Harvest Volatility Management LLC
- SEC CIK
- 0001455530
- Latest filing
- Oct 31, 2024
Holdings in Q2 2023
Holdings as of Jun 30, 2023, filed Aug 8, 2023. Long positions only; changes compare share counts with Q1 2023.
- Positions
- 133
- +1 vs. Q1 2023
- Portfolio value
- $498.6M
- +$2.62M (+0.5%) vs. Q1 2023
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| MSFTMicrosoft Corp | Stock | 181,610 | $61.8M | 12.4% | −29,264−13.9% | Reduced | History |
| AAPLApple Inc. | Stock | 307,905 | $59.7M | 12.0% | −52,145−14.5% | Reduced | History |
| NVDANVIDIA Corp | Stock | 75,970 | $32.1M | 6.4% | −12,604−14.2% | Reduced | History |
| AMZNAmazon Com Inc | Stock | 243,905 | $31.8M | 6.4% | −40,137−14.1% | Reduced | History |
| TSLATesla, Inc. | Stock | 75,358 | $19.7M | 4.0% | −12,364−14.1% | Reduced | History |
| METAMeta Platforms, Inc. | Stock | 68,080 | $19.5M | 3.9% | −11,779−14.7% | Reduced | History |
| GOOGLAlphabet Inc. | Stock | 144,143 | $17.3M | 3.5% | −24,365−14.5% | Reduced | History |
| GOOGAlphabet Inc. | Stock | 139,573 | $16.9M | 3.4% | −25,740−15.6% | Reduced | History |
| AVGOBroadcom Inc. | Stock | 12,843 | $11.1M | 2.2% | −2,135−14.3% | Reduced | History |
| PEPPepsiCo Inc | Stock | 42,445 | $7.86M | 1.6% | −7,035−14.2% | Reduced | History |
| COSTCostco Wholesale Corp | Stock | 13,662 | $7.36M | 1.5% | −2,279−14.3% | Reduced | History |
| ADBEAdobe Inc. | Stock | 14,114 | $6.90M | 1.4% | −2,314−14.1% | Reduced | History |
| CSCOCisco Systems, Inc. | Stock | 130,756 | $6.77M | 1.4% | −21,297−14.0% | Reduced | History |
| NFLXNetflix Inc | Stock | 13,693 | $6.03M | 1.2% | −2,306−14.4% | Reduced | History |
| AMDAdvanced Micro Devices Inc | Stock | 49,504 | $5.64M | 1.1% | −8,249−14.3% | Reduced | History |
| HONHoneywell International Inc | COM | 25,765 | $5.35M | 1.1% | −3,227−11.1% | Reduced | History |
| CMCSAComcast Corp | Stock | 128,153 | $5.32M | 1.1% | −22,949−15.2% | Reduced | History |
| TMUST-Mobile US, Inc. | Stock | 36,680 | $5.09M | 1.0% | −6,766−15.6% | Reduced | History |
| TXNTexas Instruments Inc | Stock | 27,963 | $5.03M | 1.0% | −4,589−14.1% | Reduced | History |
| AMGNAmgen Inc | Stock | 21,708 | $4.82M | 1.0% | −2,455−10.2% | Reduced | History |
| INTCIntel Corp | Stock | 133,574 | $4.47M | 0.9% | −19,817−12.9% | Reduced | History |
| QCOMQualcomm Inc | Stock | 34,302 | $4.08M | 0.8% | −5,729−14.3% | Reduced | History |
| INTUIntuit Inc. | Stock | 8,624 | $3.95M | 0.8% | −1,453−14.4% | Reduced | History |
| AMATApplied Materials Inc | Stock | 25,856 | $3.74M | 0.7% | −4,481−14.8% | Reduced | History |
| ISRGIntuitive Surgical Inc | COM NEW | 10,792 | $3.69M | 0.7% | −1,791−14.2% | Reduced | History |
| SBUXStarbucks Corp | Stock | 35,331 | $3.50M | 0.7% | −5,965−14.4% | Reduced | History |
| BKNGBooking Holdings Inc. | Stock | 1,140 | $3.08M | 0.6% | −220−16.2% | Reduced | History |
| MDLZMondelez International, Inc. | Stock | 41,958 | $3.06M | 0.6% | −7,018−14.3% | Reduced | History |
| ADIAnalog Devices Inc | Stock | 15,449 | $3.01M | 0.6% | −2,725−15.0% | Reduced | History |
| GILDGilead Sciences, Inc. | Stock | 38,453 | $2.96M | 0.6% | −6,376−14.2% | Reduced | History |
| ADPAutomatic Data Processing Inc | Stock | 12,730 | $2.80M | 0.6% | −2,157−14.5% | Reduced | History |
