Harvest Volatility Management as of June 30, 2023
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 133 positions in its portfolio as reported in the June 2023 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Microsoft Corporation (MSFT) | 12.4 | $62M | 182k | 340.54 | |
| Apple (AAPL) | 12.0 | $60M | 308k | 193.97 | |
| NVIDIA Corporation (NVDA) | 6.4 | $32M | 76k | 423.02 | |
| Amazon (AMZN) | 6.4 | $32M | 244k | 130.36 | |
| Tesla Motors (TSLA) | 4.0 | $20M | 75k | 261.77 | |
| Meta Platforms Cl A (META) | 3.9 | $20M | 68k | 286.98 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.5 | $17M | 144k | 119.70 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.4 | $17M | 140k | 120.97 | |
| Broadcom (AVGO) | 2.2 | $11M | 13k | 867.43 | |
| Pepsi (PEP) | 1.6 | $7.9M | 42k | 185.22 | |
| Costco Wholesale Corporation (COST) | 1.5 | $7.4M | 14k | 538.38 | |
| Adobe Systems Incorporated (ADBE) | 1.4 | $6.9M | 14k | 488.99 | |
| Cisco Systems (CSCO) | 1.4 | $6.8M | 131k | 51.74 | |
| Netflix (NFLX) | 1.2 | $6.0M | 14k | 440.49 | |
| Advanced Micro Devices (AMD) | 1.1 | $5.6M | 50k | 113.91 | |
| Honeywell International (HON) | 1.1 | $5.3M | 26k | 207.50 | |
| Comcast Corp Cl A (CMCSA) | 1.1 | $5.3M | 128k | 41.55 | |
| Metropcs Communications (TMUS) | 1.0 | $5.1M | 37k | 138.90 | |
| Texas Instruments Incorporated (TXN) | 1.0 | $5.0M | 28k | 180.02 | |
| Amgen (AMGN) | 1.0 | $4.8M | 22k | 222.02 | |
| Intel Corporation (INTC) | 0.9 | $4.5M | 134k | 33.44 | |
| Qualcomm (QCOM) | 0.8 | $4.1M | 34k | 119.04 | |
| Intuit (INTU) | 0.8 | $4.0M | 8.6k | 458.19 | |
| Applied Materials (AMAT) | 0.7 | $3.7M | 26k | 144.54 | |
| Intuitive Surgical Com New (ISRG) | 0.7 | $3.7M | 11k | 341.94 | |
| Starbucks Corporation (SBUX) | 0.7 | $3.5M | 35k | 99.06 | |
| Booking Holdings (BKNG) | 0.6 | $3.1M | 1.1k | 2700.33 | |
| Mondelez Intl Cl A (MDLZ) | 0.6 | $3.1M | 42k | 72.94 | |
| Analog Devices (ADI) | 0.6 | $3.0M | 15k | 194.81 | |
| Gilead Sciences (GILD) | 0.6 | $3.0M | 39k | 77.07 | |
| Automatic Data Processing (ADP) | 0.6 | $2.8M | 13k | 219.79 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.6 | $2.8M | 7.9k | 351.91 | |
| UnitedHealth (UNH) | 0.5 | $2.7M | 5.7k | 480.64 | |
| Lam Research Corporation | 0.5 | $2.7M | 4.1k | 642.86 | |
| Palo Alto Networks (PANW) | 0.5 | $2.4M | 9.4k | 255.51 | |
| Regeneron Pharmaceuticals (REGN) | 0.5 | $2.4M | 3.3k | 718.54 | |
| Paypal Holdings (PYPL) | 0.5 | $2.3M | 34k | 66.73 | |
| CSX Corporation (CSX) | 0.4 | $2.1M | 63k | 34.10 | |
| Micron Technology (MU) | 0.4 | $2.1M | 34k | 63.11 | |
| Kla Corp Com New (KLAC) | 0.4 | $2.1M | 4.2k | 485.02 | |
| Synopsys (SNPS) | 0.4 | $2.0M | 4.7k | 435.41 | |
| Activision Blizzard | 0.4 | $2.0M | 24k | 84.30 | |
