Elo Mutual Pension Insurance Co Diversified Active

CIK: 0001739877 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $2,212,850 (100.0% shares, 0.0% debt)

Holdings (36)

VOO VANGUARD INDEX FDS 14.7%

Value ($000) $324,363 Shares 1,300,000 Est. Cost $242.08 Unrealized —

IVV ISHARES CORE S&P500 ETF 14.5%

Value ($000) $320,834 Shares 1,175,000 Est. Cost $265.37 Unrealized —

MTUM ISHARES TRUST 9.8%

Value ($000) $216,658 Shares 1,975,000 Est. Cost $105.92 Unrealized —

USMV ISHARES TRUST 9.6%

Value ($000) $212,640 Shares 4,000,000 Est. Cost $51.93 Unrealized —

VLUE ISHARES TRUST 9.4%

Value ($000) $208,177 Shares 2,520,000 Est. Cost $82.02 Unrealized —

IEMG ISHARES CORE MSCI EMKT 9.4%

Value ($000) $207,415 Shares 3,950,000 Est. Cost $58.40 Unrealized —

EEMV ISHARES INC 8.8%

Value ($000) $193,764 Shares 3,350,000 Est. Cost $61.47 Unrealized —

SPY SPDR S&P 500 ETF TRUST 7.4%

Value ($000) $162,768 Shares 600,000 Est. Cost $263.15 Unrealized —

IWM ISHARES TRUST 4.1%

Value ($000) $90,074 Shares 550,000 Est. Cost $151.83 Unrealized —

FXI ISHARES TRUST 2.6%

Value ($000) $58,010 Shares 1,350,000 Est. Cost $47.24 Unrealized —

EWZ ISHARES INC 2.0%

Value ($000) $45,351 Shares 1,415,000 Est. Cost $44.88 Unrealized —

EWY ISHARES INC 1.2%

Value ($000) $27,084 Shares 400,000 Est. Cost $75.45 Unrealized —

AAXJ ISHARES TRUST 1.1%

Value ($000) $25,084 Shares 350,000 Est. Cost $77.53 Unrealized —

EWT ISHARES INC 1.1%

Value ($000) $23,400 Shares 650,000 Est. Cost $38.34 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.5%

Value ($000) $11,763 Shares 63,400 Est. Cost $183.53 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.4%

