Harvest Volatility Management as of Dec. 31, 2022
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 132 positions in its portfolio as reported in the December 2022 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Microsoft Corporation (MSFT) | 12.0 | $59M | 248k | 239.82 | |
| Apple (AAPL) | 11.2 | $55M | 426k | 129.93 | |
| Amazon (AMZN) | 5.6 | $28M | 333k | 84.00 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.6 | $18M | 198k | 88.73 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.5 | $18M | 199k | 88.23 | |
| NVIDIA Corporation (NVDA) | 3.1 | $15M | 104k | 146.14 | |
| Tesla Motors (TSLA) | 2.6 | $13M | 103k | 123.18 | |
| Meta Platforms Cl A (META) | 2.3 | $11M | 95k | 120.34 | |
| Pepsi (PEP) | 2.1 | $11M | 58k | 180.66 | |
| Broadcom (AVGO) | 1.9 | $9.6M | 17k | 559.13 | |
| Costco Wholesale Corporation (COST) | 1.7 | $8.5M | 19k | 456.50 | |
| Cisco Systems (CSCO) | 1.7 | $8.5M | 178k | 47.64 | |
| Metropcs Communications (TMUS) | 1.5 | $7.3M | 52k | 140.00 | |
| Amgen (AMGN) | 1.5 | $7.2M | 28k | 262.64 | |
| Honeywell International (HON) | 1.4 | $7.2M | 33k | 214.30 | |
| Adobe Systems Incorporated (ADBE) | 1.3 | $6.6M | 20k | 336.53 | |
| Comcast Corp Cl A (CMCSA) | 1.3 | $6.4M | 182k | 34.97 | |
| Texas Instruments Incorporated (TXN) | 1.3 | $6.3M | 38k | 165.22 | |
| Netflix (NFLX) | 1.1 | $5.4M | 18k | 294.88 | |
| Qualcomm (QCOM) | 1.1 | $5.2M | 47k | 109.94 | |
| Starbucks Corporation (SBUX) | 1.0 | $4.8M | 48k | 99.20 | |
| Intel Corporation (INTC) | 1.0 | $4.7M | 179k | 26.43 | |
| Intuit (INTU) | 0.9 | $4.6M | 12k | 389.22 | |
| Gilead Sciences (GILD) | 0.9 | $4.5M | 53k | 85.85 | |
| Advanced Micro Devices (AMD) | 0.9 | $4.4M | 68k | 64.77 | |
| Automatic Data Processing (ADP) | 0.8 | $4.2M | 18k | 238.86 | |
| Intuitive Surgical Com New (ISRG) | 0.8 | $4.0M | 15k | 265.35 | |
| Mondelez Intl Cl A (MDLZ) | 0.8 | $3.8M | 58k | 66.65 | |
| Applied Materials (AMAT) | 0.7 | $3.5M | 36k | 97.38 | |
| Analog Devices (ADI) | 0.7 | $3.5M | 22k | 164.03 | |
| Paypal Holdings (PYPL) | 0.7 | $3.4M | 48k | 71.22 | |
| Booking Holdings (BKNG) | 0.7 | $3.3M | 1.6k | 2015.28 | |
| Regeneron Pharmaceuticals (REGN) | 0.7 | $3.3M | 4.5k | 721.49 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.6 | $3.1M | 11k | 288.78 | |
| UnitedHealth (UNH) | 0.6 | $3.1M | 5.8k | 530.18 | |
| Moderna (MRNA) | 0.6 | $2.9M | 16k | 179.62 | |
| CSX Corporation (CSX) | 0.6 | $2.7M | 89k | 30.98 | |
| Fiserv (FI) | 0.5 | $2.7M | 27k | 101.07 | |
| Activision Blizzard | 0.5 | $2.5M | 33k | 76.55 | |
| Lam Research Corporation (LRCX) | 0.5 | $2.4M | 5.8k | 420.30 | |
| Micron Technology (MU) | 0.5 | $2.3M | 46k | 49.98 | |
| Kla Corp Com New (KLAC) | 0.5 | $2.3M | 6.0k | 377.03 | |
| O'reilly Automotive (ORLY) | 0.5 | $2.2M | 2.6k | 844.03 | |
