$579 Million is the total value of HARVEST VOLATILITY MANAGEMENT LLC's 137 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 2.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $74,777,000 | -1.3% | 524,821 | -5.3% | 12.92% | +6.0% |
| MSFT | Sell | MICROSOFT CORP | $58,782,000 | -11.4% | 247,504 | -4.2% | 10.16% | -4.9% |
| AMZN | Sell | AMAZON COM INC | $37,691,000 | +4.1% | 328,323 | -3.7% | 6.51% | +11.8% |
| TSLA | Buy | TESLA INC | $26,797,000 | +14.9% | 99,911 | +188.6% | 4.63% | +23.4% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $19,484,000 | -15.8% | 198,636 | +1776.8% | 3.37% | -9.6% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $18,895,000 | -14.7% | 193,956 | +1809.2% | 3.27% | -8.4% |
| FB | Sell | META PLATFORMS INCcl a | $14,943,000 | -19.5% | 109,545 | -4.8% | 2.58% | -13.5% |
| NVDA | Sell | NVIDIA CORPORATION | $13,744,000 | -22.7% | 112,472 | -4.1% | 2.38% | -17.0% |
| PEP | Sell | PEPSICO INC | $12,198,000 | -4.1% | 73,213 | -4.0% | 2.11% | +3.0% |
| COST | Sell | COSTCO WHSL CORP NEW | $11,261,000 | -4.1% | 23,510 | -4.1% | 1.95% | +2.9% |
| AVGO | Sell | BROADCOM INC | $9,669,000 | -10.4% | 21,481 | -3.3% | 1.67% | -3.8% |
| CSCO | Sell | CISCO SYS INC | $9,168,000 | -7.0% | 225,982 | -2.3% | 1.58% | -0.2% |
| TMUS | Sell | T-MOBILE US INC | $8,879,000 | -2.5% | 65,949 | -2.5% | 1.54% | +4.8% |
| AMGN | Sell | AMGEN INC | $7,911,000 | -11.1% | 34,637 | -5.3% | 1.37% | -4.6% |
| TXN | Sell | TEXAS INSTRS INC | $7,679,000 | -0.1% | 48,464 | -3.1% | 1.33% | +7.3% |
| HON | Sell | HONEYWELL INTL INC | $7,144,000 | -5.6% | 42,006 | -3.6% | 1.24% | +1.3% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $7,105,000 | -26.1% | 233,491 | -4.6% | 1.23% | -20.6% |
| ADBE | Sell | ADOBE SYSTEMS INCORPORATED | $6,937,000 | -26.0% | 24,931 | -2.6% | 1.20% | -20.5% |
| QCOM | Sell | QUALCOMM INC | $6,841,000 | -12.4% | 59,573 | -2.5% | 1.18% | -6.0% |
| INTU | Sell | INTUIT | $5,941,000 | +0.3% | 14,973 | -2.6% | 1.03% | +7.7% |
| INTC | Sell | INTEL CORP | $5,913,000 | -30.3% | 224,132 | -1.2% | 1.02% | -25.2% |
| NFLX | Sell | NETFLIX INC | $5,649,000 | +34.0% | 23,564 | -2.2% | 0.98% | +43.7% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $5,498,000 | -21.7% | 85,718 | -6.6% | 0.95% | -15.9% |
| PYPL | Sell | PAYPAL HLDGS INC | $5,441,000 | +23.4% | 61,344 | -2.8% | 0.94% | +32.4% |
| SBUX | Sell | STARBUCKS CORP | $5,265,000 | +10.6% | 60,820 | -2.4% | 0.91% | +18.8% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $5,021,000 | +5.0% | 22,047 | -3.2% | 0.87% | +12.7% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,119,000 | -11.7% | 72,684 | -3.3% | 0.71% | -5.2% |
