13F HOLDINGS REPORT
HARVEST VOLATILITY MANAGEMENT LLC
Quarter ended Q1 2023 · Filed February 9, 2023 · Accession 0001493152-23-004021
Total Value
$495.3M
Positions
132
Other Managers
1
Confidential Omitted
No
Holdings (132)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | MICROSOFT CORP | MSFT | 247,844 | $59.4M | 12.00% |
| 2 | APPLE INC | AAPL | 425,716 | $55.3M | 11.17% |
| 3 | AMAZON COM INC | AMZN | 332,613 | $27.9M | 5.64% |
| 4 | ALPHABET INC | GOOG | 198,408 | $17.6M | 3.55% |
| 5 | ALPHABET INC | GOOG | 199,026 | $17.6M | 3.55% |
| 6 | NVIDIA CORPORATION | NVDA | 103,857 | $15.2M | 3.06% |
| 7 | TESLA INC | TSLA | 103,057 | $12.7M | 2.56% |
| 8 | META PLATFORMS INC | META | 94,738 | $11.4M | 2.30% |
| 9 | PEPSICO INC | PEP | 58,120 | $10.5M | 2.12% |
| 10 | BROADCOM INC | AVGO | 17,087 | $9.6M | 1.93% |
| 11 | COSTCO WHSL CORP NEW | 22160K105 | 18,692 | $8.5M | 1.72% |
| 12 | CISCO SYS INC | CSCO | 178,369 | $8.5M | 1.72% |
| 13 | T-MOBILE US INC | TMUSZ | 51,962 | $7.3M | 1.47% |
| 14 | AMGEN INC | AMGN | 27,582 | $7.2M | 1.46% |
| 15 | HONEYWELL INTL INC | 438516106 | 33,434 | $7.2M | 1.45% |
| 16 | ADOBE SYSTEMS INCORPORATED | ADBE | 19,610 | $6.6M | 1.33% |
| 17 | COMCAST CORP NEW | CCZ | 182,072 | $6.4M | 1.29% |
| 18 | TEXAS INSTRS INC | 882508104 | 38,309 | $6.3M | 1.28% |
| 19 | NETFLIX INC | NFLX | 18,418 | $5.4M | 1.10% |
| 20 | QUALCOMM INC | QCOM | 47,317 | $5.2M | 1.05% |
| 21 | STARBUCKS CORP | SBUX | 48,437 | $4.8M | 0.97% |
| 22 | INTEL CORP | INTC | 179,320 | $4.7M | 0.96% |
| 23 | INTUIT | INTU | 11,867 | $4.6M | 0.93% |
| 24 | GILEAD SCIENCES INC | GILD | 52,907 | $4.5M | 0.92% |
| 25 | ADVANCED MICRO DEVICES INC | AMD | 68,084 | $4.4M | 0.89% |
| 26 | AUTOMATIC DATA PROCESSING IN | ADP | 17,521 | $4.2M | 0.84% |
| 27 | INTUITIVE SURGICAL INC | ISRG | 14,917 | $4.0M | 0.80% |
| 28 | MONDELEZ INTL INC | 609207105 | 57,610 | $3.8M | 0.78% |
| 29 | APPLIED MATLS INC | 038222105 | 36,312 | $3.5M | 0.71% |
| 30 | ANALOG DEVICES INC | ADI | 21,496 | $3.5M | 0.71% |
| 31 | PAYPAL HLDGS INC | PYPL | 48,141 | $3.4M | 0.69% |
| 32 | BOOKING HOLDINGS INC | BKNG | 1,642 | $3.3M | 0.67% |
| 33 | REGENERON PHARMACEUTICALS | REGN | 4,529 | $3.3M | 0.66% |
| 34 | VERTEX PHARMACEUTICALS INC | VRTX | 10,834 | $3.1M | 0.63% |
| 35 | UNITEDHEALTH GROUP INC | UNH | 5,822 | $3.1M | 0.62% |
| 36 | MODERNA INC | MRNA | 16,124 | $2.9M | 0.58% |
| 37 | CSX CORP | CSX | 88,674 | $2.7M | 0.55% |
| 38 | FISERV INC | FISV | 26,808 | $2.7M | 0.55% |
| 39 | ACTIVISION BLIZZARD INC | 00507V109 | 32,953 | $2.5M | 0.51% |
| 40 | LAM RESEARCH CORP | LRCX | 5,760 | $2.4M | 0.49% |
| 41 | MICRON TECHNOLOGY INC | MU | 45,899 | $2.3M | 0.46% |
| 42 | KLA CORP | KLAC | 5,991 | $2.3M | 0.46% |
