MAKENA CAPITAL MANAGEMENT LLC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$905.9M

Holdings

20

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (20 positions)

#StockSharesValue% PortfolioType
1
EEMISHARES TR
9,501,000$325.4M35.92%Put
2
EFAISHARES TR
4,747,041$245.7M27.12%Put
3
IVVISHARES TR
535,888$110.7M12.22%
4
IGEISHARES TR
1,454,779$43.3M4.77%
5
BNDXVANGUARD CHARLOTTE FDS
497,392$27.1M2.99%
6
AQLTISHARES TR
495,774$26.3M2.91%
7
VWOVANGUARD INTL EQUITY INDEX F
668,678$23.1M2.55%
8
HYGISHARES TR
196,129$16.0M1.77%
9
IWMISHARES TR
127,552$14.1M1.56%
10
SUISUN CMNTYS INC
194,727$13.9M1.54%
11
TIPISHARES TR
106,719$12.2M1.35%
12
IYRISHARES TR
107,227$8.3M0.92%
13
VEAVANGUARD TAX MANAGED INTL FD
229,343$8.2M0.91%
14
DJPBARCLAYS BK PLC
313,280$6.7M0.74%
15
XOPUSDSPDR SERIES TRUST
1,596,662$6.4M0.70%
16
TLTISHARES TR
42,289$5.5M0.61%
17
IJKISHARES TR
26,669$4.3M0.48%
18
HEWJISHARES TR
154,573$3.9M0.43%
19
AGGISHARES TR
28,106$3.1M0.34%
20
HEDJWISDOMTREE TR
25,527$1.3M0.15%