Harvest Volatility Management as of Dec. 31, 2021
Portfolio Holdings for Harvest Volatility Management
Harvest Volatility Management holds 136 positions in its portfolio as reported in the December 2021 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) | 55.8 | $594B | 1.2M | 474960.00 | |
| Ishares Tr Core Msci Eafe (IEFA) | 26.4 | $281B | 3.8M | 74640.00 | |
| Ishares Core Msci Emkt (IEMG) | 11.4 | $121B | 2.0M | 59860.00 | |
| Ishares Tr Tips Bd Etf (TIP) | 2.8 | $29B | 228k | 129200.00 | |
| Ishares Tr U.s. Real Es Etf (IYR) | 1.5 | $16B | 137k | 116140.00 | |
| Invesco Db Multi-sector Comm Agriculture Fd (DBA) | 1.4 | $15B | 757k | 19750.00 | |
| Vanguard Whitehall Fds High Div Yld (VYM) | 0.1 | $1.1B | 10k | 112109.98 | |
| Ishares Tr Pfd And Incm Sec (PFF) | 0.1 | $930M | 24k | 39429.98 | |
| Etf Ser Solutions Nationwide Rsk (NUSI) | 0.1 | $914M | 33k | 27920.00 | |
| Spdr Ser Tr Bloomberg Brclys (JNK) | 0.1 | $900M | 8.3k | 108570.00 | |
| Vanguard Scottsdale Fds Shrt Trm Corp Bd (VCSH) | 0.1 | $879M | 11k | 81260.03 | |
| Ssga Active Etf Tr Spdr Tr Tactic (TOTL) | 0.1 | $865M | 18k | 47339.99 | |
| Vanguard Whitehall Fds Emerg Mkt Bd Etf (VWOB) | 0.1 | $851M | 11k | 77659.97 | |
| Vanguard Index Fds Real Estate Etf (VNQ) | 0.0 | $513M | 4.4k | 116009.94 | |
| Apple (AAPL) | 0.0 | $108M | 607k | 177.57 | |
| Microsoft Corporation (MSFT) | 0.0 | $94M | 280k | 336.32 | |
| Amazon (AMZN) | 0.0 | $62M | 19k | 3334.32 | |
| Facebook Cl A (META) | 0.0 | $44M | 130k | 336.35 | |
| Tesla Motors (TSLA) | 0.0 | $39M | 37k | 1056.78 | |
| NVIDIA Corporation (NVDA) | 0.0 | $38M | 130k | 294.11 | |
| Alphabet Cap Stk Cl C (GOOG) | 0.0 | $34M | 12k | 2893.63 | |
| Alphabet Cap Stk Cl A (GOOGL) | 0.0 | $32M | 11k | 2897.03 | |
| Broadcom (AVGO) | 0.0 | $17M | 25k | 665.41 | |
| Cisco Systems (CSCO) | 0.0 | $17M | 261k | 63.37 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $17M | 29k | 567.08 | |
| Netflix (NFLX) | 0.0 | $16M | 27k | 602.46 | |
| Costco Wholesale Corporation (COST) | 0.0 | $15M | 27k | 567.72 | |
| Pepsi (PEP) | 0.0 | $15M | 84k | 173.70 | |
| Comcast Corp Cl A (CMCSA) | 0.0 | $14M | 278k | 50.33 | |
| Paypal Holdings (PYPL) | 0.0 | $14M | 72k | 188.59 | |
| Intel Corporation (INTC) | 0.0 | $13M | 248k | 51.50 | |
| Qualcomm (QCOM) | 0.0 | $13M | 68k | 182.87 | |
| Intuit (INTU) | 0.0 | $11M | 17k | 643.25 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $11M | 56k | 188.47 | |
| Advanced Micro Devices (AMD) | 0.0 | $11M | 74k | 143.90 | |
| Honeywell International (HON) | 0.0 | $9.4M | 45k | 208.52 | |
| Metropcs Communications (TMUS) | 0.0 | $8.8M | 76k | 115.99 | |
| Applied Materials (AMAT) | 0.0 | $8.7M | 55k | 157.35 | |
| Amgen (AMGN) | 0.0 | $8.4M | 38k | 224.98 | |
| Starbucks Corporation (SBUX) | 0.0 | $8.4M | 72k | 116.97 | |
