MAKENA CAPITAL MANAGEMENT LLC Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$812.2M
Holdings
19
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (19 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES TR | 9,501,000 | $326.5M | 40.19% | Put |
| 2 | EFAISHARES TR | 4,269,013 | $238.3M | 29.34% | Put |
| 3 | IVVISHARES TR | 525,578 | $110.7M | 13.63% | |
| 4 | BNDXVANGUARD CHARLOTTE FDS | 472,192 | $26.3M | 3.24% | |
| 5 | HYGISHARES TR | 188,206 | $15.9M | 1.96% | |
| 6 | IWMISHARES TR | 117,814 | $13.5M | 1.67% | |
| 7 | VWOVANGUARD INTL EQUITY INDEX F | 355,948 | $12.5M | 1.54% | |
| 8 | TIPISHARES TR | 106,719 | $12.5M | 1.53% | |
| 9 | VEAVANGUARD TAX MANAGED INTL FD | 237,145 | $8.4M | 1.03% | |
| 10 | IYRISHARES TR | 98,161 | $8.1M | 0.99% | |
| 11 | AQLTISHARES TR | 149,036 | $7.7M | 0.95% | |
| 12 | DJPBARCLAYS BK PLC | 286,865 | $7.1M | 0.87% | |
| 13 | TLTISHARES TR | 42,289 | $5.9M | 0.72% | |
| 14 | IGEISHARES TR | 147,713 | $4.9M | 0.60% | |
| 15 | IJKISHARES TR | 24,627 | $4.2M | 0.51% | |
| 16 | HEWJISHARES TR | 162,851 | $3.8M | 0.47% | |
| 17 | AGGISHARES TR | 28,106 | $3.2M | 0.39% | |
| 18 | XOPUSDSPDR SERIES TRUST | 42,754 | $1.5M | 0.18% | |
| 19 | HEDJWISDOMTREE TR | 25,527 | $1.3M | 0.16% |