MAKENA CAPITAL MANAGEMENT LLC Q2 2017 Filing

Filed August 8, 2017

Portfolio Value

$729.0M

Holdings

22

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (22 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
4,549,188$296.5M40.67%Put
2
EEMISHARES TR
6,200,000$256.9M35.24%Put
3
IVVISHARES TR
149,524$36.4M4.99%
4
AQLTISHARES TR
419,393$25.5M3.50%
5
SCHPSCHWAB STRATEGIC TR
301,715$16.6M2.28%
6
HYGISHARES TR
151,454$13.4M1.84%
7
AGGISHARES TR
115,837$12.7M1.74%
8
TLTISHARES TR
94,519$11.8M1.62%
9
VWOVANGUARD INTL EQUITY INDEX F
237,538$9.7M1.33%
10
IWMISHARES TR
68,726$9.7M1.33%
11
TIPISHARES TR
75,352$8.5M1.17%
12
VEAVANGUARD TAX MANAGED INTL FD
141,889$5.9M0.80%
13
IYRISHARES TR
68,363$5.5M0.75%
14
GSGISHARES S&P GSCI COMMODITY I
348,644$4.9M0.67%
15
XYZSQUARE INC
194,400$4.6M0.63%
16
HEWJISHARES TR
100,594$3.0M0.41%
17
IJKISHARES TR
14,566$2.9M0.39%
18
IGEISHARES TR
49,493$1.6M0.21%
19
HEDJWISDOMTREE TR
14,654$913K0.13%
20
EWWISHARES
13,883$749K0.10%
21
INDAISHARES TR
22,220$713K0.10%
22
RSX1USDVANECK VECTORS ETF TR
34,252$657K0.09%