| Intuitive Surgical Com New (ISRG) | 0.0 | $7.8M | 22k | 359.31 | |
| Charter Communications Inc N Cl A (CHTR) | 0.0 | $7.1M | 11k | 651.93 | |
| Micron Technology (MU) | 0.0 | $6.4M | 68k | 93.15 | |
| Automatic Data Processing (ADP) | 0.0 | $6.3M | 26k | 246.58 | |
| Moderna (MRNA) | 0.0 | $6.3M | 25k | 253.96 | |
| Lam Research Corporation (LRCX) | 0.0 | $6.2M | 8.6k | 719.10 | |
| Booking Holdings (BKNG) | 0.0 | $6.0M | 2.5k | 2399.03 | |
| Analog Devices (ADI) | 0.0 | $5.8M | 33k | 175.78 | |
| Mondelez Intl Cl A (MDLZ) | 0.0 | $5.6M | 85k | 66.31 | |
| Gilead Sciences (GILD) | 0.0 | $5.6M | 77k | 72.61 | |
| CSX Corporation (CSX) | 0.0 | $5.1M | 135k | 37.60 | |
| Marvell Technology (MRVL) | 0.0 | $4.4M | 50k | 87.50 | |
| Fiserv (FI) | 0.0 | $4.2M | 40k | 103.78 | |
| MercadoLibre (MELI) | 0.0 | $4.1M | 3.1k | 1348.47 | |
| Regeneron Pharmaceuticals (REGN) | 0.0 | $4.1M | 6.4k | 631.57 | |
| Kla Corp Com New (KLAC) | 0.0 | $4.0M | 9.2k | 430.12 | |
| Asml Holding N V N Y Registry Shs (ASML) | 0.0 | $3.9M | 4.9k | 796.07 | |
| Lucid Group (LCID) | 0.0 | $3.8M | 100k | 38.05 | |
| Autodesk (ADSK) | 0.0 | $3.8M | 13k | 281.21 | |
| Nxp Semiconductors N V (NXPI) | 0.0 | $3.7M | 16k | 227.77 | |
| Illumina (ILMN) | 0.0 | $3.6M | 9.5k | 380.45 | |
| Fortinet (FTNT) | 0.0 | $3.6M | 9.9k | 359.44 | |
| Airbnb Com Cl A (ABNB) | 0.0 | $3.5M | 21k | 166.47 | |
| Exelon Corporation (EXC) | 0.0 | $3.4M | 60k | 57.77 | |
| Synopsys (SNPS) | 0.0 | $3.4M | 9.3k | 368.48 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.0 | $3.4M | 16k | 219.58 | |
| IDEXX Laboratories (IDXX) | 0.0 | $3.4M | 5.2k | 658.48 | |
| Palo Alto Networks (PANW) | 0.0 | $3.3M | 6.0k | 556.69 | |
| Marriott Intl Cl A (MAR) | 0.0 | $3.3M | 20k | 165.27 | |
| Atlassian Corp Cl A | 0.0 | $3.3M | 8.6k | 381.26 | |
| Workday Cl A (WDAY) | 0.0 | $3.2M | 12k | 273.19 | |
| Xilinx | 0.0 | $3.2M | 15k | 212.00 | |
| Keurig Dr Pepper (KDP) | 0.0 | $3.2M | 87k | 36.86 | |
| Jd.com Spon Adr Cl A (JD) | 0.0 | $3.2M | 45k | 70.07 | |
| Dex (DXCM) | 0.0 | $3.2M | 5.9k | 536.90 | |
| Activision Blizzard | 0.0 | $3.2M | 48k | 66.53 | |
| Align Technology (ALGN) | 0.0 | $3.2M | 4.8k | 657.09 | |
| Cadence Design Systems (CDNS) | 0.0 | $3.2M | 17k | 186.34 | |
| Monster Beverage Corp (MNST) | 0.0 | $3.1M | 32k | 96.05 | |
| Paychex (PAYX) | 0.0 | $3.0M | 22k | 136.50 | |
| Lululemon Athletica (LULU) | 0.0 | $3.0M | 7.6k | 391.49 | |
| Microchip Technology (MCHP) | 0.0 | $2.9M | 34k | 87.05 | |
| O'reilly Automotive (ORLY) | 0.0 | $2.9M | 4.1k | 706.21 | |
| Cognizant Technology Solutio Cl A (CTSH) | 0.0 | $2.8M | 32k | 88.72 | |
| Cintas Corporation (CTAS) | 0.0 | $2.8M | 6.3k | 443.12 | |
| Datadog Cl A Com (DDOG) | 0.0 | $2.8M | 16k | 178.12 | |
| Walgreen Boots Alliance (WBA) | 0.0 | $2.8M | 53k | 52.16 | |
