Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 5, 2022

Total Value ($000): $6,470,235 (100.0% shares, 0.0% debt)

Holdings (28)

IVV ISHARES CORE SP 500 ETF 21.9%

Value ($000) $1,415,464 Shares 3,119,893 Est. Cost $315.80 Unrealized —

QVML INVESCO SP 500 QVM MULTI FA 12.5%

Value ($000) $808,788 Shares 30,308,026 Est. Cost $25.07 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 9.8%

Value ($000) $633,811 Shares 20,924,766 Est. Cost $32.98 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 8.9%

Value ($000) $572,848 Shares 19,320,342 Est. Cost $30.66 Unrealized —

BBJP JPMORGAN BETABUILDERS JAPAN 6.2%

Value ($000) $400,371 Shares 7,890,638 Est. Cost $53.72 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 5.8%

Value ($000) $373,188 Shares 6,718,056 Est. Cost $61.79 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 5.3%

Value ($000) $341,563 Shares 3,493,894 Est. Cost $104.85 Unrealized —

IJH ISHARES CORE SP MIDCAP ETF 3.7%

Value ($000) $239,939 Shares 894,162 Est. Cost $177.82 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 3.6%

Value ($000) $229,856 Shares 3,690,686 Est. Cost $62.28 Unrealized —

VGIT VANGUARD INTERMEDIATE TERM T 3.3%

Value ($000) $213,311 Shares 3,390,733 Est. Cost $62.91 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 3.2%

Value ($000) $206,206 Shares 1,561,218 Est. Cost $147.14 Unrealized —

QVMM INVESCO SP MIDCAP 400 QVM M 3.1%

Value ($000) $201,045 Shares 8,068,531 Est. Cost $25.00 Unrealized —

EMHC SPDR BLOOMBERG EM USD BOND 2.5%

Value ($000) $159,661 Shares 6,037,508 Est. Cost $30.82 Unrealized —

EBND SPDR BLOOMBERG EM BOND 1.9%

Value ($000) $125,672 Shares 5,528,911 Est. Cost $25.76 Unrealized —

VGSH VANGUARD SHORT TERM TREASURY 1.6%

Value ($000) $106,097 Shares 1,790,364 Est. Cost $61.41 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.3%

Value ($000) $86,722 Shares 1,693,132 Est. Cost $37.10 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 1.3%

Value ($000) $82,120 Shares 2,644,770 Est. Cost $28.60 Unrealized —

MBB ISHARES MBS ETF 0.8%

Value ($000) $54,719 Shares 537,146 Est. Cost $109.10 Unrealized —

QVMS INVESCO SP SMALLCAP 600 QVM 0.8%

Value ($000) $49,131 Shares 2,019,688 Est. Cost $25.04 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.7%

Value ($000) $45,480 Shares 1,232,189 Est. Cost $42.41 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.5%

Value ($000) $31,737 Shares 415,186 Est. Cost $39.12 Unrealized —

IJR ISHARES CORE SP SMALL CAP E 0.4%

Value ($000) $27,816 Shares 257,838 Est. Cost $69.64 Unrealized —

— GATOS SILVER INC 0.4%

Value ($000) $26,807 Shares 6,205,259 Est. Cost $13.03 Unrealized —

STIP ISHARES 0 5 YEAR TIPS BOND E 0.2%

Value ($000) $12,545 Shares 119,546 Est. Cost $104.23 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.2%

Value ($000) $11,419 Shares 234,511 Est. Cost $51.94 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.1%

Value ($000) $6,033 Shares 200,216 Est. Cost $31.31 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.1%

Value ($000) $4,589 Shares 134,386 Est. Cost $36.25 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.1%

Value ($000) $3,297 Shares 87,173 Est. Cost $42.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE SP 500 ETF	3,119,893	$1,415,464	21.9%	$315.80	—	COM	464287200
QVML	INVESCO SP 500 QVM MULTI FA	30,308,026	$808,788	12.5%	$25.07	—	COM	46138G581
SPTI	SPDR PORT INT TREASURY TERM	20,924,766	$633,811	9.8%	$32.98	—	COM	78464A672
SPTS	SPDR PORT SHRT TRM TRSRY	19,320,342	$572,848	8.9%	$30.66	—	COM	78468R101
BBJP	JPMORGAN BETABUILDERS JAPAN	7,890,638	$400,371	6.2%	$53.72	—	COM	46641Q217
IEMG	ISHARES CORE MSCI EMERGING	6,718,056	$373,188	5.8%	$61.79	—	COM	46434G103
EMB	ISHARES JP MORGAN USD EMERGI	3,493,894	$341,563	5.3%	$104.85	—	COM	464288281
IJH	ISHARES CORE SP MIDCAP ETF	894,162	$239,939	3.7%	$177.82	—	COM	464287507
VGK	VANGUARD FTSE EUROPE ETF	3,690,686	$229,856	3.6%	$62.28	—	COM	922042874
VGIT	VANGUARD INTERMEDIATE TERM T	3,390,733	$213,311	3.3%	$62.91	—	COM	92206C706
TLT	ISHARES 20 YEAR TREASURY BO	1,561,218	$206,206	3.2%	$147.14	—	COM	464287432
QVMM	INVESCO SP MIDCAP 400 QVM M	8,068,531	$201,045	3.1%	$25.00	—	COM	46138G573
EMHC	SPDR BLOOMBERG EM USD BOND	6,037,508	$159,661	2.5%	$30.82	—	COM	78468R515
EBND	SPDR BLOOMBERG EM BOND	5,528,911	$125,672	1.9%	$25.76	—	COM	78464A391
VGSH	VANGUARD SHORT TERM TREASURY	1,790,364	$106,097	1.6%	$61.41	—	COM	92206C102
PICK	ISHARES MSCI GLOBAL METALS	1,693,132	$86,722	1.3%	$37.10	—	COM	46434G848
RING	ISHARES MSCI GLOBAL GOLD MIN	2,644,770	$82,120	1.3%	$28.60	—	COM	46434G855
MBB	ISHARES MBS ETF	537,146	$54,719	0.8%	$109.10	—	COM	464288588
QVMS	INVESCO SP SMALLCAP 600 QVM	2,019,688	$49,131	0.8%	$25.04	—	COM	46138G565
LEMB	ISHARES JP MORGAN EM LOCAL C	1,232,189	$45,480	0.7%	$42.41	—	COM	464286517
XLE	ENERGY SELECT SECTOR SPDR	415,186	$31,737	0.5%	$39.12	—	COM	81369Y506
IJR	ISHARES CORE SP SMALL CAP E	257,838	$27,816	0.4%	$69.64	—	COM	464287804
—	GATOS SILVER INC	6,205,259	$26,807	0.4%	$13.03	—	COM	368036109
STIP	ISHARES 0 5 YEAR TIPS BOND E	119,546	$12,545	0.2%	$104.23	—	COM	46429B747
HYBB	ISHARES BB RATED CORP BOND	234,511	$11,419	0.2%	$51.94	—	COM	46435U473
SPSB	SPDR PORT SHRT TRM CORP BND	200,216	$6,033	0.1%	$31.31	—	COM	78464A474
SPIB	SPDR PORT INT CORP BOND ETF	134,386	$4,589	0.1%	$36.25	—	COM	78464A375
SPTL	SPDR PORT LNG TRM TRSRY	87,173	$3,297	0.1%	$42.97	—	COM	78464A664