HARVARD MANAGEMENT CO INC Diversified Active

CIK: 0001082621 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value ($000): $1,016,205 (100.0% shares, 0.0% debt)

Holdings (12)

HYG ISHARES TR 84.2%

Value ($000) $855,451 Shares 9,637,800 Est. Cost $87.21 Unrealized —

— ADURO BIOTECH INC 6.8%

Value ($000) $69,418 Shares 6,518,100 Est. Cost $10.65 Unrealized —

IVV ISHARES TR 2.1%

Value ($000) $21,271 Shares 84,099 Est. Cost $167.35 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 1.5%

Value ($000) $15,547 Shares 358,147 Est. Cost $35.82 Unrealized —

— PROSHARES TR II 1.1%

Value ($000) $11,344 Shares 121,000 Est. Cost $93.75 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.0%

Value ($000) $9,765 Shares 224,120 Est. Cost $38.73 Unrealized —

GLD SPDR GOLD TRUST 1.0%

Value ($000) $9,700 Shares 79,786 Est. Cost $118.40 Unrealized —

IJH ISHARES TR 0.5%

Value ($000) $5,378 Shares 30,060 Est. Cost $124.12 Unrealized —

— POWERSHARES QQQ TRUST 0.5%

Value ($000) $5,254 Shares 36,122 Est. Cost $133.29 Unrealized —

EDV VANGUARD WORLD FD 0.5%

Value ($000) $5,136 Shares 43,991 Est. Cost $114.40 Unrealized —

IJR ISHARES TR 0.5%

Value ($000) $4,887 Shares 65,851 Est. Cost $69.16 Unrealized —

VIG VANGUARD SPECIALIZED PORTFOL 0.3%

Value ($000) $3,054 Shares 32,216 Est. Cost $66.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	9,637,800	$855,451	84.2%	$87.21	—	IBOXX HI YD ETF	464288513
—	ADURO BIOTECH INC	6,518,100	$69,418	6.8%	$10.65	—	COM	00739L101
IVV	ISHARES TR	84,099	$21,271	2.1%	$167.35	—	CORE S&P500 ETF	464287200
VEA	VANGUARD TAX MANAGED INTL FD	358,147	$15,547	1.5%	$35.82	—	FTSE DEV MKT ETF	921943858
—	PROSHARES TR II	121,000	$11,344	1.1%	$93.75	—	SHT VIX ST TRM	74347W627
VWO	VANGUARD INTL EQUITY INDEX F	224,120	$9,765	1.0%	$38.73	—	FTSE EMR MKT ETF	922042858
GLD	SPDR GOLD TRUST	79,786	$9,700	1.0%	$118.40	—	GOLD SHS	78463V107
IJH	ISHARES TR	30,060	$5,378	0.5%	$124.12	—	CORE S&P MCP ETF	464287507
—	POWERSHARES QQQ TRUST	36,122	$5,254	0.5%	$133.29	—	UNIT SER 1	73935A104
EDV	VANGUARD WORLD FD	43,991	$5,136	0.5%	$114.40	—	EXTENDED DUR	921910709
IJR	ISHARES TR	65,851	$4,887	0.5%	$69.16	—	CORE S&P SCP ETF	464287804
VIG	VANGUARD SPECIALIZED PORTFOL	32,216	$3,054	0.3%	$66.20	—	DIV APP ETF	921908844