| American Electric Power Company (AEP) | 0.0 | $2.7M | 31k | 88.97 | |
| Zscaler Incorporated (ZS) | 0.0 | $2.7M | 8.5k | 321.38 | |
| Zoom Video Communications In Cl A (ZM) | 0.0 | $2.7M | 15k | 183.92 | |
| Kraft Heinz (KHC) | 0.0 | $2.7M | 75k | 35.91 | |
| Crowdstrike Hldgs Cl A (CRWD) | 0.0 | $2.6M | 13k | 204.78 | |
| eBay (EBAY) | 0.0 | $2.5M | 38k | 66.50 | |
| Ross Stores (ROST) | 0.0 | $2.5M | 22k | 114.27 | |
| Match Group (MTCH) | 0.0 | $2.3M | 17k | 132.28 | |
| Electronic Arts (EA) | 0.0 | $2.3M | 17k | 131.90 | |
| Verisk Analytics (VRSK) | 0.0 | $2.2M | 9.8k | 228.73 | |
| Fastenal Company (FAST) | 0.0 | $2.2M | 35k | 64.05 | |
| Xcel Energy (XEL) | 0.0 | $2.2M | 33k | 67.71 | |
| Baidu Spon Adr Rep A (BIDU) | 0.0 | $2.2M | 15k | 148.77 | |
| Copart (CPRT) | 0.0 | $2.2M | 15k | 151.61 | |
| Biogen Idec (BIIB) | 0.0 | $2.1M | 8.9k | 239.97 | |
| Ansys (ANSS) | 0.0 | $2.1M | 5.3k | 401.05 | |
| Okta Cl A (OKTA) | 0.0 | $2.0M | 9.0k | 224.16 | |
| Dollar Tree (DLTR) | 0.0 | $1.9M | 14k | 140.50 | |
| Paccar (PCAR) | 0.0 | $1.9M | 21k | 88.24 | |
| Docusign (DOCU) | 0.0 | $1.8M | 12k | 152.29 | |
| Netease Sponsored Ads (NTES) | 0.0 | $1.8M | 17k | 101.77 | |
| Seagen | 0.0 | $1.7M | 11k | 154.60 | |
| Verisign (VRSN) | 0.0 | $1.7M | 6.8k | 253.80 | |
| UnitedHealth (UNH) | 0.0 | $1.6M | 3.2k | 502.05 | |
| Skyworks Solutions (SWKS) | 0.0 | $1.6M | 10k | 155.13 | |
| Sirius Xm Holdings (SIRI) | 0.0 | $1.6M | 244k | 6.35 | |
| Pinduoduo Sponsored Ads (PDD) | 0.0 | $1.5M | 25k | 58.29 | |
| Home Depot (HD) | 0.0 | $1.3M | 3.2k | 415.06 | |
| Goldman Sachs (GS) | 0.0 | $1.2M | 3.2k | 382.60 | |
| stock | 0.0 | $1.1M | 9.9k | 115.72 | |
| McDonald's Corporation (MCD) | 0.0 | $851k | 3.2k | 268.20 | |
| salesforce (CRM) | 0.0 | $806k | 3.2k | 254.02 | |
| Visa Com Cl A (V) | 0.0 | $688k | 3.2k | 216.83 | |
| Peloton Interactive Cl A Com (PTON) | 0.0 | $657k | 18k | 35.79 | |
| Caterpillar (CAT) | 0.0 | $656k | 3.2k | 206.74 | |
| Boeing Company (BA) | 0.0 | $639k | 3.2k | 201.39 | |
| 3M Company (MMM) | 0.0 | $564k | 3.2k | 177.75 | |
| Johnson & Johnson (JNJ) | 0.0 | $543k | 3.2k | 171.13 | |
| Nike CL B (NKE) | 0.0 | $529k | 3.2k | 166.72 | |
| American Express Company (AXP) | 0.0 | $519k | 3.2k | 163.57 | |
| Procter & Gamble Company (PG) | 0.0 | $519k | 3.2k | 163.57 | |
| JPMorgan Chase & Co. (JPM) | 0.0 | $502k | 3.2k | 158.21 | |
| Travelers Companies (TRV) | 0.0 | $496k | 3.2k | 156.32 | |
| Walt Disney Company (DIS) | 0.0 | $491k | 3.2k | 154.74 | |
| Wal-Mart Stores (WMT) | 0.0 | $459k | 3.2k | 144.66 | |
| International Business Machines (IBM) | 0.0 | $424k | 3.2k | 133.63 | |
| Chevron Corporation (CVX) | 0.0 | $372k | 3.2k | 117.24 | |
| Merck & Co (MRK) | 0.0 | $243k | 3.2k | 76.58 | |
| Coca-Cola Company (KO) | 0.0 | $188k | 3.2k | 59.25 |
