13F HOLDINGS REPORT
Municipal Employees' Retirement System of Michigan
Quarter ended Q2 2024 · Filed August 5, 2024 · Accession 0001588873-24-000006
Total Value
$7.2M
Positions
60
Other Managers
0
Confidential Omitted
No
Holdings (60)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO SP 500 QVM MULTIFA | IVZ | 30,288,556 | $980,913 | 13.60% |
| 2 | ISHARES CORE SP 500 ETF | 464287200 | 1,473,408 | $806,293 | 11.18% |
| 3 | SPDR PORT INT TREASURY TERM | 78464A672 | 26,424,332 | $740,410 | 10.27% |
| 4 | SPDR PORT SHRT TRM TRSRY | 78468R101 | 21,697,170 | $626,397 | 8.69% |
| 5 | ISHARES CORE MSCI PACIFIC ET | 46434V696 | 6,404,807 | $392,102 | 5.44% |
| 6 | SPDR PORT LNG TRM TRSRY | 78464A664 | 12,764,462 | $347,449 | 4.82% |
| 7 | INVESCO SP MIDCAP 400 QVM M | IVZ | 10,848,386 | $293,527 | 4.07% |
| 8 | ISHARES CORE MSCI EMERGING | 46434G103 | 4,773,111 | $255,505 | 3.54% |
| 9 | VANGUARD FTSE EUROPE ETF | 922042874 | 3,742,619 | $249,895 | 3.47% |
| 10 | VANGUARD INTERMEDIATETERM T | 92206C706 | 3,390,733 | $197,442 | 2.74% |
| 11 | VANGUARD SHORTTERM TREASURY | 92206C102 | 3,351,994 | $194,382 | 2.70% |
| 12 | SPDR BLOOMBERG EM USD BOND | 78468R515 | 8,045,405 | $191,239 | 2.65% |
| 13 | BONDBLOXXJPM USD EM MK 110 | 09789C879 | 4,573,077 | $187,862 | 2.61% |
| 14 | INVESCO SP SMALLCAP 600 QVM | IVZ | 7,092,740 | $176,408 | 2.45% |
| 15 | ISHARES INTERNATIONAL DEVELO | 46436E510 | 4,592,859 | $160,461 | 2.23% |
| 16 | JPMORGAN BETABUILDERS EUROPE | 46641Q191 | 2,697,749 | $158,843 | 2.20% |
| 17 | ISHARES JP MORGAN USD EMERGI | 464288281 | 1,547,548 | $136,927 | 1.90% |
| 18 | ISHARES MSCI GLOBAL METALS | 46434G848 | 2,917,473 | $119,120 | 1.65% |
| 19 | BONDBLOXX BBG 1 DUR US TREAS | 09789C861 | 2,387,980 | $118,265 | 1.64% |
| 20 | ISHARES CORE SP MIDCAP ETF | 464287507 | 2,005,370 | $117,354 | 1.63% |
| 21 | FRANKLIN FTSE CANADA ETF | FGDL | 2,743,853 | $91,880 | 1.27% |
| 22 | ISHARES MSCI GLOBAL GOLD MIN | 46434G855 | 2,403,973 | $66,374 | 0.92% |
| 23 | GATOS SILVER INC | 368036109 | 6,205,259 | $64,783 | 0.90% |
| 24 | SIMPLIFY MBS ETF | 82889N525 | 1,198,715 | $60,367 | 0.84% |
| 25 | VANGUARD LONGTERM TREASURY | 92206C847 | 764,623 | $44,103 | 0.61% |
| 26 | JPMORGAN BETABUILDERS DEVELO | 46641Q233 | 910,009 | $44,026 | 0.61% |
| 27 | ISHARES MSCI GLOBAL GOLD MIN | 46434G855 | 1,551,410 | $42,834 | 0.59% |
| 28 | BONDBLOXXBB RATED USD HY CB | 09789C705 | 1,007,952 | $40,177 | 0.56% |
