 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.4 | $3.4M | 5.1k | 667.98 | |
| KLA Corp Com New (KLAC) | 0.4 | $3.4M | 9.2k | 366.07 | |
| Illumina (ILMN) | 0.4 | $3.3M | 9.6k | 349.42 | |
| Fortinet (FTNT) | 0.4 | $3.3M | 9.8k | 341.75 | |
| Keurig Dr Pepper (KDP) | 0.4 | $3.3M | 86k | 37.90 | |
| Synopsys (SNPS) | 0.4 | $3.1M | 9.3k | 333.30 | |
| American Electric Power Company (AEP) | 0.3 | $3.1M | 31k | 99.78 | |
| Dex (DXCM) | 0.3 | $3.0M | 5.9k | 511.67 | |
| Paychex (PAYX) | 0.3 | $3.0M | 22k | 136.49 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $3.0M | 16k | 185.07 | |
| Kraft Heinz (KHC) | 0.3 | $2.9M | 74k | 39.40 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.3 | $2.9M | 13k | 227.07 | |
| Autodesk (ADSK) | 0.3 | $2.9M | 13k | 214.38 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.3 | $2.9M | 32k | 89.66 | |
| Workday Cl A (WDAY) | 0.3 | $2.9M | 12k | 239.44 | |
| Exelon Corporation (EXC) | 0.3 | $2.8M | 60k | 47.64 | |
| IDEXX Laboratories (IDXX) | 0.3 | $2.8M | 5.1k | 547.01 | |
| O'reilly Automotive (ORLY) | 0.3 | $2.8M | 4.1k | 684.87 | |
| Cadence Design Systems (CDNS) | 0.3 | $2.8M | 17k | 164.43 | |
| Lululemon Athletica (LULU) | 0.3 | $2.7M | 7.5k | 365.21 | |
| Cintas Corporation (CTAS) | 0.3 | $2.7M | 6.3k | 425.39 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $2.6M | 58k | 44.77 | |
| Monster Beverage Corp (MNST) | 0.3 | $2.6M | 32k | 79.89 | |
| Lucid Group (LCID) | 0.3 | $2.6M | 101k | 25.40 | |
| Microchip Technology (MCHP) | 0.3 | $2.5M | 34k | 75.14 | |
| Atlassian Corp Cl A | 0.3 | $2.5M | 8.6k | 293.78 | |
| Datadog Cl A Com (DDOG) | 0.3 | $2.4M | 16k | 151.45 | |
| Xcel Energy (XEL) | 0.3 | $2.4M | 33k | 72.18 | |
| AstraZeneca Sponsored Adr (AZN) | 0.3 | $2.3M | 35k | 66.33 | |
| Dollar Tree (DLTR) | 0.2 | $2.2M | 14k | 160.15 | |
| Electronic Arts (EA) | 0.2 | $2.2M | 17k | 126.51 | |
| Verisk Analytics (VRSK) | 0.2 | $2.1M | 9.8k | 214.67 | |
| JD.com Spon Adr Cl A (JD) | 0.2 | $2.1M | 36k | 57.88 | |
| Align Technology (ALGN) | 0.2 | $2.1M | 4.8k | 436.07 | |
| Old Dominion Freight Line (ODFL) | 0.2 | $2.1M | 7.0k | 298.69 | |
| Fastenal Company (FAST) | 0.2 | $2.1M | 35k | 59.41 | |
| Zscaler Incorporated (ZS) | 0.2 | $2.1M | 8.5k | 241.23 | |
| eBay (EBAY) | 0.2 | $2.0M | 36k | 57.26 | |
| Home Depot (HD) | 0.2 | $2.0M | 6.8k | 299.41 | |
| Baidu Spon Adr Rep A (BIDU) | 0.2 | $1.9M | 15k | 132.32 | |
| Ross Stores (ROST) | 0.2 | $1.9M | 22k | 90.48 | |
| Goldman Sachs (GS) | 0.2 | $1.9M | 5.9k | 330.16 | |
| Match Group (MTCH) | 0.2 | $1.9M | 17k | 108.75 | |
| Biogen Idec (BIIB) | 0.2 | $1.9M | 9.0k | 210.61 | |
| Paccar (PCAR) | 0.2 | $1.9M | 21k | 88.09 | |
| Copart (CPRT) | 0.2 | $1.8M | 14k | 125.49 | |
| Zoom Video Communications In Cl A (ZM) | 0.2 | $1.7M | 15k | 117.20 | |
