Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 5, 2020

Total Value ($000): $4,160,625 (100.0% shares, 0.0% debt)

Holdings (14)

IVV ISHARES CORE S P 500 ETF 42.6%

Value ($000) $1,770,518 Shares 5,268,457 Est. Cost $312.86 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 14.7%

Value ($000) $610,045 Shares 19,871,176 Est. Cost $30.66 Unrealized —

SPTI SPDR PORTFOLIO INTERMEDIATE 11.6%

Value ($000) $484,215 Shares 14,567,226 Est. Cost $33.22 Unrealized —

IJH ISHARES CORE S P MIDCAP ETF 10.4%

Value ($000) $432,875 Shares 2,335,953 Est. Cost $177.82 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 5.5%

Value ($000) $227,038 Shares 2,047,415 Est. Cost $103.82 Unrealized —

— JPMORGAN BETABUILDERS JAPAN 4.2%

Value ($000) $176,449 Shares 7,152,390 Est. Cost $21.80 Unrealized —

EEM ISHARES MSCI EMERGING MARKET 3.0%

Value ($000) $126,108 Shares 2,860,243 Est. Cost $44.09 Unrealized —

MBB ISHARES MBS ETF 2.2%

Value ($000) $91,472 Shares 828,554 Est. Cost $109.62 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 2.1%

Value ($000) $87,248 Shares 534,409 Est. Cost $163.93 Unrealized —

IJR ISHARES CORE S P SMALL-CAP E 2.0%

Value ($000) $81,948 Shares 1,166,853 Est. Cost $68.29 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.8%

Value ($000) $33,605 Shares 718,968 Est. Cost $46.74 Unrealized —

IEUR ISHARES CORE MSCI EUROPE 0.6%

Value ($000) $26,673 Shares 596,573 Est. Cost $37.08 Unrealized —

STIP ISHARES 0-5 YEAR TIPS BOND E 0.3%

Value ($000) $10,671 Shares 102,546 Est. Cost $100.17 Unrealized —

SPY SPDR S P 500 ETF TRUST 0.0%

Value ($000) $1,760 Shares 5,255 Est. Cost $257.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE S P 500 ETF	5,268,457	$1,770,518	42.6%	$312.86	—	COM	464287200
SPTS	SPDR PORT SHRT TRM TRSRY	19,871,176	$610,045	14.7%	$30.66	—	COM	78468R101
SPTI	SPDR PORTFOLIO INTERMEDIATE	14,567,226	$484,215	11.6%	$33.22	—	COM	78464A672
IJH	ISHARES CORE S P MIDCAP ETF	2,335,953	$432,875	10.4%	$177.82	—	COM	464287507
EMB	ISHARES JP MORGAN USD EMERGI	2,047,415	$227,038	5.5%	$103.82	—	COM	464288281
—	JPMORGAN BETABUILDERS JAPAN	7,152,390	$176,449	4.2%	$21.80	—	COM	46641Q712
EEM	ISHARES MSCI EMERGING MARKET	2,860,243	$126,108	3.0%	$44.09	—	COM	464287234
MBB	ISHARES MBS ETF	828,554	$91,472	2.2%	$109.62	—	COM	464288588
TLT	ISHARES 20 YEAR TREASURY BO	534,409	$87,248	2.1%	$163.93	—	COM	464287432
IJR	ISHARES CORE S P SMALL-CAP E	1,166,853	$81,948	2.0%	$68.29	—	COM	464287804
SPTL	SPDR PORT LNG TRM TRSRY	718,968	$33,605	0.8%	$46.74	—	COM	78464A664
IEUR	ISHARES CORE MSCI EUROPE	596,573	$26,673	0.6%	$37.08	—	COM	46434V738
STIP	ISHARES 0-5 YEAR TIPS BOND E	102,546	$10,671	0.3%	$100.17	—	COM	46429B747
SPY	SPDR S P 500 ETF TRUST	5,255	$1,760	0.0%	$257.75	—	COM	78462F103