Harvest Volatility Management as of Dec. 31, 2020
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 123 positions in its portfolio as reported in the December 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf Tr Tr Unit (SPY) | 39.9 | $341M | 912k | 373.88 | |
| Ishares Tr Core Msci Eafe (IEFA) | 24.7 | $211M | 3.1M | 69.09 | |
| Ishares Core Msci Emkt (IEMG) | 10.8 | $92M | 1.5M | 62.04 | |
| Apple (AAPL) | 2.3 | $20M | 150k | 132.69 | |
| Microsoft Corporation (MSFT) | 1.7 | $15M | 67k | 222.43 | |
| Amazon (AMZN) | 1.7 | $14M | 4.4k | 3256.96 | |
| Ishares Tr U.s. Real Es Etf (IYR) | 1.4 | $12M | 137k | 85.65 | |
| Ishares Tr Iboxx Hi Yd Etf (HYG) | 1.3 | $12M | 132k | 87.30 | |
| Spdr Ser Tr S&p Homebuild (XHB) | 0.9 | $8.1M | 140k | 57.64 | |
| Tesla Motors (TSLA) | 0.9 | $7.3M | 10k | 705.64 | |
| Facebook Cl A (META) | 0.7 | $5.8M | 21k | 273.15 | |
| Invesco Db Multi-sector Comm Agriculture Fd (DBA) | 0.7 | $5.8M | 359k | 16.14 | |
| Alphabet Cap Stk Cl C (GOOG) | 0.6 | $5.1M | 2.9k | 1751.72 | |
| Alphabet Cap Stk Cl A (GOOGL) | 0.5 | $4.6M | 2.6k | 1752.55 | |
| NVIDIA Corporation (NVDA) | 0.5 | $4.3M | 8.3k | 522.19 | |
| Paypal Holdings (PYPL) | 0.4 | $3.7M | 16k | 234.17 | |
| Ishares Tr Us Home Cons Etf (ITB) | 0.4 | $3.4M | 62k | 55.79 | |
| Adobe Systems Incorporated (ADBE) | 0.4 | $3.2M | 6.4k | 500.16 | |
| Comcast Corp Cl A (CMCSA) | 0.4 | $3.2M | 61k | 52.40 | |
| Netflix (NFLX) | 0.4 | $3.2M | 5.9k | 540.65 | |
| Pepsi (PEP) | 0.3 | $2.8M | 19k | 148.32 | |
| Intel Corporation (INTC) | 0.3 | $2.7M | 55k | 49.83 | |
| Cisco Systems (CSCO) | 0.3 | $2.5M | 57k | 44.74 | |
| Broadcom (AVGO) | 0.3 | $2.4M | 5.4k | 437.83 | |
| Qualcomm (QCOM) | 0.3 | $2.3M | 15k | 152.34 | |
| Metropcs Communications (TMUS) | 0.3 | $2.2M | 17k | 134.83 | |
| Costco Wholesale Corporation (COST) | 0.3 | $2.2M | 5.9k | 376.79 | |
| Texas Instruments Incorporated (TXN) | 0.2 | $2.0M | 12k | 164.14 | |
| Amgen (AMGN) | 0.2 | $1.8M | 7.8k | 229.90 | |
| Charter Communications Inc N Cl A (CHTR) | 0.2 | $1.8M | 2.7k | 661.56 | |
| Starbucks Corporation (SBUX) | 0.2 | $1.7M | 16k | 107.00 | |
| Advanced Micro Devices (AMD) | 0.2 | $1.5M | 16k | 91.69 | |
| Intuit (INTU) | 0.2 | $1.3M | 3.5k | 379.82 | |
| Intuitive Surgical Com New (ISRG) | 0.2 | $1.3M | 1.6k | 818.41 | |
| Booking Holdings (BKNG) | 0.1 | $1.2M | 545.00 | 2227.52 | |
| Mondelez Intl Cl A (MDLZ) | 0.1 | $1.1M | 19k | 58.47 | |
| Micron Technology (MU) | 0.1 | $1.1M | 15k | 75.15 | |
| MercadoLibre (MELI) | 0.1 | $1.1M | 663.00 | 1675.72 | |
| Applied Materials (AMAT) | 0.1 | $1.1M | 12k | 86.30 | |
