Elo Mutual Pension Insurance Co Diversified Active

CIK: 0001739877 · Show all filings

Period: Q1 2018 (Next →)

Filing Date: May 9, 2018

Total Value ($000): $2,727,596 (100.0% shares, 0.0% debt)

Holdings (39)

VOO VANGUARD INDEX FDS 12.0%

Value ($000) $326,808 Shares 1,350,000 Est. Cost $242.08 Unrealized —

IVV ISHARES CORE S&P500 ETF 11.9%

Value ($000) $325,078 Shares 1,225,000 Est. Cost $265.37 Unrealized —

SPY SPDR S&P 500 ETF TRUST 8.7%

Value ($000) $238,151 Shares 905,000 Est. Cost $263.15 Unrealized —

IEMG ISHARES CORE MSCI EMKT 8.5%

Value ($000) $230,680 Shares 3,950,000 Est. Cost $58.40 Unrealized —

USMV ISHARES TRUST 8.3%

Value ($000) $227,453 Shares 4,380,000 Est. Cost $51.93 Unrealized —

VLUE ISHARES TRUST 8.2%

Value ($000) $222,684 Shares 2,715,000 Est. Cost $82.02 Unrealized —

MTUM ISHARES TRUST 8.1%

Value ($000) $220,843 Shares 2,085,000 Est. Cost $105.92 Unrealized —

EEM ISHARES TRUST 6.4%

Value ($000) $175,498 Shares 3,635,000 Est. Cost $48.28 Unrealized —

EEMV ISHARES INC 6.2%

Value ($000) $168,318 Shares 2,700,000 Est. Cost $62.34 Unrealized —

AAXJ ISHARES TRUST 4.8%

Value ($000) $131,801 Shares 1,700,000 Est. Cost $77.53 Unrealized —

IWM ISHARES TRUST 3.9%

Value ($000) $107,040 Shares 705,000 Est. Cost $151.83 Unrealized —

EWZ ISHARES INC 2.8%

Value ($000) $76,969 Shares 1,715,000 Est. Cost $44.88 Unrealized —

FXI ISHARES TRUST 2.3%

Value ($000) $63,774 Shares 1,350,000 Est. Cost $47.24 Unrealized —

EWJ ISHARES INC 2.0%

Value ($000) $53,702 Shares 885,000 Est. Cost $60.68 Unrealized —

EWY ISHARES INC 1.1%

Value ($000) $30,180 Shares 400,000 Est. Cost $75.45 Unrealized —

EWT ISHARES INC 0.9%

Value ($000) $24,921 Shares 650,000 Est. Cost $38.34 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.4%

Value ($000) $11,636 Shares 63,400 Est. Cost $183.53 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.3%

