MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $905,887 (100.0% shares, 0.0% debt)

Holdings (21)

EEM ISHARES TR 35.9%

Value ($000) $325,409 Shares 9,501,000 Est. Cost — Unrealized —

EFA ISHARES TR 26.7%

Value ($000) $241,952 Shares 4,232,900 Est. Cost $9.63 Unrealized —

IVV ISHARES TR 12.2%

Value ($000) $110,741 Shares 535,888 Est. Cost $201.98 Unrealized —

IGE ISHARES TR 4.8%

Value ($000) $43,251 Shares 1,454,779 Est. Cost $32.53 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 3.0%

Value ($000) $27,128 Shares 497,392 Est. Cost $52.37 Unrealized —

IEFA ISHARES TR 2.9%

Value ($000) $26,345 Shares 495,774 Est. Cost $55.11 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 2.6%

Value ($000) $23,123 Shares 668,678 Est. Cost $31.33 Unrealized —

HYG ISHARES TR 1.8%

Value ($000) $16,022 Shares 196,129 Est. Cost $89.60 Unrealized —

IWM ISHARES TR 1.6%

Value ($000) $14,110 Shares 127,552 Est. Cost $124.70 Unrealized —

SUI SUN CMNTYS INC 1.5%

Value ($000) $13,944 Shares 194,727 Est. Cost $71.61 Unrealized —

TIP ISHARES TR 1.4%

Value ($000) $12,234 Shares 106,719 Est. Cost $112.05 Unrealized —

IYR ISHARES TR 0.9%

Value ($000) $8,349 Shares 107,227 Est. Cost $68.55 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value ($000) $8,224 Shares 229,343 Est. Cost $39.65 Unrealized —

DJP BARCLAYS BK PLC 0.7%

Value ($000) $6,736 Shares 313,280 Est. Cost $35.89 Unrealized —

— SPDR SERIES TRUST 0.7%

Value ($000) $6,358 Shares 1,596,662 Est. Cost $5.65 Unrealized —

TLT ISHARES TR 0.6%

Value ($000) $5,520 Shares 42,289 Est. Cost $117.46 Unrealized —

IJK ISHARES TR 0.5%

Value ($000) $4,337 Shares 26,669 Est. Cost $169.51 Unrealized —

HEWJ ISHARES TR 0.4%

Value ($000) $3,905 Shares 154,573 Est. Cost $31.68 Unrealized —

EFA ISHARES TR 0.4%

Value ($000) $3,759 Shares 514,141 Est. Cost $9.63 Unrealized —

AGG ISHARES TR 0.3%

Value ($000) $3,115 Shares 28,106 Est. Cost $109.30 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value ($000) $1,325 Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	9,501,000	$325,409	35.9%	—	—	Put	464287234
EFA	ISHARES TR	4,232,900	$241,952	26.7%	$9.63	—	Put	464287465
IVV	ISHARES TR	535,888	$110,741	12.2%	$201.98	—	CORE S&P500 ETF	464287200
IGE	ISHARES TR	1,454,779	$43,251	4.8%	$32.53	—	NA NAT RES	464287374
BNDX	VANGUARD CHARLOTTE FDS	497,392	$27,128	3.0%	$52.37	—	INTL BD IDX ETF	92203J407
IEFA	ISHARES TR	495,774	$26,345	2.9%	$55.11	—	CORE MSCI EAFE	46432F842
VWO	VANGUARD INTL EQUITY INDEX F	668,678	$23,123	2.6%	$31.33	—	FTSE EMR MKT ETF	922042858
HYG	ISHARES TR	196,129	$16,022	1.8%	$89.60	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	127,552	$14,110	1.6%	$124.70	—	RUSSELL 2000 ETF	464287655
SUI	SUN CMNTYS INC	194,727	$13,944	1.5%	$71.61	—	COM	866674104
TIP	ISHARES TR	106,719	$12,234	1.4%	$112.05	—	TIPS BD ETF	464287176
IYR	ISHARES TR	107,227	$8,349	0.9%	$68.55	—	U.S. REAL ES ETF	464287739
VEA	VANGUARD TAX MANAGED INTL FD	229,343	$8,224	0.9%	$39.65	—	FTSE DEV MKT ETF	921943858
DJP	BARCLAYS BK PLC	313,280	$6,736	0.7%	$35.89	—	DJUBS CMDT ETN36	06738C778
—	SPDR SERIES TRUST	1,596,662	$6,358	0.7%	$5.65	—	S&P OILGAS EXP	78464A730
TLT	ISHARES TR	42,289	$5,520	0.6%	$117.46	—	20 YR TR BD ETF	464287432
IJK	ISHARES TR	26,669	$4,337	0.5%	$169.51	—	S&P MC 400GR ETF	464287606
HEWJ	ISHARES TR	154,573	$3,905	0.4%	$31.68	—	HDG MSCI JAPAN	46434V886
EFA	ISHARES TR	514,141	$3,759	0.4%	$9.63	—	MSCI EAFE ETF	464287465
AGG	ISHARES TR	28,106	$3,115	0.3%	$109.30	—	CORE US AGGBD ET	464287226
HEDJ	WISDOMTREE TR	25,527	$1,325	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701