MAKENA CAPITAL MANAGEMENT LLC Q4 2016 Filing
Filed February 9, 2017
Portfolio Value
$471.4M
Holdings
21
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (21 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES TR | 2,555,700 | $147.5M | 31.30% | Put |
| 2 | EFAISHARES TR | 3,901,764 | $138.1M | 29.29% | Put |
| 3 | IVVISHARES TR | 225,304 | $50.7M | 10.75% | |
| 4 | AQLTISHARES TR | 419,393 | $22.5M | 4.77% | |
| 5 | HYGISHARES TR | 186,887 | $16.2M | 3.43% | |
| 6 | AGGISHARES TR | 144,248 | $15.6M | 3.31% | |
| 7 | TLTISHARES TR | 110,677 | $13.2M | 2.80% | |
| 8 | VWOVANGUARD INTL EQUITY INDEX F | 293,208 | $10.5M | 2.23% | |
| 9 | IWMISHARES TR | 77,671 | $10.5M | 2.22% | |
| 10 | TIPISHARES TR | 84,959 | $9.6M | 2.04% | |
| 11 | VEAVANGUARD TAX MANAGED INTL FD | 172,835 | $6.3M | 1.34% | |
| 12 | IYRISHARES TR | 80,839 | $6.2M | 1.32% | |
| 13 | GSGISHARES S&P GSCI COMMODITY I | 364,144 | $5.7M | 1.21% | |
| 14 | DJPBARCLAYS BK PLC | 225,652 | $5.5M | 1.16% | |
| 15 | IJKISHARES TR | 18,809 | $3.4M | 0.73% | |
| 16 | HEWJISHARES TR | 122,867 | $3.4M | 0.72% | |
| 17 | IGEISHARES TR | 85,407 | $3.1M | 0.65% | |
| 18 | HEDJWISDOMTREE TR | 19,370 | $1.1M | 0.24% | |
| 19 | RSX1USDVANECK VECTORS ETF TR | 43,000 | $912K | 0.19% | |
| 20 | INDAISHARES TR | 27,237 | $730K | 0.15% | |
| 21 | EWWISHARES | 15,588 | $685K | 0.15% |