Value ($000) $7,079 Shares 60,500 Est. Cost $107.24 Unrealized 0.0%

AVA AVISTA CORP 0.2%

Value ($000) $6,169 Shares 120,374 Est. Cost $36.12 Unrealized 0.0%

— NXSTAGE MEDICAL INC 0.2%

Value ($000) $6,116 Shares 246,003 Est. Cost $24.86 Unrealized —

— PHH CORP 0.2%

Value ($000) $6,000 Shares 573,614 Est. Cost $10.46 Unrealized —

— BLACKHAWK NETWORK HLDGS INC 0.2%

Value ($000) $5,996 Shares 134,142 Est. Cost $44.70 Unrealized —

— KAPSTONE PAPER & PACKAGING C 0.2%

Value ($000) $5,991 Shares 174,616 Est. Cost $34.31 Unrealized —

— WGL HLDGS INC 0.2%

Value ($000) $5,968 Shares 71,339 Est. Cost $83.66 Unrealized —

— AMTRUST FINL SVCS INC 0.2%

Value ($000) $5,933 Shares 481,928 Est. Cost $12.31 Unrealized —

— XL GROUP LTD 0.2%

Value ($000) $5,913 Shares 107,000 Est. Cost $55.26 Unrealized —

— MICROSEMI CORP 0.2%

Value ($000) $5,901 Shares 91,178 Est. Cost $64.72 Unrealized —

— GGP INC 0.2%

Value ($000) $5,729 Shares 280,000 Est. Cost $20.46 Unrealized —

— VALIDUS HOLDINGS LTD 0.2%

Value ($000) $5,018 Shares 74,400 Est. Cost $67.45 Unrealized —

— AKORN INC 0.1%

Value ($000) $3,583 Shares 191,523 Est. Cost $18.71 Unrealized —

— GENERAL CABLE CORP DEL NEW 0.1%

Value ($000) $3,290 Shares 111,146 Est. Cost $29.60 Unrealized —

— SIGMA DESIGNS INC 0.1%

Value ($000) $2,754 Shares 444,178 Est. Cost $6.20 Unrealized —

VNQ VANGUARD INDEX FDS 0.1%

Value ($000) $2,472 Shares 32,750 Est. Cost $75.48 Unrealized —

— FOGO DE CHAO INC 0.1%

Value ($000) $2,328 Shares 147,836 Est. Cost $15.75 Unrealized —

— PLY GEM HLDGS INC 0.1%

Value ($000) $1,954 Shares 90,462 Est. Cost $21.60 Unrealized —

AER AERCAP HOLDINGS NV 0.0%

Value ($000) $1,232 Shares 24,300 Est. Cost $51.06 Unrealized 0.0%

— TRIBUNE MEDIA CO 0.0%

Value ($000) $1,018 Shares 25,136 Est. Cost $40.50 Unrealized —

— CAVIUM INC 0.0%

Value ($000) $937 Shares 11,727 Est. Cost $79.90 Unrealized —

RDI READING INTERNATIONAL INC 0.0%

Value ($000) $679 Shares 40,793 Est. Cost $16.61 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,350,000	$326,808	12.0%	$242.08	—	S&P 500 ETF SHS	922908363
IVV	ISHARES CORE S&P500 ETF	1,225,000	$325,078	11.9%	$265.37	—	CORE S&P500 ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	905,000	$238,151	8.7%	$263.15	—	TR UNIT	78462F103
IEMG	ISHARES CORE MSCI EMKT	3,950,000	$230,680	8.5%	$58.40	—	CORE MSCI EMKT	46434G103
USMV	ISHARES TRUST	4,380,000	$227,453	8.3%	$51.93	—	MIN VOL USA ETF	46429B697
VLUE	ISHARES TRUST	2,715,000	$222,684	8.2%	$82.02	—	EDGE MSCI USA VL	46432F388
MTUM	ISHARES TRUST	2,085,000	$220,843	8.1%	$105.92	—	USA MOMENTUM FCT	46432F396
EEM	ISHARES TRUST	3,635,000	$175,498	6.4%	$48.28	—	MSCI EMG MKT ETF	464287234
EEMV	ISHARES INC	2,700,000	$168,318	6.2%	$62.34	—	MIN VOL EMRG MKT	464286533
AAXJ	ISHARES TRUST	1,700,000	$131,801	4.8%	$77.53	—	MSCI AC ASIA ETF	464288182
IWM	ISHARES TRUST	705,000	$107,040	3.9%	$151.83	—	RUSSELL 2000 ETF	464287655
EWZ	ISHARES INC	1,715,000	$76,969	2.8%	$44.88	—	MSCI BRAZIL ETF	464286400
FXI	ISHARES TRUST	1,350,000	$63,774	2.3%	$47.24	—	CHINA LG-CAP ETF	464287184
EWJ	ISHARES INC	885,000	$53,702	2.0%	$60.68	—	MSCI JPN ETF NEW	46434G822
EWY	ISHARES INC	400,000	$30,180	1.1%	$75.45	—	MSCI STH KOR ETF	464286772
EWT	ISHARES INC	650,000	$24,921	0.9%	$38.34	—	MSCI TAIWAN ETF	46434G772
BABA	ALIBABA GROUP HLDG LTD	63,400	$11,636	0.4%	$183.53	—	SPONSORED ADS	01609W102
NXPI	NXP SEMICONDUCTORS N V	60,500	$7,079	0.3%	$107.24	0.0%	COM	N6596X109
AVA	AVISTA CORP	120,374	$6,169	0.2%	$36.12	0.0%	COM	05379B107
—	NXSTAGE MEDICAL INC	246,003	$6,116	0.2%	$24.86	—	COM	67072V103
—	PHH CORP	573,614	$6,000	0.2%	$10.46	—	COM NEW	693320202
—	BLACKHAWK NETWORK HLDGS INC	134,142	$5,996	0.2%	$44.70	—	COM	09238E104
—	KAPSTONE PAPER & PACKAGING C	174,616	$5,991	0.2%	$34.31	—	COM	48562P103
—	WGL HLDGS INC	71,339	$5,968	0.2%	$83.66	—	COM	92924F106
—	AMTRUST FINL SVCS INC	481,928	$5,933	0.2%	$12.31	—	COM	032359309
—	XL GROUP LTD	107,000	$5,913	0.2%	$55.26	—	COM	G98294904
—	MICROSEMI CORP	91,178	$5,901	0.2%	$64.72	—	COM	595137100
—	GGP INC	280,000	$5,729	0.2%	$20.46	—	COM	36174X101
—	VALIDUS HOLDINGS LTD	74,400	$5,018	0.2%	$67.45	—	COM SHS	G9319H102
—	AKORN INC	191,523	$3,583	0.1%	$18.71	—	COM	009728106
—	GENERAL CABLE CORP DEL NEW	111,146	$3,290	0.1%	$29.60	—	COM	369300108
—	SIGMA DESIGNS INC	444,178	$2,754	0.1%	$6.20	—	COM	826565103
VNQ	VANGUARD INDEX FDS	32,750	$2,472	0.1%	$75.48	—	REAL ESTATE ETF	922908553
—	FOGO DE CHAO INC	147,836	$2,328	0.1%	$15.75	—	COM	344177100
—	PLY GEM HLDGS INC	90,462	$1,954	0.1%	$21.60	—	COM	72941W100
AER	AERCAP HOLDINGS NV	24,300	$1,232	0.0%	$51.06	0.0%	SHS	N00985106
—	TRIBUNE MEDIA CO	25,136	$1,018	0.0%	$40.50	—	CL A	896047503
—	CAVIUM INC	11,727	$937	0.0%	$79.90	—	COM	14964U108
RDI	READING INTERNATIONAL INC	40,793	$679	0.0%	$16.61	0.0%	CL A	755408101