Harvest Volatility Management as of Sept. 30, 2022
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 137 positions in its portfolio as reported in the September 2022 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 12.9 | $75M | 525k | 142.48 | |
| Microsoft Corporation (MSFT) | 10.2 | $59M | 248k | 237.50 | |
| Amazon (AMZN) | 6.5 | $38M | 328k | 114.80 | |
| Tesla Motors (TSLA) | 4.6 | $27M | 100k | 268.21 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.4 | $20M | 199k | 98.09 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.3 | $19M | 194k | 97.42 | |
| Meta Platforms Cl A (META) | 2.6 | $15M | 110k | 136.41 | |
| NVIDIA Corporation (NVDA) | 2.4 | $14M | 113k | 122.20 | |
| Pepsi (PEP) | 2.1 | $12M | 73k | 166.61 | |
| Costco Wholesale Corporation (COST) | 1.9 | $11M | 24k | 478.99 | |
| Broadcom (AVGO) | 1.7 | $9.7M | 22k | 450.12 | |
| Cisco Systems (CSCO) | 1.6 | $9.2M | 226k | 40.57 | |
| Metropcs Communications (TMUS) | 1.5 | $8.9M | 66k | 134.63 | |
| Amgen (AMGN) | 1.4 | $7.9M | 35k | 228.40 | |
| Texas Instruments Incorporated (TXN) | 1.3 | $7.7M | 49k | 158.45 | |
| Honeywell International (HON) | 1.2 | $7.1M | 42k | 170.07 | |
| Comcast Corp Cl A (CMCSA) | 1.2 | $7.1M | 234k | 30.43 | |
| Adobe Systems Incorporated (ADBE) | 1.2 | $6.9M | 25k | 278.25 | |
| Qualcomm (QCOM) | 1.2 | $6.8M | 60k | 114.83 | |
| Intuit (INTU) | 1.0 | $5.9M | 15k | 396.78 | |
| Intel Corporation (INTC) | 1.0 | $5.9M | 224k | 26.38 | |
| Netflix (NFLX) | 1.0 | $5.6M | 24k | 239.73 | |
| Advanced Micro Devices (AMD) | 1.0 | $5.5M | 86k | 64.14 | |
| Paypal Holdings (PYPL) | 0.9 | $5.4M | 61k | 88.70 | |
| Starbucks Corporation (SBUX) | 0.9 | $5.3M | 61k | 86.57 | |
| Automatic Data Processing (ADP) | 0.9 | $5.0M | 22k | 227.74 | |
| Mondelez Intl Cl A (MDLZ) | 0.7 | $4.1M | 73k | 56.67 | |
| Gilead Sciences (GILD) | 0.7 | $4.1M | 66k | 61.85 | |
| UnitedHealth (UNH) | 0.7 | $4.0M | 7.9k | 508.83 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.7 | $4.0M | 14k | 292.77 | |
| Regeneron Pharmaceuticals (REGN) | 0.7 | $3.9M | 5.7k | 691.86 | |
| Analog Devices (ADI) | 0.7 | $3.9M | 27k | 141.97 | |
| Applied Materials (AMAT) | 0.7 | $3.9M | 46k | 84.42 | |
| Intuitive Surgical Com New (ISRG) | 0.6 | $3.6M | 19k | 189.05 | |
| Booking Holdings (BKNG) | 0.6 | $3.5M | 2.1k | 1678.83 | |
| Fiserv (FI) | 0.6 | $3.2M | 34k | 94.84 | |
| Activision Blizzard | 0.5 | $3.1M | 41k | 74.87 | |
| CSX Corporation (CSX) | 0.5 | $3.1M | 114k | 27.19 | |
| Micron Technology (MU) | 0.5 | $2.9M | 59k | 50.01 | |
| Lam Research Corporation (LRCX) | 0.5 | $2.7M | 7.3k | 370.58 | |
| Keurig Dr Pepper (KDP) | 0.5 | $2.7M | 75k | 36.11 | |
| Charter Communications Inc N Cl A (CHTR) | 0.5 | $2.7M | 8.5k | 312.55 | |
| Palo Alto Networks (PANW) | 0.4 | $2.6M | 16k | 165.58 | |
