13F HOLDINGS REPORT
Municipal Employees' Retirement System of Michigan
Quarter ended Q3 2024 · Filed November 12, 2024 · Accession 0001588873-24-000008
Total Value
$7.6M
Positions
60
Other Managers
0
Confidential Omitted
No
Holdings (60)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO SP 500 QVM MULTIFA | IVZ | 30,373,380 | $1.0M | 13.59% |
| 2 | ISHARES CORE SP 500 ETF | 464287200 | 1,438,577 | $829,800 | 10.94% |
| 3 | SPDR PORT INT TREASURY TERM | 78464A672 | 26,424,332 | $767,891 | 10.12% |
| 4 | SPDR PORT SHRT TRM TRSRY | 78468R101 | 21,697,170 | $638,114 | 8.41% |
| 5 | ISHARES CORE MSCI PACIFIC ET | 46434V696 | 6,404,807 | $426,496 | 5.62% |
| 6 | SPDR PORT LNG TRM TRSRY | 78464A664 | 12,764,462 | $371,063 | 4.89% |
| 7 | INVESCO SP MIDCAP 400 QVM M | IVZ | 10,882,576 | $314,524 | 4.15% |
| 8 | ISHARES CORE MSCI EMERGING | 46434G103 | 4,773,111 | $274,024 | 3.61% |
| 9 | VANGUARD FTSE EUROPE ETF | 922042874 | 3,742,619 | $266,100 | 3.51% |
| 10 | VANGUARD INTERMEDIATETERM T | 92206C706 | 3,390,733 | $204,868 | 2.70% |
| 11 | BONDBLOXXJPM USD EM MK 110 | 09789C879 | 4,698,046 | $201,358 | 2.65% |
| 12 | VANGUARD SHORTTERM TREASURY | 92206C102 | 3,351,994 | $197,835 | 2.61% |
| 13 | INVESCO SP SMALLCAP 600 QVM | IVZ | 7,114,414 | $194,402 | 2.56% |
| 14 | ISHARES INTERNATIONAL DEVELO | 46436E510 | 4,592,859 | $174,114 | 2.30% |
| 15 | SPDR BLOOMBERG EM USD BOND | 78468R515 | 6,446,684 | $161,747 | 2.13% |
| 16 | SIMPLIFY MBS ETF | 82889N525 | 3,139,253 | $161,609 | 2.13% |
| 17 | ISHARES JP MORGAN USD EMERGI | 464288281 | 1,547,548 | $144,820 | 1.91% |
| 18 | JPMORGAN BETABUILDERS EUROPE | 46641Q191 | 2,042,693 | $127,341 | 1.68% |
| 19 | ISHARES MSCI GLOBAL METALS | 46434G848 | 2,931,185 | $126,657 | 1.67% |
| 20 | ISHARES CORE SP MIDCAP ETF | 464287507 | 2,005,370 | $124,975 | 1.65% |
| 21 | BONDBLOXX BBG 1 DUR US TREAS | 09789C861 | 2,387,980 | $119,256 | 1.57% |
| 22 | FRANKLIN FTSE CANADA ETF | FGDL | 2,773,743 | $104,422 | 1.38% |
| 23 | GATOS SILVER INC | 368036109 | 6,205,259 | $93,575 | 1.23% |
| 24 | ISHARES MSCI GLOBAL GOLD MIN | 46434G855 | 2,253,973 | $74,404 | 0.98% |
| 25 | JPMORGAN BETABUILDERS DEVELO | 46641Q233 | 910,009 | $49,168 | 0.65% |
| 26 | VANGUARD LONGTERM TREASURY | 92206C847 | 764,623 | $47,055 | 0.62% |
| 27 | BONDBLOXXBB RATED USD HY CB | 09789C705 | 1,037,817 | $42,664 | 0.56% |
| 28 | BONDBLOXX BBG 5 YR US TREAS | 09789C838 | 704,064 | $35,201 | 0.46% |
