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Livermore
Livermore
ZHEN

Harvest Volatility Management LLC

SEC CIK
0001455530
Latest filing
Oct 31, 2024

Holdings in Q2 2022

Holdings as of Jun 30, 2022, filed Aug 3, 2022. Long positions only; changes compare share counts with Q1 2022.

Institution overview
Positions
141
+2 vs. Q1 2022
Portfolio value
$621.2M
−$264.1M (−29.8%) vs. Q1 2022
Filed
Aug 3, 2022
SEC
Holdings of Harvest Volatility Management LLC in Q2 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
AAPLApple Inc.Stock553,982$75.7M12.2%−63,358−10.3%ReducedHistory
MSFTMicrosoft CorpStock258,332$66.3M10.7%−28,778−10.0%ReducedHistory
AMZNAmazon Com IncStock340,795$36.2M5.8%−39,665−10.4%ReducedConverted for a 20-for-1 splitHistory
TSLATesla, Inc.Stock34,625$23.3M3.8%−3,967−10.3%ReducedHistory
GOOGAlphabet Inc.Stock10,584$23.2M3.7%−1,229−10.4%ReducedHistory
GOOGLAlphabet Inc.Stock10,159$22.1M3.6%−1,131−10.0%ReducedHistory
METAMeta Platforms, Inc.Stock115,080$18.6M3.0%−13,703−10.6%ReducedHistory
NVDANVIDIA CorpStock117,314$17.8M2.9%−13,869−10.6%ReducedHistory
PEPPepsiCo IncStock76,302$12.7M2.0%−9,022−10.6%ReducedHistory
COSTCostco Wholesale CorpStock24,510$11.7M1.9%−2,826−10.3%ReducedHistory
AVGOBroadcom Inc.Stock22,206$10.8M1.7%−3,042−12.0%ReducedHistory
CSCOCisco Systems, Inc.Stock231,284$9.86M1.6%−27,291−10.6%ReducedHistory
CMCSAComcast CorpStock244,860$9.61M1.5%−30,289−11.0%ReducedHistory
ADBEAdobe Inc.Stock25,603$9.37M1.5%−3,140−10.9%ReducedHistory
TMUST-Mobile US, Inc.Stock67,650$9.10M1.5%−8,338−11.0%ReducedHistory
AMGNAmgen IncStock36,582$8.90M1.4%−3,190−8.0%ReducedHistory
INTCIntel CorpStock226,818$8.48M1.4%−26,739−10.5%ReducedHistory
QCOMQualcomm IncStock61,112$7.81M1.3%−7,451−10.9%ReducedHistory
TXNTexas Instruments IncStock50,022$7.69M1.2%−6,169−11.0%ReducedHistory
HONHoneywell International IncCOM43,558$7.57M1.2%−4,053−8.5%ReducedHistory
AMDAdvanced Micro Devices IncStock91,772$7.02M1.1%+5,307+6.1%AddedHistory
INTUIntuit Inc.Stock15,374$5.93M1.0%−1,861−10.8%ReducedHistory
ADPAutomatic Data Processing IncStock22,775$4.78M0.8%−2,783−10.9%ReducedHistory
SBUXStarbucks CorpStock62,317$4.76M0.8%−7,670−11.0%ReducedHistory
MDLZMondelez International, Inc.Stock75,166$4.67M0.8%−9,277−11.0%ReducedHistory
PYPLPayPal Holdings, Inc.Stock63,126$4.41M0.7%−7,741−10.9%ReducedHistory
CHTRCharter Communications, Inc.CL A9,396$4.40M0.7%−1,117−10.6%ReducedHistory
AMATApplied Materials IncStock47,877$4.36M0.7%−5,880−10.9%ReducedHistory
