Harvest Volatility Management

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 (LRCX) 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 (SIRI) 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