MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 9, 2017

Total Value ($000): $471,363 (100.0% shares, 0.0% debt)

Holdings (22)

EEM ISHARES TR 31.3%

Value ($000) $147,541 Shares 2,555,700 Est. Cost — Unrealized —

EFA ISHARES TR 28.5%

Value ($000) $134,361 Shares 3,837,800 Est. Cost $57.74 Unrealized —

IVV ISHARES TR 10.8%

Value ($000) $50,691 Shares 225,304 Est. Cost $201.98 Unrealized —

IEFA ISHARES TR 4.8%

Value ($000) $22,492 Shares 419,393 Est. Cost $55.13 Unrealized —

HYG ISHARES TR 3.4%

Value ($000) $16,175 Shares 186,887 Est. Cost $89.37 Unrealized —

AGG ISHARES TR 3.3%

Value ($000) $15,587 Shares 144,248 Est. Cost $110.33 Unrealized —

TLT ISHARES TR 2.8%

Value ($000) $13,182 Shares 110,677 Est. Cost $128.82 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 2.2%

Value ($000) $10,491 Shares 293,208 Est. Cost $31.79 Unrealized —

IWM ISHARES TR 2.2%

Value ($000) $10,474 Shares 77,671 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 2.0%

Value ($000) $9,615 Shares 84,959 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 1.3%

Value ($000) $6,315 Shares 172,835 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 1.3%

Value ($000) $6,220 Shares 80,839 Est. Cost $69.47 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 1.2%

Value ($000) $5,706 Shares 364,144 Est. Cost $14.82 Unrealized —

DJP BARCLAYS BK PLC 1.2%

Value ($000) $5,468 Shares 225,652 Est. Cost $24.23 Unrealized —

EFA ISHARES TR 0.8%

Value ($000) $3,693 Shares 63,964 Est. Cost $57.74 Unrealized —

IJK ISHARES TR 0.7%

Value ($000) $3,427 Shares 18,809 Est. Cost $169.51 Unrealized —

HEWJ ISHARES TR 0.7%

Value ($000) $3,416 Shares 122,867 Est. Cost $31.26 Unrealized —

IGE ISHARES TR 0.7%

Value ($000) $3,070 Shares 85,407 Est. Cost $32.53 Unrealized —

HEDJ WISDOMTREE TR 0.2%

Value ($000) $1,112 Shares 19,370 Est. Cost $61.59 Unrealized —

— VANECK VECTORS ETF TR 0.2%

Value ($000) $912 Shares 43,000 Est. Cost $18.77 Unrealized —

INDA ISHARES TR 0.2%

Value ($000) $730 Shares 27,237 Est. Cost $29.40 Unrealized —

EWW ISHARES 0.1%

Value ($000) $685 Shares 15,588 Est. Cost $48.50 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	2,555,700	$147,541	31.3%	—	—	Put	464287234
EFA	ISHARES TR	3,837,800	$134,361	28.5%	$57.74	—	Put	464287465
IVV	ISHARES TR	225,304	$50,691	10.8%	$201.98	—	CORE S&P500 ETF	464287200
IEFA	ISHARES TR	419,393	$22,492	4.8%	$55.13	—	CORE MSCI EAFE	46432F842
HYG	ISHARES TR	186,887	$16,175	3.4%	$89.37	—	IBOXX HI YD ETF	464288513
AGG	ISHARES TR	144,248	$15,587	3.3%	$110.33	—	CORE US AGGBD ET	464287226
TLT	ISHARES TR	110,677	$13,182	2.8%	$128.82	—	20 YR TR BD ETF	464287432
VWO	VANGUARD INTL EQUITY INDEX F	293,208	$10,491	2.2%	$31.79	—	FTSE EMR MKT ETF	922042858
IWM	ISHARES TR	77,671	$10,474	2.2%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	84,959	$9,615	2.0%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	172,835	$6,315	1.3%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	80,839	$6,220	1.3%	$69.47	—	U.S. REAL ES ETF	464287739
GSG	ISHARES S&P GSCI COMMODITY I	364,144	$5,706	1.2%	$14.82	—	UNIT BEN INT	46428R107
DJP	BARCLAYS BK PLC	225,652	$5,468	1.2%	$24.23	—	DJUBS CMDT ETN36	06738C778
EFA	ISHARES TR	63,964	$3,693	0.8%	$57.74	—	MSCI EAFE ETF	464287465
IJK	ISHARES TR	18,809	$3,427	0.7%	$169.51	—	S&P MC 400GR ETF	464287606
HEWJ	ISHARES TR	122,867	$3,416	0.7%	$31.26	—	HDG MSCI JAPAN	46434V886
IGE	ISHARES TR	85,407	$3,070	0.7%	$32.53	—	NA NAT RES	464287374
HEDJ	WISDOMTREE TR	19,370	$1,112	0.2%	$61.59	—	EUROPE HEDGED EQ	97717X701
—	VANECK VECTORS ETF TR	43,000	$912	0.2%	$18.77	—	RUSSIA ETF	92189F403
INDA	ISHARES TR	27,237	$730	0.2%	$29.40	—	MSCI INDIA ETF	46429B598
EWW	ISHARES	15,588	$685	0.1%	$48.50	—	MSCI MEX CAP ETF	464286822