13F HOLDINGS REPORT
HARVEST VOLATILITY MANAGEMENT LLC
Quarter ended Q3 2023 · Filed August 8, 2023 · Accession 0001493152-23-027124
Total Value
$498.6M
Positions
133
Other Managers
1
Confidential Omitted
No
Holdings (133)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | MICROSOFT CORP | MSFT | 181,610 | $61.8M | 12.40% |
| 2 | APPLE INC | AAPL | 307,905 | $59.7M | 11.98% |
| 3 | NVIDIA CORPORATION | NVDA | 75,970 | $32.1M | 6.45% |
| 4 | AMAZON COM INC | AMZN | 243,905 | $31.8M | 6.38% |
| 5 | TESLA INC | TSLA | 75,358 | $19.7M | 3.96% |
| 6 | META PLATFORMS INC | META | 68,080 | $19.5M | 3.92% |
| 7 | ALPHABET INC | GOOG | 144,143 | $17.3M | 3.46% |
| 8 | ALPHABET INC | GOOG | 139,573 | $16.9M | 3.39% |
| 9 | BROADCOM INC | AVGO | 12,843 | $11.1M | 2.23% |
| 10 | PEPSICO INC | PEP | 42,445 | $7.9M | 1.58% |
| 11 | COSTCO WHSL CORP NEW | 22160K105 | 13,662 | $7.4M | 1.48% |
| 12 | ADOBE SYSTEMS INCORPORATED | ADBE | 14,114 | $6.9M | 1.38% |
| 13 | CISCO SYS INC | CSCO | 130,756 | $6.8M | 1.36% |
| 14 | NETFLIX INC | NFLX | 13,693 | $6.0M | 1.21% |
| 15 | ADVANCED MICRO DEVICES INC | AMD | 49,504 | $5.6M | 1.13% |
| 16 | HONEYWELL INTL INC | 438516106 | 25,765 | $5.3M | 1.07% |
| 17 | COMCAST CORP NEW | CCZ | 128,153 | $5.3M | 1.07% |
| 18 | T-MOBILE US INC | TMUSZ | 36,680 | $5.1M | 1.02% |
| 19 | TEXAS INSTRS INC | 882508104 | 27,963 | $5.0M | 1.01% |
| 20 | AMGEN INC | AMGN | 21,708 | $4.8M | 0.97% |
| 21 | INTEL CORP | INTC | 133,574 | $4.5M | 0.90% |
| 22 | QUALCOMM INC | QCOM | 34,302 | $4.1M | 0.82% |
| 23 | INTUIT | INTU | 8,624 | $4.0M | 0.79% |
| 24 | APPLIED MATLS INC | 038222105 | 25,856 | $3.7M | 0.75% |
| 25 | INTUITIVE SURGICAL INC | ISRG | 10,792 | $3.7M | 0.74% |
| 26 | STARBUCKS CORP | SBUX | 35,331 | $3.5M | 0.70% |
| 27 | BOOKING HOLDINGS INC | BKNG | 1,140 | $3.1M | 0.62% |
| 28 | MONDELEZ INTL INC | 609207105 | 41,958 | $3.1M | 0.61% |
| 29 | ANALOG DEVICES INC | ADI | 15,449 | $3.0M | 0.60% |
| 30 | GILEAD SCIENCES INC | GILD | 38,453 | $3.0M | 0.59% |
| 31 | AUTOMATIC DATA PROCESSING IN | ADP | 12,730 | $2.8M | 0.56% |
| 32 | VERTEX PHARMACEUTICALS INC | VRTX | 7,937 | $2.8M | 0.56% |
| 33 | UNITEDHEALTH GROUP INC | UNH | 5,672 | $2.7M | 0.55% |
| 34 | LAM RESEARCH CORP | LRCX | 4,140 | $2.7M | 0.53% |
| 35 | PALO ALTO NETWORKS INC | PANW | 9,410 | $2.4M | 0.48% |
| 36 | REGENERON PHARMACEUTICALS | REGN | 3,326 | $2.4M | 0.48% |
| 37 | PAYPAL HLDGS INC | PYPL | 34,383 | $2.3M | 0.46% |
| 38 | CSX CORP | CSX | 62,680 | $2.1M | 0.43% |
| 39 | MICRON TECHNOLOGY INC | MU | 33,697 | $2.1M | 0.43% |
| 40 | KLA CORP | KLAC | 4,229 | $2.1M | 0.41% |
| 41 | SYNOPSYS INC | SNPS | 4,689 | $2.0M | 0.41% |
| 42 | ACTIVISION BLIZZARD INC | 00507V109 | 24,187 | $2.0M | 0.41% |
