Harvest Volatility Management as of March 31, 2023
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 132 positions in its portfolio as reported in the March 2023 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Microsoft Corporation (MSFT) | 12.1 | $60M | 211k | 284.05 | |
| Apple (AAPL) | 11.8 | $59M | 360k | 162.36 | |
| Amazon (AMZN) | 5.8 | $29M | 284k | 102.00 | |
| NVIDIA Corporation (NVDA) | 4.9 | $24M | 89k | 273.83 | |
| Tesla Motors (TSLA) | 3.5 | $17M | 88k | 195.28 | |
| Alphabet Cap Stk Cl A (GOOGL) | 3.4 | $17M | 169k | 100.89 | |
| Alphabet Cap Stk Cl C (GOOG) | 3.4 | $17M | 165k | 101.32 | |
| Meta Platforms Cl A (META) | 3.3 | $17M | 80k | 207.84 | |
| Broadcom (AVGO) | 1.9 | $9.5M | 15k | 633.75 | |
| Pepsi (PEP) | 1.8 | $8.9M | 50k | 180.83 | |
| Costco Wholesale Corporation (COST) | 1.6 | $7.8M | 16k | 491.48 | |
| Cisco Systems (CSCO) | 1.6 | $7.8M | 152k | 51.43 | |
| Metropcs Communications (TMUS) | 1.3 | $6.3M | 43k | 144.57 | |
| Adobe Systems Incorporated (ADBE) | 1.3 | $6.3M | 16k | 381.90 | |
| Texas Instruments Incorporated (TXN) | 1.2 | $6.0M | 33k | 184.24 | |
| Amgen (AMGN) | 1.2 | $5.8M | 24k | 241.50 | |
| Advanced Micro Devices (AMD) | 1.1 | $5.7M | 58k | 97.88 | |
| Comcast Corp Cl A (CMCSA) | 1.1 | $5.6M | 151k | 37.15 | |
| Honeywell International (HON) | 1.1 | $5.5M | 29k | 189.12 | |
| Netflix (NFLX) | 1.1 | $5.4M | 16k | 338.43 | |
| Qualcomm (QCOM) | 1.0 | $5.1M | 40k | 127.40 | |
| Intel Corporation (INTC) | 1.0 | $4.9M | 153k | 32.09 | |
| Intuit (INTU) | 0.9 | $4.4M | 10k | 440.09 | |
| Starbucks Corporation (SBUX) | 0.8 | $4.2M | 41k | 101.32 | |
| Applied Materials (AMAT) | 0.7 | $3.7M | 30k | 122.11 | |
| Gilead Sciences (GILD) | 0.7 | $3.7M | 45k | 81.45 | |
| Booking Holdings (BKNG) | 0.7 | $3.5M | 1.4k | 2609.76 | |
| Analog Devices (ADI) | 0.7 | $3.5M | 18k | 194.21 | |
| Mondelez Intl Cl A (MDLZ) | 0.7 | $3.4M | 49k | 69.58 | |
| Automatic Data Processing (ADP) | 0.7 | $3.3M | 15k | 219.49 | |
| Intuitive Surgical Com New (ISRG) | 0.6 | $3.2M | 13k | 251.30 | |
| Regeneron Pharmaceuticals (REGN) | 0.6 | $3.1M | 3.9k | 811.50 | |
| Paypal Holdings (PYPL) | 0.6 | $3.0M | 41k | 74.39 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.6 | $2.9M | 9.2k | 312.16 | |
| UnitedHealth (UNH) | 0.5 | $2.6M | 5.5k | 470.06 | |
| Lam Research Corporation (LRCX) | 0.5 | $2.6M | 4.8k | 531.36 | |
| Fiserv (FI) | 0.5 | $2.5M | 23k | 113.00 | |
| Micron Technology (MU) | 0.5 | $2.5M | 39k | 63.09 | |
| Activision Blizzard | 0.5 | $2.4M | 28k | 84.89 | |
| MercadoLibre (MELI) | 0.5 | $2.3M | 1.8k | 1266.80 | |
| CSX Corporation (CSX) | 0.4 | $2.2M | 74k | 29.50 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.4 | $2.1M | 3.1k | 676.68 | |
