Makena Capital Management LLC — Q1 2017 13F 持股

Name: Makena Capital Management LLC — 13F Holdings, Q1 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001359262

申報總市值

US$8.7億

本季完整持股清單

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	EFA	Ishares Msci Eafe ETF	ETF-其他	39.81%	—	+16.59%
2	EEM	Ishares Msci Emerging Market	ETF-新興市場	34.31%	—	+142.59%
3	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	5.21%	—	-30.60%
4	IEFA	Ishares Core Msci Eafe ETF	ETF-其他	3.41%	+1.25%	—
5	SCHP	Schwab U.s. Tips ETF	ETF-其他	2.33%	—	—
6	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投資等級債	2.05%	—	-11.01%
7	AGG	Ishares Core U.s. Aggregate	ETF-其他	1.88%	—	-14.38%
8	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公債	1.82%	—	-2.78%
9	IWM	Ishares Russell 2000 ETF	ETF-中小型股	1.49%	—	-0.90%
10	VWO	Vanguard Ftse Emerging Marke	ETF-新興市場	1.47%	—	-10.25%
11	TIP	Ishares Tips Bond ETF	ETF-其他	1.33%	—	-2.82%
12	VEA	Vanguard Ftse Developed ETF	ETF-其他	0.91%	—	-4.92%
13	IYR	Ishares US Real Estate ETF	ETF-其他	0.84%	—	-5.48%
14	DJP	Ipath Bloomberg Commodity In	ETF-避險與商品	0.75%	—	—
15	GSG	Ishares S&p Gsci Commodity I	ETF-避險與商品	0.74%	—	-2.80%
16	IJK	Ishares S&p Mid-cap 400 Grow	ETF-其他	0.45%	—	-11.16%
17	HEWJ	Isha Curr Hedged Msci Japan	ETF-其他	0.43%	—	-10.26%
18	IGE	Ishares North American Natur	ETF-其他	0.24%	—	-42.05%
19	HEDJ	Wisdomtree Europe Hedged Equ	ETF-其他	0.17%	—	-1.55%
20	EWW	Ishares Msci Mexico ETF	ETF-其他	0.12%	—	+11.07%
21	INDA	Ishares Msci India ETF	ETF-其他	0.12%	—	—
22	RSX1USD	Vaneck Vectors Russia ETF	ETF-其他	0.10%	—	-16.74%

Makena Capital Management LLC 於截至 Q1 2017 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	EFA	Ishares Msci Eafe ETF	+10.5%	+16.59%	加碼
2	EEM	Ishares Msci Emerging Market	+3%	+142.59%	加碼
3	EWW	Ishares Msci Mexico ETF	0%	+11.07%	加碼
4	INDA	Ishares Msci India ETF	0%	—	不變
5	HEDJ	Wisdomtree Europe Hedged Equ	-0.1%	-1.55%	減碼
6	RSX1USD	Vaneck Vectors Russia ETF	-0.1%	-16.74%	減碼
7	IJK	Ishares S&p Mid-cap 400 Grow	-0.3%	-11.16%	減碼
8	HEWJ	Isha Curr Hedged Msci Japan	-0.3%	-10.26%	減碼
9	IGE	Ishares North American Natur	-0.4%	-42.05%	減碼
10	DJP	Ipath Bloomberg Commodity In	-0.4%	—	不變
11	VEA	Vanguard Ftse Developed ETF	-0.4%	-4.92%	減碼
12	GSG	Ishares S&p Gsci Commodity I	-0.5%	-2.80%	減碼
13	IYR	Ishares US Real Estate ETF	-0.5%	-5.48%	減碼
14	TIP	Ishares Tips Bond ETF	-0.7%	-2.82%	減碼
15	IWM	Ishares Russell 2000 ETF	-0.7%	-0.90%	減碼
16	VWO	Vanguard Ftse Emerging Marke	-0.8%	-10.25%	減碼
17	TLT	Ishares 20+ Year Treasury Bd	-1%	-2.78%	減碼
18	IEFA	Ishares Core Msci Eafe ETF	-1.4%	—	不變
19	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-1.4%	-11.01%	減碼
20	AGG	Ishares Core U.s. Aggregate	-1.4%	-14.38%	減碼
21	IVV	Ishares Core S&p 500 ETF	-5.5%	-30.60%	減碼
22	SCHP	Schwab U.s. Tips ETF	—	NEW	新建倉