| GILD | Sell | GILEAD SCIENCES INC | $4,110,000 | -2.1% | 66,449 | -2.2% | 0.71% | +5.0% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $4,006,000 | +6.8% | 7,873 | +7.8% | 0.69% | +14.6% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $3,982,000 | +2.1% | 13,601 | -1.7% | 0.69% | +9.6% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $3,936,000 | +14.5% | 5,689 | -2.2% | 0.68% | +23.0% |
| ADI | Sell | ANALOG DEVICES INC | $3,874,000 | -6.6% | 27,287 | -3.8% | 0.67% | +0.4% |
| AMAT | Sell | APPLIED MATLS INC | $3,855,000 | -11.5% | 45,666 | -4.6% | 0.67% | -5.0% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $3,583,000 | -7.9% | 18,953 | -2.2% | 0.62% | -1.1% |
| BKNG | Sell | BOOKING HOLDINGS INC | $3,544,000 | -10.5% | 2,111 | -6.8% | 0.61% | -3.9% |
| FISV | Sell | FISERV INC | $3,218,000 | +2.3% | 33,931 | -4.0% | 0.56% | +9.9% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $3,102,000 | -5.7% | 41,433 | -1.9% | 0.54% | +1.3% |
| CSX | Sell | CSX CORP | $3,092,000 | -10.4% | 113,727 | -4.3% | 0.53% | -4.0% |
| MU | Sell | MICRON TECHNOLOGY INC | $2,928,000 | -12.6% | 58,546 | -3.4% | 0.51% | -6.1% |
| KDP | Sell | KEURIG DR PEPPER INC | $2,695,000 | -0.8% | 74,625 | -2.8% | 0.47% | +6.6% |
| LRCX | Sell | LAM RESEARCH CORP | $2,696,000 | -16.4% | 7,275 | -3.9% | 0.47% | -10.2% |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $2,652,000 | -39.8% | 8,485 | -9.7% | 0.46% | -35.4% |
| PANW | Buy | PALO ALTO NETWORKS INC | $2,582,000 | -3.0% | 15,594 | +189.3% | 0.45% | +4.0% |
| SNPS | Sell | SYNOPSYS INC | $2,510,000 | -0.9% | 8,117 | -2.7% | 0.43% | +6.4% |
| MNST | Sell | MONSTER BEVERAGE CORP NEW | $2,449,000 | -8.1% | 27,832 | -3.2% | 0.42% | -1.4% |
| MRNA | Sell | MODERNA INC | $2,445,000 | -21.7% | 20,711 | -5.3% | 0.42% | -15.9% |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $2,428,000 | -7.4% | 27,255 | -0.3% | 0.42% | -0.5% |
| MAR | Sell | MARRIOTT INTL INC NEWcl a | $2,414,000 | +0.1% | 17,179 | -3.1% | 0.42% | +7.5% |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $2,394,000 | +6.2% | 14,534 | -3.3% | 0.41% | +14.0% |
| ORLY | Sell | OREILLY AUTOMOTIVE INC | $2,396,000 | +1.8% | 3,366 | -9.7% | 0.41% | +9.2% |
| KLAC | Sell | KLA CORP | $2,338,000 | -10.5% | 7,525 | -8.1% | 0.40% | -3.8% |
| ABNB | Buy | AIRBNB INC | $2,221,000 | +23.3% | 20,825 | +3.0% | 0.38% | +32.4% |
| MELI | Sell | MERCADOLIBRE INC | $2,182,000 | +23.5% | 2,630 | -5.2% | 0.38% | +32.7% |
| ADSK | Sell | AUTODESK INC | $2,173,000 | +5.9% | 11,467 | -3.8% | 0.38% | +13.9% |
| KHC | Sell | KRAFT HEINZ CO | $2,169,000 | -14.2% | 64,639 | -2.5% | 0.38% | -7.9% |
| PAYX | Sell | PAYCHEX INC | $2,161,000 | -3.1% | 19,061 | -2.7% | 0.37% | +3.9% |
| CTAS | Sell | CINTAS CORP | $2,105,000 | -0.2% | 5,404 | -4.3% | 0.36% | +7.1% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $2,104,000 | -0.3% | 13,931 | -2.3% | 0.36% | +7.1% |