| Cadence Design Systems (CDNS) | 0.4 | $2.0M | 8.4k | 234.52 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.4 | $1.9M | 2.7k | 724.75 | |
| Monster Beverage Corp (MNST) | 0.4 | $1.8M | 32k | 57.44 | |
| Fortinet (FTNT) | 0.4 | $1.8M | 24k | 75.59 | |
| MercadoLibre (MELI) | 0.4 | $1.8M | 1.5k | 1184.60 | |
| O'reilly Automotive (ORLY) | 0.4 | $1.8M | 1.9k | 955.30 | |
| Home Depot (HD) | 0.4 | $1.8M | 5.7k | 310.64 | |
| Goldman Sachs (GS) | 0.3 | $1.7M | 5.4k | 322.54 | |
| Marriott Intl Cl A (MAR) | 0.3 | $1.7M | 9.4k | 183.69 | |
| Charter Communications Inc N Cl A (CHTR) | 0.3 | $1.7M | 4.6k | 367.37 | |
| McDonald's Corporation (MCD) | 0.3 | $1.7M | 5.6k | 298.41 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $1.6M | 8.0k | 204.68 | |
| Airbnb Com Cl A (ABNB) | 0.3 | $1.6M | 13k | 128.16 | |
| Marvell Technology (MRVL) | 0.3 | $1.6M | 26k | 59.78 | |
| Cintas Corporation (CTAS) | 0.3 | $1.6M | 3.1k | 497.08 | |
| Dex (DXCM) | 0.3 | $1.5M | 12k | 128.51 | |
| Microchip Technology (MCHP) | 0.3 | $1.5M | 17k | 89.59 | |
| Moderna (MRNA) | 0.3 | $1.4M | 12k | 121.50 | |
| Visa Com Cl A (V) | 0.3 | $1.4M | 6.0k | 237.48 | |
| Workday Cl A (WDAY) | 0.3 | $1.4M | 6.3k | 225.89 | |
| Lululemon Athletica (LULU) | 0.3 | $1.4M | 3.7k | 378.50 | |
| Caterpillar (CAT) | 0.3 | $1.4M | 5.5k | 246.05 | |
| Autodesk (ADSK) | 0.3 | $1.4M | 6.6k | 204.61 | |
| Paccar (PCAR) | 0.3 | $1.3M | 16k | 83.65 | |
| Keurig Dr Pepper (KDP) | 0.3 | $1.3M | 43k | 31.27 | |
| Copart (CPRT) | 0.3 | $1.3M | 15k | 91.21 | |
| Kraft Heinz (KHC) | 0.3 | $1.3M | 38k | 35.50 | |
| American Electric Power Company (AEP) | 0.3 | $1.3M | 16k | 84.20 | |
| IDEXX Laboratories (IDXX) | 0.3 | $1.3M | 2.6k | 502.23 | |
| Astrazeneca Sponsored Adr (AZN) | 0.3 | $1.3M | 18k | 71.57 | |
| Pdd Holdings Sponsored Ads (PDD) | 0.3 | $1.3M | 19k | 69.14 | |
| Biogen Idec (BIIB) | 0.3 | $1.3M | 4.5k | 284.85 | |
| ON Semiconductor (ON) | 0.3 | $1.3M | 13k | 94.58 | |
| Exelon Corporation (EXC) | 0.3 | $1.2M | 31k | 40.74 | |
| Old Dominion Freight Line (ODFL) | 0.3 | $1.2M | 3.4k | 369.75 | |
| Paychex (PAYX) | 0.2 | $1.2M | 11k | 111.87 | |
| salesforce (CRM) | 0.2 | $1.2M | 5.7k | 211.26 | |
| Ross Stores (ROST) | 0.2 | $1.2M | 11k | 112.13 | |
| Boeing Company (BA) | 0.2 | $1.2M | 5.5k | 211.16 | |
| Ge Healthcare Technologies I Common Stock (GEHC) | 0.2 | $1.1M | 14k | 81.24 | |
| CoStar (CSGP) | 0.2 | $1.1M | 13k | 89.00 | |
| Seagen | 0.2 | $1.1M | 5.7k | 192.46 | |
| Electronic Arts (EA) | 0.2 | $1.1M | 8.4k | 129.70 | |
| Globalfoundries Ordinary Shares (GFS) | 0.2 | $1.1M | 17k | 64.58 | |
| Johnson & Johnson (JNJ) | 0.2 | $1.1M | 6.5k | 165.52 | |
| Xcel Energy (XEL) | 0.2 | $1.1M | 17k | 62.17 | |
| Fastenal Company (FAST) | 0.2 | $1.0M | 18k | 58.99 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.2 | $1.0M | 16k | 65.28 | |
