MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value ($000): $976,739 (100.0% shares, 0.0% debt)

Holdings (20)

EFA ISHARES TR 42.3%

Value ($000) $413,242 Shares 7,037,500 Est. Cost $31.44 Unrealized —

EEM ISHARES TR 29.9%

Value ($000) $292,407 Shares 9,083,800 Est. Cost — Unrealized —

IVV ISHARES TR 8.5%

Value ($000) $82,695 Shares 403,648 Est. Cost $200.45 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 3.1%

Value ($000) $30,057 Shares 568,396 Est. Cost $52.37 Unrealized —

IGE ISHARES TR 2.7%

Value ($000) $26,585 Shares 944,745 Est. Cost $34.05 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 2.2%

Value ($000) $21,413 Shares 654,640 Est. Cost $31.26 Unrealized —

HYG ISHARES TR 1.9%

Value ($000) $18,468 Shares 229,192 Est. Cost $89.60 Unrealized —

IWM ISHARES TR 1.5%

Value ($000) $15,049 Shares 133,755 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.4%

Value ($000) $13,802 Shares 125,835 Est. Cost $112.05 Unrealized —

IEFA ISHARES TR 1.1%

Value ($000) $10,311 Shares 189,603 Est. Cost $58.29 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value ($000) $8,970 Shares 244,290 Est. Cost $39.65 Unrealized —

IYR ISHARES TR 0.9%

Value ($000) $8,536 Shares 113,644 Est. Cost $68.55 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value ($000) $7,227 Shares 336,619 Est. Cost $35.89 Unrealized —

TLT ISHARES TR 0.7%

Value ($000) $6,435 Shares 53,350 Est. Cost $117.46 Unrealized —

IJK ISHARES TR 0.5%

Value ($000) $4,565 Shares 28,361 Est. Cost $169.51 Unrealized —

AGG ISHARES TR 0.5%

Value ($000) $4,507 Shares 41,725 Est. Cost $109.30 Unrealized —

HEWJ ISHARES TR 0.5%

Value ($000) $4,444 Shares 154,954 Est. Cost $31.68 Unrealized —

— SPDR SERIES TRUST 0.4%

Value ($000) $3,744 Shares 123,880 Est. Cost $25.50 Unrealized —

EFA ISHARES TR 0.3%

Value ($000) $2,908 Shares 49,500 Est. Cost $31.44 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value ($000) $1,374 Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	7,037,500	$413,242	42.3%	$31.44	—	Put	464287465
EEM	ISHARES TR	9,083,800	$292,407	29.9%	—	—	Put	464287234
IVV	ISHARES TR	403,648	$82,695	8.5%	$200.45	—	CORE S&P500 ETF	464287200
BNDX	VANGUARD CHARLOTTE FDS	568,396	$30,057	3.1%	$52.37	—	INTL BD IDX ETF	92203J407
IGE	ISHARES TR	944,745	$26,585	2.7%	$34.05	—	NA NAT RES	464287374
VWO	VANGUARD INTL EQUITY INDEX F	654,640	$21,413	2.2%	$31.26	—	FTSE EMR MKT ETF	922042858
HYG	ISHARES TR	229,192	$18,468	1.9%	$89.60	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	133,755	$15,049	1.5%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	125,835	$13,802	1.4%	$112.05	—	TIPS BD ETF	464287176
IEFA	ISHARES TR	189,603	$10,311	1.1%	$58.29	—	CORE MSCI EAFE	46432F842
VEA	VANGUARD TAX MANAGED INTL FD	244,290	$8,970	0.9%	$39.65	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	113,644	$8,536	0.9%	$68.55	—	U.S. REAL ES ETF	464287739
DJP	BARCLAYS BK PLC	336,619	$7,227	0.7%	$35.89	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	53,350	$6,435	0.7%	$117.46	—	20+ YR TR BD ETF	464287432
IJK	ISHARES TR	28,361	$4,565	0.5%	$169.51	—	S&P MC 400GR ETF	464287606
AGG	ISHARES TR	41,725	$4,507	0.5%	$109.30	—	CORE US AGGBD ET	464287226
HEWJ	ISHARES TR	154,954	$4,444	0.5%	$31.68	—	HDG MSCI JAPAN	46434V886
—	SPDR SERIES TRUST	123,880	$3,744	0.4%	$25.50	—	S&P OILGAS EXP	78464A730
EFA	ISHARES TR	49,500	$2,908	0.3%	$31.44	—	MSCI EAFE ETF	464287465
HEDJ	WISDOMTREE TR	25,527	$1,374	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701