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Institutional Investment Manager
HARVARD MANAGEMENT CO INC
HARVARD MANAGEMENT CO INC (CIK: 0001082621) incorporated in Massachusetts, located at 600 Atlantic Avenue, Boston, MA. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q2)
Original 13F HR (0000950123-16-019772) filed in 2016.08.12
#
Name
Shares
Value ($)
%
Options
Notes
1 iPath S&P 500 VIX Short-Term F 1,000,000 13,800 2.68% Put
2 AUTONATION INC 50,000 2,349 0.46% Put
3 SELECT SECTOR SPDR TR 100,000 2,283 0.44% Put
4 ISHARES TR 13,200 1,958 0.38% Call
5 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,443,540 122,253 23.77%
6 ISHARES INC 801,162 41,717 8.11%
7 ALIBABA GROUP HLDG LTD 487,976 38,809 7.55%
8 HOWARD HUGHES CORP 331,000 37,840 7.36%
9 VIPSHOP HLDGS LTD 34,000,000 33,405 6.50% PRN
10 ISHARES TR 121,889 25,682 4.99%
11 BAIDU INC 130,166 21,497 4.18%
12 VANGUARD TAX-MANAGED FDS 372,136 13,159 2.56%
13 AMERICA MOVIL SAB DE CV 890,923 10,923 2.12%
14 CREDICORP LTD 70,171 10,829 2.11%
15 FOMENTO ECONOMICO MEXICANO S 105,742 9,780 1.90%
16 ISHARES TR 60,086 8,976 1.75%
17 NETEASE INC 37,478 7,241 1.41%
18 JD COM INC 336,871 7,152 1.39%
19 QIHOO 360 TECHNOLOGY CO LTD 7,000,000 6,812 1.32% PRN
20 CTRIP COM INTL LTD 162,785 6,707 1.30%
21 SPDR SERIES TRUST SPDR RUSSELL 2000 ETF 81,343 5,467 1.06%
22 VANGUARD INTL EQUITY INDEX F 148,461 5,229 1.02%
23 CHINA MOBILE LIMITED 84,525 4,894 0.95%
24 BARCLAYS BK PLC 74,213 4,828 0.94%
25 MOBILE TELESYSTEMS PJSC 566,356 4,689 0.91%
26 GRUPO TELEVISA SA 177,850 4,631 0.90%
27 POWERSHS DB MULTI SECT COMM 201,338 4,444 0.86%
28 CHINA BIOLOGIC PRODS INC 40,300 4,285 0.83%
29 VANGUARD SPECIALIZED FUNDS 43,808 3,647 0.71%
30 CEMEX SAB DE CV 580,614 3,582 0.70%
31 QIHOO 360 TECHNOLOGY CO LTD 40,065 2,927 0.57%
32 NEW ORIENTAL ED & TECH GRP I 63,849 2,674 0.52%
33 SELECT SECTOR SPDR TR 38,504 2,628 0.51%
34 DIREXION SHS ETF TR 60,000 2,622 0.51%
35 ISHARES MSCI MALAYSI ETF 297,940 2,470 0.48%
36 ISHARES TR 66,782 2,285 0.44%
37 COMPANIA DE MINAS BUENAVENTU 165,159 1,974 0.38%
38 58 COM INC 42,127 1,933 0.38%
39 SOUTHERN COPPER CORP 67,111 1,811 0.35%
40 ANTERO RES CORP 66,304 1,723 0.34%
41 VIPSHOP HLDGS LTD 150,000 1,676 0.33%
42 INFOSYS LTD 80,000 1,428 0.28%
43 COCA COLA FEMSA S A B DE C V 16,513 1,370 0.27%
44 SPDR GOLD TR 10,450 1,322 0.26%
45 CHINA LIFE INS CO LTD 121,713 1,310 0.25%
46 P T TELEKOMUNIKASI INDONESIA 21,121 1,298 0.25%
47 TAL ED GROUP 18,790 1,166 0.23%
48 LENDINGCLUB CORP 210,000 903 0.18%
49 KB Financial Group Inc 28,712 817 0.16%
50 ENEL AMERICAS S A 91,652 786 0.15%
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