Harvest Volatility Management as of June 30, 2022
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 141 positions in its portfolio as reported in the June 2022 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 12.2 | $76M | 554k | 136.72 | |
| Microsoft Corporation (MSFT) | 10.7 | $66M | 258k | 256.83 | |
| Amazon (AMZN) | 5.8 | $36M | 341k | 106.21 | |
| Tesla Motors (TSLA) | 3.8 | $23M | 35k | 673.42 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.7 | $23M | 11k | 2187.45 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.6 | $22M | 10k | 2179.25 | |
| Facebook Cl A (META) | 3.0 | $19M | 115k | 161.25 | |
| NVIDIA Corporation (NVDA) | 2.9 | $18M | 117k | 151.59 | |
| Pepsi (PEP) | 2.0 | $13M | 76k | 166.65 | |
| Costco Wholesale Corporation (COST) | 1.9 | $12M | 25k | 479.27 | |
| Broadcom (AVGO) | 1.7 | $11M | 22k | 485.81 | |
| Cisco Systems (CSCO) | 1.6 | $9.9M | 231k | 42.64 | |
| Comcast Corp Cl A (CMCSA) | 1.5 | $9.6M | 245k | 39.24 | |
| Adobe Systems Incorporated (ADBE) | 1.5 | $9.4M | 26k | 366.05 | |
| Metropcs Communications (TMUS) | 1.5 | $9.1M | 68k | 134.55 | |
| Amgen (AMGN) | 1.4 | $8.9M | 37k | 243.29 | |
| Intel Corporation (INTC) | 1.4 | $8.5M | 227k | 37.41 | |
| Qualcomm (QCOM) | 1.3 | $7.8M | 61k | 127.73 | |
| Texas Instruments Incorporated (TXN) | 1.2 | $7.7M | 50k | 153.65 | |
| Honeywell International (HON) | 1.2 | $7.6M | 44k | 173.81 | |
| Advanced Micro Devices (AMD) | 1.1 | $7.0M | 92k | 76.47 | |
| Intuit (INTU) | 1.0 | $5.9M | 15k | 385.46 | |
| Automatic Data Processing (ADP) | 0.8 | $4.8M | 23k | 210.05 | |
| Starbucks Corporation (SBUX) | 0.8 | $4.8M | 62k | 76.38 | |
| Mondelez Intl Cl A (MDLZ) | 0.8 | $4.7M | 75k | 62.09 | |
| Paypal Holdings (PYPL) | 0.7 | $4.4M | 63k | 69.84 | |
| Charter Communications Inc N Cl A (CHTR) | 0.7 | $4.4M | 9.4k | 468.50 | |
| Applied Materials (AMAT) | 0.7 | $4.4M | 48k | 90.98 | |
| Netflix (NFLX) | 0.7 | $4.2M | 24k | 174.85 | |
| Gilead Sciences (GILD) | 0.7 | $4.2M | 68k | 61.81 | |
| Analog Devices (ADI) | 0.7 | $4.1M | 28k | 146.10 | |
| Booking Holdings (BKNG) | 0.6 | $4.0M | 2.3k | 1748.79 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.6 | $3.9M | 14k | 281.77 | |
| Intuitive Surgical Com New (ISRG) | 0.6 | $3.9M | 19k | 200.73 | |
| UnitedHealth (UNH) | 0.6 | $3.8M | 7.3k | 513.62 | |
| CSX Corporation (CSX) | 0.6 | $3.5M | 119k | 29.06 | |
| Regeneron Pharmaceuticals (REGN) | 0.6 | $3.4M | 5.8k | 591.06 | |
| Micron Technology (MU) | 0.5 | $3.4M | 61k | 55.28 | |
| Activision Blizzard | 0.5 | $3.3M | 42k | 77.86 | |
| Lam Research Corporation (LRCX) | 0.5 | $3.2M | 7.6k | 426.14 | |
| Fiserv (FI) | 0.5 | $3.1M | 35k | 88.98 | |
| Moderna (MRNA) | 0.5 | $3.1M | 22k | 142.86 | |
| Keurig Dr Pepper (KDP) | 0.4 | $2.7M | 77k | 35.39 | |
| Monster Beverage Corp (MNST) | 0.4 | $2.7M | 29k | 92.69 | |
| Palo Alto Networks (PANW) | 0.4 | $2.7M | 5.4k | 493.97 | |