| Verisk Analytics (VRSK) | 0.2 | $1.0M | 4.5k | 226.03 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.2 | $999k | 6.8k | 146.87 | |
| Baker Hughes Company Cl A (BKR) | 0.2 | $987k | 31k | 31.61 | |
| Dollar Tree (DLTR) | 0.2 | $975k | 6.8k | 143.50 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $971k | 6.7k | 145.44 | |
| American Express Company (AXP) | 0.2 | $961k | 5.5k | 174.20 | |
| Chevron Corporation (CVX) | 0.2 | $961k | 6.1k | 157.35 | |
| Procter & Gamble Company (PG) | 0.2 | $958k | 6.3k | 151.74 | |
| Warner Bros Discovery Com Ser A (WBD) | 0.2 | $940k | 75k | 12.54 | |
| Travelers Companies (TRV) | 0.2 | $929k | 5.4k | 173.66 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.2 | $927k | 8.7k | 106.07 | |
| Wal-Mart Stores (WMT) | 0.2 | $926k | 5.9k | 157.18 | |
| Constellation Energy (CEG) | 0.2 | $916k | 10k | 91.55 | |
| Illumina (ILMN) | 0.2 | $914k | 4.9k | 187.49 | |
| Walgreen Boots Alliance (WBA) | 0.2 | $905k | 32k | 28.49 | |
| Datadog Cl A Com (DDOG) | 0.2 | $885k | 9.0k | 98.38 | |
| Ansys (ANSS) | 0.2 | $882k | 2.7k | 330.27 | |
| Align Technology (ALGN) | 0.2 | $834k | 2.4k | 353.64 | |
| Atlassian Corporation Cl A (TEAM) | 0.2 | $774k | 4.6k | 167.81 | |
| International Business Machines (IBM) | 0.2 | $759k | 5.7k | 133.81 | |
| Merck & Co (MRK) | 0.1 | $744k | 6.4k | 115.39 | |
| eBay (EBAY) | 0.1 | $736k | 17k | 44.69 | |
| Diamondback Energy (FANG) | 0.1 | $734k | 5.6k | 131.36 | |
| 4068594 Enphase Energy (ENPH) | 0.1 | $709k | 4.2k | 167.48 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.1 | $695k | 9.2k | 75.66 | |
| Zscaler Incorporated (ZS) | 0.1 | $644k | 4.4k | 146.30 | |
| Nike CL B (NKE) | 0.1 | $641k | 5.8k | 110.37 | |
| Spdr Ser Tr Bloomberg High Y (JNK) | 0.1 | $636k | 6.9k | 92.03 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $618k | 15k | 40.55 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $598k | 19k | 30.93 | |
| Etf Ser Solutions Nationwide Nasdq (NUSI) | 0.1 | $567k | 26k | 21.55 | |
| Vanguard Whitehall Fds Em Mk Gov Bd Etf (VWOB) | 0.1 | $556k | 8.9k | 62.27 | |
| 3M Company (MMM) | 0.1 | $551k | 5.5k | 100.09 | |
| Walt Disney Company (DIS) | 0.1 | $544k | 6.1k | 89.28 | |
| Sirius Xm Holdings | 0.1 | $532k | 117k | 4.53 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $517k | 7.6k | 67.88 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $470k | 14k | 34.13 | |
| Coca-Cola Company (KO) | 0.1 | $425k | 7.1k | 60.22 | |
| Lucid Group (LCID) | 0.1 | $384k | 56k | 6.89 | |
| Dow (DOW) | 0.1 | $298k | 5.6k | 53.26 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $296k | 868.00 | 341.00 | |
| Verizon Communications (VZ) | 0.1 | $268k | 7.2k | 37.19 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $221k | 2.1k | 107.25 |