| 43 | CADENCE DESIGN SYSTEM INC | CDNS | 8,399 | $2.0M | 0.40% |
| 44 | ASML HOLDING N V | ASMLF | 2,664 | $1.9M | 0.39% |
| 45 | MONSTER BEVERAGE CORP NEW | MNST | 32,110 | $1.8M | 0.37% |
| 46 | FORTINET INC | FTNT | 24,123 | $1.8M | 0.37% |
| 47 | MERCADOLIBRE INC | MELI | 1,525 | $1.8M | 0.36% |
| 48 | OREILLY AUTOMOTIVE INC | 67103H107 | 1,880 | $1.8M | 0.36% |
| 49 | HOME DEPOT INC | HD | 5,716 | $1.8M | 0.36% |
| 50 | GOLDMAN SACHS GROUP INC | GSCE | 5,404 | $1.7M | 0.35% |
| 51 | MARRIOTT INTL INC NEW | 571903202 | 9,377 | $1.7M | 0.35% |
| 52 | CHARTER COMMUNICATIONS INC N | 16119P108 | 4,618 | $1.7M | 0.34% |
| 53 | MCDONALDS CORP | MCD | 5,577 | $1.7M | 0.33% |
| 54 | NXP SEMICONDUCTORS N V | NXPI | 8,005 | $1.6M | 0.33% |
| 55 | AIRBNB INC | ABNB | 12,515 | $1.6M | 0.32% |
| 56 | MARVELL TECHNOLOGY INC | MRVL | 26,097 | $1.6M | 0.31% |
| 57 | CINTAS CORP | CTAS | 3,129 | $1.6M | 0.31% |
| 58 | DEXCOM INC | DXCM | 11,940 | $1.5M | 0.31% |
| 59 | MICROCHIP TECHNOLOGY INC. | MCHPP | 16,810 | $1.5M | 0.30% |
| 60 | MODERNA INC | MRNA | 11,722 | $1.4M | 0.29% |
| 61 | VISA INC | V | 5,991 | $1.4M | 0.29% |
| 62 | WORKDAY INC | WDAY | 6,252 | $1.4M | 0.28% |
| 63 | LULULEMON ATHLETICA INC | LULU | 3,710 | $1.4M | 0.28% |
| 64 | CATERPILLAR INC | CAT | 5,495 | $1.4M | 0.27% |
| 65 | AUTODESK INC | ADSK | 6,600 | $1.4M | 0.27% |
| 66 | PACCAR INC | PCAR | 16,114 | $1.3M | 0.27% |
| 67 | KEURIG DR PEPPER INC | KDP | 42,985 | $1.3M | 0.27% |
| 68 | COPART INC | CPRT | 14,686 | $1.3M | 0.27% |
| 69 | KRAFT HEINZ CO | KHC | 37,620 | $1.3M | 0.27% |
| 70 | AMERICAN ELEC PWR CO INC | 025537101 | 15,860 | $1.3M | 0.27% |
| 71 | IDEXX LABS INC | 45168D104 | 2,561 | $1.3M | 0.26% |
| 72 | ASTRAZENECA PLC | AZN | 17,961 | $1.3M | 0.26% |
| 73 | PDD HOLDINGS INC | PDD | 18,529 | $1.3M | 0.26% |
| 74 | BIOGEN INC | BIIB | 4,461 | $1.3M | 0.25% |
| 75 | ON SEMICONDUCTOR CORP | ON | 13,338 | $1.3M | 0.25% |
| 76 | EXELON CORP | EXC | 30,645 | $1.2M | 0.25% |
| 77 | OLD DOMINION FREIGHT LINE IN | ODFL | 3,373 | $1.2M | 0.25% |
| 78 | PAYCHEX INC | PAYX | 11,093 | $1.2M | 0.25% |
| 79 | SALESFORCE INC | CRM | 5,684 | $1.2M | 0.24% |
| 80 | ROSS STORES INC | ROST | 10,546 | $1.2M | 0.24% |
| 81 | BOEING CO | BA-PA | 5,506 | $1.2M | 0.23% |
| 82 | GE HEALTHCARE TECHNOLOGIES I | GEHC | 13,969 | $1.1M | 0.23% |
| 83 | COSTAR GROUP INC | CSGP | 12,589 | $1.1M | 0.22% |
| 84 | SEAGEN INC | SE | 5,690 | $1.1M | 0.22% |
| 85 | ELECTRONIC ARTS INC | EA | 8,396 | $1.1M | 0.22% |
| 86 | GLOBALFOUNDRIES INC | GFS | 16,622 | $1.1M | 0.22% |
| 87 | JOHNSON & JOHNSON | JNJ | 6,463 | $1.1M | 0.21% |
| 88 | XCEL ENERGY INC | XELLL | 16,952 | $1.1M | 0.21% |
| 89 | FASTENAL CO | FAST | 17,595 | $1.0M | 0.21% |
| 90 | COGNIZANT TECHNOLOGY SOLUTIO | CTSH | 15,639 | $1.0M | 0.20% |
