HARVARD MANAGEMENT COMPANY INC

• BOSTON, MA How do I update this listing?

Harvard Management Company is based out of Boston. Their last reported 13F filing for Q4 2019 included $945,452,000 in managed 13F securities and a top 10 holdings concentration of 96.06%. Harvard Management Company's largest holding is Facebook Inc with shares held of 1,380,037. Harvard Management Company has met the qualifications for inclusion in our WhaleScore system. Whalewisdom has at least 94 13F filings, and 18 13G filings

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12/31/2019

13F Sector Allocation Over Time

12/31/2019

13F Activity

  • Market Value $945.452 Million
  • Prior Market Value $1.074 Billion
  • New Purchases2 stocks
  • Additional Purchases6 stocks
  • Sold out of2 stocks
  • Reduced holdings in6 stocks
  • Top 10 Holdings % 96.06 %
  • Turnover % [1]:22.22%
  • Turnover Alt % [2]: 31.94 %
  • Time Held Top20:8.78 quarters
  • Time Held Top10:6.20 quarters
  • Time Held All:14.22 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.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2020-02-14

Performance for Q4 2019: 24.91%
Performance Last 4 Quarters: 22.92%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
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Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
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Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
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WhaleScore history for HARVARD MANAGEMENT COMPANY INC

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