0001164691-17-000091.txt : 20170510 0001164691-17-000091.hdr.sgml : 20170510 20170510123922 ACCESSION NUMBER: 0001164691-17-000091 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170510 DATE AS OF CHANGE: 20170510 EFFECTIVENESS DATE: 20170510 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MAKENA CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001359262 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12255 FILM NUMBER: 17829326 BUSINESS ADDRESS: STREET 1: 2755 SAND HILL ROAD, SUITE 200 CITY: MENLO PARK STATE: CA ZIP: 94025 BUSINESS PHONE: 650-926-0510 MAIL ADDRESS: STREET 1: 2755 SAND HILL ROAD, SUITE 200 CITY: MENLO PARK STATE: CA ZIP: 94025 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001359262 XXXXXXXX 03-31-2017 03-31-2017 MAKENA CAPITAL MANAGEMENT LLC

2755 Sand Hill Road, Suite 200 Menlo Park CA 94025

13F HOLDINGS REPORT 028-12255 N William L. McGrath 650-926-0510 /s/ William L. McGrath Menlo Park CA 5-9-2017 0 23 711740 INFORMATION TABLE 2 Form13FInfoTable.xml MAKENA CAPITAL MANAGEMENT LLC INFORMATION TABLE BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 5307 225652 SH SOLE N/A 225652 0 0 ISHARES MSCI MEX CAP ETF 464286822 886 17313 SH SOLE N/A 17313 0 0 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 5245 353944 SH SOLE N/A 353944 0 0 ISHARES TR 20 YR TR BD ETF 464287432 12985 107602 SH SOLE N/A 107602 0 0 ISHARES TR CORE MSCI EAFE 46432F842 24304 419393 SH SOLE N/A 419393 0 0 ISHARES TR CORE S&P500 ETF 464287200 37100 156364 SH SOLE N/A 156364 0 0 ISHARES TR CORE US AGGBD ET 464287226 13399 123504 SH SOLE N/A 123504 0 0 ISHARES TR HDG MSCI JAPAN 46434V886 3091 110267 SH SOLE N/A 110267 0 0 ISHARES TR IBOXX HI YD ETF 464288513 14599 166309 SH SOLE N/A 166309 0 0 ISHARES TR MSCI EAFE ETF 464287465 3064 49188 SH SOLE N/A 49188 0 0 ISHARES TR MSCI INDIA ETF 46429B598 858 27237 SH SOLE N/A 27237 0 0 ISHARES TR NA NAT RES 464287374 1696 49493 SH SOLE N/A 49493 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 10582 76971 SH SOLE N/A 76971 0 0 ISHARES TR S&P MC 400GR ETF 464287606 3190 16709 SH SOLE N/A 16709 0 0 ISHARES TR TIPS BD ETF 464287176 9465 82559 SH SOLE N/A 82559 0 0 ISHARES TR U.S. REAL ES ETF 464287739 5997 76406 SH SOLE N/A 76406 0 0 ISHARES TR MSCI EAFE ETF 464287465 280305 4500000 SH Put SOLE N/A 4500000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 244218 6200000 SH Put SOLE N/A 6200000 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 16600 298935 SH SOLE N/A 298935 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 740 35800 SH SOLE N/A 35800 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 10453 263163 SH SOLE N/A 263163 0 0 VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 6458 164335 SH SOLE N/A 164335 0 0 WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1198 19070 SH SOLE N/A 19070 0 0