| 43 | OREILLY AUTOMOTIVE INC | 67103H107 | 2,644 | $2.2M | 0.45% |
| 44 | CHARTER COMMUNICATIONS INC N | 16119P108 | 6,562 | $2.2M | 0.45% |
| 45 | MONSTER BEVERAGE CORP NEW | MNST | 21,896 | $2.2M | 0.45% |
| 46 | KEURIG DR PEPPER INC | KDP | 59,327 | $2.1M | 0.43% |
| 47 | KRAFT HEINZ CO | KHC | 51,320 | $2.1M | 0.42% |
| 48 | SYNOPSYS INC | SNPS | 6,459 | $2.1M | 0.42% |
| 49 | AMERICAN ELEC PWR CO INC | 025537101 | 21,694 | $2.1M | 0.42% |
| 50 | ASML HOLDING N V | ASMLF | 3,661 | $2.0M | 0.40% |
| 51 | MARRIOTT INTL INC NEW | 571903202 | 13,327 | $2.0M | 0.40% |
| 52 | CINTAS CORP | CTAS | 4,279 | $1.9M | 0.39% |
| 53 | CADENCE DESIGN SYSTEM INC | CDNS | 11,581 | $1.9M | 0.38% |
| 54 | HOME DEPOT INC | HD | 5,872 | $1.9M | 0.37% |
| 55 | DEXCOM INC | DXCM | 16,293 | $1.8M | 0.37% |
| 56 | GOLDMAN SACHS GROUP INC | GSCE | 5,339 | $1.8M | 0.37% |
| 57 | EXELON CORP | EXC | 41,929 | $1.8M | 0.37% |
| 58 | MERCADOLIBRE INC | MELI | 2,084 | $1.8M | 0.36% |
| 59 | PAYCHEX INC | PAYX | 15,180 | $1.8M | 0.35% |
| 60 | PALO ALTO NETWORKS INC | PANW | 12,515 | $1.7M | 0.35% |
| 61 | NXP SEMICONDUCTORS N V | NXPI | 10,946 | $1.7M | 0.35% |
| 62 | ASTRAZENECA PLC | AZN | 25,295 | $1.7M | 0.35% |
| 63 | AUTODESK INC | ADSK | 9,122 | $1.7M | 0.34% |
| 64 | ROSS STORES INC | ROST | 14,652 | $1.7M | 0.34% |
| 65 | BIOGEN INC | BIIB | 6,079 | $1.7M | 0.34% |
| 66 | MICROCHIP TECHNOLOGY INC. | MCHPP | 23,229 | $1.6M | 0.33% |
| 67 | LULULEMON ATHLETICA INC | LULU | 5,064 | $1.6M | 0.33% |
| 68 | FORTINET INC | FTNT | 32,852 | $1.6M | 0.32% |
| 69 | XCEL ENERGY INC | XELLL | 22,656 | $1.6M | 0.32% |
| 70 | PINDUODUO INC | PDD | 19,385 | $1.6M | 0.32% |
| 71 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 41,442 | $1.5M | 0.31% |
| 72 | ENPHASE ENERGY INC | ENPH | 5,741 | $1.5M | 0.31% |
| 73 | PACCAR INC | PCAR | 14,690 | $1.5M | 0.29% |
| 74 | IDEXX LABS INC | 45168D104 | 3,507 | $1.4M | 0.29% |
| 75 | ELECTRONIC ARTS INC | EA | 11,644 | $1.4M | 0.29% |
| 76 | AIRBNB INC | ABNB | 16,484 | $1.4M | 0.28% |
| 77 | WORKDAY INC | WDAY | 8,371 | $1.4M | 0.28% |
| 78 | ILLUMINA INC | ILMN | 6,639 | $1.3M | 0.27% |
| 79 | MCDONALDS CORP | MCD | 5,063 | $1.3M | 0.27% |
| 80 | COSTAR GROUP INC | CSGP | 17,176 | $1.3M | 0.27% |
| 81 | VISA INC | V | 6,382 | $1.3M | 0.27% |
| 82 | DOLLAR TREE INC | DLTR | 9,324 | $1.3M | 0.27% |
| 83 | OLD DOMINION FREIGHT LINE IN | ODFL | 4,647 | $1.3M | 0.27% |
| 84 | CATERPILLAR INC | CAT | 5,468 | $1.3M | 0.26% |
| 85 | MARVELL TECHNOLOGY INC | MRVL | 35,287 | $1.3M | 0.26% |
| 86 | JOHNSON & JOHNSON | JNJ | 7,115 | $1.3M | 0.25% |
| 87 | BAKER HUGHES COMPANY | BKR | 42,220 | $1.2M | 0.25% |
| 88 | COGNIZANT TECHNOLOGY SOLUTIO | CTSH | 21,706 | $1.2M | 0.25% |
