MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $812,240 (100.0% shares, 0.0% debt)

Holdings (20)

EEM ISHARES TR 40.2%

Value ($000) $326,454 Shares 9,501,000 Est. Cost — Unrealized —

EFA ISHARES TR 29.1%

Value ($000) $236,280 Shares 4,232,900 Est. Cost $9.63 Unrealized —

IVV ISHARES TR 13.6%

Value ($000) $110,739 Shares 525,578 Est. Cost $201.98 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 3.2%

Value ($000) $26,301 Shares 472,192 Est. Cost $52.37 Unrealized —

HYG ISHARES TR 2.0%

Value ($000) $15,939 Shares 188,206 Est. Cost $89.60 Unrealized —

IWM ISHARES TR 1.7%

Value ($000) $13,545 Shares 117,814 Est. Cost $124.70 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.5%

Value ($000) $12,536 Shares 355,948 Est. Cost $31.33 Unrealized —

TIP ISHARES TR 1.5%

Value ($000) $12,451 Shares 106,719 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 1.0%

Value ($000) $8,385 Shares 237,145 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 1.0%

Value ($000) $8,079 Shares 98,161 Est. Cost $68.55 Unrealized —

IEFA ISHARES TR 1.0%

Value ($000) $7,733 Shares 149,036 Est. Cost $55.11 Unrealized —

DJP BARCLAYS BK PLC 0.9%

Value ($000) $7,094 Shares 286,865 Est. Cost $35.89 Unrealized —

TLT ISHARES TR 0.7%

Value ($000) $5,869 Shares 42,289 Est. Cost $117.46 Unrealized —

IGE ISHARES TR 0.6%

Value ($000) $4,907 Shares 147,713 Est. Cost $32.53 Unrealized —

IJK ISHARES TR 0.5%

Value ($000) $4,165 Shares 24,627 Est. Cost $169.51 Unrealized —

HEWJ ISHARES TR 0.5%

Value ($000) $3,806 Shares 162,851 Est. Cost $31.26 Unrealized —

AGG ISHARES TR 0.4%

Value ($000) $3,164 Shares 28,106 Est. Cost $109.30 Unrealized —

EFA ISHARES TR 0.2%

Value ($000) $2,015 Shares 36,113 Est. Cost $9.63 Unrealized —

— SPDR SERIES TRUST 0.2%

Value ($000) $1,488 Shares 42,754 Est. Cost $5.65 Unrealized —

HEDJ WISDOMTREE TR 0.2%

Value ($000) $1,290 Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	9,501,000	$326,454	40.2%	—	—	Put	464287234
EFA	ISHARES TR	4,232,900	$236,280	29.1%	$9.63	—	Put	464287465
IVV	ISHARES TR	525,578	$110,739	13.6%	$201.98	—	CORE S&P500 ETF	464287200
BNDX	VANGUARD CHARLOTTE FDS	472,192	$26,301	3.2%	$52.37	—	INTL BD IDX ETF	92203J407
HYG	ISHARES TR	188,206	$15,939	2.0%	$89.60	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	117,814	$13,545	1.7%	$124.70	—	RUSSELL 2000 ETF	464287655
VWO	VANGUARD INTL EQUITY INDEX F	355,948	$12,536	1.5%	$31.33	—	FTSE EMR MKT ETF	922042858
TIP	ISHARES TR	106,719	$12,451	1.5%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	237,145	$8,385	1.0%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	98,161	$8,079	1.0%	$68.55	—	U.S. REAL ES ETF	464287739
IEFA	ISHARES TR	149,036	$7,733	1.0%	$55.11	—	CORE MSCI EAFE	46432F842
DJP	BARCLAYS BK PLC	286,865	$7,094	0.9%	$35.89	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	42,289	$5,869	0.7%	$117.46	—	20 YR TR BD ETF	464287432
IGE	ISHARES TR	147,713	$4,907	0.6%	$32.53	—	NA NAT RES	464287374
IJK	ISHARES TR	24,627	$4,165	0.5%	$169.51	—	S&P MC 400GR ETF	464287606
HEWJ	ISHARES TR	162,851	$3,806	0.5%	$31.26	—	HDG MSCI JAPAN	46434V886
AGG	ISHARES TR	28,106	$3,164	0.4%	$109.30	—	CORE US AGGBD ET	464287226
EFA	ISHARES TR	36,113	$2,015	0.2%	$9.63	—	MSCI EAFE ETF	464287465
—	SPDR SERIES TRUST	42,754	$1,488	0.2%	$5.65	—	S&P OILGAS EXP	78464A730
HEDJ	WISDOMTREE TR	25,527	$1,290	0.2%	$61.59	—	EUROPE HEDGED EQ	97717X701