| Palo Alto Networks (PANW) | 0.4 | $2.1M | 11k | 193.57 | |
| Synopsys (SNPS) | 0.4 | $2.1M | 5.5k | 375.94 | |
| Moderna (MRNA) | 0.4 | $2.0M | 14k | 147.44 | |
| Cadence Design Systems (CDNS) | 0.4 | $2.0M | 9.8k | 207.01 | |
| Kla Corp Com New (KLAC) | 0.4 | $2.0M | 5.0k | 396.03 | |
| Monster Beverage Corp (MNST) | 0.4 | $2.0M | 37k | 52.49 | |
| Charter Communications Inc N Cl A (CHTR) | 0.4 | $1.9M | 5.5k | 349.05 | |
| O'reilly Automotive (ORLY) | 0.4 | $1.9M | 2.2k | 841.50 | |
| Fortinet (FTNT) | 0.4 | $1.8M | 28k | 65.81 | |
| Marriott Intl Cl A (MAR) | 0.4 | $1.8M | 11k | 162.67 | |
| Airbnb Com Cl A (ABNB) | 0.4 | $1.8M | 15k | 122.28 | |
| Keurig Dr Pepper (KDP) | 0.4 | $1.8M | 50k | 35.13 | |
| Cintas Corporation (CTAS) | 0.3 | $1.7M | 3.6k | 467.64 | |
| Kraft Heinz (KHC) | 0.3 | $1.7M | 44k | 38.84 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $1.7M | 9.3k | 181.62 | |
| American Electric Power Company (AEP) | 0.3 | $1.7M | 19k | 90.43 | |
| Goldman Sachs (GS) | 0.3 | $1.7M | 5.2k | 321.14 | |
| Microchip Technology (MCHP) | 0.3 | $1.6M | 20k | 82.78 | |
| Pdd Holdings Sponsored Ads (PDD) | 0.3 | $1.6M | 21k | 76.44 | |
| Dex (DXCM) | 0.3 | $1.6M | 14k | 114.40 | |
| Home Depot (HD) | 0.3 | $1.6M | 5.6k | 285.36 | |
| Autodesk (ADSK) | 0.3 | $1.6M | 7.8k | 201.61 | |
| Lululemon Athletica (LULU) | 0.3 | $1.6M | 4.3k | 358.09 | |
| McDonald's Corporation (MCD) | 0.3 | $1.5M | 5.4k | 277.79 | |
| Exelon Corporation (EXC) | 0.3 | $1.5M | 36k | 41.45 | |
| Astrazeneca Sponsored Adr (AZN) | 0.3 | $1.5M | 21k | 69.20 | |
| IDEXX Laboratories (IDXX) | 0.3 | $1.5M | 3.0k | 493.55 | |
| Paychex (PAYX) | 0.3 | $1.5M | 13k | 113.54 | |
| Workday Cl A (WDAY) | 0.3 | $1.4M | 7.2k | 200.05 | |
| Biogen Idec (BIIB) | 0.3 | $1.4M | 5.2k | 275.13 | |
| Globalfoundries Ordinary Shares (GFS) | 0.3 | $1.4M | 19k | 70.56 | |
| Paccar (PCAR) | 0.3 | $1.4M | 19k | 72.21 | |
| Seagen | 0.3 | $1.3M | 6.6k | 203.08 | |
| Xcel Energy (XEL) | 0.3 | $1.3M | 20k | 66.91 | |
| Old Dominion Freight Line (ODFL) | 0.3 | $1.3M | 3.9k | 333.61 | |
| Visa Com Cl A (V) | 0.3 | $1.3M | 5.9k | 222.36 | |
| Marvell Technology (MRVL) | 0.3 | $1.3M | 30k | 43.25 | |
| Warner Bros Discovery Com Ser A (WBD) | 0.3 | $1.3M | 87k | 14.85 | |
| Illumina (ILMN) | 0.3 | $1.3M | 5.7k | 225.26 | |
| Ross Stores (ROST) | 0.3 | $1.3M | 12k | 103.13 | |
| Copart (CPRT) | 0.3 | $1.3M | 17k | 73.48 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $1.2M | 36k | 34.63 | |
| Caterpillar (CAT) | 0.2 | $1.2M | 5.3k | 224.54 | |
| Electronic Arts (EA) | 0.2 | $1.2M | 9.8k | 119.10 | |
| Dollar Tree (DLTR) | 0.2 | $1.1M | 7.9k | 140.81 | |
| Boeing Company (BA) | 0.2 | $1.1M | 5.3k | 211.04 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.2 | $1.1M | 18k | 59.81 | |