| Etf Ser Solutions Nationwide Rsk (NUSI) | 0.1 | $1.1M | 38k | 27.49 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $1.0M | 12k | 91.55 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $1.0M | 27k | 38.51 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.1 | $1.0M | 13k | 83.25 | |
| Spdr Ser Tr Bloomberg Brclys (JNK) | 0.1 | $1.0M | 9.6k | 108.98 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.1 | $1.0M | 13k | 82.30 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $1.0M | 21k | 49.26 | |
| Jd.com Spon Adr Cl A (JD) | 0.1 | $1.0M | 12k | 87.93 | |
| Fiserv (FI) | 0.1 | $1.0M | 9.0k | 113.83 | |
| Automatic Data Processing (ADP) | 0.1 | $1.0M | 5.8k | 176.13 | |
| Gilead Sciences (GILD) | 0.1 | $980k | 17k | 58.24 | |
| Activision Blizzard | 0.1 | $963k | 10k | 92.83 | |
| CSX Corporation (CSX) | 0.1 | $932k | 10k | 90.79 | |
| Lam Research Corporation (LRCX) | 0.1 | $911k | 1.9k | 472.02 | |
| Autodesk (ADSK) | 0.1 | $899k | 2.9k | 305.37 | |
| Zoom Video Communications In Cl A (ZM) | 0.1 | $881k | 2.6k | 337.16 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $824k | 3.5k | 236.37 | |
| Baidu Spon Adr Rep A (BIDU) | 0.1 | $801k | 3.7k | 216.25 | |
| Analog Devices (ADI) | 0.1 | $733k | 5.0k | 147.81 | |
| Illumina (ILMN) | 0.1 | $723k | 2.0k | 369.82 | |
| Pinduoduo Sponsored Ads (PDD) | 0.1 | $712k | 4.0k | 177.73 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $680k | 1.4k | 482.95 | |
| Monster Beverage Corp (MNST) | 0.1 | $655k | 7.1k | 92.45 | |
| Keurig Dr Pepper (KDP) | 0.1 | $605k | 19k | 32.02 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $597k | 3.8k | 158.95 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.1 | $588k | 7.2k | 81.93 | |
| Ross Stores (ROST) | 0.1 | $586k | 4.8k | 122.72 | |
| Lululemon Athletica (LULU) | 0.1 | $583k | 1.7k | 348.06 | |
| Workday Cl A (WDAY) | 0.1 | $578k | 2.4k | 239.64 | |
| Marriott Intl Cl A (MAR) | 0.1 | $574k | 4.4k | 131.83 | |
| IDEXX Laboratories (IDXX) | 0.1 | $570k | 1.1k | 500.00 | |
| Kraft Heinz (KHC) | 0.1 | $569k | 16k | 34.66 | |
| Align Technology (ALGN) | 0.1 | $566k | 1.1k | 534.47 | |
| Electronic Arts (EA) | 0.1 | $559k | 3.9k | 143.66 | |
| Moderna (MRNA) | 0.1 | $555k | 5.3k | 104.50 | |
| American Electric Power Company (AEP) | 0.1 | $554k | 6.7k | 83.20 | |
| Exelon Corporation (EXC) | 0.1 | $553k | 13k | 42.23 | |
| Docusign (DOCU) | 0.1 | $552k | 2.5k | 222.13 | |
| Match Group (MTCH) | 0.1 | $539k | 3.6k | 151.06 | |
| Kla Corp Com New (KLAC) | 0.1 | $536k | 2.1k | 259.06 | |
