MAKENA CAPITAL MANAGEMENT LLC Q3 2017 Filing

Filed November 8, 2017

Portfolio Value

$711.3M

Holdings

18

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (18 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
4,500,000$308.2M43.32%Put
2
EEMISHARES TR
6,200,000$277.8M39.06%Put
3
SCHPSCHWAB STRATEGIC TR
580,675$32.1M4.51%
4
IVVISHARES TR
60,548$15.3M2.15%
5
HYGISHARES TR
139,936$12.4M1.75%
6
IWMISHARES TR
71,883$10.7M1.50%
7
TIPISHARES TR
79,101$9.0M1.26%
8
AGGISHARES TR
81,448$8.9M1.25%
9
VWOVANGUARD INTL EQUITY INDEX F
165,788$7.2M1.02%
10
TLTISHARES TR
50,354$6.3M0.88%
11
VEAVANGUARD TAX MANAGED INTL FD
141,889$6.2M0.87%
12
IYRISHARES TR
62,791$5.0M0.71%
13
NEARISHARES U S ETF TR
72,991$3.7M0.52%
14
EWJISHARES INC
57,166$3.2M0.45%
15
IJKISHARES TR
14,566$2.9M0.41%
16
IEURISHARES TR
19,073$948K0.13%
17
EWWISHARES INC
13,883$758K0.11%
18
INDAISHARES TR
22,220$730K0.10%