13F HOLDINGS REPORT
HARVEST VOLATILITY MANAGEMENT LLC
Quarter ended Q2 2023 · Filed May 15, 2023 · Accession 0001493152-23-017050
Total Value
$496.0M
Positions
132
Other Managers
1
Confidential Omitted
No
Holdings (132)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | MICROSOFT CORP | MSFT | 210,874 | $59.9M | 12.08% |
| 2 | APPLE INC | AAPL | 360,050 | $58.5M | 11.79% |
| 3 | AMAZON COM INC | AMZN | 284,042 | $29.0M | 5.84% |
| 4 | NVIDIA CORPORATION | NVDA | 88,574 | $24.3M | 4.89% |
| 5 | TESLA INC | TSLA | 87,722 | $17.1M | 3.45% |
| 6 | ALPHABET INC | GOOG | 168,508 | $17.0M | 3.43% |
| 7 | ALPHABET INC | GOOG | 165,313 | $16.7M | 3.38% |
| 8 | META PLATFORMS INC | META | 79,859 | $16.6M | 3.35% |
| 9 | BROADCOM INC | AVGO | 14,978 | $9.5M | 1.91% |
| 10 | PEPSICO INC | PEP | 49,480 | $8.9M | 1.80% |
| 11 | COSTCO WHSL CORP NEW | 22160K105 | 15,941 | $7.8M | 1.58% |
| 12 | CISCO SYS INC | CSCO | 152,053 | $7.8M | 1.58% |
| 13 | T-MOBILE US INC | TMUSZ | 43,446 | $6.3M | 1.27% |
| 14 | ADOBE SYSTEMS INCORPORATED | ADBE | 16,428 | $6.3M | 1.26% |
| 15 | TEXAS INSTRS INC | 882508104 | 32,552 | $6.0M | 1.21% |
| 16 | AMGEN INC | AMGN | 24,163 | $5.8M | 1.18% |
| 17 | ADVANCED MICRO DEVICES INC | AMD | 57,753 | $5.7M | 1.14% |
| 18 | COMCAST CORP NEW | CCZ | 151,102 | $5.6M | 1.13% |
| 19 | HONEYWELL INTL INC | 438516106 | 28,992 | $5.5M | 1.11% |
| 20 | NETFLIX INC | NFLX | 15,999 | $5.4M | 1.09% |
| 21 | QUALCOMM INC | QCOM | 40,031 | $5.1M | 1.03% |
| 22 | INTEL CORP | INTC | 153,391 | $4.9M | 0.99% |
| 23 | INTUIT | INTU | 10,077 | $4.4M | 0.89% |
| 24 | STARBUCKS CORP | SBUX | 41,296 | $4.2M | 0.84% |
| 25 | APPLIED MATLS INC | 038222105 | 30,337 | $3.7M | 0.75% |
| 26 | GILEAD SCIENCES INC | GILD | 44,829 | $3.7M | 0.74% |
| 27 | BOOKING HOLDINGS INC | BKNG | 1,360 | $3.5M | 0.72% |
| 28 | ANALOG DEVICES INC | ADI | 18,174 | $3.5M | 0.71% |
| 29 | MONDELEZ INTL INC | 609207105 | 48,976 | $3.4M | 0.69% |
| 30 | AUTOMATIC DATA PROCESSING IN | ADP | 14,887 | $3.3M | 0.66% |
| 31 | INTUITIVE SURGICAL INC | ISRG | 12,583 | $3.2M | 0.64% |
| 32 | REGENERON PHARMACEUTICALS | REGN | 3,866 | $3.1M | 0.63% |
| 33 | PAYPAL HLDGS INC | PYPL | 40,649 | $3.0M | 0.61% |
| 34 | VERTEX PHARMACEUTICALS INC | VRTX | 9,236 | $2.9M | 0.58% |
| 35 | UNITEDHEALTH GROUP INC | UNH | 5,498 | $2.6M | 0.52% |
| 36 | LAM RESEARCH CORP | LRCX | 4,848 | $2.6M | 0.52% |
| 37 | FISERV INC | FISV | 22,557 | $2.5M | 0.51% |
| 38 | MICRON TECHNOLOGY INC | MU | 39,176 | $2.5M | 0.50% |
| 39 | ACTIVISION BLIZZARD INC | 00507V109 | 28,133 | $2.4M | 0.48% |
| 40 | MERCADOLIBRE INC | MELI | 1,783 | $2.3M | 0.46% |
| 41 | CSX CORP | CSX | 74,135 | $2.2M | 0.44% |
| 42 | ASML HOLDING N V | ASMLF | 3,112 | $2.1M | 0.42% |