NFLXNetflix IncStock24,106$4.21M0.7%−2,913−10.8%ReducedHistory
GILDGilead Sciences, Inc.Stock67,920$4.20M0.7%−8,355−11.0%ReducedHistory
ADIAnalog Devices IncStock28,378$4.15M0.7%−3,459−10.9%ReducedHistory
BKNGBooking Holdings Inc.Stock2,265$3.96M0.6%−246−9.8%ReducedHistory
VRTXVertex Pharmaceuticals IncStock13,841$3.90M0.6%−1,666−10.7%ReducedHistory
ISRGIntuitive Surgical IncCOM NEW19,384$3.89M0.6%−2,393−11.0%ReducedHistory
UNHUnitedHealth Group IncStock7,305$3.75M0.6%+637+9.6%AddedHistory
CSXCSX CorpStock118,778$3.45M0.6%−14,651−11.0%ReducedHistory
REGNRegeneron Pharmaceuticals, Inc.COM5,815$3.44M0.6%−676−10.4%ReducedHistory
MUMicron Technology IncStock60,623$3.35M0.5%−7,481−11.0%ReducedHistory
ATVIActivision Blizzard, Inc.COM42,244$3.29M0.5%−5,147−10.9%ReducedHistory
LRCXLam Research CorpCOM7,568$3.23M0.5%−922−10.9%ReducedHistory
FISVFiserv IncStock35,356$3.15M0.5%−4,322−10.9%ReducedHistory
MRNAModerna, Inc.Stock21,867$3.12M0.5%−2,659−10.8%ReducedHistory
KDPKeurig Dr Pepper Inc.COM76,782$2.72M0.4%−9,498−11.0%ReducedHistory
MNSTMonster Beverage CorpCOM28,763$2.67M0.4%−3,455−10.7%ReducedHistory
PANWPalo Alto Networks IncStock5,391$2.66M0.4%−611−10.2%ReducedHistory
AEPAmerican Electric Power Co IncStock27,344$2.62M0.4%−3,335−10.9%ReducedHistory
KLACKLA CorpCOM NEW8,186$2.61M0.4%−987−10.8%ReducedHistory
SNPSSynopsys IncCOM8,338$2.53M0.4%−987−10.6%ReducedHistory
KHCKraft Heinz CoStock66,288$2.53M0.4%−8,160−11.0%ReducedHistory
FTNTFortinet, Inc.Stock43,573$2.46M0.4%−5,352−10.9%ReducedConverted for a 5-for-1 splitHistory
MARMarriott International IncStock17,725$2.41M0.4%−2,143−10.8%ReducedHistory
EXCExelon CorpStock53,132$2.41M0.4%−6,508−10.9%ReducedHistory
ORLYO Reilly Automotive IncStock3,726$2.35M0.4%−339−8.3%ReducedHistory
CDNSCadence Design Systems IncStock15,033$2.25M0.4%−1,837−10.9%ReducedHistory
PAYXPaychex IncStock19,591$2.23M0.4%−2,367−10.8%ReducedHistory
ASMLASML Holding NVADR4,514$2.15M0.3%−549−10.8%ReducedHistory
NXPINXP Semiconductors N.V.COM14,252$2.11M0.3%−1,731−10.8%ReducedHistory
CTASCintas CorpStock5,647$2.11M0.3%−679−10.7%ReducedHistory
XELXcel Energy IncStock29,509$2.09M0.3%−3,589−10.8%ReducedHistory
JDJD.com, Inc.SPON ADS CL A32,398$2.08M0.3%−3,936−10.8%ReducedHistory
ADSKAutodesk, Inc.COM11,926$2.05M0.3%−1,471−11.0%ReducedHistory
AZNAstraZeneca PLCSPONSORED ADR30,943$2.04M0.3%−3,776−10.9%ReducedHistory
HDHome Depot, Inc.Stock7,419$2.04M0.3%+643+9.5%AddedHistory