Value ($000) $8,906 Shares 81,500 Est. Cost $104.85 Unrealized -6.6%

— NXSTAGE MEDICAL INC 0.3%

Value ($000) $6,863 Shares 246,003 Est. Cost $24.86 Unrealized —

AVA AVISTA CORP 0.3%

Value ($000) $6,339 Shares 120,374 Est. Cost $36.12 Unrealized +4.2%

— PHH CORP 0.3%

Value ($000) $6,229 Shares 573,614 Est. Cost $10.46 Unrealized —

— VALIDUS HOLDINGS LTD 0.3%

Value ($000) $6,043 Shares 89,400 Est. Cost $67.47 Unrealized —

— ENERGY XXI GULF COAST INC 0.3%

Value ($000) $6,011 Shares 680,000 Est. Cost $8.84 Unrealized —

— XERIUM TECHNOLOGIES INC 0.3%

Value ($000) $5,991 Shares 452,490 Est. Cost $13.24 Unrealized —

— XL GROUP LTD 0.3%

Value ($000) $5,987 Shares 107,000 Est. Cost $55.26 Unrealized —

— ENVISION HEALTHCARE 0.3%

Value ($000) $5,941 Shares 135,000 Est. Cost $44.01 Unrealized —

— GGP INC 0.3%

Value ($000) $5,837 Shares 285,705 Est. Cost $20.46 Unrealized —

— WGL HLDGS INC 0.2%

Value ($000) $4,322 Shares 48,700 Est. Cost $83.66 Unrealized —

UPBD RENT A CTR INC NEW 0.1%

Value ($000) $2,785 Shares 189,165 Est. Cost $10.84 Unrealized 0.0%

— SIGMA DESIGNS INC 0.1%

Value ($000) $2,709 Shares 444,178 Est. Cost $6.20 Unrealized —

— ANDEAVOR 0.1%

Value ($000) $2,670 Shares 20,350 Est. Cost $131.20 Unrealized —

VNQ VANGUARD INDEX FDS 0.1%

Value ($000) $2,667 Shares 32,750 Est. Cost $75.48 Unrealized —

CCEP COCA COLA EUROPEAN PARTNERS 0.1%

Value ($000) $1,548 Shares 38,100 Est. Cost $31.70 Unrealized 0.0%

AER AERCAP HOLDINGS NV 0.1%

Value ($000) $1,316 Shares 24,300 Est. Cost $51.06 Unrealized +3.9%

— AETNA INC 0.0%

Value ($000) $1,018 Shares 5,550 Est. Cost $183.42 Unrealized —

— CAVIUM INC 0.0%

Value ($000) $1,014 Shares 11,727 Est. Cost $79.90 Unrealized —

— TRIBUNE MEDIA CO 0.0%

Value ($000) $962 Shares 25,136 Est. Cost $40.50 Unrealized —

— AV HOMES INC 0.0%

Value ($000) $307 Shares 14,325 Est. Cost $21.43 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,300,000	$324,363	14.7%	$242.08	—	S&P 500 ETF SHS	922908363
IVV	ISHARES CORE S&P500 ETF	1,175,000	$320,834	14.5%	$265.37	—	CORE S&P500 ETF	464287200
MTUM	ISHARES TRUST	1,975,000	$216,658	9.8%	$105.92	—	USA MOMENTUM FCT	46432F396
USMV	ISHARES TRUST	4,000,000	$212,640	9.6%	$51.93	—	MIN VOL USA ETF	46429B697
VLUE	ISHARES TRUST	2,520,000	$208,177	9.4%	$82.02	—	EDGE MSCI USA VL	46432F388
IEMG	ISHARES CORE MSCI EMKT	3,950,000	$207,415	9.4%	$58.40	—	CORE MSCI EMKT	46434G103
EEMV	ISHARES INC	3,350,000	$193,764	8.8%	$61.47	—	MIN VOL EMRG MKT	464286533
SPY	SPDR S&P 500 ETF TRUST	600,000	$162,768	7.4%	$263.15	—	TR UNIT	78462F103
IWM	ISHARES TRUST	550,000	$90,074	4.1%	$151.83	—	RUSSELL 2000 ETF	464287655
FXI	ISHARES TRUST	1,350,000	$58,010	2.6%	$47.24	—	CHINA LG-CAP ETF	464287184
EWZ	ISHARES INC	1,415,000	$45,351	2.0%	$44.88	—	MSCI BRAZIL ETF	464286400
EWY	ISHARES INC	400,000	$27,084	1.2%	$75.45	—	MSCI STH KOR ETF	464286772
AAXJ	ISHARES TRUST	350,000	$25,084	1.1%	$77.53	—	MSCI AC ASIA ETF	464288182
EWT	ISHARES INC	650,000	$23,400	1.1%	$38.34	—	MSCI TAIWAN ETF	46434G772
BABA	ALIBABA GROUP HLDG LTD	63,400	$11,763	0.5%	$183.53	—	SPONSORED ADS	01609W102
NXPI	NXP SEMICONDUCTORS N V	81,500	$8,906	0.4%	$104.85	-6.6%	COM	N6596X109
—	NXSTAGE MEDICAL INC	246,003	$6,863	0.3%	$24.86	—	COM	67072V103
AVA	AVISTA CORP	120,374	$6,339	0.3%	$36.12	+4.2%	COM	05379B107
—	PHH CORP	573,614	$6,229	0.3%	$10.46	—	COM NEW	693320202
—	VALIDUS HOLDINGS LTD	89,400	$6,043	0.3%	$67.47	—	COM SHS	G9319H102
—	ENERGY XXI GULF COAST INC	680,000	$6,011	0.3%	$8.84	—	COM	29276K101
—	XERIUM TECHNOLOGIES INC	452,490	$5,991	0.3%	$13.24	—	COM	98416J118
—	XL GROUP LTD	107,000	$5,987	0.3%	$55.26	—	COM	G98294904
—	ENVISION HEALTHCARE	135,000	$5,941	0.3%	$44.01	—	COM	29414D100
—	GGP INC	285,705	$5,837	0.3%	$20.46	—	COM	36174X101
—	WGL HLDGS INC	48,700	$4,322	0.2%	$83.66	—	COM	92924F106
UPBD	RENT A CTR INC NEW	189,165	$2,785	0.1%	$10.84	0.0%	COM	76009N100
—	SIGMA DESIGNS INC	444,178	$2,709	0.1%	$6.20	—	COM	826565103
—	ANDEAVOR	20,350	$2,670	0.1%	$131.20	—	COM	03349M105
VNQ	VANGUARD INDEX FDS	32,750	$2,667	0.1%	$75.48	—	REAL ESTATE ETF	922908553
CCEP	COCA COLA EUROPEAN PARTNERS	38,100	$1,548	0.1%	$31.70	0.0%	COM	G25839104
AER	AERCAP HOLDINGS NV	24,300	$1,316	0.1%	$51.06	+3.9%	SHS	N00985106
—	AETNA INC	5,550	$1,018	0.0%	$183.42	—	COM	00817Y108
—	CAVIUM INC	11,727	$1,014	0.0%	$79.90	—	COM	14964U108
—	TRIBUNE MEDIA CO	25,136	$962	0.0%	$40.50	—	CL A	896047503
—	AV HOMES INC	14,325	$307	0.0%	$21.43	—	COM	00234P102