MAKENA CAPITAL MANAGEMENT LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$1.1B

Holdings

21

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (21 positions)

#StockSharesValue% PortfolioType
1
EEMISHARES TR
7,162,000$423.5M39.69%Put
2
EFAISHARES TR
11,064,000$414.3M38.83%Put
3
IVVISHARES TR
416,879$90.7M8.50%
4
AQLTISHARES TR
441,318$24.3M2.28%
5
HYGISHARES TR
173,098$15.1M1.42%
6
TLTISHARES TR
104,347$14.4M1.35%
7
IWMISHARES TR
98,083$12.2M1.14%
8
TIPISHARES TR
92,449$10.8M1.01%
9
AGGISHARES TR
95,450$10.7M1.01%
10
VWOVANGUARD INTL EQUITY INDEX F
262,811$9.9M0.93%
11
XOPUSDSPDR SERIES TRUST
189,470$7.3M0.68%
12
VEAVANGUARD TAX MANAGED INTL FD
194,477$7.3M0.68%
13
GSGISHARES S&P GSCI COMMODITY I
421,450$6.2M0.59%
14
IYRISHARES TR
71,948$5.8M0.54%
15
HEWJISHARES TR
146,362$3.6M0.34%
16
IGEISHARES TR
105,163$3.6M0.34%
17
IJKISHARES TR
20,183$3.5M0.33%
18
HEDJWISDOMTREE TR
22,372$1.2M0.11%
19
RSX1USDVANECK VECTORS ETF TR
48,600$912K0.09%
20
INDAISHARES TR
30,200$888K0.08%
21
EWWISHARES
17,300$839K0.08%