Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Jan 5, 2021

Total Value ($000): $5,129,176 (100.0% shares, 0.0% debt)

Holdings (25)

IVV ISHARES CORE SP 500 ETF 38.7%

Value ($000) $1,987,242 Shares 5,293,807 Est. Cost $312.86 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 13.8%

Value ($000) $707,099 Shares 23,025,051 Est. Cost $30.66 Unrealized —

SPTI SPDR PORTFOLIO INTERMEDIATE 11.6%

Value ($000) $595,169 Shares 18,002,699 Est. Cost $33.19 Unrealized —

IJH ISHARES CORE SP MIDCAP ETF 8.7%

Value ($000) $445,633 Shares 1,938,968 Est. Cost $177.82 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 5.2%

Value ($000) $267,005 Shares 2,303,556 Est. Cost $105.17 Unrealized —

— JPMORGAN BETABUILDERS JAPAN 3.9%

Value ($000) $200,267 Shares 7,152,390 Est. Cost $21.80 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 2.8%

Value ($000) $143,360 Shares 2,310,769 Est. Cost $62.04 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 2.4%

Value ($000) $125,310 Shares 2,080,181 Est. Cost $60.24 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 1.8%

Value ($000) $93,968 Shares 2,082,167 Est. Cost $45.69 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 1.6%

Value ($000) $84,292 Shares 534,409 Est. Cost $163.93 Unrealized —

— GATOS SILVER INC 1.6%

Value ($000) $80,855 Shares 6,205,259 Est. Cost $13.03 Unrealized —

USHY ISHARES BROAD USD HIGH YIELD 1.6%

Value ($000) $79,727 Shares 1,932,319 Est. Cost $41.26 Unrealized —

IJR ISHARES CORE SP SMALL-CAP E 1.3%

Value ($000) $64,761 Shares 704,689 Est. Cost $68.29 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.2%

Value ($000) $59,767 Shares 1,621,893 Est. Cost $36.85 Unrealized —

MBB ISHARES MBS ETF 1.0%

Value ($000) $50,000 Shares 454,011 Est. Cost $109.62 Unrealized —

IEUR ISHARES CORE MSCI EUROPE 0.6%

Value ($000) $30,592 Shares 596,573 Est. Cost $37.08 Unrealized —

FALN ISHARES FALLEN ANGELS ETF 0.5%

Value ($000) $27,349 Shares 929,373 Est. Cost $29.43 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.5%

Value ($000) $26,114 Shares 500,821 Est. Cost $52.14 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 0.4%

Value ($000) $22,670 Shares 758,455 Est. Cost $29.89 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.3%

Value ($000) $17,904 Shares 472,400 Est. Cost $37.90 Unrealized —

STIP ISHARES 05 YEAR TIPS BOND E 0.2%

Value ($000) $10,709 Shares 102,546 Est. Cost $100.17 Unrealized —

EEM ISHARES MSCI EMERGING MARKET 0.1%

Value ($000) $7,406 Shares 143,336 Est. Cost $44.09 Unrealized —

SPY SPDR SP 500 ETF TRUST 0.0%

Value ($000) $1,973 Shares 5,276 Est. Cost $257.75 Unrealized —

MLKN HERMAN MILLER INC 0.0%

Value ($000) $3 Shares 102 Est. Cost $29.83 Unrealized 0.0%

— L L ENERGY INC 0.0%

Value ($000) $1 Shares 48,200 Est. Cost $0.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE SP 500 ETF	5,293,807	$1,987,242	38.7%	$312.86	—	COM	464287200
SPTS	SPDR PORT SHRT TRM TRSRY	23,025,051	$707,099	13.8%	$30.66	—	COM	78468R101
SPTI	SPDR PORTFOLIO INTERMEDIATE	18,002,699	$595,169	11.6%	$33.19	—	COM	78464A672
IJH	ISHARES CORE SP MIDCAP ETF	1,938,968	$445,633	8.7%	$177.82	—	COM	464287507
EMB	ISHARES JP MORGAN USD EMERGI	2,303,556	$267,005	5.2%	$105.17	—	COM	464288281
—	JPMORGAN BETABUILDERS JAPAN	7,152,390	$200,267	3.9%	$21.80	—	COM	46641Q712
IEMG	ISHARES CORE MSCI EMERGING	2,310,769	$143,360	2.8%	$62.04	—	COM	46434G103
VGK	VANGUARD FTSE EUROPE ETF	2,080,181	$125,310	2.4%	$60.24	—	COM	922042874
SPTL	SPDR PORT LNG TRM TRSRY	2,082,167	$93,968	1.8%	$45.69	—	COM	78464A664
TLT	ISHARES 20 YEAR TREASURY BO	534,409	$84,292	1.6%	$163.93	—	COM	464287432
—	GATOS SILVER INC	6,205,259	$80,855	1.6%	$13.03	—	COM	368036109
USHY	ISHARES BROAD USD HIGH YIELD	1,932,319	$79,727	1.6%	$41.26	—	COM	46435U853
IJR	ISHARES CORE SP SMALL-CAP E	704,689	$64,761	1.3%	$68.29	—	COM	464287804
PICK	ISHARES MSCI GLOBAL METALS	1,621,893	$59,767	1.2%	$36.85	—	COM	46434G848
MBB	ISHARES MBS ETF	454,011	$50,000	1.0%	$109.62	—	COM	464288588
IEUR	ISHARES CORE MSCI EUROPE	596,573	$30,592	0.6%	$37.08	—	COM	46434V738
FALN	ISHARES FALLEN ANGELS ETF	929,373	$27,349	0.5%	$29.43	—	COM	46435G474
HYBB	ISHARES BB RATED CORP BOND	500,821	$26,114	0.5%	$52.14	—	COM	46435U473
RING	ISHARES MSCI GLOBAL GOLD MIN	758,455	$22,670	0.4%	$29.89	—	COM	46434G855
XLE	ENERGY SELECT SECTOR SPDR	472,400	$17,904	0.3%	$37.90	—	COM	81369Y506
STIP	ISHARES 05 YEAR TIPS BOND E	102,546	$10,709	0.2%	$100.17	—	COM	46429B747
EEM	ISHARES MSCI EMERGING MARKET	143,336	$7,406	0.1%	$44.09	—	COM	464287234
SPY	SPDR SP 500 ETF TRUST	5,276	$1,973	0.0%	$257.75	—	COM	78462F103
MLKN	HERMAN MILLER INC	102	$3	0.0%	$29.83	0.0%	COM	600544100
—	L L ENERGY INC	48,200	$1	0.0%	$0.02	—	COM	50162D100