| 43 | PALO ALTO NETWORKS INC | PANW | 10,703 | $2.1M | 0.42% |
| 44 | SYNOPSYS INC | SNPS | 5,475 | $2.1M | 0.41% |
| 45 | MODERNA INC | MRNA | 13,847 | $2.0M | 0.41% |
| 46 | CADENCE DESIGN SYSTEM INC | CDNS | 9,801 | $2.0M | 0.41% |
| 47 | KLA CORP | KLAC | 4,977 | $2.0M | 0.40% |
| 48 | MONSTER BEVERAGE CORP NEW | MNST | 37,323 | $2.0M | 0.39% |
| 49 | CHARTER COMMUNICATIONS INC N | 16119P108 | 5,462 | $1.9M | 0.38% |
| 50 | OREILLY AUTOMOTIVE INC | 67103H107 | 2,229 | $1.9M | 0.38% |
| 51 | FORTINET INC | FTNT | 28,083 | $1.8M | 0.37% |
| 52 | MARRIOTT INTL INC NEW | 571903202 | 11,050 | $1.8M | 0.36% |
| 53 | AIRBNB INC | ABNB | 14,458 | $1.8M | 0.36% |
| 54 | KEURIG DR PEPPER INC | KDP | 50,201 | $1.8M | 0.36% |
| 55 | CINTAS CORP | CTAS | 3,648 | $1.7M | 0.34% |
| 56 | KRAFT HEINZ CO | KHC | 43,772 | $1.7M | 0.34% |
| 57 | NXP SEMICONDUCTORS N V | NXPI | 9,311 | $1.7M | 0.34% |
| 58 | AMERICAN ELEC PWR CO INC | 025537101 | 18,479 | $1.7M | 0.34% |
| 59 | GOLDMAN SACHS GROUP INC | GSCE | 5,170 | $1.7M | 0.33% |
| 60 | MICROCHIP TECHNOLOGY INC. | MCHPP | 19,690 | $1.6M | 0.33% |
| 61 | PDD HOLDINGS INC | PDD | 21,046 | $1.6M | 0.32% |
| 62 | DEXCOM INC | DXCM | 13,878 | $1.6M | 0.32% |
| 63 | HOME DEPOT INC | HD | 5,550 | $1.6M | 0.32% |
| 64 | AUTODESK INC | ADSK | 7,757 | $1.6M | 0.32% |
| 65 | LULULEMON ATHLETICA INC | LULU | 4,331 | $1.6M | 0.31% |
| 66 | MCDONALDS CORP | MCD | 5,382 | $1.5M | 0.30% |
| 67 | EXELON CORP | EXC | 35,720 | $1.5M | 0.30% |
| 68 | ASTRAZENECA PLC | AZN | 21,316 | $1.5M | 0.30% |
| 69 | IDEXX LABS INC | 45168D104 | 2,981 | $1.5M | 0.30% |
| 70 | PAYCHEX INC | PAYX | 12,930 | $1.5M | 0.30% |
| 71 | WORKDAY INC | WDAY | 7,219 | $1.4M | 0.29% |
| 72 | BIOGEN INC | BIIB | 5,192 | $1.4M | 0.29% |
| 73 | GLOBALFOUNDRIES INC | GFS | 19,276 | $1.4M | 0.27% |
| 74 | PACCAR INC | PCAR | 18,792 | $1.4M | 0.27% |
| 75 | SEAGEN INC | SE | 6,608 | $1.3M | 0.27% |
| 76 | XCEL ENERGY INC | XELLL | 19,746 | $1.3M | 0.27% |
| 77 | OLD DOMINION FREIGHT LINE IN | ODFL | 3,945 | $1.3M | 0.27% |
| 78 | VISA INC | V | 5,888 | $1.3M | 0.26% |
| 79 | MARVELL TECHNOLOGY INC | MRVL | 30,170 | $1.3M | 0.26% |
| 80 | WARNER BROS DISCOVERY INC | WBD | 87,147 | $1.3M | 0.26% |
| 81 | ILLUMINA INC | ILMN | 5,680 | $1.3M | 0.26% |
| 82 | ROSS STORES INC | ROST | 12,378 | $1.3M | 0.26% |
| 83 | COPART INC | CPRT | 17,092 | $1.3M | 0.25% |
| 84 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 35,885 | $1.2M | 0.25% |
| 85 | CATERPILLAR INC | CAT | 5,282 | $1.2M | 0.24% |
| 86 | ELECTRONIC ARTS INC | EA | 9,843 | $1.2M | 0.24% |
| 87 | DOLLAR TREE INC | DLTR | 7,947 | $1.1M | 0.23% |
| 88 | BOEING CO | BA-PA | 5,295 | $1.1M | 0.23% |
