MAKENA CAPITAL MANAGEMENT LLC Q1 2017 Filing

Filed May 10, 2017

Portfolio Value

$711.7M

Holdings

22

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (22 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
4,549,188$283.4M39.81%Put
2
EEMISHARES TR
6,200,000$244.2M34.31%Put
3
IVVISHARES TR
156,364$37.1M5.21%
4
AQLTISHARES TR
419,393$24.3M3.41%
5
SCHPSCHWAB STRATEGIC TR
298,935$16.6M2.33%
6
HYGISHARES TR
166,309$14.6M2.05%
7
AGGISHARES TR
123,504$13.4M1.88%
8
TLTISHARES TR
107,602$13.0M1.82%
9
IWMISHARES TR
76,971$10.6M1.49%
10
VWOVANGUARD INTL EQUITY INDEX F
263,163$10.5M1.47%
11
TIPISHARES TR
82,559$9.5M1.33%
12
VEAVANGUARD TAX MANAGED INTL FD
164,335$6.5M0.91%
13
IYRISHARES TR
76,406$6.0M0.84%
14
DJPBARCLAYS BK PLC
225,652$5.3M0.75%
15
GSGISHARES S&P GSCI COMMODITY I
353,944$5.2M0.74%
16
IJKISHARES TR
16,709$3.2M0.45%
17
HEWJISHARES TR
110,267$3.1M0.43%
18
IGEISHARES TR
49,493$1.7M0.24%
19
HEDJWISDOMTREE TR
19,070$1.2M0.17%
20
EWWISHARES
17,313$886K0.12%
21
INDAISHARES TR
27,237$858K0.12%
22
RSX1USDVANECK VECTORS ETF TR
35,800$740K0.10%