MAKENA CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001359262 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $402,852 (100.0% shares, 0.0% debt)

Holdings (17)

EFA ISHARES TR 50.6%

Value ($000) $203,899 Shares 2,900,000 Est. Cost — Unrealized —

EEM ISHARES TR 36.3%

Value ($000) $146,072 Shares 3,100,000 Est. Cost — Unrealized —

IVV ISHARES TR 2.1%

Value ($000) $8,630 Shares 32,100 Est. Cost $201.98 Unrealized —

HYG ISHARES TR 1.8%

Value ($000) $7,108 Shares 81,461 Est. Cost $89.37 Unrealized —

IWM ISHARES TR 1.4%

Value ($000) $5,744 Shares 37,675 Est. Cost $125.73 Unrealized —

TIP ISHARES TR 1.3%

Value ($000) $5,207 Shares 45,644 Est. Cost $112.13 Unrealized —

AGG ISHARES TR 1.3%

Value ($000) $5,142 Shares 47,031 Est. Cost $110.33 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.0%

Value ($000) $4,106 Shares 89,442 Est. Cost $31.79 Unrealized —

TLT ISHARES TR 0.9%

Value ($000) $3,608 Shares 28,436 Est. Cost $128.82 Unrealized —

VEA VANGUARD TAX MANAGED INTL FD 0.9%

Value ($000) $3,493 Shares 77,869 Est. Cost $39.51 Unrealized —

IYR ISHARES TR 0.7%

Value ($000) $2,858 Shares 35,281 Est. Cost $69.47 Unrealized —

NEAR ISHARES U S ETF TR 0.5%

Value ($000) $2,116 Shares 42,210 Est. Cost $50.29 Unrealized —

EWJ ISHARES INC 0.4%

Value ($000) $1,804 Shares 30,097 Est. Cost $55.71 Unrealized —

IJK ISHARES TR 0.4%

Value ($000) $1,675 Shares 7,763 Est. Cost $169.51 Unrealized —

IEUR ISHARES TR 0.1%

Value ($000) $528 Shares 10,530 Est. Cost $49.70 Unrealized —

EWW ISHARES INC 0.1%

Value ($000) $432 Shares 8,769 Est. Cost $48.76 Unrealized —

INDA ISHARES TR 0.1%

Value ($000) $430 Shares 11,915 Est. Cost $29.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EFA	ISHARES TR	2,900,000	$203,899	50.6%	—	—	Put	464287465
EEM	ISHARES TR	3,100,000	$146,072	36.3%	—	—	Put	464287234
IVV	ISHARES TR	32,100	$8,630	2.1%	$201.98	—	CORE S&P500 ETF	464287200
HYG	ISHARES TR	81,461	$7,108	1.8%	$89.37	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	37,675	$5,744	1.4%	$125.73	—	RUSSELL 2000 ETF	464287655
TIP	ISHARES TR	45,644	$5,207	1.3%	$112.13	—	TIPS BD ETF	464287176
AGG	ISHARES TR	47,031	$5,142	1.3%	$110.33	—	CORE US AGGBD ET	464287226
VWO	VANGUARD INTL EQUITY INDEX F	89,442	$4,106	1.0%	$31.79	—	FTSE EMR MKT ETF	922042858
TLT	ISHARES TR	28,436	$3,608	0.9%	$128.82	—	20 YR TR BD ETF	464287432
VEA	VANGUARD TAX MANAGED INTL FD	77,869	$3,493	0.9%	$39.51	—	FTSE DEV MKT ETF	921943858
IYR	ISHARES TR	35,281	$2,858	0.7%	$69.47	—	U.S. REAL ES ETF	464287739
NEAR	ISHARES U S ETF TR	42,210	$2,116	0.5%	$50.29	—	SHT MAT BD ETF	46431W507
EWJ	ISHARES INC	30,097	$1,804	0.4%	$55.71	—	MSCI JPN ETF NEW	46434G822
IJK	ISHARES TR	7,763	$1,675	0.4%	$169.51	—	S&P MC 400GR ETF	464287606
IEUR	ISHARES TR	10,530	$528	0.1%	$49.70	—	CORE MSCI EURO	46434V738
EWW	ISHARES INC	8,769	$432	0.1%	$48.76	—	MSCI MEXICO ETF	464286822
INDA	ISHARES TR	11,915	$430	0.1%	$29.40	—	MSCI INDIA ETF	46429B598