| Charter Communications Inc N Cl A (CHTR) | 0.4 | $2.2M | 6.6k | 339.10 | |
| Monster Beverage Corp (MNST) | 0.4 | $2.2M | 22k | 101.53 | |
| Keurig Dr Pepper (KDP) | 0.4 | $2.1M | 59k | 35.66 | |
| Kraft Heinz (KHC) | 0.4 | $2.1M | 51k | 40.71 | |
| Synopsys (SNPS) | 0.4 | $2.1M | 6.5k | 319.29 | |
| American Electric Power Company (AEP) | 0.4 | $2.1M | 22k | 94.95 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.4 | $2.0M | 3.7k | 546.40 | |
| Marriott Intl Cl A (MAR) | 0.4 | $2.0M | 13k | 148.89 | |
| Cintas Corporation (CTAS) | 0.4 | $1.9M | 4.3k | 451.62 | |
| Cadence Design Systems (CDNS) | 0.4 | $1.9M | 12k | 160.64 | |
| Home Depot (HD) | 0.4 | $1.9M | 5.9k | 315.86 | |
| Dex (DXCM) | 0.4 | $1.8M | 16k | 113.24 | |
| Goldman Sachs (GS) | 0.4 | $1.8M | 5.3k | 343.38 | |
| Exelon Corporation (EXC) | 0.4 | $1.8M | 42k | 43.23 | |
| MercadoLibre (MELI) | 0.4 | $1.8M | 2.1k | 846.24 | |
| Paychex (PAYX) | 0.4 | $1.8M | 15k | 115.56 | |
| Palo Alto Networks (PANW) | 0.4 | $1.7M | 13k | 139.54 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $1.7M | 11k | 158.03 | |
| Astrazeneca Sponsored Adr (AZN) | 0.3 | $1.7M | 25k | 67.80 | |
| Autodesk (ADSK) | 0.3 | $1.7M | 9.1k | 186.87 | |
| Ross Stores (ROST) | 0.3 | $1.7M | 15k | 116.07 | |
| Biogen Idec (BIIB) | 0.3 | $1.7M | 6.1k | 276.92 | |
| Microchip Technology (MCHP) | 0.3 | $1.6M | 23k | 70.25 | |
| Lululemon Athletica (LULU) | 0.3 | $1.6M | 5.1k | 320.38 | |
| Fortinet (FTNT) | 0.3 | $1.6M | 33k | 48.89 | |
| Xcel Energy (XEL) | 0.3 | $1.6M | 23k | 70.11 | |
| Pinduoduo Sponsored Ads (PDD) | 0.3 | $1.6M | 19k | 81.55 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $1.5M | 41k | 37.36 | |
| 4068594 Enphase Energy (ENPH) | 0.3 | $1.5M | 5.7k | 264.96 | |
| Paccar (PCAR) | 0.3 | $1.5M | 15k | 98.97 | |
| IDEXX Laboratories (IDXX) | 0.3 | $1.4M | 3.5k | 407.96 | |
| Electronic Arts (EA) | 0.3 | $1.4M | 12k | 122.18 | |
| Airbnb Com Cl A (ABNB) | 0.3 | $1.4M | 17k | 85.50 | |
| Workday Cl A (WDAY) | 0.3 | $1.4M | 8.4k | 167.33 | |
| Illumina (ILMN) | 0.3 | $1.3M | 6.6k | 202.20 | |
| McDonald's Corporation (MCD) | 0.3 | $1.3M | 5.1k | 263.53 | |
| CoStar (CSGP) | 0.3 | $1.3M | 17k | 77.28 | |
| Visa Com Cl A (V) | 0.3 | $1.3M | 6.4k | 207.76 | |
| Dollar Tree (DLTR) | 0.3 | $1.3M | 9.3k | 141.44 | |
| Old Dominion Freight Line (ODFL) | 0.3 | $1.3M | 4.6k | 283.78 | |
| Caterpillar (CAT) | 0.3 | $1.3M | 5.5k | 239.56 | |
| Marvell Technology (MRVL) | 0.3 | $1.3M | 35k | 37.04 | |
| Johnson & Johnson (JNJ) | 0.3 | $1.3M | 7.1k | 176.65 | |
| Baker Hughes Company Cl A (BKR) | 0.3 | $1.2M | 42k | 29.53 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.3 | $1.2M | 22k | 57.19 | |
| Copart (CPRT) | 0.2 | $1.2M | 20k | 60.89 | |
