MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 8, 2017

Total Value ($000): $729,000 (100.0% shares, 0.0% debt)

Holdings (23)

EFA ISHARES TR 40.2%

Value ($000) $293,265 Shares 4,500,000 Est. Cost $57.74 Unrealized —

EEM ISHARES TR 35.2%

Value ($000) $256,928 Shares 6,200,000 Est. Cost — Unrealized —

IVV ISHARES TR 5.0%

Value ($000) $36,396 Shares 149,524 Est. Cost $201.98 Unrealized —

IEFA ISHARES TR 3.5%

Value ($000) $25,537 Shares 419,393 Est. Cost $55.13 Unrealized —

SCHP SCHWAB STRATEGIC TR 2.3%

Value ($000) $16,612 Shares 301,715 Est. Cost $55.53 Unrealized —

HYG ISHARES TR 1.8%

Value ($000) $13,387 Shares 151,454 Est. Cost $89.37 Unrealized —

AGG ISHARES TR 1.7%

Value ($000) $12,685 Shares 115,837 Est. Cost $110.33 Unrealized —

TLT ISHARES TR 1.6%

Value ($000) $11,826 Shares 94,519 Est. Cost $128.82 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.3%

Value ($000) $9,699 Shares 237,538 Est. Cost $31.79 Unrealized —

IWM ISHARES TR 1.3%

Value ($000) $9,685 Shares 68,726 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.2%

Value ($000) $8,547 Shares 75,352 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.8%

Value ($000) $5,863 Shares 141,889 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 0.7%

Value ($000) $5,453 Shares 68,363 Est. Cost $69.47 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.7%

Value ($000) $4,888 Shares 348,644 Est. Cost $14.82 Unrealized —

XYZ SQUARE INC 0.6%

Value ($000) $4,561 Shares 194,400 Est. Cost $20.67 Unrealized 0.0%

EFA ISHARES TR 0.4%

Value ($000) $3,207 Shares 49,188 Est. Cost $57.74 Unrealized —

HEWJ ISHARES TR 0.4%

Value ($000) $2,998 Shares 100,594 Est. Cost $31.26 Unrealized —

IJK ISHARES TR 0.4%

Value ($000) $2,864 Shares 14,566 Est. Cost $169.51 Unrealized —

IGE ISHARES TR 0.2%

Value ($000) $1,567 Shares 49,493 Est. Cost $32.53 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value ($000) $913 Shares 14,654 Est. Cost $61.59 Unrealized —

EWW ISHARES 0.1%

Value ($000) $749 Shares 13,883 Est. Cost $48.76 Unrealized —

INDA ISHARES TR 0.1%

Value ($000) $713 Shares 22,220 Est. Cost $29.40 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value ($000) $657 Shares 34,252 Est. Cost $18.77 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	4,500,000	$293,265	40.2%	$57.74	—	Put	464287465
EEM	ISHARES TR	6,200,000	$256,928	35.2%	—	—	Put	464287234
IVV	ISHARES TR	149,524	$36,396	5.0%	$201.98	—	CORE S&P500 ETF	464287200
IEFA	ISHARES TR	419,393	$25,537	3.5%	$55.13	—	CORE MSCI EAFE	46432F842
SCHP	SCHWAB STRATEGIC TR	301,715	$16,612	2.3%	$55.53	—	US TIPS ETF	808524870
HYG	ISHARES TR	151,454	$13,387	1.8%	$89.37	—	IBOXX HI YD ETF	464288513
AGG	ISHARES TR	115,837	$12,685	1.7%	$110.33	—	CORE US AGGBD ET	464287226
TLT	ISHARES TR	94,519	$11,826	1.6%	$128.82	—	20 YR TR BD ETF	464287432
VWO	VANGUARD INTL EQUITY INDEX F	237,538	$9,699	1.3%	$31.79	—	FTSE EMR MKT ETF	922042858
IWM	ISHARES TR	68,726	$9,685	1.3%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	75,352	$8,547	1.2%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	141,889	$5,863	0.8%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	68,363	$5,453	0.7%	$69.47	—	U.S. REAL ES ETF	464287739
GSG	ISHARES S&P GSCI COMMODITY I	348,644	$4,888	0.7%	$14.82	—	UNIT BEN INT	46428R107
XYZ	SQUARE INC	194,400	$4,561	0.6%	$20.67	0.0%	CL A	852234103
EFA	ISHARES TR	49,188	$3,207	0.4%	$57.74	—	MSCI EAFE ETF	464287465
HEWJ	ISHARES TR	100,594	$2,998	0.4%	$31.26	—	HDG MSCI JAPAN	46434V886
IJK	ISHARES TR	14,566	$2,864	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
IGE	ISHARES TR	49,493	$1,567	0.2%	$32.53	—	NA NAT RES	464287374
HEDJ	WISDOMTREE TR	14,654	$913	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701
EWW	ISHARES	13,883	$749	0.1%	$48.76	—	MSCI MEX CAP ETF	464286822
INDA	ISHARES TR	22,220	$713	0.1%	$29.40	—	MSCI INDIA ETF	46429B598
—	VANECK VECTORS ETF TR	34,252	$657	0.1%	$18.77	—	RUSSIA ETF	92189F403