MAKENA CAPITAL MANAGEMENT LLC Q4 2017 Filing

Filed February 12, 2018

Portfolio Value

$402.9M

Holdings

17

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (17 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
2,900,000$203.9M50.61%Put
2
EEMISHARES TR
3,100,000$146.1M36.26%Put
3
IVVISHARES TR
32,100$8.6M2.14%
4
HYGISHARES TR
81,461$7.1M1.76%
5
IWMISHARES TR
37,675$5.7M1.43%
6
TIPISHARES TR
45,644$5.2M1.29%
7
AGGISHARES TR
47,031$5.1M1.28%
8
VWOVANGUARD INTL EQUITY INDEX F
89,442$4.1M1.02%
9
TLTISHARES TR
28,436$3.6M0.90%
10
VEAVANGUARD TAX MANAGED INTL FD
77,869$3.5M0.87%
11
IYRISHARES TR
35,281$2.9M0.71%
12
NEARISHARES U S ETF TR
42,210$2.1M0.53%
13
EWJISHARES INC
30,097$1.8M0.45%
14
IJKISHARES TR
7,763$1.7M0.42%
15
IEURISHARES TR
10,530$528K0.13%
16
EWWISHARES INC
8,769$432K0.11%
17
INDAISHARES TR
11,915$430K0.11%