Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Oct 28, 2021

Total Value ($000): $5,986,741 (100.0% shares, 0.0% debt)

Holdings (27)

IVV ISHARES CORE SP 500 ETF 22.0%

Value ($000) $1,315,151 Shares 3,052,669 Est. Cost $312.86 Unrealized —

QVML INVESCO SP 500 QVM MULTIFA 12.6%

Value ($000) $756,066 Shares 30,059,406 Est. Cost $25.07 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 12.5%

Value ($000) $748,392 Shares 24,433,260 Est. Cost $30.66 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 11.3%

Value ($000) $676,079 Shares 20,924,766 Est. Cost $32.98 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 6.5%

Value ($000) $390,961 Shares 6,330,323 Est. Cost $62.07 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 5.0%

Value ($000) $302,309 Shares 2,746,761 Est. Cost $106.63 Unrealized —

BBJP JPMORGAN BETABUILDERS JAPAN 4.0%

Value ($000) $240,572 Shares 4,095,539 Est. Cost $56.49 Unrealized —

IJH ISHARES CORE SP MIDCAP ETF 3.9%

Value ($000) $234,390 Shares 890,980 Est. Cost $177.82 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 3.8%

Value ($000) $225,315 Shares 1,561,218 Est. Cost $147.14 Unrealized —

QVMM INVESCO SP MIDCAP 400 QVM M 3.3%

Value ($000) $196,433 Shares 8,042,641 Est. Cost $25.00 Unrealized —

EMHC SPDR BLOOMBERG BARCLAYS EMER 3.0%

Value ($000) $178,231 Shares 5,908,448 Est. Cost $30.84 Unrealized —

EBND SPDR BBG BARC EM LOCAL BOND 2.1%

Value ($000) $127,929 Shares 5,056,479 Est. Cost $26.02 Unrealized —

VGSH VANGUARD SHORTTERM TREASURY 1.8%

Value ($000) $109,946 Shares 1,790,364 Est. Cost $61.41 Unrealized —

MBB ISHARES MBS ETF 1.2%

Value ($000) $72,958 Shares 674,662 Est. Cost $109.10 Unrealized —

— GATOS SILVER INC 1.2%

Value ($000) $72,167 Shares 6,205,259 Est. Cost $13.03 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.1%

Value ($000) $65,735 Shares 1,611,938 Est. Cost $36.85 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 1.0%

Value ($000) $60,788 Shares 2,472,074 Est. Cost $28.52 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.8%

Value ($000) $50,237 Shares 1,185,958 Est. Cost $42.53 Unrealized —

QVMS INVESCO SP SMALLCAP 600 QVM 0.8%

Value ($000) $48,950 Shares 2,013,462 Est. Cost $25.04 Unrealized —

STIP ISHARES 05 YEAR TIPS BOND E 0.6%

Value ($000) $35,290 Shares 334,096 Est. Cost $104.23 Unrealized —

IJR ISHARES CORE SP SMALLCAP E 0.5%

Value ($000) $27,965 Shares 256,113 Est. Cost $69.64 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.3%

Value ($000) $20,122 Shares 386,298 Est. Cost $37.90 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.2%

Value ($000) $12,794 Shares 244,328 Est. Cost $51.94 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.1%

Value ($000) $6,478 Shares 177,379 Est. Cost $36.25 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.1%

Value ($000) $6,409 Shares 205,085 Est. Cost $31.31 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.1%

Value ($000) $4,780 Shares 115,773 Est. Cost $42.97 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 0.0%

Value ($000) $294 Shares 4,486 Est. Cost $60.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE SP 500 ETF	3,052,669	$1,315,151	22.0%	$312.86	—	COM	464287200
QVML	INVESCO SP 500 QVM MULTIFA	30,059,406	$756,066	12.6%	$25.07	—	COM	46138G581
SPTS	SPDR PORT SHRT TRM TRSRY	24,433,260	$748,392	12.5%	$30.66	—	COM	78468R101
SPTI	SPDR PORT INT TREASURY TERM	20,924,766	$676,079	11.3%	$32.98	—	COM	78464A672
IEMG	ISHARES CORE MSCI EMERGING	6,330,323	$390,961	6.5%	$62.07	—	COM	46434G103
EMB	ISHARES JP MORGAN USD EMERGI	2,746,761	$302,309	5.0%	$106.63	—	COM	464288281
BBJP	JPMORGAN BETABUILDERS JAPAN	4,095,539	$240,572	4.0%	$56.49	—	COM	46641Q217
IJH	ISHARES CORE SP MIDCAP ETF	890,980	$234,390	3.9%	$177.82	—	COM	464287507
TLT	ISHARES 20 YEAR TREASURY BO	1,561,218	$225,315	3.8%	$147.14	—	COM	464287432
QVMM	INVESCO SP MIDCAP 400 QVM M	8,042,641	$196,433	3.3%	$25.00	—	COM	46138G573
EMHC	SPDR BLOOMBERG BARCLAYS EMER	5,908,448	$178,231	3.0%	$30.84	—	COM	78468R515
EBND	SPDR BBG BARC EM LOCAL BOND	5,056,479	$127,929	2.1%	$26.02	—	COM	78464A391
VGSH	VANGUARD SHORTTERM TREASURY	1,790,364	$109,946	1.8%	$61.41	—	COM	92206C102
MBB	ISHARES MBS ETF	674,662	$72,958	1.2%	$109.10	—	COM	464288588
—	GATOS SILVER INC	6,205,259	$72,167	1.2%	$13.03	—	COM	368036109
PICK	ISHARES MSCI GLOBAL METALS	1,611,938	$65,735	1.1%	$36.85	—	COM	46434G848
RING	ISHARES MSCI GLOBAL GOLD MIN	2,472,074	$60,788	1.0%	$28.52	—	COM	46434G855
LEMB	ISHARES JP MORGAN EM LOCAL C	1,185,958	$50,237	0.8%	$42.53	—	COM	464286517
QVMS	INVESCO SP SMALLCAP 600 QVM	2,013,462	$48,950	0.8%	$25.04	—	COM	46138G565
STIP	ISHARES 05 YEAR TIPS BOND E	334,096	$35,290	0.6%	$104.23	—	COM	46429B747
IJR	ISHARES CORE SP SMALLCAP E	256,113	$27,965	0.5%	$69.64	—	COM	464287804
XLE	ENERGY SELECT SECTOR SPDR	386,298	$20,122	0.3%	$37.90	—	COM	81369Y506
HYBB	ISHARES BB RATED CORP BOND	244,328	$12,794	0.2%	$51.94	—	COM	46435U473
SPIB	SPDR PORT INT CORP BOND ETF	177,379	$6,478	0.1%	$36.25	—	COM	78464A375
SPSB	SPDR PORT SHRT TRM CORP BND	205,085	$6,409	0.1%	$31.31	—	COM	78464A474
SPTL	SPDR PORT LNG TRM TRSRY	115,773	$4,780	0.1%	$42.97	—	COM	78464A664
VGK	VANGUARD FTSE EUROPE ETF	4,486	$294	0.0%	$60.24	—	COM	922042874