Municipal Employees' Retirement System of Michigan Diversified Active

Location: Lansing, MI

CIK: 0001588873 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Jul 2, 2021

Total Value: $7.381B (100.0% shares, 0.0% debt)

Holdings (29)

IVV ISHARES CORE S P 500 ETF 30.2%

Value $2.226B Shares 5,177,459 Est. Cost $312.86 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 10.2%

Value $752M Shares 23,226,085 Est. Cost $32.98 Unrealized —

QVML INVESCO S P 500 QVM MULTI FA 10.2%

Value $751M Shares 29,976,019 Est. Cost $25.07 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 10.1%

Value $749M Shares 24,433,260 Est. Cost $30.66 Unrealized —

IJH ISHARES CORE S P MIDCAP ETF 6.3%

Value $468M Shares 1,742,986 Est. Cost $177.82 Unrealized —

BBJP JPMORGAN BETABUILDERS JAPAN 4.9%

Value $361M Shares 6,396,278 Est. Cost $56.49 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.5%

Value $331M Shares 2,941,949 Est. Cost $106.63 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 3.9%

Value $289M Shares 1,999,075 Est. Cost $147.14 Unrealized —

QVMM INVESCO S P MIDCAP 400 QVM M 2.7%

Value $200M Shares 8,019,246 Est. Cost $25.00 Unrealized —

EMHC SPDR BLOOMBERG BARCLAYS EMER 2.4%

Value $180M Shares 5,852,165 Est. Cost $30.84 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 2.4%

Value $178M Shares 2,663,576 Est. Cost $62.50 Unrealized —

EBND SPDR BBG BARC EM LOCAL BOND 2.1%

Value $158M Shares 5,973,624 Est. Cost $26.02 Unrealized —

IEF ISHARES 7 10 YEAR TREASURY B 1.7%

Value $128M Shares 1,105,412 Est. Cost $112.93 Unrealized —

— GATOS SILVER INC 1.5%

Value $109M Shares 6,205,259 Est. Cost $13.03 Unrealized —

MBB ISHARES MBS ETF 1.0%

Value $73.02M Shares 674,662 Est. Cost $109.10 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.0%

Value $72.8M Shares 1,611,938 Est. Cost $36.85 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 0.9%

Value $69.19M Shares 2,472,074 Est. Cost $28.52 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.7%

Value $51.77M Shares 1,185,958 Est. Cost $42.53 Unrealized —

QVMS INVESCO S P SMALLCAP 600 QVM 0.7%

Value $50.24M Shares 2,006,420 Est. Cost $25.04 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 0.7%

Value $48.45M Shares 720,364 Est. Cost $60.24 Unrealized —

STIP ISHARES 0 5 YEAR TIPS BOND E 0.5%

Value $35.52M Shares 334,096 Est. Cost $104.23 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.4%

Value $29.48M Shares 562,918 Est. Cost $51.94 Unrealized —

IJR ISHARES CORE S P SMALL CAP E 0.4%

Value $28.81M Shares 254,963 Est. Cost $69.64 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.3%

Value $20.81M Shares 386,298 Est. Cost $37.90 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.1%

Value $6.51M Shares 177,379 Est. Cost $36.25 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.1%

Value $6.419M Shares 205,085 Est. Cost $31.31 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.1%

Value $4.781M Shares 115,773 Est. Cost $42.97 Unrealized —

SPY SPDR S P 500 ETF TRUST 0.0%

Value $2.275M Shares 5,314 Est. Cost $257.75 Unrealized —

MLKN HERMAN MILLER INC 0.0%

Value $5,000 Shares 102 Est. Cost $39.16 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE S P 500 ETF	5,177,459	$2.226B	30.2%	$312.86	—	COM	464287200
SPTI	SPDR PORT INT TREASURY TERM	23,226,085	$752M	10.2%	$32.98	—	COM	78464A672
QVML	INVESCO S P 500 QVM MULTI FA	29,976,019	$751M	10.2%	$25.07	—	COM	46138G581
SPTS	SPDR PORT SHRT TRM TRSRY	24,433,260	$749M	10.1%	$30.66	—	COM	78468R101
IJH	ISHARES CORE S P MIDCAP ETF	1,742,986	$468M	6.3%	$177.82	—	COM	464287507
BBJP	JPMORGAN BETABUILDERS JAPAN	6,396,278	$361M	4.9%	$56.49	—	COM	46641Q217
EMB	ISHARES JP MORGAN USD EMERGI	2,941,949	$331M	4.5%	$106.63	—	COM	464288281
TLT	ISHARES 20 YEAR TREASURY BO	1,999,075	$289M	3.9%	$147.14	—	COM	464287432
QVMM	INVESCO S P MIDCAP 400 QVM M	8,019,246	$200M	2.7%	$25.00	—	COM	46138G573
EMHC	SPDR BLOOMBERG BARCLAYS EMER	5,852,165	$180M	2.4%	$30.84	—	COM	78468R515
IEMG	ISHARES CORE MSCI EMERGING	2,663,576	$178M	2.4%	$62.50	—	COM	46434G103
EBND	SPDR BBG BARC EM LOCAL BOND	5,973,624	$158M	2.1%	$26.02	—	COM	78464A391
IEF	ISHARES 7 10 YEAR TREASURY B	1,105,412	$128M	1.7%	$112.93	—	COM	464287440
—	GATOS SILVER INC	6,205,259	$109M	1.5%	$13.03	—	COM	368036109
MBB	ISHARES MBS ETF	674,662	$73.02M	1.0%	$109.10	—	COM	464288588
PICK	ISHARES MSCI GLOBAL METALS	1,611,938	$72.8M	1.0%	$36.85	—	COM	46434G848
RING	ISHARES MSCI GLOBAL GOLD MIN	2,472,074	$69.19M	0.9%	$28.52	—	COM	46434G855
LEMB	ISHARES JP MORGAN EM LOCAL C	1,185,958	$51.77M	0.7%	$42.53	—	COM	464286517
QVMS	INVESCO S P SMALLCAP 600 QVM	2,006,420	$50.24M	0.7%	$25.04	—	COM	46138G565
VGK	VANGUARD FTSE EUROPE ETF	720,364	$48.45M	0.7%	$60.24	—	COM	922042874
STIP	ISHARES 0 5 YEAR TIPS BOND E	334,096	$35.52M	0.5%	$104.23	—	COM	46429B747
HYBB	ISHARES BB RATED CORP BOND	562,918	$29.48M	0.4%	$51.94	—	COM	46435U473
IJR	ISHARES CORE S P SMALL CAP E	254,963	$28.81M	0.4%	$69.64	—	COM	464287804
XLE	ENERGY SELECT SECTOR SPDR	386,298	$20.81M	0.3%	$37.90	—	COM	81369Y506
SPIB	SPDR PORT INT CORP BOND ETF	177,379	$6.51M	0.1%	$36.25	—	COM	78464A375
SPSB	SPDR PORT SHRT TRM CORP BND	205,085	$6.419M	0.1%	$31.31	—	COM	78464A474
SPTL	SPDR PORT LNG TRM TRSRY	115,773	$4.781M	0.1%	$42.97	—	COM	78464A664
SPY	SPDR S P 500 ETF TRUST	5,314	$2.275M	0.0%	$257.75	—	COM	78462F103
MLKN	HERMAN MILLER INC	102	$5,000	0.0%	$39.16	0.0%	COM	600544100