MAKENA CAPITAL MANAGEMENT LLC Q3 2015 Filing

Filed November 6, 2015

Portfolio Value

$1.1B

Holdings

19

Report Date

Q3 2015

Filing Type

13F-HR

All Holdings (19 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
8,662,334$431.2M40.41%Put
2
EEMISHARES TR
9,083,800$297.8M27.90%Put
3
IVVISHARES TR
366,428$70.6M6.62%
4
VWOVANGUARD INTL EQUITY INDEX F
2,748,035$69.5M6.52%
5
IGEISHARES TR
1,362,934$39.6M3.71%
6
BNDXVANGUARD CHARLOTTE FDS
568,946$30.1M2.82%
7
AQLTISHARES TR
427,751$22.6M2.12%
8
HYGISHARES TR
225,492$18.8M1.76%
9
IWMISHARES TR
141,577$15.5M1.45%
10
TIPISHARES TR
124,627$13.8M1.29%
11
XOPUSDSPDR SERIES TRUST
1,591,881$10.5M0.98%
12
VEAVANGUARD TAX MANAGED INTL FD
257,674$9.2M0.86%
13
IYRISHARES TR
121,266$8.6M0.81%
14
DJPBARCLAYS BK PLC
314,619$7.7M0.72%
15
TLTISHARES TR
54,945$6.8M0.64%
16
HEWJISHARES TR
169,398$4.7M0.44%
17
AGGISHARES TR
41,725$4.6M0.43%
18
IJKISHARES TR
28,361$4.5M0.42%
19
HEDJWISDOMTREE TR
25,527$1.4M0.13%