Q3 2023 · 13F-HR
Municipal Employees' Retirement System of Michiganholdings as filed
Filed 2023-11-06 · accession 0001588873-23-000005
$7.2M
Reported value
49
Positions
2023-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 464287200 | IVV | ISHARES CORE S&P 500 ETF | $1.3M | 18.4% | 3,075,006 | Common | SOLE |
| 46138G581 | QVML | INVESCO S&P 500 QVM MULTIFA | $802,151 | 11.1% | 32,080,028 | Common | SOLE |
| 46434G103 | IEMG | ISHARES CORE MSCI EMERGING | $399,321 | 5.55% | 8,390,863 | Common | SOLE |
| 78468R101 | SPTS | SPDR PORT SHRT TRM TRSRY | $378,106 | 5.26% | 13,165,238 | Common | SOLE |
| 82889N657 | TUA | SIM ST TREAS FUT STRAT ETF | $361,123 | 5.02% | 16,534,947 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SHORTTERM TREASURY | $260,051 | 3.61% | 4,514,768 | Common | SOLE |
| 46138G573 | QVMM | INVESCO S&P MIDCAP 400 QVM M | $250,055 | 3.48% | 10,848,386 | Common | SOLE |
| 46434V696 | IPAC | ISHARES CORE MSCI PACIFIC ET | $248,904 | 3.46% | 4,476,690 | Common | SOLE |
| 09789C861 | XONE | BONDBLOXX BBG 1 DUR US TREAS | $223,921 | 3.11% | 4,502,743 | Common | SOLE |
| 92206C706 | VGIT | VANGUARD INTERMEDIATETERM T | $193,780 | 2.69% | 3,390,733 | Common | SOLE |
| 46138G565 | QVMS | INVESCO S&P SMALLCAP 600 QVM | $187,556 | 2.61% | 8,595,731 | Common | SOLE |
| 464287507 | IJH | ISHARES CORE S&P MIDCAP ETF | $186,054 | 2.59% | 746,153 | Common | SOLE |
| 78464A664 | SPTL | SPDR PORT LNG TRM TRSRY | $179,995 | 2.50% | 6,883,165 | Common | SOLE |
| 09789C879 | XEMD | BONDBLOXXJPM USD EM MK 110 | $175,061 | 2.43% | 4,504,991 | Common | SOLE |
| 464288281 | EMB | ISHARES JP MORGAN USD EMERGI | $171,075 | 2.38% | 2,073,137 | Common | SOLE |
| 922042874 | VGK | VANGUARD FTSE EUROPE ETF | $167,423 | 2.33% | 2,890,092 | Common | SOLE |
| 78464A672 | SPTI | SPDR PORT INT TREASURY TERM | $164,564 | 2.29% | 5,977,627 | Common | SOLE |
| 78468R515 | EMHC | SPDR BLOOMBERG EM USD BOND | $164,433 | 2.29% | 7,262,948 | Common | SOLE |
| 46436E510 | ISVL | ISHARES INTERNATIONAL DEVELO | $141,096 | 1.96% | 4,592,859 | Common | SOLE |
| 78468R606 | SPHY | SPDR PORTFOLIO HIGH YIELD BO | $135,299 | 1.88% | 6,034,761 | Common | SOLE |
| 46641Q191 | BBEU | JPMORGAN BETABUILDERS EUROPE | $115,268 | 1.60% | 2,267,719 | Common | SOLE |
| 46434G848 | PICK | ISHARES MSCI GLOBAL METALS & | $102,252 | 1.42% | 2,571,734 | Common | SOLE |
| 464288588 | MBB | ISHARES MBS ETF | $96,116 | 1.34% | 1,082,379 | Common | SOLE |
| 46435U374 | EWJV | ISHARES MSCI JAPAN VALUE ETF | $86,983 | 1.21% | 3,046,678 | Common | SOLE |
| 09789C788 | XHLF | BONDBLOXX BBG 6 MTH US TREAS | $86,171 | 1.20% | 1,714,155 | Common | SOLE |
| 35473P827 | FLCA | FRANKLIN FTSE CANADA ETF | $79,104 | 1.10% | 2,627,161 | Common | SOLE |
| 46434G855 | RING | ISHARES MSCI GLOBAL GOLD MIN | $72,783 | 1.01% | 3,516,117 | Common | SOLE |
| 09789C853 | XTWO | BONDBLOXX BBG 2Y US TSY ETF | $55,976 | 0.78% | 1,144,713 | Common | SOLE |
| 92206C847 | VGLT | VANGUARD LONGTERM TREASURY | $45,803 | 0.64% | 825,127 | Common | SOLE |
| 46641Q233 | BBAX | JPMORGAN BETABUILDERS DEVELO | $40,978 | 0.57% | 910,009 | Common | SOLE |
| 09789C705 | XBB | BONDBLOXXBB RATED USD HY CB | $38,034 | 0.53% | 996,434 | Common | SOLE |
| 09789C838 | XFIV | BONDBLOXX BBG 5 YR US TREAS | $33,381 | 0.46% | 704,064 | Common | SOLE |
| 368036109 | — | GATOS SILVER INC | $32,143 | 0.45% | 6,205,259 | Common | SOLE |
| 81369Y506 | XLE | ENERGY SELECT SECTOR SPDR | $30,082 | 0.42% | 332,805 | Common | SOLE |
| 464287804 | IJR | ISHARES CORE S&P SMALLCAP E | $24,322 | 0.34% | 257,838 | Common | SOLE |
| 464287432 | TLT | ISHARES 20 YEAR TREASURY BO | $20,645 | 0.29% | 232,776 | Common | SOLE |
| 09789C846 | XTRE | BONDBLOXX BBG 3Y US TSY ETF | $19,460 | 0.27% | 402,313 | Common | SOLE |
| 09789C820 | XSVN | BONDBLOXX BBG 7 YR US TREAS | $18,601 | 0.26% | 403,857 | Common | SOLE |
| 09789C812 | XTEN | BONDBLOXX BBG 10Y US TSY ETF | $17,946 | 0.25% | 403,452 | Common | SOLE |
| 46429B747 | STIP | ISHARES 05 YEAR TIPS BOND E | $16,695 | 0.23% | 172,256 | Common | SOLE |
| 09789C796 | XTWY | BONDBLOXX BBG 20Y US TSY ETF | $16,574 | 0.23% | 420,244 | Common | SOLE |
| 09789C804 | XB | BONDBLOXXB RATED USD HY CB | $10,149 | 0.14% | 266,860 | Common | SOLE |
| 92189F791 | GDXJ | VANECK JUNIOR GOLD MINERS | $7,547 | 0.10% | 234,159 | Common | SOLE |
| 78464A474 | SPSB | SPDR PORT SHRT TRM CORP BND | $7,030 | 0.10% | 239,775 | Common | SOLE |
| 78464A375 | SPIB | SPDR PORT INT CORP BOND ETF | $4,628 | 0.06% | 147,168 | Common | SOLE |
| 09789C887 | XCCC | BONDBLOXXCCCUSD HY CORP BD | $4,545 | 0.06% | 121,654 | Common | SOLE |
| 46435U473 | HYBB | ISHARES BB RATED CORP BOND | $1,344 | 0.02% | 30,699 | Common | SOLE |
| 600544100 | MLKN | MILLERKNOLL INC | $2 | 0.00% | 102 | Common | SOLE |
| 464286517 | LEMB | ISHARES JP MORGAN EM LOCAL C | $1 | 0.00% | 28 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.