| Globalfoundries Ordinary Shares (GFS) | 0.2 | $1.2M | 23k | 53.89 | |
| Constellation Energy (CEG) | 0.2 | $1.2M | 14k | 86.21 | |
| Verisk Analytics (VRSK) | 0.2 | $1.2M | 6.6k | 176.42 | |
| Chevron Corporation (CVX) | 0.2 | $1.2M | 6.4k | 179.49 | |
| Fastenal Company (FAST) | 0.2 | $1.1M | 24k | 47.32 | |
| Jd.com Spon Adr Cl A (JD) | 0.2 | $1.1M | 20k | 56.13 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.2 | $1.1M | 10k | 108.18 | |
| Procter & Gamble Company (PG) | 0.2 | $1.1M | 6.9k | 151.56 | |
| Boeing Company (BA) | 0.2 | $1.0M | 5.5k | 190.49 | |
| Diamondback Energy (FANG) | 0.2 | $1.0M | 7.4k | 136.78 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $996k | 7.4k | 134.10 | |
| Seagen | 0.2 | $988k | 7.7k | 128.51 | |
| Travelers Companies (TRV) | 0.2 | $984k | 5.3k | 187.49 | |
| Warner Bros Discovery Com Ser A (WBD) | 0.2 | $972k | 103k | 9.48 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.2 | $951k | 9.0k | 105.29 | |
| eBay (EBAY) | 0.2 | $950k | 23k | 41.47 | |
| Sirius Xm Holdings (SIRI) | 0.2 | $940k | 161k | 5.84 | |
| Datadog Cl A Com (DDOG) | 0.2 | $889k | 12k | 73.50 | |
| Ansys (ANSS) | 0.2 | $889k | 3.7k | 241.59 | |
| Wal-Mart Stores (WMT) | 0.2 | $879k | 6.2k | 141.79 | |
| American Express Company (AXP) | 0.2 | $822k | 5.6k | 147.75 | |
| International Business Machines (IBM) | 0.2 | $819k | 5.8k | 140.89 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.2 | $813k | 11k | 75.15 | |
| Atlassian Corporation Cl A (TEAM) | 0.2 | $790k | 6.1k | 128.68 | |
| salesforce (CRM) | 0.2 | $778k | 5.9k | 132.59 | |
| Spdr Ser Tr Bloomberg High Y (JNK) | 0.2 | $746k | 8.3k | 90.03 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $732k | 18k | 40.06 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $720k | 24k | 30.54 | |
| Nike CL B (NKE) | 0.1 | $714k | 6.1k | 117.01 | |
| Rivian Automotive Com Cl A (RIVN) | 0.1 | $697k | 38k | 18.43 | |
| Align Technology (ALGN) | 0.1 | $695k | 3.3k | 210.90 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $689k | 10k | 67.74 | |
| Vanguard Whitehall Fds Em Mk Gov Bd Etf (VWOB) | 0.1 | $668k | 11k | 60.99 | |
| Zscaler Incorporated (ZS) | 0.1 | $668k | 6.0k | 111.90 | |
| 3M Company (MMM) | 0.1 | $661k | 5.5k | 119.92 | |
| Etf Ser Solutions Nationwide Nasdq (NUSI) | 0.1 | $606k | 33k | 18.51 | |
| Walt Disney Company (DIS) | 0.1 | $570k | 6.6k | 86.88 | |
| Merck & Co (MRK) | 0.1 | $562k | 5.1k | 110.95 | |
| Coca-Cola Company (KO) | 0.1 | $518k | 8.1k | 63.61 | |
| Lucid Group (LCID) | 0.1 | $475k | 70k | 6.83 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $448k | 1.4k | 308.90 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.1 | $365k | 4.4k | 82.49 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $356k | 3.2k | 110.30 |