| Synopsys (SNPS) | 0.4 | $2.5M | 8.1k | 309.23 | |
| Monster Beverage Corp (MNST) | 0.4 | $2.4M | 28k | 87.99 | |
| Moderna (MRNA) | 0.4 | $2.4M | 21k | 118.05 | |
| American Electric Power Company (AEP) | 0.4 | $2.4M | 27k | 89.08 | |
| Marriott Intl Cl A (MAR) | 0.4 | $2.4M | 17k | 140.52 | |
| O'reilly Automotive (ORLY) | 0.4 | $2.4M | 3.4k | 711.82 | |
| Cadence Design Systems (CDNS) | 0.4 | $2.4M | 15k | 164.72 | |
| Kla Corp Com New (KLAC) | 0.4 | $2.3M | 7.5k | 310.70 | |
| Airbnb Com Cl A (ABNB) | 0.4 | $2.2M | 21k | 106.65 | |
| MercadoLibre (MELI) | 0.4 | $2.2M | 2.6k | 829.66 | |
| Autodesk (ADSK) | 0.4 | $2.2M | 12k | 189.50 | |
| Kraft Heinz (KHC) | 0.4 | $2.2M | 65k | 33.56 | |
| Paychex (PAYX) | 0.4 | $2.2M | 19k | 113.37 | |
| Cintas Corporation (CTAS) | 0.4 | $2.1M | 5.4k | 389.53 | |
| Nxp Semiconductors N V (NXPI) | 0.4 | $2.1M | 14k | 151.03 | |
| Fortinet (FTNT) | 0.4 | $2.1M | 42k | 49.63 | |
| Biogen Idec (BIIB) | 0.4 | $2.0M | 7.7k | 264.26 | |
| Home Depot (HD) | 0.3 | $2.0M | 7.2k | 278.28 | |
| Exelon Corporation (EXC) | 0.3 | $2.0M | 53k | 37.75 | |
| Goldman Sachs (GS) | 0.3 | $1.9M | 6.5k | 296.17 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.3 | $1.9M | 4.5k | 427.84 | |
| Lululemon Athletica (LULU) | 0.3 | $1.9M | 6.4k | 300.22 | |
| Marvell Technology (MRVL) | 0.3 | $1.9M | 45k | 42.88 | |
| Xcel Energy (XEL) | 0.3 | $1.9M | 29k | 65.36 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.3 | $1.9M | 11k | 165.73 | |
| Microchip Technology (MCHP) | 0.3 | $1.8M | 29k | 61.98 | |
| Electronic Arts (EA) | 0.3 | $1.7M | 15k | 117.46 | |
| Dex (DXCM) | 0.3 | $1.7M | 21k | 82.08 | |
| Astrazeneca Sponsored Adr (AZN) | 0.3 | $1.7M | 31k | 54.90 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $1.6M | 52k | 31.55 | |
| Workday Cl A (WDAY) | 0.3 | $1.6M | 11k | 156.29 | |
| Dollar Tree (DLTR) | 0.3 | $1.6M | 12k | 136.86 | |
| Illumina (ILMN) | 0.3 | $1.6M | 8.3k | 193.80 | |
| McDonald's Corporation (MCD) | 0.3 | $1.6M | 6.9k | 234.40 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.3 | $1.6M | 28k | 58.45 | |
| Atlassian Corp Cl A | 0.3 | $1.6M | 7.6k | 212.30 | |
| Paccar (PCAR) | 0.3 | $1.6M | 18k | 84.88 | |
| Ross Stores (ROST) | 0.3 | $1.6M | 19k | 84.04 | |
| Old Dominion Freight Line (ODFL) | 0.3 | $1.5M | 5.9k | 254.19 | |
| Pinduoduo Sponsored Ads (PDD) | 0.3 | $1.5M | 24k | 60.78 | |
| IDEXX Laboratories (IDXX) | 0.3 | $1.5M | 4.4k | 331.90 | |
| Verisk Analytics (VRSK) | 0.2 | $1.4M | 8.3k | 173.57 | |
| Constellation Energy (CEG) | 0.2 | $1.4M | 17k | 83.03 | |
| Fastenal Company (FAST) | 0.2 | $1.4M | 31k | 46.57 | |
| Johnson & Johnson (JNJ) | 0.2 | $1.4M | 8.5k | 164.53 | |
| Visa Com Cl A (V) | 0.2 | $1.4M | 7.7k | 180.10 | |
| Copart (CPRT) | 0.2 | $1.4M | 13k | 109.78 | |
| Jd.com Spon Adr Cl A (JD) | 0.2 | $1.3M | 26k | 51.25 | |