| 29 | BONDBLOXX BBG 5 YR US TREAS | 09789C838 | 704,064 | $33,957 | 0.47% |
| 30 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 272,548 | $24,843 | 0.34% |
| 31 | BONDBLOXX BBG 6 MTH US TREAS | 09789C788 | 448,334 | $22,542 | 0.31% |
| 32 | SPDR PORTFOLIO HIGH YIELD BO | 78468R606 | 898,781 | $20,879 | 0.29% |
| 33 | BONDBLOXX BBG 2Y US TSY ETF | 09789C853 | 416,558 | $20,399 | 0.28% |
| 34 | BONDBLOXX BBG 3Y US TSY ETF | 09789C846 | 402,313 | $19,591 | 0.27% |
| 35 | BONDBLOXX BBG 7 YR US TREAS | 09789C820 | 403,857 | $18,981 | 0.26% |
| 36 | BONDBLOXX BBG 10Y US TSY ETF | 09789C812 | 403,452 | $18,533 | 0.26% |
| 37 | BONDBLOXX BBG 20Y US TSY ETF | 09789C796 | 420,244 | $17,247 | 0.24% |
| 38 | SPDR PORTFOLIO SP 500 ETF | 78464A854 | 188,321 | $12,053 | 0.17% |
| 39 | BONDBLOXXB RATED USD HY CB | 09789C804 | 266,860 | $10,441 | 0.14% |
| 40 | SPDR PORTFOLIO DEVELOPED WOR | 78463X889 | 267,051 | $9,368 | 0.13% |
| 41 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 84,248 | $8,382 | 0.12% |
| 42 | SPDR PORT SHRT TRM CORP BND | 78464A474 | 239,775 | $7,121 | 0.10% |
| 43 | VANGUARD SHORTTERM TREASURY | 92206C102 | 121,930 | $7,071 | 0.10% |
| 44 | ISHARES MBS ETF | 464288588 | 74,794 | $6,867 | 0.10% |
| 45 | SPDR PORTFOLIO HIGH YIELD BO | 78468R606 | 288,481 | $6,701 | 0.09% |
| 46 | SPDR PORTFOLIO HIGH YIELD BO | 78468R606 | 288,481 | $6,701 | 0.09% |
| 47 | VANGUARD SHORTTERM TREASURY | 92206C102 | 106,977 | $6,204 | 0.09% |
| 48 | SPDR PORT INT CORP BOND ETF | 78464A375 | 155,260 | $5,055 | 0.07% |
| 49 | BONDBLOXXCCCUSD HY CORP BD | 09789C887 | 121,654 | $4,549 | 0.06% |
| 50 | SPDR PORTFOLIO EMERGING MARK | 78463X509 | 112,456 | $4,236 | 0.06% |
| 51 | VANGUARD LONGTERM TREASURY | 92206C847 | 69,236 | $3,994 | 0.06% |
| 52 | ISHARES CORE SP SMALLCAP E | 464287804 | 20,735 | $2,212 | 0.03% |
| 53 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 19,840 | $1,974 | 0.03% |
| 54 | ISHARES BB RATED CORP BOND | 46435U473 | 35,071 | $1,614 | 0.02% |
| 55 | SPDR PORTFOLIO SP 400 MID C | 78464A847 | 25,664 | $1,317 | 0.02% |
| 56 | SPDR PORTFOLIO SP 600 SMALL | 78468R853 | 15,987 | $664 | 0.01% |
| 57 | SPDR BLOOMBERG EM USD BOND | 78468R515 | 24,381 | $580 | 0.01% |
| 58 | VANGUARD SHORTTERM TREASURY | 92206C102 | 9,132 | $530 | 0.01% |
| 59 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 5,184 | $516 | 0.01% |
| 60 | ISHARES MBS ETF | 464288588 | 76 | $7 | 0.00% |