| VRTXVertex Pharmaceuticals Inc | Stock | 7,937 | $2.79M | 0.6% | −1,299−14.1% | Reduced | History |
| UNHUnitedHealth Group Inc | Stock | 5,672 | $2.73M | 0.5% | +174+3.2% | Added | History |
| LRCXLam Research Corp | COM | 4,140 | $2.66M | 0.5% | −708−14.6% | Reduced | History |
| PANWPalo Alto Networks Inc | Stock | 9,410 | $2.40M | 0.5% | −1,293−12.1% | Reduced | History |
| REGNRegeneron Pharmaceuticals, Inc. | COM | 3,326 | $2.39M | 0.5% | −540−14.0% | Reduced | History |
| PYPLPayPal Holdings, Inc. | Stock | 34,383 | $2.29M | 0.5% | −6,266−15.4% | Reduced | History |
| CSXCSX Corp | Stock | 62,680 | $2.14M | 0.4% | −11,455−15.5% | Reduced | History |
| MUMicron Technology Inc | Stock | 33,697 | $2.13M | 0.4% | −5,479−14.0% | Reduced | History |
| KLACKLA Corp | COM NEW | 4,229 | $2.05M | 0.4% | −748−15.0% | Reduced | History |
| SNPSSynopsys Inc | COM | 4,689 | $2.04M | 0.4% | −786−14.4% | Reduced | History |
| ATVIActivision Blizzard, Inc. | COM | 24,187 | $2.04M | 0.4% | −3,946−14.0% | Reduced | History |
| CDNSCadence Design Systems Inc | Stock | 8,399 | $1.97M | 0.4% | −1,402−14.3% | Reduced | History |
| ASMLASML Holding NV | ADR | 2,664 | $1.93M | 0.4% | −448−14.4% | Reduced | History |
| MNSTMonster Beverage Corp | COM | 32,110 | $1.84M | 0.4% | −5,213−14.0% | Reduced | History |
| FTNTFortinet, Inc. | Stock | 24,123 | $1.82M | 0.4% | −3,960−14.1% | Reduced | History |
| MELIMercadolibre Inc | COM | 1,525 | $1.81M | 0.4% | −258−14.5% | Reduced | History |
| ORLYO Reilly Automotive Inc | Stock | 1,880 | $1.80M | 0.4% | −349−15.7% | Reduced | History |
| HDHome Depot, Inc. | Stock | 5,716 | $1.78M | 0.4% | +166+3.0% | Added | History |
| GSGoldman Sachs Group Inc | Stock | 5,404 | $1.74M | 0.3% | +234+4.5% | Added | History |
| MARMarriott International Inc | Stock | 9,377 | $1.72M | 0.3% | −1,673−15.1% | Reduced | History |
| CHTRCharter Communications, Inc. | CL A | 4,618 | $1.70M | 0.3% | −844−15.5% | Reduced | History |
| MCDMcDonalds Corp | Stock | 5,577 | $1.66M | 0.3% | +195+3.6% | Added | History |
| NXPINXP Semiconductors N.V. | COM | 8,005 | $1.64M | 0.3% | −1,306−14.0% | Reduced | History |
| ABNBAirbnb, Inc. | Stock | 12,515 | $1.60M | 0.3% | −1,943−13.4% | Reduced | History |
| MRVLMarvell Technology, Inc. | COM | 26,097 | $1.56M | 0.3% | −4,073−13.5% | Reduced | History |
| CTASCintas Corp | Stock | 3,129 | $1.56M | 0.3% | −519−14.2% | Reduced | History |
| DXCMDexcom Inc | COM | 11,940 | $1.53M | 0.3% | −1,938−14.0% | Reduced | History |
| MCHPMicrochip Technology Inc | Stock | 16,810 | $1.51M | 0.3% | −2,880−14.6% | Reduced | History |
| MRNAModerna, Inc. | Stock | 11,722 | $1.42M | 0.3% | −2,125−15.3% | Reduced | History |
| VVisa Inc. | Stock | 5,991 | $1.42M | 0.3% | +103+1.7% | Added | History |
| WDAYWorkday, Inc. | CL A | 6,252 | $1.41M | 0.3% | −967−13.4% | Reduced | History |
| LULUlululemon athletica inc. | Stock | 3,710 | $1.40M | 0.3% | −621−14.3% | Reduced | History |
| CATCaterpillar Inc | Stock | 5,495 | $1.35M | 0.3% | +213+4.0% | Added | History |
| ADSKAutodesk, Inc. | COM | 6,600 | $1.35M | 0.3% | −1,157−14.9% | Reduced | History |
| PCARPaccar Inc | COM | 16,114 | $1.35M | 0.3% | −2,678−14.3% | Reduced | History |
