MAKENA CAPITAL MANAGEMENT LLC Diversified Active

Location: Menlo Park, CA

CIK: 0001359262 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 9, 2016

Total Value: $977M (100.0% shares, 0.0% debt)

Holdings (20)

EFA ISHARES TR 42.3%

Value $413M Shares 7,037,500 Est. Cost $31.44 Unrealized —

EEM ISHARES TR 29.9%

Value $292M Shares 9,083,800 Est. Cost — Unrealized —

IVV ISHARES TR 8.5%

Value $82.69M Shares 403,648 Est. Cost $200.45 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 3.1%

Value $30.06M Shares 568,396 Est. Cost $52.37 Unrealized —

IGE ISHARES TR 2.7%

Value $26.59M Shares 944,745 Est. Cost $34.05 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 2.2%

Value $21.41M Shares 654,640 Est. Cost $31.26 Unrealized —

HYG ISHARES TR 1.9%

Value $18.47M Shares 229,192 Est. Cost $89.60 Unrealized —

IWM ISHARES TR 1.5%

Value $15.05M Shares 133,755 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.4%

Value $13.8M Shares 125,835 Est. Cost $112.05 Unrealized —

IEFA ISHARES TR 1.1%

Value $10.31M Shares 189,603 Est. Cost $58.29 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value $8.97M Shares 244,290 Est. Cost $39.65 Unrealized —

IYR ISHARES TR 0.9%

Value $8.536M Shares 113,644 Est. Cost $68.55 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value $7.227M Shares 336,619 Est. Cost $35.89 Unrealized —

TLT ISHARES TR 0.7%

Value $6.435M Shares 53,350 Est. Cost $117.46 Unrealized —

IJK ISHARES TR 0.5%

Value $4.565M Shares 28,361 Est. Cost $169.51 Unrealized —

AGG ISHARES TR 0.5%

Value $4.507M Shares 41,725 Est. Cost $109.30 Unrealized —

HEWJ ISHARES TR 0.5%

Value $4.444M Shares 154,954 Est. Cost $31.68 Unrealized —

— SPDR SERIES TRUST 0.4%

Value $3.744M Shares 123,880 Est. Cost $25.50 Unrealized —

EFA ISHARES TR 0.3%

Value $2.908M Shares 49,500 Est. Cost $31.44 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value $1.374M Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	7,037,500	$413M	42.3%	$31.44	—	Put	464287465
EEM	ISHARES TR	9,083,800	$292M	29.9%	—	—	Put	464287234
IVV	ISHARES TR	403,648	$82.69M	8.5%	$200.45	—	CORE S&P500 ETF	464287200
BNDX	VANGUARD CHARLOTTE FDS	568,396	$30.06M	3.1%	$52.37	—	INTL BD IDX ETF	92203J407
IGE	ISHARES TR	944,745	$26.59M	2.7%	$34.05	—	NA NAT RES	464287374
VWO	VANGUARD INTL EQUITY INDEX F	654,640	$21.41M	2.2%	$31.26	—	FTSE EMR MKT ETF	922042858
HYG	ISHARES TR	229,192	$18.47M	1.9%	$89.60	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	133,755	$15.05M	1.5%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	125,835	$13.8M	1.4%	$112.05	—	TIPS BD ETF	464287176
IEFA	ISHARES TR	189,603	$10.31M	1.1%	$58.29	—	CORE MSCI EAFE	46432F842
VEA	VANGUARD TAX MANAGED INTL FD	244,290	$8.97M	0.9%	$39.65	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	113,644	$8.536M	0.9%	$68.55	—	U.S. REAL ES ETF	464287739
DJP	BARCLAYS BK PLC	336,619	$7.227M	0.7%	$35.89	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	53,350	$6.435M	0.7%	$117.46	—	20+ YR TR BD ETF	464287432
IJK	ISHARES TR	28,361	$4.565M	0.5%	$169.51	—	S&P MC 400GR ETF	464287606
AGG	ISHARES TR	41,725	$4.507M	0.5%	$109.30	—	CORE US AGGBD ET	464287226
HEWJ	ISHARES TR	154,954	$4.444M	0.5%	$31.68	—	HDG MSCI JAPAN	46434V886
—	SPDR SERIES TRUST	123,880	$3.744M	0.4%	$25.50	—	S&P OILGAS EXP	78464A730
EFA	ISHARES TR	49,500	$2.908M	0.3%	$31.44	—	MSCI EAFE ETF	464287465
HEDJ	WISDOMTREE TR	25,527	$1.374M	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701