MAKENA CAPITAL MANAGEMENT LLC Q2 2015 Filing

Filed August 11, 2015

Portfolio Value

$1.2B

Holdings

20

Report Date

Q2 2015

Filing Type

13F-HR

All Holdings (20 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
7,308,465$464.0M39.89%Put
2
EEMISHARES TR
9,532,200$377.7M32.47%Put
3
IVVISHARES TR
248,300$51.5M4.42%
4
VWOVANGUARD INTL EQUITY INDEX F
1,054,205$43.1M3.70%
5
BNDXVANGUARD CHARLOTTE FDS
679,392$35.6M3.06%
6
XOPUSDSPDR SERIES TRUST
686,632$32.0M2.75%
7
IGEISHARES TR
718,856$26.1M2.24%
8
AQLTISHARES TR
427,751$24.9M2.14%
9
HYGISHARES
238,821$21.2M1.82%
10
IWMISHARES TR
140,107$17.5M1.50%
11
TIPISHARES TR
145,074$16.3M1.40%
12
VEAVANGUARD TAX MANAGED INTL FD
258,228$10.2M0.88%
13
IYRISHARES TR
133,769$9.5M0.82%
14
DJPBARCLAYS BK PLC
314,619$9.1M0.79%
15
TLTISHARES TR
62,488$7.3M0.63%
16
HEWJISHARES TR
171,268$5.4M0.47%
17
IJKISHARES TR
31,874$5.4M0.46%
18
AGGISHARES TR
41,725$4.5M0.39%
19
HEDJWISDOMTREE TR
27,490$1.7M0.15%
20
CAFEPRESS INC
30,000$135K0.01%