MAKENA CAPITAL MANAGEMENT LLC Diversified Active

Location: Menlo Park, CA

CIK: 0001359262 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

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

Holdings (20)

EEM ISHARES TR 40.2%

Value $326M Shares 9,501,000 Est. Cost — Unrealized —

EFA ISHARES TR 29.1%

Value $236M Shares 4,232,900 Est. Cost $9.63 Unrealized —

IVV ISHARES TR 13.6%

Value $111M Shares 525,578 Est. Cost $201.98 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 3.2%

Value $26.3M Shares 472,192 Est. Cost $52.37 Unrealized —

HYG ISHARES TR 2.0%

Value $15.94M Shares 188,206 Est. Cost $89.60 Unrealized —

IWM ISHARES TR 1.7%

Value $13.54M Shares 117,814 Est. Cost $124.70 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.5%

Value $12.54M Shares 355,948 Est. Cost $31.33 Unrealized —

TIP ISHARES TR 1.5%

Value $12.45M Shares 106,719 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 1.0%

Value $8.385M Shares 237,145 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 1.0%

Value $8.079M Shares 98,161 Est. Cost $68.55 Unrealized —

IEFA ISHARES TR 1.0%

Value $7.733M Shares 149,036 Est. Cost $55.11 Unrealized —

DJP BARCLAYS BK PLC 0.9%

Value $7.094M Shares 286,865 Est. Cost $35.89 Unrealized —

TLT ISHARES TR 0.7%

Value $5.869M Shares 42,289 Est. Cost $117.46 Unrealized —

IGE ISHARES TR 0.6%

Value $4.907M Shares 147,713 Est. Cost $32.53 Unrealized —

IJK ISHARES TR 0.5%

Value $4.165M Shares 24,627 Est. Cost $169.51 Unrealized —

HEWJ ISHARES TR 0.5%

Value $3.806M Shares 162,851 Est. Cost $31.26 Unrealized —

AGG ISHARES TR 0.4%

Value $3.164M Shares 28,106 Est. Cost $109.30 Unrealized —

EFA ISHARES TR 0.2%

Value $2.015M Shares 36,113 Est. Cost $9.63 Unrealized —

— SPDR SERIES TRUST 0.2%

Value $1.488M Shares 42,754 Est. Cost $5.65 Unrealized —

HEDJ WISDOMTREE TR 0.2%

Value $1.29M Shares 25,527 Est. Cost $61.59 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	9,501,000	$326M	40.2%	—	—	Put	464287234
EFA	ISHARES TR	4,232,900	$236M	29.1%	$9.63	—	Put	464287465
IVV	ISHARES TR	525,578	$111M	13.6%	$201.98	—	CORE S&P500 ETF	464287200
BNDX	VANGUARD CHARLOTTE FDS	472,192	$26.3M	3.2%	$52.37	—	INTL BD IDX ETF	92203J407
HYG	ISHARES TR	188,206	$15.94M	2.0%	$89.60	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	117,814	$13.54M	1.7%	$124.70	—	RUSSELL 2000 ETF	464287655
VWO	VANGUARD INTL EQUITY INDEX F	355,948	$12.54M	1.5%	$31.33	—	FTSE EMR MKT ETF	922042858
TIP	ISHARES TR	106,719	$12.45M	1.5%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	237,145	$8.385M	1.0%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	98,161	$8.079M	1.0%	$68.55	—	U.S. REAL ES ETF	464287739
IEFA	ISHARES TR	149,036	$7.733M	1.0%	$55.11	—	CORE MSCI EAFE	46432F842
DJP	BARCLAYS BK PLC	286,865	$7.094M	0.9%	$35.89	—	DJUBS CMDT ETN36	06738C778
TLT	ISHARES TR	42,289	$5.869M	0.7%	$117.46	—	20 YR TR BD ETF	464287432
IGE	ISHARES TR	147,713	$4.907M	0.6%	$32.53	—	NA NAT RES	464287374
IJK	ISHARES TR	24,627	$4.165M	0.5%	$169.51	—	S&P MC 400GR ETF	464287606
HEWJ	ISHARES TR	162,851	$3.806M	0.5%	$31.26	—	HDG MSCI JAPAN	46434V886
AGG	ISHARES TR	28,106	$3.164M	0.4%	$109.30	—	CORE US AGGBD ET	464287226
EFA	ISHARES TR	36,113	$2.015M	0.2%	$9.63	—	MSCI EAFE ETF	464287465
—	SPDR SERIES TRUST	42,754	$1.488M	0.2%	$5.65	—	S&P OILGAS EXP	78464A730
HEDJ	WISDOMTREE TR	25,527	$1.29M	0.2%	$61.59	—	EUROPE HEDGED EQ	97717X701