| Ansys (ANSS) | 0.2 | $1.7M | 5.3k | 317.72 | |
| Visa Com Cl A (V) | 0.2 | $1.6M | 7.3k | 221.75 | |
| Seagen | 0.2 | $1.6M | 11k | 144.06 | |
| Sirius Xm Holdings | 0.2 | $1.6M | 240k | 6.62 | |
| Verisign (VRSN) | 0.2 | $1.5M | 6.7k | 222.49 | |
| McDonald's Corporation (MCD) | 0.2 | $1.5M | 5.9k | 247.24 | |
| stock | 0.2 | $1.4M | 9.7k | 148.64 | |
| Johnson & Johnson (JNJ) | 0.2 | $1.4M | 8.1k | 177.23 | |
| Okta Cl A (OKTA) | 0.2 | $1.4M | 9.1k | 150.97 | |
| Skyworks Solutions (SWKS) | 0.2 | $1.3M | 10k | 133.26 | |
| Caterpillar (CAT) | 0.1 | $1.3M | 5.9k | 222.77 | |
| Docusign (DOCU) | 0.1 | $1.3M | 12k | 107.12 | |
| salesforce (CRM) | 0.1 | $1.2M | 5.9k | 212.40 | |
| Chevron Corporation (CVX) | 0.1 | $1.2M | 7.5k | 162.79 | |
| Procter & Gamble Company (PG) | 0.1 | $1.2M | 7.9k | 152.76 | |
| NetEase Sponsored Ads (NTES) | 0.1 | $1.1M | 13k | 89.69 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $1.1M | 8.4k | 136.28 | |
| Boeing Company (BA) | 0.1 | $1.1M | 5.9k | 191.50 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $1.1M | 10k | 112.29 | |
| Constellation Energy (CEG) | 0.1 | $1.1M | 20k | 56.25 | |
| American Express Company (AXP) | 0.1 | $1.1M | 5.9k | 186.92 | |
| Pinduoduo Sponsored Ads (PDD) | 0.1 | $1.1M | 27k | 40.13 | |
| Travelers Companies (TRV) | 0.1 | $1.1M | 5.9k | 182.67 | |
| Walt Disney Company (DIS) | 0.1 | $1.0M | 7.4k | 137.13 | |
| Wal-Mart Stores (WMT) | 0.1 | $876k | 5.9k | 148.85 | |
| 3M Company (MMM) | 0.1 | $876k | 5.9k | 148.85 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $859k | 24k | 36.44 | |
| Spdr Ser Tr Bloomberg Brclys (JNK) | 0.1 | $849k | 8.3k | 102.46 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.1 | $845k | 11k | 78.11 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $818k | 18k | 44.76 | |
| Etf Ser Solutions Nationwide Rsk (NUSI) | 0.1 | $804k | 33k | 24.56 | |
| Nike CL B (NKE) | 0.1 | $792k | 5.9k | 134.58 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.1 | $765k | 11k | 69.85 | |
| International Business Machines (IBM) | 0.1 | $765k | 5.9k | 129.99 | |
| Coca-Cola Company (KO) | 0.1 | $569k | 9.2k | 62.02 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $543k | 1.5k | 352.83 | |
| Merck & Co (MRK) | 0.1 | $483k | 5.9k | 82.07 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.1 | $480k | 4.4k | 108.47 | |
| Dow (DOW) | 0.0 | $375k | 5.9k | 63.72 | |
| Verizon Communications (VZ) | 0.0 | $300k | 5.9k | 50.98 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $294k | 3.6k | 82.49 | |
| Mastercard Incorporated Cl A (MA) | 0.0 | $261k | 729.00 | 358.02 | |
| Bank of America Corporation (BAC) | 0.0 | $249k | 6.0k | 41.17 | |
| Pfizer (PFE) | 0.0 | $242k | 4.7k | 51.81 | |
| Abbvie (ABBV) | 0.0 | $236k | 1.5k | 161.87 |