| Synopsys (SNPS) | 0.1 | $528k | 2.0k | 259.46 | |
| Peloton Interactive Cl A Com (PTON) | 0.1 | $520k | 3.4k | 151.65 | |
| Cadence Design Systems (CDNS) | 0.1 | $511k | 3.7k | 136.41 | |
| Biogen Idec (BIIB) | 0.1 | $505k | 2.1k | 245.03 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.1 | $501k | 5.9k | 84.97 | |
| Cintas Corporation (CTAS) | 0.1 | $497k | 1.4k | 353.74 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.1 | $494k | 1.0k | 488.14 | |
| Microchip Technology (MCHP) | 0.1 | $482k | 3.5k | 138.11 | |
| Dex (DXCM) | 0.1 | $477k | 1.3k | 369.77 | |
| Xcel Energy (XEL) | 0.1 | $470k | 7.1k | 66.62 | |
| Xilinx | 0.1 | $467k | 3.3k | 141.90 | |
| eBay (EBAY) | 0.1 | $465k | 9.3k | 50.23 | |
| Walgreen Boots Alliance (WBA) | 0.1 | $464k | 12k | 39.91 | |
| Alexion Pharmaceuticals | 0.1 | $459k | 2.9k | 156.23 | |
| Verisk Analytics (VRSK) | 0.1 | $452k | 2.2k | 207.43 | |
| Paychex (PAYX) | 0.1 | $450k | 4.8k | 93.24 | |
| O'reilly Automotive (ORLY) | 0.1 | $439k | 971.00 | 452.11 | |
| Marvell Technology Group Ord | 0.1 | $428k | 9.0k | 47.59 | |
| Seagen | 0.0 | $423k | 2.4k | 175.08 | |
| Netease Sponsored Ads (NTES) | 0.0 | $421k | 4.4k | 95.86 | |
| Ansys (ANSS) | 0.0 | $417k | 1.1k | 363.56 | |
| Atlassian Corp Cl A | 0.0 | $415k | 1.8k | 233.93 | |
| Okta Cl A (OKTA) | 0.0 | $408k | 1.6k | 254.21 | |
| Copart (CPRT) | 0.0 | $404k | 3.2k | 127.40 | |
| Paccar (PCAR) | 0.0 | $401k | 4.6k | 86.29 | |
| Fastenal Company (FAST) | 0.0 | $376k | 7.7k | 48.81 | |
| stock | 0.0 | $365k | 2.2k | 169.69 | |
| Sirius Xm Holdings (SIRI) | 0.0 | $363k | 57k | 6.36 | |
| Dollar Tree (DLTR) | 0.0 | $341k | 3.2k | 107.95 | |
| Skyworks Solutions (SWKS) | 0.0 | $341k | 2.2k | 152.91 | |
| Verisign (VRSN) | 0.0 | $332k | 1.5k | 216.71 | |
| Cerner Corporation | 0.0 | $323k | 4.1k | 78.47 | |
| Maxim Integrated Products | 0.0 | $318k | 3.6k | 88.70 | |
| Ishares Tr Core Us Aggbd Et (AGG) | 0.0 | $287k | 2.4k | 118.25 | |
| Incyte Corporation (INCY) | 0.0 | $256k | 2.9k | 87.07 | |
| Cdw (CDW) | 0.0 | $253k | 1.9k | 131.98 | |
| Check Point Software Tech Lt Ord (CHKP) | 0.0 | $250k | 1.9k | 132.77 | |
| Trip Com Group Ads (TCOM) | 0.0 | $237k | 7.0k | 33.75 | |
| Fox Corp Cl A Com (FOXA) | 0.0 | $132k | 4.5k | 29.15 | |
| Fox Corp Cl B Com (FOX) | 0.0 | $100k | 3.5k | 28.92 | |
| Spdr S&p Midcap 400 Etf Tr Utser1 S&pdcrp (MDY) | 0.0 | $26k | 62.00 | 419.35 | |
| Ishares Tr Russell 2000 Etf (IWM) | 0.0 | $10k | 53.00 | 188.68 | |
| Spdr Gold Tr Gold Shs (GLD) | 0.0 | $7.0k | 41.00 | 170.73 | |
| Ishares Silver Tr Ishares (SLV) | 0.0 | $3.0k | 126.00 | 23.81 |
