MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 8, 2017

Total Value ($000): $711,287 (100.0% shares, 0.0% debt)

Holdings (18)

EFA ISHARES TR 43.3%

Value ($000) $308,160 Shares 4,500,000 Est. Cost $57.74 Unrealized —

EEM ISHARES TR 39.1%

Value ($000) $277,822 Shares 6,200,000 Est. Cost — Unrealized —

SCHP SCHWAB STRATEGIC TR 4.5%

Value ($000) $32,088 Shares 580,675 Est. Cost $55.40 Unrealized —

IVV ISHARES TR 2.2%

Value ($000) $15,314 Shares 60,548 Est. Cost $201.98 Unrealized —

HYG ISHARES TR 1.7%

Value ($000) $12,421 Shares 139,936 Est. Cost $89.37 Unrealized —

IWM ISHARES TR 1.5%

Value ($000) $10,652 Shares 71,883 Est. Cost $125.73 Unrealized —

TIP ISHARES TR 1.3%

Value ($000) $8,984 Shares 79,101 Est. Cost $112.13 Unrealized —

AGG ISHARES TR 1.3%

Value ($000) $8,926 Shares 81,448 Est. Cost $110.33 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.0%

Value ($000) $7,223 Shares 165,788 Est. Cost $31.79 Unrealized —

TLT ISHARES TR 0.9%

Value ($000) $6,282 Shares 50,354 Est. Cost $128.82 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value ($000) $6,159 Shares 141,889 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 0.7%

Value ($000) $5,016 Shares 62,791 Est. Cost $69.47 Unrealized —

NEAR ISHARES U S ETF TR 0.5%

Value ($000) $3,671 Shares 72,991 Est. Cost $50.29 Unrealized —

EWJ ISHARES INC 0.4%

Value ($000) $3,185 Shares 57,166 Est. Cost $55.71 Unrealized —

IJK ISHARES TR 0.4%

Value ($000) $2,948 Shares 14,566 Est. Cost $169.51 Unrealized —

IEUR ISHARES TR 0.1%

Value ($000) $948 Shares 19,073 Est. Cost $49.70 Unrealized —

EWW ISHARES INC 0.1%

Value ($000) $758 Shares 13,883 Est. Cost $48.76 Unrealized —

INDA ISHARES TR 0.1%

Value ($000) $730 Shares 22,220 Est. Cost $29.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	4,500,000	$308,160	43.3%	$57.74	—	Put	464287465
EEM	ISHARES TR	6,200,000	$277,822	39.1%	—	—	Put	464287234
SCHP	SCHWAB STRATEGIC TR	580,675	$32,088	4.5%	$55.40	—	US TIPS ETF	808524870
IVV	ISHARES TR	60,548	$15,314	2.2%	$201.98	—	CORE S&P500 ETF	464287200
HYG	ISHARES TR	139,936	$12,421	1.7%	$89.37	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	71,883	$10,652	1.5%	$125.73	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	79,101	$8,984	1.3%	$112.13	—	TIPS BD ETF	464287176
AGG	ISHARES TR	81,448	$8,926	1.3%	$110.33	—	CORE US AGGBD ET	464287226
VWO	VANGUARD INTL EQUITY INDEX F	165,788	$7,223	1.0%	$31.79	—	FTSE EMR MKT ETF	922042858
TLT	ISHARES TR	50,354	$6,282	0.9%	$128.82	—	20 YR TR BD ETF	464287432
VEA	VANGUARD TAX MANAGED INTL FD	141,889	$6,159	0.9%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	62,791	$5,016	0.7%	$69.47	—	U.S. REAL ES ETF	464287739
NEAR	ISHARES U S ETF TR	72,991	$3,671	0.5%	$50.29	—	SHT MAT BD ETF	46431W507
EWJ	ISHARES INC	57,166	$3,185	0.4%	$55.71	—	MSCI JPN ETF NEW	46434G822
IJK	ISHARES TR	14,566	$2,948	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
IEUR	ISHARES TR	19,073	$948	0.1%	$49.70	—	CORE MSCI EURO	46434V738
EWW	ISHARES INC	13,883	$758	0.1%	$48.76	—	MSCI MEX CAP ETF	464286822
INDA	ISHARES TR	22,220	$730	0.1%	$29.40	—	MSCI INDIA ETF	46429B598