HARVARD MANAGEMENT COMPANY INC

BOSTON, MA

Harvard Management Company is based out of Boston. Their last reported 13F filing for Q1 2016 included $1,355,925,000 in managed 13F securities and a top 10 holdings concentration of 63.15%. Harvard Management Company's largest holding is SPDR S&P 500 ETF Index Depositary Receipts with shares held of 2,302,800. Harvard Management Company has met the qualifications for inclusion in our WhaleScore system. WhaleWisdom has at least 78 13Fs and 15 13D/G filings in our database for Harvard Management Company.

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Equal-WT
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67

S&P 500
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03/31/2016

13F Activity

  • Market Value$1,355,925,000
  • Prior Market Value$1,027,404,000
  • New Purchases21 stocks
  • Additional Purchases32 stocks
  • Sold out of21 stocks
  • Reduced holdings in24 stocks
  • Top 10 Holdings %63.15%
  • Turnover % [1]:34.71%
  • Turnover Alt % [2]:45.34%
  • Avg. Length Held Top20:4.00 quarters
  • Avg. Length Held Top10:4.50 quarters
  • Avg. Length Held All:8.77 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

03/31/2016

13F Sector Allocation Over Time

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Market Value Over Time

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Portfolio Performance

Top 20 equal-weighted holdings. Last updated on 2016-06-16

Performance for Q1 2016: 9.6%
Performance Last 4 Quarters: -9.48%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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13F Filings Available:
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
  • 2014-03-31 - 13F-HR (Subscription required)
  • 2013-12-31 - 13F-HR (Subscription required)
  • 2013-09-30 - 13F-HR/A (Subscription required)
  • 2013-09-30 - 13F-HR (Subscription required)
  • 2013-06-30 - 13F-HR/A (Subscription required)
  • 2013-06-30 - 13F-HR (Subscription required)
  • 2013-03-31 - 13F-HR (Subscription required)
  • 2012-12-31 - 13F-HR (Subscription required)
  • 2012-09-30 - 13F-HR (Subscription required)
  • 2012-06-30 - 13F-HR (Subscription required)
  • 2012-03-31 - 13F-HR (Subscription required)
  • 2011-12-31 - 13F-HR (Subscription required)
  • 2011-09-30 - 13F-HR (Subscription required)
  • 2011-06-30 - 13F-HR (Subscription required)
  • 2011-03-31 - 13F-HR (Subscription required)
  • 2010-12-31 - 13F-HR (Subscription required)
  • 2010-09-30 - 13F-HR (Subscription required)
  • 2010-06-30 - 13F-HR (Subscription required)
  • 2010-03-31 - 13F-HR (Subscription required)
  • 2009-12-31 - 13F-HR (Subscription required)
  • 2009-09-30 - 13F-HR (Subscription required)
  • 2009-06-30 - 13F-HR (Subscription required)
  • 2009-03-31 - 13F-HR (Subscription required)
  • 2008-12-31 - 13F-HR/A (Subscription required)
  • 2008-12-31 - 13F-HR (Subscription required)
  • 2008-09-30 - 13F-HR (Subscription required)
  • 2008-06-30 - 13F-HR (Subscription required)
  • 2008-03-31 - 13F-HR (Subscription required)
  • 2007-12-31 - 13F-HR (Subscription required)
  • 2007-09-30 - 13F-HR (Subscription required)
  • 2007-06-30 - 13F-HR (Subscription required)
  • 2007-03-31 - 13F-HR (Subscription required)
  • 2006-12-31 - 13F-HR (Subscription required)
  • 2006-09-30 - 13F-HR (Subscription required)
  • 2006-06-30 - 13F-HR (Subscription required)
  • 2006-03-31 - 13F-HR/A (Subscription required)
  • 2006-03-31 - 13F-HR (Subscription required)
  • 2005-12-31 - 13F-HR (Subscription required)
  • 2005-09-30 - 13F-HR (Subscription required)
  • 2005-06-30 - 13F-HR (Subscription required)
  • 2005-03-31 - 13F-HR (Subscription required)
  • 2004-12-31 - 13F-HR (Subscription required)
  • 2004-09-30 - 13F-HR (Subscription required)
  • 2004-06-30 - 13F-HR (Subscription required)
  • 2004-03-31 - 13F-HR (Subscription required)
  • 2003-12-31 - 13F-HR (Subscription required)
  • 2003-09-30 - 13F-HR (Subscription required)
  • 2003-06-30 - 13F-HR/A (Subscription required)
  • 2003-06-30 - 13F-HR (Subscription required)
  • 2003-03-31 - 13F-HR/A (Subscription required)
  • 2003-03-31 - 13F-HR (Subscription required)
  • 2002-12-31 - 13F-HR/A (Subscription required)
  • 2002-12-31 - 13F-HR (Subscription required)
  • 2002-09-30 - 13F-HR/A (Subscription required)
  • 2002-09-30 - 13F-HR (Subscription required)
  • 2002-06-30 - 13F-HR/A (Subscription required)
  • 2002-06-30 - 13F-HR (Subscription required)
  • 2002-03-31 - 13F-HR/A (Subscription required)
  • 2002-03-31 - 13F-HR/A (Subscription required)
  • 2002-03-31 - 13F-HR (Subscription required)
  • 2001-12-31 - 13F-HR/A (Subscription required)
  • 2001-12-31 - 13F-HR (Subscription required)
  • 2001-09-30 - 13F-HR/A (Subscription required)
  • 2001-09-30 - 13F-HR (Subscription required)
  • 2001-06-30 - 13F-HR/A (Subscription required)
  • 2001-06-30 - 13F-HR/A (Subscription required)
  • 2001-06-30 - 13F-HR (Subscription required)
  • 2001-03-31 - 13F-HR/A (Subscription required)
  • 2001-03-31 - 13F-HR (Subscription required)

Schedule 13D and 13G events since 03/31/2016

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Form 4 - Non-derivative Insider Transactions Since 03/31/2016

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WhaleScore history for HARVARD MANAGEMENT COMPANY INC

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