Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: Apr 22, 2021

Total Value ($000): $5,965,635 (100.0% shares, 0.0% debt)

Holdings (27)

IVV ISHARES CORE SP 500 ETF 34.3%

Value ($000) $2,048,017 Shares 5,148,099 Est. Cost $312.86 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 13.2%

Value ($000) $785,008 Shares 25,603,639 Est. Cost $30.66 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 10.8%

Value ($000) $645,927 Shares 20,134,895 Est. Cost $33.07 Unrealized —

IJH ISHARES CORE SP MIDCAP ETF 7.6%

Value ($000) $452,426 Shares 1,738,231 Est. Cost $177.82 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 6.9%

Value ($000) $413,530 Shares 3,798,039 Est. Cost $106.63 Unrealized —

— JPMORGAN BETABUILDERS JAPAN 3.4%

Value ($000) $203,700 Shares 7,152,390 Est. Cost $21.80 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 3.1%

Value ($000) $185,541 Shares 2,882,866 Est. Cost $62.50 Unrealized —

EBND SPDR BBG BARC EM LOCAL BOND 2.8%

Value ($000) $168,107 Shares 6,460,691 Est. Cost $26.02 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 2.5%

Value ($000) $146,891 Shares 1,084,464 Est. Cost $149.49 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 2.3%

Value ($000) $136,488 Shares 3,501,485 Est. Cost $42.97 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 2.2%

Value ($000) $131,625 Shares 2,089,281 Est. Cost $60.24 Unrealized —

IEF ISHARES 7 10 YEAR TREASURY B 2.1%

Value ($000) $124,834 Shares 1,105,412 Est. Cost $112.93 Unrealized —

MBB ISHARES MBS ETF 1.5%

Value ($000) $87,174 Shares 804,040 Est. Cost $109.10 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.1%

Value ($000) $67,911 Shares 1,611,938 Est. Cost $36.85 Unrealized —

— GATOS SILVER INC 1.0%

Value ($000) $61,866 Shares 6,205,259 Est. Cost $13.03 Unrealized —

USHY ISHARES BROAD USD HIGH YIELD 1.0%

Value ($000) $57,229 Shares 1,389,392 Est. Cost $41.26 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.8%

Value ($000) $50,439 Shares 1,185,958 Est. Cost $42.53 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.7%

Value ($000) $38,789 Shares 752,449 Est. Cost $51.94 Unrealized —

FALN ISHARES FALLEN ANGELS ETF 0.5%

Value ($000) $27,368 Shares 935,987 Est. Cost $29.43 Unrealized —

IJR ISHARES CORE SP SMALL CAP E 0.4%

Value ($000) $26,837 Shares 247,276 Est. Cost $68.29 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 0.4%

Value ($000) $26,746 Shares 977,753 Est. Cost $29.32 Unrealized —

STIP ISHARES 0 5 YEAR TIPS BOND E 0.4%

Value ($000) $22,296 Shares 210,897 Est. Cost $103.02 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.3%

Value ($000) $19,900 Shares 548,963 Est. Cost $36.25 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.3%

Value ($000) $18,952 Shares 386,298 Est. Cost $37.90 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.2%

Value ($000) $11,466 Shares 366,210 Est. Cost $31.31 Unrealized —

VWOB VANGUARD EMERG MKTS GOV BND 0.1%

Value ($000) $4,468 Shares 57,658 Est. Cost $77.49 Unrealized —

SPY SPDR SP 500 ETF TRUST 0.0%

Value ($000) $2,100 Shares 5,298 Est. Cost $257.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE SP 500 ETF	5,148,099	$2,048,017	34.3%	$312.86	—	COM	464287200
SPTS	SPDR PORT SHRT TRM TRSRY	25,603,639	$785,008	13.2%	$30.66	—	COM	78468R101
SPTI	SPDR PORT INT TREASURY TERM	20,134,895	$645,927	10.8%	$33.07	—	COM	78464A672
IJH	ISHARES CORE SP MIDCAP ETF	1,738,231	$452,426	7.6%	$177.82	—	COM	464287507
EMB	ISHARES JP MORGAN USD EMERGI	3,798,039	$413,530	6.9%	$106.63	—	COM	464288281
—	JPMORGAN BETABUILDERS JAPAN	7,152,390	$203,700	3.4%	$21.80	—	COM	46641Q712
IEMG	ISHARES CORE MSCI EMERGING	2,882,866	$185,541	3.1%	$62.50	—	COM	46434G103
EBND	SPDR BBG BARC EM LOCAL BOND	6,460,691	$168,107	2.8%	$26.02	—	COM	78464A391
TLT	ISHARES 20 YEAR TREASURY BO	1,084,464	$146,891	2.5%	$149.49	—	COM	464287432
SPTL	SPDR PORT LNG TRM TRSRY	3,501,485	$136,488	2.3%	$42.97	—	COM	78464A664
VGK	VANGUARD FTSE EUROPE ETF	2,089,281	$131,625	2.2%	$60.24	—	COM	922042874
IEF	ISHARES 7 10 YEAR TREASURY B	1,105,412	$124,834	2.1%	$112.93	—	COM	464287440
MBB	ISHARES MBS ETF	804,040	$87,174	1.5%	$109.10	—	COM	464288588
PICK	ISHARES MSCI GLOBAL METALS	1,611,938	$67,911	1.1%	$36.85	—	COM	46434G848
—	GATOS SILVER INC	6,205,259	$61,866	1.0%	$13.03	—	COM	368036109
USHY	ISHARES BROAD USD HIGH YIELD	1,389,392	$57,229	1.0%	$41.26	—	COM	46435U853
LEMB	ISHARES JP MORGAN EM LOCAL C	1,185,958	$50,439	0.8%	$42.53	—	COM	464286517
HYBB	ISHARES BB RATED CORP BOND	752,449	$38,789	0.7%	$51.94	—	COM	46435U473
FALN	ISHARES FALLEN ANGELS ETF	935,987	$27,368	0.5%	$29.43	—	COM	46435G474
IJR	ISHARES CORE SP SMALL CAP E	247,276	$26,837	0.4%	$68.29	—	COM	464287804
RING	ISHARES MSCI GLOBAL GOLD MIN	977,753	$26,746	0.4%	$29.32	—	COM	46434G855
STIP	ISHARES 0 5 YEAR TIPS BOND E	210,897	$22,296	0.4%	$103.02	—	COM	46429B747
SPIB	SPDR PORT INT CORP BOND ETF	548,963	$19,900	0.3%	$36.25	—	COM	78464A375
XLE	ENERGY SELECT SECTOR SPDR	386,298	$18,952	0.3%	$37.90	—	COM	81369Y506
SPSB	SPDR PORT SHRT TRM CORP BND	366,210	$11,466	0.2%	$31.31	—	COM	78464A474
VWOB	VANGUARD EMERG MKTS GOV BND	57,658	$4,468	0.1%	$77.49	—	COM	921946885
SPY	SPDR SP 500 ETF TRUST	5,298	$2,100	0.0%	$257.75	—	COM	78462F103