MAKENA CAPITAL MANAGEMENT LLC Diversified Active

Location: Menlo Park, CA

CIK: 0001359262 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 10, 2017

Total Value: $712M (100.0% shares, 0.0% debt)

Holdings (23)

EFA ISHARES TR 39.4%

Value $280M Shares 4,500,000 Est. Cost $57.74 Unrealized —

EEM ISHARES TR 34.3%

Value $244M Shares 6,200,000 Est. Cost — Unrealized —

IVV ISHARES TR 5.2%

Value $37.1M Shares 156,364 Est. Cost $201.98 Unrealized —

IEFA ISHARES TR 3.4%

Value $24.3M Shares 419,393 Est. Cost $55.13 Unrealized —

SCHP SCHWAB STRATEGIC TR 2.3%

Value $16.6M Shares 298,935 Est. Cost $55.53 Unrealized —

HYG ISHARES TR 2.1%

Value $14.6M Shares 166,309 Est. Cost $89.37 Unrealized —

AGG ISHARES TR 1.9%

Value $13.4M Shares 123,504 Est. Cost $110.33 Unrealized —

TLT ISHARES TR 1.8%

Value $12.98M Shares 107,602 Est. Cost $128.82 Unrealized —

IWM ISHARES TR 1.5%

Value $10.58M Shares 76,971 Est. Cost $124.70 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.5%

Value $10.45M Shares 263,163 Est. Cost $31.79 Unrealized —

TIP ISHARES TR 1.3%

Value $9.465M Shares 82,559 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value $6.458M Shares 164,335 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 0.8%

Value $5.997M Shares 76,406 Est. Cost $69.47 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value $5.307M Shares 225,652 Est. Cost $24.23 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.7%

Value $5.245M Shares 353,944 Est. Cost $14.82 Unrealized —

IJK ISHARES TR 0.4%

Value $3.19M Shares 16,709 Est. Cost $169.51 Unrealized —

HEWJ ISHARES TR 0.4%

Value $3.091M Shares 110,267 Est. Cost $31.26 Unrealized —

EFA ISHARES TR 0.4%

Value $3.064M Shares 49,188 Est. Cost $57.74 Unrealized —

IGE ISHARES TR 0.2%

Value $1.696M Shares 49,493 Est. Cost $32.53 Unrealized —

HEDJ WISDOMTREE TR 0.2%

Value $1.198M Shares 19,070 Est. Cost $61.59 Unrealized —

EWW ISHARES 0.1%

Value $886K Shares 17,313 Est. Cost $48.76 Unrealized —

INDA ISHARES TR 0.1%

Value $858K Shares 27,237 Est. Cost $29.40 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value $740K Shares 35,800 Est. Cost $18.77 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	4,500,000	$280M	39.4%	$57.74	—	Put	464287465
EEM	ISHARES TR	6,200,000	$244M	34.3%	—	—	Put	464287234
IVV	ISHARES TR	156,364	$37.1M	5.2%	$201.98	—	CORE S&P500 ETF	464287200
IEFA	ISHARES TR	419,393	$24.3M	3.4%	$55.13	—	CORE MSCI EAFE	46432F842
SCHP	SCHWAB STRATEGIC TR	298,935	$16.6M	2.3%	$55.53	—	US TIPS ETF	808524870
HYG	ISHARES TR	166,309	$14.6M	2.1%	$89.37	—	IBOXX HI YD ETF	464288513
AGG	ISHARES TR	123,504	$13.4M	1.9%	$110.33	—	CORE US AGGBD ET	464287226
TLT	ISHARES TR	107,602	$12.98M	1.8%	$128.82	—	20 YR TR BD ETF	464287432
IWM	ISHARES TR	76,971	$10.58M	1.5%	$124.70	—	RUSSELL 2000 ETF	464287655
VWO	VANGUARD INTL EQUITY INDEX F	263,163	$10.45M	1.5%	$31.79	—	FTSE EMR MKT ETF	922042858
TIP	ISHARES TR	82,559	$9.465M	1.3%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	164,335	$6.458M	0.9%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	76,406	$5.997M	0.8%	$69.47	—	U.S. REAL ES ETF	464287739
DJP	BARCLAYS BK PLC	225,652	$5.307M	0.7%	$24.23	—	DJUBS CMDT ETN36	06738C778
GSG	ISHARES S&P GSCI COMMODITY I	353,944	$5.245M	0.7%	$14.82	—	UNIT BEN INT	46428R107
IJK	ISHARES TR	16,709	$3.19M	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
HEWJ	ISHARES TR	110,267	$3.091M	0.4%	$31.26	—	HDG MSCI JAPAN	46434V886
EFA	ISHARES TR	49,188	$3.064M	0.4%	$57.74	—	MSCI EAFE ETF	464287465
IGE	ISHARES TR	49,493	$1.696M	0.2%	$32.53	—	NA NAT RES	464287374
HEDJ	WISDOMTREE TR	19,070	$1.198M	0.2%	$61.59	—	EUROPE HEDGED EQ	97717X701
EWW	ISHARES	17,313	$886K	0.1%	$48.76	—	MSCI MEX CAP ETF	464286822
INDA	ISHARES TR	27,237	$858K	0.1%	$29.40	—	MSCI INDIA ETF	46429B598
—	VANECK VECTORS ETF TR	35,800	$740K	0.1%	$18.77	—	RUSSIA ETF	92189F403