MAKENA CAPITAL MANAGEMENT LLC Diversified Active

Location: Menlo Park, CA

CIK: 0001359262 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 8, 2017

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

Holdings (23)

EFA ISHARES TR 40.2%

Value $293M Shares 4,500,000 Est. Cost $57.74 Unrealized —

EEM ISHARES TR 35.2%

Value $257M Shares 6,200,000 Est. Cost — Unrealized —

IVV ISHARES TR 5.0%

Value $36.4M Shares 149,524 Est. Cost $201.98 Unrealized —

IEFA ISHARES TR 3.5%

Value $25.54M Shares 419,393 Est. Cost $55.13 Unrealized —

SCHP SCHWAB STRATEGIC TR 2.3%

Value $16.61M Shares 301,715 Est. Cost $55.53 Unrealized —

HYG ISHARES TR 1.8%

Value $13.39M Shares 151,454 Est. Cost $89.37 Unrealized —

AGG ISHARES TR 1.7%

Value $12.69M Shares 115,837 Est. Cost $110.33 Unrealized —

TLT ISHARES TR 1.6%

Value $11.83M Shares 94,519 Est. Cost $128.82 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.3%

Value $9.699M Shares 237,538 Est. Cost $31.79 Unrealized —

IWM ISHARES TR 1.3%

Value $9.685M Shares 68,726 Est. Cost $124.70 Unrealized —

TIP ISHARES TR 1.2%

Value $8.547M Shares 75,352 Est. Cost $112.05 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.8%

Value $5.863M Shares 141,889 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 0.7%

Value $5.453M Shares 68,363 Est. Cost $69.47 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.7%

Value $4.888M Shares 348,644 Est. Cost $14.82 Unrealized —

XYZ SQUARE INC 0.6%

Value $4.561M Shares 194,400 Est. Cost $20.67 Unrealized 0.0%

EFA ISHARES TR 0.4%

Value $3.207M Shares 49,188 Est. Cost $57.74 Unrealized —

HEWJ ISHARES TR 0.4%

Value $2.998M Shares 100,594 Est. Cost $31.26 Unrealized —

IJK ISHARES TR 0.4%

Value $2.864M Shares 14,566 Est. Cost $169.51 Unrealized —

IGE ISHARES TR 0.2%

Value $1.567M Shares 49,493 Est. Cost $32.53 Unrealized —

HEDJ WISDOMTREE TR 0.1%

Value $913K Shares 14,654 Est. Cost $61.59 Unrealized —

EWW ISHARES 0.1%

Value $749K Shares 13,883 Est. Cost $48.76 Unrealized —

INDA ISHARES TR 0.1%

Value $713K Shares 22,220 Est. Cost $29.40 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value $657K Shares 34,252 Est. Cost $18.77 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	4,500,000	$293M	40.2%	$57.74	—	Put	464287465
EEM	ISHARES TR	6,200,000	$257M	35.2%	—	—	Put	464287234
IVV	ISHARES TR	149,524	$36.4M	5.0%	$201.98	—	CORE S&P500 ETF	464287200
IEFA	ISHARES TR	419,393	$25.54M	3.5%	$55.13	—	CORE MSCI EAFE	46432F842
SCHP	SCHWAB STRATEGIC TR	301,715	$16.61M	2.3%	$55.53	—	US TIPS ETF	808524870
HYG	ISHARES TR	151,454	$13.39M	1.8%	$89.37	—	IBOXX HI YD ETF	464288513
AGG	ISHARES TR	115,837	$12.69M	1.7%	$110.33	—	CORE US AGGBD ET	464287226
TLT	ISHARES TR	94,519	$11.83M	1.6%	$128.82	—	20 YR TR BD ETF	464287432
VWO	VANGUARD INTL EQUITY INDEX F	237,538	$9.699M	1.3%	$31.79	—	FTSE EMR MKT ETF	922042858
IWM	ISHARES TR	68,726	$9.685M	1.3%	$124.70	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	75,352	$8.547M	1.2%	$112.05	—	TIPS BD ETF	464287176
VEA	VANGUARD TAX MANAGED INTL FD	141,889	$5.863M	0.8%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	68,363	$5.453M	0.7%	$69.47	—	U.S. REAL ES ETF	464287739
GSG	ISHARES S&P GSCI COMMODITY I	348,644	$4.888M	0.7%	$14.82	—	UNIT BEN INT	46428R107
XYZ	SQUARE INC	194,400	$4.561M	0.6%	$20.67	0.0%	CL A	852234103
EFA	ISHARES TR	49,188	$3.207M	0.4%	$57.74	—	MSCI EAFE ETF	464287465
HEWJ	ISHARES TR	100,594	$2.998M	0.4%	$31.26	—	HDG MSCI JAPAN	46434V886
IJK	ISHARES TR	14,566	$2.864M	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
IGE	ISHARES TR	49,493	$1.567M	0.2%	$32.53	—	NA NAT RES	464287374
HEDJ	WISDOMTREE TR	14,654	$913K	0.1%	$61.59	—	EUROPE HEDGED EQ	97717X701
EWW	ISHARES	13,883	$749K	0.1%	$48.76	—	MSCI MEX CAP ETF	464286822
INDA	ISHARES TR	22,220	$713K	0.1%	$29.40	—	MSCI INDIA ETF	46429B598
—	VANECK VECTORS ETF TR	34,252	$657K	0.1%	$18.77	—	RUSSIA ETF	92189F403