Municipal Employees' Retirement System of Michigan Diversified Active

CIK: 0001588873 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Jul 29, 2022

Total Value ($000): $5,419,850 (100.0% shares, 0.0% debt)

Holdings (38)

IVV ISHARES CORE S P 500 ETF 18.1%

Value ($000) $982,800 Shares 2,592,114 Est. Cost $315.80 Unrealized —

QVML INVESCO S P 500 QVM MULTI FA 12.7%

Value ($000) $690,095 Shares 30,524,224 Est. Cost $25.07 Unrealized —

IPAC ISHARES CORE MSCI PACIFIC ET 9.3%

Value ($000) $503,422 Shares 9,683,060 Est. Cost $51.99 Unrealized —

SPTI SPDR PORT INT TREASURY TERM 7.4%

Value ($000) $402,056 Shares 13,642,882 Est. Cost $32.98 Unrealized —

SPTS SPDR PORT SHRT TRM TRSRY 6.9%

Value ($000) $371,591 Shares 12,617,679 Est. Cost $30.66 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 5.3%

Value ($000) $285,199 Shares 5,813,266 Est. Cost $61.79 Unrealized —

QVMM INVESCO S P MIDCAP 400 QVM M 4.1%

Value ($000) $224,511 Shares 10,660,518 Est. Cost $24.04 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.1%

Value ($000) $223,666 Shares 2,621,496 Est. Cost $104.85 Unrealized —

VGIT VANGUARD INTERMEDIATE TERM T 3.8%

Value ($000) $207,377 Shares 3,390,733 Est. Cost $62.91 Unrealized —

IJH ISHARES CORE S P MIDCAP ETF 3.7%

Value ($000) $202,286 Shares 894,162 Est. Cost $177.82 Unrealized —

TLT ISHARES 20 YEAR TREASURY BO 3.4%

Value ($000) $183,971 Shares 1,601,555 Est. Cost $146.32 Unrealized —

ISVL ISHARES INTERNATIONAL DEVELO 2.4%

Value ($000) $129,900 Shares 4,525,283 Est. Cost $28.71 Unrealized —

VGK VANGUARD FTSE EUROPE ETF 2.1%

Value ($000) $113,514 Shares 2,149,063 Est. Cost $62.28 Unrealized —

VGSH VANGUARD SHORT TERM TREASURY 1.9%

Value ($000) $105,381 Shares 1,790,364 Est. Cost $61.41 Unrealized —

EMHC SPDR BLOOMBERG EM USD BOND 1.8%

Value ($000) $100,259 Shares 4,321,486 Est. Cost $30.82 Unrealized —

QVMS INVESCO S P SMALLCAP 600 QVM 1.7%

Value ($000) $92,455 Shares 4,394,681 Est. Cost $22.88 Unrealized —

PICK ISHARES MSCI GLOBAL METALS 1.6%

Value ($000) $84,140 Shares 2,362,170 Est. Cost $36.68 Unrealized —

FLCA FRANKLIN FTSE CANADA ETF 1.5%

Value ($000) $80,843 Shares 2,646,280 Est. Cost $30.55 Unrealized —

EBND SPDR BLOOMBERG EM BOND 1.2%

Value ($000) $65,947 Shares 3,224,783 Est. Cost $25.76 Unrealized —

RING ISHARES MSCI GLOBAL GOLD MIN 1.1%

Value ($000) $57,918 Shares 2,659,227 Est. Cost $28.60 Unrealized —

MBB ISHARES MBS ETF 0.9%

Value ($000) $49,890 Shares 511,755 Est. Cost $109.10 Unrealized —

HYG ISHARES IBOXX HIGH YLD CORP 0.7%

Value ($000) $39,709 Shares 539,447 Est. Cost $73.61 Unrealized —

XBB BONDBLOXX BB RATED USD HY CB 0.7%

Value ($000) $38,482 Shares 996,434 Est. Cost $38.62 Unrealized —

USHY ISHARES BROAD USD HIGH YIELD 0.6%

Value ($000) $35,051 Shares 1,012,438 Est. Cost $34.62 Unrealized —

IEUR ISHARES CORE MSCI EUROPE ETF 0.6%

Value ($000) $30,700 Shares 682,819 Est. Cost $44.96 Unrealized —

IJR ISHARES CORE S P SMALL CAP E 0.4%

Value ($000) $23,827 Shares 257,838 Est. Cost $69.64 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 0.4%

Value ($000) $21,552 Shares 301,382 Est. Cost $39.12 Unrealized —

— GATOS SILVER INC 0.3%

Value ($000) $17,809 Shares 6,205,259 Est. Cost $13.03 Unrealized —

STIP ISHARES 0 5 YEAR TIPS BOND E 0.2%

Value ($000) $11,745 Shares 115,792 Est. Cost $104.23 Unrealized —

XB BONDBLOXX B RATED USD HY CB 0.2%

Value ($000) $10,274 Shares 266,860 Est. Cost $38.50 Unrealized —

GDXJ VANECK JUNIOR GOLD MINERS 0.2%

Value ($000) $8,963 Shares 280,096 Est. Cost $32.00 Unrealized —

SPSB SPDR PORT SHRT TRM CORP BND 0.1%

Value ($000) $5,630 Shares 189,378 Est. Cost $31.31 Unrealized —

XCCC BONDBLOXX CCC USD HY CORP BD 0.1%

Value ($000) $4,672 Shares 121,654 Est. Cost $38.40 Unrealized —

SGOV ISHARES 0 3 MONTH TREASURY B 0.1%

Value ($000) $4,440 Shares 44,355 Est. Cost $100.10 Unrealized —

SPIB SPDR PORT INT CORP BOND ETF 0.1%

Value ($000) $4,183 Shares 128,195 Est. Cost $36.25 Unrealized —

SPTL SPDR PORT LNG TRM TRSRY 0.1%

Value ($000) $3,654 Shares 110,497 Est. Cost $40.88 Unrealized —

HYBB ISHARES BB RATED CORP BOND 0.0%

Value ($000) $1,937 Shares 43,756 Est. Cost $51.94 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL C 0.0%