| FTNT | Sell | FORTINET INC | $2,070,000 | -16.0% | 41,711 | -4.3% | 0.36% | -9.8% |
| BIIB | Sell | BIOGEN INC | $2,034,000 | +24.4% | 7,697 | -4.0% | 0.35% | +33.8% |
| HD | Sell | HOME DEPOT INC | $2,005,000 | -1.5% | 7,205 | -2.9% | 0.35% | +5.8% |
| EXC | Sell | EXELON CORP | $1,990,000 | -17.4% | 52,714 | -0.8% | 0.34% | -11.3% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $1,939,000 | +2.0% | 6,547 | +2.3% | 0.34% | +9.5% |
| ASML | Sell | ASML HOLDING N V | $1,924,000 | -10.4% | 4,497 | -0.4% | 0.33% | -3.8% |
| LULU | Sell | LULULEMON ATHLETICA INC | $1,916,000 | +3.5% | 6,382 | -6.1% | 0.33% | +11.1% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $1,907,000 | -4.1% | 44,474 | -2.6% | 0.33% | +3.1% |
| XEL | Sell | XCEL ENERGY INC | $1,897,000 | -9.1% | 29,022 | -1.7% | 0.33% | -2.4% |
| CRWD | Sell | CROWDSTRIKE HLDGS INCcl a | $1,858,000 | -2.2% | 11,211 | -0.5% | 0.32% | +4.9% |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC. | $1,816,000 | +3.8% | 29,301 | -2.7% | 0.31% | +11.3% |
| EA | Sell | ELECTRONIC ARTS INC | $1,732,000 | -6.9% | 14,745 | -3.6% | 0.30% | 0.0% |
| DXCM | Sell | DEXCOM INC | $1,709,000 | +8.4% | 20,822 | -1.5% | 0.30% | +16.1% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $1,695,000 | -17.1% | 30,873 | -0.2% | 0.29% | -10.9% |
| WDAY | Sell | WORKDAY INCcl a | $1,639,000 | +9.9% | 10,487 | -1.9% | 0.28% | +17.9% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $1,640,000 | -18.7% | 51,975 | -2.3% | 0.28% | -12.9% |
| DLTR | Sell | DOLLAR TREE INC | $1,624,000 | -15.2% | 11,866 | -3.4% | 0.28% | -8.8% |
| ILMN | Sell | ILLUMINA INC | $1,618,000 | +2.0% | 8,349 | -3.0% | 0.28% | +9.8% |
| MCD | Buy | MCDONALDS CORP | $1,615,000 | +2.2% | 6,890 | +7.7% | 0.28% | +9.8% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,606,000 | -16.2% | 27,475 | -3.3% | 0.28% | -10.0% |
| TEAM | Sell | ATLASSIAN CORP PLCcl a | $1,605,000 | +11.6% | 7,560 | -1.5% | 0.28% | +19.9% |
| PCAR | Sell | PACCAR INC | $1,566,000 | +1.0% | 18,449 | -2.0% | 0.27% | +8.4% |
| ROST | Sell | ROSS STORES INC | $1,560,000 | +15.7% | 18,562 | -3.3% | 0.27% | +24.4% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE IN | $1,503,000 | -6.3% | 5,913 | -5.5% | 0.26% | +0.8% |
| PDD | Buy | PINDUODUO INCsponsored ads | $1,484,000 | +0.1% | 24,415 | +1.7% | 0.26% | +7.1% |
| IDXX | Sell | IDEXX LABS INC | $1,468,000 | -9.0% | 4,423 | -3.8% | 0.25% | -2.3% |
| VRSK | Sell | VERISK ANALYTICS INC | $1,446,000 | -4.7% | 8,331 | -4.9% | 0.25% | +2.5% |
| Sell | CONSTELLATION ENERGY CORP | $1,438,000 | +41.7% | 17,319 | -2.3% | 0.25% | +52.8% | |
| FAST | Sell | FASTENAL CO | $1,421,000 | -8.7% | 30,512 | -2.2% | 0.25% | -2.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $1,397,000 | -12.0% | 8,491 | -5.0% | 0.24% | -5.5% |
