MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $1,067,125 (100.0% shares, 0.0% debt)

Holdings (21)

EEM ISHARES TR 39.7%

Value ($000) $423,489 Shares 7,162,000 Est. Cost — Unrealized —

EFA ISHARES TR 38.8%

Value ($000) $414,347 Shares 11,064,000 Est. Cost $9.63 Unrealized —

IVV ISHARES TR 8.5%

Value ($000) $90,696 Shares 416,879 Est. Cost $201.98 Unrealized —

IEFA ISHARES TR 2.3%

Value ($000) $24,334 Shares 441,318 Est. Cost $55.13 Unrealized —

HYG ISHARES TR 1.4%

Value ($000) $15,105 Shares 173,098 Est. Cost $89.60 Unrealized —

TLT ISHARES TR 1.3%

Value ($000) $14,353 Shares 104,347 Est. Cost $129.41 Unrealized —

IWM ISHARES TR 1.1%

Value ($000) $12,183 Shares 98,083 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.0%

Value ($000) $10,769 Shares 92,449 Est. Cost $112.05 Unrealized —

AGG ISHARES TR 1.0%

Value ($000) $10,730 Shares 95,450 Est. Cost $111.50 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 0.9%

Value ($000) $9,890 Shares 262,811 Est. Cost $31.33 Unrealized —

— SPDR SERIES TRUST 0.7%

Value ($000) $7,287 Shares 189,470 Est. Cost $31.06 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.7%

Value ($000) $7,275 Shares 194,477 Est. Cost $39.51 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.6%

Value ($000) $6,246 Shares 421,450 Est. Cost $14.82 Unrealized —

IYR ISHARES TR 0.5%

Value ($000) $5,802 Shares 71,948 Est. Cost $68.55 Unrealized —

HEWJ ISHARES TR 0.3%

Value ($000) $3,627 Shares 146,362 Est. Cost $31.26 Unrealized —

IGE ISHARES TR 0.3%

Value ($000) $3,624 Shares 105,163 Est. Cost $32.53 Unrealized —

IJK ISHARES TR 0.3%

Value ($000) $3,527 Shares 20,183 Est. Cost $169.51 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value ($000) $1,202 Shares 22,372 Est. Cost $61.59 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value ($000) $912 Shares 48,600 Est. Cost $18.77 Unrealized —

INDA ISHARES TR 0.1%

Value ($000) $888 Shares 30,200 Est. Cost $29.40 Unrealized —

EWW ISHARES 0.1%

Value ($000) $839 Shares 17,300 Est. Cost $48.50 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	7,162,000	$423,489	39.7%	—	—	Put	464287234
EFA	ISHARES TR	11,064,000	$414,347	38.8%	$9.63	—	Put	464287465
IVV	ISHARES TR	416,879	$90,696	8.5%	$201.98	—	CORE S&P500 ETF	464287200
IEFA	ISHARES TR	441,318	$24,334	2.3%	$55.13	—	CORE MSCI EAFE	46432F842
HYG	ISHARES TR	173,098	$15,105	1.4%	$89.60	—	IBOXX HI YD ETF	464288513
TLT	ISHARES TR	104,347	$14,353	1.3%	$129.41	—	20 YR TR BD ETF	464287432
IWM	ISHARES TR	98,083	$12,183	1.1%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	92,449	$10,769	1.0%	$112.05	—	TIPS BD ETF	464287176
AGG	ISHARES TR	95,450	$10,730	1.0%	$111.50	—	CORE US AGGBD ET	464287226
VWO	VANGUARD INTL EQUITY INDEX F	262,811	$9,890	0.9%	$31.33	—	FTSE EMR MKT ETF	922042858
—	SPDR SERIES TRUST	189,470	$7,287	0.7%	$31.06	—	S&P OILGAS EXP	78464A730
VEA	VANGUARD TAX MANAGED INTL FD	194,477	$7,275	0.7%	$39.51	—	FTSE DEV MKT ETF	921943858
GSG	ISHARES S&P GSCI COMMODITY I	421,450	$6,246	0.6%	$14.82	—	UNIT BEN INT	46428R107
IYR	ISHARES TR	71,948	$5,802	0.5%	$68.55	—	U.S. REAL ES ETF	464287739
HEWJ	ISHARES TR	146,362	$3,627	0.3%	$31.26	—	HDG MSCI JAPAN	46434V886
IGE	ISHARES TR	105,163	$3,624	0.3%	$32.53	—	NA NAT RES	464287374
IJK	ISHARES TR	20,183	$3,527	0.3%	$169.51	—	S&P MC 400GR ETF	464287606
HEDJ	WISDOMTREE TR	22,372	$1,202	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701
—	VANECK VECTORS ETF TR	48,600	$912	0.1%	$18.77	—	RUSSIA ETF	92189F403
INDA	ISHARES TR	30,200	$888	0.1%	$29.40	—	MSCI INDIA ETF	46429B598
EWW	ISHARES	17,300	$839	0.1%	$48.50	—	MSCI MEX CAP ETF	464286822