WBAWalgreens Boots Alliance, Inc.COM53,183$2.02M0.3%−5,235−9.0%ReducedHistory
MRVLMarvell Technology, Inc.COM45,660$1.99M0.3%−5,663−11.0%ReducedHistory
BIDUBaidu, Inc.ADR13,121$1.95M0.3%−1,601−10.9%ReducedHistory
CTSHCognizant Technology Solutions CorpCL A28,408$1.92M0.3%−3,503−11.0%ReducedHistory
DLTRDollar Tree, Inc.COM12,280$1.91M0.3%−1,413−10.3%ReducedHistory
GSGoldman Sachs Group IncStock6,400$1.90M0.3%+515+8.8%AddedHistory
CRWDCrowdStrike Holdings, Inc.Stock11,273$1.90M0.3%−1,406−11.1%ReducedHistory
EAElectronic Arts Inc.COM15,289$1.86M0.3%−1,832−10.7%ReducedHistory
LULUlululemon athletica inc.Stock6,793$1.85M0.3%−737−9.8%ReducedHistory
ABNBAirbnb, Inc.Stock20,213$1.80M0.3%−2,379−10.5%ReducedHistory
SGENSeagen Inc.COM9,994$1.77M0.3%−1,182−10.6%ReducedHistory
MELIMercadolibre IncCOM2,775$1.77M0.3%−311−10.1%ReducedHistory
MCHPMicrochip Technology IncStock30,112$1.75M0.3%−3,705−11.0%ReducedHistory
BIIBBiogen Inc.COM8,016$1.64M0.3%−939−10.5%ReducedHistory
IDXXIDEXX Laboratories IncCOM4,599$1.61M0.3%−549−10.7%ReducedHistory
ODFLOld Dominion Freight Line, Inc.COM6,260$1.60M0.3%−744−10.6%ReducedHistory
JNJJohnson & JohnsonStock8,940$1.59M0.3%+868+10.8%AddedHistory
ILMNIllumina, Inc.COM8,607$1.59M0.3%−966−10.1%ReducedHistory
VVisa Inc.Stock8,025$1.58M0.3%+736+10.1%AddedHistory
MCDMcDonalds CorpStock6,400$1.58M0.3%+515+8.8%AddedHistory
DXCMDexcom IncCOM21,149$1.58M0.3%−2,499−10.6%ReducedConverted for a 4-for-1 splitHistory
FASTFastenal CoStock31,191$1.56M0.3%−3,835−10.9%ReducedHistory
PCARPaccar IncCOM18,826$1.55M0.2%−2,334−11.0%ReducedHistory
LCIDLucid Group, Inc.COM89,489$1.54M0.2%−11,056−11.0%ReducedHistory
VRSKVerisk Analytics, Inc.COM8,763$1.52M0.2%−1,052−10.7%ReducedHistory
WDAYWorkday, Inc.CL A10,685$1.49M0.2%−1,247−10.5%ReducedHistory
PDDPDD Holdings Inc.SPONSORED ADS24,001$1.48M0.2%−2,913−10.8%ReducedHistory
TEAMAtlassian CorpCL A7,673$1.44M0.2%−922−10.7%ReducedHistory
ZMZoom Communications, Inc.Stock13,152$1.42M0.2%−1,601−10.9%ReducedHistory
CPRTCopart IncCOM12,924$1.40M0.2%−1,507−10.4%ReducedHistory
DDOGDatadog, Inc.CL A COM14,360$1.37M0.2%−1,731−10.8%ReducedHistory
ROSTRoss Stores, Inc.COM19,197$1.35M0.2%−2,299−10.7%ReducedHistory
EBAYeBay IncCOM31,848$1.33M0.2%−3,900−10.9%ReducedHistory
SIRISirius XM Holdings Inc.COM213,736$1.31M0.2%−26,397−11.0%ReducedHistory
PGProcter & Gamble CoStock8,724$1.25M0.2%+814+10.3%AddedHistory
CVXChevron CorpStock8,419$1.22M0.2%+914+12.2%AddedHistory
CATCaterpillar IncStock6,400$1.14M0.2%+515+8.8%AddedHistory