| Datadog Cl A Com (DDOG) | 0.2 | $1.3M | 15k | 87.45 | |
| Seagen | 0.2 | $1.3M | 9.6k | 135.66 | |
| Lucid Group (LCID) | 0.2 | $1.2M | 88k | 14.19 | |
| Zscaler Incorporated (ZS) | 0.2 | $1.2M | 7.4k | 165.95 | |
| Sirius Xm Holdings (SIRI) | 0.2 | $1.2M | 203k | 5.78 | |
| Chevron Corporation (CVX) | 0.2 | $1.1M | 7.8k | 144.75 | |
| Baidu Spon Adr Rep A (BIDU) | 0.2 | $1.1M | 9.5k | 117.70 | |
| Caterpillar (CAT) | 0.2 | $1.1M | 6.7k | 165.92 | |
| eBay (EBAY) | 0.2 | $1.1M | 29k | 37.69 | |
| Procter & Gamble Company (PG) | 0.2 | $1.1M | 8.3k | 128.76 | |
| Ansys (ANSS) | 0.2 | $1.1M | 4.6k | 227.44 | |
| salesforce (CRM) | 0.2 | $1.0M | 7.1k | 146.84 | |
| Verisign (VRSN) | 0.2 | $1.0M | 5.7k | 176.16 | |
| Travelers Companies (TRV) | 0.2 | $998k | 6.5k | 154.70 | |
| Wal-Mart Stores (WMT) | 0.2 | $991k | 7.5k | 132.31 | |
| Zoom Video Communications In Cl A (ZM) | 0.2 | $975k | 13k | 74.48 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $935k | 8.8k | 106.15 | |
| American Express Company (AXP) | 0.2 | $932k | 6.8k | 137.79 | |
| Align Technology (ALGN) | 0.2 | $873k | 4.1k | 210.92 | |
| International Business Machines (IBM) | 0.1 | $855k | 7.0k | 121.62 | |
| Boeing Company (BA) | 0.1 | $848k | 6.8k | 125.28 | |
| Walt Disney Company (DIS) | 0.1 | $768k | 7.9k | 97.51 | |
| Skyworks Solutions (SWKS) | 0.1 | $760k | 8.5k | 89.29 | |
| 3M Company (MMM) | 0.1 | $756k | 6.7k | 112.32 | |
| Merck & Co (MRK) | 0.1 | $730k | 8.4k | 86.68 | |
| Match Group (MTCH) | 0.1 | $725k | 15k | 48.27 | |
| Nike CL B (NKE) | 0.1 | $703k | 7.4k | 95.27 | |
| stock | 0.1 | $661k | 8.5k | 77.83 | |
| Netease Sponsored Ads (NTES) | 0.1 | $637k | 8.5k | 75.14 | |
| Docusign (DOCU) | 0.1 | $576k | 10k | 55.21 | |
| Coca-Cola Company (KO) | 0.1 | $551k | 9.7k | 56.54 | |
| Okta Cl A (OKTA) | 0.1 | $447k | 7.9k | 56.78 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $432k | 1.6k | 269.83 | |
| Verizon Communications (VZ) | 0.1 | $380k | 9.8k | 38.59 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $325k | 3.7k | 88.80 | |
| Dow (DOW) | 0.1 | $305k | 6.9k | 44.18 | |
| Eli Lilly & Co. (LLY) | 0.0 | $227k | 689.00 | 329.46 | |
| Mastercard Incorporated Cl A (MA) | 0.0 | $221k | 772.00 | 286.27 | |
| Pfizer (PFE) | 0.0 | $218k | 4.9k | 44.25 | |
| Abbvie (ABBV) | 0.0 | $212k | 1.5k | 142.76 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.0 | $80k | 4.4k | 18.08 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.0 | $74k | 11k | 6.84 | |
| Vanguard Whitehall Fds Em Mk Gov Bd Etf (VWOB) | 0.0 | $57k | 11k | 5.20 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.0 | $40k | 18k | 2.19 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.0 | $32k | 24k | 1.36 | |
| Etf Ser Solutions Nationwide Nasdq (NUSI) | 0.0 | $19k | 33k | 0.58 |
