Harvest Volatility Management Llc

Q4 2020 13F Holdings Report, Stock Holdings

Signature - Title
Laurel Mason - Chief Compliance Officer
Location
New York
Holdings as of
December 31, 2020
Value $
$855M
Num holdings
123
Date filed
3/8/2021, 10:06 AM
Form type
13F-HR
Description
All US holdings of this investor are reported in this report. Top holdings included SPY, IEFA, IEMG, AAPL, and MSFT.
Next filing
Q1 2021 - May 6, 2021
SEC
View on sec.gov
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Laurel Mason Chief Compliance Officer New York, New York 3/8/2021

Other Included Managers (1):

Num Name Location File Number
1 Nationwide Fund Advisors Columbus, OH 028-05161