Value ($000) $1 Shares 28 Est. Cost $42.41 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE S P 500 ETF	2,592,114	$982,800	18.1%	$315.80	—	COM	464287200
QVML	INVESCO S P 500 QVM MULTI FA	30,524,224	$690,095	12.7%	$25.07	—	COM	46138G581
IPAC	ISHARES CORE MSCI PACIFIC ET	9,683,060	$503,422	9.3%	$51.99	—	COM	46434V696
SPTI	SPDR PORT INT TREASURY TERM	13,642,882	$402,056	7.4%	$32.98	—	COM	78464A672
SPTS	SPDR PORT SHRT TRM TRSRY	12,617,679	$371,591	6.9%	$30.66	—	COM	78468R101
IEMG	ISHARES CORE MSCI EMERGING	5,813,266	$285,199	5.3%	$61.79	—	COM	46434G103
QVMM	INVESCO S P MIDCAP 400 QVM M	10,660,518	$224,511	4.1%	$24.04	—	COM	46138G573
EMB	ISHARES JP MORGAN USD EMERGI	2,621,496	$223,666	4.1%	$104.85	—	COM	464288281
VGIT	VANGUARD INTERMEDIATE TERM T	3,390,733	$207,377	3.8%	$62.91	—	COM	92206C706
IJH	ISHARES CORE S P MIDCAP ETF	894,162	$202,286	3.7%	$177.82	—	COM	464287507
TLT	ISHARES 20 YEAR TREASURY BO	1,601,555	$183,971	3.4%	$146.32	—	COM	464287432
ISVL	ISHARES INTERNATIONAL DEVELO	4,525,283	$129,900	2.4%	$28.71	—	COM	46436E510
VGK	VANGUARD FTSE EUROPE ETF	2,149,063	$113,514	2.1%	$62.28	—	COM	922042874
VGSH	VANGUARD SHORT TERM TREASURY	1,790,364	$105,381	1.9%	$61.41	—	COM	92206C102
EMHC	SPDR BLOOMBERG EM USD BOND	4,321,486	$100,259	1.8%	$30.82	—	COM	78468R515
QVMS	INVESCO S P SMALLCAP 600 QVM	4,394,681	$92,455	1.7%	$22.88	—	COM	46138G565
PICK	ISHARES MSCI GLOBAL METALS	2,362,170	$84,140	1.6%	$36.68	—	COM	46434G848
FLCA	FRANKLIN FTSE CANADA ETF	2,646,280	$80,843	1.5%	$30.55	—	COM	35473P827
EBND	SPDR BLOOMBERG EM BOND	3,224,783	$65,947	1.2%	$25.76	—	COM	78464A391
RING	ISHARES MSCI GLOBAL GOLD MIN	2,659,227	$57,918	1.1%	$28.60	—	COM	46434G855
MBB	ISHARES MBS ETF	511,755	$49,890	0.9%	$109.10	—	COM	464288588
HYG	ISHARES IBOXX HIGH YLD CORP	539,447	$39,709	0.7%	$73.61	—	COM	464288513
XBB	BONDBLOXX BB RATED USD HY CB	996,434	$38,482	0.7%	$38.62	—	COM	09789C705
USHY	ISHARES BROAD USD HIGH YIELD	1,012,438	$35,051	0.6%	$34.62	—	COM	46435U853
IEUR	ISHARES CORE MSCI EUROPE ETF	682,819	$30,700	0.6%	$44.96	—	COM	46434V738
IJR	ISHARES CORE S P SMALL CAP E	257,838	$23,827	0.4%	$69.64	—	COM	464287804
XLE	ENERGY SELECT SECTOR SPDR	301,382	$21,552	0.4%	$39.12	—	COM	81369Y506
—	GATOS SILVER INC	6,205,259	$17,809	0.3%	$13.03	—	COM	368036109
STIP	ISHARES 0 5 YEAR TIPS BOND E	115,792	$11,745	0.2%	$104.23	—	COM	46429B747
XB	BONDBLOXX B RATED USD HY CB	266,860	$10,274	0.2%	$38.50	—	COM	09789C804
GDXJ	VANECK JUNIOR GOLD MINERS	280,096	$8,963	0.2%	$32.00	—	COM	92189F791
SPSB	SPDR PORT SHRT TRM CORP BND	189,378	$5,630	0.1%	$31.31	—	COM	78464A474
XCCC	BONDBLOXX CCC USD HY CORP BD	121,654	$4,672	0.1%	$38.40	—	COM	09789C887
SGOV	ISHARES 0 3 MONTH TREASURY B	44,355	$4,440	0.1%	$100.10	—	COM	46436E718
SPIB	SPDR PORT INT CORP BOND ETF	128,195	$4,183	0.1%	$36.25	—	COM	78464A375
SPTL	SPDR PORT LNG TRM TRSRY	110,497	$3,654	0.1%	$40.88	—	COM	78464A664
HYBB	ISHARES BB RATED CORP BOND	43,756	$1,937	0.0%	$51.94	—	COM	46435U473
LEMB	ISHARES JP MORGAN EM LOCAL C	28	$1	0.0%	$42.41	—	COM	464286517