| 89 | COGNIZANT TECHNOLOGY SOLUTIO | CTSH | 18,304 | $1.1M | 0.22% |
| 90 | FASTENAL CO | FAST | 20,516 | $1.1M | 0.22% |
| 91 | SALESFORCE INC | CRM | 5,511 | $1.1M | 0.22% |
| 92 | VERISK ANALYTICS INC | VRSK | 5,560 | $1.1M | 0.21% |
| 93 | VANGUARD WHITEHALL FDS | 921946406 | 9,956 | $1.1M | 0.21% |
| 94 | BAKER HUGHES COMPANY | BKR | 36,355 | $1.0M | 0.21% |
| 95 | ANSYS INC | 03662Q105 | 3,133 | $1.0M | 0.21% |
| 96 | CROWDSTRIKE HLDGS INC | CRWD | 7,718 | $1.0M | 0.20% |
| 97 | ENPHASE ENERGY INC | ENPH | 4,921 | $1.0M | 0.20% |
| 98 | COSTAR GROUP INC | CSGP | 14,620 | $996,350 | 0.20% |
| 99 | JOHNSON & JOHNSON | JNJ | 6,463 | $991,620 | 0.20% |
| 100 | CHEVRON CORP NEW | CVX | 6,028 | $978,890 | 0.20% |
| 101 | PROCTER AND GAMBLE CO | 742718109 | 6,282 | $926,280 | 0.19% |
| 102 | CONSTELLATION ENERGY CORP | CEG | 11,758 | $903,250 | 0.18% |
| 103 | DIAMONDBACK ENERGY INC | FANG | 6,606 | $880,580 | 0.18% |
| 104 | TRAVELERS COMPANIES INC | TRV | 5,108 | $872,550 | 0.18% |
| 105 | JPMORGAN CHASE & CO | VYLD | 6,720 | $865,200 | 0.17% |
| 106 | AMERICAN EXPRESS CO | AXP | 5,311 | $862,560 | 0.17% |
| 107 | ATLASSIAN CORPORATION | TEAM | 5,312 | $853,054 | 0.17% |
| 108 | EBAY INC. | EBAY | 19,284 | $846,760 | 0.17% |
| 109 | ALIGN TECHNOLOGY INC | ALGN | 2,709 | $844,802 | 0.17% |
| 110 | WALMART INC | WMT | 5,765 | $839,790 | 0.17% |
| 111 | VANGUARD SCOTTSDALE FDS | 92206C409 | 10,818 | $824,656 | 0.17% |
| 112 | SSGA ACTIVE ETF TR | 78467V848 | 18,274 | $749,782 | 0.15% |
| 113 | ISHARES TR | 464288687 | 23,573 | $735,949 | 0.15% |
| 114 | JD.COM INC | JDCMF | 16,296 | $723,542 | 0.15% |
| 115 | DATADOG INC | DDOG | 10,396 | $705,992 | 0.14% |
| 116 | MERCK & CO INC | MRK | 6,444 | $682,550 | 0.14% |
| 117 | VANGUARD WHITEHALL FDS | 921946885 | 10,952 | $682,419 | 0.14% |
| 118 | NIKE INC | NKE | 5,664 | $680,250 | 0.14% |
| 119 | ETF SER SOLUTIONS | 26922A172 | 32,739 | $643,321 | 0.13% |
| 120 | INTERNATIONAL BUSINESS MACHS | INTR | 4,969 | $642,094 | 0.13% |
| 121 | ZOOM VIDEO COMMUNICATIONS IN | ZM | 8,687 | $625,811 | 0.13% |
| 122 | DISNEY WALT CO | 254687106 | 6,007 | $589,290 | 0.12% |
| 123 | ZSCALER INC | ZS | 5,101 | $572,434 | 0.12% |
| 124 | SIRIUS XM HOLDINGS INC | SIRI | 137,551 | $544,702 | 0.11% |
| 125 | 3M CO | MMM | 5,288 | $543,500 | 0.11% |
| 126 | LUCID GROUP INC | LCID | 64,717 | $493,144 | 0.10% |
| 127 | RIVIAN AUTOMOTIVE INC | RIVN | 32,500 | $468,000 | 0.09% |
| 128 | COCA COLA CO | KO | 7,190 | $444,700 | 0.09% |
| 129 | BERKSHIRE HATHAWAY INC DEL | BRK-A | 1,059 | $323,080 | 0.07% |
| 130 | DOW INC | DOW | 5,391 | $291,110 | 0.06% |
| 131 | VERIZON COMMUNICATIONS INC | VZ | 7,372 | $285,000 | 0.06% |
| 132 | EXXON MOBIL CORP | XOM | 2,512 | $275,039 | 0.06% |