| 89 | COPART INC | CPRT | 20,077 | $1.2M | 0.25% |
| 90 | GLOBALFOUNDRIES INC | GFS | 22,563 | $1.2M | 0.25% |
| 91 | CONSTELLATION ENERGY CORP | CEG | 13,800 | $1.2M | 0.24% |
| 92 | VERISK ANALYTICS INC | VRSK | 6,599 | $1.2M | 0.24% |
| 93 | CHEVRON CORP NEW | CVX | 6,449 | $1.2M | 0.23% |
| 94 | FASTENAL CO | FAST | 24,195 | $1.1M | 0.23% |
| 95 | JD.COM INC | JDCMF | 20,111 | $1.1M | 0.23% |
| 96 | VANGUARD WHITEHALL FDS | 921946406 | 9,956 | $1.1M | 0.22% |
| 97 | PROCTER AND GAMBLE CO | 742718109 | 6,933 | $1.1M | 0.21% |
| 98 | BOEING CO | BA-PA | 5,504 | $1.0M | 0.21% |
| 99 | DIAMONDBACK ENERGY INC | FANG | 7,430 | $1.0M | 0.21% |
| 100 | JPMORGAN CHASE & CO | VYLD | 7,430 | $996,360 | 0.20% |
| 101 | SEAGEN INC | SE | 7,690 | $988,242 | 0.20% |
| 102 | TRAVELERS COMPANIES INC | TRV | 5,250 | $984,320 | 0.20% |
| 103 | WARNER BROS DISCOVERY INC | WBD | 102,475 | $971,460 | 0.20% |
| 104 | CROWDSTRIKE HLDGS INC | CRWD | 9,036 | $951,400 | 0.19% |
| 105 | EBAY INC. | EBAY | 22,910 | $950,080 | 0.19% |
| 106 | SIRIUS XM HOLDINGS INC | SIRI | 160,980 | $940,123 | 0.19% |
| 107 | DATADOG INC | DDOG | 12,091 | $888,689 | 0.18% |
| 108 | ANSYS INC | 03662Q105 | 3,678 | $888,570 | 0.18% |
| 109 | WALMART INC | WMT | 6,197 | $878,670 | 0.18% |
| 110 | AMERICAN EXPRESS CO | AXP | 5,565 | $822,230 | 0.17% |
| 111 | INTERNATIONAL BUSINESS MACHS | INTR | 5,811 | $818,710 | 0.17% |
| 112 | VANGUARD SCOTTSDALE FDS | 92206C409 | 10,818 | $813,000 | 0.16% |
| 113 | ATLASSIAN CORPORATION | TEAM | 6,141 | $790,224 | 0.16% |
| 114 | SALESFORCE INC | CRM | 5,870 | $778,300 | 0.16% |
| 115 | SPDR SER TR | 78468R622 | 8,286 | $746,000 | 0.15% |
| 116 | SSGA ACTIVE ETF TR | 78467V848 | 18,274 | $732,000 | 0.15% |
| 117 | ISHARES TR | 464288687 | 23,573 | $720,000 | 0.15% |
| 118 | NIKE INC | NKE | 6,100 | $713,760 | 0.14% |
| 119 | RIVIAN AUTOMOTIVE INC | RIVN | 37,790 | $696,470 | 0.14% |
| 120 | ALIGN TECHNOLOGY INC | ALGN | 3,296 | $695,130 | 0.14% |
| 121 | ZOOM VIDEO COMMUNICATIONS IN | ZM | 10,173 | $689,119 | 0.14% |
| 122 | VANGUARD WHITEHALL FDS | 921946885 | 10,952 | $668,000 | 0.13% |
| 123 | ZSCALER INC | ZS | 5,968 | $667,819 | 0.13% |
| 124 | 3M CO | MMM | 5,513 | $661,120 | 0.13% |
| 125 | ETF SER SOLUTIONS | 26922A172 | 32,739 | $606,000 | 0.12% |
| 126 | DISNEY WALT CO | 254687106 | 6,564 | $570,280 | 0.12% |
| 127 | MERCK & CO INC | MRK | 5,063 | $561,740 | 0.11% |
| 128 | COCA COLA CO | KO | 8,143 | $517,980 | 0.10% |
| 129 | LUCID GROUP INC | LCID | 69,557 | $475,074 | 0.10% |
| 130 | BERKSHIRE HATHAWAY INC DEL | BRK-A | 1,449 | $447,596 | 0.09% |
| 131 | VANGUARD INDEX FDS | 922908553 | 4,425 | $365,000 | 0.07% |
| 132 | EXXON MOBIL CORP | XOM | 3,231 | $356,379 | 0.07% |