| V | Sell | VISA INC | $1,388,000 | -12.2% | 7,707 | -4.0% | 0.24% | -5.5% |
| CPRT | Sell | COPART INC | $1,383,000 | -1.5% | 12,598 | -2.5% | 0.24% | +5.8% |
| JD | Sell | JD.COM INCspon adr cl a | $1,349,000 | -35.2% | 26,324 | -18.7% | 0.23% | -30.4% |
| DDOG | Buy | DATADOG INC | $1,327,000 | -3.0% | 15,174 | +5.7% | 0.23% | +4.1% |
| SGEN | Sell | SEAGEN INC | $1,306,000 | -26.1% | 9,627 | -3.7% | 0.23% | -20.7% |
| Sell | LUCID GROUP INC | $1,242,000 | -19.1% | 87,517 | -2.2% | 0.22% | -13.0% | |
| ZS | Sell | ZSCALER INC | $1,228,000 | +8.1% | 7,400 | -2.6% | 0.21% | +15.8% |
| SIRI | Sell | SIRIUS XM HOLDINGS INC | $1,174,000 | -10.4% | 203,121 | -5.0% | 0.20% | -3.8% |
| CVX | Sell | CHEVRON CORP NEW | $1,127,000 | -7.5% | 7,786 | -7.5% | 0.20% | -0.5% |
| BIDU | Sell | BAIDU INCspon adr rep a | $1,118,000 | -42.7% | 9,499 | -27.6% | 0.19% | -38.5% |
| CAT | Buy | CATERPILLAR INC | $1,113,000 | -2.7% | 6,708 | +4.8% | 0.19% | +4.3% |
| EBAY | Sell | EBAY INC. | $1,099,000 | -17.2% | 29,156 | -8.5% | 0.19% | -11.2% |
| PG | Sell | PROCTER AND GAMBLE CO | $1,067,000 | -14.9% | 8,287 | -5.0% | 0.18% | -8.9% |
| ANSS | Sell | ANSYS INC | $1,051,000 | -7.9% | 4,621 | -3.1% | 0.18% | -1.1% |
| CRM | Buy | SALESFORCE INC | $1,047,000 | -0.9% | 7,130 | +11.4% | 0.18% | +6.5% |
| VRSN | Sell | VERISIGN INC | $1,002,000 | 0.0% | 5,688 | -5.0% | 0.17% | +7.5% |
| TRV | Buy | TRAVELERS COMPANIES INC | $998,000 | -7.8% | 6,451 | +0.8% | 0.17% | -1.1% |
| WMT | Buy | WALMART INC | $991,000 | +27.4% | 7,490 | +17.0% | 0.17% | +36.8% |
| ZM | Sell | ZOOM VIDEO COMMUNICATIONS INcl a | $975,000 | -31.3% | 13,091 | -0.5% | 0.17% | -26.2% |
| JPM | Sell | JPMORGAN CHASE & CO | $935,000 | -10.8% | 8,808 | -5.3% | 0.16% | -4.1% |
| AXP | Buy | AMERICAN EXPRESS CO | $932,000 | +5.1% | 6,764 | +5.7% | 0.16% | +12.6% |
| ALGN | Sell | ALIGN TECHNOLOGY INC | $873,000 | -15.2% | 4,139 | -4.8% | 0.15% | -9.0% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $855,000 | -5.4% | 7,030 | +9.8% | 0.15% | +1.4% |
| BA | Buy | BOEING CO | $848,000 | -3.1% | 6,769 | +5.8% | 0.15% | +4.3% |
| DIS | Buy | DISNEY WALT CO | $768,000 | +27.2% | 7,876 | +23.1% | 0.13% | +37.1% |
| MMM | Buy | 3M CO | $756,000 | -8.7% | 6,731 | +5.2% | 0.13% | -1.5% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $760,000 | -8.2% | 8,512 | -4.7% | 0.13% | -1.5% |
| MRK | Sell | MERCK & CO INC | $730,000 | -9.5% | 8,422 | -4.8% | 0.13% | -3.1% |
| MTCH | Sell | MATCH GROUP INC NEW | $725,000 | -32.9% | 15,020 | -3.1% | 0.12% | -28.2% |
| NKE | Buy | NIKE INCcl b | $703,000 | +7.5% | 7,379 | +15.3% | 0.12% | +16.2% |
| SPLK | Sell | SPLUNK INC | $661,000 | -13.4% | 8,493 | -1.5% | 0.11% | -7.3% |
| NTES | Sell | NETEASE INCsponsored ads | $637,000 | -40.1% | 8,477 | -25.5% | 0.11% | -35.7% |
