Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
ELO MUTUAL PENSION INSURANCE CO 11-12-2019 09-30-2019 25 2,520,324,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
ISHARES CORE S&P500 ETF CORE S&P500 ETF 1 $441,690,000 1,479,600 17.53 15.51 179,600 13.82 09-30-2019
VANGUARD INDEX FDS S&P 500 ETF SHS 2 $440,113,000 1,614,500 17.46 15.79 164,500 11.34 09-30-2019
SPDR S&P 500 ETF TR TR UNIT 3 $305,673,000 1,030,000 12.13 12.81 -50,000 -4.63 09-30-2019
ISHARES CORE MSCI EMKT CORE MSCI EMKT 4 $219,855,000 4,485,000 8.72 8.05 618,000 15.98 09-30-2019
ISHARES TRUST MIN VOL USA ETF 5 $164,737,000 2,570,000 6.54 6.42 0 0.00 09-30-2019
ISHARES TRUST USA MOMENTUM FCT 6 $161,584,000 1,355,000 6.41 6.50 0 0.00 09-30-2019
ISHARES TRUST EDGE MSCI USA VL 7 $154,244,000 1,880,110 6.12 6.37 -59,300 -3.06 09-30-2019
ISHARES INC MIN VOL EMRG MKT 8 $152,716,000 2,675,000 6.06 6.37 0 0.00 09-30-2019
VANGUARD INDEX FDS TOTAL STK MKT 9 $151,000,000 1,000,000 5.99 6.07 0 0.00 09-30-2019
ISHARES TR IBOXX INV CP ETF 10 $108,358,000 850,000 4.30 4.28 0 0.00 09-30-2019
ISHARES TRUST RUSSELL 2000 ETF 11 $71,129,000 470,000 2.82 2.96 0 0.00 09-30-2019
ISHARES INC MSCI BRAZIL ETF 12 $60,878,000 1,445,000 2.42 2.11 255,000 21.43 09-30-2019
INDEXIQ ETF TR IQ MRGR ARB ETF Liquidated $0 0 1.18 0.91 300,000 48.08 09-30-2019
ISHARES TRUST CHINA LG-CAP ETF 14 $20,099,000 505,000 0.80 0.87 0 0.00 09-30-2019
ISHARES INC MSCI STH KOR ETF Liquidated $0 0 0.75 0.86 0 0.00 09-30-2019
ISHARES INC MSCI TAIWAN ETF 16 $17,816,000 490,000 0.71 0.69 0 0.00 09-30-2019
VANGUARD INDEX FDS VALUE ETF 17 $11,017,000 98,700 0.44 0.22 48,700 97.40 09-30-2019
ALIBABA GROUP HLDG LTD SPONSORED ADS 18 $9,737,000 63,400 0.39 0.43 0 0.00 09-30-2019
ZAYO GROUP HLDGS INC COM Liquidated $0 0 0.39 290,000 +Inf 09-30-2019
NXP SEMICONDUCTORS N V COM 20 $7,015,000 70,000 0.28 0.29 -2,700 -3.71 09-30-2019
WABCO HLDGS INC COM Liquidated $0 0 0.27 50,000 +Inf 09-30-2019
RED HAT INC COM Liquidated $0 0 0.25 0.28 0 0.00 09-30-2019
ARRIS INTL INC SHS Liquidated $0 0 0.28 194,174 +Inf 06-30-2019
LUXOFT HLDG INC ORD SHS CL A Liquidated $0 0 0.28 103,448 +Inf 06-30-2019
CLEMENTIA PHARMACEUTICALS IN COM Liquidated $0 0 0.26 222,000 +Inf 06-30-2019
MELLANOX TECHNOLOGIES LTD SHS Liquidated $0 0 0.23 0.27 0 0.00 09-30-2019
NEW ORIENTAL ED & TECH GRP I SPON ADR 27 $5,538,000 50,000 0.22 0.20 0 0.00 09-30-2019
SPARK THERAPEUTICS INC COM 28 $5,140,000 53,000 0.20 0.22 0 0.00 09-30-2019
PACIFIC BIOSCIENCES CALIF IN COM Liquidated $0 0 0.21 0.28 0 0.00 09-30-2019
TRIBUNE MEDIA CO CL A Liquidated $0 0 0.18 0.21 0 0.00 09-30-2019
COCA COLA EUROPEAN PARTNERS SHS 31 $3,233,000 58,300 0.13 0.13 0 0.00 09-30-2019
NIGHTSTAR THERAPEUTICS PLC ADR Liquidated $0 0 0.14 121,964 +Inf 06-30-2019
VANGUARD INDEX FDS REAL ESTATE ETF 33 $3,054,000 32,750 0.12 0.12 0 0.00 09-30-2019
QIAGEN NV SHS NEW 34 $1,853,000 56,637 0.07 56,637 +Inf 09-30-2019
AERCAP HOLDINGS NV SHS 35 $1,539,000 30,600 0.06 0.06 0 0.00 09-30-2019
INTERXION HOLDING N.V SHS 36 $1,434,000 17,600 0.06 0.05 0 0.00 09-30-2019
ISHARES TR IBOXX HI YD ETF 37 $872,000 10,000 0.03 0.00 0 0.00 09-30-2019
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