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MCM

Makena Capital Management Portfolio holdings

AUM $866M
1-Year Est. Return 17.79%
This Fund
S&P 500
This Quarter Est. Return
-0.28%
1 Year Est. Return
+17.79%
3 Year Est. Return
+74.29%
5 Year Est. Return
+61.44%
10 Year Est. Return
–
AUM
$471M
AUM Growth
-$596M
Cap. Flow
-$622M
Cap. Flow %
-132.04%
Top 10 Hldgs %
91.35%
Holding
23
New
2
Increased
5
Reduced
15
Closed
1

Top Buys

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$5.35M
2
DJP icon
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
+$5.34M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$3.69M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.19M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$1.11M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$42.1M
2
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$7.29M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$2.61M
4
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$1.18M
5
GSG icon
iShares S&P GSCI Commodity-Indexed Trust
GSG
+$857K

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEM icon
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$30B
$148M 31.3%
2,555,700
-4,606,300
-64% -$166M
EFA icon
2
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
$134M 28.5%
3,837,800
-7,226,200
-65% -$417M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$904B
$50.7M 10.75%
225,304
-191,575
-46% -$42.1M
IEFA icon
4
iShares Core MSCI EAFE ETF
IEFA
$196B
$22.5M 4.77%
419,393
-21,925
-5% -$1.18M
HYG icon
5
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$16.2M 3.43%
186,887
+13,789
+8% +$1.19M
AGG icon
6
iShares Core US Aggregate Bond ETF
AGG
$138B
$15.6M 3.31%
144,248
+48,798
+51% +$5.35M
TLT icon
7
iShares 20+ Year Treasury Bond ETF
TLT
$40.9B
$13.2M 2.8%
110,677
+6,330
+6% +$793K
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$10.5M 2.23%
293,208
+30,397
+12% +$1.11M
IWM icon
9
iShares Russell 2000 ETF
IWM
$81.9B
$10.5M 2.22%
77,671
-20,412
-21% -$2.61M
TIP icon
10
iShares TIPS Bond ETF
TIP
$14.7B
$9.62M 2.04%
84,959
-7,490
-8% -$855K
VEA icon
11
Vanguard FTSE Developed Markets ETF
VEA
$237B
$6.32M 1.34%
172,835
-21,642
-11% -$790K
IYR icon
12
iShares US Real Estate ETF
IYR
$4.57B
$6.22M 1.32%
80,839
+8,891
+12% +$676K
GSG icon
13
iShares S&P GSCI Commodity-Indexed Trust
GSG
$900M
$5.71M 1.21%
364,144
-57,306
-14% -$857K
DJP icon
14
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$794M
$5.47M 1.16%
+225,652
New +$5.34M
EFA icon
15
iShares MSCI EAFE ETF
EFA
$80.2B
$3.69M 0.78%
+63,964
New +$3.69M
IJK icon
16
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
$3.43M 0.73%
75,236
-5,496
-7% -$242K
HEWJ icon
17
iShares Currency Hedged MSCI Japan ETF
HEWJ
$747M
$3.42M 0.72%
122,867
-23,495
-16% -$625K
IGE icon
18
iShares North American Natural Resources ETF
IGE
$754M
$3.07M 0.65%
85,407
-19,756
-19% -$688K
HEDJ icon
19
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
$1.11M 0.24%
38,740
-6,004
-13% -$164K
RSX
20
DELISTED
VanEck Russia ETF
RSX
$912K 0.19%
43,000
-5,600
-12% -$109K
INDA icon
21
iShares MSCI India ETF
INDA
$6.63B
$730K 0.15%
27,237
-2,963
-10% -$82.4K
EWW icon
22
iShares MSCI Mexico ETF
EWW
$1.92B
$685K 0.15%
15,588
-1,712
-10% -$80.5K
XOP icon
23
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.43B
– –
-47,368
Closed -$7.29M

Similar funds

EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
RWM
RMG Wealth Management Platteville, Wisconsin $866M AUM 11.95% 1-Year Est. Return
HP
Havemeyer Place Greenwich, Connecticut $867M AUM
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
WCM
Wallace Capital Management Dallas, Texas $871M AUM 13.69% 1-Year Est. Return
TSS
Two Sigma Securities New York $861M AUM 21.33% 1-Year Est. Return
F1I
Fund 1 Investments Rincon, Puerto Rico $872M AUM 50.95% 1-Year Est. Return

Makena Capital Management's Q4 2016 Portfolio in Review

As of Q4 2016, Makena Capital Management held 23 positions worth $471M, down 56% from $1.07B the previous quarter. Its ten largest holdings account for 91% of the portfolio.

Makena Capital Management withdrew a net $622M in Q4 2016, closing 1 position and reducing 15 holdings. Its most notable exit was State Street SPDR S&P Oil & Gas Exploration & Production ETF, an estimated $7.29M position sold in full.

Against the trend, Makena Capital Management opened a new position in iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036 worth $5.47M.

  • Makena Capital Management's largest Q4 2016 buy was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036: 225,652 shares worth $5.47M.
  • Makena Capital Management added most to iShares Core US Aggregate Bond ETF in Q4 2016, an estimated $5.35M increase.
  • Makena Capital Management's biggest Q4 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $42.1M.
  • Makena Capital Management fully exited State Street SPDR S&P Oil & Gas Exploration & Production ETF in Q4 2016, selling an estimated $7.29M.
  • Makena Capital Management's ten largest holdings make up 91% of its $471M portfolio in Q4 2016.
  • Makena Capital Management opened 2 new positions and closed 1 in Q4 2016.
  • Makena Capital Management's portfolio value fell 56% quarter-over-quarter to $471M.

Based on Makena Capital Management's 13F filing for Q4 2016, filed 9 Feb 2017.