Elo Mutual Pension Insurance Co Diversified Active

CIK: 0001739877 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 13, 2019

Total Value ($000): $2,470,871 (100.0% shares, 0.0% debt)

Holdings (32)

VOO VANGUARD INDEX FDS 15.8%

Value ($000) $390,268 Shares 1,450,000 Est. Cost $245.20 Unrealized —

IVV ISHARES CORE S&P500 ETF 15.5%

Value ($000) $383,175 Shares 1,300,000 Est. Cost $268.39 Unrealized —

SPY SPDR S&P 500 ETF TR 12.8%

Value ($000) $316,440 Shares 1,080,000 Est. Cost $275.40 Unrealized —

IEMG ISHARES CORE MSCI EMKT 8.1%

Value ($000) $198,918 Shares 3,867,000 Est. Cost $53.77 Unrealized —

MTUM ISHARES TRUST 6.5%

Value ($000) $160,703 Shares 1,355,000 Est. Cost $105.92 Unrealized —

USMV ISHARES TRUST 6.4%

Value ($000) $158,646 Shares 2,570,000 Est. Cost $51.93 Unrealized —

VLUE ISHARES TRUST 6.4%

Value ($000) $157,461 Shares 1,939,410 Est. Cost $81.99 Unrealized —

EEMV ISHARES INC 6.4%

Value ($000) $157,451 Shares 2,675,000 Est. Cost $61.47 Unrealized —

VTI VANGUARD INDEX FDS 6.1%

Value ($000) $150,090 Shares 1,000,000 Est. Cost $149.65 Unrealized —

LQD ISHARES TR 4.3%

Value ($000) $105,714 Shares 850,000 Est. Cost $124.37 Unrealized —

IWM ISHARES TRUST 3.0%

Value ($000) $73,085 Shares 470,000 Est. Cost $151.83 Unrealized —

EWZ ISHARES INC 2.1%

Value ($000) $52,027 Shares 1,190,000 Est. Cost $43.26 Unrealized —

MNA INDEXIQ ETF TR 1.2%

Value ($000) $29,152 Shares 924,000 Est. Cost $31.81 Unrealized —

FXI ISHARES TRUST 0.9%

Value ($000) $21,599 Shares 505,000 Est. Cost $41.75 Unrealized —

EWY ISHARES INC 0.8%

Value ($000) $18,560 Shares 310,000 Est. Cost $75.45 Unrealized —

EWT ISHARES INC 0.7%

Value ($000) $17,130 Shares 490,000 Est. Cost $38.34 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.4%

Value ($000) $10,743 Shares 63,400 Est. Cost $183.53 Unrealized —

— ZAYO GROUP HLDGS INC 0.4%

Value ($000) $9,544 Shares 290,000 Est. Cost $32.91 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.3%