| Fastenal Company (FAST) | 0.2 | $1.1M | 21k | 52.82 | |
| salesforce (CRM) | 0.2 | $1.1M | 5.5k | 196.60 | |
| Verisk Analytics (VRSK) | 0.2 | $1.1M | 5.6k | 190.96 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.2 | $1.1M | 10k | 105.50 | |
| Baker Hughes Company Cl A (BKR) | 0.2 | $1.0M | 36k | 28.75 | |
| Ansys (ANSS) | 0.2 | $1.0M | 3.1k | 326.04 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.2 | $1.0M | 7.7k | 131.72 | |
| 4068594 Enphase Energy (ENPH) | 0.2 | $1.0M | 4.9k | 205.27 | |
| CoStar (CSGP) | 0.2 | $996k | 15k | 68.15 | |
| Johnson & Johnson (JNJ) | 0.2 | $992k | 6.5k | 153.43 | |
| Chevron Corporation (CVX) | 0.2 | $979k | 6.0k | 162.39 | |
| Procter & Gamble Company (PG) | 0.2 | $926k | 6.3k | 147.45 | |
| Constellation Energy (CEG) | 0.2 | $903k | 12k | 76.82 | |
| Diamondback Energy (FANG) | 0.2 | $881k | 6.6k | 133.30 | |
| Travelers Companies (TRV) | 0.2 | $873k | 5.1k | 170.82 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $865k | 6.7k | 128.75 | |
| American Express Company (AXP) | 0.2 | $863k | 5.3k | 162.41 | |
| Atlassian Corporation Cl A (TEAM) | 0.2 | $853k | 5.3k | 160.59 | |
| eBay (EBAY) | 0.2 | $847k | 19k | 43.91 | |
| Align Technology (ALGN) | 0.2 | $845k | 2.7k | 311.85 | |
| Wal-Mart Stores (WMT) | 0.2 | $840k | 5.8k | 145.67 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.2 | $825k | 11k | 76.23 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.2 | $750k | 18k | 41.03 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $736k | 24k | 31.22 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $724k | 16k | 44.40 | |
| Datadog Cl A Com (DDOG) | 0.1 | $706k | 10k | 67.91 | |
| Merck & Co (MRK) | 0.1 | $683k | 6.4k | 105.92 | |
| Vanguard Whitehall Fds Em Mk Gov Bd Etf (VWOB) | 0.1 | $682k | 11k | 62.31 | |
| Nike CL B (NKE) | 0.1 | $680k | 5.7k | 120.10 | |
| Etf Ser Solutions Nationwide Nasdq (NUSI) | 0.1 | $643k | 33k | 19.65 | |
| International Business Machines (IBM) | 0.1 | $642k | 5.0k | 129.22 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $626k | 8.7k | 72.04 | |
| Walt Disney Company (DIS) | 0.1 | $589k | 6.0k | 98.10 | |
| Zscaler Incorporated (ZS) | 0.1 | $572k | 5.1k | 112.22 | |
| Sirius Xm Holdings (SIRI) | 0.1 | $545k | 138k | 3.96 | |
| 3M Company (MMM) | 0.1 | $544k | 5.3k | 102.78 | |
| Lucid Group (LCID) | 0.1 | $493k | 65k | 7.62 | |
| Rivian Automotive Com Cl A (RIVN) | 0.1 | $468k | 33k | 14.40 | |
| Coca-Cola Company (KO) | 0.1 | $445k | 7.2k | 61.85 | |
| Berkshire Hathaway Inc Del Cl B New (BRK.B) | 0.1 | $323k | 1.1k | 305.08 | |
| Dow (DOW) | 0.1 | $291k | 5.4k | 54.00 | |
| Verizon Communications (VZ) | 0.1 | $285k | 7.4k | 38.66 | |
| Exxon Mobil Corporation (XOM) | 0.1 | $275k | 2.5k | 109.49 |