| 29 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 311,228 | $27,326 | 0.36% |
| 30 | BONDBLOXX BBG 6 MTH US TREAS | 09789C788 | 448,334 | $22,614 | 0.30% |
| 31 | SPDR PORTFOLIO HIGH YIELD BO | 78468R606 | 906,573 | $21,803 | 0.29% |
| 32 | BONDBLOXX BBG 2Y US TSY ETF | 09789C853 | 416,558 | $20,776 | 0.27% |
| 33 | BONDBLOXX BBG 3Y US TSY ETF | 09789C846 | 402,313 | $20,116 | 0.27% |
| 34 | BONDBLOXX BBG 7 YR US TREAS | 09789C820 | 403,857 | $19,813 | 0.26% |
| 35 | BONDBLOXX BBG 10Y US TSY ETF | 09789C812 | 403,452 | $19,532 | 0.26% |
| 36 | BONDBLOXX BBG 20Y US TSY ETF | 09789C796 | 420,244 | $18,507 | 0.24% |
| 37 | SPDR PORTFOLIO SP 500 ETF | 78464A854 | 188,205 | $12,706 | 0.17% |
| 38 | BONDBLOXXB RATED USD HY CB | 09789C804 | 266,860 | $10,717 | 0.14% |
| 39 | SPDR PORTFOLIO DEVELOPED WOR | 78463X889 | 276,169 | $10,373 | 0.14% |
| 40 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 95,402 | $9,666 | 0.13% |
| 41 | SPDR PORTFOLIO HIGH YIELD BO | 78468R606 | 331,703 | $7,977 | 0.11% |
| 42 | SPDR PORT SHRT TRM CORP BND | 78464A474 | 259,709 | $7,864 | 0.10% |
| 43 | VANGUARD SHORTTERM TREASURY | 92206C102 | 133,074 | $7,854 | 0.10% |
| 44 | ISHARES MBS ETF | 464288588 | 80,023 | $7,667 | 0.10% |
| 45 | VANGUARD SHORTTERM TREASURY | 92206C102 | 106,977 | $6,314 | 0.08% |
| 46 | SPDR PORT INT CORP BOND ETF | 78464A375 | 159,059 | $5,362 | 0.07% |
| 47 | BONDBLOXXCCCUSD HY CORP BD | 09789C887 | 121,654 | $4,843 | 0.06% |
| 48 | SPDR PORTFOLIO EMERGING MARK | 78463X509 | 110,056 | $4,543 | 0.06% |
| 49 | VANGUARD LONGTERM TREASURY | 92206C847 | 63,048 | $3,880 | 0.05% |
| 50 | ISHARES CORE SP SMALLCAP E | 464287804 | 20,736 | $2,425 | 0.03% |
| 51 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 19,840 | $2,010 | 0.03% |
| 52 | SPDR PORTFOLIO SP 400 MID C | 78464A847 | 26,947 | $1,473 | 0.02% |
| 53 | ISHARES BB RATED CORP BOND | 46435U473 | 28,510 | $1,350 | 0.02% |
| 54 | SPDR BLOOMBERG EM USD BOND | 78468R515 | 32,604 | $818 | 0.01% |
| 55 | SPDR PORTFOLIO SP 600 SMALL | 78468R853 | 16,642 | $757 | 0.01% |
| 56 | VANGUARD SHORTTERM TREASURY | 92206C102 | 9,132 | $539 | 0.01% |
| 57 | ISHARES 05 YEAR TIPS BOND E | 46429B747 | 5,184 | $525 | 0.01% |
| 58 | SPDR PORT SHRT TRM TRSRY | 78468R101 | 14,502 | $427 | 0.01% |
| 59 | ISHARES MBS ETF | 464288588 | 76 | $7 | 0.00% |
| 60 | ISHARES CORE SP MIDCAP ETF | 464287507 | 2 | $0 | 0.00% |