| DOCU | Sell | DOCUSIGN INC | $576,000 | -6.3% | 10,432 | -2.7% | 0.10% | +1.0% |
| KO | Sell | COCA COLA CO | $551,000 | -14.3% | 9,746 | -4.6% | 0.10% | -8.7% |
| OKTA | Sell | OKTA INCcl a | $447,000 | -38.7% | 7,872 | -2.4% | 0.08% | -34.2% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $432,000 | -11.5% | 1,601 | -10.5% | 0.08% | -5.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $380,000 | -28.8% | 9,847 | -6.4% | 0.07% | -23.3% |
| XOM | Sell | EXXON MOBIL CORP | $325,000 | -11.7% | 3,660 | -14.9% | 0.06% | -5.1% |
| DOW | Buy | DOW INC | $305,000 | -7.6% | 6,903 | +7.9% | 0.05% | 0.0% |
| LLY | Sell | LILLY ELI & CO | $227,000 | -7.0% | 689 | -8.5% | 0.04% | 0.0% |
| PFE | Sell | PFIZER INC | $218,000 | -23.0% | 4,927 | -8.8% | 0.04% | -17.4% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $221,000 | -17.2% | 772 | -8.9% | 0.04% | -11.6% |
| ABBV | Sell | ABBVIE INC | $212,000 | -17.5% | 1,485 | -11.4% | 0.04% | -9.8% |
| VNQ | VANGUARD INDEX FDSreal estate etf | $80,000 | -12.1% | 4,425 | 0.0% | 0.01% | -6.7% | |
| VCSH | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $74,000 | -2.6% | 10,818 | 0.0% | 0.01% | +8.3% | |
| VWOB | VANGUARD WHITEHALL FDSem mk gov bd etf | $57,000 | -6.6% | 10,952 | 0.0% | 0.01% | 0.0% | |
| TOTL | SSGA ACTIVE ETF TRspdr tr tactic | $40,000 | -4.8% | 18,274 | 0.0% | 0.01% | 0.0% | |
| PFF | ISHARES TRpfd and incm sec | $32,000 | -3.0% | 23,573 | 0.0% | 0.01% | +20.0% | |
| NUSI | ETF SER SOLUTIONSnationwide nasdq | $19,000 | 0.0% | 32,739 | 0.0% | 0.00% | 0.0% | |
| JNK | Exit | SPDR SER TRbloomberg brclys | $0 | – | -8,286 | -100.0% | -0.02% | – |
| VYM | Exit | VANGUARD WHITEHALL FDShigh div yld | $0 | – | -9,956 | -100.0% | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -380 | -100.0% | -0.03% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -7,009 | -100.0% | -0.04% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-11-10
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| APPLE INC | 11 | Q2 2023 | 12.9% |
| MICROSOFT CORP | 11 | Q2 2023 | 12.4% |
| AMAZON COM INC | 11 | Q2 2023 | 7.0% |
| TESLA INC | 11 | Q2 2023 | 4.7% |
| NVIDIA CORPORATION | 11 | Q2 2023 | 6.4% |
| ALPHABET INC | 11 | Q2 2023 | 3.7% |
| ALPHABET INC | 11 | Q2 2023 | 3.6% |
| META PLATFORMS INC | 11 | Q2 2023 | 3.9% |
| PEPSICO INC | 11 | Q2 2023 | 2.1% |
| BROADCOM INC | 11 | Q2 2023 | 2.2% |
View HARVEST VOLATILITY MANAGEMENT LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-12 |
| 13F-HR | 2023-11-07 |
| 13F-HR | 2023-08-08 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-09 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-03 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
| 13F-HR | 2021-11-15 |
View HARVEST VOLATILITY MANAGEMENT LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.