| American Electric Power Company (AEP) | 0.4 | $2.6M | 27k | 95.93 | |
| Kla Corp Com New (KLAC) | 0.4 | $2.6M | 8.2k | 319.08 | |
| Synopsys (SNPS) | 0.4 | $2.5M | 8.3k | 303.67 | |
| Kraft Heinz (KHC) | 0.4 | $2.5M | 66k | 38.14 | |
| Fortinet (FTNT) | 0.4 | $2.5M | 44k | 56.57 | |
| Marriott Intl Cl A (MAR) | 0.4 | $2.4M | 18k | 136.02 | |
| Exelon Corporation (EXC) | 0.4 | $2.4M | 53k | 45.32 | |
| O'reilly Automotive (ORLY) | 0.4 | $2.4M | 3.7k | 631.78 | |
| Cadence Design Systems (CDNS) | 0.4 | $2.3M | 15k | 150.00 | |
| Paychex (PAYX) | 0.4 | $2.2M | 20k | 113.88 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.3 | $2.1M | 4.5k | 475.85 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $2.1M | 14k | 148.05 | |
| Cintas Corporation (CTAS) | 0.3 | $2.1M | 5.6k | 373.47 | |
| Xcel Energy (XEL) | 0.3 | $2.1M | 30k | 70.76 | |
| Jd.com Spon Adr Cl A (JD) | 0.3 | $2.1M | 32k | 64.23 | |
| Autodesk (ADSK) | 0.3 | $2.1M | 12k | 171.98 | |
| Astrazeneca Sponsored Adr (AZN) | 0.3 | $2.0M | 31k | 66.06 | |
| Home Depot (HD) | 0.3 | $2.0M | 7.4k | 274.30 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $2.0M | 53k | 37.91 | |
| Marvell Technology (MRVL) | 0.3 | $2.0M | 46k | 43.54 | |
| Baidu Spon Adr Rep A (BIDU) | 0.3 | $2.0M | 13k | 148.69 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.3 | $1.9M | 28k | 67.48 | |
| Dollar Tree (DLTR) | 0.3 | $1.9M | 12k | 155.86 | |
| Goldman Sachs (GS) | 0.3 | $1.9M | 6.4k | 297.03 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.3 | $1.9M | 11k | 168.54 | |
| Electronic Arts (EA) | 0.3 | $1.9M | 15k | 121.66 | |
| Lululemon Athletica (LULU) | 0.3 | $1.9M | 6.8k | 272.63 | |
| Airbnb Com Cl A (ABNB) | 0.3 | $1.8M | 20k | 89.10 | |
| Seagen | 0.3 | $1.8M | 10k | 176.91 | |
| MercadoLibre (MELI) | 0.3 | $1.8M | 2.8k | 636.76 | |
| Microchip Technology (MCHP) | 0.3 | $1.7M | 30k | 58.08 | |
| Biogen Idec (BIIB) | 0.3 | $1.6M | 8.0k | 203.97 | |
| IDEXX Laboratories (IDXX) | 0.3 | $1.6M | 4.6k | 350.73 | |
| Old Dominion Freight Line (ODFL) | 0.3 | $1.6M | 6.3k | 256.23 | |
| Johnson & Johnson (JNJ) | 0.3 | $1.6M | 8.9k | 177.52 | |
| Illumina (ILMN) | 0.3 | $1.6M | 8.6k | 184.38 | |
| McDonald's Corporation (MCD) | 0.3 | $1.6M | 6.4k | 246.88 | |
| Visa Com Cl A (V) | 0.3 | $1.6M | 8.0k | 196.88 | |
| Dex (DXCM) | 0.3 | $1.6M | 21k | 74.52 | |
| Fastenal Company (FAST) | 0.3 | $1.6M | 31k | 49.92 | |
| Paccar (PCAR) | 0.2 | $1.5M | 19k | 82.33 | |
| Lucid Group (LCID) | 0.2 | $1.5M | 90k | 17.16 | |
| Verisk Analytics (VRSK) | 0.2 | $1.5M | 8.8k | 173.11 | |
| Workday Cl A (WDAY) | 0.2 | $1.5M | 11k | 139.54 | |
| Pinduoduo Sponsored Ads (PDD) | 0.2 | $1.5M | 24k | 61.79 | |
| Atlassian Corp Cl A | 0.2 | $1.4M | 7.7k | 187.41 | |
| Zoom Video Communications In Cl A (ZM) | 0.2 | $1.4M | 13k | 107.97 | |
| Copart (CPRT) | 0.2 | $1.4M | 13k | 108.64 | |
| Datadog Cl A Com (DDOG) | 0.2 | $1.4M | 14k | 95.26 | |