Value ($000) $7,096 Shares 72,700 Est. Cost $101.33 Unrealized -14.2%

— WABCO HLDGS INC 0.3%

Value ($000) $6,630 Shares 50,000 Est. Cost $132.60 Unrealized —

— RED HAT INC 0.3%

Value ($000) $6,294 Shares 33,519 Est. Cost $175.63 Unrealized —

— MELLANOX TECHNOLOGIES LTD 0.2%

Value ($000) $5,644 Shares 51,000 Est. Cost $118.35 Unrealized —

VTV VANGUARD INDEX FDS 0.2%

Value ($000) $5,546 Shares 50,000 Est. Cost $110.92 Unrealized —

— SPARK THERAPEUTICS INC 0.2%

Value ($000) $5,426 Shares 53,000 Est. Cost $113.89 Unrealized —

PACB PACIFIC BIOSCIENCES CALIF IN 0.2%

Value ($000) $5,097 Shares 842,475 Est. Cost $6.39 Unrealized +9.7%

— NEW ORIENTAL ED & TECH GRP I 0.2%

Value ($000) $4,829 Shares 50,000 Est. Cost $96.58 Unrealized —

— TRIBUNE MEDIA CO 0.2%

Value ($000) $4,515 Shares 97,684 Est. Cost $45.38 Unrealized —

CCEP COCA COLA EUROPEAN PARTNERS 0.1%

Value ($000) $3,294 Shares 58,300 Est. Cost $38.91 Unrealized +15.6%

VNQ VANGUARD INDEX FDS 0.1%

Value ($000) $2,862 Shares 32,750 Est. Cost $75.48 Unrealized —

AER AERCAP HOLDINGS NV 0.1%

Value ($000) $1,592 Shares 30,600 Est. Cost $50.04 Unrealized -3.5%

— INTERXION HOLDING N.V 0.1%

Value ($000) $1,339 Shares 17,600 Est. Cost $67.28 Unrealized —

HYG ISHARES TR 0.0%

Value ($000) $1 Shares 10,000 Est. Cost $0.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,450,000	$390,268	15.8%	$245.20	—	S&P 500 ETF SHS	922908363
IVV	ISHARES CORE S&P500 ETF	1,300,000	$383,175	15.5%	$268.39	—	CORE S&P500 ETF	464287200
SPY	SPDR S&P 500 ETF TR	1,080,000	$316,440	12.8%	$275.40	—	TR UNIT	78462F103
IEMG	ISHARES CORE MSCI EMKT	3,867,000	$198,918	8.1%	$53.77	—	CORE MSCI EMKT	46434G103
MTUM	ISHARES TRUST	1,355,000	$160,703	6.5%	$105.92	—	USA MOMENTUM FCT	46432F396
USMV	ISHARES TRUST	2,570,000	$158,646	6.4%	$51.93	—	MIN VOL USA ETF	46429B697
VLUE	ISHARES TRUST	1,939,410	$157,461	6.4%	$81.99	—	EDGE MSCI USA VL	46432F388
EEMV	ISHARES INC	2,675,000	$157,451	6.4%	$61.47	—	MIN VOL EMRG MKT	464286533
VTI	VANGUARD INDEX FDS	1,000,000	$150,090	6.1%	$149.65	—	TOTAL STK MKT	922908769
LQD	ISHARES TR	850,000	$105,714	4.3%	$124.37	—	IBOXX INV CP ETF	464287242
IWM	ISHARES TRUST	470,000	$73,085	3.0%	$151.83	—	RUSSELL 2000 ETF	464287655
EWZ	ISHARES INC	1,190,000	$52,027	2.1%	$43.26	—	MSCI BRAZIL ETF	464286400
MNA	INDEXIQ ETF TR	924,000	$29,152	1.2%	$31.81	—	IQ MRGR ARB ETF	45409B800
FXI	ISHARES TRUST	505,000	$21,599	0.9%	$41.75	—	CHINA LG-CAP ETF	464287184
EWY	ISHARES INC	310,000	$18,560	0.8%	$75.45	—	MSCI STH KOR ETF	464286772
EWT	ISHARES INC	490,000	$17,130	0.7%	$38.34	—	MSCI TAIWAN ETF	46434G772
BABA	ALIBABA GROUP HLDG LTD	63,400	$10,743	0.4%	$183.53	—	SPONSORED ADS	01609W102
—	ZAYO GROUP HLDGS INC	290,000	$9,544	0.4%	$32.91	—	COM	98919V105
NXPI	NXP SEMICONDUCTORS N V	72,700	$7,096	0.3%	$101.33	-14.2%	COM	N6596X109
—	WABCO HLDGS INC	50,000	$6,630	0.3%	$132.60	—	COM	92927K102
—	RED HAT INC	33,519	$6,294	0.3%	$175.63	—	COM	756577102
—	MELLANOX TECHNOLOGIES LTD	51,000	$5,644	0.2%	$118.35	—	SHS	M51363113
VTV	VANGUARD INDEX FDS	50,000	$5,546	0.2%	$110.92	—	VALUE ETF	922908744
—	SPARK THERAPEUTICS INC	53,000	$5,426	0.2%	$113.89	—	COM	84652J103
PACB	PACIFIC BIOSCIENCES CALIF IN	842,475	$5,097	0.2%	$6.39	+9.7%	COM	69404D108
—	NEW ORIENTAL ED & TECH GRP I	50,000	$4,829	0.2%	$96.58	—	SPON ADR	647581107
—	TRIBUNE MEDIA CO	97,684	$4,515	0.2%	$45.38	—	CL A	896047503
CCEP	COCA COLA EUROPEAN PARTNERS	58,300	$3,294	0.1%	$38.91	+15.6%	SHS	G25839104
VNQ	VANGUARD INDEX FDS	32,750	$2,862	0.1%	$75.48	—	REAL ESTATE ETF	922908553
AER	AERCAP HOLDINGS NV	30,600	$1,592	0.1%	$50.04	-3.5%	SHS	N00985106
—	INTERXION HOLDING N.V	17,600	$1,339	0.1%	$67.28	—	SHS	N47279109
HYG	ISHARES TR	10,000	$1	0.0%	$0.10	—	IBOXX HI YD ETF	464288513