MAKENA CAPITAL MANAGEMENT LLC Diversified Active

Location: Menlo Park, CA

CIK: 0001359262 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 6, 2015

Total Value: $1.067B (100.0% shares, 0.0% debt)

Holdings (20)

EFA ISHARES TR 37.8%

Value $403M Shares 7,037,500 Est. Cost $31.44 Unrealized —

EEM ISHARES TR 27.9%

Value $298M Shares 9,083,800 Est. Cost — Unrealized —

IVV ISHARES TR 6.6%

Value $70.61M Shares 366,428 Est. Cost $200.00 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 6.5%

Value $69.54M Shares 2,748,035 Est. Cost $31.26 Unrealized —

IGE ISHARES TR 3.7%

Value $39.58M Shares 1,362,934 Est. Cost $34.05 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 2.8%

Value $30.11M Shares 568,946 Est. Cost $52.37 Unrealized —

EFA ISHARES TR 2.6%

Value $27.86M Shares 1,624,834 Est. Cost $31.44 Unrealized —

IEFA ISHARES TR 2.1%

Value $22.59M Shares 427,751 Est. Cost $58.29 Unrealized —

HYG ISHARES TR 1.8%

Value $18.78M Shares 225,492 Est. Cost $89.75 Unrealized —

IWM ISHARES TR 1.4%

Value $15.46M Shares 141,577 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.3%

Value $13.79M Shares 124,627 Est. Cost $112.05 Unrealized —

— SPDR SERIES TRUST 1.0%

Value $10.48M Shares 1,591,881 Est. Cost $25.50 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value $9.184M Shares 257,674 Est. Cost $39.65 Unrealized —

IYR ISHARES TR 0.8%

Value $8.604M Shares 121,266 Est. Cost $68.55 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value $7.692M Shares 314,619 Est. Cost $36.90 Unrealized —

TLT ISHARES TR 0.6%

Value $6.788M Shares 54,945 Est. Cost $117.46 Unrealized —

HEWJ ISHARES TR 0.4%

Value $4.655M Shares 169,398 Est. Cost $31.68 Unrealized —

AGG ISHARES TR 0.4%

Value $4.572M Shares 41,725 Est. Cost $109.30 Unrealized —

IJK ISHARES TR 0.4%

Value $4.455M Shares 28,361 Est. Cost $169.51 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value $1.395M Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	7,037,500	$403M	37.8%	$31.44	—	Put	464287465
EEM	ISHARES TR	9,083,800	$298M	27.9%	—	—	Put	464287234
IVV	ISHARES TR	366,428	$70.61M	6.6%	$200.00	—	CORE S&P500 ETF	464287200
VWO	VANGUARD INTL EQUITY INDEX F	2,748,035	$69.54M	6.5%	$31.26	—	FTSE EMR MKT ETF	922042858
IGE	ISHARES TR	1,362,934	$39.58M	3.7%	$34.05	—	NA NAT RES	464287374
BNDX	VANGUARD CHARLOTTE FDS	568,946	$30.11M	2.8%	$52.37	—	INTL BD IDX ETF	92203J407
EFA	ISHARES TR	1,624,834	$27.86M	2.6%	$31.44	—	MSCI EAFE ETF	464287465
IEFA	ISHARES TR	427,751	$22.59M	2.1%	$58.29	—	CORE MSCI EAFE	46432F842
HYG	ISHARES TR	225,492	$18.78M	1.8%	$89.75	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	141,577	$15.46M	1.4%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	124,627	$13.79M	1.3%	$112.05	—	TIPS BD ETF	464287176
—	SPDR SERIES TRUST	1,591,881	$10.48M	1.0%	$25.50	—	S&P OILGAS EXP	78464A730
VEA	VANGUARD TAX MANAGED INTL FD	257,674	$9.184M	0.9%	$39.65	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	121,266	$8.604M	0.8%	$68.55	—	U.S. REAL ES ETF	464287739
DJP	BARCLAYS BK PLC	314,619	$7.692M	0.7%	$36.90	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	54,945	$6.788M	0.6%	$117.46	—	20+ YR TR BD ETF	464287432
HEWJ	ISHARES TR	169,398	$4.655M	0.4%	$31.68	—	HDG MSCI JAPAN	46434V886
AGG	ISHARES TR	41,725	$4.572M	0.4%	$109.30	—	CORE US AGGBD ET	464287226
IJK	ISHARES TR	28,361	$4.455M	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
HEDJ	WISDOMTREE TR	25,527	$1.395M	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701