| Ross Stores (ROST) | 0.2 | $1.3M | 19k | 70.22 | |
| eBay (EBAY) | 0.2 | $1.3M | 32k | 41.67 | |
| Sirius Xm Holdings (SIRI) | 0.2 | $1.3M | 214k | 6.13 | |
| Procter & Gamble Company (PG) | 0.2 | $1.3M | 8.7k | 143.74 | |
| Chevron Corporation (CVX) | 0.2 | $1.2M | 8.4k | 144.79 | |
| Caterpillar (CAT) | 0.2 | $1.1M | 6.4k | 178.75 | |
| Ansys (ANSS) | 0.2 | $1.1M | 4.8k | 239.20 | |
| Zscaler Incorporated (ZS) | 0.2 | $1.1M | 7.6k | 149.45 | |
| Travelers Companies (TRV) | 0.2 | $1.1M | 6.4k | 169.06 | |
| Match Group (MTCH) | 0.2 | $1.1M | 16k | 69.68 | |
| Netease Sponsored Ads (NTES) | 0.2 | $1.1M | 11k | 93.39 | |
| salesforce (CRM) | 0.2 | $1.1M | 6.4k | 165.00 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $1.0M | 9.3k | 112.65 | |
| Align Technology (ALGN) | 0.2 | $1.0M | 4.3k | 236.72 | |
| Constellation Energy (CEG) | 0.2 | $1.0M | 18k | 57.23 | |
| Verisign (VRSN) | 0.2 | $1.0M | 6.0k | 167.33 | |
| International Business Machines (IBM) | 0.1 | $904k | 6.4k | 141.25 | |
| American Express Company (AXP) | 0.1 | $887k | 6.4k | 138.59 | |
| Boeing Company (BA) | 0.1 | $875k | 6.4k | 136.72 | |
| 3M Company (MMM) | 0.1 | $828k | 6.4k | 129.38 | |
| Skyworks Solutions (SWKS) | 0.1 | $828k | 8.9k | 92.66 | |
| Merck & Co (MRK) | 0.1 | $807k | 8.8k | 91.22 | |
| Wal-Mart Stores (WMT) | 0.1 | $778k | 6.4k | 121.56 | |
| stock | 0.1 | $763k | 8.6k | 88.45 | |
| Okta Cl A (OKTA) | 0.1 | $729k | 8.1k | 90.39 | |
| Nike CL B (NKE) | 0.1 | $654k | 6.4k | 102.19 | |
| Coca-Cola Company (KO) | 0.1 | $643k | 10k | 62.92 | |
| Docusign (DOCU) | 0.1 | $615k | 11k | 57.38 | |
| Walt Disney Company (DIS) | 0.1 | $604k | 6.4k | 94.38 | |
| Verizon Communications (VZ) | 0.1 | $534k | 11k | 50.77 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $488k | 1.8k | 272.93 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $368k | 4.3k | 85.54 | |
| Dow (DOW) | 0.1 | $330k | 6.4k | 51.56 | |
| Pfizer (PFE) | 0.0 | $283k | 5.4k | 52.36 | |
| Mastercard Incorporated Cl A (MA) | 0.0 | $267k | 847.00 | 315.23 | |
| Abbvie (ABBV) | 0.0 | $257k | 1.7k | 153.25 | |
| Eli Lilly & Co. (LLY) | 0.0 | $244k | 753.00 | 324.04 | |
| Bank of America Corporation (BAC) | 0.0 | $218k | 7.0k | 31.10 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $206k | 380.00 | 542.11 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.0 | $102k | 10k | 10.25 | |
| Spdr Ser Tr Bloomberg Brclys (JNK) | 0.0 | $91k | 8.3k | 10.98 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.0 | $91k | 4.4k | 20.57 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.0 | $76k | 11k | 7.03 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.0 | $61k | 11k | 5.57 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.0 | $42k | 18k | 2.30 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.0 | $33k | 24k | 1.40 | |
| Etf Ser Solutions Nationwide Rsk (NUSI) | 0.0 | $19k | 33k | 0.58 |
