Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 16, 2022

Total Value ($000): $6,236,858 (100.0% shares, 0.0% debt)

Holdings (27)

IVV ISHARES CORE SP 500 ETF 23.4%

Value ($000) $1,457,060 Shares 3,054,697 Est. Cost $312.86 Unrealized —

QVML INVESCO SP 500 QVM MULTIFA 13.5%

Value ($000) $842,565 Shares 30,059,406 Est. Cost $25.07 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 11.9%

Value ($000) $743,755 Shares 24,441,491 Est. Cost $30.66 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 10.8%

Value ($000) $670,639 Shares 20,924,766 Est. Cost $32.98 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 6.2%

Value ($000) $387,718 Shares 6,477,086 Est. Cost $62.02 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.9%

Value ($000) $303,492 Shares 2,782,798 Est. Cost $106.66 Unrealized —

IJH ISHARES CORE SP MIDCAP ETF 4.1%

Value ($000) $253,119 Shares 894,162 Est. Cost $177.82 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 3.7%

Value ($000) $231,357 Shares 1,561,218 Est. Cost $147.14 Unrealized —

BBJP JPMORGAN BETABUILDERS JAPAN 3.6%

Value ($000) $225,582 Shares 4,095,539 Est. Cost $56.49 Unrealized —

QVMM INVESCO SP MIDCAP 400 QVM M 3.4%

Value ($000) $212,537 Shares 8,068,531 Est. Cost $25.00 Unrealized —

EMHC SPDR BLOOMBERG EM LOCAL BOND 2.9%

Value ($000) $179,255 Shares 6,013,263 Est. Cost $30.82 Unrealized —

EBND SPDR BLOOMBERG EM BOND 2.0%

Value ($000) $125,159 Shares 5,121,081 Est. Cost $26.00 Unrealized —

VGSH VANGUARD SHORTTERM TREASURY 1.7%

Value ($000) $108,908 Shares 1,790,364 Est. Cost $61.41 Unrealized —

MBB ISHARES MBS ETF 1.2%

Value ($000) $72,411 Shares 674,024 Est. Cost $109.10 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.2%

Value ($000) $71,831 Shares 1,685,384 Est. Cost $37.10 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 1.1%

Value ($000) $68,049 Shares 2,523,121 Est. Cost $28.49 Unrealized —

— GATOS SILVER INC 1.0%

Value ($000) $64,411 Shares 6,205,259 Est. Cost $13.03 Unrealized —

QVMS INVESCO SP SMALLCAP 600 QVM 0.8%

Value ($000) $52,465 Shares 2,019,688 Est. Cost $25.04 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.8%

Value ($000) $48,326 Shares 1,232,189 Est. Cost $42.41 Unrealized —

STIP ISHARES 05 YEAR TIPS BOND E 0.6%

Value ($000) $35,457 Shares 334,877 Est. Cost $104.23 Unrealized —

IJR ISHARES CORE SP SMALLCAP E 0.5%

Value ($000) $29,525 Shares 257,838 Est. Cost $69.64 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.4%

Value ($000) $23,043 Shares 415,186 Est. Cost $39.12 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.2%

Value ($000) $12,531 Shares 241,668 Est. Cost $51.94 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.1%

Value ($000) $6,351 Shares 205,085 Est. Cost $31.31 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.1%

Value ($000) $6,278 Shares 173,679 Est. Cost $36.25 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.1%

Value ($000) $4,725 Shares 112,110 Est. Cost $42.97 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 0.0%

Value ($000) $309 Shares 4,530 Est. Cost $60.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE SP 500 ETF	3,054,697	$1,457,060	23.4%	$312.86	—	COM	464287200
QVML	INVESCO SP 500 QVM MULTIFA	30,059,406	$842,565	13.5%	$25.07	—	COM	46138G581
SPTS	SPDR PORT SHRT TRM TRSRY	24,441,491	$743,755	11.9%	$30.66	—	COM	78468R101
SPTI	SPDR PORT INT TREASURY TERM	20,924,766	$670,639	10.8%	$32.98	—	COM	78464A672
IEMG	ISHARES CORE MSCI EMERGING	6,477,086	$387,718	6.2%	$62.02	—	COM	46434G103
EMB	ISHARES JP MORGAN USD EMERGI	2,782,798	$303,492	4.9%	$106.66	—	COM	464288281
IJH	ISHARES CORE SP MIDCAP ETF	894,162	$253,119	4.1%	$177.82	—	COM	464287507
TLT	ISHARES 20 YEAR TREASURY BO	1,561,218	$231,357	3.7%	$147.14	—	COM	464287432
BBJP	JPMORGAN BETABUILDERS JAPAN	4,095,539	$225,582	3.6%	$56.49	—	COM	46641Q217
QVMM	INVESCO SP MIDCAP 400 QVM M	8,068,531	$212,537	3.4%	$25.00	—	COM	46138G573
EMHC	SPDR BLOOMBERG EM LOCAL BOND	6,013,263	$179,255	2.9%	$30.82	—	COM	78468R515
EBND	SPDR BLOOMBERG EM BOND	5,121,081	$125,159	2.0%	$26.00	—	COM	78464A391
VGSH	VANGUARD SHORTTERM TREASURY	1,790,364	$108,908	1.7%	$61.41	—	COM	92206C102
MBB	ISHARES MBS ETF	674,024	$72,411	1.2%	$109.10	—	COM	464288588
PICK	ISHARES MSCI GLOBAL METALS	1,685,384	$71,831	1.2%	$37.10	—	COM	46434G848
RING	ISHARES MSCI GLOBAL GOLD MIN	2,523,121	$68,049	1.1%	$28.49	—	COM	46434G855
—	GATOS SILVER INC	6,205,259	$64,411	1.0%	$13.03	—	COM	368036109
QVMS	INVESCO SP SMALLCAP 600 QVM	2,019,688	$52,465	0.8%	$25.04	—	COM	46138G565
LEMB	ISHARES JP MORGAN EM LOCAL C	1,232,189	$48,326	0.8%	$42.41	—	COM	464286517
STIP	ISHARES 05 YEAR TIPS BOND E	334,877	$35,457	0.6%	$104.23	—	COM	46429B747
IJR	ISHARES CORE SP SMALLCAP E	257,838	$29,525	0.5%	$69.64	—	COM	464287804
XLE	ENERGY SELECT SECTOR SPDR	415,186	$23,043	0.4%	$39.12	—	COM	81369Y506
HYBB	ISHARES BB RATED CORP BOND	241,668	$12,531	0.2%	$51.94	—	COM	46435U473
SPSB	SPDR PORT SHRT TRM CORP BND	205,085	$6,351	0.1%	$31.31	—	COM	78464A474
SPIB	SPDR PORT INT CORP BOND ETF	173,679	$6,278	0.1%	$36.25	—	COM	78464A375
SPTL	SPDR PORT LNG TRM TRSRY	112,110	$4,725	0.1%	$42.97	—	COM	78464A664
VGK	VANGUARD FTSE EUROPE ETF	4,530	$309	0.0%	$60.24	—	COM	922042874