| KDPKeurig Dr Pepper Inc. | COM | 42,985 | $1.34M | 0.3% | −7,216−14.4% | Reduced | History |
| CPRTCopart Inc | COM | 14,686 | $1.34M | 0.3% | −2,406−14.1% | Reduced | History |
| KHCKraft Heinz Co | Stock | 37,620 | $1.34M | 0.3% | −6,152−14.1% | Reduced | History |
| AEPAmerican Electric Power Co Inc | Stock | 15,860 | $1.34M | 0.3% | −2,619−14.2% | Reduced | History |
| IDXXIDEXX Laboratories Inc | COM | 2,561 | $1.29M | 0.3% | −420−14.1% | Reduced | History |
| AZNAstraZeneca PLC | SPONSORED ADR | 17,961 | $1.29M | 0.3% | −3,355−15.7% | Reduced | History |
| PDDPDD Holdings Inc. | SPONSORED ADS | 18,529 | $1.28M | 0.3% | −2,517−12.0% | Reduced | History |
| BIIBBiogen Inc. | COM | 4,461 | $1.27M | 0.3% | −731−14.1% | Reduced | History |
| ONOn Semiconductor Corp | Stock | 13,338 | $1.26M | 0.3% | +13,338 | New | History |
| EXCExelon Corp | Stock | 30,645 | $1.25M | 0.3% | −5,075−14.2% | Reduced | History |
| ODFLOld Dominion Freight Line, Inc. | COM | 3,373 | $1.25M | 0.3% | −572−14.5% | Reduced | History |
| PAYXPaychex Inc | Stock | 11,093 | $1.24M | 0.2% | −1,837−14.2% | Reduced | History |
| CRMSalesforce, Inc. | Stock | 5,684 | $1.20M | 0.2% | +173+3.1% | Added | History |
| ROSTRoss Stores, Inc. | COM | 10,546 | $1.18M | 0.2% | −1,832−14.8% | Reduced | History |
| BABoeing Co | Stock | 5,506 | $1.16M | 0.2% | +211+4.0% | Added | History |
| GEHCGE HealthCare Technologies Inc. | Stock | 13,969 | $1.13M | 0.2% | +13,969 | New | History |
| CSGPCostar Group, Inc. | COM | 12,589 | $1.12M | 0.2% | −2,031−13.9% | Reduced | History |
| SGENSeagen Inc. | COM | 5,690 | $1.10M | 0.2% | −918−13.9% | Reduced | History |
| EAElectronic Arts Inc. | COM | 8,396 | $1.09M | 0.2% | −1,447−14.7% | Reduced | History |
| GFSGLOBALFOUNDRIES Inc. | Stock | 16,622 | $1.07M | 0.2% | −2,654−13.8% | Reduced | History |
| JNJJohnson & Johnson | Stock | 6,463 | $1.07M | 0.2% | 00.0% | Unchanged | History |
| XELXcel Energy Inc | Stock | 16,952 | $1.05M | 0.2% | −2,794−14.1% | Reduced | History |
| FASTFastenal Co | Stock | 17,595 | $1.04M | 0.2% | −2,921−14.2% | Reduced | History |
| CTSHCognizant Technology Solutions Corp | CL A | 15,639 | $1.02M | 0.2% | −2,665−14.6% | Reduced | History |
| VRSKVerisk Analytics, Inc. | COM | 4,469 | $1.01M | 0.2% | −1,091−19.6% | Reduced | History |
| CRWDCrowdStrike Holdings, Inc. | Stock | 6,802 | $999.0K | 0.2% | −916−11.9% | Reduced | History |
| BKRBaker Hughes Co | CL A | 31,216 | $986.7K | 0.2% | −5,139−14.1% | Reduced | History |
| DLTRDollar Tree, Inc. | COM | 6,793 | $974.8K | 0.2% | −1,154−14.5% | Reduced | History |
| JPMJPMorgan Chase & Co | Stock | 6,673 | $970.5K | 0.2% | −47−0.7% | Reduced | History |
| AXPAmerican Express Co | Stock | 5,519 | $961.4K | 0.2% | +208+3.9% | Added | History |
| CVXChevron Corp | Stock | 6,106 | $960.8K | 0.2% | +78+1.3% | Added | History |
| PGProcter & Gamble Co | Stock | 6,313 | $957.9K | 0.2% | +31+0.5% | Added | History |
| WBDWarner Bros. Discovery, Inc. | Stock | 74,932 | $939.6K | 0.2% | −12,215−14.0% | Reduced | History |
| TRVTravelers Companies, Inc. | Stock | 5,352 | $929.4K | 0.2% | +244+4.8% | Added | History |
Sold out since Q1 2023 (2)
Positions held at the end of Q1 2023 that are gone from this filing.