| 91 | VERISK ANALYTICS INC | VRSK | 4,469 | $1.0M | 0.20% |
| 92 | CROWDSTRIKE HLDGS INC | CRWD | 6,802 | $999,010 | 0.20% |
| 93 | BAKER HUGHES COMPANY | BKR | 31,216 | $986,738 | 0.20% |
| 94 | DOLLAR TREE INC | DLTR | 6,793 | $974,796 | 0.20% |
| 95 | JPMORGAN CHASE & CO | VYLD | 6,673 | $970,521 | 0.19% |
| 96 | AMERICAN EXPRESS CO | AXP | 5,519 | $961,410 | 0.19% |
| 97 | CHEVRON CORP NEW | CVX | 6,106 | $960,779 | 0.19% |
| 98 | PROCTER AND GAMBLE CO | 742718109 | 6,313 | $957,935 | 0.19% |
| 99 | WARNER BROS DISCOVERY INC | WBD | 74,932 | $939,647 | 0.19% |
| 100 | TRAVELERS COMPANIES INC | TRV | 5,352 | $929,428 | 0.19% |
| 101 | VANGUARD WHITEHALL FDS | 921946406 | 8,738 | $926,840 | 0.19% |
| 102 | WALMART INC | WMT | 5,892 | $926,105 | 0.19% |
| 103 | CONSTELLATION ENERGY CORP | CEG | 10,000 | $915,500 | 0.18% |
| 104 | ILLUMINA INC | ILMN | 4,875 | $914,014 | 0.18% |
| 105 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 31,763 | $904,929 | 0.18% |
| 106 | DATADOG INC | DDOG | 8,991 | $884,535 | 0.18% |
| 107 | ANSYS INC | 03662Q105 | 2,671 | $882,151 | 0.18% |
| 108 | ALIGN TECHNOLOGY INC | ALGN | 2,357 | $833,530 | 0.17% |
| 109 | ATLASSIAN CORPORATION | TEAM | 4,610 | $773,604 | 0.16% |
| 110 | INTERNATIONAL BUSINESS MACHS | INTR | 5,670 | $758,703 | 0.15% |
| 111 | MERCK & CO INC | MRK | 6,447 | $743,920 | 0.15% |
| 112 | EBAY INC. | EBAY | 16,476 | $736,313 | 0.15% |
| 113 | DIAMONDBACK ENERGY INC | FANG | 5,590 | $734,302 | 0.15% |
| 114 | ENPHASE ENERGY INC | ENPH | 4,236 | $709,445 | 0.14% |
| 115 | VANGUARD SCOTTSDALE FDS | 92206C409 | 9,183 | $694,786 | 0.14% |
| 116 | ZSCALER INC | ZS | 4,404 | $644,305 | 0.13% |
| 117 | NIKE INC | NKE | 5,809 | $641,139 | 0.13% |
| 118 | SPDR SER TR | 78468R622 | 6,912 | $636,111 | 0.13% |
| 119 | SSGA ACTIVE ETF TR | 78467V848 | 15,234 | $617,739 | 0.12% |
| 120 | ISHARES TR | 464288687 | 19,330 | $597,877 | 0.12% |
| 121 | ETF SER SOLUTIONS | 26922A172 | 26,309 | $566,959 | 0.11% |
| 122 | VANGUARD WHITEHALL FDS | 921946885 | 8,923 | $555,635 | 0.11% |
| 123 | 3M CO | MMM | 5,501 | $550,595 | 0.11% |
| 124 | DISNEY WALT CO | 254687106 | 6,089 | $543,626 | 0.11% |
| 125 | SIRIUS XM HOLDINGS INC | SIRI | 117,379 | $531,727 | 0.11% |
| 126 | ZOOM VIDEO COMMUNICATIONS IN | ZM | 7,613 | $516,770 | 0.10% |
| 127 | JD.COM INC | JDCMF | 13,777 | $470,209 | 0.09% |
| 128 | COCA COLA CO | KO | 7,059 | $425,093 | 0.09% |
| 129 | LUCID GROUP INC | LCID | 55,658 | $383,484 | 0.08% |
| 130 | DOW INC | DOW | 5,585 | $297,457 | 0.06% |
| 131 | BERKSHIRE HATHAWAY INC DEL | BRK-A | 868 | $295,988 | 0.06% |
| 132 | VERIZON COMMUNICATIONS INC | VZ | 7,206 | $267,991 | 0.05% |
| 133 | EXXON MOBIL CORP | XOM | 2,058 | $220,721 | 0.04% |