MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 6, 2015

Total Value ($000): $1,067,312 (100.0% shares, 0.0% debt)

Holdings (20)

EFA ISHARES TR 37.8%

Value ($000) $403,389 Shares 7,037,500 Est. Cost $31.44 Unrealized —

EEM ISHARES TR 27.9%

Value ($000) $297,766 Shares 9,083,800 Est. Cost — Unrealized —

IVV ISHARES TR 6.6%

Value ($000) $70,614 Shares 366,428 Est. Cost $200.00 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 6.5%

Value ($000) $69,537 Shares 2,748,035 Est. Cost $31.26 Unrealized —

IGE ISHARES TR 3.7%

Value ($000) $39,580 Shares 1,362,934 Est. Cost $34.05 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 2.8%

Value ($000) $30,114 Shares 568,946 Est. Cost $52.37 Unrealized —

EFA ISHARES TR 2.6%

Value ($000) $27,859 Shares 1,624,834 Est. Cost $31.44 Unrealized —

IEFA ISHARES TR 2.1%

Value ($000) $22,590 Shares 427,751 Est. Cost $58.29 Unrealized —

HYG ISHARES TR 1.8%

Value ($000) $18,781 Shares 225,492 Est. Cost $89.75 Unrealized —

IWM ISHARES TR 1.4%

Value ($000) $15,460 Shares 141,577 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.3%

Value ($000) $13,795 Shares 124,627 Est. Cost $112.05 Unrealized —

— SPDR SERIES TRUST 1.0%

Value ($000) $10,482 Shares 1,591,881 Est. Cost $25.50 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value ($000) $9,184 Shares 257,674 Est. Cost $39.65 Unrealized —

IYR ISHARES TR 0.8%

Value ($000) $8,604 Shares 121,266 Est. Cost $68.55 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value ($000) $7,692 Shares 314,619 Est. Cost $36.90 Unrealized —

TLT ISHARES TR 0.6%

Value ($000) $6,788 Shares 54,945 Est. Cost $117.46 Unrealized —

HEWJ ISHARES TR 0.4%

Value ($000) $4,655 Shares 169,398 Est. Cost $31.68 Unrealized —

AGG ISHARES TR 0.4%

Value ($000) $4,572 Shares 41,725 Est. Cost $109.30 Unrealized —

IJK ISHARES TR 0.4%

Value ($000) $4,455 Shares 28,361 Est. Cost $169.51 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value ($000) $1,395 Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	7,037,500	$403,389	37.8%	$31.44	—	Put	464287465
EEM	ISHARES TR	9,083,800	$297,766	27.9%	—	—	Put	464287234
IVV	ISHARES TR	366,428	$70,614	6.6%	$200.00	—	CORE S&P500 ETF	464287200
VWO	VANGUARD INTL EQUITY INDEX F	2,748,035	$69,537	6.5%	$31.26	—	FTSE EMR MKT ETF	922042858
IGE	ISHARES TR	1,362,934	$39,580	3.7%	$34.05	—	NA NAT RES	464287374
BNDX	VANGUARD CHARLOTTE FDS	568,946	$30,114	2.8%	$52.37	—	INTL BD IDX ETF	92203J407
EFA	ISHARES TR	1,624,834	$27,859	2.6%	$31.44	—	MSCI EAFE ETF	464287465
IEFA	ISHARES TR	427,751	$22,590	2.1%	$58.29	—	CORE MSCI EAFE	46432F842
HYG	ISHARES TR	225,492	$18,781	1.8%	$89.75	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	141,577	$15,460	1.4%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	124,627	$13,795	1.3%	$112.05	—	TIPS BD ETF	464287176
—	SPDR SERIES TRUST	1,591,881	$10,482	1.0%	$25.50	—	S&P OILGAS EXP	78464A730
VEA	VANGUARD TAX MANAGED INTL FD	257,674	$9,184	0.9%	$39.65	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	121,266	$8,604	0.8%	$68.55	—	U.S. REAL ES ETF	464287739
DJP	BARCLAYS BK PLC	314,619	$7,692	0.7%	$36.90	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	54,945	$6,788	0.6%	$117.46	—	20+ YR TR BD ETF	464287432
HEWJ	ISHARES TR	169,398	$4,655	0.4%	$31.68	—	HDG MSCI JAPAN	46434V886
AGG	ISHARES TR	41,725	$4,572	0.4%	$109.30	—	CORE US AGGBD ET	464287226
IJK	ISHARES TR	28,361	$4,455	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
HEDJ	WISDOMTREE TR	25,527	$1,395	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701